Académique Documents
Professionnel Documents
Culture Documents
Editors
Michael Efroimsky, Bethesda, USA
Leonard Gamberg, Reading, USA
Dmitry Gitman, São Paulo, Brasil
Alexander Lazarian, Madison, USA
Boris Smirnov, Moscow, Russia
Vladimir N. Kukudzhanov
Numerical Continuum
Mechanics
De Gruyter
Physics and Astronomy Classification 2010: 46.15.-x, 02.70.Bf, 02.60.Lj, 46.05.+b, 46.50.+a,
46.35.+z, 46.70.De, 46.70.Hg, 83.60.Df, 62.20.-x, 61.72.Lk, 81.40.Cd
ISBN 978-3-11-027322-9
e-ISBN 978-3-11-027338-0
and the theory of large elastoplastic deformations. Also discussed are nonclassical
methods of describing the motion of continua, including mixed Lagrangian–Eulerian
methods and description in arbitrary adaptable moving coordinates. The presentation
is performed in such a way that the reader does not have to use additional literature to
learn the material. The chapter can be useful to more advanced readers as well.
Part II, comprising Chapters 2 to 4, outlines the basics of numerical methods for the
solution of finite difference equations. This part is close to the content of traditional
courses on numerical methods with focus on efficient methods for nonlinear prob-
lems of continuum mechanics. Solution methods for stiff and singularly perturbed
boundary-value problems and nonlinear wave unsteady problems are discussed. Sta-
bility analysis methods using differential approximations are outlined.
Part III (Chapters 5 to 8) gives the description and development of special numer-
ical methods of continuum mechanics and also discusses their application to solving
certain classes of one-dimensional and multidimensional unsteady dynamic problems
and generalization to two- or three-dimensional problems for elastic and elastovis-
coplastic media. Finite difference schemes for unsteady problems with discontinuous
solutions are analyzed by the method of differential approximations. The methods
of splitting in directions and physical processes for media with complex rheological
relations are developed; these methods allow one to reduce complex problems to suc-
cessive solution of problems for simpler media. Efficient numerical-analytical meth-
ods for elastoplastic and elastoviscoplastic problems in two or more dimensions are
suggested. Special methods are considered that allow one to solve problems involv-
ing large or very large deformations of elastoplastic solids under extreme thermome-
chanical loads. These methods are based on nonclassical mixed Lagrangian–Eulerian
approaches to the description of the motion of continuous media, adaptable moving
grid techniques, and the particle-in-cell technique and its modifications. Solutions of
several problems are given: penetration of a rigid indenter into an elastoplastic ma-
terial with fracture, formation of a cumulative jet under the action of a detonation
wave, indentation of a sine-shaped rigid stamp into an elastoplastic material, fracture
of an elastic layer (glass) when impacted by a steel cylinder, impact of a deformable
cylindrical projectile on a deformable slab at a supersonic speed and their fracture,
and some others.
Chapter 8 deals with damage and continuum fracture of elastoplastic and elasto-
viscoplastic media with defects, under quasistatic and dynamic thermomechanical ac-
tions.
Also included in Chapters 5 to 8 are new results, which only appear in journal pub-
lications and are not included in the educational literature. The new methods can be
useful to the advanced readers who specialize in numerical simulation of continuum
mechanical problems as well as to postgraduate and PhD students.
At the end of Chapters 2 to 7, there are numerous exercises designed to supplement
the text and consolidate the concepts discussed. They serve to stimulate the reader to
further study and to reinforce and develop practical skills.
Preface vii
The book has an extended table of contents to help the reader quickly locate the
desired information. The brief list of notations includes symbols and terms most
frequently used in computational mathematics and mechanics. The bibliography in-
cludes references cited in the text to indicate the authors who contributed to the results
and refer the interested reader to more detailed information and other educational lit-
erature.
The book is intended for graduate and postgraduate students in the area of applied
mathematics, mechanics, and engineering sciences, who are acquainted with the ba-
sics of mechanics of continuous media and main concepts of computational mathe-
matics. The first two parts of the book aim at extending the reader’s knowledge in
these disciplines. The book may also be helpful for a wide range of engineers, sci-
entists, university teachers, and PhD students engaged in the fields of computational
mathematics and mechanics of continuous media.
I am very grateful to my colleagues and pupils Nikolai Burago, Alexander Lev-
itin, and Sergei Lychev for their valuable comments and fruitful discussions, which
helped improve the book. I would also like to thank Alexei Zhurov for translating the
manuscript into English thoroughly and conscientiously.
Preface v
I Basic equations of continuum mechanics
1 Basic equations of continuous media 3
1.1 Methods of describing motion of continuous media . . . . . . . . . . . . . . . 3
1.1.1 Coordinate systems and methods of describing motion of
continuous media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.2 Eulerian description . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.1.3 Lagrangian description . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.4 Differentiation of bases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.5 Description of deformations and rates of deformation of a
continuous medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2 Conservation laws. Integral and differential forms . . . . . . . . . . . . . . . . 9
1.2.1 Integral form of conservation laws . . . . . . . . . . . . . . . . . . . . . . 9
1.2.2 Differential form of conservation laws . . . . . . . . . . . . . . . . . . . 11
1.2.3 Conservation laws at solution discontinuities . . . . . . . . . . . . . . 13
1.2.4 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.3 Thermodynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.3.1 First law of thermodynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.3.2 Second law of thermodynamics . . . . . . . . . . . . . . . . . . . . . . . . 16
1.3.3 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.4 Constitutive equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.4.1 General form of constitutive equations. Internal variables . . . . 18
1.4.2 Equations of viscous compressible heat-conducting gases . . . . 21
1.4.3 Thermoelastic isotropic media . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.4.4 Combined media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.4.5 Rigid-plastic media with translationally isotropic hardening . . 24
1.4.6 Elastoplastic model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.5 Theory of plastic flow. Theory of internal variables . . . . . . . . . . . . . . . 26
1.5.1 Statement of the problem. Equations of an
elastoplastic medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.5.2 Equations of an elastoviscoplastic medium . . . . . . . . . . . . . . . . 30
x Contents
6.4.4 The theory of von Mises type flows. Isotropic hardening . . . . . 281
6.4.5 Drucker–Prager plasticity theory . . . . . . . . . . . . . . . . . . . . . . . 283
6.4.6 Elastoviscoplastic media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
6.5 Splitting schemes for points on the axis of revolution . . . . . . . . . . . . . . 286
6.5.1 Calculation of boundary points . . . . . . . . . . . . . . . . . . . . . . . . . 286
6.5.2 Calculation of axial points . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
6.6 Integration of elastoviscoplastic flow equations by variation inequality 290
6.6.1 Variation inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290
6.6.2 Dissipative schemes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292
6.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
7 Solution of elastoplastic dynamic and quasistatic problems with finite
deformations 298
7.1 Conservative approximations on curvilinear Lagrangian meshes . . . . . 298
7.1.1 Formulas for natural approximation of spatial derivatives . . . . 298
7.1.2 Approximation of a Lagrangian mesh . . . . . . . . . . . . . . . . . . . . 299
7.1.3 Conservative finite difference schemes . . . . . . . . . . . . . . . . . . . 301
7.2 Finite elastoplastic deformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
7.2.1 Conservative schemes in one-dimensional case . . . . . . . . . . . . 303
7.2.2 A conservative two-dimensional scheme for an elastoplastic
medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
7.2.3 Splitting of the equations of a hypoelastic material . . . . . . . . . 306
7.3 Propagation of coupled thermomechanical perturbations in gases . . . . 307
7.3.1 Basic equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 307
7.3.2 Conservative finite difference scheme . . . . . . . . . . . . . . . . . . . . 307
7.3.3 Non-divergence form of the energy equation. A completely
conservative scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 309
7.4 The PIC method and its modifications for solid mechanics problems . 311
7.4.1 Disadvantages of Lagrangian and Eulerian meshes . . . . . . . . . 311
7.4.2 The particle-in-cell (PIC) method . . . . . . . . . . . . . . . . . . . . . . . 311
7.4.3 The method of coarse particles . . . . . . . . . . . . . . . . . . . . . . . . . 314
7.4.4 Limitations of the PIC method and its modifications . . . . . . . . 315
7.4.5 The combined flux and particle-in-cell (FPIC) method . . . . . . 316
7.4.6 The method of markers and fluxes . . . . . . . . . . . . . . . . . . . . . . 317
7.5 Application of PIC-type methods to solving elastoviscoplastic
problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
7.5.1 Hypoelastic medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318
7.5.2 Hypoelastoplastic medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319
7.5.3 Splitting for a hyperelastoplastic medium . . . . . . . . . . . . . . . . . 321
Contents xvii
Chapter 1 presents the main equations of continuum mechanics as well as some mod-
els of continuous media that will be required in subsequent sections of the book.
These equations and models will not be discussed in detail, since the author presumes
that the reader is already familiar with them from a main university course of con-
tinuum mechanics taught to engineering students; for example, see [38, 49, 59]. The
current chapter should therefore be treated as a summary of facts required for numer-
ical modeling of problems arising in continuum mechanics rather than a guide to the
systematic study of continuum mechanics.
Modern computational continuum mechanics studies and solves complete systems
of equations for not only the classical models of continua, such as elastic or elastoplas-
tic media or viscous thermally conductive fluids, but also recent nonclassical models
with complex rheologies and damage as well as fracture models of elastoviscoplastic
materials and more. Chapter 1 gives a brief description of the methods for construct-
ing such models. Also outlined are benefits of representing the basic equations of
continuum mechanics in different forms, as integral or differential relations or vari-
ational principles; these are important for the discrete approach and will be used in
subsequent sections.
Let us begin with the common ways of describing motion of continuous media and
different forms of representation of conservation laws.
ei ej D ıij ;
where ıij is the Kronecker delta (ıij D 1 if i D j and ıij D 0 if i ¤ j ). The dot
between vectors denotes the scalar product.
Other general reference frames include curvilinear and skew coordinate systems.
In this case, apart from the main, covariant basis ei , it is convenient to use the con-
4 Chapter 1 Basic equations of continuous media
ei ej D ıij ; ei ej ¤ ıij ;
v D v˛ e˛ D v ˇ eˇ ; v˛ D v e ˛ ; v ˇ D v eˇ ; (1.1)
where the v˛ are covariant coordinates of v and vˇ are its contravariant coordinates.
An arbitrary tensor can be represented in terms of its covariant, contravariant,
and mixed components as
ds 2 D d r d r D e˛ eˇ dx ˛ dx ˇ D g˛ˇ dx ˛ dx ˇ ; (1.3)
where the g˛ˇ are covariant components of the metric tensor g D g˛ˇ e˛ eˇ or
g D g˛ˇ e˛ ˝ eˇ . In what follows, the dyadic (tensor) product of vectors a and b
will conventionally be denoted ab or a ˝ b.
Formulas for various transformations of covariant and contravariant basis vectors,
including differentiation, as well as those for tensor transformations are the subject
matter of vector and tensor analysis, which is widely used in continuum mechanics.
a D f .x; t /:
With such a description, known as Eulerian, all quantities are assumed to be func-
tions of a fixed point in space (cell) through which various points of the medium
(particles) pass. In order to track changes in the quantities associated with a moving
particle, the position vector of the particle, r D r.x; t /, must be introduced, whose
components ri D xi .t / determine the path along which the particle moves in the
reference frame xi . This path is determined by the velocity field as
dx ˇ
D v.x; t /; xˇ tD0 D x0 :
dt
Section 1.1 Methods of describing motion of continuous media 5
Any quantity a (whether it is a scalar, vector, or tensor field) that depends of the Eu-
lerian variables, a D a.x; t /, can be treated as a composite function of the Lagrangian
variables, a.x; t / D a.x.; t /; t /. Conversely, any function defined in terms of the
Lagrangian variables can be treated as a composite function of the Eulerian variables,
a.; t / D a..x; t /; t /. Accordingly, the partial derivatives with respect to time are
taken at i D const in the Lagrangian description and xi D const in the Eulerian de-
scription. A partial derivative at i D const, called a material derivative, is a quantity
that has a physical meaning; it determines the rate of change of the quantity a asso-
ciated with a particle. The relationship between the partial derivatives at xi D const
and i D const follows from the chain rule:
ˇ ˇ ˇ
@a.x.; t /; t / ˇˇ @a ˇˇ @a @xi @a ˇˇ @a
ˇ D ˇ C D ˇ C vi : (1.4)
@t @t x @xi @t @t x @xi
The material derivative is also known as the Lagrangian, substantial, or full deriva-
tive. The first term on the right-hand side in (1.4) is the partial derivative with respect
to t , while the second term represents the convective derivative [47, 157].
Apart from the above two approaches to describing the motion of a continuous me-
dium, it is possible to introduce infinitely many descriptions in an arbitrary moving
reference frame i whose law of motion is prescribed relative to a fixed reference
frame, i D i .x; t /. Such arbitrary coordinate systems will be discussed later on, in
connection with the construction of optimal (in a sense) coordinate systems and asso-
ciated computational grids. These kinds of characterization are intermediate between
the Eulerian description in a fixed reference frame and the Lagrangian description in
a frame moving together with the particle.
Using the above formulas for differentiating a vector field a D a˛ e˛ with respect
to time, one obtains
ˇ ˛ ˇ ˇ
@ ˇˇ @a .; t / ˇˇ ˇ ˛ @a˛ .; t / ˇˇ ˇ
a D C a r v e D a r v e˛ : (1.6)
@t ˇ ˇ ˇ
ˇ ˛ ˇ ˛
@t @t
Likewise, one can obtain the formulas for the material derivatives of a tensor written
in a frozen basis [157].
The differentiation formulas for Eulerian curvilinear basis vectors eQ i with respect
to t are as follows:
ˇ ˇ
@ ˇˇ ˇ ˛ @ ˇˇ j j
eQ i D vQ ˇ i eQ ˛ ; eQ D Qei iˇ vQ ˇ (1.7)
@t ˇ @t ˇ
where the ˇ˛i are the triple-index Christoffel symbols of the second kind.
A vector a is differentiated in an Eulerian basis using the formula
ˇ ˇ
@ ˇˇ @aQ i .x; t / ˇˇ j
a D a
Q v
Q
j k ki e Qi : (1.8)
@t ˇ @t ˇ
If the change of the squared length in (1.9) is rewritten in the Eulerian coordinates
and referred to a finite length, then
@˛ @˛
ds 2 ds02 D dxi dxj dxi dxj D 2Aij dxi dxj :
@xi @xj
The Euler–Almansi finite strain tensor A describes deformation near a particle in the
Eulerian variables:
1 @˛ @˛ 1 @ui @uj @u˛ @u˛
Aij D ıij D C : (1.12)
2 @xi @xj 2 @xj @xi @xi @xi
1
AD I FT F1 D FT E F1 :
2
In a similar way, one introduces tensors that characterize the rate of change of the
length of a particle’s small directed element expressed via the velocity gradients as
@vi
vi .x C d x/ vi .x/ D dxj D Lij dxj :
@xj
The velocity gradient tensor Lij can be additively decomposed into the symmetric,
eij , and antisymmetric, !ij , parts:
1 @vi @vj
eij D C ; eij D ej i ;
2 @xj @xi
1 @vi @vj
!ij D ; !ij D !j i :
2 @xj @xi
It is not difficult to find the relationship between the time derivatives of the above
strain tensors F and " and the velocity tensors L and e. In the index form, we have
@vi @ dxi .; t / d @xi @˛ d @xi @˛
Lij D D D D ;
@xj @xj dt dt @˛ @xj dt @˛ @xj
since d ˛ =dt D 0. In the indexless tensor notation, the velocity gradient tensor L is
expressed in terms of the material time derivative of the deformation gradient tensor F
as
d F 1
LD F : (1.13)
dt
In this section, we have summarized the most common concepts and information
from kinematics of continuous media. For more details, see texts on continuum me-
chanics (e.g., [38, 49, 59]).
The differentiation formulas for vectors and tensors in curvilinear coordinates, fixed
(Eulerian) bases, and frozen (Lagrangian) bases, the expressions of the time deriva-
tives of tensors in different bases, the concepts of objective derivatives and other con-
cepts from tensor analysis, and some additional information on kinematics of contin-
uous media, required subsequently, will be given below in Sections 1.9–1.12 and later
on as they are required for studying equations for specific media.
Section 1.2 Conservation laws. Integral and differential forms 9
conservation of mass: Z
d
d V D 0I (1.14)
dt V
conservation of linear momentum:
Z Z Z
d
vi d V D ij nj dS C Fi d V I (1.15)
dt V S V
conservation of energy:
Z Z Z Z
d v2
UC d V D .ij vj /ni dS qi ni dS C .Fi vi C r/ d V:
dt V 2 S S V
(1.16)
Here is the mass density, vi the particle velocity, Fi the body force per unit volume,
r the energy source intensity, ij the stress, U the potential (internal) energy per unit
volume, and qi the heat flux, with d=dt denoting the total (material) derivative.
The law of conservation of angular momentum holds identically, provided that the
stress tensor ij is symmetric.
Each of the above equations (1.14)–(1.16) has the form
Z Z Z
d
pi d V D Aij nj dS C gi d V (1.17)
dt V S V
10 Chapter 1 Basic equations of continuous media
This is a general form of conservation laws, which is valid for any finite fluid volume
V .xi ; t / with surface S . Here p.xi ; t / and g.xi ; t / are k-dimensional vector fields,
A.xi ; t / is an m k matrix field, n is a unit normal vector to S , and m is the dimen-
sion of the physical space. Equation (1.17) means that the change of the quantity p
within the volume V , consisting of the same particles, is balanced by the flux of the
quantity A through the surface S and by the action of sources g in the volume V .
Equations (1.14)–(1.16) are written in the Eulerian (spatial) variables xi and t .
These equations can also be rewritten in a different form if the total derivative of
the integral on the right-hand side is transformed as follows:
Z Z Z
d 1
p.xi ; t / d V D lim p.xi ; t C t / d V p.xi ; t / d V
dtV t!0 t
ZV CV
h i
V
1
D lim p.xi ; t C t / p.xi ; t / d V
t!0 t V
Z
p.xi ; t C t / d V
V
Z ˇ Z
@p ˇˇ
D ˇ dV C p vn dS: (1.18)
V @t x S
V + ∆V
χi
Figure 1.1. Change of a fluid volume (shaded) as the medium moves; the fluid volume consists
of the same particles.
Then the general conservation law (1.17) in an Eulerian reference frame becomes
Z ˇ Z Z
@p ˇˇ
ˇ d V D .A p ˝ v/ n dS C g d V
V @t xi S V (1.19)
p vn D p.v n/ D .p ˝ v/ n;
Section 1.2 Conservation laws. Integral and differential forms 11
where the i are Lagrangian (material) coordinates associated with the particle, one
can convert relations (1.21) to the non-divergence form of conservation laws
ˇ
@pi ˇˇ
D rj Aij pi rj vj C gi : (1.22)
@t ˇi
In discrete representation, one should distinguish between the divergence form
(1.21) of a conservation law and its non-divergence form like (1.22).
Let us rewrite the law of conservation of linear momentum in the form (1.22):
ˇ
@vi ˇˇ
D rj ij vi rj vj C Fi :
@t ˇi
12 Chapter 1 Basic equations of continuous media
Further, we have
ˇ ˇ
@vi ˇˇ @ ˇˇ
C v D rj ij vi rj vj C Fi
@t ˇi @t ˇi
i
and see that the underlined terms cancel out by virtue of the mass conservation law
written in the form (1.22). So we obtain the equation
ˇ
@vi ˇˇ
D rj ij C Fi : (1.23)
@t ˇi
This is also true for any conservation law written for the mass density fi of the
quantity pi D fi . Therefore, it follows from the conservation law (1.22) that
ˇ
@fi ˇˇ
D rj Aij C gi (1.24)
@t ˇi
For example, the law (1.24) for the energy density becomes
ˇ
@ v2 ˇˇ
UC D rj .ij vi / rj qj C .r C Fi vi /: (1.25)
@t 2 ˇi
With (1.23), the conservation equation (1.25) can be converted to another form, known
as an equation of heat influx. We have
@vi @U
vi C D vi rj ij C ij rj vi rj qj C .r C Fi vi /:
@t @t
The underlined terms cancel out due to the equation of motion (1.23) and so
ˇ
@U ˇˇ
D ij rj vi rj qj C r D ij "Pij rj qj C r
@t ˇi
(1.26)
dU 1 dq e dq
D ij "Pij C C ;
dt dt dt
where q e and q are specific heat fluxes per unit mass; q e is the external heat, while
and q is the heat influx due to internal sources.
Equations (1.24) are easy to obtain directly from the integral law (1.17) by con-
verting the volume integrals to integrals over mass,
R which doesR not change during the
motion. Since mass M is time invariant and V gi d V D M gi d m, the following
conversion formulas hold true:
Z Z Z ˇ
d d dfi ˇˇ
fi d V D fi d m D ˇ d m;
dt V dt M M dt i
Z Z Z
1
Aij nj dS D rj Aij d V D rj Aij d m;
S V M
Z ˇ Z Z
@fi ˇˇ 1
ˇ d m r A
j ij d m gi d m D 0:
M @t i M M
Section 1.2 Conservation laws. Integral and differential forms 13
It follows that
dfi
D rj Aij C gi (1.27)
dt
This is the main non-divergence form of conservation laws for the mass density fi of
the quantity pi .
where vj Dnj denote the components of the velocity vector in the moving reference
frame.
It follows that, by virtue of the fact that the surfaces †˙ can extend arbitrarily far,
the integrand must be zero:
C
Aij piC .vjC Dnj / nj D A
ij pi .vj Dnj / nj : (1.28)
In (1.28), replacing Aij and pi with the respective quantities from the conservation
laws (1.14)–(1.16), we arrive at the following relations at the front of the discontinuity
surface †:
conservation of mass:
Vh
h/2
Figure 1.2. A volume moving with a velocity Dn together with a discontinuity surface †.
conservation of momentum:
ijC nj C viC .vjC Dnj /nj D ij nj vi .vj Dnj /nj I (1.30)
conservation of energy:
.v C /2
ijC viC nj
qjC njC C C
U C .vjC nj D/
2
.v /2
D ij vi nj qj nj U C .vj nj D/; (1.31)
2
To summarize, for piecewise continuous Bij , the integral form of the conservation
law (1.19) is equivalent to the differential form (1.21) in domains of continuity of
solutions and the jump relations (1.29)–(1.31) at discontinuity surfaces.
The conservation laws (1.14)–(1.16) and (1.21) are dynamic conservation laws and
hold true for any continuous medium. One can easily see that these laws do not form
a closed system of equations. To close the system of equations of continuum mechan-
ics, constitutive equations of the medium are required that would link the dynamic
quantities, the stress and heat flux, which appear in (1.14)–(1.16), to the kinematic
and thermodynamic characteristics of the medium that determine its deformation and
entropy.
1.2.4 Conclusions
To summarize, the following conclusions can be drawn:
1. Conservation laws are initially formulated in the integral form (1.17) for a fi-
nite volume of the medium having a fixed composition of particles; the differential
form (1.21) is a corollary of the integral form.
Section 1.3 Thermodynamics 15
2. The differential equations can be rewritten in the divergence form (1.21) or slightly
simpler, non-divergence form (1.24), in the Lagrangian variables; they can also be
written in the non-divergence form (1.27) in the Eulerian variables, or in the invariant
form
@f
D rA C g:
@t
The equations have the simplest form when rewritten in terms of the mass density fi
of the quantity pi (Eq. (1.27)).
3. The integral representation of the conservation laws (1.19) is equivalent, in the
Eulerian variables, to the differential equations (1.21) in domains of continuity of the
motion, which have a divergence form, and relations (1.29)–(1.31) at discontinuity
surfaces.
In order to derive constitutive equations, closing the system of equations for a spe-
cific continuum, in a correct manner, one should consider thermodynamic laws.
1.3 Thermodynamics
Apart from conservation laws, the first and second laws of thermodynamics should be
considered in order to describe non-isothermal, reversible and irreversible, processes
in continuous media.
The internal energyRincrement d U is equal to the work done by the power of internal
stresses, dAi D V ij "Pij d V , plus the amount of heat supplied, dQ. The latter
equals the external heat influx due to heat exchange, dQe , which is determined by the
second term on the right-hand side in (1.32), and the internal heat influx, dQ, due to
other sources and mechanisms R (e.g., electrical). In (1.32), the internal heat influx is
described by the source term V r d V , where r is the source intensity.
16 Chapter 1 Basic equations of continuous media
with
²
q q grad T ³
dqe 1 div q
D D div C ;
dt T T T T2
and so
Z Z Z 2 Z
ds qi n i grad T dq 0 1
dm D d! C dV C d V:
M dt @V T V T V dt T
It has been taken into account that q D grad T (heat equation), where is the
thermal conductivity. The symbol @V stands for the surface bounding the volume V
and d! denotes the area element of @V . Also
ds D dse C dsi ;
Section 1.3 Thermodynamics 17
where dse in the external entropy influx, corresponding to the surface integral, and
dsi is the entropy increment due to internal processes.
If dq 0 D 0, for a thermally insulated body, the first term on the right-hand side of
the equation is zero, but nevertheless
Z
dsi grad T 2
D d V 0; (1.38)
dt V T
which means that the heat conduction process is irreversible; the reversibility criterion
for a body with inhomogeneous distribution of parameters is the condition dsi > 0
rather than dq 0 > 0.
Consequently, the second law of thermodynamics (1.37) for a body with inhomo-
geneous temperature distribution can be represented as the inequality
Z Z Z Z
ds d qi n i r
dm D s d V d! C d V: (1.39)
M dt dt V T V T
This inequality has the structure of a conservation law, and hence all transfor-
mations valid for the conservation laws dealt with above are applicably to inequal-
ity (1.39) as well. In particular, inequality (1.39) implies a non-divergence differential
inequality similar to equation (1.24),
ˇ
q r
ds ˇˇ i
ˇ ri C ; (1.40)
dt T T
1.3.3 Conclusions
Any thermodynamic process occurring in a body must satisfy condition (1.43) in do-
mains of continuity of the motion and condition (1.42) at surfaces of discontinuity. In
some problems of nonlinear mechanics, this requirement allows one to select a unique
solution amongst all possible discontinuous solutions.
Apart from these equations, it is necessary to specify equations that determine the
evolution of the internal variables
k . In general, such equations are represented as
functionals; in simples cases, these are written as differential equations:
d
k
D ˆ."ij ; T; gi ;
k /: (1.45)
dt
Broadly speaking, relations (1.44) and (1.45) must satisfy the general laws of con-
tinuum mechanics; specifically, they must be invariant to orthogonal transformations
of coordinates in the current configuration (cf. Section 1.9) and compatible with the
second law of thermodynamics. Otherwise, the forms of the functions in (1.44)
and (1.45) are determined by experimental data or the mechanisms of the physical
processes occurring at the structural level in the material. This is the general scheme
Section 1.4 Constitutive equations 19
@U 1 q grad T
C T sP C ij "Pij C 0:
@t T
Introducing free energy A D U T s, one obtains
@A 1 q grad T
TP s C ij "Pij C 0:
@t T
Since
R k , TR , "Rij , and gP are not variables of state, it follows from (1.44) that the
dependent variables s, ij , A, and qi are independent of them. Hence, it is always
possible to choose a process of changing the state of the medium so that there is only
one nonzero quantity out of
R k , TR , "Rij , and g,
P for example, TR , and all other first and
second derivatives in (1.46) are zero. Then inequality (1.46) becomes
@A R
T 0:
@TP
Since the derivative @A=@TP D ATP is independent of TR and TR can change sign in the
process concerned, the condition ATP D 0 must hold. With similar reasoning, it can
be found that AP k D A"Pij D Agi D 0, and hence free energy A can only depend on
the parameters T , ", and
k :
A D A.T; ";
k /:
Di D F.i/ X.i/ 0; i D 1; : : : ; 4;
@D.i/
Fi D .i/ : (1.48)
@X.i/
@D.i/
Di D .i/ X.i/ 0: (1.49)
@X.i/
From this relation it is easy to determine .i/ as a function of Xi , given the dissipa-
tion function Di .Xi /. In the case that .i/ is independent of Xi and so is constant, it
follows from (1.49) that Di is a homogeneous function of degree 1 Euler’s homo-
geneous function theorem.
Thus, based on the aforesaid, the following theorem can be stated [75, 18].
where and
are viscosity coefficients, is the thermal conductivity, and p is the
hydrostatic pressure.
with "ij being the strain tensor components, one obtains from (1.48)–(1.53) the fol-
lowing constitutive stress, entropy, and heat equations:
By adding together inequalities (1.56) for model ˛ and model ˇ, one obtains
1 g˛ g˛ gˇ gˇ
P P P P
.A˛ C Aˇ / C .s˛ T˛ C sˇ Tˇ / C . ˛ "P ˛ C ˇ "P ˇ / C C
T˛ Tˇ
1 g g
D AP C s TP C . "P / C 0: (1.57)
T
It follows that inequality (1.56) is also valid for a combined model with D ˛ D
ˇ D , provided that the following conditions hold:
A˛ C A ˇ D A I (1.58)
For condition (1.59) to be satisfied, it suffices that one of the following two sets of
conditions holds:
A1 / ˛ D ˇ D ; "P ˛ C "P ˇ D "P I
A2 / "˛ D "ˇ D "P ; ˛ C ˇ D :
σ σ
A1 A2
Figure 1.3. Series (A1 ) and parallel (A2 ) connections of mechanical models.
For the additivity condition of internal heat sources (1.60) to be satisfied, it suffices
that one of the following sets of conditions holds:
B1 / s˛ D sˇ D s ; T˛ C Tˇ D T I
B2 / T˛ D Tˇ D T ; s˛ C sˇ D s :
hold.
The above allows us to conclude that for condition (1.56) to hold for model , it is
sufficient that condition (1.58) is satisfied as well as any combination of three rows of
conditions Ai (i D 1; 2), Bj (j D 1; 2), and C, in which case, we have
D D D˛ C Dˇ 0:
24 Chapter 1 Basic equations of continuous media
It is needless to say that the above elements can again be combined together and
with the original one to obtain more and more complex models for which inequal-
ity (1.56) surely holds.
This method of connecting mechanical models is widely used in continuum me-
chanics; in particular, it is applicable to constructing an elastoplastic model that satis-
fies the thermodynamical requirements [41, 61].
ij @A @D
D p C p : (1.62)
@"ij @"Pij
p
The body remain rigid ("Pij D 0) if the condition .ij ijc /.ij ijc / k 2 .Wp /
p
is satisfied. In the case of equality, the condition of neutral loading, ij "Pij D 0, must
Rt p
additionally be satisfied. Here Wp D 0 ij "Pij dt is the work done by plastic strain.
p
The body is deformed plastically, in which case "Pij ¤ 0, if
σij
σij
K(Wp)
b0
aε pij = σ cij
b0
Figure 1.4. Transformation of the yield surface in translationally isotropic hardening in the
space of ij .
Taking the square of the left- and right-hand sides of equation (1.64), one obtains
p Ip p
"Pij D .ij a"ij /:
k.Wp /
p @F
d "ij D d : (1.67)
@ij
Section 1.5 Theory of plastic flow. Theory of internal variables 27
R "p p
The quantity D 0 ij ij d "ij D W p is the hardening parameter of the material,
which is taken to be equal to the work done by plastic strains; d 0 is a scalar pa-
rameter determined from the condition F .ij ; / D 0. Differentiating F .ij ; / D 0
gives
@F @F p p
dij C ij d "ij D 0; d D ij d "ij : (1.68)
@ij @
p
Substituting d "ij from (1.67) into (1.68), one arrives at the following expression
for d :
@F 1 @F @F
d D dij H; D kl I
@ij H @ @kl
@F
d D 0 if ij D 0 and F D 0: (1.69)
@ij
Condition (1.69) corresponds to neutral loading, where the stress vector is orthogo-
nal to the normal to the yield surface.
@F
If @
ij
dij < 0, one has d < 0 and this corresponds to unloading.
The total strain is the sum of the elastic and plastic components:
p 1 1
d "ij D d "eij C d "ij D Dij kl C HFij Fkl dkl D Aij kl dkl ; (1.70)
where
1 1 2
@F
Dij kl D ıik ıj l 1 ıij ıkl ; Fij D ;
2
3k @ij
with Dij1 denoting the elastic compliance tensor and A1 the elastoplastic compli-
kl ij kl
ance tensor.
Equations (1.70) can be represented in the matrix-vector form accepted in the finite
element analysis. To this end, instead of the stress and strain tensors, appropriate
vectors should be used; vectors and matrices are conventionally denoted by curly
braces ¹ º and square brackets Œ , respectively (see [188]). We have
¹d "º D ŒD e 1 C H ¹F º¹F ºT ¹dº D ŒD e 1 C H ¹F º ˝ ¹F º ¹dº (1.71)
with
ŒD e 1 C H ¹F º ˝ ¹F º D ŒD ep 1 ;
where ˝ stands for tensor (or dyadic) multiplication of vectors, ŒD e 1 is the elastic
compliance matrix, and ŒD ep 1 is the elastoplastic compliance matrix, whose entries
depend on the stress-strain state level of the body.
Equations of the form (1.70) are hypoelastic; such equations are independent of
changes in the scale of time and describe irreversible deformation, unlike equations
in hyperelastic form, which describe reversible deformation.
28 Chapter 1 Basic equations of continuous media
The deformation process is locally invertible, which means that it is invertible for
an infinitesimal loading cycle; however, it depends on the loading path for a finite
cycle. Hypoelastic relations differ from hyperelastic ones in that the former are non-
integrable [137, 75].
If the yield condition is taken in the form of von Mises, which means that it only
depends on the second deviatoric stress invariant S and hardening parameter so that
then
@F @S @F sij @F sij dsij
Fij D D ; d D H;
@S @ij @S S @S S
1 @F @F
D F SFS ; F D ; FS D ; skl dskl D skl dkl ;
H @ @S
1 skl dkl 1 sij skl
d "ij D Dij kl dkl sjj D D ij kl dkl :
F S 2 F S 2
Equation (1.70) can be inverted by solving it for the stress increments. To this end,
let us perform the contraction of the equation with Fij :
1 2
1
Fij d "ij D Fij dij 1 di i Fkl C HFmn Fmn Fkl dkl :
2
3k 2
p
In view that "i i D Fi i D 0, we have
1
1
Fkl dkl D C HFmn Fmn Fkl d "kl ;
2
1
1 1
d "ij D Dij kl dkl C HF ij C HF F
mn mn Fkl d "kl ;
2
1
1
dij D Dij kl d "kl H C HFmn Fmn Fkl d "kl Dij kl Fkl :
2
.2
/2 ¹F º ˝ ¹F º
¹dº D ŒD e ¹d "º ¹d "º (1.75)
F ./¹F º C 2
¹F º¹F º
with
.2
/2 ¹F º ˝ ¹F º
ŒD ep D ŒD e ;
F ./¹F º C 2
¹F º¹F º
Thus, in the flow theory, the constitutive equations (1.72) connect the stress incre-
ments to the strain increments, and the matrix D ep is independent of the stress and
plastic strain tensors.
The properties of a medium are independent of the scale of time t but depend on
the loading history [19].
The equations considerably simplify if the yield criterion is rewritten in the form
solved for the stress intensity S :
S k0 ./ D 0:
For an ideal plastic medium, k00 ./ D 0, S 2 D k02 , and equation (1.77) coincides
with (1.66).
30 Chapter 1 Basic equations of continuous media
The elastic deformation is determined by the total stress according to Hooke’s law
where F is some function determined from experiment, k0 is the initial yield stress in
uniaxial stress state, and is the hardening parameter.
The loading surface (1.80) differs from that for an elastoplastic medium (1.72) in
that the function F has an additional argument, the viscoplastic strain rate "Pvp . As
"Pvp ! 0, the expression of F becomes a function that holds true in the theory of
elastoplastic flow:
vp
lim F .ij ; ; T; "Pij / D F ep .ij ; ; T / D S0 .; T /:
"Pvp !0
Based on the gradientality principle, the equation for the viscoplastic strain rate
tensor can be written as
vp @F
"Pij D : (1.81)
@ij
Equation (1.80) can be conveniently rewritten as [94, 87]
of the shear stress intensity on the hardening parameter and temperature T ; in the
elastoplastic flow theory, it is adopted as the yield condition S D S0 .; T /. The
function Ô .z/ is nonzero outside the surface S D S0 .; T / and must be identically
vp
zero inside, S < S0 .; T /, where the viscoplastic strain does not change and "Pij D 0:
´
Ô .z/ D ˆ.z/ if z 0;
ˆ.0/ D 0I
0 if z < 0;
the hypoelasticity condition "Pij D "Peij must hold inside the surface (at small strains).
Then equation (1.81) becomes
vp @F @ Ô @S @ Ô sij
"Pij D D D : (1.83)
@ij @S @ij @S S
Taking the square of equation (1.83), performing the contraction, and extracting the
square root, one finds that
Ô 1
@
D JP vp :
@S
With this formula and in view of (1.82), one obtains the constitutive equation (1.83)
in the form
vp
Ô .S S0 .; T //
"Pij D sij ; (1.84)
S
where is the (constant) relaxation time of the viscoplastic material.
The right-hand side of equation (1.83) only depends on the stress tensor ij , param-
eter , and temperature T ; it does not involve time derivatives of unknown quantities.
The form of the dimensionless function Ô .z/ can be determined from experimental
data obtained in uniaxial tension/compression tests at constant stress rates if (1.82) is
rewritten in the form solved for S :
S D S0 .; T / C Ô 1 . JP vp /:
σ · 102 kg/cm2
56
20
49 5
1
0.2
42 0.00017 s–1
35
28
21
14
0 1 2 3 4 5 6 7 8 9 10 ε, %
Figure 1.5. The -" diagram in compression for steel specimens at different strain rates.
σ kg/mm2
60
×
×
C × ×
40 ×
C ×
× B
A ×
×
×
×
B ×
×
20
–1 –2 • •
–10 2
log (εp)average (εp, s– 1)
Figure 1.6. Dependence of on the logarithmic plastic strain rate in tension for low-carbon
steel specimens with different carbon content.
Equations that take into account the effect of strain rates can be written as [164,
114, 32, 82]:
where the plastic strain rate is expressed as "Pp D "P P =E, E is the elastic (instan-
taneous deformation) modulus, D s ."/ is the stress-strain dependence obtained
in static tests, '."/ is a decreasing function that characterizes the decrease of the ef-
fect of the strain rate on the amount of stress as " increases, and G.P"p / is a function
that characterizes the effect of the strain rate or viscosity on the stress-strain diagram
D s ."/.
Equation (1.86) can be rewritten in a more convenient form for further analysis:
P 1 s ."/
"P D C H s ."/ ˆ ; (1.87)
E '."/
where H.z/ is the Heaviside function and ˆ.z/ is the inverse of G.P"p /, which is
determined from experimental data. The advantages of this approach as well as the
comparison of theoretical predictions with experimental findings [115, 167, 2, 53, 10]
are discussed in the papers [131, 82] and others. A number of interesting experiments
Section 1.6 Experimental determination of constitutive relations under dynamic loading 35
12
pure aluminium
10
ε = 0.08
8
0.06
σ, klb/inch2
6 0.04
0.03
4 0.02
0
10–3 10–2 10–1 1 10 102 103 104
ε, s–1
were carried out that employed complex programs of dynamic loading; see [107] and
others. These experiments showed that the -" dependence is influenced by the entire
loading history of the specimen. To describe this influence on the current stress-strain
state, one has to use functionals. For arbitrary loading history, such dependences were
suggested in [142].
A large number of experimental studies, mostly in the quasistatic range of loading
rates, deal with the analysis of the phenomenon of delayed yield, observed in low
carbon steels. A survey of these studies can be found in [169]. To describe this phe-
nomenon, relations were suggested similar to those used in the ageing theory [105].
Based on experimental data and the ideas of the theory of dislocations, Rabotnov [140]
suggested a model of an elastoplastic medium with delayed yield where the transition
from an elastic state to a plastic state occurs when the Cottrell condition is satis-
fied. Within the framework of this model, Burago and Kukudzhanov [15] studied the
effect of the strain rate on the lower yield point. More detailed surveys of experimen-
tal and theoretical studies dealing with dynamic constitutive equations can be found
in [176, 22, 69, 113, 128, 82, 119].
Let us now consider the modern theoretical basic concepts of solid state physics
that enable one to substantiate, to a certain degree, the equations of elastoviscoplastic
deformation of materials.
36 Chapter 1 Basic equations of continuous media
105
104
103
102
boundary
Dislocation speed V, cm/s
components
10
helical
components
1.0
10–1
10–2
10–3
10–4
10–5
10–6
yield stress
10–7
0.1 0.5 1.0 5 10 50 100
shear stress τ, kgf/mm2
Figure 1.8. Dependence of the dislocation speed V on the tangential stress for single crystals
of lithium fluoride [64].
For small , the dislocation speed is negligibly small; as increases, the dislocation
speed increases almost proportionally in logarithmic coordinates and then, starting
from a certain , drastically slows down. The first segment is fairly well approximated
by a power law:
m
V D V0 ; (1.89)
0
where V0 and m are constant and 0 is dependent on the temperature T and plastic
shear strain p .
38 Chapter 1 Basic equations of continuous media
For large V , close to the speed of elastic shear waves c0 , Jonhson and Gillman [64]
suggested the dependence
0
V D c0 ; (1.90)
where 0 is, as before, dependent on T and p . Relations (1.88) and (1.90) were used
in [171, 127] for determining the decay of plastic waves in studying the collision of
plates.
The dependences (1.89) and (1.90) are purely empirical and do not suggest any
interpretation in the language of the dislocation motion mechanism. However, there
have been attempts to obtain a theoretical dependence V D V . / based on analyz-
ing a certain mechanism of motion of dislocations between obstacles and overcoming
the obstacles. The simplest variant of such a mechanism of overcoming energy bar-
riers due to thermal activation and applied stress [186] is described by the following
expression of the plastic shear strain rate:
p U0 . A /
P D bNA!0 exp ; (1.91)
kT
p
where D v0 l=c0 , h. / D 1 2 , D c2b
0 B0
, and B0 is the viscosity coefficient
as V ! c0 . The energy U is assumed to have the form [132]
´ 2=3 μ3=2
U D U0 1 ;
p
where p is the stress required for overcoming the barrier; if > p , the barriers do
not affect much on the motion of dislocations. The dependence (1.92) behaves in the
same way as the experimental dependence shown in Figure 1.9.
However, using (1.92) for solving specific macrodynamic problems with the pur-
pose of obtaining quantitative coincidence with experimental data does not give good
results [63], since these dependences were obtained by significantly simplifying the
Section 1.6 Experimental determination of constitutive relations under dynamic loading 39
V/c0
1.0
thermally active processes
viscous resistance
long-range and
0.8 stress field viscous resistance relativistic effects
0.6
0.4
h(τ)
0.2
Bcs
b
0
0 τA τA + τP τ
Figure 1.9. Dependence of the dimensionless dislocation speed V =c0 on the shear stress for
different resistance mechanisms to dislocation propagation; b is the magnitude of the Burgers
vector, B the viscosity coefficient, and cs the shear wave speed.
actual mechanism of the phenomenon. For this reason, it is advisable to use empir-
ical dependences for specific analyses. The comparison of the dependences (1.88)–
(1.92) for "Pp with the phenomenological equation (1.87) shows that these have qualita-
tively similar forms with the only difference in the specific expression of the function
Ô .; "/. Consequently, dislocation theory provides a physical substantiation for the
equations of viscoplastic flow taking into account the effect of strain rate.
The most common kinds of test are schemes relying on the propagation of one-
dimensional waves arising at the impact of long bars (uniaxial stress state) and plane
collision of plates (one-dimensional strain state). These are two simplest test schemes
and, at the same time, simplest problems for theoretical treatment; there are a large
number of studies devoted to the numerical solution of these problems (e.g., see [131,
164, 114, 32, 82, 101, 81]); see also Chapter 5 of the present book.
The obtained constitutive equations can be generalized to the case of complex
stress state by following the procedure outlined Sections 1.4 and 1.5. Hypotheses that
reduce obtaining multi-dimensional constitutive equations for complex loading pro-
grams to constitutive equations for the stress-strain state of simple shear and hydro-
static uniform tension-compression verified experimentally. For small deformations
of elastoviscoplastic materials at fast loading without specially holding specimens
for some time, it was shown by Lindholm [107] that the loading history does not
affect noticeably the constitutive relations of the medium and so, in these cases, it suf-
fices to use differential relations of the form (1.84)–(1.85) or, in the one-dimensional
case, (1.86)–(1.87).
40 Chapter 1 Basic equations of continuous media
(a) x 2 Su W u n D un ; u ˛ D u˛ ; ˛ D 1; 2I
(1.93)
(b) x 2 S n Su D S W n D t :
p
×
× Su
× ×
××
× ××
×
×
× ×× Sσ
Figure 1.10. The spatial domain V occupied by a solid under a load p applied at the surface S
with a displacement u at the surface Su .
Section 1.7 Principle of virtual displacements. Weak solutions to equations of motion 41
Any continuous medium satisfies the principle of virtual displacements: the work
done by all external forces over the virtual displacements ıui equals the work done
by the internal stresses over the field of virtual strains ı"ij linked to the field of virtual
displacements by the Cauchy relations:
Z Z Z Z
ij ı"ij d V D fi ıui d V C ti ıui dS uR i ıui d V (1.94)
V V S V
Relations (1.94) and (1.95) are equivalent to the differential equations of motion
(1.23) and can be obtained by multiplying by ıvi or ıui , summing up over i , integrat-
ing over the volume of the body Vi .
For example, let us derive the equation (1.95) of the virtual velocity principle. It
follows from equation (1.23) that
Z Z
vP i ıvi d V D ij;j C fi ıvi d V: (1.96)
V V
Let us transform the first integral on the right-hand side by using the Gauss–Ostro-
gradsky theorem, taking into account the boundary conditions (1.93), which imply
ıvi D 0 if x 2 Sv ;
and employing the Cauchy relations between the virtual velocity field and the virtual
strain rate ı "Pij ,
1
ı "Pij D .ıvi;j C ıvj;i /; (1.97)
2
to obtain Z Z Z
ij;j ıvi d V D ij ı "Pij d V C ti ıvi dS: (1.98)
V V S
Substituting (1.98) into (1.96) results in relation (1.95), which holds for any continu-
ous medium.
42 Chapter 1 Basic equations of continuous media
The weak formulation of the equations of motion differs from the differential for-
mulation quite significantly. The former does not involve spatial derivatives of the
actual velocity and stress fields; in view of (1.97), equation (1.99) contains only
derivatives of the virtual velocity field, ıvi;j , which can always be chosen to be suf-
ficiently smooth. This, therefore, reduces the requirements for the smoothness of the
desired solution; it only suffices that the integrals appearing in (1.94) and (1.95) exist.
This makes it possible to take into consideration discontinuous functions as well, thus
avoiding the treatment of the discontinuities – the relevant equilibrium conditions at
the discontinuities (see (1.29)–(1.31)) will be satisfied automatically.
Another advantage of the weak formulation is that there is no need to satisfy sep-
arately the so-called natural boundary conditions (1.93b) for the stresses; these con-
ditions enter relation (1.95) and will be satisfied whenever (1.95) is satisfied. The
unknown functions must only satisfy the principal boundary conditions (1.93a) for
the kinematic quantities.
The above advantages of the weak formulation of problems significantly simplify
the solution and make this formulation primary when applying approximate methods.
For example, these advantages are effectively used in variational difference methods
or the finite element method, where the stress field is, as a rule, discontinuous by
construction between elements; this approach facilitates the solution and, in addition,
there is confidence that the approximate solution converges (in a certain sense) to the
true solution of the problem as the mesh is refined.
The virtual displacement and velocity principles are not the only ones that provide
a weak formulation for continuum mechanics problems. There are various modifica-
tions and generalizations [36], which, however, are not as simple and common.
Mixed variational principles can also be formulated where the displacement, strain,
and stress fields are varied simultaneously rather than the fields of the kinematic
quantities or the stress field individually. These include the Hu–Washizu principle,
Hellinger–Reissner principle, and others [180, 181]. See Section 1.8 for the general
variational principle.
Section 1.8 Variational principles of continuum mechanics 43
Such media are called nondissipative or conservative; in this case, the work done as
the body is deformed does not depend on the deformation path.
All external forces are assumed to be conservative and, hence, potential:
1 @‰f @‰ t 1@ f @ t
fi D ; ti D or fi D ; ti D (1.100b)
@vi @vi @ui @ui
It follows from (1.95) that if there are no inertial forces, the following relation
holds:
Z Z
ı ˆ1 ."Pij / ‰f .vi / d V ‰ t .vi / dS D 0:
V S
Denoting the expression that is varied by L.vi /, one arrives at Lagrange’s variational
principle: the true solution of the problem corresponds to an extremum point of the
Lagrangian function L.vi /:
Z Z
ıLv D 0 ; where Lv D ˆ1 ."Pij / ‰f .vi / d V ‰ t .vi / dS: (1.101a)
V S
A similar principle holds true for an elastic medium that has a potential ˆ2 ."ij / with
respect to the strains:
Z Z
ıLu D 0 ; where Lu D ˆ2 ."ij / f .ui / d V t .ui / dS; (1.101b)
V S
where Lu is the potential energy of all forces, both internal and external, that act on
the body or system of bodies.
Lagrange’s variational principles (1.101a)–(1.101b) hold true for quasistatic prob-
lems, where the inertial terms are zero.
44 Chapter 1 Basic equations of continuous media
R P 2
where K D V .u/ 2 d V is the kinetic energy of the body.
Substituting the resulting expression into (1.102) and taking into account (1.101b),
one arrives at Hamilton’s variational principle
Z t2
ı .Lu C K/ dt D ı D 0; (1.103)
t1
Rt
where D t12 .Lu C K/ is the Hamilton action on a finite time interval t 2 Œt1 ; t2 .
According to Hamilton’s variational principle, amongst any kinematically admis-
sible fields on a finite time interval with fixed endpoints, the true field corresponds a
stationary point of the Hamilton action.
When a problem is discretized, a continuous medium is replaced with a system with
finitely many degrees of freedom characterized by nodal displacements qi . In this
case, the condition that the functional (1.103) is stationary is reduced to the system of
Lagrange equations of the second kind
d @L @L
D Fi ; i D 1; : : : ; n;
dt @qP i @qi
Equations (1.104b) are a solution of the system of equations (1.104a) for the unknowns xi ,
which are expressed as derivatives of the same function ˆ.Xi / connected to '.xi / by rela-
tion (1.104c), which is easy to verify by differentiating (1.104c) with respect to Xi .
By applying the Legendre transformation to equations (1.100), one obtains
@'
"ij D : (1.105)
@ij
If, for an elastic medium, there exists a stress potential ˆ2 ."ij /, then there also
exists a strain potential '.ij /. In this case, for stationary problems of elasticity, one
can formulate a principle of statically admissible stress fields.
A statically admissible stress field is a field ıij that satisfies the static equations
of elasticity in the absence of mass forces with static (natural) boundary conditions:
ıij;j D 0; xi 2 V I
(1.106)
ıij nj D 0; xi 2 S :
Then it follows from the first equation in (1.106), after multiplying it by ui and inte-
grating over the volume V , that
Z Z Z Z
ıij;j ui d V D ıij nj ui dS C ıij nj ui dS ıij "ij d V D 0;
V S Su V
(1.107)
where ui are prescribed displacements on the part Su of the body surface.
46 Chapter 1 Basic equations of continuous media
The first integral on the right-hand side vanishes by virtue of the second condi-
tion in (1.106); the last two integrals can be written, in view of (1.105), as the total
variation of a functional K, called the Castigliano functional:
Z Z
ıK D 0 ; where K D ' dV ij nj ui dS: (1.108)
V Su
and treated as the principle of statically admissible stress fields: the work done by
all external surface statically-admissible forces equals the work done by the internal
statically-admissible stresses over the true displacements.
The statement (1.109) can be treated as a weak form of the strain continuity equa-
tions. Just as (1.99), this form does not involve derivatives of the true stresses and
strains and, in addition, for a solution to exist it suffices that the integrals in (1.109)
exist.
For a hyperelastic material, for which relations (1.100) hold, the variational prin-
ciple (1.108) follows from relation (1.109). However, Castigliano’s principle (1.108)
has a narrower area of application than Lagrange’s principle (1.101). For a steady-
state flow of a viscous fluid, governed by equations (1.100), Castigliano’s principle is
not valid because of the convective transport terms in the equations of motion.
The weak form of a solution in the sense of Castigliano corresponds to the differ-
ential formulation of elasticity problems in terms of the stresses.
where "ij is the total strain, U."ij / is the specific elastic strain energy, Fi D fi is the
body force, ti is the surface force, and ui are displacements prescribed on the part Su
of the surface, with U."ij / ˆ2 ."ij / for an elastic medium.
Equating the variation of …W with zero, one arrives at the variational equation
Z ²
1
ı…W D ıij "ij .ui;j C uj;i /
V 2
³
1 @U
ij ı"ij .ıui;j C ıuj;i / C ı"ij Fi ıui d V (1.111)
2 @"ij
Z Z
ti ıui dS ıij nj .ui ui / ij nj ıui dS D 0:
S Su
Bearing in mind that the variations ıui , ı"ij , and ıij are independent, one can obtain
the equations and boundary conditions for the medium in question.
The condition that the coefficient of ıij in the volume integral is zero implies the
kinematic relations
1
"ij D ui;j C uj;i ; x 2 V: (1.112)
2
The same condition in the surface integral leads to the boundary conditions for the
displacements
ui D ui ; x 2 Su : (1.113)
The condition that the coefficient of ı"ij is zero yields the constitutive equations of
an elastic material
@U
ij D : (1.114)
@"ij
Performing appropriate transformations (similar to those performed when deriving
Lagrange’s and Castigliano’s principles) and equating the coefficient of ıui with zero,
one arrives at the equilibrium equations and boundary conditions for the stresses
ij;j C Fi D 0; (1.115a)
ij nj D ti ; x 2 S : (1.115b)
Thus, the condition that the functional …W must be stationary leads to the complete
system of equations and boundary conditions (1.112)–(1.115) for the continuous me-
dium in question.
48 Chapter 1 Basic equations of continuous media
The general variational principle can be used to obtain more particular forms of
functionals and associated variational principles if some of the above differential
equations are assumed to be satisfied in advance for a particular medium and so not
to be subjected to varying.
For example, if the constitutive equations (1.114) are assumed to hold a priori and
so "ij must not be varied, one arrives at the functional suggested by Reissner [144]:
Z h i
1
…R D ij .ui;j C uj;i / ˆ0 .ij / Fi ui d V
V 2
Z Z (1.116)
ti ui dS ij nj .ui ui / C ij nj ıui dS:
S Su
where ˆ0 .ij / D ij "ij U0 ."ij / is the specific additional strain energy, which is
plotted in Figure 1.11 for the case of uniaxial stress state (shaded area).
F
Φ0
U0
By varying ij and ui , one obtains the kinematic equations (1.112), boundary con-
ditions (1.113), equilibrium equations (1.115a), and boundary conditions (1.115b).
If, apart from the constitutive relations (1.114), one assumes that the equations
(1.112) and boundary conditions (1.113) are also satisfied a priori, and so the only
quantities that are subject to varying are the kinematically admissible displace-
ments ui , one arrives at the Lagrange functional
Z Z
…L D U0 ."ij / Fi ui d V ti ui dS: (1.117)
V S
Castigliano’s principle can be obtained by assuming that, apart from the constitutive
equations (1.114), the equations (1.115) are also satisfied in advance, and hence by
varying the statically admissible stresses ij :
Z Z
…K D ˆ0 .ij / d V ij nj ui dS: (1.118)
V Su
Section 1.9 Kinematics of continuous media. Finite deformations 49
Formally, the functional (1.110) can be used to obtain a number of other variational
functionals by assuming some combinations of the equations (1.112)–(1.115) to hold
a priori [141].
The function Ľ.x; t / determines the coordinates of the particle in the initial configura-
tion C0 , at t D 0, that has the position x in the current configuration C t , at the time t .
The coordinates ˛ are Lagrangian (or material) and the coordinates xi are Eulerian
(or spatial).
In the Lagrangian (material) description, motion is characterized relative to the
initial (reference) configuration. It is clear that the coordinate lines ˛ D const refer
to specific particles; in the course of the motion (1.119), these lines change and form
a curvilinear grid in the space of xi at time t . The coordinates ˛ are also called
convective. Since these coordinates are non-orthogonal, one should consider covariant
and contravariant quantities, which are conventionally denoted using subscripts and
superscripts (e.g., ˛ and ˛ ).
In the Eulerian (spatial) description, motion is characterized in the coordinates xi .
The motion (1.120) is described for a fixed point in space, through which different
particles ˛ pass with time. For example, the Eulerian approach is natural in describ-
ing fluid flows. It is especially suitable for describing steady-state flow, since time
does not enter (1.120) in this case. The Eulerian description is widely used in charac-
terizing the motion of bodies subject to large deformations, although the Lagrangian
description is more natural in characterizing unsteady motions [49].
@Fi
d x D dxi ei D .; t / d ˛ ei D F d ; (1.121)
@˛
@Fi
d D d ˛ e˛ ; F D Fi˛ ei e˛ ; Fi˛ D :
@˛
Section 1.9 Kinematics of continuous media. Finite deformations 51
d x2 d 2 D 2 d E d D 2E˛ˇ d ˛ d ˇ : (1.127)
which means that the diagonal components of E are related to the stretches.
The off-diagonal components of E can be expressed via the cosines of the angles
between coordinate lines ˛ and ˇ in the deformed configuration:
2E˛ˇ
cos .m n/ D 1=2 ; (1.129)
.1 C 2E˛˛ / 1 C 2Eˇˇ
where m D Fe˛ =˛ and n D Feˇ =ˇ are unit vectors. It follows that the off-diagonal
components of E are related to the shear deformation of an initially rectangular area
element.
The components of the Green–Lagrange strain tensor E are expressed as
1
E˛ˇ D Fk˛ Fkˇ ı˛ˇ
2
(1.130)
1 @uk
D u˛;ˇ C uˇ;˛ C uk;˛ uk;ˇ ; uk;˛ D ;
2 @a˛
where the displacement vector u is found from (1.119) as
u.; t / D x D Fi .i ; t / ıiˇ ˇ ei D ui ei :
d x2 d 2 D 2 d x A d x: (1.132)
n
ν
dS0 dS
where d , ı, and are differentials along the basis lines in the Lagrangian coordi-
nates, d x, ıx, and x are differentials along the Eulerian coordinates, and
J D ij k Fi˛ Fjˇ Fk D det F is the Jacobian of the transformation F.
On the other hand, the volume transformation formula (1.136) can be written in
terms of the area element d S as
d V D d x d S D J d V0 D d J d S0 :
It follows that
dx
d S D J d S0 ; F d S D J d S0 : (1.137)
d
@xi . / @xi . /
F t . / D ei ej ; F. / D ei e˛ : (1.138)
@xj .t / @˛ .t /
F(τ)
F(t)
Ft(τ)
C0 Ct Cτ
@ ˇ @ ˇ
ˇ ˇ
F t . /ˇ D F. /ˇ F1 .t / D F.t
P /F1 .t / D L.t /; (1.141)
@ Dt @ Dt
where
@xP i .t / @xP i @˛
L.t / D Lij .t /ei ˝ ej ; Lij .t / D D D FPi˛ .F1 /˛j :
@xj .t / @˛ @xj
@ ˇ @ ˇˇ
ˇ
F t . /ˇ D R t . /U t . / ˇ :
@ Dt @ Dt
.d V /P @xP i
D D tr L D tr D:
dV @xi
56 Chapter 1 Basic equations of continuous media
One can see that E P is related to D is the same way as E is related to the Euler–Almansi
T
tensor, E D F AF.
It follows that the rate of deformation tensor D relates to the Euler–Almansi ten-
sor A in the current configuration C t in the same way as EP relates to E in the material
configuration C0 . The material derivative EP characterizes the rate of change of the
tensor E, which is a measure pure deformation of a particle without its rotation as a
rigid body. Hence, D characterizes the rate of change of A without rotation of a par-
ticle as a rigid body as well. This means that the rate of deformation tensor D is an
objective measure of the rate of change of the Euler–Almansi tensor A in the current
configuration. Using (1.144), one can write
D D FT EF
P 1 D FT .FTAF/PF1 D A
P C LTA C AL D L.A/: (1.145)
Formula (1.145) suggests a more general rule for determining the objective deriva-
tive of a tensor Q in a configuration C related to the material configuration C0 by a
transformation P: C D PC0 . The tensor Q is transformed into a tensor Q0 by the
formula Q0 D PT QP, then the material derivative is computed in the material config-
uration C0 and the inverse transformation P1 is performed. The resulting expression
represents the objective derivative L.Q/ of the tensor Q in the configuration C :
tn D Tn;
where n is the outward unit normal to the surface @V of V in the current configu-
ration. Substituting tn into (1.148) and transforming the integral using the Gauss–
Ostrogradsky theorem
Z Z
Tn dS D div T d V;
@V V
@Tij
div T C f D xR or C fi D xR i : (1.149)
@xj
It follows from the torque equation that Tij D Tj i , or T D TT , which means that the
Cauchy stress tensor is symmetric.
in different configurations and change from some stress measures to others, referred
either of the two configurations, C t or C0 .
In order to transform the surface force, let us make use of formula (1.137) for an
area element:
tn dS D Tn dS D J TFT dS0 D P dS0 D t0n dS0 : (1.150)
So t0n is the contact traction vector related to the initial area of the element. The stress
tensor referred to the initial configuration, P, is called the first Piola–Kirchhoff stress
tensor. It is related to the Cauchy tensor T by
P D J TFT 1
with Pi˛ D J Tij F˛j I (1.151)
so P, just as the deformation gradient F, is a two-point tensor referred to both the
deformed configuration C t and the initial configuration C0 simultaneously [106].
Physically, the components Pi˛ can be interpreted as the components of the traction
vector acting on the area element d S˛ , which initially was d S0˛ , in the spatial basis ei
related to the unit area of the initial element dS0 .
The equations of motion (1.149) can be rewritten in terms of the Lagrangian vari-
ables as
@Pi˛
Div P C 0 f D 0 xR or C 0 fi D 0 xR i ;
@˛ (1.152)
PFT D FPT or Pi˛ Fj˛ D Fiˇ Pjˇ :
It follows that the tensor P is nonsymmetric, just as F. The operator Div means that
the divergence is taken in the Lagrangian variables.
Another stress measure, completely referred to the initial configuration, is the sec-
ond Piola–Kirchhoff stress tensor defined as
S D J F1 TFT D F1 P: (1.153)
In view of (1.150), the surface traction is expressed in terms of S as
tn dS D t0n dS0 D FS dS0 :
It follows that S is a symmetric tensor. Then the equations of motion (1.152) become
@ Fi˛ S˛ˇ
Div .FS/ C 0 f D 0 xR or C 0 fi D 0 xR i .S D ST /: (1.154)
@ˇ
The Kirchhoff stress tensor K is defined as
K D FSFT D J T: (1.155)
Equation (1.155) shows that the contravariant components K ˛ˇ of the tensor K D
K ˛ˇ g˛ gˇ are equal to the components S˛ˇ of the tensor S D S˛ˇ e˛ eˇ , where g˛
are the covariant basis vectors of the material reference frame in the deformed
configuration.
Section 1.10 Stress measures 59
as ! t; F t . / ! I; J t . / ! 1; S t . / D T.t /:
The derivative of (1.156) with respect to time taken at D t is the Truesdell deriva-
tive of the Cauchy stress tensor [173]:
ˇ
ı @S t . / ˇˇ P LT TLT C T tr L:
TD DT (1.157)
@ ˇDt
The Zaremba–Jaumann derivative of the Cauchy stress tensor [137] is obtained when
a particle is rotated as a rigid body, so that F t . / D R t . / and U t . / D I with
J t . / D 1; hence,
S t . / D RT
t . /T. /R t . /;
ˇ
@S t . / ˇˇ P T TT ; P 1 :
TD DT D RR
@ ˇDt
The convective derivative of the Kirchhoff tensor K referred to the current configura-
tion is calculated as
P C D F.F1 KFT /PFT D K
K P LK KLT D T DK KD; (1.160)
P C D KP ˛ˇ g˛ ˝ gˇ .
where T is the rate of change of T in the sense of Jaumann and K
P is obtained as the Lie derivative (1.146) with P D F .
So K C T
60 Chapter 1 Basic equations of continuous media
Inertial forces can also be included into this equation by making use of d’Alembert’s
principle. The components ıvi are virtual velocities and ıui D ıvi dt are virtual
displacements. The scalar product T W D is calculated as tr.TDT / D Tij Dj i , where
@vi @vj
Dij D C :
@xj @xi
Equations (1.161) can be rewritten in the initial configuration in terms of the Piola–
Kirchhoff stress tensor components and the corresponding strain rate tensor compo-
P and FP using
nents. The stress power can be expressed in terms of the tensors P, S, E,
formulas (1.153) and (1.155):
T W D D J 1 P W FP D J 1 S W E:
P
The stress tensor and the rate of deformation tensor, whose contraction equals the
work power, are mutually conjugate tensors.
In the initial configuration C0 , the virtual power is expressed as
Z Z Z
P W ıF d V0 D ıv t0n dS0 C ıv 0 .f x/
R d V0 ;
V0 @V0 V0
Z Z Z (1.162)
S W ıE d V0 D ıv t0n dS0 C ıv 0 .f x/
R d V0 ;
V0 @V0 V0
where the vector t0n is calculated from formulas (1.150) and (1.153).
It should be noted that the virtual rates of the Green–Lagrange strain tensor in the
configurations C t and C are related by
1
P / C 1 FT ı FP C ı FT PF ; (1.163)
ıE. / P D FT . /ı FP C FT P F. / D ı E.t
2 2
where
@ui
Fi˛ D ; F D Fi˛ ei ˝ e˛ ; ui D xi . / xi .t /:
@˛
Then equation (1.161) becomes
Z Z Z
P 0
P W ı F.t / d V0 D ıv tn . / dS0 C ıv 0 Œf. / xR . / d V0
V0 @V0 V0
Z (1.164)
P
P.t / W ı F.t / d V0 ;
V0
or
Z Z
P / C .F S.t // W ı F
ŒS W ı E.t P d V0 D ıv t0n. / dS0
V0 @V0
Z
C ıv 0 Œf. / xR . / d V0 (1.165)
Z V0
P / d V0 ;
S.t / W ı E.t
V0
where
P / D ıD.t /; @ui
P.t / D S.t / D T.t /; ı E.t ı FP D ıL; Fij D .t /
@xj
in formulas (1.164) and (1.165) and integrate of the current volume V and current
surface @V .
at the present time. There are different points of view on the kinematics of materials
and statement of plastic flow rules. An important approach to studying such phenom-
ena is suggested by the multiplicative theory of elastoplastic flows [103], which is
based on the multiplicative decomposition of the deformation gradient tensor
F D Fe Fp ; (1.166)
where Fe is the elastic deformation gradient associated with the unloaded configu-
ration, also called an intermediate configuration, of all infinitesimal neighborhoods
of points of the elastoplastic body. In order to implement an intermediate configu-
ration in the real Euclidean space, it is generally required to violate the continuity
of the material. For polycrystalline solids, such as metals, this can have a physical
interpretation, based on mechanisms for the formation of dislocations, which lead to
incompatibility of the plastic strain field with the strain rate field. Figure 1.14 gives
a schematic representation of the kinematics of elastoplastic deformation based on
considering three configurations of the body: initial C0 , current C t , and unloaded Cp .
dx
Ct
F
Fe
Fp
dξ dx*
C0 Cp
The multiplicative theory is not the only way of decomposing the elastoplastic de-
formation into an elastic and plastic component. The additive decomposition of the
Green–Lagrange tensor
E D Ee C Ep (1.167)
can also be used to construct a theory based on thermodynamic considerations [50].
In plasticity theories used in computational research, preference is given, as a rule,
to the additive decomposition of the spatial (Eulerian) rate of deformation
D D D e C Dp ; (1.168)
It follows that the elastic strain tensor depends not only on Fe but also on Fp :
T T 2 2
Ee D UT T T
p Rp Ue Ue G Rp Up D Up Rp Ue Rp Up Up
Lp .Ap / D FT T P 1 T P
p .Fp Ap Fp / Fp D Lp Ap C Ap C Ap Lp D Dp ; (1.177)
1 1
DD L C LT ; Dp D Lp C LT
p ; Lp D FP p F1
p :
2 2
Section 1.12 Constitutive equations of plasticity under finite deformations 65
Ae D A Ap : (1.181)
2. Stress-strain relation:
@‰.Ae ; Ap ; /
T D 0 : (1.182)
@Ae
3. Plastic flow law [125]:
P
Lp .Ap / D Dp D H.T; g; /:
4. Hardening law:
P
Lp ./ D Q.T; g; /: (1.183)
5. Yield criterion:
ˆ.T; g; / D 0: (1.184)
L.u/ D f;
Γh
Ω Γ
Figure 2.1. Grid approximation of a domain and its boundary ; h is a broken line
approximating .
1. Replace the domain ! of continuous variation of the argument with a discrete set
of points !h . For example, if the operator L is defined in the domain ! shown
in Figure 2.1, then ! can be replaced with a set of nodes !h of a square grid
covering !. The boundary of ! is approximated by a broken line h .
2. Introduce functions uh of a discrete argument, called grid functions, defined on the
set !h .
3. Replace the differential operator L.u/ with a discrete analogue Lh .uh / defined on
the discrete set !h :
L.u/ ! Lh .uh /:
The continuous problems is thus reduced to an algebraic system of equations for the
values of the functions uh at the points of the discrete set !h .
This general scheme must have a rigorous mathematical formalization. To this end,
one introduces the concepts of a grid and a grid function. A grid is a set !h D ¹xi 2
!º (i D 1; : : : ; N ). A grid function associated with a continuous function u.x/ using
an operator Ph is a discrete set of values uh D Ph .u/.
Functions of a continuous argument u.x/ are elements of a functional space H . A
set of grid functions forms a vector space Hh whose dimension coincides with the
number of nodes N of the grid and the components of a vector are the values of the
grid functions at the nodes xi : uh .xi /.
One introduces a norm of grid functions kuh kHh in the space Hh ; it is analogous
to the norm kukH in the space H , so that the compatibility condition
lim kuh kHh D kukH
h!0
is satisfied. For example, (i) to the norm kukC in the space of continuous functions C
there corresponds a norm kuh kCh in the space of grid functions Ch :
kukC D max ju.x/j ! kuh kCh D max ju.xi /jI
x2! xi 2!h
Section 2.1 Finite-difference approximations for differential operators 73
(ii) to the norm kukL2 in the space of square-integrable functions L2 there corre-
sponds a norm kuh kL2 in the space L2h :
h
Z 1=2 NX
1 1=2
kukL D u2 dx ! kuh kLh D u2i hi I
! iD1
(iii) to the norm kukW 2 in the Sobolev space W 2 there corresponds a norm kuh kW 2
h
in the space Wh2 :
Z Z x 1=2 NX
1 k
X 1=2
2
kukW2 D dx u dx ! kuh kW2h D hk u2i hi ;
! 0 iD1 iD1
and so on. These norms are generated by the scalar products of functions in the spaces
L2 and W 2 and the scalar products of vectors in the vector spaces L2h and Wh2 .
since these are defined in different spaces. The operator PH .u/ acts from H into Hh ,
while R.uh / acts from Hh into H [153].
In numerical analysis, both approaches are employed. The former is used in the
finite element method, where one deals with functions defined in H , the nodal values
of uh are extended to u.x/ and so one constructs an operator that associates the vector
space Hh with the continuous space H . Approximation errors are estimated and
convergence is proved in the space H . To each operator Rh .u/ there corresponds
a set of shape functions i .x/ for a selected set of nodes defining a finite element,
which means that the functions defined on this finite element are recovered from the
nodal values. The shape functions form a basis in H and are treated using continuous
operators of integration, differentiation, etc. These questions have been discussed in
detail in books on applying the finite element method to solving continuum mechanics
problems.
In the theory of finite difference equations, the opposite is done: instead of extend-
ing uh to u.x/, one projects u.x/ onto !h with an operator Ph .u/ ! uh and treats all
functions in the space Hh . In the simplest case where the set of points xi of the grid
satisfies !h 2 !, the projection operator is Ph .u/ D u.xi /.
The operator Ph .u/ can be more complicated; for example, it can be an operator
of weighted averaging over the neighboring nodes as shown in Figure 2.2, where x
is the central point of the regular hexagonal mesh inside the domain of definition
of u.x/:
P6
iD1 .ui C uiC1 / Si
u.x / D ;
2S
where Si is the area of the equilateral triangle with vertices at the points i , i C 1,
and x .
Now the question can be raised on how to define the projection operation for a
differential operator Ph .L/ D Lh .uh /, or how to replace it with a finite difference
operator. This can be done in infinitely many ways. For example, even in the simplest
i+2 i+1
Si
x
i+3 * i
Figure 2.2. To the definition of an operator Ph .u/ of weighted averaging over neighboring
nodes.
Section 2.1 Finite-difference approximations for differential operators 75
case of approximating the first derivative on a three-point stencil, one can obtain a
family of finite difference operators dependent on a parameter:
dv
L.v/ D ;
dx
viC1 vi
Ph .L/ D Lh .vh / D D vx (forward difference);
h
N h .vh / D vi vi1 D vxN (backward difference);
PNh .L/ D L
h
.˛/
Lh D ˛vx C .1 ˛/vxN ;
where L.˛/
h
denotes a family of finite difference operators dependent on the parame-
ter ˛ (0 ˛ 1) and h is the step size of the grid.
For example, second-order derivatives can be approximated as
d 2v
L2 .v/ D ;
dx 2
viC1 2vi C vi1
Ph .L2 / D L2h .vh / D :
h
Approximation formulas for higher-order derivatives (see exercises at the end of
Chapter 2) and, hence, any differential operator Lh can also be obtained quite easily.
The question arises as to what is the approximation error of these formulas.
For a given differential operator L, the norm k h kHh of the grid function
h D Lh .uh / Ph .L.u//h (2.1)
will be called the approximation error of replacing L with a finite difference opera-
tor Lh ; here uh D Ph .u/ with u.x/ being a function of a continuous argument and
uh .xi / being a function of a discrete argument. This norm characterizes the approxi-
mation error across the entire domain of definition of the grid operator Lh .uh /.
If k kHh D O.hk /, then Lh will be said to approximate L with order k. To sum
up, global approximation is associated with the concept of norm and, hence, with
the domain and its partitioning; therefore, it differs from local approximation in a
neighborhood of a point.
The local error of approximation .xi / at a point xi can be easily evaluated by ex-
panding vi˙1 D v.xi ˙ h/ in a Taylor series. For example, for the forward difference,
one obtains
1 h2
vx D v.xi / C v 0 .xi / h C v 00 .xi / C O.h3 / v.xi / D v 0 .xi / C O.h/;
h 2
0
h .xi / D vx v .xi / D Lh .uh / Ph .L.u// D O.h/:
The local approximation error for any difference operator can be evaluated in a
similar manner. It is important to emphasize the difference between the local approxi-
mation error in a neighborhood of a selected point and the global approximation error
for the entire grid domain.
76 Chapter 2 The basics of the theory of finite-difference schemes
Let us show that the selection of the norm k kHh is rather significant and that the
approximation errors evaluated in different spaces can happen to have different orders
of magnitude. This is especially important when dealing with irregular grids.
Consider an example. Suppose L D @2=@x 2 . Let us approximate L on an irregular
grid with a varying step size hi as follows:
1 viC1 vi vi vi1 hiC1 C hi
Lh D ; hN D :
hN hiC1 hi 2
It can easily be shown that the local approximation h .xi / of Lh has the first order
of smallness:
hiC1 hi 000
h .xi / D v .xi / C O.hN 2 /:
3
The global approximation errors in Ch and L2h are also of the first order:
However, in terms of the norm in the Sobolev space Wh , the approximation has the
second order:
"N 1 N 1 2 #1=2
X X
k .xi /kWh D hN i hk k D O.hN2i /:
iD1 kD1
The intermediate terms are canceled out to give the estimate [153]
"N 1 NX
1 2 #1=2 "NX
1
#1=2
X 1 2 2 2
k .xi /kWh D hN i hk k D hN i h v 000 h2i vi000
36 iC1 iC1
iD1 kD1 iD1
NX
1 1=2
4
D N
hi O.h / D O.h2 /;
iD1
reduce the number of grid points while preserving the computational accuracy. How-
ever, this is not always favorable, since increasing the number of nodes in the stencil
results in more complicated approximation formulas and an increased computation
time per grid point. There is another possibility for increasing the order of approx-
imation; this possibility was suggested by Lewis Fry Richardson in the early 20th
century1 .
where the weighting coefficients a, b, and c are determined from the system of equa-
tions
a C b C c D 1;
1 1
a C b C c D 0;
2 3
2 2
1 1
aC bC c D 0:
2 3
1 Richardson, L. F. (1911). The approximate arithmetical solution by finite differences of physical prob-
lems including differential equations, with an application to the stresses in a masonry dam. Philosoph-
ical Transactions of the Royal Society of London, Series A 210 (459-470): 307–357.
78 Chapter 2 The basics of the theory of finite-difference schemes
It follows that
1 9
aD ; b D 4; cD :
2 2
In many cases, this technique allows one to improve the accuracy at almost no cost,
since computations on two or three embedded grids are usually performed anyway to
check the convergence of the method employed. It should be noted, however, that as
the number n of terms in formula (2.3) increases, the weighting coefficients, which
have alternate signs, increase rapidly with decreasing grid step size h=n, which can
result in the effect of rounding errors on the final result. To avoid this, one usually
refines the grid in the ratio of h=2n , in which case the coefficients increase more
slowly but each set of computations requires more time [117].
Lh .uh / D fh :
This property is closely linked to the continuous dependence of the solution on the
right-hand side of the equation; a small perturbation ıfh on the right-hand side of the
equation results in a small perturbation ıuh in the solution of the equation.
Definition of stability: a finite difference scheme is called stable if the condition
Let ıuh denote the error of the solution uh of the finite difference equation:
ıuh D Ph .u/ uh :
In other words, the error brought by the approximation into the right-hand side of
the finite difference equation has the order of smallness O.hk /; then, by virtue of the
stability condition (2.4), the error of the solution to the finite difference equation will
have the same order of smallness.
Let us approximate equation (2.7), using a uniform three-point stencil with step
size h, by the following family of difference operators dependent on a parameter
(0 1), represented by a linear combination of a forward and a backward finite
difference:
dy ynC1 yn yn yn1
y0 D D C .1 / :
dx h h
So equation (2.7) becomes
2 1 ˛h 1
ynC1 yn C yn1 D 0: (2.8)
Let us search for the solution of this constant-coefficient finite difference equation in
the form yn D C1 n . This leads to the following quadratic equation for :
1 2 C ˛h 1
2 C D 0: (2.9)
Its solution is
q
1 2 2
1;2 D .1 2 C ˛h/ ˙ 1 C 2˛h.1 2/ C ˛ :
2
The general solution of equation (2.8) is written in terms of two arbitrary con-
stants, C1 and C2 :
yn D C1 n1 C C2 n2 : (2.10)
Let us analyze the behavior of the solution as h ! 0. We have
1
1 D 1 ˛h C O.˛ 2 h2 /; 2 D .1 C ˛h/ C O.˛ 2 h2 /:
There is only one condition, the initial condition of (2.7), for determining C1
and C2 . Hence, one of the constants remains arbitrary and so C2 is nonzero. This
means that the particular solution corresponding to 2 is an artefact of the form of the
approximation adopted; it is a parasitic solution.
The appearance of the parasitic solution is due to the fact that the finite differ-
ence equation (2.8) is formally of the second order, which determines the number of
arbitrary constants in the general solution (2.10). However, the original differential
equation (2.7) is of the first order and its general solution depends on a single arbi-
trary constant, which is determined from the initial condition in (2.7). To determine
Section 2.3 Numerical integration of the Cauchy problem for systems of equations 81
the constants in (2.10), a second condition is required for the finite difference equation
in order to determine the second arbitrary constant in solution (2.10).
There are several ways for determining this constant. For example, this can be
done by using different orders of approximation. First of all, it is clear that the second
condition must refer to the point x D h rather than x D 0; one should set y.h/ D y1
with y1 being very close to y0 . If one sets y1 D y0 , this will result in an O.h/ error.
If one uses the two-point scheme (2.8) with D 1, then
y1 D y0 .1 ˛h/ C O.h2 /:
It is clear that the error in determining y1 must agree with the approximation order of
the finite difference scheme employed in order not to lose the accuracy of the solution.
This situation is typical of the schemes whose formal order is higher than that of the
differential equations they are used to approximate. Such schemes are quite common
when it is desired to increase the order of approximation of the solution; however, one
should make sure that appropriate orders of approximation are used in the additional
initial conditions.
Thus, the second condition for determining C1 and C2 should be obtained using
the two-point scheme (2.8) with D 1. Finally, we have y D y0 at x D 0 and
y1 D .1 ˛h/ y0 at x D h.
Substituting these conditions into (2.10) yields
C1 D y0 C O.˛ 2 h2 /; C2 D O.˛ 2 h2 /:
It is required to determine a function u.t / that solves the system for 0 t T and
satisfies prescribed initial conditions at t D 0:
u.0/ D u0 ; (2.13)
where u0 is a given constant k-vector and T is the length of the interval where the
solution is required.
A wide class of problems arising in mechanics of rigid bodies is reducible to prob-
lem (2.12)–(2.13). Examples include problems arising in studying the motion of heav-
enly bodies, artificial satellites, and rockets as well as some problems of the dynamics
of mechanical systems consisting material points, resulting from studying continuum
mechanics problems, and many others.
Considered below are some of the methods for solving problem (2.12)–(2.13) be-
ginning with the simplest ones; the problems are solved on a uniform grid with a
constant step size D T =n, where T is the final time to which the computations are
performed and n is the number of steps in time.
Formula (2.19) can be used to extrapolate the function ui on the interval Œti ; tiC1 :
Z ti C Z ti C
du
u.ti C / D ui C dt D ui C f .u; / d : (2.21)
ti dt ti
Replacing the integrand f .u; / with its interpolating polynomial by formula (2.19),
one obtains
Xk Z ti C
p
u.ti C / D ui C fip lk ./ d D ui C .a0 fi C ak fik /; (2.22)
pD0 ti
2 .k1/
k1
uiC1 D ui C u0i C u00i C C ui C O. k /; (2.25)
2Š .k 1/Š
.k1/
and calculating the derivatives u0i , u00i , . . . , ui at ti by successively differentiating
equation (2.12):
du
D f .u; t /;
dt
d 2u
D fu u0 C f t D fu f C f t ; (2.26)
dt 2
d 3u
D fuu .u0 /2 C fu u00 C f t t D fuu f 2 C fu .fu f C f t / C f t t :
dt 3
Substituting (2.26) into (2.25) and retaining only the first three terms in the expansion,
one arrives at a third-order finite difference scheme for equation (2.12):
uiC1 ui ˇ
Df .ui ; ti / .fu f C f t /ˇ tDt
i 2Š
ˇ (2.27)
2
C .fuu f 2 C fu .fu f C f t / C f t t /ˇ tDt C O. 3 /:
i 3Š
It is apparent that the number of terms in the series coefficients in formula (2.27)
increases rapidly, since increasing the order by one requires the repeated calculation
of the right-hand side and its derivatives. This can be avoided through calculating the
derivatives at additional points of the interval Œti ; tiC1 [39].
1. Predictor. Calculate uiC1=2 at half the step length of the explicit scheme; the
right-hand side in (2.17) is taken in the form 12 f .ui ; ti /:
1
uiC1=2 D ui C f .ui ; ti /:
2
2. Corrector. Calculate uiC1 at the central point i C 1=2 with the right-hand side
f .uiC1=2 ; tiC1=2 /, where uiC1=2 D ui C 12 f .ui ; ti /. Finally, the right-hand side
of equation (2.28) becomes
uiC1 ui
D P .ui ; ti / D f ui C f .ui ; ti /; ti C :
2 2
It is not difficult to verify that the scheme has the second order of approximation. Let
us expand the function P .ui ; ti / in a Taylor series as a function of two variables ui
and ti :
P .ui ; ti / D f ui C f .ui ; ti /; ti C
h 2 2 i
D f .ui ; ti / C fu .ui ; ti /f .ui ; ti / C f t .ui ; ti / C O. 2 / :
2 2
On the other hand,
2
uiC1 D ui C uP t .ti / C uR t t .ti / C C O. k / D ui C P .ui ; ti /: (2.29)
2
The derivatives with respect to t at t D ti are easy to determine from the original
differential equation (2.12):
uP t .ti / D f .ui ; ti /;
uR t .ti / D fu .ui ; ti /uP i C f t .ui ; ti / D fu .ui ; ti /f .ui ; ti / C f t .ui ; ti /:
Substituting the obtained solutions into (2.29), one obtains an estimate for the residual
term determining the order of approximation of the Euler predictor-corrector method:
1
riC1 D .uiC1 ui / P .ui ; ti / D O. 2 /:
This method is the simplest amongst the schemes belonging to the family of the
Runge–Kutta schemes of the second order of accuracy. The idea of the method is
to replace the repeated differentiation of the right-hand side with its calculation at
k intermediate points of the interval Œui ; uiC1 . The combination of these values can
be chosen so at to be equivalent, up to a residual term of the order of O. k /, to the
truncated Taylor series for uiC1 in (2.29). This method requires the evaluation of
f .u; t / at only k additional points and provides the kth order of approximation. First,
Section 2.3 Numerical integration of the Cauchy problem for systems of equations 87
Theorem 2.1. The system of difference equations (2.28) is stable if (i) the func-
tion P .u/ satisfies the Lipschitz condition
kP .x/ P .y/k C kx yk
and (ii) the integration step length is sufficiently small and satisfies the condition
C 1.
For the proof of this theorem, see textbooks on computational mathematics, for
example, [4, 39].
88 Chapter 2 The basics of the theory of finite-difference schemes
du
D f.u; t /: (2.31)
dt
ˇ of a ˇsolution u D u0 if the
System (2.31) will be called stiff in a neighborhood
@f ˇ
condition number N of the Jacobian matrix G D @u u
D fu ˇu is equal to
0 0
max ji .t /j
N.t / D
1; 1 i n; (2.32)
min ji .t /j
ji .u/j < l L:
It is clear that i .u/ is solution dependent and so the nonlinear system (2.31) can have
different stiffnesses in different regions of the phase space.
The number n D L= l is called the stiffness ratio of the system. In real applied
problems, the stiffness ratio n can amount to 107 and even up to 1015 . Then, the
integration with ordinary accuracy by a standard method on a time interval Œ0; T will
require a step size at which the condition kfu k 1 holds. Taking into account that
kfu k max ji j L, we have 1=L and so the required number of steps will
be m D T =
T L 1015 . This is absolutely unacceptable if we are interested in a
Section 2.4 Cauchy problem for stiff systems of ordinary differential equations 89
quasistationary mode, for which T O.1/, rather than the structure of boundary lay-
ers. For quasistationary modes, it suffices to have m 103 . So our primary objective
will be constructing an algorithm that would allow us to perform computations with
such a large step length D T =m. ˇ
The system stiffness is determined by the matrix fu ˇu0 , or, given u D u0 , by the
linear part of fu . Therefore, in the first approximation, it suffices to investigate the
linearized problem and, instead of (2.31), consider the system
du
D fu .u0 ; t / u: (2.33)
dt
For illustration, let us perform the stability analysis for the model equation
du
D u; (2.34)
dt
where u is a scalar and is a complex number, since the Jacobian matrix can have
complex eigenvalues. One looks for all points of the complex plane of
D for
which the finite difference scheme for equation (2.31) is stable. For example, the
explicit Euler method is stable only within the circle of unit radius centered at the
point .1; 0/ and, therefore, is unsuitable for integration with a large step size. If
a method is stable on the entire half-plane Re
< 0, it is said to be A-stable or
absolutely stable. Since the solution of equation (2.34) is stable for Re < 0, the A-
stability of its finite difference scheme means that the method is stable for any > 0,
since the stability of a finite difference scheme is determined by the product D
.
Im μ
Re μ
0
X m
unC1 un
D ai f .unC1i ; t nC1i /: (2.35)
iD0
For example, with m D 3, one obtains an implicit scheme of the fourth order of
accuracy:
unC1 un 1 nC1
D 9f C 19f n 5f n1 C f n2 : (2.36)
24
The explicit scheme employs the following nodal values: f .un ; t n /, f .un1 ; t n1 /,
. . . , f .unm ; t nm /. The sum in (2.35) starts with i D 1. If m D 3, one obtains the
third-order scheme
unC1 un 1
D 23f n 16f n1 C 5f n2 : (2.37)
12
To solve the system of implicit equations (2.36), one can use a predictor-corrector
scheme. The predictor is calculated by the explicit scheme (2.37):
uQ nC1 un 1
D 23f n 16f n1 C 5f n2 :
12
Then the solution is refined using the implicit scheme (2.36)
un D C1 .r1 /n C C2 .r2 /n ;
integration of such systems. For example, consider the system of two equations
which contains a small parameter " as the coefficient of the derivative uP in the first
equation; equivalently, the right-hand side can be treated as containing the large pa-
rameter L D "1
1. Both functions f .u; v/ and '.u; v/ as well as their derivatives
are quantities of the order of O.1/. The spectrum of the Jacobian matrix of the sys-
tem (2.40) is determined by the equation
Lfu Lfv
det D 0: (2.41)
'u 'v
The stiff component corresponds to the function Lfu , while the component corre-
sponding to ' is small. The quasistationary mode is determined by the equation
f .u; v/ D 0; it splits the uv-plane into two domains. The domain f .u; v/ > 0 is
stiff for 1 < 0. The theory of such systems has been well developed [143, 39].
The case of a singularly perturbed system with an explicitly occurring large pa-
rameter is similar to the general case of system (2.31) considered above. Here, the
large parameter L plays the same role as j Re max j, and the qualitative behavior of
the solution in this case is quite clear. Let us carry out the analysis of the system for a
specific example.
σ F1
A1(σ 0, σ 0/E) D
σ0
C(σ0, εc) F
B
σ 0s A
α
0
εs ε
Figure 2.4. Static s ."/ (OABCDF ) and quasistatic (OA1 CDF1 ) stress-strain diagrams of a
material; E D tan.˛/ is Young’s modulus.
The parameter ı D t0 = appearing on the right-hand side of the first equation in (2.42),
equal to the ratio of the characteristic time t0 to the relaxation time , is a large quan-
tity for many materials, ı
1, and so the system of equations (2.42) is a singular
system of the form (2.40).
The function Ô is defined as
´
Ô .z/ D ˆ.z/; z > 0;
0; z 0:
This means that the plastic strain rate is zero, "Pp D 0, for jj < s ."/, and hence the
stress is related to the strain by Hooke’s law N D "N in dimensionless variables.
Taking into account that
dz @s
ˆ " D ˆz D ˆz ;
d" @"
one can see that the system is stiff if ds =d " > 0 and non-stiff if ds =d " 0 with
ˆz > 0.
94 Chapter 2 The basics of the theory of finite-difference schemes
The field of integral curves in the phase plane -" is easy to analyze. The curve
D s ."/ divides the plane into two parts, with s ."/ > 0 to the left of it and
"Pp D 0 to the right.
Beyond the small neighborhood O.ı1 / of the curve D s ."/, the direction field
of integral curves is almost horizontal and the rate of change of " is very large (of the
order of O.ı 1 /) and increases with ", so that the plastic strain increases rapidly. In
a short time O.ı 1 /, the rod passes, along an almost horizontal line, from the state
A1 .0 ; 0 =E/ to a state C.0 ; "C / in a neighborhood of the curve D s ."/. In
this neighborhood, P D O.1/ and "P D O.1/, since ˆ.z/ D O.ı 1 /, and so the
stress-strain state changes along the raising branch CD of the curve D s ."/ to
the point D, where ds =d " D 0. The subsequent motion along the falling branch of
the curve becomes unstable, the system loses stiffness, and the motion occurs rapidly
along the horizontal line to the point F1 , as shown in Figure 2.4.
In order to characterize the variation of " on the interval of rapid change from
A1 .0 ; 0 =E/ to C.0 ; "C /, it suffices to set D 0 in the first equation of (2.42)
and integrate the resulting system to obtain
Z "
d" d"
D ı ˆ 0 s ."/ ; tN D ;
dt "0 ı ˆ 0 s ."/
where it has been taken into account that "0 D 0 =E at the initial time, since, as
follows from (2.42), the instantaneous deformation occurs by Hooke’s law.
At the point ." D "C ; 0 D s ."C //, depending on the asymptotic behavior of the
function ˆ.z/ D az ˛ as z ! 0, the integral is convergent for ˛ < 1 and divergent for
˛ 1. Accordingly, the time in which " ! "C is either finite or infinite on the scale
O.ı 1 /. However, with ˛ 1 too, " tends to "C in an exponentially fast manner, with
the “effective time” of the passage being always a finite quantity on the scale O.ı1 /.
If the passage occurs from a point of instability, this indicates the existence of an
internal boundary layer. The point at which it begins is determined by D C and
" D "C at t D t C and the transition time to the stable branch is calculated from
Z "
d"
t tC D
C ."/
:
"C ı ˆ s
Thus, if the rod is subjected to a slow tensile stress, the quasistationary dependence
D ."/ will be represented by the curve OA1 CDF1 in Figure 2.4. This dependence
is characterized by an increase in the yield stress, as compared with the stationary
dependence D s ."/, and the appearance of a plato of ideal sliding.
Section 2.5 Finite difference schemes for 1D partial differential equations 95
accurate to the first order, O.t /. Accordingly, the solution of the Cauchy prob-
lem (2.43)–(2.44) will have the first order of approximation.
For a second-order approximation, condition (2.44) must be approximated by a
second-order expression. Let us make use of the expansion term
ˇ ˇ
u0i u1
i 0
ˇ
00 ˇ t 0 2
ˇ
00 ˇ t
D vi C u t t ˇ D vi C a uxx ˇ Cb C O.t 2 C x 2 /;
t tD0 2 tD0 2
96 Chapter 2 The basics of the theory of finite-difference schemes
n+1 n+1
n n
n–1 n–1
i–1 i i+1 i–1 i i+1
(a) (b)
Figure 2.5. Cross (a) and leapfrog (b) schemes. The solid line indicates the spatial derivative
and the dashed line corresponds to the time derivative. The solid circles indicate known data
and the shaded circles correspond to unknown data.
@v @ @" @v
D C b; D ; D E" (2.45)
@t @x @t @x
where is density, b is the mass force, and E is Young’s modulus.
Having eliminated the stress , one can rewrite the system as two simultaneous
wave equations for the strain rate v and strain ":
@v @" @" @v
D a2 Cb .a2 D E=/; D : (2.46)
@t @x @t @x
Equations (2.46) can be approximated on a rectangular grid in the xt -plane. Let x
denote the step size in the x-direction and t denote that in time t . The subscript i will
refer to grid points along the x-coordinate and n will refer to points in t (Figure 2.6).
Section 2.5 Finite difference schemes for 1D partial differential equations 97
The scheme has three layers and so the initial step should be calculated with any
two-layer scheme; for example, the Lax scheme can be used.
n+1 n+1
1
n+–
2
n n
1 1
i–1 i i+1 i–1 i––
2 i i+–
2 i+1
(a) (b)
Figure 2.6. Stencils of the Lax–Friedrichs (a) and Lax–Wendroff (b) scheme. The solid
line indicates the spatial derivative and the dashed line shows the time derivative. The solid
circles, shaded circles, and diamonds indicate known data, unknown data, and auxiliary nodes,
respectively.
vinC1 viC1=2
n
"niC1 "ni1 "inC1 "niC1=2 n
viC1 n
vi1
D a2 ; D ; (2.47)
t 2x t 2x
98 Chapter 2 The basics of the theory of finite-difference schemes
where
1 1
viC1=2 D .viC1 C vi1 /; "iC1=2 D ."iC1 C "i1 /:
2 2
The scheme (2.47) is known as the Lax–Friedrichs scheme.
Let us determine the order of approximation of this finite difference scheme in x
n , vn
and t . Expanding viC1 , etc. in Taylor series at point .i; n/ gives
iC1=2
ˇ ˇ ˇ
@v ˇˇn @2 v ˇˇn t @2 v ˇˇn x 2 2 x 4
C C C O t C
@t ˇi @t 2 ˇi 2 @x 2 ˇi 2t t
ˇn ˇ
2 @" ˇ
ˇ @3 " ˇˇn x 2 4
Da C 3ˇ C O.x /:
@x ˇi @x i 3Š
It follows that the local approximation has the order o.t C x 2=t /. The term
o.x 2=t / tends to zero only if the order of x 2 is less or equal to the order of t
as x ! 0 and t ! 0. This kind of approximation is called conditional.
t @2 " t a2 @2 " t a2
D D ."iC1 2"i C "i1 / C O.x 2 /;
2 @t 2 2 @x 2 2 x 2
t @2 v t a2 @2 v t a2
2
D 2
D .viC1 2vi C vi1 / C O.x 2 /:
2 @t 2 @x 2 x 2
Section 2.5 Finite difference schemes for 1D partial differential equations 99
vinC1 vin t a2 n n n
"nC1 "ni1
2 iC1
.v 2v C v / D a
t 2 x 2 iC1 i i1
2x (2.49)
nC1 n 2 nC1 n
"i "i t a n n n
v iC1 vi1
." 2" C " / D
t 2 x 2 iC1 i i1
2x
It readily follows from (2.48) that the order of approximation on solutions to sys-
tem (2.46) is now o.t 2 C x 2 /.
Here the concept of approximation has been narrowed down to the class of exact
solutions to the differential equations (2.46). In this case, the notion “consistency
condition” is used instead of the notion “approximation condition” (see [148]). Just
as the approximation condition, the consistency condition indicates how well the exact
solution satisfies the finite difference equations.
The finite difference scheme (2.49) is known as the Lax–Wendroff scheme. The
same scheme can be obtained in a different way, by introducing an intermediate layer
numbered n C 12 and using a two-step predictor-corrector scheme (Figure 2.6b). In
the first half-step (predictor), one finds the solutions at points i C 1=2 and i 1=2 by
the Lax–Friedrichs scheme (2.47) and then computes the final solution at layer n C 1
by the leapfrog scheme (corrector):
nC1=2 nC1=2 nC1=2 nC1=2
vinC1 vin "iC1=2 "i1=2 "inC1 "ni viC1=2 vi1=2
D a2 I D
t 2x t 2x
By eliminating the quantities at the points with half-integer indices, one gets
n n n
vinC1 vin " "ni1 t a2 viC1 2vin C vi1
D a2 iC1 C
t 2x 2 x 2
(2.50)
"inC1 "ni n
viC1 n
vi1 t a2 "niC1 2"ni C "ni1
D C
t 2x 2 x 2
The resulting two-step scheme (2.50) coincides with second-order Lax–Wendroff
scheme (2.49).
n+1 n+1
n n
1
i i +–
2
i+1 i–1 i i+1
(a) (b)
Figure 2.7. Stencils of implicit schemes for the first (a) and second (b) derivatives.
independently of the other points of this layer, which implies that the matrix of the
system of equations for the quantities with index n C 1 has a diagonal form.
Explicit schemes enable one to calculate the solution at the .n C 1/st time layer
one the solution at all points of the previous nth layer is known; in other words, such
schemes allow one to solve difference Cauchy problems or problems with periodic
boundary conditions specified at the endpoints of a segment of the x-axis.
Solving an initial-boundary value problem, where boundary conditions are spec-
ified at the endpoints x D 0 and x D 1 in addition to initial conditions, requires
constructing special schemes for these points. A scheme that serves to determine the
solution at internal points of the segment is unsuitable for the endpoints, since one or
more points of the stencil turn out to be beyond the segment.
Implicit schemes involve two or more points at the .n C 1/st layer, which results
in a system of algebraic equations for determining the values of quantities at these
points; to close this system, boundary conditions are required. The solution can only
be obtained for all points of the .n C 1/st time layer simultaneously once the system
of algebraic equations has been solved. This property of implicit schemes contradicts
the property of the wave equation that the solution at a point .x; t / of the bar is in-
dependent of the solution at other points at the same time instant t , since the speed
of propagation of perturbations through an elastic body is finite. In what follows, this
issue will be investigated in more detail; for the time being, this contradiction will be
ignored.
Implicit schemes involve two or more points at the .n C 1/st layer, which results
in a system of algebraic equations for determining the values of quantities at these
points; to close this system, boundary conditions are required. The solution can only
be obtained for all points of the .n C 1/st time layer simultaneously once the system
of algebraic equations has been solved. This property of implicit schemes contradicts
the property of the wave equation that the solution at a point .x; t / of the bar is in-
dependent of the solution at other points at the same time instant t , since the speed
of propagation of perturbations through an elastic body is finite. In what follows, this
issue will be investigated in more detail; for the time being, this contradiction will be
ignored.
Boundary points of hyperbolic equations should be treated with the aid of relations
along characteristics (see Section 5.2).
@T @2 T !
DA 2 C (2.52)
@t @x c
where c is the linear specific heat, is the linear density, K > 0 is the thermal
conductivity, ! is the power of heat sorces/sinks, and A D K=.c/.
Initial conditions:
T .t0 ; x/ D T0 .x/I
The second derivative will be approximated using a six-node stencil (Figure 2.7b)
that uses nodes i 1, i , and i C 1 at layers n and .n C 1/ in time (we restrict ourselves
to the homogeneous equation):
n+1 n+1
n+1
n n n
i–1 i i+1 i–1 i i+1 i–1 i i+1
(a) (b) (c)
Figure 2.8. Six-node stencil for the heat equation; (a) explicit scheme, (b) implicit scheme,
(c) Crank–Nicolson scheme. Solid circles correspond known data and shaded circles indicate
unknown data.
Section 2.5 Finite difference schemes for 1D partial differential equations 103
The approximation order is O.x 2 Ct 2 Ct 2 =x 2 /, which means that the scheme
approximates the original equation conditionally at t x.
To initiate the computation (to obtain layer n D 1), one has to use a two-layer
scheme.
n+1
n+1 n
n n–1
i–1 i i+1 i–1 i i+1
(a) (b)
Figure 2.9. Stencils of explicit schemes for the heat equation; (a) Allen–Cheng scheme,
(b) Du Fort–Frankel scheme. The solid line indicates the space derivative and the dashed line
shows the time derivative. Solid circles correspond known data and shaded circles indicate
unknown data.
T1nC1 T0nC1
at x D xL : ˛0nC1T0nC1 C ˇ0nC1 D 0nC1 I
x
nC1
nC1 nC1 nC1 TN TNnC1
1 nC1
at x D xR : ˛N T N C ˇN D N :
x
Section 2.5 Finite difference schemes for 1D partial differential equations 105
The approximation order of a boundary value problem is determined by the least ap-
proximation order of the equations and boundary conditions. Accordingly, if a bound-
ary condition contains a derivative, the entire problem becomes first-order accurate in
the space coordinate.
Let us derive a second-order approximation of the right boundary condition. By
expanding TNnC1
1 (adjacent to the right boundary node) into a Taylor series in x around
the endpoint x D xR along the exact solution up to the second derivative inclusive,
we obtain
ˇ ˇ
nC1 nC1 nC1 @T ˇˇnC1 @2 T ˇˇnC1 x 2
TN 1 D T .t ; xR x/ D TN x C 2 ˇ C O.x 3 /
@x ˇN @x N 2
ˇ ˇ
@T ˇˇnC1 TNnC1 TNnC1 @2 T ˇˇnC1 x 2
) D 1
C 2ˇ C O.x 2 /:
@x ˇ N x @x N 2
@2 T .t; x/ 1 @T .t; x/ !
D
@x 2 A @t c
ˇ ˇ nC1
@2 T ˇˇnC1 1 @T .t; x/ ˇˇn!nC1 !N 1 TNnC1 TNn nC1
!N
) D D ;
@x 2 ˇN A @t ˇN c A t c
ˇnC1 ˇ
nC1 @T ˇnC1
and substituting @T ˇ into the boundary condition ˛NnC1 nC1
TN C ˇN D
@x N @x N
nC1
N , we arrive at the difference equation
! !
nC1
nC1 nC1 nC1 TN TNnC1
1 1 TNnC1 TNn !NnC1
x nC1
˛N TN C ˇN C D N ;
x A t c 2
!
nC1 nC1
nC1 ˇ ˇ x
˛N C N C N TNnC1 ˇNnC1 nC1
TN 1
x A 2 t
!
nC1
nC1 nC1 x 1 !
D N C ˇN Tn C N :
2 A t N c
For the heat equation, the use of implicit finite difference schemes is physically
relevant, since thermal perturbations propagate with an infinite speed and all points
of the bar at time t influence one another. It is the explicit scheme, with D 0,
that is physically irrelevant for the heat equation in contrast with the wave equation.
However, this property is only essential for rapidly changing or high-frequency solu-
tions. For smooth low-frequency solutions, there is no significant difference between
explicit and implicit schemes in such problems.
It is noteworthy that by increasing the number of points in the stencil, one can in-
crease the order of approximation but this will significantly complicate the system
106 Chapter 2 The basics of the theory of finite-difference schemes
of difference equations and its analysis. For this reason, increasing the order of ap-
proximation is not always beneficial (see Richardson’s extrapolation formula in Sec-
tion 2.1). In what follows, the evolution equations will as a rule be approximated
using two-layer schemes of the first or second order of accuracy.
B1 unC1 B0 un D 0
ˇ ˇ
where T ˇ .u/ D u.x C ˇh/ is a translation operator along the x-axis, B0 and B1 are
square matrices having the same dimension as the vector of unknowns u, with entries
being constant but, possibly, dependent on the step sizes and h, and ˇ is an integer.
For an explicit scheme, the number of points N D 1 and the matrix B1 is diagonal,
implicit schemes have involve several points adjacent to xi .
By applying the Fourier transform in x to equation (2.60),
Z 1
1
O
u.k/ D u.x/ e ikx dx;
2 1
where the hat over a symbol denotes a Fourier transform in the plane of the complex
variable k, and taking into account the translation operator is transformed as
Z 1
ˇ 1
O
T .u/ D u.x C ˇh/ e ikx dx D eikˇ h u.k/;
O
2 1
one obtains
H1 uO nC1 .k/ H0 uO n .k/ D 0; (2.61)
where
N
X N
X
ˇ ˇ
H1 D Bi exp.iˇhk/; H0 D B0 exp.iˇhk/;
ˇ D0 ˇ D0
R C =T
must hold. On a finite interval 0 < < 1 , the exponential function of on the
right-hand side of the inequality must be bounded by a linear function:
R C =T 1 C C1 :
It follows that the necessary stability condition for the finite difference scheme holds
if all eigenvalues of the transformation matrix G satisfy the condition
which was obtained by von Neumann and is known as the von Neumann stability
condition.
If the complex matrix G is normal, i.e., it commutes with its conjugate transpose,
GG D G G, then the spectral radius is equal to the norm of G and the von Neumann
condition is not only necessary but also sufficient.
Note that if one searches for a solution to the original difference equation (2.60) in
the form
and substitutes this expression into the original system of difference equations to
obtain
ŒE G.k/ u0m D 0;
where E is the identity matrix, one immediately arrives at the characteristic equation
of the matrix G.; k/,
detŒE G.k/ D 0;
which serves to determine the eigenvalues of G. This technique is practically useful
in analyzing the stability of finite difference schemes.
Below we analyze the stability of the schemes presented in Section 2.4.5 for the
acoustics and heat equations, whose approximation was studied there.
For this inequalitypto hold for any k, it is necessary and sufficient that the Courant
condition = h =E D 1=a is satisfied, which implies that the scheme is condi-
tionally stable.
a2 2
. cos kh/2 C sin2 kh D 0;
h2
a
D cos kh ˙ i sin kh; (2.67)
h
a
jj 1 if 1;
h
which means that the scheme is stable.
110 Chapter 2 The basics of the theory of finite-difference schemes
The condition a= h 1, called the Courant condition [29], is a necessary con-
dition of stability. The Courant condition is also known as the Courant–Friedrichs–
Lewy (CFL) condition. It relates the space step size to the time step and holds for
any hyperbolic equation. The condition has he meaning that the time step must be
chosen so as not to reduce the domain of dependence of the solution at the point x on
layer n C 1 of the difference equation as compared with the domain of dependence
of the differential equation, which is determined by the slope of the characteristics
issuing from the point x until they meet the nth layer (Figure 2.10).
This condition admits a simple physical interpretation. If the condition is vio-
lated and the characteristics of equations (2.46) pass as shown by dashed lines in
Figure 2.10, the deviation of the solution to the difference equation from that to the
differential equation can be made arbitrarily large. To this end, one should apply
sufficiently large perturbations at the segments Ai and .i C 1/A1 (shaded areas in
Figure 2.10), which are beyond the domain of definition of the difference equation
and, hence, have no effect on the solution at the point O. This means that the solution
is unstable.
O 1
i +–
2, n + 1
α
n
1 A1
A i h i+–
2 i+1
Let us prove that for the wave equation (2.66), the matrix G is normal, and hence the
Courant condition in (2.67) is not only necessary but also sufficient for convergence.
Indeed, it is easy to verify that the matrix
!
cos kh hi sin kh
GD 2
a h i sin kh cos kh
can be symmetrized with the change of variables v0 D v1 a and "0 D "1 to obtain
!
cos kh ah i sin kh
G1 D :
ah i sin kh cos kh
Now let us investigate the stability of the difference equation (2.48), which differs
from (2.47) in only that the difference derivative with respect to t is calculated using
the value at the middle point i on the nth layer rather than the half-sum at point i C 1
and i 1, as in (2.47). We have
i
"0 . 1/ v0 sin kh D 0;
h
i
v0 . 1/ "0 a2 sin kh D 0;
h (2.68)
2 2
2 a 2
det G D . 1/ C 2 sin kh D 0;
h
a
D1˙i sin kh:
h
It is apparent that the von Neumann condition (2.65) is violated, jj > 1, and the
scheme is unstable.
Lax–Wendroff scheme. Let us analyze the stability of the scheme (2.49). The equa-
tions involve a finite difference representation of the second derivative. Since this
representation is frequently used in what follows, let us introduce a special designa-
tion for it:
umC1 2um C um1
ƒum D :
h2
Its Fourier transform is
i kh
2 C e i kh 2.1 cos kh/ 4
O m D uO m e
ƒu D uO m D 2 uO m sin2
kh
: (2.69)
h2 h2 h 2
Then, for (2.49) one finds that
2 2 kh
. 1/ sin v0 . i sin kh/"0 D 0;
2 2 2 2 a2
D : (2.70)
2 2 kh h2
. i sin kh/v0 C . 1/ sin "0 D 0;
2 2
Equating the determinant with zero gives
1;2 D 1 2 .1 cos ˛/ ˙ i sin ˛; ˛ D kh;
˛ ˛ ˛ 1=2
1;2 D 1 2 2 sin2 ˙ 2i sin 1 sin2 ; (2.71)
2 2 2
˛
jj2 D 1 4 2 .1 2 / sin4 1;
2
where is the Courant number. As ˛ varies in the range 0 ˛ 2, the quantity jj
describes, in the complex plane, an ellipse that lies within the unit circle jj D 1 if
< 1. For D 1, the ellipse becomes the unit circle, which indicates that the scheme
in nondissipative and so the amplitude of each Fourier component is preserved exactly.
Here also GG D G G and the Courant condition is sufficient for stability.
112 Chapter 2 The basics of the theory of finite-difference schemes
TmnC1 Tmn
D ƒTmn C .1 /ƒTmnC1 : (2.72)
Searching for a solution in the form
nC1
TmCˇ D Tm0 nC1 exp.i khˇ/
p2
0 2: (2.74)
1 C .1 /p 2
Inequalities (2.74) must hold for any p in order to avoid any restrictions on the time
step . The left inequality holds for any 0 < < 1, while the right inequality provides
a constraint on 1 :
2p2 .1 / C 2 p 2 : (2.75)
It follows that the condition 12 must hold.
To summarize, the scheme is unconditionally, or absolutely stable if 12 and
is only conditionally stable if > 12 . For example, an explicit scheme with D 1
implies
4 ˛
D1 sin2 :
h2 2
Consequently, for the von Neumann condition to be satisfied it is necessary that, in
2
dimensional variables, h2 . This is a very strict constraint on the time step, which
results in a too small step size in time, so that the finite difference scheme for the heat
equation becomes inefficient. On the other hand, although the implicit scheme (2.72)
with 1=2 does not lead to any restrictions on the time step, it makes it necessary
to solve a system of algebraic equations at each step.
Section 2.6 Stability analysis for finite difference schemes 113
h2 h2
: (2.76)
2.t; x; T / 2 max.x;T / .t n ; x; T /
This rule is known as the principle of frozen coefficients.
It follows that the time step at each layer t n can vary and is determined by
max.x;T / .tn ; x; T /. This can significantly restrict if .x; T / assumes a large value
in a small region while being small in the rest of the bar, where the computation can
be performed with a larger step than prescribed by condition (2.76). For this reason,
it is desirable to obtain an explicit but unconditional scheme, which would be much
more efficient. Is it possible to construct such a finite difference scheme?
To answer this question, let us approximate the heat equation (2.52) with the
Dufort–Frankel three-layer scheme (2.59)
This scheme uses a five-point cross stencil; its specific feature is that the second
derivative on the right-hand side is approximated in an unusual way. In the usual
representation of the second derivative,
n
TmC1 2Tmn C Tm1
n
;
h2
the second term, 2Tmn , is replaced with .TmnC1 C Tmn1 /.
nC1
Let us investigate the stability of the scheme (2.77). Substituting TmC1 D
0 nC1 exp.i khm/ yields (˛ D kh)
Tm
1 2 1
D 2 e i˛ C ei˛ ;
h
2
2 .1 C q/ 2q cos ˛ C .1 q/ D 0; q D 2;
p h
2 2
q cos ˛ ˙ 1 q sin ˛
1;2 D :
1Cq
Analyzing the resulting expression, we obtain
ˇ ˇ
ˇ q cos ˛ ˙ i q sin ˛ ˇ
if q 2 sin2 ˛ > 1; jj < ˇˇ ˇ D q < 1I
1Cq ˇ 1Cq
ˇ ˇ
ˇ ˇ
q cos ˛ ˙ 1 ˇ q
if q 2 sin2 ˛ < 1; jj < ˇˇ D 1:
1Cq ˇ 1Cq
It follows that the explicit scheme (2.77) is unconditionally stable. However, it turns
out that, although the time step is not constrained by the stability, there are restrictions
that arise from the approximation conditions. Indeed, let us check the approximation
of the right-hand side of (2.77):
1 2
T .t; x C h/ T .t C ; x/ T .t ; x/ C T .t; x h/ D Txx T t t 2 CO.h2 /:
h h
It is apparent that the approximation must satisfy o.h/; otherwise, if h, the
scheme (2.77) will approximate, instead of the heat equation, a telegraph equation of
hyperbolic type that contains the second derivative with respect to time:
2
Tt C Tt t Txx D O. 2 C h2 /:
h2
So, although absolutely stable, the finite difference scheme (2.77) approximates
equation (2.52) conditionally. Therefore, just as the explicit conditionally stable
scheme, it inefficient, since it requires a very small time step . For the heat equa-
tion, no efficient explicit scheme can be constructed and so implicit schemes should
be used. The most common implicit scheme is the scheme (2.72) with D 0, it has
Section 2.6 Stability analysis for finite difference schemes 115
the first order of approximation in time and second order in space. For D 1=2, the
scheme uses a six-point stencil and, as one can easily see, has the second order of
approximation in both variables.
The spectral stability condition of a scheme does not generally guarantee stability
in a real computation but is its necessary condition, which favors stability. Some
difficulties may be caused by a nonlinearity in the frozen coefficient and, especially,
by the approximation of the boundary conditions, which are not considered by the
spectral method.
The spectral method was designed for the stability analysis of solutions to Cauchy
problems for partial differential equations. However, most problems arising in contin-
uum mechanics are initial-boundary value problems. Therefore, the question of how
the approximation of the boundary conditions affects of the solution stability is impor-
tant. This question is very difficult to investigate in the general case. In what follows,
we restrict our presentation to a simple practical method of assessing stability.
@T
ˇT D 0 at x D 0;
@x
which is approximated as
T1n T0n
ˇT0n D 0; .1 C hˇ/T0n T1n D 0: (2.78)
h
which means that the scheme is stable at the left edge (x D 0).
116 Chapter 2 The basics of the theory of finite-difference schemes
For details on the informal stability theory of boundary-value problems, which is quite
sophisticated, see [147].
Solving a boundary value problem of the system of equation (2.72) is reduced, for
fixed n, to solving a system of algebraic equations with a tridiagonal matrix, which is
efficiently solved by the tridiagonal matrix algorithm (sweep method). This method
is a simplified form of Gaussian elimination; it is heavily used and is crucial in com-
putational mathematics. Many boundary value problems solved by finite difference
methods are reduced to algebraic systems with matrices close to diagonal, which are
solved by the sweep method. The main idea of the method admits various general-
izations. Scalar, vector, and matrix sweeps are known. The method will be discussed
in detail below (see Sections 4.4–4.5), once the general methods for the solution of
difference equations have been presented.
Its solution is
kh n
Ckn D Ck0 1 C 4 2 sin2 : (2.80)
h 2
It is apparent that Ckn is dependent on and h and, hence, on t and x, whereas Ckn in
the exact solution (2.79) is only dependent t and independent of x:
2 2t
Ckn D Ck0 e k :
It follows from formula (2.80) that the expression of Cnk is independent of h and,
hence, of x only if jkhj 1 and then solution (2.80) can be rewritten as
kh 2 2
1C4 sin2 D 1 C k 2 2 e k t :
h2 2
For k 2 2 1, the solution is close to the exact one.
Consequently, for real approximation, h should be chosen so as to satisfy the con-
dition jkhj 1, or h k=. On the other hand, it follows from the solution to the
difference equation that the time step should be chosen so as to satisfy the condition
k 2 2 1 for the solution to be close to the exact one. In this case, O.h2 /.
For example, if k D 100, we get h 102 and 104 , which means that the
relation between h and must be the same as in the explicit scheme. This condition
is natural for thermal conduction problems. This does not apply to slow-varying so-
lutions, where k 1; in this case, one can take h and it is reasonable to use an
implicit scheme.
2.7 Exercises
1. Obtain a finite difference representation of a third derivative on a four-point stencil
of a uniform grid with nodal points i 2, i 1, i , and i C 1. Determine the order
118 Chapter 2 The basics of the theory of finite-difference schemes
of approximation using
d 3u d d 2u
uxxx D D
dx 3 dx dx 2
and the finite difference formula for the second derivative.
2. Obtain a finite difference representation of a fourth derivative on a five-point stencil
(i 2, i 1, i , i C 1, i C 2) using the representation of the third derivative obtained
in Exercise 1.
3. Obtain a finite difference representation of a fourth derivative using the formula
IV d 2 d 2u
ux D
dx 2 dx 2
and a difference formula for the second derivative on a five-point stencil (i 2,
i 1, i , i C 1, i C 2) and a seven-point stencil (i 2, i 2, i 1, i , i C 1, i C 2,
i C 3). Compare the orders of approximation.
4. Write out a difference operator approximating the Poisson equation
@2 u @2 u
L.u/ D C D f .x; y/
@x 2 @y 2
on a rectangular grid with step sizes h in x and H in y. Determine the order of
approximation of the resulting scheme.
1 1
uiC1;j 2ui;j C ui1;j C 2 ui;j C1 2ui;j C ui;j 1 D fi;j
h2 H
Prove that
Lh .u/ D L.u/ C O.h2 / C O.H 2 / D f .x; y/:
5. How to combine the computations on embedded grids with step sizes h and h=2
based on a first-order scheme so as to increase the order of approximation to O.h2 /
(Richardson’s formulas)?
6. For the equation
y 0 C ˛y D 0; y.0/ D y0 ;
analyze the stability of the two finite difference schemes
i h˛
yiC1 D y C yi C yiC1 ;
2
yiC1 yi1
C ˛yi D 0;
2h
by looking for exacts solutions to the difference equations in the form yi D i
(see Section 2.2).
Section 2.7 Exercises 119
7. Obtain the third-order Adams–Bashforth formula. Use the basis Lagrange interpo-
lating polynomials
p .t /.t 2 / : : : .t k /
lk .t / D ;
.t p / !.p /
du
D u2 C t 2 :
dt
du
D t 2 C ux C u2 :
dt
@2 u @2 u
2 C ku D 0
@t 2 @x
to a system of three first-order equations and analyze the stability of the Lax
scheme for this system.
11. Write out an explicit scheme for the parabolic constant-coefficient equation
@T @2 T @T
D 2 2 C a C bT
@t @x @x
and perform its stability analysis.
12. Reduce the nonlinear wave equation
2
@u 2 @u @ u
Da
@t 2 @x @x 2
to a system of two equations, write out the Lax–Wendroff scheme, and analyze its
stability by the frozen coefficient method.
120 Chapter 2 The basics of the theory of finite-difference schemes
13. Perform the stability analysis of the five-point cross finite-difference scheme for
the telegraph equation
@2 u @2 u
2 C ku D 0:
@t 2 @x
14. Perform the stability analysis of the explicit finite difference scheme for the equa-
tion
y 0 C .ky 2 /y D bx
TknC1 Tkn n
TkC1 2TknC1 C Tk1
n
D C f .Tkn /:
.h/2
Section 2.7 Exercises 121
20. Perform the stability analysis of the Krankel–Nicolson scheme (2.57) for the heat
equation subject to the initial and boundary conditions
T D ‚.x/ at t D 0;
@T
a1 C b1 T D '1 .t / at x D 0;
@t
@T
a2 C b2 T D '2 .t / at x D 1:
@t
Chapter 3
If the norm kA1 k is large, then kıxk will also be large. The maximum increase
in the vector length will be in the direction of the eigenvector x1 corresponding to
the maximum eigenvalue max , A1 x1 D max x1 , or when ıb is directed along the
eigenvector x1 . In this case,
ıb
ıb D ˛x1 ; ıx D ˛A1 x1 D ;
ƒ1
where 0 < ƒ1 ƒn are the eigenvalues of the n n matrix A, while the
i D 1=ƒi are eigenvalues of the inverse matrix A1 .
If a ƒ1 is close to zero, the matrix A is close to a singular matrix and then kıxk is
very large. Relative errors are more important than absolute errors. So it is essential
to evaluate the relative error kıxk
kxk
as compared with kıbkkbk
. The worst case scenario is
when the error kıxk is maximum while the norm kxk is minimum. The latter is true
Section 3.1 Matrix norm and condition number of matrix 123
b
x D A1 b; b D ˛xn ; x D ˛A1 xn D ˛n xn D :
ƒmax
It follows that
kıxk ƒmax kıbk
; (3.1)
kxk ƒmin kbk
which implies that the larger the number C D ƒmax =ƒmin , called the condition
number of the matrix A, the larger the error.
If the matrix A is not symmetric, then the norm is defined as the maximum increase
of the vector length relative to its original length kxk and denoted kAk:
kAxk
kAk D max : (3.2)
x kxk
For a non-symmetric matrix, this maximum may not necessarily be attained at the
maximum eigenvector xn and so ƒmax ¤ kAk. Therefore, in the formula for the con-
dition number, ƒmax and ƒmin must be replaced with kAk and kA1 k, respectively:
Let us show that the matrix AI is ill-conditioned and the matrix AII is well-
conditioned.
The eigenvalues of AI are determined from the equation
2 2:0001 C 104 D 0;
q
1;2 D 1:00005 ˙ .1:00005/2 104 :
By perturbing the right-hand side with ıb D .0; 104 /T , we find that the solution
changes by a quantity of the order of O.1/. Indeed,
I 2 0
Ax D ; xD :
2:0002 2
2 1:0001 0:9999 D 0;
p p
1 5 II j1 C 5 j
1;2 ˙ ; C p :
2 2 j1 5 j
The same perturbation of the right-hand side, ıb D .0; 104 /T , results in the solution
perturbation ıx D C II .0; 104 /T , which has the same order of magnitude.
3.1.3 Example
Let us evaluate the condition number of the tridiagonal matrix arising in solving a
simple two-point boundary value problem for a second-order equation of the form
By partitioning the segment Œ0; 1 into n subsegments, one arrives at the following
tridiagonal n n matrix A of the difference system:
0 1
2 1 0 0 0 0 0
B1 2 1 0 0 0 C 0
B C
B :: :: :: :: :: :: :: C ::
B : : : : : : : C :
B C
B :: :
: : : : : : : ::: :: C ::
B : : : C
ADB : : : C: :
B :: :: :: :: :: :: ::C ::
B : : : : : : :C :
B C
B0
B 0 0 1 2 1 0 C
C
@0 0 0 0 1 2 1A
0 0 0 0 0 1 2
The right-hand side is of the order of unity, f .x/ O.1/, and so kbk O.1/.
It can be shown that the maximum and minimum eigenvalues of the matrix A
are max D 4 and min D 2=n2 . Then the roundoff error of the right-hand side
ıb D 109 at n D 12 will cause, by virtue of (3.1), a relative error in the solution
kıxk=kxk 105 ; however, at n D 104 , we get kıxk=kxk 101 , which means
that excessively fine partitioning can severely affect the computation accuracy due to
roundoff errors. The matrix A of the equation uIV .x/ D f.x/ has min 1=n4 and,
in this case, roundoff errors will decrease accuracy at already n D 102 . This exam-
ples demonstrates that using a very fine partitioning in the hope to “guarantee” high
computational accuracy can result in an ill-conditioned matrix of the algebraic system
of equation and cause the opposite result – loss of accuracy.
have an acceptable accuracy. The optimal choice of ˛ depends on the specific features
of the problem and should be performed by trial and comparison of the results for
different ˛.
Here the vector b1 has been obtained by the above transformation from the right-hand
side vector b of the original system (3.5).
Then the system is solved backwards (backward sweep): xn is found from the last
equation and substituted into the .n 1/st equation, then xn1 is found, and so on.
The inversion of the upper triangular matrix is straightforward.
The entire algorithm can be represented in terms matrix transformations. To show
this, let us consider the process inverse to the elimination of unknowns in the forward
sweep. This will enable us to determine the matrix A as the product of a matrix L
by the matrix U and obtain an algorithm for calculating the entries Uik and Lkj .
Multiply the .n 1/st equation by Ln;n1 and add to the nth equation, then multiply
the .n 2/nd equation by Ln;n2 and Ln1;n2 and add to the nth and .n 1/st,
respectively, multiply the .n3/rd equation by Ln;n3 , Ln1;n3 , and Ln2;n3 and
add to the nth, .n 1/st, and .n 2/nd, respectively, etc. This algorithm coincides
with the multiplication of the matrices L and U. As a result, we arrive at the matrix A:
LU D A (3.7)
Section 3.2 Direct methods for linear system of equations 127
or
0 10 1 0 1
1 0 0 0 U11 U12 U13 U1n a11 a12 a13 a1n
BL21 1 0 0C B 0 U22 U23 U2n C B 0 a22 a23 a2n C
B CB C B C
BL31 L32 1 0C B U3n C B a3n C
B CB 0 0 U33 C D B 0 0 a33 C:
B :: :: :: :: :: C B :: :: :: :: : C B : :: :: :: :: C
@ : : : : :A @ : : : : :: A @ :: : : : : A
Ln1 Ln2 Ln3 1 0 0 0 Unn 0 0 0 ann
It is an important result that the matrix L is lower triangular with unit diagonal.
The entries of L and U can be calculated using the recurrent formulas
U11 D a11 ;
aj1
U1j D a1j ; Lj1 D ; j D 2; : : : ; nI
U11
i1
X
Ui i D ai i Lik Uki ; i D 2; : : : ; nI
kD1
i1
X
Uij D aij Lik Ukj ; i D 2; : : : ; nI
kD1
i1
X
1
Lj i D aj i Lj k Uki ; j D i C 1; : : : ; n:
Ui i
kD1
So Ax D LUx D Lb1 D b.
Consequently, the Gauss procedure is essentially the decomposition (factorization)
of the matrix A into the product of a lower triangular matrix L by an upper triangular
matrix U. Both matrices are easy to invert: in the forward sweep, one inverts L to
obtain L1 b D b1 and in the backward sweep, one inverts U to get x D U1 b1 . The
original problem is thus reduced to two simpler ones: the inversion of the upper and
lower triangular matrices U and L.
It is noteworthy that, in solving specific problems of continuum mechanics, what
changes is just the right-hand side of the system, while the matrix A remains the same;
in other words, what changes is the external load, while the equation and the domain
where the solution is sought remain unchanged. Therefore, one inverts L and U only
once and stores in the computer memory, thus reducing the solution of an particular
problem to the multiplication of a matrix by a vector.
since jA1 j D 0, although the system determined by this matrix has an obvious solu-
tion; it suffices to swap the rows to get jAj j ¤ 0 (j D 1; 2). Furthermore, if jAj j D ",
where " is small, then the elimination involves dividing by a small quantity; this may
result in the loss of true information about the coefficients aij , which is due to a bad
algorithm, even though the matrix A is well-conditioned. For example, if
" 1
AD ;
1 0
one should first swap the rows before performing the Gaussian elimination. Thus,
prior to eliminating a kth unknown, one should first locate the main element, largest
in absolute value, amongst all entries of the kth column and move the corresponding
row to the top. Then the corresponding Ujj > 0 will be maximum and the Gauss
algorithm will become as stable at it is allowed by the matrix A. This method is
known as the Gaussian elimination with partial pivoting.
Since A D AT , we have
Q DU
A D LDU Q T DLT Q D D1 U:
with U
This representation is called the Cholesky decomposition [168]. If the condition num-
ber of A is C , then the condition numbers in the direct and backward sweeps are the
1=2
same and equal to C 1=2 , since L D A1=2 . Then the eigenvalues of L are li D ƒi .
Below is an example of the Cholesky decomposition:
" 1 1 0 " 0 1 "1
AD D 1 ;
1 0 " 1 0 "1 0 1
1=2 1=2
1=2 1 0 " 0 " 0
LD D 1 D 1=2 1=2 ;
" 1 0 "1=2 " "
det LD1=2 D det L D 1:
Although the matrix A requires choosing the main element, let us obtain the solution,
after the Cholesky decomposition, without this.
The entries of D and L are calculated as
a1j
d1 D sign a11 ; l11 D .a11 /1=2 ; l1j D ; j D 2; : : : ; nI
l11
i1
X i1
X 1=2
2 2
di D sign ai i .lki / dk ; l i i D ai i .lki / dk I
kD1 kD1
i1
X
1 i D 2; : : : ; n;
lij D aij lki lki dk ;
li i di j D i C 1; : : : ; n:
kD1
The computational cost of the Cholesky method is approximately half that of the
Gauss method where the symmetry of A is not taken into account.
The Gauss method is often applied to sparse matrices that have a quasidiagonal
or band-like structure, where nonzero entries are close to the main diagonal. Such
matrices require fewer operations to invert. Therefore, it is reasonable to convert
the system matrix to a form that has the minimum width of the diagonal band. For
matrices with a narrow band, where the number of nonzero entries, k, in a row is much
less than the dimension of the matrix, N , the gain in the efficiency can be substantial.
In addition, if the band has a varying width, it is reasonable to store the entire band
profile, i.e., the first and last nonzero entries in each row. Sometimes, when the matrix
is sparse but cannot be converted to a band-like form, one can store the position of
each nonzero entry and then perform the elimination using this arrangement [178,
168]. In many finite difference problems, the matrix A has a very simple, tri- or
five-diagonal or block-diagonal structure. These cases can be treated using the most
efficient algorithm, the sweep method.
The next section outlines iterative methods – another way of solving systems of
algebraic equations. The sweep method, which crucial for solving finite difference
problems, will be elaborated later on.
130 Chapter 3 Methods for solving systems of algebraic equations
Ax D f; (3.9)
xkC1 xk
B C Axk D f; k D 0; 1; : : : : (3.10)
kC1
The matrix B and scalars k are parameters of the iterative process, which are selected
so as to make the process most efficient. The form (3.10) corresponds to a finite
Section 3.3 Iterative methods for linear system of equations 131
difference scheme. Hence, there is a close relationship between iterative methods and
explicit finite difference schemes.
The convergence of an iterative process will be examined in an energy space, HC ,
generated by a positive definite matrix C with the scalar product .a; b/C D .Ca; b/
and associated norm kakC D .Ca; a/1=2 .
The process is convergent if kzk kC ! 0 as k ! 1, where zk D xk x with xk
being the kth approximation of x. Since the exact solution x to equation (3.9) is not
known, the accuracy is evaluated using, instead of kzk kC , the discrepancy norm
kAxk f k D k k k;
which is easy to calculate at each iteration. The relative error of the discrepancy, ",
will be taken as the measure of convergence and the accuracy will be estimated as
k k k "k 0 k:
This accuracy estimation condition corresponds to convergence in the energy space
with the matrix C D ATA. We have
1=2 k 1=2
k k k D Axk f ; Axk f D Ax Ax; Axk Ax
1=2 T k k 1=2
D Azk ; Azk D A Az ; z D kzk kC :
The iterative process determined by formula (3.10) can be optimized by selecting a
suitable matrix Bk and parameter k . If these parameters change between iterations,
the iterative process is called nonstationary or unsteady; if these parameters do not
change, the iterative process is stationary or steady-state.
where all components except xikC1 are taken from the previous approximation (one
takes x k D 0 in the initial approximations if k < 0).
In the Seidel method, xjk in the first sum of (3.11) is replaced with the already
determined values xjkC1 (j D 1; : : : ; i 1).
Let us represent the matrix A as the sum of an upper triangular matrix L, a diagonal
matrix D, and a lower triangular matrix U:
A D L C D C U:
132 Chapter 3 Methods for solving systems of algebraic equations
The the Jacobi iterative process can be represented in the form (3.10) with parameters
B D D and D 1, while the Seidel process can be represented in the same form with
parameters B D L C D and D 1.
The Jacobi and Seidel process can be generalized to the nonstationary case with a
varying parameter k to obtain
xkC1 xk
D C Axk D f;
kC1
k D 0; 1; : : : ; n:
xkC1 xk
.L C D/ C Axk D f;
kC1
xkC1 xk
.LkC1 C D/ C Axk D f;
kC1
The only matrix here that needs to be inverted is the upper triangular matrix L.
In the stationary case, these processes are convergent if the transition matrix G from
layer k to layer k C 1 satisfies the von Neumann condition:
G D E D1 A:
G D E .L C D/1 A:
In both cases, the matrix G is permutable with its transpose and the von Neumann
condition is no only necessary but also sufficient for convergence, provided that A D
AT is a symmetric conjugate matrix.
The steady-state iterative process (3.10) correspond to the simple iteration method.
It is convergent if, by the von Neumann condition, all eigenvalues i of the matrix G
satisfy the condition ji j < 1.
Section 3.3 Iterative methods for linear system of equations 133
t D 0; D 0: (3.12a)
Let us prove that problem (3.9) can be solved using the stabilization method by
solving equation (3.12) and then letting t ! 1.
Aun D n un ;
N
X N
X
.t / D an .t /un ; fD fn un ;
nD1 nD1
where an .t / are the Fourier coefficients of the function .t /. Substituting these rep-
resentations into (3.12) and taking into account that an .t / D . un /, we obtain
N
X
dan .t /
C n an .t / fn un D 0:
dt
nD1
dan
C n an D fn ; n D 1; : : : ; N:
dt
From the initial condition (3.12a) it follows that
an .0/ D 0:
By letting t ! 1 and taking into account that the eigenvalues n of the positive
definite matrix A are all positive, we arrive at the following stationary solution to
equation (3.12):
N
X fn
lim D un :
t!1 n
nD1
On the other hand, the solution to (3.9) can also be represented as a superposition
of the eigenvectors un of the matrix A. By expanding x and f in terms of un and
substituting in (3.9), one obtains
N
X N
X
xD xn un ; fD fn u n ;
nD1 nD1
N
X N
X N
X fn
xn Aun D n xn un D fn un ; xn D :
n
nD1 nD1 nD1
Thus, the solution to system (3.12) in the limit as t ! 1 is reduced to the solution
of equation (3.9). This enables one to infer that the solution to the difference equation
that approximates the differential equation (3.12) will also converge to the solution to
system (3.9). Equation (3.12) can be represented in the finite difference form
nC1 n
n
CA D f n; n D 1; 2; : : : ; N: (3.13)
n
The right-hand side does not have a superscript because the vector f is independent of
t . The solution to (3.13) can be represented as the recurrence relation
nC1 n
D .E An / C n f; (3.14)
where E is the identity matrix, n is the iteration number of the number or the inte-
gration step in the parameter t . Formula (3.14) can be treated as an iterative repre-
sentation of the solution to equation (3.9). Relation (3.14) involves the undetermined
parameter n, which must be selected so at to ensure the convergence of the iterative
process. It is clear that n must depend on the properties of A.
Let us rewrite equation (3.14) in terms of the new variable n – the solution dis-
crepancy of equation (3.9) at the nth iteration:
n D A n
f:
nC1 D .E An / n :
max j1 k j 1; k D 1; : : : ; N:
k
If the spectral boundaries of the matrix A are 1 n .A/ N , then the parameter
must satisfy the inequality
2
: (3.15)
N
In other words, if is chosen this way, then the norm of the transition operator satisfies
kQn k D kE An k 1 and the operator itself is compressive (see Section 3.4).
However, can still be chosen from a wide range even though condition (3.15) is
satisfied. The question arises: How to choose so that the iterative process converges
at the maximum rate?
1 1
max qk D 1 D 1 ;
k N C
136 Chapter 3 Methods for solving systems of algebraic equations
where C is the condition number of the matrix A. It is clear that the larger C , the
slower is the convergence of the process of interest.
In the general case, the convergence rate of an iterative process is determined by
the norm of the transition matrix Q:
kQ n k k nC1 k
q D max qk D kQk D max n D max :
k n
k k n k n k
If Q does not change between iterations, then q is also independent of n. If the step
size n is dependent on n, then q is also dependent on n and, hence, one has to
calculate the average value of q.
N
The transformation matrix with a variable step size n is given by
which implies that one should evaluate the asymptotic rate of convergence. It is con-
venient to use the exponential rate of convergence as a characteristic of an iterative
process:
S D ln q:
N
P(λ)
(λ1 + λN)/2 λN
0 λ1 λ
Figure 3.1. To the problem of geometrically determining the minimax of a linear func-
tion P ./.
Hence,
N C 1 2
1 D 0 H) D ;
2 N C 1
2k
qk D 1 ; q D max jqk j;
1 C N k
ˇ ˇ
ˇ 21 ˇˇ N 1 1 C1
q D min max jP ./j D ˇˇ1 D D
N C 1 ˇ N C 1 1C 1
C
1 1 1 2 1
D 1 1 CO D1 CO :
C C C2 C C2
2
For large C , the rate of convergence equals S D C C O.C 2 /, which is twice as
fast as with the first choice.
eigenvectors of A, one obtains the following formulas for the Fourier coefficients:
nm D P n .m / 0m ;
where
n
Y
n
P .m / D .1 i m / : (3.17)
iD1
Just as previously, one have to minimize the maxim of this polynomial to obtain the
optimal rate of convergence:
n C 1 2
yD :
n 1
This transformation maps the interval Œ1 ; n into ŒC1; 1 . It remains to normalize
the solution so that P n .0/ D 1. Then
Tn
n
C
1 2
n
1
P n ./ D
; (3.18)
n C
1
Tn
n
1
.2i 1/
yi D cos ; i D 1; : : : ; n:
2n
Then the roots of P n ./ are expressed as
1 .2i 1/
i D N C 1 .N 1 / cos :
2 2n
Section 3.3 Iterative methods for linear system of equations 139
2
i D ; i D 1; : : : ; n:
N C 1 .N 1 / cos .2i1/
2n
This solves the problem of finding a formula for calculating the step sizes of the
optimal unsteady iterative process.
Let us evaluate the asymptotic rate of convergence of this unsteady iterative process.
The worst rate of convergence is at the value jmax
P n ./j D qN n , attained by
Tchebychev’s polynomials at the endpoints of the interval Œ1; C1 : Tn .˙1/ D
.˙1/n . Therefore, from formula (3.18) we can obtain the maximum value P n .1 / D
Tn .1/=Tn .r/. Then
1 2 2
qN n D D p p p ;
jTn .r/j .r C r 2 1 /n C .r r 2 1 /n .r C r 2 1 /n
where
n C 1
rD > 1:
n 1
Expressing r in terms of the condition number C , we find that
1 C C1 2 1
rD D1C CO :
1 C1 C C2
Then the exponential rate of convergence for an ill-conditioned matrix A will be given
by the asymptotic estimate
1 p
S D ln qN D ln 2 C ln r C r 2 C 1
n r
1 2 2 2
D ln 2 C ln 1 C C 1C 1
n C C
1 2 2 1
D ln 2 C ln 1 C C p Co
n C C C
with
2 2 1
lim S D ln 1 C p D p Co : (3.19)
n!1 C C C
By comparing (3.19) with the formula S D C2 C O.C 2 / for the steady-state process,
one can see that the convergence rate S of the unsteady iterative process is square root
faster.
140 Chapter 3 Methods for solving systems of algebraic equations
nC1 D .E k A1 / k
are applicable to any simple iterative method, inclusive of the Jacobi method with
A1 D D1 A and Seidel method with A1 D .L C D/1 A.
In all above examples, the parameter i was independent of the previous approx-
imations and was only dependent on the properties of the matrix A. Such iterative
processes are linear. In nonlinear processes, i depends on previous approximations
and is adjusted at each iteration, depending on the solution obtained. Nonlinear it-
erative processes can exceed the optimal linear process in the rate of convergence
(e.g., see [39]).
In conclusion, let us discuss the accuracy to which the iterative process should be
carried out. Since it is assumed that the system of algebraic equations of interest
is obtained by approximating differential equations with an error " D O.hk /, the
iterations should be conducted with the same accuracy. In practice, this means that
the iterative process should run until the inequality
k nC1 n k "
Definition 3.1. An operator P that maps space En into itself is said to be compressive
in a closed ball
R.x0 ; r/ D .x; kx x0 k r/
Then the sequence ¹xr º converges to x 2 R, and x is the only stationary point in
R.x0 ; r/.
For the zeroth approximation, condition (3.22) guarantees that all approximations
stay within R.x0 ; r/:
The proof of convergence is based on a convergence test for the Cauchy sequence
¹xn º. For any m and n > 0 we have
For any " > 0 there exists an N."/ such that for any m > N."/ and n > 0 the
condition kxm xmCn k < " holds. Indeed, let us choose N so that N < "=r0 ;
then kx m x mCn k < ", whence follows the convergence of the sequence ¹xn º to its
limit x .
Section 3.4 Methods for solving nonlinear equations 143
Proof of uniqueness. Suppose the solution is no unique, so that there are two distinct
solutions, x and x :
x D P.x /; x D P.x /;
kx x k D kP.x / P.x /k kx x k; 0 < < 1:
It follows that kx x k D 0.
Suppose that x D limm!1 Pm .x0 /. Then the point x will be said to be attain-
able from x0 and the set of all points ¹x0 º from where x is attainable will be called
the domain of attainability.
It follows from the theorem that x is attainable from any point of the ball R.x0 ; r/.
Indeed, we have
kP.x/ P.x0 /k kx x0 k r0 ; kP.x/ x1 k r0 ;
which means that P maps R.x0 ; r0 / into R.1/ .x1 ; r0 /, P2 W R ! R.2/ !
R.2/ .x2 ; 2 r0 /, etc.; so the radius of the ball R .n/ decreases with the iteration number
and ¹xn º ! x .
The proof follows from expanding the functions appearing in the Lipschitz condition
in Taylor series at the point x0 :
X n
0 @Pi
Pi .xj / D Pi .xj / C .xj xj0 / C O.xj xj0 /2 ;
@xj x0
j D1
X n
@Pi
Pi .yj / D Pi .xj0 / C .yj xj0 / C O.yj xj0 /2 ;
@xj x0
j D1
144 Chapter 3 Methods for solving systems of algebraic equations
whence
ˇ
n ˇ
ˇ
X 0 ˇ
ˇ @Pi .xj / ˇ
jPi .xj / Pi .yj /j ˇ ˇ jxj yj j:
ˇ @xj ˇ
j D1
Then it is clear that for the Lipschitz condition to be satisfied it suffices that
ˇ ˇ
ˇ @P . 0 / ˇ
ˇ i i ˇ
max ˇ ˇ ; where i0 2 R.x0 ; r0 /; < 1:
i;j ˇ @xj ˇ n
At n D 1, the condition
ˇ ˇ
ˇ dP ˇ
ˇ ˇ
ˇ dx ˇ < 1
must hold.
Figures 3.2a and 3.2b illustrate the geometric interpretation (in the one-dimensional
case, with n D 1) of the method of simple iterations. It is apparent from the figures
that the process converges for jP 0 .x/j 1; furthermore, the convergence is sign
z z
x0 x2 x x3 x1 x x x3 x2 x1 x0 x x 0 x
* * *
(a) (b)
alternate and monotonic if P 0 .x/ < 0 (Figure 3.2a). The approximations satisfy the
inequalities
x0 x < 0; x1 x > 0; x2 x < 0; etc.
The quantity xn changes its sing after each iteration. If P 0 .x/ > 0 near the root x1
in Figure 3.2b, the convergence does not change sign: xn > 0. If kP 0 .x/k > 1 near
the larger root x2 , the process diverges (Figure 3.2b).
2
2) @ f
C; C > 0; i; j D 1; : : : ; n;
@x @x
i j
x x2 x’2 x1 x0 x
*
xk xk1
xkC1 D xk f.xk /; k D 0; 1; : : : : (3.28)
f.xk / f.xk1 /
148 Chapter 3 Methods for solving systems of algebraic equations
f(x)
x3 x0 x2
x1 x x
*
x x1 x0 x2 x
*
(a) (b)
This is a two-step method. To obtain the approximation xkC1 , one must use two
previous approximation, xk and xk1 . In order to start the iterative process at the
first step, one should find x1 with a one-step iterative process using, for example, the
modified Newton–Raphson method.
Figure 3.5 illustrate the convergence of the secant iterative method. This method
converges more slowly than the Newton–Raphson method but faster than the modified
Newton–Raphson method.
x
*
x 3 x2 x1 x0 x
Figure 3.5. Geometric interpretation of finding a root of an equation by the secant method.
complete iterative solution cycle for the nonlinear equation consists of two stages
involving an external cycle (implies the application of the Newton–Raphson method to
the original system of equations, thus reducing the solution of the nonlinear problem
to the solution of a nonlinear one) and an internal cycle, where the linear problem is
solved using, for example, the nonstationary Seidel method with acceleration.
To solve nonlinear equations, one can directly apply a generalization of standard
linear iterative methods to the nonlinear case. For example, the nonlinear Seidel
method has the form
Then
f1 .x1kC1 ; x2k ; : : : ; xm
k
/ D 0; f2 .x1kC1 ; x2kC1 ; x3k ; : : : ; xm
k
/ D 0; : : : ;
f .x/ D 0: (3.29)
Let us consider a family of Newton’s equations with parameter and optimize the
process of successive approximations in this parameter.
Solving equation (3.29) by the Newton–Raphson iterative method with parameter
can be treated as solving the difference equation
xkC1 xk
xkC1 D fx1 .xk / f.xk /; D fx1 .xk / f.xk /: (3.30)
A continuous analogue of the Newton–Raphson method suggests that instead of (3.26),
one uses equation (3.30) with ! 0. This matrix differential equation is easy to in-
150 Chapter 3 Methods for solving systems of algebraic equations
tegrate
@x
D fx1 .x/ f.x/; ln f.x/ D t C C;
@t
0
x D x0 ; t D t 0; f.x/ D f.x0 / et=t ; (3.31)
@f @.f1 ; : : : ; fm /
fx D J D D :
@x @.x1 ; : : : ; xm /
One can readily see that solution (3.31) tens to solution (3.29) as t ! 1 for any x0 :
This solves the convergence of the process as ! 0 but not for a finite . Although
the solution to equation (3.29) is theoretically attained as t ! 1, the function f.x/
decreases exponentially and f .x/ 0 already for a finite t .
In practice, the discrete analogue of equation (3.30) is realized:
or
xkC1 D xk k a.xk /: (3.32)
This formula represents the nonstationary Newton method. With k D 1, one obtains
the classical stationary Newton method.
The process (3.32) was proved to converge to (3.31) as k ! 0 on a practically
finite interval if fx is invertible in the neighborhood kx x k kx0 x k, so that
jfx j ¤ 0.
For practical computations, it is necessary to complete (3.32) by an algorithm of
optimal selection of k at each iteration. From the principle of nondecreasing dis-
crepancy in an iterative process it follows that k must decrease proportionally to the
discrepancy, and hence k should be taken so as to satisfy the condition
ık
k D kC1 ; (3.33)
ı k1
a selected direction. The direction of the increment vector xk at the kth step is
determined by the vector a calculated by formula (3.32); the square of the discrepancy
along this direction is equal to
ı kC1 . / D f.xkC1 /; f .xkC1 / D f .xk k a.xk //; f.xk k a.xk // : (3.34)
since ı k .1/ is the square of the discrepancy at the next iteration with respect to ı k .0/
of the stationary Newton–Raphson method, where it was shown that ık .1/ Œı k .0/ 2 .
Then the rate of convergence of the unsteady Newton process (3.37) is quadratic, just
as in the steady process:
where xkC1
N is the value obtained at the .k C 1/st iteration by the classical Newton
method.
F .xkC1 / F .xk /
xkC1 D xk C k Dk : (3.38)
The simplest way to perform the minimization is to choose the vector Dk arbitrarily;
for example, it can be directed along one of the coordinates xj ,
Dk D ejk D ¹ 0 : : : 0 1 0 : : : 0 º; j D 1; : : : ; n; (3.39)
1 ::: j ::: n
Section 3.6 Methods of minimization of functions (descent methods) 153
then the maximum step size will be determined from the condition
ˇ
@F .xk C k Dk / @F k T @F
ˇ
D k k
D C ŒD ˇ Dk D 0: (3.41)
@ k @x k @xi @xj ˇxk
Hence,
gjk
k D :
Fjjk
This is the simplest way of taking advantage of the above arbitrariness in the coordi-
nate descent method, also known as the coordinate relaxation method. Other modifi-
cations of the method are possible.
154 Chapter 3 Methods for solving systems of algebraic equations
@F
Dk D D Gk ; (3.42)
@xk
x1 x0
x2
x
*
In addition,
k1
X
k k mC1 q
G D H.x x / D Hx CH a Hx :
qDmC1
Since Hx D 0 and HxmC1 D GmC1 , then the kth iteration for Gk can be written as
a decomposition in the basis vectors Dq :
k1
X
Gk D GmC1 C q HDq ; m D 1; 0; : : : ; k 2;
qDmC1
(3.46)
k1
X
G k D G0 C q HDq :
qD0
Since the Dq are linearly independent vectors, they can be chosen so that they are
H-conjugate or H-orthogonal. Then
Gk 0:
Furthermore, by virtue of (3.45) and the fact that H is positive definite, we find that
xk D x ; so the iterative process converges to the minimum point of F .x/ in k itera-
tions.
An H-conjugate basis that satisfies conditions (3.48) is easy to obtain from the
original basis D0 ; : : : ; Dk in the following manner:
The constants ˇm are chosen so as to satisfy the condition (3.48) that the basis is
H-conjugate. Using (3.50), we get
and hence
ŒGm T HDm
ˇm D :
ŒDm T HDm
In order to calculate xm , the step size m should be evaluated from (3.43).
If F .x/ is not a quadratic function but the initial approximation is sufficiently good,
the convergence is also achieved, which may require more than n iterations.
The matrix B must be easy to invert. Then, by multiplying (3.51) by B1 , one obtains
where E is the identity matrix. The iterative process (3.51) represents the simple
iteration algorithm with the matrix E B1 A instead of A.
Suppose the eigenvalues i of the positive definite matrix A are in the range
i M with the condition number M=
1. Then the iterative method (3.52) is
known to converge slowly for B D E. Can we find a positive definite matrix B such
that the process (3.52) converges faster?
Denote
.Ax; x/ .Ax; x/
M1 D sup ;
1 D inf :
x .Bx; x/ x .Bx; x/
If B D E, we have M1 D M and
1 D
. It can be shown [4] that if B is chosen so
that
M1 M
; (3.53)
1
then the iterative process with the reconditioning matrix B converges significantly
faster. The iteration convergence factor q2 is expressed as
M1
1 1
1 =M1
q2 D D : (3.54)
M1 C
1 1 C
1 =M1
3.7 Exercises
1. Construct examples of ill-conditioned and well-conditioned systems of linear alge-
braic equations in two and three unknowns. Analyze their conditionality and carry
out regularization for the ill-conditioned systems.
2. Prove that the condition det A D " 1 is insufficient for the matrix A to be
ill-conditioned and, conversely, the condition det A 1 is insufficient for A to be
well-conditioned. Give counterexamples.
3. Prove that the condition number of a positive definite matrix A D BT B equals the
square of that of the matrix B. Use the definition of the norm of A.
158 Chapter 3 Methods for solving systems of algebraic equations
x1 C x2 D 1;
x1 C .1 C "/x2 D 1; " 1:
Show that the system is ill-conditioned and determine the parameter at which the
convergence rate of the iterative process is optimal. Verify this with a numerical
analysis for the initial approximation x1.0/ D 0:8, x2.0/ D 0 with " D 0:1. Compare
with the exact solution.
Section 3.7 Exercises 159
x1 C x2 D 5;
x1 C x2 C 0:01.x2 /2 D 5
by the simple iteration method. Determine the value of the parameter at which
the iterative process is convergent. Find the number of iterations required to obtain
.0/ .0/
a solution accurate to 104 with the initial approximation x1 D 0:9 and x2 D 0.
11. Solve the nonlinear system of equations
.x1 /2 C .x2 /2 D 1;
x1 C x2 D 0:1
by the secant method and the modified Newton method in the half-plane x1 > 0.
Compute the first five successive approximations with the initial approximation
p
x1.0/ D x2.0/ D 2=2. Evaluate the accuracy of the resulting solution. Compare
the solutions obtained by the two methods with the exact solution.
12. Consider a nonlinear elastoviscous bar with the following constitutive equation
in dimensionless variables:
@ @"
D ˛. /n :
@t @t
Solve the problem of stress relaxation by the implicit Euler method on the time
interval t 2 Œ0; 3 with the initial condition j tD0 D 1.
Solve the arising system of algebraic equations using the Newton–Raphson method
by partitioning the time interval into l D 3; 5; 7 subintervals with ˛ D 10, n D 5,
and tmax D 3.
Chapter 4
y D C1 cosh ax C C2 sinh ax
with
By satisfying the boundary conditions of (4.1), one obtains a system of two equations
for determining the arbitrary constants C1 and C2 , thus arriving at the solution to
problem (4.1) in the form
Y1 Y0 cosh a
y.x/ D Y0 cosh ax C sinh ax:
sinh a
Section 4.1 Numerical solution of two-point boundary value problems 161
sinhŒa.1 x/ sinh ax
y.x/ D Y0 C Y1 D A.x/Y0 C B.x/Y1 : (4.2)
sinh a sinh a
Let us analyze its behavior at large values of the parameter a
1. Find A.x/ and
B.x/ as a ! 1:
sinhŒa.1 x/
A.x/ D lim D 0; x 2 .0; 1 ; A.0/ D 1I
a!1 sinh a
sinh ax
B.x/ D lim D 0; x 2 Œ0; 1/; B.1/ D 1:
a!1 sinh a
It is apparent that A.x/ and B.x/ are discontinuous at the endpoints x D 0 and x D 1
as a ! 1. Figure 4.1a illustrates the solution to the boundary value problem (4.1)
for a
1. The coefficients A.x/ and B.x/ of Y0 and Y1 in (4.2) are bounded as
a ! 1 for any x 2 Œ0; 1 , and hence the solution to problem (4.1) is stable. A small
perturbation in Y0 or Y1 leads to a small deviation in the solution y.x/; the error does
not increase even though the solution changes rapidly near the endpoints and forms
boundary layers or edge effects (Figure 4.1a). This phenomenon also arises in more
complicated systems of equations with small parameters as coefficients of the highest
derivatives.
y y
Y1 Y2
Y0
Y1
0 1 x 0 1 x
(a) (b)
independent particular solutions each satisfying two conditions at the left endpoint:
Y0 y1 .1/ Y1 y1 .0/ 1
C2 D ; lim C2 D D Y1 :
y1 .0/y2 .1/ y1 .1/y2 .0/ a!1 1
Since y1 .1/ ! 1 and y2 .1/ ! 1 as a ! 1 (Figure 4.1b), none but absolutely
precise calculations can satisfy the boundary conditions as a!1: lima!1 C1 D Y0
and lima!1 C2 D Y1 . With any approximate calculations, an arbitrarily small devi-
ation ıy1 .0/ or ıy2 .0/ can result in an arbitrarily large error, since one has to obtain
finite values C1 O.1/ and C2 O.1/ using linear combinations of infinitely large
numbers.
A solution to system (4.4) is constructed in terms differences of the solutions y1 and
y2 at x D 1. However, y1 and y2 are both large numbers as a
1. Consequently,
C1 and C2 will be determined by the “tails” of y1 and y2 , which are affected by
rounding errors and other small perturbations. The leading parts of the large numbers
are canceled out when subtracted, and hence the solution will be highly dependent on
rounding errors rather than the real physical conditions of the problem.
It is clear that such an approach to calculating C1 and C2 is unsatisfactory. The
algorithm of the initial parameter method relies on obtaining two linearly independent
solutions to Cauchy problems, which results in an ill-conditioned problem for a
1.
Indeed, the matrix A of system (4.4) is
y .0/ y2 .0/
AD 1 :
y1 .1/ y2 .1/
Its eigenvalues are expressed as
y1 .0/ C y2 .0/ y1 .0/ C y2 .0/ 2 1=2
1;2 D ˙ y1 .0/y2 .1/ y2 .0/y1 .1/ :
2 2
Section 4.2 General boundary value problem for systems of linear equations 163
Since it follows from (4.3) that y1 .0/ y0 .0/ O.1/ and y1 .1/ y0 .1/ O.e a /,
we have
1 1=2
1;2 D O.e a / ˙ ŒO.e 2a / C O.ea / 1=2 D O.ea / ˙ 1 C O.e a / :
2
Hence, 1 D O.ea / and 2 D O.1/ and so the condition number of problem (4.4) is
C D O.e a /.
Consequently, since the Cauchy problems for the second-order equation with a
1 lead to a rapidly increasing solution of the order of O.ea /, it should not be included
in the numerical algorithm for the boundary value problem, because this results in
an unsatisfactory numerical solution for large a. Of course, if a O.1/, the initial
parameter method provides a reasonably accurate solution to the boundary value prob-
lem, since the matrix of system (4.4) will have a good condition number, C D O.1/,
in this case.
Thus, neither the initial parameter method nor any other method based on numer-
ically solving Cauchy problems can provide a good numerical solution for second-
order differential equations of the form (4.1) with large a. This, for example, also
holds true for the shooting method (see Section 4.3), where the second condition at
x D 0 in (4.3) is varied until the other condition at the right endpoint x D 1 is met.
The original boundary value problem (4.1) with large a2
1 belongs to the class
of the so-called stiff problems, whose numerical solution is associated with certain
difficulties; overcoming these difficulties calls for adequate special methods to be
used.
where u0 .x/ a particular solution to the nonhomogeneous system and ui .x/ are n
linearly independent solutions to the homogeneous system (4.5) with a.x/ D 0 and
any homogeneous linearly independent boundary conditions of the form (4.6) with
f D 0.
Problem (4.5)–(4.6) is nondegenerate and has a unique solution, provided that the
determinant of the system matrix obtained from (4.6) by substituting the solution
of (4.7) for the unknowns Ci is nonzero.
A solution to this general problem can be obtained numerically by the method of
initial parameters, in a similar manner to the case of a second-order equation consid-
ered above, by reducing it to solving n C 1 Cauchy problems.
First, one uses a numerical method for Cauchy problems, e.g., the Euler method, to
find a particular solution u0 .x/ satisfying the zero initial conditions u.0/ D 0. Then,
one finds n particular solutions ui to Cauchy problems for the homogeneous system
of equations (4.5) with a.x/ 0 that satisfy the conditions
ui .0/ D li ; i D 1; : : : ; n;
du
D f.u; x/; x0 x x1 ; (4.8)
dt
with the general nonlinear boundary conditions
Equation (4.10) is solved iteratively with the rough initial approximation ¸.0/ . The
successive approximations ¸.k/ are determined by, for example, Newton’s method
from .k/ .k/
˛.kC1/ D ˛.k/ F 1 ¸ ˛ F ˛ : (4.11)
The iterations are performed until the condition k˛.kC1/ ˛.k/ k " is satisfied to
obtain ˛./ . For this value, one calculates u.x; ˛./ /, the solution to the boundary
value problem (4.8)–(4.9).
Needless to say, the above approach has at least the same drawbacks as those
pointed out in solving stiff linear equations, which arise due to the reduction of the
original boundary value problem to Cauchy problems, apart from additional difficul-
ties associated with the nonlinearity.
where y.x/, f.y; x/, and F.y.0/; y.1// are n-dimensional vector functions, y.0/ D ˛
is a p-vector (p < n), and y.L/ is an .n p/-vector.
The initial approximation y0 .x/ will be chosen so that it is as close to the actual
solution of the problem (4.12)–(4.13) as possible.
Let us linearize equation (4.12) about y0 .x/:
The first condition, at x D 0, continued to every point x of the interval Œ0; 1 deter-
mines a family of integral curves of equation (4.16). This family satisfies a linear
first-order equation that can be written as
where ˛.x/ and ˇ.x/ are unknown functions to be determined from equation (4.16).
Relation (4.18) can be treated as the transfer of the boundary condition at x D 0 to
any point of the interval 0 x 1, including the right endpoint x D 1. Substitut-
ing (4.18) into (4.16) yields equations for ˛.x/ and ˇ.x/:
p.x/ F .x/
y 00 D ˛ 0 y C y 0 ˛ C ˇ 0 D ˛ 0 y C ˛ 2 y C ˇ˛ C ˇ 0 D yC :
" "
Equating the coefficients of y and the free terms with zero, one obtains two differential
equations for ˛.x/ and ˇ.x/:
p.x/
˛0 C ˛2 D ; ˛.0/ D ˛0 I (4.19)
"
".ˇ 0 C ˛ˇ/ D F .x/; ˇ.0/ D ˇ0 : (4.20)
The initial conditions in (4.19)–(4.20) follow from condition (4.17) at x D 0. The so-
lution algorithm for the boundary value problem (4.16)–(4.17) involves the following
stages.
1. Solving the Riccati equation (4.19) gives the function ˛.x/.
4. With y.1/ known, one integrates equation (4.18) from right to left. This is the
so-called backward sweep.
Thus, the boundary value problem (4.16)–(4.17) is reduced to three Cauchy problems
for three first-order equations (4.19), (4.20), and (4.18).
Note that the solution of the Cauchy problem for the second-order equation (4.16)
with two obtained conditions at right endpoint x D 1 in the backward direction is
168 Chapter 4 Methods for solving boundary value problems for systems of equations
inadequate, since the problem contains a rapidly increasing solution in the integration
direction.
Let us justify the well-posedness of the solution for all three Cauchy problems; the
idea is to perform the integration in the direction of decreasing solution, so that the
error can only decay with x.
2
˛ 0 .x/ C ˛ 2 .x/ D ; ˛.0/ D ˛0 ; 2 D p.x/ > 0: (4.22)
"
For a constant p.x/ D 2 , equation (4.22) admits the exact solution
j˛0 j > 1=2 ; ˛.x/ D 1=2 coth 1=2 x C C1 ;
" " "
j˛0 j < 1=2 ; ˛.x/ D 1=2 tanh 1=2 x C C2 ; (4.23)
" " "
1 C ˛0 "1=2 1 C ˛0 "1=2
C1 D ln > 0; C2 D ln < 0:
2 C ˛0 "1=2 2 ˛0 "1=2
coth z
α0
x0 0 1 x κε– 1/2
(a) (b)
II. Now suppose that ˛0 0. Then, since j˛0 j ="1=2 , the second expression
in (4.23) is valid; this situation is shown in Figure 4.2b. We have
˛.x/ D 1=2 tanh 1=2 C C2 ; where 1=2 < ˛0 0:
" " "
The point of intersection x0 of the curve ˛.x/ with the x-axis is to the right of zero,
and hence ˛.x/ is negative on the interval 0 x x0 ; the error ı˛.x/ will be
increasing here. Let us estimate this increase:
Rx
ı˛ 0 .x/ C 2˛.x/ ı˛.x/ D 0; ı˛ D ı.0/e 2 0 ˛.x/ dx
:
with
ı˛.x0 / 2 1
D D exp 2 ln q D 2 2
D ˛0 2 1; " 1:
ı˛.0/ 2 ˛2 " "˛0 1 "
0
It follows that ı˛.x/ is little different from ı˛.0/. Problems are possible only if
˛0 1=2 ; this, however, contradicts the original assumption that all parameters of
"
the problem but " are O.1/. On the remaining portion of the interval, x0 x 1, we
have ˛.x/ > 0, and hence the error ı˛.x/ decays, as was shown above. It is clear that
the same holds true for the errors ıˇ.x/ and ıy.x/ as well. This completes the proof
of the well-posedness of the sweep method for solving the two-point boundary value
problem (4.16)–(4.17).
170 Chapter 4 Methods for solving boundary value problems for systems of equations
x D 0; u0 D '; x D 1; uN D ; (4.25)
where LnC 1 and KnC 1 are coefficients to be determined from equation (4.24). The
2 2
initial values LnC 1 and KnC 1 are found from the boundary conditions (4.25):
2 2
n D 0; u0 D L1=2 u1 C K1=2 :
n D 1; a1 .L1=2 u1 C K1=2 / C b1 u1 C c1 u2 D f1 ;
c1 u2 f1 K1=2 a1
u1 D C ;
a1 L1=2 C b1 a1 L1=2 C b1
with
c1 f1 K1=2 a1
L3=2 D ; K3=2 D ;
a1 L1=2 C b1 a1 L1=2 C b1
:: :: (4.27)
: :
cn fn Kn1=2 an
LnC1=2 D ; KnC1=2 D :
an Ln1=2 C bn an Ln1=2 C bn
Section 4.4 Solution of boundary value problems by the sweep method 171
Formulas (4.27) for the coefficients are finite difference analogues of equations (4.19)
and (4.20). The forward sweep suggests that the coefficients LnC1=2 and KnC1=2
are calculated by formulas (4.27). The backward sweep suggests that all un are de-
termined from unC1 using formula (4.26). For n D N 1, it follows from (4.26)
that
must hold. In this case, the rounding error will not increase.
Just as the Gauss method, the sweep method is based on factorization. The latter is
essentially an implementation of the Gauss method in the form of explicit recurrence
formulas resulting from a simpler, tridiagonal form of the matrix A of the system of
difference equations (4.24) [46].
It may seem that the sweep method is only suitable for solving boundary value
problems for second-order ordinary differential equations. However, this is not so;
solving this kind of problems is an integral part of the analysis of a wide class of
problems for partial differential equations. A few examples will be considered below
to illustrate this [168].
x D 0W u.0; t / D .t /;
@u @2 u
D 2 2 ; x D 1W u.1; t / D .t /; (4.29)
@t @x
t D 0W u.x; 0/ D u0 .x/:
@u
Approximating the function u.x; t / with discrete values un .x/ in t and replacing @t
unC1 .x/un .x/
with , one arrives at the system of N second-order ordinary differential
equations in x
nC1
2 d 2 u.x/
unC1 .x/ D un .x/; n D 1; : : : ; N;
dx 2
172 Chapter 4 Methods for solving boundary value problems for systems of equations
t
n+1
τ
n
k–1 k k+1 h
0 1 x
Figure 4.3. Scheme of the sweep method for unsteady heat conduction equations.
By choosing the simplest implicit scheme for the equation of (4.27), one obtains
nC1
uknC1 unk 2
ukC1 2uknC1 C uk1
nC1
D ;
h2
2 nC1 2 nC1 2 nC1
u 1 C 2 uk C 2 uk1 D unk : (4.30)
h2 kC1 h2 h
For a fixed n, equation (4.30) and boundary conditions (4.29) have the form (4.24)–
(4.25) and can be solved successively for each time layer n C 1, with the solution for
layer n known (Figure 4.3), by the difference sweep method (4.26)–(4.27).
It is clear that the countable stability conditions (4.28) for the coefficients of equa-
tion (4.30) are satisfied.
@2 u @2 u
C D f .x; y/; (4.31)
@x 2 @y 2
Section 4.5 Solution of boundary value problems for elliptic equations 173
(k, m + 1)
1 internal nodes
(k, m)
boundary nodes
(k – 1, m) (k + 1, m)
0 1 (k, m – 1)
(a) (b)
Figure 4.4. (a) A rectangular grid for the solution of the discrete Poisson equation (boundary
value problem, first-order approximation). (b) A five-point stencil.
With the simplest five-point stencil, the second derivatives in equation (4.31) can
be approximated by second-order central finite differences (Figure 4.4) to obtain
ukC1;m 2uk;m C uk1;m uk;mC1 2uk;m C uk;m1
uk;m D 2
C D fk;m :
h h2
(4.35)
Equation (4.35) is only defined at the nodes of the stencils that lie completely within
the domain .
To simplify the approximation of the boundary conditions, we assume the domain
to be rectangular. For example, let us approximate condition (4.34) by a left unilateral
174 Chapter 4 Methods for solving boundary value problems for systems of equations
m+1
b
h
h
k k+1
h x
–
2
a h
–
2
Figure 4.5. Arrangement of nodes on the boundary to provide a second-order accurate solu-
tion to a boundary value problem.
The finite difference approximation (4.38) on a rectangular grid with step size h˛
along the coordinate x˛ (˛ D 1; 2) is given by
.1/ ukC1;l uk;l .1/ uk;l uk1;l
Qh .u/ D akC1;l ak;l
h1 h1
.2/ u k;lC1 u k;l .2/ u k;l uk;l1
C ak;lC1 ak;l C qk;l xk;l uk;l
h2 h2
D fk;l ; (4.39)
where
where is the node number in the stencil N1 obtained from the full stencil N by
removing the central point .k; l/.
The coefficients A and B satisfy the conditions
N1
X
A.x/ > 0; B.x/ > 0; C.x/ D A B.x; / > 0; x 2 : (4.41)
D1
The maximum principle for the solution to the difference equation (4.40) reads: if
the grid function uh satisfies the homogeneous boundary conditions uh .xi / D 0,
xi 2 @, and f .xi / 0 or f .xi / 0), then u.xi / 0 (u.xi / 0) and maximum of
juh .xi /j or, respectively, minimum of juh .xi /j is attained at the boundary (xi 2 @).
The convergence of the finite difference schemes (4.39)–(4.40) can also be proved
using the maximum principle.
176 Chapter 4 Methods for solving boundary value problems for systems of equations
1
uk;m < uk1;m C uk;m1 C uk1;mC1 C uk;mC1 : (4.42)
4
One can see that the value of the grid function at an internal point is indeed less than
the average value at the nodes of the circumscribed circle.
Likewise, from the condition .u/k;m < 0 one concludes that min uk;m is attained
at the boundary.
In the theory of partial differential equations, the solution to the Dirichlet prob-
lem for Poisson’s equation is found, based on the maximum principle, to satisfy the
estimate
1
kuk k'k C R2 kf k; (4.43)
4
where kuk D max.x;y/2 juj, R is the radius of the circle embracing the domain ,
and f and ' are the functions that appear on the right-hand sides of equation (4.31)
and boundary conditions (4.32)–(4.34).
A similar estimate, uniform in the grid step size h, can be obtained for the difference
equation (4.35):
1
kukh k'k C R2 kf k; (4.44)
4
where kukh D maxk;m juk;m j.
The estimate (4.44) means that the solution to the difference equation (4.35) is
continuously on the right-hand side, provided that condition (4.32) holds. It follows
that the solution is stable and convergent with the convergence order equal to the
approximation order:
where uk;m is the solution to the difference equation, Uk;m is the projection of the
exact solution onto the grid node .k; m/, C1 is an upper bound for the normal deriva-
tive of U.x; y/ at the boundary, and C2 is an upper bound for the fourth derivatives
of U.x; y/.
diagonal domination. This is a very important property and one usually tries to ensure
it when constructing finite difference schemes, including those for more complicated
equations, e.g., the equation with a mixed derivative
1 1
––
4
1 –
4
1 –4 1
1 1
– 1 ––
4
4
(a)
–1 1 1 1
+ =
1 –1 1 –4 1 1 –3
1 1
(b)
Figure 4.6. Stencils for approximating the mixed second derivative: (a) with violation of
diagonal domination and (b) without violation of diagonal domination.
is approximated with first-order accuracy using the four points connected by arrows.
There is diagonal domination and the stencil consists of only four nodes. The entries
are calculated as the sum of entries for Poisson’s equation with a five-point stencil
and, for the mixed derivative, with the stencil marked by arrows.
One should be warned that the absence of diagonal domination is not sufficient for
the scheme to be unstable.
178 Chapter 4 Methods for solving boundary value problems for systems of equations
m D 1; 0; 1; : : : ; M; n D 1; 0; 1; : : : ; N:
The number of these equations is MN . The ultimate equations involve the values at
fictitious outer nodes with m D 1; M and n D 1; N . Let us represent the bound-
ary conditions (4.47) using central differences at boundary nodes, with the derivative
taken along the outward normal to the boundary contour @.
The boundary conditions at the straight lines x D 0 and x D a are expressed as
8
ˆ u1;n u0;n u0;n C u1;n
< D S.0; yn / C q.0; yn /;
h 2 n D 0; 1; : : : ; N 1:
:̂ uM;n uM 1;n D S.a; yn / uM;n C uM 1;n C q.a; yn /;
h 2
(4.49)
The boundary conditions at y D 0 and y D b are
8
ˆ um;1 um;0 um;0 C um;1
< D S.xm ; 0/ C q.xm ; 0/;
h 2 m D 0; 1; : : : ; M 1:
:̂ um;N um;N 1 D S.xm ; b/ um;N C um;N 1 C q.xm ; b/;
h 2
(4.50)
The number of equations in (4.49) equals 2N and the number of equations in (4.50)
equals 2M , since no equations are required for corner points. The problem has
Section 4.5 Solution of boundary value problems for elliptic equations 179
whose components are only the values of functions at internal nodes. The values of
functions at the nodes shown by solid circles in the y-direction are not involved into
these vectors. Then conditions (4.49) at x D 0 and x D a rewritten in vector form as
u1 u0 u1 C u0
DA C Q0 ;
h 2
uM uM 1 uM C uM 1
DB C QM ;
h 2
where A and B is diagonal matrices.
At the outer nodes, the unknowns in the y-direction for vectors u1 and uM . All in
all, there are M C 2 vectors. Equation (4.48) involves three components of the vec-
tor um and one component of umC1 and um1 each. Let us represent equation (4.48)
in matrix form. To this end, the quantities um;1 and um;N , which do not enter um ,
must be eliminated from (4.48) using the equations of (4.50) at y D 0 and y D b:
um;1 um;0 um;1 C um;0
D S.xm ; 0/ C q.xm ; 0/;
k 2
um;N um;N 1 um;N C um;N 1
D S.xm ; b/ C q.xm ; b/:
k 2
Then
1 C k2 S.xm ; 0/ 0k
qm
um;1 D um;0 C ;
1 k2 S.xm ; 0/ 1 k2 S.xm ; 0/
1 C k2 S.xm ; b/ Nk
qm
um;N D um;N 1 C :
1 k2 S.xm ; b/ 1 k2 S.xm ; b/
Substitute these expressions in the equations of (4.48) that contain y-direction nodes
to obtain
where n D 0; : : : ; N 1. Furthermore,
´ ´
m 1; 0 n N 2; 0; n D 0;
n D nm D
0; n D N 1; 1; n > 0;
8 8
ˆ 1C k2 Sm0 0
ˆ 21 k S 0 ; n D 0;
ˆ ˆ
ˆ qm ; n D 0;
ˆ
ˆ ˆ
ˆ k 0
< 2 m < k 1 2 Sm
m
n D 0; 0 < n N 2; F D 0; 0 < n N 2;
ˆ
ˆ ˆ
ˆ
ˆ k N
ˆ 1C 2 Sm ˆ N
:̂ ; n D N 1: :̂ qmk N
; n D N 1:
k N k 1 2 Sm
2 1 2 Sm
The only equations that have an irregular form are those with n D 0 and n D N 1.
Let us rewrite equations (4.51) in matrix form. Equations (4.51) involve the vectors
um1 , um , and umC1 , one component of each of the first and third vector, and three
components (um;n1 , um , and um;nC1 ) of the second vector um . In matrix form,
equations (4.51) become
1
u mC1 2B m u m C u m1 C dm D 0;
h2
where 2Bm is a tridiagonal matrix of the form
0 h2 2 1
1C.1
m 0 / k2 kh2 0 0 0 0
B 2 h2 h2 C
B kh2 1C.1
m 1 / k2 k2 0 0 0 C
2Bm D B C
@ A
2 h2
0 0 0 0 hk2 1C.1
m /
N 1 k 2
Hence,
1 1
E A E A E A
K1=2 D C ; l1=2 D Q0 :
h 2 h 2 h 2
Then we have
with
uM 1 D XM 1=2 uM C yM ;
E B 1 E B E B 1
uM C1 D C uM C C QN :
h 2 h 2 h 2
The well-posedness of the matrix sweep follows from the condition that kXm k 1;
for details, see [46].
The solution of problem (4.47) by matrix sweep requires M C1 inversions of N N
matrices instead of solving the system of a D N N C 2.M C N / equations by the
Gauss method. It is clear that, with matrix sweep, the gain in the number of operations
is no less than that with scalar sweep.
To illustrate the method, let us consider the example of the Dirichlet problem for Pois-
son’s difference equation (4.35) on a rectangular domain with zero boundary condi-
tions:
uD0 for .x; y/ 2 @;
0 x l1 ; 0 y l2 for .x; y/ 2 :
After separating the variables, one arrives at the following eigenvalue problem for
a second-order difference equation in x:
k k
N .x/ k v .x/ D 0;
vxx v0 D 0; vN D 0; (4.53)
where
v.x C h; y/ v.x; y/ v.x; y/ v.x h; y/
vx D ; vxN D ;
h h
vx vxN
vxx
N D ;
h
with vx being the right, vxN left, and vxx
N second difference derivative with respect
to x.
The solution to equation (4.53) is sought in the form v D v0 exp.i kx/. With this
expression, one arrives at the eigenvalues and eigenfunctions
s
4 2 kh1 .k/ 2 kx
k D 2 sin ; v .x/ D v0 sin ; (4.54)
h1 2l1 l1 l1
k D 1; : : : ; N 1;
where h1 is the grid step size in x and h2 is that in y.
The solution uh .x; y/ to equation (4.35) will be sought in the form of a decompo-
sition in the eigenfunctions v .k/ .x/:
N
X 1
uh .x; y/ D v .k/ .x/w .k/ .y/; (4.55)
kD1
where w .k/ .y/ is the solution to the nonhomogeneous equation in y with zero bound-
ary conditions, which can be determined from the system of difference equations
1 .k/ .k/ .k/
wmC1;n 2wm;n C wm1;n .k/ wm;n
.k/
D f .k/ .ym;n / (4.56)
h2
.k/ .k/
under the conditions w0;n D 0 and wN2 ;n D 0, with f .k/ .y/ being Fourier coeffi-
cients of the right-hand side of Poisson’s equation:
N
X 1
.k/
f .y/ D f .y; x/v .k/ .x/h1 : (4.57)
kD1
Section 4.6 Stiff boundary value problems 183
So the Fourier method involves finding the eigenvalues and eigenfunctions of the
difference problem in x (the coefficients are independent of x), calculating the Fourier
coefficients by formula (4.57), and determining the coefficients w .k/ in the decompo-
sition (4.55) by solving the boundary value problem (4.56) with the scalar sweep
method. The Fourier coefficients (4.57) are calculated using the efficient numerical
algorithm of fast Fourier transform, where the computational cost is proportional to
number of operations q D O.N1 N2 log N1 /. See [116, 39].
For problems with constant coefficients, one can use the Fourier transforms in both
x and y, performing a decomposition in the eigenfunctions of the two-dimensional
difference operator Lh .x; y/.
Numerical solution of elliptic equations represents a well developed section of
computational mathematics, which is used for the solution of continuum mechan-
ics problems by the finite element method. The finite element method has lately been
given preference over the finite difference method, especially in studying problems
for three-dimensional domains of complex geometry [56, 58].
du
A.x/ u D a.x/: (4.58)
dx
The boundary conditions are prescribed in the form
li ; u.0/ D ˛i at x D 0 .i D 1; : : : ; k; k < n/;
(4.59)
li ; u.b/ D ˛i at x D b .i D k C 1; : : : ; n/;
where i is the boundary condition number; the parentheses denote the scalar product
of vectors. Suppose there are k boundary conditions at the left endpoint and n k
conditions at right endpoint of the interval Œ0; b . The vectors u, li , and ¸ belong to
the n-dimensional vector space Rn . For simplicity, the matrix A will be considered
constant, although all subsequent manipulations remain valid for A D A.x/ as well,
provided that the entries of A.x/ are slowly varying functions.
184 Chapter 4 Methods for solving boundary value problems for systems of equations
Definition 4.1. System (4.58) will be called stiff if the spectrum of the matrix A can
be subdivided into three characteristic parts, as shown in Figure 4.7, satisfying the
conditions
Re i L; i D 1; : : : ; k
.negative stiff/;
Re C
i L; i D 1; : : : ; k C .positive stiff/; (4.60)
ji j < l; i D 1; : : : ; m .soft/;
where k C C k C m D n.
λi– –l l λi+
0
–L L
This subdivision is quite conditional, because there may be no clear borders be-
tween the spectral parts. What is important is that there are subranges of positive
and negative eigenvalues where the condition bL
1 holds, with bl O.1/. The
quantity b is the length of the integration interval. Accordingly, the general solution
to equation (4.58) can also be decomposed into three parts:
k kC m
X X C X
u.x/ D ci !
i e
i x C ci !C
i e
i x
C ci !i e
i x ; (4.61)
iD1 iD1 iD1
where !C
i , !i , and !i are eigenvectors of the matrix A corresponding to the respec-
tive eigenvalues C
i , i , and i of the three different part of the spectrum.
We will consider the class of boundary value problems (4.58)–(4.59) that have a
bounded solution:
ku.x/k C ka.x/k C k¸k : (4.62)
The right-hand side contains the norms of the right-hand sides of equation (4.58) and
boundary condition (4.59).
It should be emphasized that this class of boundary value problems has the specific
feature that the general solution (4.61) contains rapidly growing components with
exp.Lb/
1 but the solution to the boundary value problem does not have such
components: u.x/ O.1/. The solutions to some of the boundary value problems
may not satisfy the boundedness condition (4.62) if the spectrum of the matrix A
meets the conditions (4.60). Accordingly, some problems (4.58)–(4.59) may not be
adequately solvable by numerical methods.
Whether a problem is adequately solvable or not depends on the number of bound-
ary conditions (4.59) at the left and right endpoints of the interval as well as on the
Section 4.6 Stiff boundary value problems 185
relation between this number and the number of stiff points lying in the left and right
parts of the spectrum.
The inequalities
1/ k k ; 2/ n k k C (4.63)
are necessary conditions for adequate solvability of problem (4.58)–(4.59).
The number of boundary conditions at the left endpoint, k, must be no less than the
number of rapidly decaying solutions with increasing x, and the number of boundary
conditions at the left endpoint, n k, must not be less than the number of decaying
solutions with decreasing x. Indeed, if at least one of these conditions is not met, then
there is a nonzero solution satisfying k homogeneous conditions at the left endpoint
and decaying with increasing x while satisfying the nonhomogeneous boundary con-
ditions. Then the integration of this solution will be from right to left, in the direction
of rapid increase, which will result in a rapid growth of a small perturbation [39].
Recall that a similar situation occurred in the integration of a second-order equation
by the method of initial parameters (Section 4.4) and led to an ill-conditioned system
of algebraic equations at the other endpoint; the solution of this system resulted in
a loss of accuracy due to the reduction in the number of significant digits when two
large numbers, close in value, were subtracted from each other. However, the original
boundary value problem (4.1) or (4.16)–(4.17) was adequately solvable and satisfied
condition (4.63).
with the mth vector um .0/, m D 1; : : : ; n k, extended so that all its components
um
kC1
.0/; : : : ; um
n .0/ are zero except for ukCm .0/ D 1:
m
‚ …„ ƒ
m
u .0/ D u1 .0/; : : : ; uk .0/; 0; : : : ; 0; 1; 0; : : : ; 0 ; m D 1; : : : ; n k:
„ ƒ‚ …
nk
The vector manifold R .x/ will be explicitly represented by the following sum:
nk
X
R .x/ D u0left.x/ C Cm u m
left .x/: (4.64)
mD1
where um i
left .x/ satisfies the conditions at the left endpoint and uright .x/, at the right
endpoint, with Ci being arbitrary constants.
The intersection of the two manifolds gives the solution to the original problem
(4.58)–(4.59):
Problem (4.58)–(4.59) can be solved this way as long as the spectrum of the ma-
trix A is not stiff. This approach represents a generalization of the method of initial
parameters discussed above in Section 4.1 as applied to solving a single second-order
equation.
Obviously, this algorithm can be implemented numerically. By equating the ex-
pressions of the manifolds R .x / and RC .x / at some point x D x , one obtains a
system of n equations for n arbitrary constants Ci (i D 1; : : : ; n). However, it cannot
be directly used to solve stiff problems, since the cause of an ill-condition system of
equations – the integration of the Cauchy problems for rapidly increasing functions in
the direction of growth – has not been eliminated. Outlined below is an approach that
allows one to overcome this difficulty.
sides ˛i of the equations in (4.59) are perturbed by small quantities ı˛i , the manifold
R .x/ will also change by a small quantity ıR .x/:
where Ci are arbitrary constants. The method for the determination of u0 and ei .x/
was described above. But the whole point is that the basis ei .x/, which is initially,
at x D 0, chosen to be orthogonal and so determines the manifold R .0/ very well,
gets deteriorated (squashed) as the integration with respect to x is performed – the
angles between vectors rapidly decrease and the basis degenerates and so the manifold
is determined in an unstable way, with small perturbations in the initial conditions
rapidly growing and leading to large errors ıu. The basis degeneration can be dealt
with by performing regular reorthogonalization.
As we have seen above, the appearance of unstable components in the manifold
R .x/ is due to not only large values of i but also products i b (b is the length of the
integration interval). The basis becomes deteriorated as soon as e
i x become large,
where x is the length of the integration interval measured from the point at which
the previous reorthogonalization was performed. Therefore, by choosing a sufficiently
small x, one can keep the basis close to an orthogonal one. By reorthogonalizing the
basis after each such x, one can have a fairly good basis on all integration interval
Œ0; b .
This is the idea behind the orthogonal sweep method in the sense of S. K. Go-
dunov [46]. It should be emphasized that with this approach, one deals with the
manifold R .x/, its basis ei .x/, and solution u0 .x/ rather than individual uncon-
nected Cauchy problems on a large integration interval, as was the case in the method
of initial parameters.
Below we describe the whole algorithm of orthogonal sweep step by step. Rewrite
the boundary equations (4.59) in terms of the new variables. Let us introduce a
complete system of orthonormal vectors l i .0/, i D 1; : : : ; n, by supplementing the
orthogonal system of k-vectors li .0/ appearing in the left conditions of (4.59) to a
complete orthogonalized system as specified above. Rewriting the k left conditions
188 Chapter 4 Methods for solving boundary value problems for systems of equations
of (4.59) in terms of l
i .0/, we get
li .0/; u0 .0/ D ˛i ; i D 1; : : : ; k: (4.67)
define the initial conditions. Then conditions (4.67) are met. The other n k vec-
tors uj .x/ are determined by the following Cauchy data for the homogeneous system:
uj .0/ D l
nCj .0/; j D 1; : : : ; n k:
Then, for arbitrary Ci , expression (4.64) gives all solutions to system (4.58) that sat-
isfy the left boundary conditions and represents R .x/ as
nk
X .1/
R.1/ .x/ D u0 .x1 / C Cj uj .x1 /
j D1
kAk D L 0:1 to 1:
After this, instead of the solution to the nonhomogeneous problem, u0i .x1 /, which
represents a point on the hyperplane R .x/, one can find another point, uO 0 .x1 /, that
would be closer to the desired solution than u0 .x1 /, so that the distance is reduced
to O.1/:
nk
X
0 0 .1/ .1/
uO .x1 / D u .x1 / u0 .x1 / lj lj : (4.68)
j
Since, during the integration over the interval 1 , the point u0 .x1 / has slightly de-
viated from the actual position of the hyperplane R .x/, each step of the algorithm
Section 4.7 Exercises 189
must begin with restoring the orthonormality of the basis and returning the point to a
new position on the hyperplane.
Once this has been done, the computational procedure is repeated for the new in-
terval 2 .
Simultaneously, the similar process of integration from right to left can be carried
out. This is done in order to reduce the interval for the integration from both left to
right and right to left. As a result, R .x/ and RC .x/ are transferred to the midpoint
x D l=2. Equating R .x / with RC .x /, one finds the only point of intersection
of the two manifolds. This results in n linear equations for determining n arbitrary
constants Cj :
nk
X nk
X
uO 0 .x / C Cj uj .x / D uO 0C .x / C CjC ujC .x /: (4.69)
j D1 j D1
Note that the position of x can be changed, thus obtaining different systems of equa-
tions (4.69), whose solutions must differ little from one another with adequate com-
putations. By comparing the different solutions, one can verify the accuracy of the
solution obtained.
Once the constants of integration has been calculated from (4.64)–(4.68), one finds
the desired solution on the whole integration interval. This solves the boundary value
problem (4.58)–(4.59) completely.
Stiff problems arise in studying mechanical processes dependent on several scales
very different from each other. For example, a problem can involve a macroscale L
and a microscale l, associated with the material structure, with l=L 1. Also,
in studying thin-walled structures, where the body thickness h is much less than its
length L, we have h=L 1. In time-dependent problems, the characteristic times
of simultaneously occurring processes can be very different, resulting in the appear-
ance of a small parameters =t 1. Stiff problems form an extremely broad class
of problems in mechanics; their adequate solution by numerical methods is utterly
important [1].
4.7 Exercises
1. Construct a fourth-order approximation scheme for the Dirichlet problem for Pois-
son’s equation using a 3 3 nine-point stencil. The approximation should be given
without expanding the stencil.
Hint: express the fourth mixed derivative with respect to x and y in the remainder
with the aid of Poisson’s equation.
Using central difference, we have (˛ D 1; 2, x1 D x, x2 D y)
uiC1 2ui C ui1 @2 u h2 @4 u
D C C O.h4˛ /: (4.70)
h2˛ @x˛2 12 @x˛4
190 Chapter 4 Methods for solving boundary value problems for systems of equations
Hence,
3. Construct a finite difference scheme for the biharmonic equation u D f using
the 13-point stencil shown in Figure 4.9.
4. Solve the two-point boundary value problem
y 00 D 10y 3 C 3y C x 2 ; 0 x 1;
y.0/ D 0; y.1/ D 1;
1 1 1 1
1 ––
2
–
2
–
2
–
2
+ =
1 1 1 1
1 –4 1 ––
2 1 ––
2
–
2 –3 –
2
1 1 1 1
1 –
2 ––
2
–
2
–
2
Figure 4.8. Sum of stencils of the main scheme and second mixed derivative.
(k, m + 2)
(k, m)
(k – 2, m) (k + 2, m)
(k, m – 2)
5. Solve the boundary value problem from Exercise 4 by the finite difference method.
Solve the resulting nonlinear system of algebraic equations by an iterative method.
Take a linear function between the boundary values to be the initial approximation.
Obtain the sequence of solutions for n D 3; 7; 15, where n is the partition number
of the interval Œ0; 1 . Plot the graphs of successive approximations.
y 00 D .1 C e y /; 0 t 1;
y.0/ D 0; y.1/ D 1;
by the finite difference method. Solve the resulting nonlinear system of algebraic
equations by an iterative method. Obtain the sequence of solutions for n D 7; 15,
where n is the partition number of the interval Œ0; 1 . Plot the graphs of successive
approximations.
192 Chapter 4 Methods for solving boundary value problems for systems of equations
7. The curve of a horizontally stretched rope is described by the system of four non-
linear ordinary differential equation
y10 D cos.y3 /;
y20 D sin.y3 /;
cos.y3 / sin.y3 / jsin.y3 /j
y30 D ;
y4
y40 D sin.y3 / cos.y3 / jcos.y3 /j;
1 1
8. With the shooting method, determine the curve of the rope (see Exercise 7) under
the boundary conditions
0 1 0 1
0 0:85
B0C B0:50C
y.0/ D B C
@0A ; y.1/ D B@ 0 A:
C
1 1
9. The deflection of a horizontal beam, simply supported at both ends and loaded by a
longitudinal and a transverse force is described by the second-order equation with
variable coefficients
y 00 D .t 2 1/ y; 1 t 1;
y.1/ D 0; y.1/ D 0:
The eigenvalues and eigenfunctions of the problem determine the frequencies and
vibration modes of the beam. Using a finite difference discretization, obtain an
algebraic problem for determining eigenvalues and eigenvectors.
Section 4.7 Exercises 193
10. Compose the equations of extension of an elastic bar with varying cross section
S D S0 ex= l . Solve the resulting equations by the sweep method with the bound-
ary conditions u.0/ D u0 and u.l/ D u1 . Young’s modulus of the bar is E D
2 105 MPa, its length is l D 20 cm, S0 D 1 cm2 , and u0 D u1 D 2 102 cm.
11. Solve the problem from Exercise 10 where the bar is acted upon by tensile forces
P D 1 MPa applied at the ends. Show that the solution is nonunique and de-
termined up to the displacement of the bar as a rigid body. Specify additional
boundary conditions in order to uniquely determine the displacement.
12. With the shooting method, determine the displacement field in an elastic bar of
length 2l. The cross-sectional area of the bar on 0 x l is variable, S D
S0 e x= l . Young’s modulus is constant: E D E0 . On l < x 2l, the cross-
sectional area is constant, S D S0 e 1 , while Young’s modulus varies according
to the law E D E0 ex= l . The bar is extended with a constant speed v D v0 with
v0 D 1 cm/hour and the other parameters being the same as in Exercise 10. The
other end of the bar is fixed.
13. The Lamé equilibrium equation for an axisymmetric tube subjected to an internal
pressure is
d 2 ur 1 dur ur
2
C 2 D 0:
dr r dr r
The stress boundary conditions are given by
ˇ ˇ
r r ˇr Db D p; r r ˇr Da D 0;
where b is the inner radius and a is the outer radius of the tube. The tube material
is elastic, E D 2 105 MPa, D 0:3, p D 20 MPa, a D 5 cm, and b D 2 cm.
Approximate the equations by a second-order finite difference scheme using a five-
cell uniform grid. Rewrite the boundary solutions via the displacements and ap-
proximate the derivatives with unilateral differences. Solve the resulting system of
difference equations by the sweep method.
14. Show that the sweep method is equivalent to the factorization1 of the tridiagonal
matrix of the equation Au D f into upper and lower triangular matrices B and C:
A D BC; Bv D f; Cu D v;
where B and C are bidiagonal matrices; the solutions of the above systems of
equations correspond to forward and backward sweep.
@2 y 2
2@ y
D c : (5.1)
@t 2 @x 2
For example, this equation describes longitudinal vibration of an elastic bar or an elas-
tic layer of finite thickness, acoustic vibration of gases, elasto-magnetic waves, and
many other phenomena, which have different physical nature but are mathematically
equivalent.
Suppose the initial conditions y.0; x/ D f1 .x/ and y 0 .0; x/ D f2 .x/ are pre-
scribed, where f1 .x/ and f2 .x/ are some functions. There are no boundary condi-
tions; instead, the periodicity condition y.0; x/ D y.0; x l/ must hold.
Introduce the new variables
@y @y
D v; c Dw
@t @x
to arrive at the equivalent system of equations
@y @w @w @v
Dc ; Dc : (5.2)
@t @x @t @x
with
2 2
ˇ ˇ ct jx ct
D D ˇdet.U1 ; U2 /ˇ D 1 sin2 1
x 2 x
it follows that the von Neumann condition is not only necessary but also sufficient for
the stability of the scheme (5.4), provided that c t =x < 1. If c t =x D 1, the
scheme is unstable.
j1;2 j D 1; (5.9)
It is clear that G is a unitary matrix and, hence, is normal; consequently, the scheme
(5.7) is unconditionally stable in the sense of von Neumann.
The resulting system of equations (5.7) is reduced to a system with a tridiagonal
matrix, whose solution can be efficiently obtained with the sweep method, the same
way as in Section 4.4 for the heat equation.
x D 0W y D 0; @2 y=@x 2 D 0I
(5.13)
x D lW y D 0; @2 y=@x 2 D 0:
@v @2 w @w @2 v
D a 2 ; D a 2: (5.14)
@t @x @t @x
The boundary conditions (5.13) can be equivalently replaced by the conditions of
skew symmetry and 2l periodicity:
Then the solution can be assumed to be defined on the entire x-axis and to satisfy an
initial value problem (see Figure 5.1).
y
–2l –l l 2l x
Proof. Let us prove that the boundary conditions (5.13) follow from (5.15). Differentiat-
ing (5.15) with respect to x, we find that the second derivatives and, hence, w also satisfy the
conditions
w.x; t / D w.x; t /; w.x C 2l; t/ D w.x; t /: (5.16)
From the first conditions in (5.15) and (5.16) it follows that
y D w D 0 at x D 0:
Now let us substitute x C l D in the second conditions of (5.15) and (5.16) and set D 0 to
obtain, taking into account that the functions y and w are odd,
It follows that
yDwD0 at x D l:
This proves the desired statement. In other words, the problem with the boundary condi-
tions (5.13) and that with conditions (5.15)–(5.16) have the same solutions. Consequently,
proving that a finite difference scheme for the initial boundary value problem with condi-
tions (5.13) is stable is reduced to proving the stability of the corresponding scheme for the
Cauchy problem with the periodicity conditions (5.15). The proof can be performed using the
standard spectral method.
202 Chapter 5 Wave propagation problems
The matrix G is
0 1
1 2=4
1C 2=4 1C 2=4 A
GD@ :
1 2=4
1C 2=4 2
1C =4
It is unitary; both eigenvalues are equal to 1 in absolute value for any . In addi-
tion, G is normal, with GGT D GT G, and so the von Neumann condition for the
scheme (5.20) is sufficient for stability. Hence, the implicit scheme is absolutely sta-
ble for any and has the second order of approximation in both t and x. This is
obvious from the equivalence of (5.17) and (5.19).
It is apparent from the analysis that the implicit scheme (5.20) has a significant ad-
vantage over the explicit scheme (5.17); the latter requires for its stability that t must
decrease as x 2 , which makes one increase the number of time steps considerably as
compared that following the solution accuracy requirements.
A disadvantage of the implicit scheme is that the system of equations (5.20) has to
be solved. The system can be rewritten as a matrix equation for the 2-vector Uj with
components vjnC1 and wjnC1 evaluated at three points, j C 1, j , and j 1:
Aj Uj C1 C Bj Uj C Cj Uj 1 D dj ; j D 1; 2; : : : ; J; (5.21)
where dj is a given vector, dependent on values of the functions at the nth time layer.
This equation can be solved with the inverse matrix sweep. The matrices Aj , Bj , and
Cj are expressed as
! !
0 at
12 x 2 1 at
x 2 :
Aj D Cj D 1 at ; Bj D at
2 x 2 0 x 2 1
204 Chapter 5 Wave propagation problems
The matrix sweep follows an algorithm similar to that outlined in Section 4.5,
where solution of elliptic equations is discussed, with n n matrices involved in
relations (5.21).
In the case discussed, the matrix coefficients are related by
B .A C C/ D E;
whence follow the boundedness of the matrix coefficients Lj and fj in the direct
sweep,
Uj D Lj Uj C1 C fj ;
and solvability of the system of equations at the right endpoint and, hence, well-
posedness of the matrix sweep algorithm.
@v @2 w @w @w @2 v @v
D a 2 C b ; Da 2 Cb : (5.23)
@t @x @x @t @x @x
It has been shown above that the implicit scheme is more efficient in solving trans-
verse vibration problems than the explicit one. For the case in question, the implicit
scheme is generalized as follows:
this scheme is absolutely stable, just as (5.20). The system of algebraic equations
it generates has the same three-term structure and is solved by the matrix sweep
method. However, due to the longitudinal force term, certain difficulties can arise
in the sweep when b
1. This is because the problem essentially becomes hy-
perbolic when b
1 while being described by the wave equation, for which the
explicit scheme (5.17) is more suitable. For this reason, let us use an explicit scheme
analogous to the scheme (5.17) for transverse vibrations of a beam. In the problem
concerned, this scheme is
at 2 n bt
vjnC1 vjn D 2
.ı w/j C .ıw/jn ;
x 2x (5.25)
at 2 nC1 bt
wjnC1 wjn D .ı v/j C .ıv/jnC1 :
x 2 2x
The right-hand side of the second equation is evaluated at the upper, .nC1/st layer, as
before. In hyperbolic-hyperbolic problems with dissimilar elastic moduli, E1
E2 ,
and speeds, c1
c2 , the stability condition that holds for c1 will surely hold for c2
as well. This is not the case in parabolic-hyperbolic problems, and problem (5.22) is
one of them, if the scheme is implicit. In the parabolic-hyperbolic case, the stability
condition a t =x 2 < 1=2 at b D 0 changes to b t =x < 1 at a D 0.
For small a, large b, and finite x and t , the fact that the former condition holds
may not suffice for the latter to hold. This reveals the flaw of the theoretical concept
of asymptotic stability; one has to deal with practical stability, since one is interested
in the stability of a real grid rather than that with t ! 0 and x ! 0.
For practical stability, it is reasonable to require that the rate of increase in the
amplitude of any Fourier component should not exceed the maximum rate of increase
in the Fourier amplitudes of the exact solution. If the system is conservative, the
Fourier amplitudes of the exact solution remain constant. Let us require this to hold
for the difference equation as well. As a result, the von Neumann condition must
not contain an increasing i .t /, which is valid if 1 rather than 1 C O.t /
(see (2.65)).
For the coupled longitudinal and transverse bending system (5.25), the transforma-
tion matrix is obtained from that for transverse bending (5.18) by substituting ˇ for !,
with
4at jx t
ˇD 2
sin2 C ib sin jx;
x 2 x
so that
1 ˇ
GD : (5.26)
ˇ 1 jˇ2 j
The characteristic equation becomes
2 jˇ 2 j
2 1 C 1 D 0:
2
206 Chapter 5 Wave propagation problems
By majorizing sin2 kx with 1, one arrives at the fairly simple practical stability
condition
2at 2 bt 2
C 1; or
2 C 2 1; (5.28)
x 2 2x
where
D 2at =x 2 and D bt =.2x/. In the coordinates .
; /, the practical
condition represents the equation of a circle. A more accurate analysis results in a less
restrictive condition: 2
C 2 1I (5.29)
2
see Figure 5.2.
ν Best practical
condition (5.29)
Condition μ ≤ 1
1.0
Best condition,
(μ/2) + ν ≤ 1,
obtained by the
energy method
0.5
Condition (5.28)
Condition μ + ν ≤ 1
0 0.5 1.0 μ
Figure 5.2. Stability conditions, obtained by different methods [147], for coupled longitudinal
and transverse vibrations for the finite difference scheme (5.24).
@2 y @ 1 @2 y
a 2 C D 2 2;
@x @x c @t
(5.30)
@2 12a @y 1 @2
2
2 C D 2 2;
@x h @x c @t
Section 5.1 Linear vibrations of elastic beams 207
where y is the transverse deflection of the plate or beam, is the angle of rotation of
the cross-section, and h is the plate/beam thickness. Furthermore,
E k 2 .1 /
c2 D ; aD ;
.1 / 2
a.D11 yN C D01 / D t t yN D 0;
12a (5.32)
D11 2 .D01 C / D t t yN D 0
where D00 , D01 , D11 , and D t t are finite difference operators defined as
1
D00 f D .fi1 C 2fi C fiC1 /;
4
1
D01 f D D10 f D .fiC1 fi1 /;
2 xN
1
D11 f D .fiC1 2fi C fi1 /;
N 2
.x/
1
Dt t f D .f nC1 2f n C f n1 /:
.tN/2
By eliminating from (5.32) and taking into account that
N 2
.x/
D01 D10 D11 D D11 D11 ;
4
one obtains
xN 2 12a 1 1
1 C 3a D11 D11 yN C 2 D t t yN 1 C D11 D t t C D t t D t t yN D 0:
a a
(5.33)
It becomes clear that the approximation of the original differential equation (5.31)
with the finite difference scheme (5.33) is conditional; furthermore, for small x,
208 Chapter 5 Wave propagation problems
the scheme (5.33) approximates a different equation than (5.31). Therefore, if using
the scheme (5.33) or (5.32), one has to constrain the step size so that x h, where
103 . Consequently, the above scheme cannot be efficient.
N 2 arises due to the standard approximation of the nondifferential
The term .x=/
term containing the rotation angle in the second equation in (5.32). If one replaces
the standard approximation with the averaged three-point expression D00 , then one
arrives at an unconditional approximation with respect to .x=/N 2 with the scheme
a.D11 yN C D01 / D t t yN D 0;
12a (5.34)
D11 2 .D01 yN C D00 / D t t yN D 0:
Eliminating N 2:
yields an equation that does not contain terms of the order of .x=/
12 1 1
D11 D11 yN C 2 D00 D t t yN 1 C D11 D t t C D t t D t t yN D 0: (5.35)
a a
An error analysis for the lowest natural frequency, most significant in studying
bending vibrations, leads to the results displayed in Figure 5.3.
δ,%
∆x/h = 2
∆x = 1
100
∆x/h = 1
50
4 5 6
2 3
∆x/h = 1
–50
0 5 10 15 L/h
Figure 5.3. Errors of the schemes (5.33) and (5.35) versus =, shown by dot-and-dash and
dashed lines, respectively.
It is apparent that the scheme (5.33), which does not contain averaging, has an
undecaying error for x= D const, while the error of the scheme (5.35) decays
rapidly with increasing = as x ! 0 ( is the wavelength).
It is noteworthy that, as h ! 0, Kirchhoff’s theory gives the same result Timo-
shenko’s theory. Thus, the scheme (5.35) reflects the properties of the original system
more adequately and allows using a far larger step size than the scheme without av-
eraging. Schemes with averaging can be obtained using a variational difference ap-
Section 5.2 Solution of nonlinear wave propagation problems 209
proach for the general case of transverse bending equations for plates and shells by
following Timoshenko’s theory [5].
5.1.9 Conclusion
For the numerical analysis of longitudinal waves in bars, it is most efficient to use
explicit schemes for which the Courant condition is necessary and sufficient for sta-
bility.
In transverse wave problems based on the plane cross-section hypothesis, explicit
schemes impose as stringent a condition on the temporal step size as in the case of
the diffusion equation and, therefore, are inefficient. The transverse wave problems
should be solved using implicit schemes, which are absolutely stable and enable one
to integrate difference equations efficiently, with a large temporal step size.
Coupled longitudinal and transverse waves are described by parabolic-hyperbolic
(P-H) equations. Depending on the relation between the bending and longitudinal
forces, such equations are most efficient to integrate using either explicit schemes
(if the longitudinal force magnitude is relatively small) or explicit schemes (if the
longitudinal force magnitude is close to a critical value corresponding to buckling).
The practical stability condition (5.29) should be used for explicit schemes.
If the N eigenvectors are all linearly independent and form a basis, then the matrix A
can be diagonalized with the transformation
A1 D ƒ;
210 Chapter 5 Wave propagation problems
where ƒ is the diagonal matrix whose entries are the eigenvalues i of A and is
the matrix whose rows are the eigenvectors !i . If A is symmetric, the left and right
eigenvectors coincide, and hence D T .
Calculating the scalar products of (5.36) by the left eigenvectors !i and taking into
account (5.37), one can reduce the equations to the canonical form
@U @U @U @U
!i C i !i D !i F H) !i C i D !i F: (5.38)
@t @x @t @x
dx
D i ; i D 1; : : : ; N:
dt
This curve is called a characteristic line or, simply, a characteristic. Let
d @ @
D C i
dt i @t @x
denote the operator of differentiation along the i th characteristic. Then the differential
relation
!i di U D !i F dt (5.39)
holds along the i th characteristic, where di U is the total differential of U along the
i th characteristic [30].
If A is constant, the vectors !i are also constant, and then (5.39) can be represented
in terms of Riemann invariants ri (no summation over repeated indices):
dri
D !i F; where ri D !i U: (5.40)
dt i
If the right-hand sides F in (5.36) are all zero, then ri D const along the i th char-
acteristic. In this case, the solution is easily determined at any point .x; t / from the
values specified at t D 0.
So, to a hyperbolic system there correspond N equations (5.39) or (5.40), which
reflect the directional character of propagation of the quantities ri D !i U along the
respective characteristic lines.
It is noteworthy that a hyperbolic system of equations can be converted to
the form (5.40) with respect to Riemann invariants. This also applies to some spe-
cial cases of nonlinear equations (5.36), in particular, to the case of two equations
(see [148]).
Section 5.2 Solution of nonlinear wave propagation problems 211
@v @" 1 @
a2 ."/ D 0; a2 ."/ D ;
@t @x @"
(5.43)
@" @v
D 0:
@t @x
The vector of unknowns and the system matrix are
v 0 a2 ."/
UD ; AD :
" 1 0
dx
D ˙a."/; dx a."/dt D 0: (5.44)
dt
The left eigenvectors of A are found as follows:
a."/ a2 ."/
1 2
!i .A i E/ D 0 H) !1;2 !1;2
D 0 0
1;2 D˙a."/ 1 a."/
H) !1 D 1 a."/ ; !2 D 1 Ca."/ :
The differential relations (5.39) along the characteristics (5.44), written in terms of
total differentials, become
Thus, the nonlinear system (5.43) has the following invariants along the characteris-
tics:
Let us solve the Cauchy problem for system(5.43) subject to the initial conditions
j+
2
=
i j
co
ns
t
t
j+
ns
1
co
=
=
co
1
ns
i+
t
st
con
(i + 1, i=
j + 1)
∆x ∆x ∆x
(i + 2, j – 1) (i + 1, j) (i, j + 1) (i – 1, j + 2) x
Figure 5.6. Characteristic grid (solid lines) and space-like layers (dashed lines).
The solution at all other points of the space-like layer (shown in Figure 5.6 by a
dashed lines) is found in a similar manner. After this, one can proceed to the calcula-
tions at the next layer and so on, thus determining the solution inside the characteristic
triangle shown in Figure 5.6. By doing so, one obtains an approximate solution having
the first order of accuracy.
To obtain a second-order solution, one has to refine the solution. In this case, the
solution obtained at the point .x; t /iC1;j C1 is treated as a first approximation. With
Section 5.2 Solution of nonlinear wave propagation problems 215
this solution, one refines the slopes of the characteristics, calculating them as the mean
values
1
aiC1;j C1=2 D .aiC1;j C1 C aiC1;j /;
2
1
aiC1=2;j C1 D .aiC1;j C1 C ai;j C1 /;
2
and substitutes them into (5.48) to determine the refined coordinates of the new node,
.1/ .2/
where the invariants riC1;j and ri;j C1 are transferred.
The last equation in (5.49) determines the stress-strain response of the elastoviscoplas-
tic material of the beam; for < s ."/, it becomes Hooke’s law represented in dif-
ferential form. If tc , where tc is a characteristic time of the problem, which
corresponds to small viscosity, with s ."/, the system of equations reduces to
the above system (5.43) for a nonlinear elastic material if s ."/ or a system for
an elastic material if < s ."/.
If one studies an initial-boundary value problem for a beam of finite length l, the
boundary condition at the beam ends can have the general form
@v
A1 C A2 v C A3 D '1 .t / at x D 0;
@t (5.49a)
@v
B1 C B2 v C B3 D '2 .t / at x D l;
@t
where the Ak and Bk are some constants (k D 1; 2; 3).
216 Chapter 5 Wave propagation problems
U D U0 .x/ at t D 0: (5.49b)
@v @
D 0;
@t @x
@" @v
D 0; (5.50)
@t @x
@ @v
D ı Ô .; "/;
@t @x
where ı D tc = is a dimensionless parameter, which can be large, ı
1, for many
real materials. Here and henceforth, we only use the dimensionless variables and so
the bars over symbols are omitted for brevity.
Represent system (5.50) in matrix form
@U @U
CA D F; (5.50a)
@t @x
where 0 1 0 1 0 1
v 0 0 1 0
U D @"A ; A D @1 0 0 A ; F D @ 0 A:
1 0 0 ı Ô .; "/
The characteristic numbers i are determined from the equation
det.A i E/ D 0 H) i .2i 1/ D 0:
It follows that two characteristics have constant slopes, ˙a, and so coincide with
elastic characteristics, while the third one is parallel to the t -axis (Figure 5.7).
The left eigenvectors of A are determined from
!i .A i E/ D 0:
Section 5.2 Solution of nonlinear wave propagation problems 217
j+
1
i+
1
t
ns
t
co
(i + 1,
(i + 1, j + 1)
i=
1 n+1
j +– )
j
2 1
λi = 0 (i + –
2 , j + 1)
1
(i +–
2, n
(i + 1, j)
∆t = ∆x
j 1
+– ) (i, j + 1)
λi > 0 2
n–1
(i, j)
λi < 0
∆x
0 2 ∆x x
1
k –1 k k+1
Figure 5.7. Node numbering: .i; j / on a characteristic grid and .n; k/ on a regular layered
tx-grid.
We have
1;2 D ˙1; !1;2 D 1; 0; 1 ;
3 D 0; !3 D 0; 1; 1 :
Multiplying (5.50a) from the left by !i , one arrives at the following relations along
the characteristics (5.39):
iC1=2
3 D 0 ." /jiC1 i
C1 D ." /j C ı Ô j C1=2 2x
The second order of accuracy, for ı D O.1/, is ensured through the calculation of
the right-hand sides at intermediate points with half-integer indices (Figure 5.7),
iC1=2 1 iC1
ˆj D .ˆ C ˆji /;
2 j
218 Chapter 5 Wave propagation problems
vji1 i
C1 vj iC1=2 iC1=2 iC1=2
A1 C A2 viC1=2 C A3 iC1=2 D 'iC1=2 ;
2x (5.53)
v nC1 vkn1
A1 k C A2 vkn C A3 kn D 'kn :
2x
The boundary conditions at the right end x D l are written likewise, with k D n.
At the internal points, the solution is calculated by formulas (5.52). For the left
boundary point, one should use equation (5.53) in conjunction with the second and
third equations in (5.52); for the right boundary point, one should use the first and
third equations in (5.52). When using the characteristic relations, one should follow
the obvious rule for selecting three out of four possible equations (5.52) and (5.53):
discard the equation that corresponds, at the boundary point, the characteristic lying
outside the body.
The direct use of equations (5.50) without regard for the characteristics causes dif-
ficulties in choosing an adequate finite difference approximation, since the problem
of finding the solution at a boundary point is overdetermined. An inadequate choice
of difference equations for the boundary points can result in unstable solutions. This
is even more important in constructing an adequate finite difference scheme for prob-
lems that have discontinuous solutions. Such problems cannot be treated properly
without using the characteristic numerical methods.
The above remarks apply to any hyperbolic equations of the form (5.36).
Section 5.2 Solution of nonlinear wave propagation problems 219
The square brackets denote the jump of a quantity at the line of discontinuity; for
example, Œ D C , where C and are the values of just ahead and just
behind the discontinuity. The quantity D is the speed of propagation of the discon-
tinuity. For system (5.50) with a constant matrix, a discontinuity propagates with a
known speed, D D a D E=. For a contact discontinuity, D D 0. Therefore, calcu-
lating U behind a discontinuity is very easy, provided that the solution UC ahead of
the discontinuity is known.
The strain undergoes a discontinuity, while the stress and velocity are continuous.
To find the solution at a point .n C 1; k/, one has to supplement these conditions
with the second and third relations along the characteristics (5.52) for the region ahead
(to the right) of the discontinuity,
nC1=2
.v C C C /knC1 D .v C C C /knC1 C ı Ô kC1=2 x;
(5.56)
."C C /knC1 D ."C C /nk C ı Ô knC1=2 2x;
and the first and third relations in (5.52) for the region behind (to the left) of the
discontinuity (see Figure 5.8a),
nC1=2
.v C C C /knC1 D .v C C C /n1
k C ı Ô k1=2 x;
(5.57)
." C /knC1 D ." C /nk C ı Ô knC1=2 2x:
Relations (5.55) have already been used here. As a result, we have a system of four
equations (5.56)–(5.57), with nonzero determinant, for determining four unknowns
C , v C , "C and "
x x
Figure 5.8. Solution scheme for (a) contact and (b) moving discontinuities (shown by dashed
lines); the characteristics are straight lines.
the right and only the first one on the left (Figure 5.8b). From the relations on the
right, one finds the solution ahead of the wave front, v C , "C , and C , and then, from
the other three equations with nonzero determinant, one finds the solution behind
the wave front, v , " , and . The solution to these equations is easy to obtain,
just as the solution to (5.56)–(5.57), in explicit form whenever the right-hand sides
are known. These are known when the difference equations (5.52)–(5.57) are solved
iteratively or with recalculation. Given the right-hand side, the first approximation is
calculated as
nC1=2
ˆk D ˆnk :
And it is not until the second stage, corrector, when the solution at node .i C 1; j C 1/
has been found in the first approximation, that the averaging formula
1
ˆknC1=2 D .ˆnk C ˆknC1 /
2
is used. Thus, the calculations at the first stage, predictor, are carried out using a
first-order scheme and, at the second stage, a second-order scheme is used, with the
right-hand sides known at both stages.
a C D a
Section 5.2 Solution of nonlinear wave propagation problems 221
(–) (+)
n+1
O1
n
k+2
C
k+1
k–1 A k O B
Figure 5.9. Solution scheme at a discontinuity; the characteristic slopes are changing.
must hold; the quantities aC and a are the disturbance propagation speeds (slope
angles of the characteristics) ahead and behind the shock front.
Then the configuration of characteristics ahead and behind the shock will be like
that shown in Figure 5.9.
The analysis begins with the determination of the coordinates of the point O at the
shock wave meets with the new .n C 1/st space-like layer. The point O is obtained
as the point of intersection of the characteristic AO1 with the shock OO1 and its
coordinates are calculated using D n and .a /n at the nth layer. Then, we find the
coordinates of the points B and C . To this end, we draw the positive characteristics
BO1 and CO1 with the slopes taken at the nth layer, aB D 12 .ak C akC1 / and
aC D 12 .akC1 C akC2 /. The subscript k indicates nodes of the characteristic grid
along one space-like layer. By interpolating along layer n (nodes with subscripts k),
we find "B , vB , "C , and vC . Then, by using the relations along the characteristics
BO1 and CO1 (5.46) ahead of the shock, we find "C C
O and vO . Further, applying the
shock relations (5.54), we obtain
."C / ." / D D 2 ."C " /; v D v C C D."C " /: (5.58)
Three unknowns are to be determined: the shock speed D and two quantities behind
the shock, " and v . A third equation is obtained from the relation along the positive
characteristic AO1 , to the left of the shock, intersecting the nth space-like layer at A,
we find
v ." / D vA ."A / D const : (5.59)
Eliminating D from (5.58) D and substituting v into (5.59), we find an equation
for " :
2
Œ ."C / ." / ."C " / D ." / ."A / C vA vC : (5.60)
The nonlinear equation (5.60) can be solved for " by Newton’s method. After that,
we find D nC1 and v from (5.58). Further, the solution obtained can again be refined
using the same algorithm by averaging all quantities at the .n C 1/st-layer point found
and the nth-layer points at which the solution is already known (Figure 5.9).
222 Chapter 5 Wave propagation problems
The analysis of a contact layer in the nonlinear case is performed using the same
equations and an algorithm little different from that for constant A.
It is clear that ji j D 1, and hence the von Neumann stability condition is satisfied;
it is both necessary and sufficient, since the transformation matrix is diagonal. Fur-
thermore, from the fact that the ji j are all equal to 1 it follows that if the system of
equations is homogeneous, with Ô .; "/ D 0 (elastic case), the scheme will have nei-
ther approximation viscosity nor dispersion (see Section 5.5). It has an infinite order
of approximation, and hence provides an exact solution.
The nodes are numbered in accordance with a regular grid (Figure 5.7); n is the num-
ber of a layer t D const and k in the node number along a layer x D const.
The nonlinear terms in system (5.62) are of the same order as the linear terms;
therefore, an iterative solution based on the predictor-corrector scheme (where an
explicit scheme is used as the first approximation) is efficient only if ı t is small.
For ı t
1, one should linearize the nonlinear right-hand side, by expanding ˆknC1
up to second-order terms .knC1 /2 ; otherwise, the scheme will be unstable.
With ı t
1, the use of an explicit scheme for solving equations (5.62) leads,
even in the first approximation, to instability.
The stress knC1 is determined by subtracting the first two equations in (5.62):
ı t n
2knC1 D .v C /nkC1 .v /nk1 C ˆkC1 ˆnk1 :
2
For the increment kn D knC1 kn , we have
1 1 ı t n
kn D kn C .v C /nkC1 .v /nk1 C ˆkC1 ˆnk1 :
2 2 4
The nonlinear terms at node .n C 1; k/ are canceled out and kn is found in explicit
form.
Expanding ˆknC1 in the third equation in (5.62),
ˇn
ˆknC1 D ˆnk C ˆ0 ˇk knC1 s nk "knC1 ;
we obtain
ı t 0 ˇˇn nC1
"nk D kn C ˆ k k s nk "knC1
2
n ı t ˇ
0ˇ n n n ı t 0 ˇˇn
"k 1 C ˆ k s ."k / D k 1 C ˆ k
2 2
224 Chapter 5 Wave propagation problems
Hence, we find "nk . Substituting the resulting knC1 and "knC1 into the second equa-
tion of (5.62), we determine vknC1 in explicit form as
ı t nC1
vknC1 D .v C /nkC1 knC1 C ˆk C ˆnkC1 :
2
The scheme suggested is a locally explicit-implicit scheme. The first two equations
are explicit, while the third equation is implicit, which serves to determine "knC1 .
This technique turns out to be sufficient for the computation to become stable. This
statement is proved below.
ı x
p1 . eik x / D . C eik x /.p2 p1 /;
4
ı x (5.63)
p2 . eik x / D . C eik x /.p2 p1 /;
4
p1 D v . 0 /; p2 D v C . 0 /:
It follows that
2 1 2A ı x
2 C cos.k x/ C D 0; where 2A D ;
1 C 2A 1 C 2A 2
and hence q
1
1;2 D cos.k x/ ˙ 4A2 sin2 .k x/ : (5.64)
1 C 2A
Section 5.2 Solution of nonlinear wave propagation problems 225
2) If ıx=2 < 1, we have maxŒ4A2 sin2 .k x/ < 0, and so 1;2 are complex
conjugate numbers, with
q q
Im 4A2 sin2 .k x/ < Im sin2 .k x/ D i sin.k x/;
jj < j cos.k x/ ˙ i sin.k x/j D 1:
It follows that the scheme is stable if ıx D const, in the language accepted for stiff
systems of equations, is A-stable. It is significant that the explicit scheme is stable
only if ıx=2 1 and, hence, is not A-stable, which makes it unsuitable for ı
1.
The node numbering is accepted along the first families of characteristics, shown in
Figure 5.7.
If the values of ˆj ; : : : ; ˆj Ck are known on the interval Œsj ; sj C x , these can
be used to construct, for the .k C 1/st node, an interpolating polynomial Rk .s/ of
degree k that approximates the function Ô .s/ on Œsj ; sj Cx to O.x kC1 /, provided
that the function is sufficiently smooth. Then we extrapolate the resulting expression
to the .k C 1/st node to obtain
Z sj Cx
p1 .sj C x/ D p1 .sj / C Rk .s/ ds C O.x kC2 /: (5.66)
sj
If the points sj ; : : : ; sj Ck are evenly spaced, then the integration in (5.66) leads to
formulas analogous to the Adams formulas, which are used for integrating ordinary
differential equations:
1
j C1 j j j j
for k D 1; piC1 D piC1 C ˆiC1 C rˆiC1 x D L1;iC1 I
2
5 j
j C1
for k D 2; piC1 D Lj1;iC1 C r 2ˆ x D Lj2;iC1 I
12 iC1
3 j (5.67)
j C1
for k D 3; piC1 D Lj2;iC1 C r 3 ˆ x D Lj3;iC1 I
8 iC1
::
:
and so on,
where
rˆj D ˆj ˆj 1 ;
r 2 ˆj D ˆj 2ˆj 1 C ˆj 2 ;
r 3 ˆj D ˆj 3ˆj 1 C 3ˆj 2 ˆj 3 :
Similar formulas can be obtained by integrating the other two equations in (5.65). It
is clear from relations (5.67) that a finite difference scheme of order O.x k / cannot
be constructed without using data from the k previous layers. To obtain the data, one
has to start the calculations from a first-order scheme and increase the order succes-
sively from j D 1 to j D k. Here, there is no need to store the solution obtained for
all k layers; it only suffices to store ˆj .
A characteristic scheme that would generalize the Runge–Kutta method can be con-
structed likewise.
Section 5.3 Two- and three-dimensional characteristic schemes and their application 227
det.Aj Nj C E/ D 0 (5.70)
are all real and there is an eigenvector matrix that diagonalizes A, so that
If the i .Nj / are all real and the eigenvectors are all linearly independent, the system
is said to be strictly hyperbolic. The i do not have to be all distinct, but the system
of corresponding eigenvectors must be linearly independent; for example, two si cor-
responding to the shear wave cone are the same, but the corresponding eigenvectors
are different.
So, hyperbolicity suggests that the matrix A has n linearly independent eigenvec-
tors, which form a basis in an n-dimensional space. It follows from (5.71) that
Hence, the left eigenvector matrix L and right eigenvector matrix R are mutually
inverse:
1
L D R :
L AR D ƒ; A D R ƒL :
228 Chapter 5 Wave propagation problems
det.EN t C Aj Nj / D 0; (5.74)
where
't 'xi
D Nt ; D Ni :
jgrad 'j jgrad 'j
Up to notation, equation (5.74) coincides with the equation for determining the eigen-
values of A.N/. Hence, the characteristic surfaces in the space of the components
of N are determined by the eigenvalues of A.N/.
So, there are k characteristic surfaces passing through each point of the space
.t; x/ and dependent on the direction of the vector n D .N1 ; N2 ; N3 /, which is the
projection of the 4-vector N D .N t ; N1 ; N2 ; N3 / onto the three-dimensional space
.x1 ; x2 ; x3 /. Given the direction of n, one can obtain characteristic relations in the
same manner as in the one-dimensional case, by multiplying system (5.69) from the
left by the respective left eigenvector -i .n/. However, unlike the one-dimensional
case, here we have a family of characteristic relations dependent on n as a vector pa-
rameter. For example, if n D n1 .1; 0; 0/ is directed along the x1 -axis, then, having
multiplied (5.69) by -i .n1 /, we get
@U @U @U @U
-i C i C -i A2 C -I A3 D -i f.U; x; t /; i D 1; : : : ; k:
@t @xi @x2 @x3
This relation contains derivatives along three directions: the first derivative is along
@
the bicharacteristic, @t C i @x@ i , and the other two, in the tangent subspace xi , along
directions perpendicular to the bicharacteristic. Having changed the direction of n,
one arrives at k more characteristic relations. The original system equations (5.69) can
be replaced with a set of any k independent characteristic relations, not necessarily
corresponding to one direction of n; it suffices that the vectors -i form a basis. So,
unlike the one-dimensional case, where the characteristic relations are chosen in a
unique way, in three dimensions, the selection of characteristic relations equivalent to
the original system is nonunique and much wider.
Section 5.3 Two- and three-dimensional characteristic schemes and their application 229
ij;j D uP i ;
2
Ô .SN kNs .WN ; TN //
P ij D uk;k ıij C
.ui;j C uj;i /.3 C 2
/˛ TP ıij sij ;
S
p
Ô .SN kNs .WN ; TN //
ePij D sij ;
S
p
.3 C 2
/ T0 ˛ uk;k C Ce T D kT;i i C ij ePij ; (5.75)
where the dimensionless quantities SN D S=ks0 and kNs D ks =ks0 are arguments of the
function ˆ.Nz/.
The first relation is the equation of motion, the second and third are constitutive
equations of the elastoviscoplastic material, and the last one represents an equation
of heat influx. The following notation is adopted: ui are the velocity components
p
of particles, ij is the stress tensor, ePij is the plastic strain rate tensor, Wp is the
work done to perform the plastic deformation, T is temperature, and
are elastic
constants, ˛ is the linear thermal expansion coefficient, Ce is the heat capacity at
constant strain, k is the thermal conductivity, is the relaxation time, and ks is the
material’s yield stress. The function Ô .Nz/ of a dimensional argument zN defined by
´
Ô .Nz/ D 0; zN < 0;
ˆ.Nz/ > 0; zN 0;
characterizes the effect of the plastic strain rate on the stress-strain relationship beyond
1=2
elastic limit, with S D 12 sij sij > ks , and is determined from experiments (see
Section 1.5.2 and [83]).
System (5.75) can be simplified in the case of waves propagating through massive
bodies whose characteristic dimension x0 satisfies the condition
C 2
x0
k.ce c/1 ; c2 D ;
230 Chapter 5 Wave propagation problems
2.1 / C 2
x0
ˇD ; ıD ; ks0 D cus0 ;
1 2 2
c
ij;j uPj D 0;
Ô .S ks .Wp //
ui;j C uj;i ˇ P ij P kk ıij D 2ı sij ;
1C S (5.76)
p
Ô .S ks .Wp //
ePij D ı sij :
S
p
If there in no translational hardening, system (5.76) splits and the equation for ePij
can be discarded; the quantity Wp is then determined from
2ı
WP p D ks .Wp / Ô .S ks .Wp //
ˇ
For our purposes, there is no significant difference between the cases of isotropic
and translational hardening. However, the latter case requires much more cumber-
some calculations. Therefore, we restrict our consideration to the case of isotropic
hardening.
It should be emphasized that the use of the constitutive equations (5.76) for study-
ing dynamic process is more beneficial as compared with the Prandtl–Reuss system of
equations not only for mechanical reasons but also from the viewpoint of mathemat-
ical simplicity. The advantages of the elastoviscoplastic model were clearly demon-
strated in solving one-dimensional problems in Section 5.2. In studying two- and
three-dimensional processes, its advantages are even more pronounced.
The system of equation (5.75) is hyperbolic. In the case of small deformations,
its principal differential part is linear and does not cause difficulties in studying dis-
continuous solutions; therefore, its numerical analysis is relatively easy to performed
using the direct method of characteristic surfaces.
Section 5.3 Two- and three-dimensional characteristic schemes and their application 231
for arbitrary test functions and any R
G in the four-dimensional space .t; xi /.
The quantities At and Ai are 10 10 matrices and U is the 10-vector defined as
U D u1 ; u2 ; u3 ; 11 ; 22 ; 33 ; 12 ; 13 ; 23 ; Wp :
must hold. The vector ŒU D UC U represents the jump in the solution U as the
surface of discontinuity ' D 0 is crossed, with UC and U being the solution values
just ahead and just behind the surface. Since the matrices At and Ai are independent
of U, equations (5.79) represent a homogeneous linear system for the unknown jump
ŒU . Hence, for the surface in question to be a surface of strong discontinuity, which
means that ŒU ¤ 0, it is required that
det A D det At ' t C Ai 'xi D 0:
232 Chapter 5 Wave propagation problems
This equation coincides with equation (5.73), which describes characteristic surfaces
of system (5.77) for At D E.
So, for the media in question, determining surfaces of strong discontinuity is equiv-
alent to determining characteristic surfaces, with discontinues only possible along
characteristics.
Let us write out the matrix A D At ' t C Ai 'xi in component form:
0 1
' t 0 0 'x1 0 0 'x2 'x3 0 0
B 0 ' t 0 0 'x2 0 'x1 0 'x3 0 C
B C
B 0 0 ' t 0 0 'x3 0 ' x1 ' x2 0 C
B C
B 'x1 0 0 ˛' t ˛' t ˛' t 0 0 0 0 C
B C
B 0 'x2 0 ˛' t ˛' t ˛' t 0 0 0 0 C
ADB B 0
C;
B 0 'x3 ˛' t ˛' t ˛' t 0 0 0 0 C C
B ' x 'x 0 0 0 0 ˇ' t 0 0 0 C
B 2 1 C
B 'x 0 C
B 3 0 'x1 0 0 0 0 ˇ' t 0 C
@ 0 ' x 'x 0 0 0 0 0 ˇ' t 0 A
3 2
0 0 0 0 0 0 0 0 0 't
where
1
˛D :
.1 2/.1 C /
The condition det A D 0 leads to the following equation for determining the surfaces
'.xi ; t / D const:
2
1
.' t2 'xi 'xi / ' t2 'xi 'xi ' t4 D 0: (5.80)
ˇ
Equations (5.80) are simultaneously the equations of characteristics of system (5.77);
these will further be employed for constructing a numerical method for the integration
of this system.
Unlike the one-dimensional case, each factor in (5.80) determines a one-parameter
family of characteristics, with each family representing a characteristic cone deter-
mined by a normal vector N in the .t; xi / space. In the physical space xi , each of
the families represents a circle (two-dimensional case) or a spherical surface (three-
dimensional case) moving with a dimensionless velocity cNi D ci =cl , where cl D
p
. C 2
/= is the speed of longitudinal waves.
For the first cone, corresponding to the first factor in equation (5.80), we have
cNi D cNl D ˙1. For the second cone (second factor of multiplicity 2), corresponding
to transverse waves, cNi D cNs D ˙ˇ1=2 . The third cone is degenerate; it corresponds
to a stationary surface with cNi D 0.
Taking into account that the components of the normal vector N are given by (5.74),
we can rewrite equation (5.80) as
2
1
.N t2 Ni Ni / N t2 Ni Ni N t4 D 0: (5.81)
ˇ
Section 5.3 Two- and three-dimensional characteristic schemes and their application 233
Since, in the case considered, the matrix A is symmetric, its right and left null
vectors coincide. The the null vectors required for obtaining characteristic relations
can be determined from (5.79). Inasmuch as the vector of unknowns ŒU contains the
jumps of the stress tensor components Œij D !ij , velocity components Œui D i
and plastic work ŒWp D wp , we find that
!ij Nj N t i D 0; i; j D 1; 2; 3I
i Nj C j Ni ˇ !ij !kk ıij N t D 0; (5.82)
1C
N t wp D 0:
This representation, which takes into account the physical meaning of the unknowns,
allows one to simplify formula manipulations.
In what follows, we denote the solution vector of (5.82) by l:
Find the vector l for the cone of longitudinal waves with N tl D ˙1. The negative
value of N t corresponds to a cone whose axis coincides with the positive direction
of the t -axis. On the cone with N t D ˙1, the matrix A has a single null vector ll ,
whose components can be determined from the equations (5.82)
!ij Nj ˙ i D 0; wp D 0; i Nj C j Nj ˙ !ij !kk ıij D 0: (5.83)
1C
Multiplying the last equation by the unit tensor ıij and performing tensor contraction,
we obtain
1
!kk D ˙i Ni :
1C
Since the null vector lp has multiplicity 1, it is defined up to a constant factor; so we
can set !kk D 1C
1 to obtain i Ni D ˙1.
Solving the second equation in (5.83) for !ij and substituting in the first equation,
we arrive at the solution
2 Nj Nj 2
i D ˙Ni ; !ij D C 1 ıij ; wp D 0: (5.84)
ˇ ˇ
Now let us find solutions on the cone with N t D ˙ˇ 1=2 . In this case, the rank
of A is equal to eight, an so there are linearly independent vectors ls :
1
!ij Nj i D 0; i Nj C j Ni !ij !kk ıij D 0; wp D 0;
1C
(5.85)
234 Chapter 5 Wave propagation problems
where D ˙ˇ 1=2 . By contracting the second equation in (5.85) with ıij , we get
1C
!i i D i Ni :
1
On the other hand, substituting !ij from the second equation into the first and multi-
plying by, we find that
1C
!kk D i Ni :
It follows that
1
wp D 0; i Ni D 0; !ij D .i Nj j Ni /: (5.86)
This is a general solution to system (5.85), since it involves two linearly independent
vectors. Indeed, it follows from (5.86) that the only constraint on the vector i is
its orthogonality to Ni . Therefore, any two linearly independent vectors lying in the
tangent plane to the discontinuity surface can be taken as i .
Finally, consider the jumps at the stationary surface with N t D 0. We have the
system of equations
!ij Nj D 0; i Nj C j Ni D 0: (5.87)
From the first equation it follows that the stress components are all continuous. The
second equation suggests the velocity components are continuous, i D 0. What can
be discontinuous at the stationary surface is the plastic work.
Introduce a reference frame whose unit vector of the x1 -axis is directed along the
projection n of the vector N onto the space xi . Let nij denote the direction cosines of
this frame. Then the above solutions for the jumps at the cones can be expressed via
the nij . For the cone N tl D ˙1, from (5.84) we obtain
2ni i nij 2
i D ni i ; !ij D C 1 ıij ; wp D 0: (5.88)
ˇ ˇ
For the cone N ts D ˙ˇ 1=2 , we find the following two solutions l˛s from (5.86):
1
i D ni˛ ; !ij D .ni˛ nj1 C nj˛ ni1 /; wp D 0: (5.89)
For the stationary surface N t D 0, we find four linearly independent solutions
from (5.87):
.1/
i D 0; !ij.1/ D ni2 nj 2; wp.1/ D 0;
.2/ .2/
i D 0; !ij D ni3 nj 3; wp.2/ D 0;
.3/ .3/ (5.90)
i D 0; !ij D ni2 nj 3; wp.3/ D 0;
.4/ .4/
i D 0; !ij D 0; wp.4/ D 1:
Section 5.3 Two- and three-dimensional characteristic schemes and their application 235
1
ij;j ni˛ uP i ni˛ C .ui;j C uj;i /.ni˛ nj1 C nj˛ ni1 / P ij .ni˛ nj1 C nj˛ ni1 /
2 2
Ô
ı .S S.Wp //
D sij .ni˛ nj1 C nj˛ ni1 /; ˛ D 2; 3: (5.92)
S
where n is the projection of N onto three dimensional subspace xi , nn and "nn D
.def u/nn are the stress and strain components on the plane with normal n in any
curvilinear coordinate system, and a central dot denotes the scalar product of vectors.
236 Chapter 5 Wave propagation problems
2
.m Div / .uP m/ C .def u/mn P mn
2ı Ô .S S.Wp //
D mn ımn ; (5.94)
ˇ S 3
where m is any unit vector perpendicular to n. For a fixed n, one can obtain two
linearly independent equations corresponding to two vectors m.
Finally, for the characteristic surface with N t D 0, the following relations hold:
ˇ
Ô .S S.Wp //
.def u/ml P ml P ımn D ı mn ımn ;
2 1C S 3
(5.95)
P 2ı Ô
Wp D S.Wp / .S S.Wp //;
ˇ
where m and l is two unit vectors, orthogonal to each other and to n. To a fixed n
there correspond four linearly independent relations.
Equations (5.93)–(5.95) allow one to obtain relations at the characteristic surfaces
in an arbitrary coordinate system for the cases of both two and three space dimensions.
The next subsection presents a system of characteristic relations for the case of an
axisymmetric problem in cylindrical coordinates.
The direction cosines of the vectors n, l, and m with respect to the coordinate axes
r; ; z can be expressed in terms of the cosines nr and nz between n and the axes r
and z:
n.nr ; 0; nz /; m.nz ; 0; nr /; l.0; 1; 0/: (5.97)
Using (5.96) and (5.97) and suitable transformation formulas to convert the quantities
appearing in (5.93)–(5.95) to the cylindrical coordinates, we arrive at the following
Section 5.3 Two- and three-dimensional characteristic schemes and their application 237
There is only one linearly independent relation for the transverse waves:
@r r @r z r @ur @r z @zz r z @uz
C C n z C C C nr
@r @z r @t @r @z r @t
2 @ur 1 @ur @uz 2 2 @uz
C nr n z C C nr nz C nz n r
@r 2 @z @r @z
2ı Ô .S S.Wp //
P nm D snn ;
S (5.99)
2 2
nm D r r nr nz C r z nr C nz C zz nr nz :
should be taken into account. First of all, we need to figure out how many linearly
independent relations can be chosen for each of the characteristic cones separately
for any n. This task is equivalent to determining the linear independence of the null
vectors of the characteristic matrix A of the original system for each cone. With the
above relations and in view of (5.97), we obtain the following null vectors:
T
ll D nr ; nz ; 1 ˇ2 nz ; 1 ˇ2 ; 1 ˇ2 nr ; ˇ2 nr nz ; 0 ;
2 2
T
ls D nz ; nr ; 2 nrnz ; 0; 2 nr nz ; nr n
z
; 0 ;
T
l1 D 0; 0; n2z ; 0; n2r ; nr nz ; 0 ;
T
l2 D 0; 0; 0; 1; 0; 0; 0 ;
T
l3 D 0; 0; 0; 0; 0; 0; 1 :
An analysis shows that one can choose five linearly independent vectors from ll
and ls and five among li .
The aforesaid with be taken into account below to construct a suitable scheme. Fur-
thermore, we will try to obtain a scheme that would generalize the one-dimensional
characteristic scheme (5.52) and reduce to it in the one-dimensional case.
A1 z
B1
A K B
r
Two more equations (5.100) will be taken for the characteristic planespthat pass
through
p p pyramid andpdiagonals of its base, with (nr D 1= 2, nz D
the axis of the
1= 2 ) and (nr D 1= 2, nz D 1= 2 ). These equations will be supplemented with
the last relation in (5.102). The seven equations form a linearly independent system
equivalent to the original system; it can be written as
p @ @
2 .ur ˙ r / ˙ r z ˙ uz D Li ;
@ni @z 1
p @ @
2 .uz ˙ z / ˙ r z ˙ ur D Mi ;
@qi @r 1
(5.103)
@ ˇ @
2˛ .r r C zz 2r z / C .ur uz / D Pi ;
@t 2 @li
2ı Ô .S S.Wp //
WP p D S.Wp / :
ˇ S
240 Chapter 5 Wave propagation problems
with
2ı Ô .k/ r ur
Li D r ; i D 1; 2;
ˇ S 3 r 1 r
2ı Ô .k/ r z ur
Mi D r ; i D 1; 2;
ˇ S 3 r 1 r
Ô .k/ 2
Pi D ı r C z 2r z ; i D 1; 2;
S 3
p @ @ @ p @ @ @ @ @ @
2 D ; 2 D ; D
@ni @r @t @qi @z @t @li @z @r
where Ô .k/ D Ô .SN SN .WN p // and ni and qi are distances measured along the re-
spective characteristics. It is apparent from equations (5.103) that each characteristic
relation has derivatives in only independent variables. This important fact reduces the
number of independent variables by one and, as in the one-dimensional case, simpli-
fies the numerical integration of the equations.
Let us represent equations (5.103) as integral relations by integrating each of them
over the area of the respective face of the pyramid. Then, by applying Green’s for-
mula, we rearrange the left-hand sides to obtain relations that do not involve deriva-
tives. For example, the first relation in (5.103) becomes
Z p Z
2 .ur C r r / dz C r z C uz d n1 D L1 d †;
C 1 †
where † is the area of the triangle AOB and C is its contour (Figure 5.10). Calcu-
lating the integral using a suitable quadrature formula, we arrive a finite difference
representation of equations (5.103). With the trapezoidal rule, we obtain
1 1
.ur C r r /O C .ur C r r /K C r z C uz r z C uz
2 1 B 2 1 A
h
D .L1A C L1B C L1O /: (5.104)
6
In a similar manner, we find a difference equation for the opposite face A1 OB1 :
1 1
.ur r r /O .ur r r /K1 C r z uz r z uz
2 1 B1 2 1 A1
h
D .L1A1 C L1B1 C L1O /: (5.105)
6
Difference equations for the second and third pair of relations in (5.103) can be ob-
tained likewise. Equation (5.102) for Wp should be integrated along the axis of the
pyramid. Thus, we obtain a complete system of equations for determining the solution
at the point O.
Section 5.3 Two- and three-dimensional characteristic schemes and their application 241
Let us discretize the domain occupied by the body in the rz-plane at time t using
a square grid with step size x, so that the nodes have the coordinates (i x, j x).
For time t C t , the solution will be evaluated at the nodes of a grid translated with
respect to the grid at time t by half-step in both r and z, so that the nodal coordinates
are (.i C 1=2/x, .j C 1=2/x). On this grid, the equations can be written in the
usual
finite difference form.
For example,
if we take
the nodes
A .i C 1/x; j x ,
B .i C 1/x; .j C 1/x , A1 i x; .j C 1/x , B1 i x; j x , and O .i C
1=2/x; .j C 1=2/x , as shown in Figure 5.10, equations (5.104) and (5.105) will
become
1 1
ukC1
r D .a C b/kC1
iC1=2;j C1=2
; rkC1
r D .a b/kC1
iC1=2;j C1=2
; (5.106)
2 2
with
kC1 1 k k k k
aiC1=2;j D a C aiC1;j C1 C ciC1;j C1 ciC1;j
C1=2 2 iC1;j
x k k k
C L1i C1;j C1 C L1i C1;j C L1i C1=2;j C1=2 ;
3
kC1 1 k k k k
biC1=2;j D b C bi;j C di;j di;j
C1=2 2 i;j C1 C1
x k
C L2i;j C1 C Lk2i;j C Lk2i C1=2;j C1=2 ;
3
c D r z C uz ; d D r z uz :
1 1
These equations serve to determine rkC1 kC1
ri C1=2;j C1=2 and uri C1=2;j C1=2 . The above
scheme is implicit, since the right-hand sides involve the unknown quantity
LkC1
iC1=2;j C1=2 . The system is solved through an iterative process, with the first ap-
proximation taken in the form
1 k 1 k
LkC1
1i C1=2;j C1=2 D L1i C1;j C1 C Lk1i C1;j ; LkC1
2i C1=2;j C1=2 D L2i;j C1 C Lk2i;j :
2 2
The system of equations (5.106) and the analogous systems for the second and third
pairs of equations (5.106) reveal another advantage of the canonical characteristic
form of representation of the original equations. The system of difference equations
for determining the unknown quantities is diagonal with respect to akC1 , b kC1 , . . . ,
which reduces the amount of computations.
The subscripts n and indicate a normal and a tangential component; f1 and f2 are
given functions.
In constructing difference equations for determining the solution at a boundary
point, one faces a difficulty associate with apparent overdeterminacy of the problem.
On the one hand, one should use all the equations available for an internal point and,
on the other hand, boundary conditions are added at the surface. The question arises
as to how one should choose the adequate set of equations for determining the so-
lution. The canonical form of characteristic equations with respect to the boundary
allows one to obtain, in a natural way, the only true scheme for the calculation of the
boundary point, just as in the one-dimensional case. The characteristic relations that
we used for a internal point do not provide a canonical form. To obtain a canonical
form, we have to write out all the characteristic equations for which the normal n with
the inward normal to the boundary. In this case, we obtain five relations, one for each
of the equations (5.98)–(5.102), with two boundary conditions, thus giving us seven
relations for seven unknowns. In is noteworthy that the seven equations have been
obtain using the whole original system of equations. The problem can be shown to
have a unique solution, provided that the boundary conditions (5.107) are well posed.
The points belonging to stationary surfaces of discontinuity are calculated using the
same scheme as the boundary points.
t
K1 C1
B1
O1 L
L1 r
K B
C
z
Consider the case where the boundary belongs to a coordinate line, for example,
r D const. By setting nr D ˙1 and nz D 0, we obtain the canonical form of equa-
tions (5.98)–(5.102). The upper sign in nr D ˙1 corresponds to an inner boundary
and the lower sign, to an outer boundary. Just as in the case of an internal point,
rewriting these equations as integral relations and integrating of the areas of the trian-
gles BOB1 , COC1 , and KOK1 (Figure 5.11), lying, respectively, in tangent planes
to the longitudinal and transverse wave cones and to the inner boundary, we arrive
at finite difference equations. For the triangle BOB1 , relations (5.104) and (5.105)
on the inner and outer boundaries will hold. For the triangles COC1 and KOK1 ,
Section 5.3 Two- and three-dimensional characteristic schemes and their application 243
we have
1 1 x
PO D .PC C PC1 / C .QC C QC1 / .MC C MC1 C MO /
2 2 3.1 C /
Ô .k/ r z
P D r z C uz ; Q D uz C zz ; M D 2ı r z (5.108)
S r
1 1 2
RO D .RK C RK1 C 4R0 / C .uz C uzK1 /
6 2.1 /2 K
x
.LK C LK1 C LO1 C LO /;
4 (5.109)
R D zz r r ;
1
Ô
1 2 .k/ 1C ur
LD ı zz C uz C zz ;
.1 /2 S 3 r
Equations (5.108)–(5.110) are easy to rewrite in the usual finite difference form for
the grid introduced above.
Corner points are calculated using the same relations as those for boundary points
for either of the planes forming a right angle; then one should take the mean of the
resulting values.
Special attention should paid to the calculation algorithm for the points lying on
the symmetry axis. In this case also, the characteristic relations allow us to chose the
computational scheme in a unique way. The following three conditions must hold on
the symmetry axis:
r D 0; ur D 0; r z D 0; r D :
Then, four more equations are required to determine all unknowns. These include two
relations (5.103) on characteristic planes, the projection of the normal to which coin-
cides with the z-axis, and two relations (5.101) and (5.102), containing only deriva-
tives with respect to t , for and Wp . Relations (5.103) allow us to determine uz
and z . After evaluating the indeterminate expressions on the right-hand sides, we
obtain
p @ @ 2ı Ô .k/
2 .uz ˙ z / ˙ 2 r z ˙ ur D z :
@qi @r 1 ˇ S 3
The finite difference scheme is constructed following the same ideas as before.
244 Chapter 5 Wave propagation problems
From the difference equations (5.106) for internal points and equations (5.108)–
(5.110) for boundary points it is apparent that the characteristic scheme suggested is
a direct generalization of the one-dimensional scheme (5.52).
For a stability analysis (necessary and sufficient conditions) and applications to
modeling dynamic axisymmetric and plane problems for elastoviscoplastic media,
see [83].
For a generalization of the CIR explicit grid-characteristic scheme (5.41) to the
spatial case and its application to modeling a wide class of hyperbolic problems in
continuum mechanics, see the monograph [112]. Some other finite difference methods
for solving hyperbolic problems can be found in the monographs [148, 102].
well as problems of spall fracture for plates and cylindrical vessels, and other flat and
axisymmetric bodies. The solutions were compared with those obtained by numerical
grid methods to highlight the advantages of the method of spatial characteristics.
In [177], a second-order direct characteristic scheme was proposed for an elasto-
viscoplastic medium. As an example, Lamb’s elastic problem was solved, where a
concentrated force is instantaneously applied to an elastic half-space, to demonstrate
that the scheme allows the solution of the problem with good accuracy for discontin-
uous laws of loading in both the spatial and temporal coordinates.
In [75], a generalization of the direct characteristic scheme was given for the case of
an anisotropic elastoviscoplastic medium. The scheme was applied to the dynamics of
composite materials. Calculations were carried out for different types of composites
with elastic fibers embedded in an elastoviscoplastic matrix, in particular, for layered
and fibrous carbon and boron plastics [17]. A comparison with experimental results
of other authors showed that the numerical simulation performed on the basis of the
direct characteristic scheme gives quite reliable results for dynamic tests of nonlinear
composite materials.
In [75], fracture of fibrous composite specimens under pulsed tensile loads was
studies. The authors investigated the mechanism of destruction of elastic fibers em-
bedded in an elastoviscoplastic matrix due to breaking of cylindrical elastic fibers.
The problems were studied in the non-uniform spatial statement with a direct charac-
teristic scheme.
A little earlier, inverse finite difference grid-characteristic scheme were suggested,
mainly to solve dynamic problems in elastic and liquid media [112]. The CIR inverse
characteristic scheme was generalized to spatial problems of continuum mechanics.
In [133], this scheme was applied to various dynamic problems of thermomechan-
ics and biomechanics. Some other finite difference methods for solving hyperbolic
problems can be found in the monographs [148, 102].
Chapter 8 of the present monograph discusses hybrid first- and second-order fi-
nite difference schemes with the use of characteristic schemes for the calculation of
boundary and other singular points in a dynamic analysis. For the interior points of
the body, shock-capturing schemes are used. This can significantly reduce the total
time of the computation.
The scheme (5.112) is explicit, since ujnC1 can first be found from the first equation
and then used in the second and third equations. The grid for the thermodynamic
quantities is taken to be shifted by half-step with respect to the grid for the kinematic
quantities. This provides a second-order approximation in the space coordinate.
If the fact that the two processes are coupled is neglected, system (5.112) splits
into two independent subsystems: the first two equations describe the propagation of
sound perturbations and the third equations describes the propagation of heat.
Stability conditions for the independent subsystems are
p t t 1
c < 1; 2
< : (5.113)
x .x/ 2
For t ! 0 and x ! 0, if the first condition holds, this guaranties that the second
condition also holds. However, on a real grid with finite x and t , both conditions
are required to be satisfied.
Section 5.4 Coupled thermomechanics problems 247
In order to make the computation based on the explicit scheme more efficient, one
should solve the third equation with a smaller step size t =k than the first two so
as to ensure that each step in the solution of the wave equations, t , is accompanied
by k steps in the solution of the heat equation. In this case, conditions (5.113) are
replaced with
p t t k
c < 1; 2
< : (5:1130 )
x .x/ 2
As noted previously, the second condition in (5.113) leads to an unduly small step
size t . Therefore, it is more efficient to use an implicit scheme for the parabolic
equation, thus evaluating the right-hand side of the last equation in (5.112) at the .n C
1/st layer, while leaving the first two equations unchanged. Then the third equation
becomes absolutely stable, and hence it suffices to use only the first stability condition
in (5.113). From physical considerations it is clear that instability usually develops
from high-frequency components of the wave, for which the temperature practically
p
does not change. Hence, for a finite O.1/, the adiabatic speed of sound c
in the first condition in (5.113) can be replaced with the isothermal speed of sound c,
thus loosening the requirement to t .
When 1, one cannot assume that x =c, and hence one has to use a
p
practical condition for a intermediate cint such that c < cint < c. The stability
condition must depend, in this case, on two parameters
t t
Dc ;
D : (5:11300 )
x .x/2
This practical stability condition can be obtained from the von Neumann stability
condition jmax j 1 C O.t /, where O.t / can be dropped out, since the amount
of growth of a Fourier component of the approximate solution must not exceed that
of the exact solution, which decays with t . By applying the spectral analysis (see
Section 2.6) to system (5.112), we find that eigenvalues of the transformation matrix
are determined from
0 1
1 2i sin ˛ 2i . 1/ sin ˛
det @2i sin ˛ 1 0 A D 0; (5.114)
2i sin ˛ 0 1 C 2
Œ1 cos.2˛/
1
where ˛ D 2 k x. It can be shown that condition (5.114) holds as long as the
inequality s
1 C 2
< (5.115)
C 2
p
holds. For
1, condition (5.115) gives the constraint < 1= on the step
size, which coincides with CFL condition with the adiabatic speed of propagation of
248 Chapter 5 Wave propagation problems
@u
D Au (5.116)
@t
where A is a matrix differential operator with respect to the space coordinates xi .
Let us approximate (5.116) with a two-layer finite difference scheme
X1
hni n @n
Ti D ehi Di D D ; where Din D ; i D 1; 2; 3: (5.119)
nD0
nŠ i @xin
It is noteworthy that if relations (5.118) and (5.119) are subjected to the Fourier
transforms with respect to t and x, one can see that D0 can be treated as the Fourier
parameter for the transform with respect to t and Di as that with respect to xi .
Section 5.5 Differential approximation for difference equations 249
It follows from (5.118) and (5.119) that the finite difference scheme (5.117) is
equivalent an infinite-order differential equation with rapidly decaying coefficients
is and hi are small:
1 1
@u X n1 @n u X @n u
C D Au C ck1 k2 k3 ; (5.120)
@t nŠ @t n @x1k1 @x2k2 @x3k3
nD2 k1 Ck2 Ck3 Dn
with both series being convergent. The series coefficients on the right-hand side have
the orders: ck1 k2 k3 D O.hk1 k2 k3
1 ; h2 ; h3 /, where ki are integers, with k1 C k2 C k3 D
n 1. The first terms on the left- and right-hand sides in (5.120) follow from the
approximation conditions for equation (5.116).
Equation (5.120) represents a hyperbolic form (or -form) of the differential ap-
proximation of the difference equation (5.117).
Note that one takes the Fourier transforms of (5.119) and (5.121) with respect to t
and xi , respectively, one can see that the operator D0 can be treated as the s-parameter
of the transform with respect to t and Di as the k-parameter of the transform with
respect to xi :
Z 1 Z 1
f .x / exp.i kx/ dx D f ./ exp.i k/ d exp.i k /
1 1
D fN.k/ exp.i k /;
R1
where fN.k/ D 1 f ./ exp.i k/ d .
For the same difference equation, one can obtain a parabolic form (or …-form) by
expressing the n-order derivatives (n 2) with respect to t in (5.120) in terms of the
derivatives with respect to x using equation (5.116). In other words, if one applies
the differential approximation (5.120) to solutions to the differential equation (5.116),
one arrives at a …-form that does not involve higher derivatives with respect to t :
1
X
@u @n u
D Au C dk1 k2 k3 : (5.121)
@t
k1 Ck2 Ck3 Dn
@x1k1 @x2k2 @x3k3
5.5.2 Example
To illustrate the differential approximations, consider the simple advection equation
@u @u
a D 0; a D const : (5.122)
@t @x
Let us approximate the equation using a three-point finite difference scheme:
0 un .x/ D a 1 un .x/; D D const; (5.123)
h
250 Chapter 5 Wave propagation problems
where
The coefficient of the leading term in the expansion (5.125) equals ˛2 D ah.1
a/=2, with the other terms having higher orders, ˛n D O.hn1 /, n 3. Restrict-
ing ourselves to only the leading term in the expansion (5.125), we obtain the first
differential …-approximation
@u @u ah @2 u
Da C .1 a/ 2 C O.h2 /: (5.126)
@t @x 2 @x
5.5.3 Stability
Studying the properties of the first differential …-approximation allows us to draw
some important conclusions about the properties of the difference equation. In partic-
ular, its stability can be determined.
A simple finite difference scheme for the system of equations @u
@t
@u
D A @x is a scheme
of the form
X 2
unC1 .x/ D Bk un .x C hk /; (5.127)
kD1
which involves only two nodes on the nth layer. The coefficients Bk are matrices, h
is the step size of the grid, and and k are integers.
Theorem 5.2. The simple finite difference scheme (5.127) approximates the system of
equations (5.116) if the conditions
B1 C B2 D E; 1 B1 C 2 B2 D A
For the proof of this theorem, see the monograph [160], where differentials approx-
imations are used on a systematic basis.
A system of differential equations is incomplete parabolic if the coefficient ma-
trix C of the second-order derivatives is nonnegative, C 0.
For example, the scheme (5.123) is simple. Its first differential approximation (5.126)
has a nonnegative coefficient of the second derivative, ah 2 .1 a/ 0, provided that
a 1, and hence the scheme is stable whenever the CFL condition is satisfied. This
is in agreement with the conclusions drawn previously (Section 3.1) from the spectral
analysis.
Differential approximations can be used to analyze and prove the stability of much
more complicated difference equations, for example, the stability of the finite differ-
ence schemes of spatial characteristics presented in Section 5.3 [83].
@u @u
CA D0
@t @x
can be reduced, as was shown in Section 5.2, to the integration of independent equa-
tions for invariant ri (no summation over i ):
@ri @ri
C ai D0 i D 1; : : : ; n; (5.128)
@t @x
where n is the order of A.
We can, therefore, confine ourselves to the analysis of computational schemes and
their dissipative properties for a single scalar equation of the form (5.128).
Consider the arbitrary two-layer scheme
L
X
r nC1 .x/ D bl r n .x C l h/; (5.129)
lDL
where 2L is the number of nodes on the nth layer of the stencil employed.
A parabolic form of the difference equation (5.129) is given by
1
X
@r @r @m r
Ca D cm m ; (5.130)
@t @x @x
mD2
expŒi.kx !t /
where is the wavelength and ! is the frequency. The velocity at which a fixed wave
intensity or harmonic phase propagates through the space is equal to
2 !
' D kx !t D x t ;
k
where ap D !=k is the phase velocity.
In the general case, individual harmonics of the pulse travel with different phase
velocities ap , which leads to a distortion of the original pulse shape. The dependence
ap ./ characterizes the dispersion of the pulse. If dap =d > 0, which means that
harmonics with longer wavelength travel faster than those with shorter wavelength,
the dispersion is called normal. The pulse shape gets smeared out across space. Now
if dap =d < 0, the dispersion is called anomalous and the pulse gets distorted in
space. The Fourier component exp.i kx/ in the solution to equation (5.128) changes
in time by D exp.i ! / D exp.i a/, where the quantities D =.ah/
and D kh have been introduced for the convenience of comparing solutions to the
equation (5.128) with those to the approximating finite difference scheme (5.129) If
jj D 1, there is no dissipation and the argument changes by
ˆ D arg D a:
The quantity can be treated the Fourier transform of the operator of translation of
the solution to equation (5.128) by .
By applying to equation (5.118) the Laplace transform with respect to time and
Fourier transform with respect to the space coordinate, we obtain the transform of the
step operator, T0 ! exp. s/ with D0 ! i k , where s is the complex parameter of
the Laplace transform with respect to t . For the scheme (5.129) we get
X
D exp. s/ D bm exp.i m/:
m
It is easy to find jj and ˆh D arg and compare with jj and ˆ D arg , charac-
terizing the exact solution to the original equation (5.128):
X 1
Im
ˆh D arg D arg tan D Im s D a C .1/m k 2mC1 c2mC1 ;
Re
mD1
1
X
ˆ D ˆh ˆ D .1/m k 2mC1 c2mC1 : (5.131)
mD1
The quantities jj and ˆh determine the dispersion of the finite difference scheme and
its phase error.
The dissipation of the finite difference scheme is determined by
D D jj jj:
Hence,
1
X
m 2m
D D 1 exp. Re s/ D 1 exp .1/ k c2m (5.132)
mD1
5.5.5 Example
For the equation
@u @u
Ca D 0;
@t @x
254 Chapter 5 Wave propagation problems
2 a2 1:
n+1
τ
1
n+–
2
vτ
n
1 1
i–1 i– –
2
i i+ –
2
i +1
equation (5.122) admits discontinuous solutions. Then the question arises as to the
behavior of solutions to the deference equation (5.123)?
Let us investigate this question for a family of three-point predictor-corrector
schemes for equation (5.122). The predictor step is implemented as the Lax scheme
nC1=2 1
uiC1=2 D .uni C uniC1 / .uni C uniC1 /; 0 1;
2 (5.135)
nC1=2 1 a
ui1=2 D .uni uni1 / .uni uni1 /; D :
2 h
The notation is shown in Figure 5.12. The main nodes are shown as filled circles and
intermediate nodes with half-integer indices are shown as crossed open circles. The
corrector step is based on the cross scheme. The spatial derivative is calculated using
half-integer nodes, the solution at which was obtained at an intermediate step:
nC1=2 nC1=2
uinC1 D uni uiC1=2 ui1=2 : (5.136)
n 2 n
uinC1 D uni uiC1 uni1 C uiC1 2uni C uni1 : (5.137)
2 2
For D 1=2, the scheme (5.137) coincides with the Lax–Wendroff scheme. By
expanding all terms of equation (5.128) at node .n; i / in powers of and h, we obtain
the equivalent differential equation
1 2kC1 2kC1
@u @u X 2k @ u 2k @ u
Ca C 2kC1
C 2kC1
@t @x .2k C 1/Š @t @x
kD1
(5.138)
X1
2k1 @2k u 2k
2kC2 @ u
C C 2 D 0:
2kŠ @t 2k @x 2k
kD1
256 Chapter 5 Wave propagation problems
Since, for any explicit scheme, the parameters and are fixed finite quantities,
with 0 < 1, equation (5.138) contains one small parameter , which appears
in the coefficients of derivatives in the form of increasing powers as the order of the
derivatives increases. We look for a solution to (5.138) as a powers series expansion
in :
u D u0 C u.1/ C 2 u.2/ C :
Assuming that the solution changes gradually, so that u @u=@t @u=@x have the
same order of magnitude, we obtain the zeroth-approximation equation
.@u=@t /0 C a.@u=@x/0 D 0;
which coincides with the original equation (5.122). This equation admits discontin-
uous solutions, unlike the parabolic approximation (5.138), which does not have dis-
continuities and which is being solved. Therefore, the investigation of solutions near
discontinuities is of greatest interest; the solution u0 differs from u by O.1/ rather
than O. /, as in the domain of smooth solution. This is due to the fact that, near the
line of discontinuity x D at , the assumption about the same orders of magnitude of
u and @u=@t is wrong. In the ˇ-direction, perpendicular to x D at , the derivatives
are large, which must be taken into account in the expansion when matching terms of
the same order of smallness. To this end, we change to new variables ˇ and ˛ and
introduce an unknown small parameter , which characterizes the rate of increase of
the solution in the ˇ-direction, normal to the wave front:
x at
ˇD ; ˛ D t:
The second variable has been left the same. Then equation (5.138) becomes
X1 2mC1
@u 2m @ u 1 @2mC1 u 2m @2mC1 u
C C 2mC1 2mC1
@˛ .2m C 1/Š @˛ 2mC1 @ˇ2mC1 @ˇ
mD1
1 (5.139)
X 2m1 @2m u 1 @2m u 2mC2 @2m u
C C 2 D 0:
2mŠ @˛ 2m @ˇ2m 2m @ˇ2m
mD1
This equation involves two small parameters, and , which are related to each other.
The relation can be found by expanding u in powers of :
u D u0 C u1 C : (5.140)
Substituting (5.140) into (5.139), we find that, for 1=2, the leading term is the
first term in the second sum; the condition D 1=2 must hold for this term to have
the order O.1/. Near the discontinuity, the zeroth approximation equation is
@u0 @2 u0 2 1
D b02 2 ; b02 D : (5.141)
@˛ @ˇ 2
Section 5.5 Differential approximation for difference equations 257
At D 1=2, the finite difference scheme is second-order accurate, with the term on
the right-hand side of (5.141) vanishing and the leading term in (5.139) becoming the
first term in the first sum. Therefore, D 2=3. Then the equation for u0 becomes
@u0 @3 u0 2 1
D b13 3 ; b13 D : (5.142)
@˛ @ˇ 6
It is apparent from(5.141) and (5.142) that, near the discontinuity, the solution be-
havior is described by different equations resulting from the application of first- and
second-order accurate schemes. The solution to equation (5.141) must satisfy the
condition of matching with the slowly varying solution u0 (for ˇ D ˙1):
where u0˙ are the values of u0 ahead of and behind the shock front.
This solution can be obtained analytically in terms of the error function:
Z ˇ 1=2
u0C u0 2 z 2 x at
u0 D u0 C 1 p e dz ; ˇD : (5.144)
2 0 2 tb
ε ε
ε+ ε+
ε– ε–
β β
(a) (b)
Figure 5.13. Wave profiles: (a) monotonic (first-order accurate schemes), (b) oscillating
(second-order accurate schemes).
The solution profile is displayed in Figure 5.13a in the scale of . Although the
theoretical width of the transient profile is infinite, the effective width x, calculated
from (5.145), is a finite quantity for fixed t that increases by the one-second power
law
juC u j
x D ˇ ˇ D b t 1=2 : (5.145)
maxˇ @u ˇ @x
258 Chapter 5 Wave propagation problems
The solution to (5.137) satisfying conditions (5.143) can be written in terms of the
Airy function Ai.t /:
Z
u0C u0
u0 D u0 C Ai.z/ dz ; D ˇ˛ 1=3 : (5.146)
2 3 0
b1 t 1=3
x D :
Ai.0/
The wave has an oscillating profile decaying at infinity (Figure 5.13b) and the effec-
tive width increases with time by the one-third power law. Thus, the solution behavior
obtained by a first-order scheme differs from that obtained by a second-order scheme;
the former predicts a smooth monotonic profile with the effective width growing by
the one-second power law and the latter predicts an oscillating profile with the effec-
tive width growing more slowly, by the one-third power law. It is significant that these
properties are common to all first-order and second-order accurate schemes, provided
that the system matrix A is constant. Individual schemes will only differ in the coef-
ficient b. By choosing a scheme with a minimum b and varying the parameter , one
can find a scheme with a minimum shock transition width.
Interestingly, for linear constant-coefficient equations, the scheme that provides the
minimum shock transition width is, simultaneously, a scheme with minimum viscosity
on monotonic solutions. This is easy to demonstrate by considering the above family
of schemes (5.137).
To this end, let us rewrite the first differential approximation (5.138) in the …-
form. By retaining only linear terms in , assuming that D h=a, and replacing the
derivatives in t with derivatives in x, and taking into account (5.122), we obtain
@u @u @2 u
for > 1=2; a D .2 1/ 2 ;
@t @x 2 @x
@u @u 2 2 @3 u
for D 1=2; a D . 1/ 3 :
@t @x 6 @x
It is apparent that the coefficients on the right-hand sides are the same as in equa-
tions (5.141) and (5.142), respectively. The family of schemes in question is stable
for 1=2 and unstable for < 1=2, and the scheme providing the minimum shock
transition zone width is, simultaneously, the scheme of minimum viscosity [160].
Strictly speaking, this property is only valid for linear equations. For nonlin-
ear waves, the situation is more difficult; for example, schemes that are stable on
smooth solutions can become unstable on discontinuous solutions. This has been il-
lustrated by individual examples. So far, no general results have been obtained on this
point [86].
Section 5.5 Differential approximation for difference equations 259
clearly non-physical nature arise, one should arrange an artificial smoothing of the
solution after each series of several computation steps in time so as to filter out spu-
rious, non-smooth components of the difference solution, for example, by averaging
over three neighboring nodes (see (7.69)). Furthermore, this technique can be ap-
plied even in calculations based on unstable schemes. Smoothing will stabilize the
solution every time, eliminating the high-frequency oscillations that cause instabil-
ity. It is this kind of smoothing that absolutely stable schemes perform automatically.
Difficulties arise when high-frequency oscillations are of physical nature and so they
should be preserved and separated from the computational oscillations, which should
be suppressed. Such problems arise in the solution of multiscale problems and require
special solution techniques [95].
5.6 Exercises
1. Reduce the system of equations describing one-dimensional unsteady motion of an
ideal barotropic gas to the characteristic form. Write the Courant–Isaacson–Rees
grid-characteristic scheme.
2. Obtain a direct characteristic scheme of integration of the equations of motion for
a nonlinear elastic preheated beam. The initial temperature distribution is given by
T D T0 sin.x= l/. The beam material is steel with E D 2105 MPa and D 0:3.
In addition, T0 D 200 ı C, T1 D 20 ı C, and the beam length is l D 0:5 m. The
stress-strain diagram is power-law:
" ˛T n
D ;
0 "0
where 0 D 2 102 MPa, "0 D 0 =E, n D 1=2, and ˛ D 13 106 1/K (linear
thermal expansion coefficient for steel).
3. Solve the plane problem for a rigid perfectly plastic half-plane with an elliptic
punch pressed into it without friction; the punch is half submerged and moves with
a constant speed v D v0 (Figure 5.14). For the equations of a rigid-plastic medium,
see, for example, [54, 67]. The punch shape is described by the equation
x2 y2
C D 1:
a2 b2
Take b D 0:1 a. In the dimensionless variables, the speed is v0 D 1 and the yield
stress equals s D 1.
4. Solve the impact problem for an elastic steel beam hit by a rigid body moving
with a constant speed v D v0 . Use a grid-characteristic implicit scheme of the first
order of accuracy. The elastic constants are E D 2 105 MPa and D 0:3; the
impact speed is v0 D 1 m=s.
Section 5.6 Exercises 261
b
a x
υ0
Figure 5.14. An elliptic punch submerged into a rigid plastic half-plane (plane deformation).
5. Using the …-form, investigate the stability of the second-order accurate cross
scheme for the one-dimensional wave equation.
6. Determine the …-form of the first differential approximation of the Lax scheme
for the two-dimensional wave equation. Analyze the scheme stability using the
…-form.
8. Solve the problem from Exercise 7 for an elastoviscoplastic layer. Using the rela-
tions on characteristics, analytically determine the stress intensity at the front of a
discontinuity wave.
9. Solve the one-dimensional problem on waves propagating through an elastic beam
of length l using an implicit three-point scheme. The stress 11 D 0 H.t / is
prescribed at the left boundary x D 0, where H.t / is the Heaviside step function.
The right boundary is stress free: 11 .x D l/ D 0. Use the sweep method to
solve the resulting system. The beam material is steel with E D 2 105 MPa and
0 D 3 102 MPa.
10. Solve the problem of the propagation of one-dimensional elastic waves in a layer
of thickness h after an impact on the layer boundary with a constant velocity
v.x D 0/ D v0 H.t / applied at 30ı to the normal. The backside of the layer
stress free. Use a second-order implicit grid-characteristic scheme on a four-node
262 Chapter 5 Wave propagation problems
stencil. Represent the system of equations in terms of invariants. The elastic con-
stants are E D 2 105 MPa and D 0:3.
11. Study the dissipative and dispersive properties of the Lax scheme by the method
of the first differential approximation for problems of propagation of elastic shear
waves.
12. Study the dissipative and dispersive properties of the Lax scheme by the method
of the first differential approximation for problems of propagation of longitudinal
elastic waves.
13. By the finite difference method, solve the problem of unsteady expansion of a
spherical cavity of radius r0 D 1 cm immersed in an infinite viscoelastic medium.
The internal pressure r D p0 et=t0 is applied to the cavity surface. Initially,
the medium is unperturbed. Using the cross scheme, determine the stress-strain
state up until t D 2 t0 . Take p0 D 20 MPa, t0 D 3 , Young’s modulus E D
2 105 MPa, Poisson’s ratio D 0:3, and the relaxation time D 104 s.
Chapter 6
Taking into account that the initial data of the second problem are solutions to the first
problem, with wn D vnC1 and vn D un , we obtain
The solution wnC1 coincides with the solution to the difference equation for (6.1)
to within O.t 2 /, which corresponds to a first-order approximation O.t / of the
differential equation (6.1):
unC1 un
unC1 D .E C t A/un ; D Aun C O.t /:
t
This is what was to be proved: unC1 D wnC1 C O.t 2 /.
This representation allows us to solve, at each time step t , two consecutive prob-
lems (6.2) and (6.3) instead of the original problem (6.1). This approach can be treated
as an approximate factorization of the original operator:
E C t A D .E C t A1 / .E C t A2 / C O.t 2 /:
E C t A D .E C t A1 / : : : .E C t An / C O.t 2 /:
6.1.3 Stability
It is easy to see that if, at each step, the splitting finite difference schemes satisfy the
stability condition, which means that the norms of the transformation matrices are
bounded, then the norm of the product will also be bounded. Suppose
kE C t A1 k C1 and kE C t A2 k C2 :
Then
@u @2 u @2 u @2 u @2 u
D Au D 2 C 2 ; A1 D ; A2 D ; (6.7)
@t @x @y @x 2 @y 2
266 Chapter 6 Finite-difference splitting method for solving dynamic problems
We use the explicit splitting scheme and approximate the spatial derivatives at the
.n C 1/st layer by the central second-order differences for ƒxx and ƒyy :
nC1 nC1 nC1
nC1
vmC1;k 2vm;k C vm1;k
ƒxx vm;k D ;
x 2
nC1 nC1 nC1
nC1
wm;kC1 2wm;k C wm;k1
ƒyy wm;k D :
y 2
Then equation (6.6) becomes
8 nC1
ˆ n
< vm;k vm;k nC1
D ƒxx vm;k ;
(a) t
:̂ n
vm;k D unm;k ;
m D 1; : : : ; M;
8 nC1 (6.9)
n k D 1; : : : ; N:
ˆ
< wm;k wm;k nC1
D ƒyy wm;k ;
(b) t
:̂ n
wm;k nC1
D vm;k ; wm;knC1 nC1
D um;k ;
The first system in (6.9) is solved by the scalar sweep method with the boundary
conditions (6.8a) and the second, with (6.8b).
Physically, the splitting of a two-dimensional equation into two one-dimensional
equations can be treated as two consecutive processes: heat transfer in the x-direction
with thermally insulated walls parallel to the y-axis followed by heat transfer in the
y-direction with insulated walls x-walls. Consequently, calculating one layer requires
solving N C M one-dimensional problems. This kind of splitting is called directional
splitting. Note that each of the two finite difference schemes involved is stable, as
was shown in Section 2.6; hence, the scheme for the two-dimensional equation (6.7)
is also stable.
Section 6.2 Splitting of 2D/3D equations into 1D equations 267
It is clear that even in this simple example, splitting can be carried out in many
other ways. For example, this can be done as follows:
8 nC1
ˆ n
< vm;k vm;k 1 nC1 n
D ƒxx vm;k C ƒyy vm;k ;
t 2
:̂ v n D un
m;k m;k
for boundary conditions (6.8a),
8 nC1 (6.10)
n
ˆ
< wm;k wm;k 1 n nC1
D ƒxx wm;k C ƒyy wm;k ;
t 2
:̂ n
wm;k nC1
D vm;k ; wm;knC1 nC1
D um;k
for boundary conditions (6.8b).
This is a variable directional splitting scheme. Figure 6.1a shows the stencils used
for scheme(6.9) and Figure 6.1b corresponds to scheme (6.10). Although either split
problem in (6.10) remains two-dimensional, the implicit scheme is unidirectional on
each step and the corresponding algebraic system of equations is tridiagonal. This
scheme can be solved using the scalar rather than matrix sweep method [46]; one
would have to use the latter to solve the original problem without splitting (see Sec-
tion 4.4).
k+1
n+1
U m, k
m+1 n+1
U m, k k–1
m–1
m+1 Ũ
m–1
k+1
Ũ
k+1
k–1
n
U m, k
n
U m, k k–1
(a) (b)
Figure 6.1. Splitting along fixed directions (a) and varying directions (b).
One can easily verify that splitting schemes allow a significant reduction in the
number of arithmetic operations required for the solution of multidimensional
problems.
268 Chapter 6 Finite-difference splitting method for solving dynamic problems
In order to use the general solution scheme (6.1)–(6.3), this equation should be re-
duced to a system of first-order equations. Introduce the new independent variables
@u @u @u
D v; D "; D : (6.12)
@t @x @y
Then it follows from (6.11) that
@v 2 @" @
Da C :
@t @x @y
Differentiating the first equation in (6.12) with respect to x and y followed by differ-
entiating the second equation with respect to t , we obtain
@2 u @v @" @2 u @v @
D D ; D D :
@t @x @x @t @t @y @y @t
Section 6.2 Splitting of 2D/3D equations into 1D equations 269
This results in the following system of three first-order equations equivalent to (6.11):
8
ˆ @v 2 @" @
ˆ
ˆ Da C
ˆ
ˆ @t @x @y
ˆ
<
@" @v
D (6.13)
ˆ
ˆ @t @x
ˆ
ˆ
ˆ @ @v
:̂ D
@t @y
The solution vector U and differential matrix operators A1 and A2 are expressed as
0 1 0 1 0 1
v 0 a2 0 0 0 a2
@ @
U D @ " A ; A1 D @1 0 0A ; A2 D @0 0 0 A :
@x @y
0 0 0 0 0 1
The initial values for (6.12) are
@u
u D u0 .x; y/ and D v D v0 .x; y/ at t D 0: (6.14)
@t
Accordingly, the initial conditions for system (6.13) are
@u0
u D u0 .x; y/; v D v0 .x; y/; D 0 .x; y/ D at t D 0: (6.15)
@y
In addition, we choose, for example, the following boundary conditions at the sides
of the rectangle ¹0 x a, 0 y bº:
@u @u
D v D v0 .t; y/ at x D 0; D " D "0 .t; y/ at x D aI (6.16)
@t @x
@u @u
D v D v0 .t; x/ at y D 0; D D 0 .t; x/ at y D b: (6.17)
@t @y
Using an explicit splitting scheme, we obtain two problems:
8 8
ˆ @vQ @"Q nC1 n n n
ˆ
ˆ
ˆ D a2 ; ˆ vQ m vQ m D a2 "QmC1 "Qm1 ;
ˆ
ˆ n
vQ m n
D vm ;
ˆ
ˆ @t @x ˆ
ˆ t 2x
< <
@"Q @vQ nC1 "Qn n n
(1) D ; H) "Qm m 2 mC1 v
v
Q Q m1
ˆ
ˆ @t @x ˆ
ˆ D a ; "Qnm D "nm ;
ˆ
ˆ ˆ
ˆ t 2x
ˆ @Q :̂
:̂ D 0; QmnC1
D m n
; n
Qm n
D m I
@t
8 8
ˆ @vO @O ˆ vO knC1 vO kn O n QOnk1
ˆ
ˆ D a2 ; ˆ
ˆ D a 2 kC1
; vO kn D vQ knC1 ;
ˆ @t
ˆ @y ˆ
ˆ
ˆ
< ˆ
< t 2y
@"O
(2) D 0; H) "OknC1 D "QknC1 ; "Onk D "QknC1 ;
ˆ
ˆ @t ˆ
ˆ
ˆ
ˆ ˆ
ˆ nC1
vO n vO k1
n
ˆ @O @vO ˆ "Ok "Onk 2 kC1
:̂ D ; :̂ D a ; Okn D QknC1:
@t @y t 2y
270 Chapter 6 Finite-difference splitting method for solving dynamic problems
Here the one-dimensional Lax scheme (2.47) on a three-node stencil has been used
for each of the directions, with uk D 12 .ukC1 uk1 /.
On the layer n D 0, we use the boundary conditions
0
vm D v0 .x; ym /; "0m D "0 .x; ym /; m D 0; : : : ; M; My D b;
and, on each temporal layer, solve M one-dimensional problems for fixed ym with
the boundary conditions (6.16).
In the second problem, for n D 0, we use the conditions
and solve K one-dimensional problems for fixed xk with the boundary condit-
ions (6.17).
The above splitting scheme is conditionally stable provided that the CFL condi-
tion [29] holds in either direction x and y, based on the condition (see Section 5.5 and
Section 6.1.3).
To sum up, to obtain the solution for the .n C 1/st temporal layer, it is necessary to
solve K C M one-dimensional problems for each previous layer.
Quite similarly, problem (6.12)–(6.14) can be solved by using an implicit splitting
scheme and applying a scalar sweep to solve the resulting system of equations.
Splitting can be based on other than just geometric considerations. It can often be
useful for solving systems of equations that describe intricate physical processes in
complex rheological media. In this case, the complex process can be split into a se-
quence of simpler processes that have already been studied or are easier to analyze.
For example, the complex mechanical properties of a medium can be split into a set
of simple properties. This kind of splitting often relies on physical intuition of the
researcher and previous experience in solving simpler problems. Subsequent sections
will give examples of effective application of splitting techniques to solving the equa-
tions of a viscous fluid, elastoviscoplastic equations, and some others.
@U @Wi
C D F; i D 1; 2; 3; (6.18)
@t @xi
Section 6.3 Splitting of constitutive equations for complex rheological models 271
where p D p.; T / is the pressure, vi are the velocity components of the fluid, gi are
the components of the body force vector, E is the total energy, and
are the vis-
cosity coefficients, is the thermal conductivity, and ijD is the dissipative component
of the stress.
The hydrodynamic forces are determined by gradients of the flux vectors and can be
grouped as follows: (i) inertial, or convective forces, (ii) pressure gradient, or, in gen-
eral, conservative forces (e.g., see [77]),and (iii) viscous and thermal, or dissipative
forces.
It is convenient to begin the splitting starting from the differential representation of
the equations followed by writing out a discrete split form.
Accordingly, the 3 5 matrix W can be divided into three components: W D
W.1/ C W.2/ C W.3/ . The matrices W.k/ (k D 1; 2; 3) correspond to the processes
at which the following quantities vanish:
.1/
W D W.1/ W ik D 0; T .1/ D 0I
These matrices are called convective (W.1/ ), acoustic or conservative (W.2/ ), and
dissipative (W.3/ ).
If W in (6.18) is replaced with W.1/ , we get a model of free flow (if F D 0).
The change of W to W.2/ corresponds to hyperbolic acoustic equations, while the
change of W to W.3/ corresponds to a parabolic system of equations describing the
272 Chapter 6 Finite-difference splitting method for solving dynamic problems
where i and Ri are matrix differential operators. For example, if f D f1 , we get (no
summation over i )
0 1
0
0 1 B @ D C
vi ı1i ı2i ı3i 0 B 1i C
B @x i C
B 2 C B C
Ba ı1i vi 0 0 b 2 ı1i C B @ C
B 2 C B D
2i C
B
i D Ba ı2i 0 vi 0 2 C
b ı2i C ; Ri D BB @xi C;
C
B 2 C B @ D C
@a ı3i 0 0 vi b 2 ı3i A B C
B @xi 3i C
0 c 2 ı1i c 2 ı2i c 2 ı3i vi B C
@ @ @T A
Cˆ
@xi @xi
where
2 1 @p 2 1 @p 2 p @e @e
a D ; b D ; c D
@ @T @ @T
and
@vk 2
ˆ D 2
C .rv/2
@xk
@v1 @v2 2 @v1 @v3 2 @v2 @v3 2
C
C C C C C :
@x2 @x1 @x3 @x1 @x3 @x2
1 @f1 @f1
C A1 D 0; tn t tn C ;
2 @t @x 2
1 @f2 @f2
C A2 D 0; tn C t tn C :
2 @t @x 2
274 Chapter 6 Finite-difference splitting method for solving dynamic problems
On the first half-step, convective terms are included in equation (6.23), which cor-
responds to the transfer of the vector of state along a trajectory without change. On the
second half-step, one takes into account the state change in a cell due to the pressure
gradient in the equation of motion and velocity gradient in the continuity and energy
equations.
.k/
Introduce matrix differential operators Aih providing a kth-order approximation
@
(k D 1; 2) of the differential operators Ai @x at nodes n:
0 1
0 n ƒk 0
B N kC
A.k/
1h
D unlƒk E; A.k/
2h
D @.a2 /n ƒ
Nk 0 .b 2 /n ƒ A;
0 .c 2 /n ƒk 0
f nC1=2 f n
C Ak1h Œ˛f nC1=2 C .1 ˛/f n D 0;
(6.24)
f nC1 f nC1=2
C Ak2h Œ˛f nC1 C .1 ˛/f nC1=2 D 0:
Rewrite equation (6.24) in the form
E C ˛Ak1h f nC1=2 D E .1 ˛/Ak1h f n ;
E C ˛Ak2h f nC1 D E .1 ˛/Ak2h f nC1=2 ;
2
f nC1 f n X k
C Aj h Œ˛f nC1 C.1˛/f n C Ak1h Ak2h ˛ 2 f nC1 Ak1h Ak2h .1˛ 2 /f n
j D1
D .1 ˛/˛ Ak1h Ak2h Ak2h Ak1h f nC1=2 :
.k/ .k/
It is clear that f nC1=2 can be eliminated only if ˛ D 0 or ˛ D 1 or if A1h and A2h
are commutative, which holds only if the equation coefficients are constant. In these
cases, the scheme (6.24) is second-order accurate in t if ˛ D 1=2. In the nonlinear
case, the finite difference scheme is first-order accurate in t and kth-order accurate in
the spatial coordinate.
Section 6.3 Splitting of constitutive equations for complex rheological models 275
2. Yield criterion, a finite relation between the stress invariants Ji , strain rate invari-
ants Di , and internal parameters of the medium
k :
F .Ji ; Di ;
k / D 0 .i D 1; 2; 3I k D 1; : : : ; n/I (6.28)
1
d "eij D Dij kl dkl ; (6.29)
When condition (6.28) holds, the material experiences plastic deformations, which
are described by an associated flow rule, according to which the strain rate increment
is parallel to the normal direction to the yield surface (6.28),
p @F
d "ij D d ; (6.30)
@ij
with the active loading conditions .@F=@ij / ıij > 0 and F D 0 satisfied. The
equality .@F=@ij / ıij D 0 corresponds to “neutral loading.” If .@F=@ij / ıij < 0,
p
the additional load ıij does not cause plastic deformations and so deij D 0; d is a
dimensionless scalar quantity determined during the solution.
4. Evolutions equations for determining the internal parameters
k characterizing the
material’s internal structure, which changes during the deformation:
P k D
k .Ji ;
k /: (6.31)
Examples of such parameters include the hardening parameter, residual stress, poros-
ity, damage, and others.
p
If the yield criterion (6.28) is independent of Dk or
P k , the varying with time, the
properties of the plastic medium are independent of the time scale. Such media will
be called elastoplastic or classical. Plastic media whose properties depend of the time
scale will be called elastoviscoplastic.
Equations (6.27)–(6.31) completely determine the constitutive model of the me-
dium and, in conjunction with the conservation laws (6.18) and (6.19), form a closed
system of equations.
from (6.30), with the original yield criterion (6.28) taken to be an additional initial
condition. As a result, the constitutive equations become
p 1 1
d "ij D d "eij C d "ij D Dij kl C HFij Fkl dkl D Aij kl dkl ;
@F @F (6.32)
Fij D ; H D kl Fkl :
@ij @
This approach, based on the original formulation of the equations turns out to be sim-
pler that and, therefore, preferable to those based on transforming or differentiating
the yield criterion.
1 Here and henceforth, the superscript ‘e’ refers to quantities obtained at the predictor stage, correspond-
ing to the solution of the elastic problem. As a rule, internal variables are not included into models of
elastic media and, hence, it can be assumed that
ek 0.
Section 6.4 Splitting scheme for elastoviscoplastic dynamic problems 281
Substituting the resulting expressions into the yield criterion (6.28), one obtains an
equation for determining
F .Ji ./;
k ./; Jie ;
ek / D 0: (6.41)
One substitutes the resulting into (6.40) to obtain the final solution of the complete
elastoplastic problem.
If a differential yield criterion is used and so the medium is assumed to be elasto-
viscoplastic, then relation (6.28) for determining reduces to differential equation of
the form
P D0
F1 .ije ;
ek ; ; / (6.42)
d
D ' F .Ji ./;
k .// D '.F /; (6.43)
dt
where '.0/ D 0 and is the relaxation time, a material parameters measured in
seconds, which appears in the time-dependent yield criterion.
The function F D F .Ji ./;
k .// on the right-hand side of (6.43) corresponds to
the equilibrium yield criterion (6.41). The function '.F / is determined by the depen-
dence of F1 on P in (6.42) or, in other words, by the viscosity type of the elastovis-
coplastic material. In many cases, equation (6.43) can be integrated in a closed form,
which allows one to analyze the properties of the resulting finite difference scheme
for different ', F , and .
It is clear that the splitting scheme suggested is stable if the predictor scheme of the
elastic problem is stable and there are solutions to equations (6.41) and (6.43), which
is easy to verify for a specific form of yield criterion.
Let us use this general procedure of the splitting method to solve specific types of
equations describing plastic flows.
d
P 2 /˛ ; d
1 p
P ij
ƒs P
2ƒ
P D ij "Pij D sij D .J2 /2 ;
k0 k0 k0
then
2
˛ D 2; aD :
k0
If one chooses Odquist’s parameter,
1 p p 1=2 P
1 1=2
P 2;
P D "Pij "Pij Dƒ sij sij D ƒJ
2 2
then
˛ D 2; a D 1:
dsij P ij :
D 2
ƒs
dt
e at ƒ D ƒ , obtained at the predictor
Integrating with the initial condition sij D sij n
step, one obtains
nC1 e 2 .ƒƒn /
sij D sij e ; J2 D J2e e2 .ƒƒn / ; ƒn ƒ ƒnC1 :
a.J2e /˛
D
e C .1 x ˛ /; x D e 2 .ƒƒn / :
2˛
Substituting
into the yield criterion (6.44), one arrives at a nonlinear power-law
equation for x,
ˇ
a.J2e /˛ ˛
J2e x e
k0 2
1
C .1 x / D 0; (6.47)
2˛
which can be solved using any suitable iterative method with a required accuracy. The
initial approximation for the correction factor x D xn is taken from the preceding
step.
Section 6.4 Splitting scheme for elastoviscoplastic dynamic problems 283
Plane
s1 + s2 + s3 = 0
2 n n+1
– Y0
3
σ1 σ2
Yield Circle
Figure 6.2. Geometric representation of the Wilkins correction for the von Mises yield con-
dition in the stress space.
It is apparent from formula (6.48) that if this rule is formally extended to the case of
a hardening medium, by setting x D .k0 C 2
1
e /=J2e , one obtains an approximate
result.
Let us rewrite this equation separately for the spherical and deviatoric parts of the
tensors involved:
p p 1 sij
P
"Pi i D 3a; Pij D "Ppij "Ppkk ıij D P : (6.51)
3 2J2
Using Hooke’s law, we find the following relations for the total strain components:
dsij p sij
P C "Pi i /;
P i i D 3K.3a D 2
Pij Pij D 2
Pij P :
dt 2J2
Splitting results in the following relaxation equations for the correction step:
e .ƒƒn /
d J2e
sij D sij e ; dƒ D e
; 1 e .ƒƒn / D n ;
J2 e.ƒƒn /
9Ka e
i i iei D 9Ka. n / D J2 1 e.ƒƒn /
Substituting these expressions into the yield criterion, we find
e e 9Ka e
J2 x C a J1 J .1 x/ k0 D 0; (6.52)
2
2
k0 a J1e C 9Ka
J2
e
xD 2 .a < 1/; (6.53)
J2e 1 C 9Ka
e 9Ka e
sij D sij x; J1 D J1e J .1 x/: (6.54)
2
The correction factor is adjusted here due to the influence of the first invariant. It is ap-
parent from (6.53) that the Wilkins correction rule is inapplicable here (it is only valid
for the deviatoric components when the bulk modulus K D 0) and J1 is calculated by
the more complicated formula (6.54).
Section 6.4 Splitting scheme for elastoviscoplastic dynamic problems 285
dx 2
D e ' F .x/ ; (6.57)
dt J2
Z x
t tn Je dx
D 2 ; tn t tnC1 : (6.58)
2
1 '.F .x//
Consider the case of a power-law dependence on D20 p for the von Mises yield
criterion:
.D20 p/n D F .J2 ;
k / k0 : (6.59)
Then, using (6.57) and (6.58) and taking into account that the right-hand side
of (6.59) is the von Mises yield criterion with isotropic hardening, we take advantage
of (6.47) to obtain the differential equation for determining the correction factor x:
² ˇ ³1=n
dx 2
e e aJ2e ˛
D e .J2 x k0 C 2
1
C .1 x / : (6.60)
dt J2 2˛
It is easy to integrate.
p
The integrand in (6.58) is singular at x D x , which corresponds to the equilibrium
p p
value of the correction factor, F .x / D 0. Since x is a simple root, whether the inte-
gral converges or not depends on the exponent n. If n > 1, the integral is convergent
286 Chapter 6 Finite-difference splitting method for solving dynamic problems
The solution has the simplest, explicit form if F .X/ is a linear function and n D 1.
For example, for an ideal elastoviscoplastic medium, it follows from (6.60) with
1 D 0 that
Z
t J2e x dx
D ; (6.61)
2
1 .x k0 =J2e /
k0 k0 e
x e D 1 e e .t= /.2 =J2 / : (6.62)
J2 J2
In the limit ! 0, one arrives at the Wilkins correction factor:
p k0
x ! x D as ! 0:
J2e
It follows that if .t = /.2
=J2e /
1, the solution will tend to an equilibrium so-
lution, and hence the finite difference scheme of the corrector step is asymptotically
absolutely stable.
Thus, the solution of the elastoviscoplastic problem by the splitting method at the
corrector step is reduced to that of a single differential equation, which is integrable
in closed form. Here, the correction factor depends on the step size t , which is
determined at the predictor step.
If, for t
, the solution to the elastoviscoplastic problem tends to the elastovis-
coplastic solution, then the splitting scheme guarantees that its solution will also tend
to the elastoviscoplastic one regardless of the value of t .
It is noteworthy that the numerical-analytical splitting method is also applied for
more complicated equations of elastoviscoplasticity including damage and other in-
ternal variables of the material (see Chapter 8 and [95]).
As noted previously in Section 5.2, boundary points are calculated by reducing the
equations to the characteristic form and discarding the relations whose corresponding
bicharacteristics go outside the domain concerned. Since the constitutive equations
hold on the degenerate characteristic cone, which is always inside the body, the cor-
rection at the boundary points is no different from that at the internal points.
In grid methods that do not employ the reduction of the equations to the charac-
teristic form, the calculation algorithm for boundary conditions can be obtained from
physical considerations rather than the mathematical statement of the problem. For
example, a smooth rigid wall is modeled using additional, fictitious cells with the
displacement specified as the mirror reflection (with respect to the boundary) of the
displacement in the adjacent actual cell. In the local coordinates, the normal compo-
nents of the stress tensor are reflected symmetrically while the tangential components,
skew-symmetrically. Once this has been done, the boundary nodes can be calculated
by the formulas used for internal nodes. A free surface can be modeled with massless
fictitious cells. If time-dependent pressure is prescribed on the boundary, then this
pressure should be specified in the fictitious cell with all stress deviatoric components
set to zero. More complicated conditions can also be modeled on contact interfaces
with friction [183]; in these cases, the choice of suitable models relies on the physical
intuition of the researcher. A survey of such models can be found in [87, 16, 102].
At the corrector step, the type of the boundary conditions must be taken into account
in calculating the correction factor at boundary points. If stress boundary conditions
are given, then the prescribed stress tensor components are not corrected; what has to
be corrected are only the remaining stress deviator components.
If the boundary conditions are given in terms of displacements or velocities, then
all stress deviator components must be corrected, in the same manner as at the internal
points.
If mixed boundary conditions are prescribed, representing combinations of kine-
matic quantities and stresses, then all stress components must be corrected.
Consider, for example, how to determine the correction factor in the simple case
of a plane problem with a perfectly plastic yield criterion where the normal stress
0 and shear stress 0
11 D 11 12 D 12 are prescribed at the boundary. The stress
deviator components s22 is to be corrected here. The correction factor is determined
from the equation
0 e
2
0 1=2
s11 s22 x C 412 D 2k; (6.63)
where s110 D 0 1 J e , s 0 D 0 , and J e D are given quantities.
11 3 1 12 12 1 ii
It follows that
0 2 k 2 .J 0 /2 1=2
S11 12
x D e < 1: (6.64)
s22
In the extraction of the square root, the minus sign has been taken, since x < 1.
288 Chapter 6 Finite-difference splitting method for solving dynamic problems
It has not been assumed here that @r z =@r D 0 at r D 0, thus allowing discontinuities
in the derivatives.
Guided by the same considerations as above, now let us look at the constitutive
equations. Consider the more general case of an elastoviscoplastic medium; the
elastoplastic equations can be obtained, as pointed out in the preceding section, by
taking the limit as ! 0. Since we use splitting, it suffices to consider, at the predic-
tor step, the axisymmetric hypoelastic equations written in cylindrical coordinates in
the differential form
2 @vr 2 @vz
P D P r r D 2
C K
C K
3 @r 3 @z
1 @vr 2 @vz
D2 KC
C K
; (6.69)
3 @r 3 @z
4 @vz 2 @vr
P zz D K C
C2 K
;
3 @z 3 @r
where it has been taken into account that limr !0 "P r D limr !0 vr =r D @vr =@r.
Thus, all quantities near the axis r D 0 have been determined, except zz and vz .
There are equation (6.68) and the third equation in (6.69) for zz and vz . We have
@vz @zz @r z
D2 ;
@t @z @r (6.70)
@zz @vz @vr
. C 2
/ D 2 ;
@t @z @r
where it has been taken into account that K C 43
D C 2
and K 23
D .
The right-hand sides of the equations are known. These are determined by unilateral
differences:
nC1 nC1
@r z nC1 .r z /1k .r z /0k
D ;
@r 0k r
nC1 nC1
@vr nC1 .vr /1k .vr /0k
D :
@r 0k r
The subscripts refer to the spatial discretization in r and z. The subscript 0 refers
nC1 nC1
to the axial points, r D 0, with .r z /0k D .vr /0k D 0 by symmetry, while the
subscript 1 corresponds to internal points of the body, which are calculated using
formulas for internal points.
nC1
The stress .r r /0k is determined by integrating the first equation in (6.69) once
nC1
.vz /0k has been calculated from (6.70):
@r r @vr @vz
D 2. C
/ C ;
@t @r @z
nC1 nC1 nC1 nC1
.r r /0k .r r /n0k .vr /1k .vz /1;kC1 .vz /0k
D 2. C
/ C :
r r z
290 Chapter 6 Finite-difference splitting method for solving dynamic problems
Thus, the algorithm for determining the solution at the axial points r D 0 at the pre-
dictor step is completely closed within the system of equations itself, without bringing
in any “boundary” conditions or additional assumptions.
The corrector step is carried out in the same manner as at any internal point, with-
out any changes. The final expression of v nC1 is found from the finite difference
approximation of the first equation in (6.70).
Hooke’s law
"eij D aij kl kl ; (6.72)
and constitutive relations of elastoplastic deformation, which can be formulated as the
maximum principle for the strain rate dissipation:
p p p
.ij ij /"Pij 0; or ij "Pij ij "Pij ; (6.73)
where
p 1
"P eij C "Pij D .vi;j C vj;i /
2
and ij is the arbitrary value of the stress tensor satisfying the yield condition
F .ij / s ; (6.74)
where s being the yield stress of the material and F .ij / a (piecewise smooth) con-
vex surface in the stress space ij . For example, for the Tresca–Saint Venant yield
criterion, the surface F .ij / represents a hexagonal prism circumscribed about the
elliptic cylinder determining the von Mises yield criterion [54, 165, 61, 67].
Relation (6.73) is essentially a variation inequality for the arbitrary variation ıij D
ij ij satisfying condition (6.74):
p
ıij "Pij 0:
Section 6.6 Integration of elastoviscoplastic flow equations by variation inequality 291
If ıvi D vi vi is the arbitrary variation of the velocity, the entire system (6.71)–
(6.74) can be represented as the variation inequality
ıu .L.u/ g/ 0; u 2 K; ıu 2 K; (6.77)
u2
u
u* α
L(u) – g
0 K u1
@F .u/
L.u/ D ;
@n
where
0 if F .u/ D 1;
D 0 if F .u/ < 1:
For elastoplastic equations, this representation coincides with the associated flow
p 1=2
rule, since L.u/ D "Pij and F .u/ D 12 sij sij D s with
p H.S s /
"Pij D skl vk;l sij ;
s2
where is determined from the yield criterion (see Section 6.4 and, for more de-
tails, [152, Chapter 1 and Appendix], [37]).
where Lh .uh / is an approximation of the differential operator for the grid function uh ,
Ih .uh / is an approximation of the identity operator used to describe the constraints
and, essentially, reveals the meaning of the inclusion of uh into the set K.
For simplicity, let us consider the Cauchy problem for the variation inequality with
a linear one-dimensional hyperbolic operator:
.uAu/k .uAu/k1 1
uh Lh .uh / D ƒ .9PuBu/n1=2 0; (6.80)
2t 2
where Č.uh / D .uj uj 1/=x.
Since the matrices A and B symmetric, the requirement for the above representation
to be conservative can be written as
k
uk C uk1 u C uk1 k
dh D uQ h A uQ ƒ0 .un1=2 / B ƒ.un1=2 / 0
2 t
with
1
ƒ0 .uh / D .uj C uj 1/;
2
where dh represents the approximation error for the expression in (6.79),
1
d D uL.u/ .uAu/;t C .uBu/;x D 0;
2
which is zero for any continuously differentiable function u D u.t; x/. Hence,
in elastoplastic problems, dh has the meaning of the dissipation rate of the energy
brought in due to the approximation of the variation inequality, while dh 0 is the
dissipation condition of the finite difference scheme (6.80).
Let us introduce an auxiliary grid vector function uN h satisfying the difference equa-
tion
uN k uk1
A D B ƒ.un1=2 /: (6.81)
t
294 Chapter 6 Finite-difference splitting method for solving dynamic problems
This relation provides a specific expression of the identity operator Ih .uh / [37].
Section 6.7 Exercises 295
Thus, the algorithm of the finite difference scheme consists of solving system
(6.83)–(6.84) (predictor) and calculating the solution for the new temporal layer (cor-
rector) by the formulas
t 1 n1=2
uN jk1=2 D ujk1
1=2 C A B uj ujn1=2
1 ;
x
1 (6.85)
uO jk1=2 D uNjk1=2 C D01 A uNjk1=2 uNjk1
1=2 ;
2
ujk1=2 D uNjk1=2 C 2.I C D00 A/1 uOjk
1=2 u Ojk1=2 ;
where uk D .uk / denotes the projection onto the yield surface. For more details,
see [152, 150, 151].
If one chooses D00 D A1 and D01 D 0, the last equation coincides the Wilkins
stress correction (see Section 6.2.2)
ujk1=2 D A .uN jk1=2 /:
The operator A calculates the projection in accordance with the norm of A: kukA D
p
AuA.
The above numerical algorithm of dissipative schemes is constructed in the same
manner as in the splitting scheme in Section 6.4. At the predictor step, one seeks a
solution satisfying, in the generalized sense, the linear differential equations and initial
conditions of the problem. After that, at the corrector step, the resulting solutions are
projected onto the yield surface. In practice, if the surface is piecewise smooth, one
should use the methods of convex analysis [152]. In multidimensional problems,
the above (one-dimensional) dissipative scheme can be applied after splitting along
directions.
6.7 Exercises
1. Perform splitting along the directions of the explicit finite difference scheme for
the two-dimensional wave equation whose stencil is displayed in Figure 6.4a with
the initial and boundary conditions
t D 0W u.0; x; y/ D u0 .x; y/; u;t .0; x; y/ D v0 .x; y/I
x D 0W u;x D "1 .t; y/I x D aW u;x D "2 .t; y/I
y D 0W u;t D v1 .t; x/I y D bW u;t D v2 .t; x/:
(6.86)
Preliminarily, reduce the scheme to a system of equations.
2. Perform splitting along the directions of the explicit finite difference scheme for
the two-dimensional wave equation whose stencil is displayed in Figure 6.4b with
the same initial and boundary conditions (6.86). Prove that the scheme is stable.
296 Chapter 6 Finite-difference splitting method for solving dynamic problems
t t
t
y
y
y
∆t (corrector) 2∆ 2∆y
∆t ∆t
y y
y
2∆ x x
∆t (predictor) ∆t
∆t
2∆ x x 2∆ x x 2∆ x x
3. Construct an explicit directional splitting scheme for the dynamic plane elastic
problem2 in a rectangle with the following stress boundary conditions prescribed
at two opposite sides and zero velocity conditions at the two sides:
is assumed to be given at t D 0.
4. Construct a finite difference scheme implementing splitting in physical processes
for the one-dimensional coupled thermoelastic dynamic problem
8 Z "
ˆ
ˆ @T 2 @2 T
ˆ
ˆ D .T / C Q.x; t /; Q.x; t / D ij ı"ij ;
ˆ
ˆ @t @x 2 "n
<
@v @" @T (6.87)
ˆ DE C˛ ;
ˆ
ˆ @t @x @x
ˆ
ˆ @"
:̂ @v
D ;
@t @x
Carry out a stability analysis of the scheme.
2 The system of equations consists of two equations of motion and three equations of Hooke’s law,
differentiated with respect to time, for the three stress components.
Section 6.7 Exercises 297
9. For the two-dimensional heat equation with a distributed source Q.x; y/, propose
a directional splitting scheme.
Chapter 7
Theorem 7.1. Let R be a closed simply connected domain with a boundary and let
f , u, and v be given differentiable functions in R. Then there are points .xi ; yi / 2 R
at which H H
f dy f dx
f;x .xi ; yi / D H ; f;y .xi ; yi / D H I (7.1)
x dy x dy
the divergence of the vector f U with components .f u; f v/ is calculated by the for-
mula H H
ˇ .f u/ dy .f v/ dx
ˇ
.rf U/ x ;y D H (7.2)
x dy
i i
where r D i @=@x C j @=@y with i and j being the unit vectors of the basis.
whence
H
ˇ .f u/ dy .f v/ dx
.rf U/ˇ xi ;yi
D ’ :
R dx dy
respectively. ’ H
Taking into account that R dx dy D x dy and tracing the contour counter-
clockwise, we arrive at formulas (7.1)–(7.2), which proves the theorem.
The index i runs over the n vertices of the polygonal cell (Figure 7.1).
y i+1
1
i+–
2 i+2
i
i+3
x
Relations (7.3) are known as formulas for natural approximation of derivatives for
irregular polygonal cells. The natural approximation has a number of remarkable
properties important in the numerical analysis of continuum mechanics problems.
First of all, let us demonstrate that, for a quadrangular curvilinear cell, the approx-
imation (7.3), mapped onto a Lagrangian mesh with coordinates and , is equivalent
to the central difference approximation.
Let a curvilinear cell in the xy-plane be mapped onto a regular rectangle in the
-plane by the transformation
The derivatives f;x .x; y/ and f;y .x; y/ are expressed in terms of f; and f; via the
well-known formulas of change of variables
y η
(x, y)3
(x, y)2
(x, y)4 4 3
(x, y)1
1 2
x ξ
(a) (b)
Substituting (7.5) into (7.4), we obtain, as is easy to verify, the formula coinciding
with (7.3):
It follows that one may not change to the Lagrangian coordinates when approxi-
mating continuum mechanics equations on a Lagrangian mesh. Instead, one can use
directly formulas (7.3), while calculating the varying coordinates xi and yi from the
velocity field vi .
On a triangular mesh, the approximation (7.3) is equivalent to a linear finite element
(see [188]). A linear triangular finite element is approximated with
f D ˛1 C ˛2 x C ˛3 y; f;x D ˛2 ; f;y D ˛3 I
where
0 1
b1 D 2J 1 .y2 y3 /; 1 x1 y1
J D det A; @
A D 1 x2 y2 A ;
c1 D 2J 1 .x2 x3 /; 1 x3 y3
is valid, and f D 0 on , then the following integral conservation law holds true for
any instant of time t : “
f dx dy D const : (7.7)
D
Theorem 7.2. If the spatial derivatives in equation (7.6) are evaluated by the natural
approximation formulas (7.3),
then the conservation law (7.7) is obeyed exactly on any irregular mesh Fh covering
the domain D X X
fjnC1 Aj D fjn Aj ; (7.9)
j 2D j 2D
The last sum on the right-hand side of (7.10) for any mesh Fh consists of contour
integrals for each cell; each side belongs to two neighboring cells and so is traced
twice in opposite directions, thus resulting in a zero sum for all internal lines. For the
outer sides, making up the boundary of D, we have f nC1 D 0. Then the last sum
in (7.10) vanishes and equality (7.9) holds, which means that the law of conservation
of f in D is satisfied exactly.
Schemes that possess the property (7.9) are called conservative.
Figure 7.3. Tracing cells on meshes for conservative finite difference schemes.
Section 7.2 Finite elastoplastic deformations 303
n+1
1 i–1
n+ –
2 j+1
i 1
n j+–
2
j
1
j––
2
i + 1, j – 1
x
j j+1 x
(a) (b)
For a regular spatio-temporal one-dimensional mesh, the nodes at which one eval-
uates the stresses are shifted by half the step size in both space an time with respect
to the nodes where one evaluates the velocities. For this reason, the mesh involves
two staggered sets of nodes as shown in Figure 7.4a. The circles with an x refer to
boundary nodes, while the solid dots refer to internal nodes. In finite difference form,
equations (7.11) are written as
vjnC1=2
C1=2
vjn1=2
C1=2 jnC1 jn
n
j C1=2 D ;
t x
nC1=2 nC1=2
"jnC1 "jn vj C1=2 vj 1=2 (7.12)
D ;
t x
jnC1 jn "jnC1 "jn Ej Ô nC1
D Ej C .; "/:
t t j
304 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
The finite difference scheme (7.12) is across scheme. The first two equations have
the second order of approximation, O.t 2 C x 2 /, and are solved explicitly. The
last equation is solved with an implicit first-order accurate scheme as specified in
Section 6.4. To achieve the second order of approximation in the last equation, one
should evaluate the function Ô at node .n C 1=2; j /:
Ô nC1=2 D 1 Ô nC1 C Ô n :
j j j
2
The initial conditions at t D 0 are set at layers n D 0 and n D 1=2 simultaneously.
For example, the boundary conditions (5.49a) at x D 0 are approximated as
nC1=2 n1=2
v1=2 v1=2 nC1=2
A1 C A2 v1=2 C A3 0n D '.t n /: (7.13)
t
In these equations, the quantities with spatial indices 0 and 1=2 should be treated as
belonging to a single cell adjacent to the boundary of the bar.
To calculate boundary nodes, we use the reduction of the system to the characteris-
tic form.
Equation (7.13) must be supplemented with the equation along a negative charac-
teristic
nC1=2
.v C /1=2 D .v C /n3=2 C Ô n3=2 : (7.14)
In the general case of variable propagation velocity, the expression on the right-hand
side of the characteristic relation (7.14) is calculated using linear interpolation at the
node where the characteristic meets the preceding temporal layer.
At large strains, the coordinate x in (7.11) no longer remains constant, as is the case
for small strains. It should be treated as a function, x D x.x0 ; t /, and calculated from
the velocity field:
It is noteworthy that the values of the stress deviator components have been obtained
here using the expression of the objective Jaumann derivative; however, there is an-
other, physical way of determining these values, which will be outlined in the next
section.
Section 7.3 Propagation of coupled thermomechanical perturbations in gases 307
v 0t C .p C q/0x D 0; (7.21)
DV t0 vx0 ;
vD x 0t ; (7.22)
1 2 0
e C v t C Œ.p C q/v 0x D Œ.T; V /Tx0 0x ; (7.23)
2
where v is the velocity, e is the specific internal energy, p D p.T; V / is the pres-
sure, and q D ."=V /.vx jvx j/ is the von Neumann artificial viscosity. Assume
that the thermal conductivity is a function of temperature T and volume V such that
.T; V / D T ˛ a.V / with parameter ˛ > 1.
Boundary conditions are specified for the mechanical and thermodynamical quan-
tities. For example, conditions for the particle velocity v and energy flux Tx0 can be
specified at the left endpoint, while temperature T and pressure p can be set at the
right endpoint:
x D 0W v D v .t /;
Tx0 D Q.t /I
(7.24)
x D lW T D T .t /; p D p .t /:
is chosen depending on the solution at the nth temporal layer. The mesh nodes are
numbered with the indices nm , with the mechanical quantities, velocities vm n and dis-
n
placements xm , to be determined at these nodes. In addition, we introduce nodes with
half-integer indices, shifted by half-step in x xmC1=2 D 12 .xm C xmC1 /; t n , with the
n n
thermodynamic quantities, temperature TmC1=2 and volumeVmC1=2 , to be evaluated
at these nodes.
The boundary nodes are numbered depending on the calculation technique em-
ployed, in order to provide the required order of approximation. The body boundaries
are characterized by nodes with integer indices xm n , with m D 0 at the left boundary
.m D 1; : : : ; M 1/: (7.27)
Section 7.3 Propagation of coupled thermomechanical perturbations in gases 309
These equations should be supplemented with the expression of the von Neumann
viscosity qmC1=2 , pressure pm , and thermal conductivity m :
" ® ¯
qmC1=2 D .vmC1 vm / jvmC1 vm j .vmC1 vm /;
VmC1=2
(7.28)
xm1=2 pmC1=2 C xmC1=2 pm1=2
pm D .m D 0; 1; : : : ; M 1/:
xm1=2 C xmC1=2
The last formula
represents a linear interpolation with approximation error
O .xm /2 .
The resulting system of nonlinear equations (7.25)–(7.28) for determining the solu-
tion at the .nC1/st layer is solved by the modified Newton–Raphson method (see Sec-
tion 3.5). The values obtained at the i th iteration are labeled with the superscript .i/ :
n.i/
TmC1=2 etc. The iterative procedure converges to the values for the .n C 1/st later.
From (7.31) one finds the kinetic energies at nodes m and m C 1. Subtracting these
energies from the total energy equation (7.27), one obtains the following finite differ-
ence approximation of equation (7.29):
n nC1 nC1
emC1=2 emC1=2 vmC1 vm
nC1 n
C .p C q/mC1=2 D t rmC1=2 : (7.32)
t xmC1=2
This expression differs from the non-divergence approximation (7.30) by the approx-
n
imation source term e D t 2 rmC1=2 with
nC1 n
emC1=2 emC1=2 1 v nC1 vmnC1
C nC1
.p C q/mC1=2 C .p C q/nmC1=2 mC1
t 2 x
nC1 nC1
1 v vm
nC1
C .p C q/mC1=2 .p C q/nmC1=2 mC1 D 0: (7.34)
2 x
The above implicit difference equations (7.25)–(7.34) subject to the boundary con-
ditions (7.24) are solved by the sweep method.
Section 7.4 The PIC method and its modifications for solid mechanics problems 311
Eulerian coordinates as
@.nm/
C Div.mnv/ D 0;
@t (7.35)
@.nmv/
C Div.mnv ˝ v/ D grad p;
@t
where n.x; t / is the number of particles per unit volume at the point .x; y/, m is
the mass of a particle in a cell, v is the average velocity of particles in a cell (see
Figure 7.5), p is pressure, and v ˝ v is the dyadic product.
The ideal gas equation will be taken in the form p D const or
d
.p / D 0; (7.36)
dt
where d=dt is the total (Lagrangian) derivative. For further convenience, let us rep-
resent equation (7.36) as a conservation law in Eulerian form to obtain
@
.p / C Div.p v/ D 0: (7.37)
@t
For simplicity, the PIC method will be presented below for the two-dimensional
case; the generalization to the three-dimensional case is straightforward.
The spatial domain under study is covered by an Eulerian mesh. Each cell of the
mesh, referred to by the indices ij , is assumed to contain sufficiently many particles,
referred to by the number ˛ and coordinates .x˛n ; y˛n / at a time instant t n . As a particle
moves, its coordinates are determined from its velocity components:
dx˛ dy˛
D u˛ D v˛ (7.38)
dt dt
where .u; v/ are the velocity components, v D .u; v/.
Apart from coordinates, each particle is assigned with a mass m˛ and momentum
.m˛ un˛ ; m˛ v˛n / as well as an adiabatic invariant e˛n D .p /n˛ , which is related to
the equation of state of the particles. Thus, the vector of unknowns U that character-
izes the particle is a 6-vector:
Un˛ D x˛n ; y˛n ; m˛ ; m˛ un˛ ; m˛ v˛n ; e˛n ; 1 ˛ N:
Since particles within a cell experience a large number of collisions, there momenta
and invariants equalize in a short period of time and so can be determined as the
average values over all particles in the cell. Consequently, the introduction of the
particle density nij , gas density ij , momentum .v/ij , and adiabatic invariant eij in
cell ij is meaningful for a time instant t n . Essentially, it is assumed that a particle
reaches a thermodynamic equilibrium in time t . We will use the notation
n n
n x˛ y˛
˛ D ı Int i ı Int j ;
h h
Section 7.4 The PIC method and its modifications for solid mechanics problems 313
where h is the Eulerian mesh step size, Int.z/ is the integer par of the argument z,
´
1 if k D m;
ı.k m/ D
0 if k ¤ m:
Then n˛ D 1 whenever the particle is inside the cell and n˛ D 0 if the particles is
outside the cell.
The average values in a cell can be written as
1 X n 1 X n 1 X n
nnij D ; n
ij D m˛ ; .v/nij D m˛ v˛n : (7.39)
h2 ˛ ˛ h2 ˛ ˛ h2 ˛ ˛
n
Then the cell pressure can be calculated as pij D .e /nij . The instantaneous par-
ticle velocity .u;
Q v/
Q in cell ij can be determined from the equations of motion (7.35),
where the divergence term is discarded and so mass transfer is not taken into account
(it will be included in the next computational stage):
nC1 t
uQ ij D unij n n
n .piC1;j pi1;j /;
2ij h
(7.40)
nC1 n t n n
vQ ij D vij n h .pi;j C1 pi;j 1 /;
2ij
Vi, j + 1 Vi + 1, j + 1
ai, j + 1 ai + 1, j + 1
ai, j α ai + 1, j
Vi, j Vi + 1, j
Figure 7.5. Algorithm for determining the particle velocity from four neighboring cells.
314 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
y j+1
5 6 uB 7
ρB νB ρC
B C
uC
νA
j 8
4 1 νC
uA
ρA A D ρD
2
3 9
j–1 i
i–1 i+1
Density comes from the cell that the medium flows out from (see Figure 7.6). The
nC1
change of Qij due to transfer by mass flow across all faces of the cell is calculated
as
nC1 nC1 n
Qij DQij Qij
t nC1 nC1 nC1 nC1
D QQ Mi1=2;j C QQ iC1;j MiC1=2;j (7.45)
ij xy i1;j
nC1 nC1
QQ i;j Q nC1 nC1
1 Mi;j 1=2 Qi;j C1 Mi;j C1=2 :
the scheme is stable if the temporal step size t [90] satisfies the condition
t jvj
2 ; (7.46)
h jvj C ac 2
where a is a constant determined by the properties of the medium and c is the speed
of sound.
Numerical experiments result in the following estimate for the minimum number
of particles in a cell at which the fluctuation do not yet lead to instability:
ˇ ˇ
h ˇ @p ˇ
N 2 ˇˇ ˇˇ (7.47)
v @x
It follows from conditions (7.46)–(7.47) that
c2
N 1Ca : (7.48)
v2
The estimate
ˇ ˇ ˇ ˇ ˇ ˇ
ˇ @p ˇ ˇ @v ˇ ˇ v ˇ
ˇ ˇ D ˇ ˇ ˇ ˇ
ˇ @x ˇ ˇ @t ˇ ˇ t ˇ
Just as in the case of ideal gases, the equation for the spherical part of the stress
tensor can be represented in the differential form
d
p p./ D 0: (7.51)
dt
Equation (7.51) can be rewritten in the form of a conservation law in the same
manner equations (7.37).
A hypoelastoplastic material can be characterized with the following constitutive
equations for the stress deviator sij [137, 56]:
Dsij dsij
D C ik skj C ski j k
Dt dt
2
dƒ
D
.vi;j C vj;i / Div vıij C sij ; (7.52)
ˇ 3 dt
dsij dsij ˇˇ @sij
D ˇ C vi ;
dt dt xDconst @xj
where the second term in the last equation in (7.52) is due to convection.
Section 7.5 Application of PIC-type methods to solving elastoviscoplastic problems 319
Form (7.51)–(7.52) we find the relation between the elastic constants and func-
tion p./:
ˇ
dp ˇˇ 2
C 3
D D K;
dt ˇD0 3
where and
are the elastic constants and K is the bulk modulus.
In the predictor step, the convective terms are excluded from equations (7.49)–
(7.52). To determine the intermediate velocity components .uQ ˛nC1 ; vQ˛nC1 / and inter-
nC1
mediate stress deviator components sQij , we can use, for example, the explicit Lax
scheme to obtain
nC1 t
uQ ij D unij n n
n h .piC1;j pi1;j /
2ij
C .s11 /niC1;j .s11 /ni1;j C .s12 /ni;j C1 .s12 /ni;j 1 ;
nC1 n t
n n
vQ ij D vij n pi;j C1 pi;j 1
2ij h
C .s11 /ni;j C1 .s11 /ni;j 1 C .s12 /niC1;j .s12 /ni1;j ; (7.53)
nC1
.Qs11 /ij D .Qs11 1k sk1 sk1 1k /nij
@u n 2
@u @v n
C 2
C ;
@x1 ij 3 @x1 @x2 ij
nC1
.Qs22 /ij D ;
nC1
.Qs12 /ij D
with the nonzero spin tensor components, describing rigid rotation of particles,
1 @u @v n .u/ni;j C1 .u/ni;j 1 .v/niC1;j .v/ni1;j
.12 /nij D D :
2 @x2 @x1 ij 2h 2h
The subsequent integration steps are the same as in Section 7.4. First, one performs
the interpolation (see Figure 7.5) and determines the velocity components of parti-
cle ˛. Then one finds the new position of the particles and calculates the momentum
mQv, invariant D p p./, and stress deviator sQij at this point. This completes the
step with respect to t .
ep
described in Section 6.2.2. In the second substep, the value of sQij , together with mQv
and D p p./, is transferred to the new position.
It is convenient to single out as a separate step the calculations of the correction
for sij due to rigid rotation of the particle. In the plane case, the spin tensor ij has
only one nonzero component, 12 , which determines the angle of rotation ! of the
particle:
sin 2! D 12
Since the angle ! remains small over time t , we have sin.2!/ 2 sin.!/ D
t .u;2 v;1 /.
Section 7.5 Application of PIC-type methods to solving elastoviscoplastic problems 321
Formulas (7.54) can also be simplified by dropping the quantities of the order
of O.! 2 /. Then .cos.2!/ 1/ O.! 2 /, and hence
nC1=2
nC1 n 1 V n u v nC1=2
s11 D s11 C 2
"11 C s12 t ;
3 V x2 x1
nC1=2
nC1 n 1 V n u v nC1=2
s12 D s12 C 2
"12 s12 t :
3 V x2 x1
(7.55)
n calculated following the second approach coincide with
The rotation corrections ıij
those obtained in Section 7.4 from the expression of the Jaumann objective derivative.
splitting of the hyperelastoplastic equations and, hence, hold for any formulation of
the conservation laws, both dynamic and static.
The algorithm outlined above is described below in detail with a rigorous proof of
the statements used.
Let us adopt the additivity hypothesis for the elastic and plastic strains:
L D Le C Lp : (7.56)
where L D FFP 1 is the total strain rate tensor, F is the displacement gradient tensor,
P
and L D EE1 and Lp are the elastic and plastic strain rate tensors resulting from
e
FP D 0; P C RU
RU P D 0; P 1 C RUU
RR P 1 R1 D 0; (7.59)
U1 U P 1 D 0
P UU
Then it follows from equation (7.59) that the symmetric tensor is equal to the skew-
symmetric tensor, and hence
P 1 D 0:
LR D RR
Further, we have
D d d 2 ˆ d Ae d 2ˆ d 2ˆ d 2 ˆ dƒ
D D 2
D 2
Le D 2
Lp D :
Dt dt e
D.A / dt D.A /e e
D.A / D.Ae /2 dt
(7.60)
Since relation (1.105) holds for a hyperelastic body,
@ˆ1 . /
Ae D ;
@
the right-hand side of equation (7.60) is a function of the stress tensor alone. Con-
sequently, in general, the relation characterizes stress relaxation of a medium with a
nonlinear elastic modulus
.
O /:
@2 ˆ
.Ae / D D
.
O /:
.@Ae /2
324 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
For a uniaxial stress state, equation (7.60) can be integrated in analytical form as
easily as in Section 6.4 (a hypoelastic body with constant modulus
):
d
D
.
O /:
dƒ
In the general case of a complex stress-strain state, the system of relaxation equa-
tions (7.60) does not now split and one has to solve a coupled system of nonlinear
tensor equations together with the equations for the internal variables
i :
8
ˆ
ˆ dij d 2ˆ
ˆ
< dƒ D .d Ae /2 ij D
ij kl kl ;
ij (7.61)
ˆ
ˆ d
i
:̂ D fi .
i ; ij /:
dƒ
Even in linearized form, system (7.61) is quite cumbersome for closed-form solu-
tion in a step. Therefore, the system is easier to integrate numerically by the locally
implicit scheme
8 nC1
ˆ
ˆ ij ijn
ˆ
< nC1
D
ij kl .ijn /kl ;
ƒ
nC1
ˆ
ˆ
i
ni @fi n nC1 @fi n nC1
:̂ D kl C
k
ƒ @kl @
k
and find ƒ in each step by an iterative method from the solution of (7.61) together
with the yield criterion.
An alternative way of solving (7.61) suggests that ƒ should first be eliminated
from the yield criterion and associated flow rule.
It is noteworthy that the function W .z/ must meet appropriate smoothness and dif-
ferentiability conditions required for a solution to exist. For more details on the math-
ematical issues of optimization, see [77].
The problem can be formulated as follows: find an optimal discretization h.xi / of
the interval Œ0; 1 that minimizes the error of a given (e.g., piecewise linear) approxi-
mation Th .x/ in the sense of a certain norm. In other words, it is required to find a set
h.xi / that minimizes a functional dependent on the norm kT .x/ Th .x/k:
min I D min kT .x/ Th .x/kHh ; (7.64)
h.xi / h.xi /
326 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
in the computational space . This means that the norm of the composite function
T .x.// must be minimum with respect to on the entire interval Œ0; 1 . The function
F .x; x .// in the functional (7.65) will depend on the unknown function x./ and
its derivative x ./, since
dT d T dx
T D D :
d dx d
Hence, relation (7.65) represents a classical variational problem.
The minimization of the first term in (7.66) is responsible for mesh condensation
in the regions of rapid variation of the solution T .x/ in much the same way as the
functional (7.65) was minimized in the simple problem.
The second term in (7.66),
Z 1
I2 D J2 d
0
determines the nonuniformity of the mesh. The minimization of I2 make the mesh
uniform. Therefore, one can control the rate of mesh condensation across space
through the choice of 1 and 2 . Since it is assumed that the desired function has
regions of rapid change, the function x D x./ will also change sharply in time. The
functional I2 is introduced in order to make the mesh adapt more smoothly in time.
Through the choice of the coefficient 3 of the third term
Z 1
I3 D .J nC1 J n /2 d ;
0
one can control the rate of mesh condensation in time between the nth and .n C 1/st
temporal layers.
The integrand in the first term of the functional (7.66) depends on both the function
x D x./, which is varied, and its derivative x , while that in the second and third
terms depends only on x . Hence, the minimization of the functional represents a
classical problem of variational calculus.
328 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
x.0/ D 0; x.1/ D 1;
arising from the condition that the interval must map into itself.
Let us write out equation (7.68) for the .n C 1/st layer. The second term in (7.68)
depends on x and x, while the third term is a known function of , taken from nth
temporal layer. Time appears in the equation as a parameter and there is no differen-
tiation with respect to t .
The two-point problem (7.68) on a layer will be solved using the iterative procedure
kC1
x D ˆ.xk ; x k ; /:
The initial approximation x 0 ./ D x n ./ is taken from the previous layer. For each it-
eration, the problem is solved with the sweep method. The iterative process is stopped
as soon as a required accuracy " is achieved:
In case the gradient of T .x/ is large, smoothing of the functional may not suffice
for the problem to be well-conditioned and then one has to smooth the function W
over three neighboring points in order to ensure that the mesh adapts more gradually:
Wj 1 C 2Wj C Wj C1
WNj D : (7.69)
4
It is clear the above mesh optimization algorithm (7.66)–(7.68), which minimizes
the functional I , can also be extended to the cases of non-one-dimensional spatial
meshes.
We approximate this equation using the following implicit scheme with a four-node
stencil:
T D T .; /; x D x.; /:
It is noteworthy that, as one can see from the above analysis, the construction of
adaptive meshes is a fairly costly procedure even in a one-dimensional problem. For
this reason, it is beneficial to take advantage, wherever possible, of any available a
priori information on the solution behavior to construct an initial nonuniform mesh
and condense it in the regions where the solution is expected to change rapidly. Such
information can be available in advance for many classes of problems. For example,
if there is a small parameter multiplying the highest-order operator with respect to
the spatial derivatives, the region of rapid change lies near the boundary of the body
and represents, for example, a boundary layer in gas dynamics or an edge effect in
shell theory, plastic strain localization strips or stress concentrators in elasticity, shock
waves in condensed media, and other phenomena.
A mesh refinement method is often used, where the initially uniform mesh is re-
fined, as the problem is solved in a region of rapid change (e.g., near a shock wave),
and interpolation formulas are used to calculate the solution in a refined cell. This
330 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
technique does not require an optimization but calls for dynamically expanding ar-
ray while coding. Although this method is less accurate than the method of adaptive
meshes, it has become widespread due to its simplicity and cheapness in solving prob-
lems with finite difference and finite element methods.
A B C
III II
O s2
s3
s5 s4 s1
H D
O
s6
IV I
G F E
The areas of the new cells are recalculated through those of the old cells using
obvious geometric constructions. For example, the area of a new cell SN1 is calculated
as
The mass MN 1 within the new cell is determined in terms of the old values Si and i
as
The new value of a field variable, UN 1 , in cell I (Figure 7.7) is expressed through the
old values Ui using an interpolation formula with coefficients equal to the respective
mass shares ˛i of Ui :
UN 1 D U1 C ˛1 U2 C .˛3 C ˛4 /U3 C ˛6 U4
with
k Si Mi
˛i D D :
MN i MN i
Reorganization algorithms are fairly simple in principle. However, their computer
implementation is not as simple due to the fact that in actual computations, unforeseen
situations may arise, where visualization of the old mesh and potential reorganized
meshes is desirable in order to choose a suitable new mesh.
x k D x k .i ; t /; i 2 VN ; t 0; (7.73)
equations preserve their tensorial structure, thus allowing one to perform splitting in
directions or physical processes more adequately. The two sets of basis vectors are
related by
@x k
eQ i D ek :
@i
The velocity of a material particle in the moving basis is expressed as
ˇ
k k @k @x i ˇˇ
v D vQ eQ k ; vQ D ; vQ k D .Fik /1 v i ; (7.75)
@x i @t ˇi
with
ˇ ˇ
i @x i ˇˇ i@x i ˇˇ
v D ; w D ;
@t ˇi @t ˇi
where Fik D @x k=@i is the displacement gradient tensor in the moving frame; it
characterizes the deformation of the mesh.
The above relation allow us find the relationship between the material time deriva-
tive and the time derivative in the moving frame:
ˇ ˇ
@ui ˇˇ @ui ˇˇ k k @u
i
D C .v w / : (7.77)
@t ˇi @t ˇi @x k
where FQ is a vector and A is a tensor (see Section 1.2). This formula generalizes
the representation of a conservation law (1.17) to an arbitrary moving coordinate
system i .
In the domains of smoothness of solutions, it follows from (7.79) that the differen-
tial conservation laws for mass, momentum, and energy are expressed as
ˇ
@./ ˇˇ @
ˇ C k .vQ k wQ k / D 0;
@t k @
@ ˇ @
ˇ
.vQ k wQ k / ˇ k C k .vQ i wQ i /.vQ k wQ k / C Q ik
@t @
D kj .vQ j wQ j /.vQ k wQ k / C Q j k C f i ;
i
ˇ
@.E/ ˇˇ @
ˇ C k E.vQ k wQ k / C Q j k gQj n vQ n gQ k n rn T D .fQk vQ k C r/;
@t k @
(7.80)
where D det.@x k =@i /, E D U C 12 v 2 is the total energy per unit mass, gQj n is
the metric tensor, rn T is the covariant derivative of temperature T , r is the bulk heat
source term, and fQk is the bulk force.
The constitutive equations of an elastoplastic medium in tensor form can easily be
rewritten in componentwise notation in an arbitrary curvilinear coordinate system as
Ds ˛ˇ
D
.r ˛ v ˇ C r ˇ v ˛ / C ƒs ˛ˇ : (7.81)
Dt
wn D w n D w.; t /; 2 ;
at the boundary of the domain . The first measure, H1 , characterizes the deviation
of the mesh from a Lagrangian one, the second measure, H2 , is the dimension of the
mesh, and the third measure, H3 , characterizes the mesh’s orthogonality. The last two
characteristics can be replaced with similar measures for the velocity field:
A functional dependent of the listed measures and, possibly, the solution itself has
the form
Z
ˆ.i / D '.H1 ; H2 ; H3 ; u/ dx1 dx2 dt
Z (7.82)
D 1 '.H1 ; H2 ; H3 ; u/ d1 d2 dt;
h
vr n D 0;
Determining an optimal mesh through the variational principle is a costly task com-
mensurable in complexity with the solution of the original problem. Therefore, it
should only be undertaken in full in the cases where simpler approaches fail. For ex-
ample, one may want to perform the optimization in only one coordinate, 1 , in which
the solution changes faster, and use a priori information about the solution behavior
in the other coordinate, 2 ; see [185].
x 1 D r.1 ; 2 ; t /; x 2 D z.1 ; 2 ; t /
and
v 1 D vr ; v 2 D vz ; U D .vr ; vz ; r ; z ; ; r z /;
where A.U; x i / and B.U; x i / are square matrices, F.U; x i / is a vector, and w i are
the nodal velocity components of the moving coordinate frame k . m ; t /.
Differentiating x i D x i .k ; t / as a composite function with k D k . m ; t /, we
get ˇ ˇ ˇ
@x i ˇˇ @x i ˇˇ @x i @k ˇˇ
D C : (7.84)
@t ˇ m @t ˇ k @k @t ˇ m
Relation (7.84) allows one to address different variants of moving coordinates.
Euler–Lagrange coordinates 1 D x 1 , 2 D 2 (the first coordinate is fixed and the
second one moves together with medium particles):
ˇ ˇ ˇ ˇ
@U ˇˇ @U ˇˇ 1 @U ˇ
ˇ @U @x2 ˇˇ
D Cv C
@t ˇ m @t ˇ k @x 2 ˇ 1 @x 2 @1 ˇ 2
336 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
with
ˇ
@x2 ˇ
1
w D 0; 2
w Dv 2
v 1 1 ˇˇ :
@ 2
It is noteworthy that linear functions of the form (7.87) in conjunction with one of the
interpolation algorithms along the boundary provide an approximate solution to the
problem of minimizing the functional (7.83).
The Lax scheme was taken as the basic one, which can be parametrically extended to
a second-order Lax–Wendroff type scheme.
where
@r @z @r @z
Jk;m D
@1 k;m @2 k;m @2 k;m @1 k;m
is the Jacobian determinant of the transformation between the coordinates. The time
derivative is approximated as follows:
nC1
uk;m uQ nk;m nC1
uk;m un1
@u @u k;m
D or D
@t k;m t @t k;m 2t
with
1 n
uQ nk;m D u C unk1;m C unk;mC1 C unk;m1 :
4 kC1;m
340 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
At internal nodes of the finite difference mesh, the following hybrid explicit two-
layer scheme with variable approximation order is used:
n n
nC1 n n @u n @u
uk;m D uQ k;m .vr wr /k;m C .vz wz /k;m
@r k;m @z k;m
@u @u
CAnk;m C Bnk;m C Fnk;m ;
@r k;m @z k;m
nC2
uk;m D ˛unk;m C .1 ˛/uQ nk;m
nC1
nC1 @u nC1 @u
.1 C ˛/t .vr wr /k;m C .vz wz /k;m
@r k;m @z k;m
nC1 nC1
nC1 @u nC1 @u nC1
CAk;m C Bk;m C Fk;m ;
@r k;m @z k;m
(7.88)
where v is the particle velocity, w is the node velocity, Ak;m and Bk;m are the matrices
from the original system (7.83), and Fk;m is the vector from (7.83).
The first step in (7.88) is performed by the Lax scheme. The second step the hybrid-
ity parameter ˛. The second step coincides with the first-order accurate Lax scheme
at ˛ D 0 and with the second-order accurate Richtmyer scheme [147] at ˛ D 1. For
each mesh node, the parameter ˛ is chosen from the interval 0 ˛ 1, depending
on the solution behavior near the node. For example, in order to remove the unwanted
oscillations of the solution near the front of a compression wave interacting with a free
boundary, one should set ˛ D 0:5 for internal nodes near the boundary and ˛ D 0 at
the boundary itself.
Necessary conditions for stability of the finite difference scheme (7.88) can be ob-
tained from the analysis of the …-form of the first differential approximation (see
Section 5.5). Let us write out the first differential approximation for the system of
difference equations (7.88) by dropping the free term and leaving only linear terms,
thus considering the case of small strains, to obtain
2 2
@u @u @u 1˛ h1 2 @ u
C A0 C B0 D E t A0 (7.89)
@t @r @z 2.1 C ˛/ 2t @r 2
2 2
h2 @ u
C E t B20
2t @z 2
@2 u
C .A0 B0 C B0 A0 /t ;
@r@z
where A0 and B0 are the constant coefficient matrices A.u0 ; x0 / and B.u0 ; x0 /,
with h1 and h2 being the step sizes along the coordinates r and z. The system of
equation (7.89) is dissipative, thus satisfying the incomplete parabolicity condition
Section 7.8 Unsteady elastoviscoplastic problems on moving adaptive meshes 341
(Section 5.5), if
h1 h2
t p ; t p : (7.90)
2 cmax 2 cmax
The constant cmax is the maximum absolute eigenvalue of the matrix A0 n1 C B0 n2 ,
provided that n21 C n22 D 1, where ni are the direction cosines of the normal to the
characteristic surface. For elastoplastic flow problems, the estimate cmax c1 holds,
where c1 is the longitudinal speed of sound.
Conditions (7.90) are necessary conditions for stability of the finite difference
scheme (7.88). In the numerical analysis, by the scheme (7.88), of the nonlinear prob-
lems discussed below in Section 7.8.7, conditions (7.90) were ensured for all mesh
nodes with a margin by taking
h1 h2
t D min p ;p ; D 0:6–0:8:
k;m 2 c1 2 c1
For a moving mesh we set
h1 h2
t D min p 0 ; p 0 ; c10 D c1 C jv wjk;m :
k;m 2 c1 2 c1
In the first step, one can use a modified scheme that differs from the Lax scheme
by the method of approximation with respect to the space variables:
@u 1
1
D .ukC1;mC1 C ukC1;m1 uk1;mC1 uk1;m1 /;
@ k;m 41
@u 1
2
D .ukC1;mC1 C uk1;mC1 ukC1;m1 uk1;m1 /:
@ k;m 42
Once a solution to (7.88) has been obtained for the nth layer, equations (7.86) are
integrated at internal nodes of the finite difference mesh by the second-order accurate
scheme
nC1 n
rk;m D rk;m C 0:5 t wrnC1 C wrn k;m ;
nC1 n
zk;m D zk;m C 0:5 t wznC1 C wzn k;m :
where
A D A
1 C B2 ; B D A2 B1 C .v w /E;
v D vr 2 vz 1 ; w D wr 2 wz 1 :
a1 v C b1 D f1 .t /;
a2 v C b2 D f2 .t /;
where v and v are the normal and tangential velocity components to the boundary
contour; and are the normal and tangential projections of the stress vector.
The spatial derivatives are approximated by first-order accurate difference relations.
To be specific, consider the boundary 2 D const to obtain
unkC1;m unk1;m
@
D ;
@1 k;m 21
unk;mC1 uQ nk;m
@
D
@2 k;m 2 ;
nC1
uk;m uQ nk;m
@
D :
@t k;m t
The derivatives @r=@1 , @r=@2 , @z=@1 , and @z=@2 are approximated likewise. The
difference derivatives (7.8.4) with respect to 1 and 2 are recalculated in terms of
Section 7.8 Unsteady elastoviscoplastic problems on moving adaptive meshes 343
a1 D 0; b1 D 0; a2 D 0; b2 D 1; f1 D p.t /; f2 D 0:
a1 D 1; b1 D 0; f1 D 0:
@x 2 @x 2
C c 1 D v 1 (7.94)
@t @
where c D .v 1 w1 /.@x 1=@1 /1 is the transfer speed along the coordinate 1 .
Equation (7.94) can be integrated with a Courant–Isaacson–Rees type grid-charac-
teristic scheme (see Section 5.2):
nC1 n nC1=2 ˙ n 1 1 1 nC1 ˙n
x2 D x2 t c x2 . / .v C v2 /
2 2
with
1 nC1 1
cnC1=2 D .c C cn /; cn D .v1n w1n /21 .x1 /nkC1;m .x1 /nk1;m ;
2
344 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
where ˙ x2n is the forward or backward difference, depending on the sign of c , and
v2˙n is the value of the velocity component v2 on the nth at the boundary node with
coordinates
˙ x2n
x2˙n D x2n t cn :
1
C D ; C D D 0;
(7.95)
vC D v ; ˙ 0;
where v is the normal velocity component, the plus and minus superscripts refer to
different contacting bodies, and is a normal vector to the contact boundary.
The boundaries of contacting bodies are represented by broken lines consisting
straight line segments between boundary nodes of the mesh. The mutual arrangement
of nodes on contact boundaries of adjacent bodies is arbitrary and can change during
the computation. The boundary conditions (7.95) allow the bodies to slip relative to
each other. A boundary node of one body (to be specific, we will refer to this body as
body “C”) is considered to be a contact point if, at a distance not exceeding some "
from it, there is a boundary segment of body “”. So every boundary node of the
contacting bodies can be checked whether it belongs to a free or contact surface. In
the latter case, an adjacent counterpart on the boundary of the other body can also be
found.
Consider a segment of the contact boundary in the coordinates 1 ; 2 (Figure 7.8).
Let .k; m/ be a contact point and let .k; m/ denote its counterpart, with the line over
k; m indicating that the point does not generally coincide with a node of the finite
difference mesh. A common normal vector is drawn at node .k; m/ and system (7.83)
is reduced to the characteristic form (7.92):
1 A modern survey of the methods used to solve contact problems in continuum mechanics can be found
in [16].
Section 7.8 Unsteady elastoviscoplastic problems on moving adaptive meshes 345
η+2
k–1 k k+1
+
m+1
(k, m)
m η+2
k m η2–
–
(s, m)
m+1
–
s–1 s s+1 s+2
η2–
with
1° h n i h i±
n n n n
.uQ
i /s;m D .ui /sC2;m C .u /
i s;m C .1 / .u /
i sC1;m C .u i s1;m ;
/
2
Q 1s;m 1s;m
D ; 0 1; !˛i D !˛i uQ s;m :
1
Equations (7.97) and (7.99) are supplemented with the boundary conditions (7.95).
The system of 12 linear equations (7.97), (7.99), and (7.95) for 12 unknowns
C nC1 nC1
.ui /k;m , .u
i /s;m is solved by Gaussian elimination with partial pivoting. In the
nC1
solution obtained, the values .u
i /s;m relating to body “” are dropped. The inequal-
nC1
ity .C /k;m 0 is checked and if it does not hold, the computations are repeated
with the boundary conditions C D C D 0. This algorithm is applied to all contact
boundary nodes of both bodies. The equations of motion of contact boundaries coin-
cide with (7.94) and are integrated after obtaining the solution on the new temporal
layer, in a similar way to the calculation of boundary nodes.
the orientation of the plane of maximum principal stress. A Lagrangian finite differ-
ence mesh is introduced in a neighborhood of the affected point. One sets w 1 D v1
and w 2 D v 2 and stores the orientation of the fracture plane in the local Lagrangian
basis. In the subsequent analysis, the point is treated as double, belonging to two
faces of the crack formed. It is calculated twice, once for each face, as a boundary
point lying on a stress free surface. In the computer implementation of this algorithm,
the only additional information that was stored for each affected point was the jumps
Œv i and Œx i at the crack faces (cut edges), while the jump in the stress tensor was
assumed to be zero, Œij D 0. Thus, the above algorithm does take into account the
discontinuity in the tangential stress at the crack faces.
Equation (7.101) is integrated along the characteristic that has a zero velocity of
propagation by an explicit second-order accurate scheme in time. The equation for R ,
the second equation in (7.101), has an exponentially growing solution. The stability
of the scheme was ensured by using an implicit approximation of the right-hand side.
In the case w i D v i , the scheme has the form (Lagrangian coordinates)
RnC1 Rn RnC1 Rn 0:5.p nC1 C p n / p0
D H 0:5.p nC1 C p n / p0 :
t 2 4
For computations on a moving mesh, the convective terms on the left-hand sides
of (7.101) must be transformed as follows:
@N @N
.v i w i / D ci i ;
@x i @
@R @R
.v i w i / i D ci i ;
@x @
@i
ci D .v k wk / ;
@xk
where ci is the speed of convective transfer along the coordinate i . With the approx-
imation (7.8.6), forward and backward finite differences must be used depending on
the signs of ci .
–
– ––
X1 X1
(a) (b)
Figure 7.9. (a) Penetration of a rigid body into an elastoplastic slab; the deformation of the
Lagrangian mesh is obtained by the method of reorganization. (b) Fracture of an elastoplastic
slab hit by a steel striker; the planes along which the fracture occurs are indicated in the
affected cells.
2d Z 3
R
1
2
Figure 7.10. Diagram of action of a cumulative charge on a metal cladding panel; 1, cylindri-
cal explosive charge; 2, detonation wave; 3, cladding panel.
4
1.0
0.5
2
1 R
0 0.5 1.0
Figure 7.11. Eversion of a panel; no pronounced cumulation effect in the initial stage of the
process.
Z
Z
2.0 C1
2.0
4
1.5
1.5
C1
1.0
1.0
3
2
0.5
0.5
1
R R
0 0.5 1.0 0
(a) (b)
Figure 7.12. (a) Intensive flow of a conical panel’s material to the axis of symmetry; formation
of a high-speed cumulative jet to pierce a barrier plate. (b) Collapse of the panel with the
formation of a high-speed cumulative jet. The velocities of particles are indicated by arrows.
350 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
Rigid Punch
Axis of symmetry
Workpiece
Rigid foundation
Figure 7.13. Indentation of a rigid punch with a sinusoidal profile into an elastoplastic work-
piece lying on a rigid foundation.
The solutions were obtained with the method of moving adaptive meshes (see Sec-
tion 7.7 and [185]).
Figures 7.13a, b, and c depict computational results for the indentation of an per-
fectly rigid punch with a sinusoidal profile into a rectangular workpiece made of an
ideal elastoplastic material, lying on a rigid foundation. Figure 7.13b shows the final
penetration obtained on a Lagrangian mesh. Further penetration was impossible be-
cause of a strong distortion of the mesh. Using an adaptive mesh made it possible to
perform the computation until complete penetration (Figure 7.13c).
Figures 7.14 illustrate the destruction of an elastic barrier (glass) caused by the
impact of a steel cylinder at a speed v0 D 0:12 c1 , where c1 is the speed of sound in
glass. The regions of fracture are shaded. The problem was solved on a Lagrangian
mesh [185] using the fracture kinetics as described by equations (7.101).
Section 7.8 Unsteady elastoviscoplastic problems on moving adaptive meshes 351
Z Z
0.4
0.5
R
0 0.5 1.0 R
0 0.5 1.0
(a) (b)
Figure 7.14. Destruction of an elastic plate (glass) caused by the impact of a steel cylinder;
the fracture regions are shaded.
t = 0.29 µs
V0 = 50 km/s
0.030
+ projectile particles
× slab particles
0.025
0.020
0.015
0.010
0.005
Figure 7.15. Fracture of an aluminium slab hit by a projectile (same material) at a high speed.
Figure 7.15 displays the picture of fracture of an aluminium slab hit by a projectile,
made of the same material, at a high speed. The solution was obtained by the PIC
method described in Sections 7.4 7.5 [68].
352 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
7.9 Exercises
1. Show that if a conservation law is written in the non-divergence form (1.22), then
the application of the formulas of natural approximation (7.3) will result in a non-
conservative finite difference scheme.
2. Write the system of equations of motion in two spatial dimensions for a hypere-
lastic material in a conservative form. Approximate it with the formulas of natural
approximation (7.3).
3. Generalize the formulas of natural approximation (7.3) to the three-dimensional
case.
4. Compare the natural approximation formulas for derivatives with respect to two
variables on a regular quadrangular mesh with the approximation formulas for a
bilinear finite element (see [188, 89] for these formulas).
5. Analyze the system of difference wave equations for the Lax scheme for conserva-
tivity.
6. Write the system of equations describing the propagation of one-dimensional waves
in Eulerian variables in the divergence form for a nonlinear elastic medium at large
displacements. Obtain a conservative finite difference scheme for this system.
7. Prove that the total time derivative of a function f .x1 ; x2 ; t / can be written in
moving coordinates i , whose law of motion relative to the fixed reference frame
is xk D xk .i ; t /, as follows:
ˇ
d @f ˇˇ @f
D ˇ C .vQi wQ i / ;
dt @t @i
where vQ i are the particle velocity components, wQ i are the nodal velocity compo-
nents of the mesh i in the basis associated with moving mesh i .
8. Obtain the expression of differential conservation laws in the moving coordinate
system i in terms of vector components referred to the moving basis eQi .
9. Write the equation of motion in a mixed Lagrangian–Eulerian reference frame with
one coordinate, 1 , being Lagrangian and the other, 2 , Eulerian.
10. Derive a splitting scheme for the constitutive equations of an isotropic incom-
pressible hyperelastoviscoplastic medium with an elastic potential dependent on
p
the second invariant of the plastic strain tensor, ˆ.I2 /, and a viscous potential
p
dependent on the second invariant of the plastic strain rate tensor ‰.IP2 /.
Section 7.9 Exercises 353
11. Solve the problem on the propagation of plastic waves in a semiinfinite bar made
of an elastoviscoplastic material with the constitutive equation
2 ´
@" 1 @ 1 E z ˛ ; z 0;
D C ' E ; where '.z/ D
@t E @t s "s 0; z < 0:
Use an adaptive mesh that minimizes the solution gradient. Take the zero initial
conditions and the boundary condition .x D 0; t / D 0 H.t / with 0 D 1:5s ,
D 105 s, s D 103 MPa, E D 2 106 MPa, and H.t / being the Heaviside step
function.
(a) 2 μm (b) 2 μm
Figure 8.1. Character of fracture on microlevel for ductile (a) and brittle (b) materials.
Figure 8.2. Mechanism of formation of a strain localization band during void nucleation (top
left); strain localization during the formation of large voids (bottom left); formation of voids
(characteristic size 0.001–0.1 mm) in an experimental specimen subject to tension (right).
and [33, 34], Kanel, Razorenov, Utkin, and Fortov [69], and other authors have re-
peatedly confirmed this fact. Plastic materials exhibit ductile spall fracture with the
formation of spherical voids due to hydrostatic tension. For fracture to takes place, a
sufficiently high collision speed and a long enough tensile pulse are required so that
the mechanism of nucleation, growth, and coalescence of microvoids could result in
the formation of a crack. Figure 8.3 illustrates the formation of a macrocrack due to
coalescence of microvoids.
Figure 8.3. Formation of a macrocrack (left) during the coalescence of microvoids (right) in
plate collision tests.
the material at which fracture onsets rather than a process developing in the course of
loading. This approach contradicted in many respects the experimental data and gen-
eral postulates of continuum mechanics (such as fracture criteria) and was not linked
to the process of damage development.
In early papers on damage theory, fracture was treated as the development of mi-
crodefects such as microcracks and microvoids. Damage was associated with the
formation of voids (porosity), resulting in a decrease in the area where stress is ap-
plied and, hence, in a decrease in effective material moduli, which is easy to establish
experimentally. In the simplest elastic model of a bar subjected to tension, the in-
fluence of microdefects on the load carrying capacity appears as a decrease in the
effective Young’s modulus: D E", Q where EQ D E.1 D/ is the effective modulus
decreasing as damage (porosity) D increases.
In modern solid mechanics, damage is understood as violation of continuity of a
material due to an external action; this violation is nevertheless treated within the
framework of a continuous medium containing defects.
The notion of damage was first suggested by L. M. Kachanov in 1958 [65, 66]
and Yu. N. Rabotnov in 1959 [139]. In the 1960s, a new approach took shape in
the works by Soviet scientists in continuum mechanics where damage was treated
as a process associated with loading. This point of view gained recognition very
quickly and formed, within a short time, a new branch of continuum mechanics
known today as damage mechanics or continuum damage mechanics. The scien-
tists who contributed most to this area include A. A. Ilyushin and B. E. Pobedrya [60],
V. N. Kukudzhanov [88], D. R. Curran, L.Seaman, and D. A. Shockey [33], A. L. Gur-
son [52], V. Tvergaard [174], C. C. Chu and A. Nedelman [26], and many others.
The continuum approach suggests the construction of theoretical continuum mod-
els that characterizes fracture, based on deformation equations for undamaged and
damaged materials, as a process. This approach describes the appearance of fracture
Section 8.1 Concept of damage and the construction of models of damaged media 357
surfaces and zones without specifying their details; for details, see [24, 43, 9, 119, 48,
79, 12, 8, 25].
The stress can drop as the material loses its strength for non-thermomechanical
reasons at constant strain. This indicates that, with the continuum description, the
deformation and fracture processes can and should be treated as independent (which
does not rule out their mutual influence), while the development of fracture should be
characterized with a separate parameter of state, damage.
The description of softening (decrease in the yield stress as the strain increases) on
the basis of Prandtl–Reuss type incremental yield theories results in ill-posed bound-
ary value problems. This is due to the violation of Drucker’s postulate or its mathe-
matical analogue Hadamard’s criterion, according to which the elastoplastic modulus
changes sign and, consequently, the static equations change their type from elliptic to
hyperbolic while the dynamic equations conversely change their type from hyperbolic
to elliptic. For this reason, describing fracture processes directly within the framework
of standard elastoplastic models turns out to inadequate.
Let us illustrate the meaning of the damage parameter by the simple example of a
bar subject to one-dimensional dynamic tension. Consider the simplified system of
equations of the Prandtl–Reuss nonlinear elastoplastic model
@v @
D ; D ." "p /;
@t @x
@u @u
"D ; vD ;
@x @t
@"p
ˆp ."; "p / D 0; D H.ˆp /p :
@t
The last two equations are the yield criterion and associated flow law.
In terms of increments on a temporal step, the stress-strain relation is
@ @" @
D Et ; Et D ;
@t @t @"
where E t is the current elastic modulus dependent on the total and plastic strains as
well as on the loading mode (active or unloading).
Hence, we arrive at the system of equations
@v @ @" @" @v
D ; D :
@t @" @x @t @x
The well-posedness of this system, which is hyperbolic in dynamics and elliptic in
statics (provided that inertia is neglected), is determined by Hadamard’s condition:
the speed of propagation of a disturbance in a medium must be a real quantity. In
softening, Hadamard’s condition results in the inequality
@
Et D < 0:
@"
358 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
x
0 3 ε X
Figure 8.4. A typical schematic stress-strain diagram of a material (a): segment 0–1 corre-
sponds to elastic deformation, 1–2, plastic deformation, and 2–3, softening (fracture). Quali-
tative graphs of the exact solution for a bar in tension with a weakened central part: strain (b)
and displacement (c).
On the other hand, fracture processes can be modeled with an elastic problem for
an inhomogeneous in tension with a weakened (fractured) middle segment, where
E1 E. The exact solution reveals a strain burst in the fracture zone (Figure 8.4b),
with the displacement changing as shown in Figure 8.4c.
The question arises as to whether it is possible to construct a physically and math-
ematically well-posed elastoplastic model that would predict the appearance of low-
strength zones similar to the fracture zone in the above model problem. Damage theo-
ries provide a positive answer. Indeed, the system of equations describing a damaged
elastoplastic medium has the form
@v @
D ; D ." "p ; f /,
@t @x
@u @u
"D ; D v,
@x @t
@"p
D H.ˆp /p ; ˆp ."; "p / D 0;
@t
@f
D H.ˆf /f ."; "p ; f / 0; ˆf ."; "p ; f / D 0;
@t
where f is an internal variable that characterizes the damage of the material as it
loaded.
It follows that
@ @." "p / @f @ @
D Et C Ef ; Et D ; Ef D :
@t @t @t @" @f
Section 8.1 Concept of damage and the construction of models of damaged media 359
In damage theory, softening is now determined by the damage parameter rather than
the plastic strain or active loading condition. Softening or, more generally, fracture
is treated as the loss of strength exhibiting itself as a decrease in the resistance mod-
uli due broken links or, in other words, the appearance of microcracks. Fracture is
described as a process independent of the strain. The damage parameter, which char-
acterizes fracture, is related to the material structure (its ability to resist loading) rather
than the strain. A decrease in the stress regardless of changing strain is accounted for
by the second term in the above expression of the stress rate. One can see that Ef < 0
for df > 0, which reflects the fact that the stress decreases as damage increases with
E t .f / > 0. At the same time, the positivity of the elastic moduli ensures that the nec-
essary conditions for well-posedness of initial-boundary value problems in the sense
of Hadamard and Drucker, since the total differential d > 0.
In the above presentation, the theory formulation and reasoning were given in a
simplified manner. For example, temperature was not included, hardening parameters
were not considered, and strain rate hardening was not involved. This was done on
purpose to convey the main idea of damage theories more clearly. These simplifica-
tions will not be used in the sequel.
It should be emphasized that prior to the appearance of damage theories, strength
theories typically did not relate the fracture criterion to the deformation laws and
treated it independently. In most damage models, deformation and continuum fracture
are described as a single process, suggesting that a body undergoes fracture as a result
of deformation when a critical value of damage is reached.
Damage is modeled by nucleation and growth of microdefects, such as disloca-
tions, microcracks, microvoids, etc., up until macrocracks are formed. This approach
suggests that an averaging or homogenization of material properties over a microvol-
ume must be performed at some stage (microdefects are typically 105 –103 cm in
size) resulting in the determination of some effective properties, which are already
treated within the continuum context (the mesoscale of damage carriers is typically
103 –101 cm).
This is a physical approach, where damaged materials are modeled based on a
certain mechanism of microstructure formation, inelastic deformation development,
and continuum fracture.
Alternatively, a thermodynamic, or phenomenological approach can be used to de-
scribe continuum fracture or damage of materials. With this approach, a damaged
material is assumed to be initially continuous with a certain internal structure charac-
terized by a set of internal variables (in particular, damage, irreversible plastic strain,
hardening, etc.) associated with the stress-strain state of the material. To determine the
internal variables, one postulates kinetic equations that agree with the basic principles
of thermodynamics and the theory of constitutive relations [161, 118]. The system
of constitutive equations in conjunction with the conservation laws forms a system
of thermomechanical equations characterizing the material response up until failure.
360 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
This approach has been detailed by Kondaurov and Fortov [74], Maugin [119], Kraj-
cinovic [78], Lemaitre [104, 80], and others.
Intermediate approaches make use of various objects to describe the material struc-
ture on the mesoscale, which include grains, polycrystals, molecular chains, multi-
phase mixtures, etc. One postulates a certain mechanism of formation of reversible
and irreversible deformations. The sections of mechanics that use such approaches to
construct constitutive equations are known as mesomechanics, molecular mechanics,
crack mechanics, etc.
Any continuum fracture process occurring in tension consists of three consecutive
stages. In the first stage, pre-existing voids increase in size due to the action of the
tensile stress applied. Then, when a critical strain has been reached, new voids begin
to nucleate and grow. In the third stage, when the yield stress has been attained in the
intervoid space, large voids begin to merge. An alternative mechanism is possible,
where microvoids merge into long chains connecting larger voids [13]. This results in
the formation of macrocracks, whose further development and propagation eventually
leads to failure of the structure and the loss of load-carrying ability.
The whole process is described based on micromechanical ideas and equations,
taking into account microdefects [171, 44], or phenomenological ideas and thermo-
dynamic relations of continuum mechanics with internal variables of state characteriz-
ing damage [118]. Also a combination of the two approaches can be used to describe
fracture processes [95].
Damage can be present at the initial time or can only arise due to loading (nucle-
ation of voids) and have a threshold condition similar a yield criterion.
The Gurson–Tvergaard–Needlman (GTN) model [52, 26, 174] deals with two-
phase materials represented by a viscoplastic matrix, described by the Prandtl–Reuss
model with the von Mises yield criterion, and variable tiny defects, spherical voids,
which can exist initially or nucleate under loading.
As mentioned above, there are two basic approaches to describing damage, physical
and phenomenological. The physical mechanism of nonlinear deformation is nucle-
ation and development of defects in the crystalline lattice under the action of ther-
momechanical loads. There are numerous mechanisms of development of defects,
with great diversity in their nature; these and related issues are studied by solid state
physics. Today, the nature of dislocations on the microlevel as well as its connection
with plastic deformation are well understood.
Gurson and Tvergaard [52, 174] suggested a yield criterion for media with periodi-
cally arranged spherical voids; the criterion was obtained using a theoretical rigid plas-
tic solution. Gurson, Tvergaard, and Needlman suggested a damage model (known as
the GTN model) for an effective elastoplastic material; the model is independent of
the strain rate and has porosity as the scalar measure of damage. The model includes
the nucleation and growth of voids in the course of plastic deformation and describes
plastic compressibility of the material and the effect of dilatancy. A critical value of
porosity is taken to be the fracture criterion.
Section 8.1 Concept of damage and the construction of models of damaged media 361
The GTN model is fairly widespread; it has been used for solving many specific
problems. The model well describes the effect of the first stress invariant on the
plastic properties and compressibility of a softening plastic material.
D D W "el : (8.1)
For a porous material, Gurson obtained a yield criterion [52] from solving a spheri-
cally symmetric deformation problem for a spherical void in an ideal plastic material.
This criterion is written as
2
S 3 q2 p
ˆD C 2q1 f cosh 1 .q1 f /2 D 0; (8.3)
Y 2 Y
1=2
where s D pI C is the Cauchy stress deviator, S D 32 s W s is the tangential
1
pl
stress intensity, p D 3 W I is the hydrostatic pressure, Y "Nm is the yield stress
of the continuous material (the matrix), dependent on the plastic strain intensity, f is
the porosity (volume fraction of voids), p=Y is the stress-strain state triaxiality, and
q1 and q2 are some constants.
Tvergaard [174] introduced the constants q1 and q2 (as correcting factors for poros-
ity and pressure) to ensure that the Gurson model is in agreement with the numerical
analysis of the model problem on the extension of a specimen, made of the same mate-
rial, with a periodic porous structure in the case of plane strain. Tvergaard found that
q1 D 1:5 and q2 D 1:0. By changing these parameters, one can improve agreement
between the numerical analysis and experimental data.
Figure 8.5 depicts the ."/ relationship for a material with initial porosity f0 in uni-
axial tension or compression. In compression, the material hardens, since the porosity
decreases, while in tension, the material softens due to the nucleation and growth of
voids.
The above model describes the response of materials with not-too-large void frac-
tion ( 10–15%). Although the matrix material is assumed to be plastically incom-
pressible, the response of the effective material (which contains voids) will depend on
pressure and void fraction.
362 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
σ Matrix material
σy
σy0
– σy0
Figure 8.5. Typical -" diagrams for the GTN model (ideal plasticity).
The yield criterion (8.3) is taken to be the plastic potential. The plastic strain obeys
the associated flow rule
pl P @ˆ P 1 @ˆ 3 @ˆ
"P D D IC s ; (8.4)
@ 3 @p 2S @S
where P is a nonnegative scalar factor.
Evolution of plastic strain intensity and porosity. Hardening and softening of ma-
pl
terials is characterized by the relationship Y "Nm . From the fact that the work cor-
responding to the plastic strain is only done by the matrix, one obtains an equation
pl
characterizing the evolution of "Nm :
r
pl pl pl 2 pl pl
.1 f /Y "NPm D W "P ; "Nm D " m W "m ; (8.5)
3
pl
where and "P pl are the stress and strain rate tensors for the effective material, "m is
the plastic strain of the matrix, and Y is the yields stress of the matrix material.
The material porosity changes due to the growth of existing voids, fgr , and nucle-
ation of new voids, fnucl :
fP D fPgr C fPnucl :
From the continuity equation it follows, under the assumption that the matrix material
is incompressible, that the growth of voids is characterized by the equation
fPgr D .1 f /P"pl W I: (8.6)
Voids nucleate due to relative movement of grains and the nucleation rate depends on
the plastic strain intensity. Chu and Needleman [26] suggested the relation
pl
pl fN 1 "Nm "N
P P
fnucl D A "N ;pl P
A "N D p exp : (8.7)
sN 2 2 sN
Section 8.2 Generalized micromechanical multiscale damage model 363
The strain intensity at which voids begin to nucleate was assumed to obey a normal
distribution with mean "N and standard deviation sN . The volume fraction of nucleat-
ing voids equals fN . Voids only nucleate in tension (to be precise, when the volume
pl
plastic strain is positive, "i i > 0).
The next few subsections outline the generalized dislocation theory of plastic de-
formation developed by Taylor and Gilman [64, 171, 44], which extends the stage of
hardening to the stage of damage.
where
1 1
sij D ij ij ıij ; Pij D "Pij "Pij ıij : (8.13)
3 3
Then
PN p D ı.N0 C ˛ p/ .SN SN r /: (8.14)
Introducing
3 a a 1=2 2 1=2
SN a D sNij sNij ; P p D Pij Pij ; a
sNij r
D sij sij ; (8.15)
2 3
we obtain a
p sNij
NPij D ı.N0 C ˛ p/ .SN a SN0a / : (8.16)
SN a
0
In what follows, the bars over P p , S , and sij will be omitted for brevity. The
parameter ı D t0 =d is a large dimensionless number expressing the ratio of the
characteristic time t0 to the relaxation time d (related to the size of defects). In
dynamic problems, ı 102 –105 .
Formula (8.16) represents an elastoviscoplastic equation with the yield criterion
S a S0a or S S r S0 S0r with .0/ D 0 for S a < S0a . The function
´
O .z/ D 0 if z < 0;
.z/ if z 0
It is worthwhile to mention one important fact from the dislocation theory of plas-
tic deformation. The point is that both micro and macro parameters appear in the
equations of the Taylor–Gilman dislocation theory. The theory relates the dislocation
fluxes to the plastic strain and stress rate macro tensors. The theory is not constructed
for micro parameters separately; instead, it immediately establishes correspondence
between macro and micro parameters. This allows one to use the correspondence
equations for determining constitutive macro equations at different stages of defor-
mation. This mixed approach enables one to combine theory with experimental data
obtained at both the macro and micro levels. Ilyushin [59] put forward the postulate
that the continuum mechanics equations must be macro determinate. Developing this
idea, one can formulate a postulate of micro-determinacy of the continuum mechan-
ics equations. This suggests that there should be a correlation between the macro and
micro parameters in the Taylor–Gilman dislocation model at the damage and fracture
stage as well.
.1 /pPij D !P ij C bPij ;
where bij is the tensor of the flux of annihilating dislocations. The formation of voids
is often associated with the formation of point defects such as vacancies at nodes of
a crystal lattice and with the movement of these defects to boundaries of crystals,
where the vacancies coagulate to form voids [170, 57]. Note that at the first stage of
plastic deformation, the material is plastically incompressible, which means that the
spherical part of the plastic strain tensor is zero, and so i i D 0; hence, !i i D 0. At
the second stage, the bulk plastic compressibility is nonzero, pi i ¤ 0 with bi i ¤ 0.
It is natural to assume that the annihilating dislocation flux bPij is proportional to
the flux of dislocations accumulated at obstacles, !ij :
P ij ;
bPij D ! (8.18)
3 1=2 O II 0 /
Q.
BP II D bPij bPij D (8.19)
2 p
with
´
O Q.z/ if z 0;
Q.z/ D
0 if z < 0;
The annihilation tensor bij correlates to a certain degree with the damage ten-
0 of b is related to the damage deviator D 0 , which
sor Dij . The deviatoric part bij ij ij
is responsible for relaxation of the residual stresses (the second term on the right-
hand side in equation (8.21)). The spherical part bPi i correlates with the bulk damage
strain, bPi i $ DP i i , and is linked to the porosity increase rate fPgr , determined by the
continuity equation.
The correlations between macro and micro quantities are generalized and summa-
rized below in Table 8.1.
Table 8.1. Table of micro-parameters and corresponding macro-parameters.
Using Table 8.1, one can obtain from equation (8.21) the evolution equation for the
r :
residual stress tensor sij
r p
dsij 1 dij Q.SIIr / S0r r
D 2G sij : (8.22)
dr dt SIIr
The hardening term on the right-hand side of (8.22) ensures that the Drucker postu-
late of stability and well-posedness is satisfied for quasistatic problems as well as the
Hadamard condition for dynamic problems.
8.2.5 Macromodel
By changing from the micro to macro parameters, we rewrite equations (8.8)–(8.10)
for a general three-dimensional stress-strain state given by a relation between the sec-
Section 8.2 Generalized micromechanical multiscale damage model 369
ond invariants of the plastic strain rate tensor, NP p , and active stress tensor, S a :
.S a S0a /
NP p D .N0 C ˛ p /n ; (8.23)
d
3 a a 1=2 2 p p 1=2
S a D sij sij a
; sij D sij C sijr
; NP p D Pij Pij ;
2 3
1 p p 1 p
sij D ij ıij kk ; ij D "ij ıij "kk ;
3 3
r
where d is the active stress relaxation time due to dislocations, sij is the residual
a is the active stress deviator, and p is the plastic strain deviator.
stress deviator, sij ij
Adopting the hypotheses of the flow theory [67], from equations (8.8)–(8.10) one
can obtain the following elastoviscoplastic equations for the general three-dimensional
stress-strain state at the first stage of deformation for II < 0 :
1 .S a S0a / a
Pij D sPij C N. p / sij ; (8.24)
2G d T
1
i i D 3K"i i ; ij D "ij ıij "kk :
3
where G is the instantaneous elastic modulus between the shear strain and shear stress
deviators and K is the bulk modulus. Assuming, for simplicity, the material to be
p
plastically incompressible, "kk D 0, one arrives at an elastic law for the spherical
part i i of the stress tensor.
Assuming that the residual stress deviator and accumulated dislocation flux deviator
satisfy the relation
r
sij D 2
!ij0 ; (8.25)
one finds that the condition II < 0 for the residual stress sij r corresponds the
1 r 1 p
sPij D P : (8.26)
2
ij
Integrating (8.26) with respect to t at constant
, one arrives at the well-known law
of kinematic hardening
p 1
r
sij D 2˛ij ; ˛ D
: (8.27)
The hardening modulus ˛ is determined from experimental data on the Bauschinger
effect obtained in tension-compression tests, allowing one to find the parameter
from .1 /.1 C ˛=
/ D 0 to obtain D 1=.1 C ˛=
/.
370 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
Thus, when S r < S0r , i.e., before the formation of microvoids, the matrix material
is described, in accordance with dislocation theory, by the equations of an elasto-
viscoplastic medium with kinematic hardening (8.24)–(8.27). When S r S0r , the
r
tensor sij obeys the relaxation equation
r 2
Q.S r S0r .f // r p
sPij C sij D 2˛ Pij : (8.28)
p Sr
r r d "p
p s mn r p
r
dsij C H smn d "mn mnr s D 2˛ dij ; (8.29)
ŒS0 .f / 2 ij
One finds p from the first equation and then determines Y from the second. The
p
stress ija and dissipative strain rate "Pij in the effective material are related by the
Section 8.2 Generalized micromechanical multiscale damage model 371
EN D E.1 f /; N D .1 f /; (8.34)
S0a .f / S r
S0r .f / D ; where S0a .f / D Y .1 C q12 f 2 /1=2 :
Sa
372 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
The inclusion of both effects results in a more intensive softening and, hence,
a sharper localization. In [71], as follows from the computations based on the initial
version of the model (without the above additions), these effects were not pronounced
enough due to high mesoviscosity of the material: p
d .
It should be emphasized that, unlike the GTN model, the damage model suggested
here has multiple scales. It involves three time scales: t0 , the characteristic time,
p , the stress relaxation time in the damaged material, and d , the relaxation time in
the original, undamaged viscoplastic material. The three times correspond to three
different spatial scales – macro, meso, and micro scales – which represent the sizes
of the macro-object, void, and dislocation, respectively, and satisfy the inequalities
t0
p
d .
The scale effect is determined by the small parameter ıd D d =t0 in the hardening
stage and parameter ıp D p =t0
ıd in the softening stage. As ıp and ıd tend to zero,
the model tends to the GTN model with kinematic hardening, which is independent
of the time scale.
The yield and damage surfaces appearing in the model admit a geometric interpre-
tation which is common in describing plastic flow theories. The model has two critical
surfaces dependent on the plastic strain rate intensity "NPp and porosity f , which deter-
mine the material’s response. The two surfaces are shown in Figure 8.6 by dashed
lines. The active stress yield surface S a D Y .f / determines the transition from the
elastic to plastic state; the surface S r D S0r .f / determines the formation of porosity.
σ σa
a
S 0 = σy(f)
σr
0
σ
r
Sr = S 0(f)
The stationary positions of these surfaces are shown by solid lines, initial positions,
by dashed lines, and current positions, by dot-and-dash lines.
Temperature effects are easy to include in the model by adding to the strain " the
temperature component "ij D ˛ıij and determining the temperature from the
equation
@ p
cp D
ija "Pij ; (8.35)
@t
which follows from the assumption that the process of plastic deformation is adiabatic.
In the equation, cp is heat capacitance at constant stress,
D 0:8–0:9 is the thermal
convertibility coefficient, ˛ is the coefficient of thermal expansion, and is the density
of the effective material.
In conclusion, it should be noted that a numerical simulation of softening and strain
localization processes based on the equations (8.30)–(8.35) of the micro-model sug-
gested was performed by Kibardin and Kukudzhanov [71]; the authors solved a frac-
ture problem for an axisymmetric cylinder in quasistatic tension with a constant ve-
locity. A dynamic fracture problem for a bar at high loading velocities was solved
in [92].
In the literature, there are other coupled meso-models of damaged viscoplastic me-
dia based on a phenomenological approach with more specific assumptions than in
the above model. These models apply to both ductile continuum fracture [175] and
brittle fracture under cyclic loading [35, 179] in modeling fatigue fracture.
Table 8.2. Values of parameters for the curves displayed in Figure 8.7.
No. 1 2 3 4
S0 1:5 1:5 1:5 0:2
˛ 0:01 0:1 0:9 0:1
374 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
–
σ
(3)
2.0
(2)
(1)
1.0
(4)
0 10 20 30 ε–
Figure 8.7. Predicted -" diagrams in dimensionless variables for constant-strain-rate tension
at different values of the model parameters (Table 8.2).
It is apparent from Figure 8.7 that the curves have a kink at the beginning of the
second stage of deformation, which corresponds to the appearance of voids, followed
by a softening segment.
For small hardening parameter, ˛ D 0:01, curve 1 shows large plastic stains in the
hardening stage and a rapid drop in the stress as the material softens followed by a
nearly flat segment.
Curve 2 was obtained for ˛N D 0:1 and SN0 D 1:5; the diagram has a sharp yield
point followed by partial softening and then hardening. This behavior is characteristic
of many soft steels, iron, and some other materials undergoing phase transitions. (To
obtain a yield drop, a negative discontinuity is artificially introduced in the diagram
after the elastic segment and on the bilinear curve).
Curve 3 corresponds to a large value of the kinematic hardening parameter, ˛N D
0:9, with the other parameters specified in Table 8.2. One can see that the softening
segment is very short here – the critical value f is attained at relatively small strains.
This type of curve is characteristic of high-strength materials.
Curve 4 corresponds to S0 < 1 (˛N D 0:1 and SN D 0:2). In this case, the -" is
smooth, does not have a kink, characteristic of the cases with S0 > 1, and has a long
softening segment preceding failure at f D 0:5. Such diagrams are characteristic of
some soils and clays.
Thus, with only a few (four) parameters, the model allows one to describe, at least
qualitatively, a wide spectrum of properties of various materials. In phenomeno-
logical quantitative description of real materials, one has to postulate the functions
p
Y ."m / (yield stress of the matrix, a function of continuous hardening asymptotically
approaching an ideal plastic diagram), Q.z/, ‰ 1 .z/, S0 .f /, ˛."p /, and E.f / to
achieve agreement with experimental data. These functions all appear in the model
suggested and were taken to be linear or constant in the computations described.
Section 8.3 Numerical modeling of damaged elastoplastic materials 375
8.2.7 Conclusion
The multiscale model suggested is qualitatively different from the GTN model. As
one can see from the above, the model is based on dislocation mechanisms of plas-
tic deformation occurring in thermomechanical loading of polycrystalline materials at
moderate plastic strains. It is also based on the concepts of nucleation and growth of
mesodefects, such as voids or cracks, at large strains. At the final stage, the fracture
occurs due to the merging of voids into a macro-crack followed by its propagation
until structural failure. Postulating a correlation between the micro and macro param-
eters allows one to connect the micro-equations with constitutive continuum macro-
equations and obtain kinetic equations of the coupled elastoviscoplastic model with
damage. As a result, damage is described by a tensor whose spherical part is poros-
ity and deviatoric part is connected with the relaxation of the residual stress deviator.
The effective elastic moduli are assumed to change by Kachanov’s formulas (8.34).
The model of the matrix material takes into account kinematic hardening and, hence,
residual stresses and also describes the Bauschinger effect.
where Cij kl is the elastic modulus tensor of the material, dij D Cij kl d "kl .
The regularization of a model can be performed by using regularizing operators
that account for additional physical processes (disregarded by the initial model) or
correspond to purely mathematical considerations. In the latter case, artificial higher-
order terms with small parameters are introduced to regularize lower-order equations.
The higher-order operators can involve a temporal scaling factor or spatial scaling
factors.
376 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
For example, a flow theory that has a decreasing material diagram D Y ."/, with
dY =d " < 0, and whose yield criterion is insensitive to changing the scale of time
results in an ill-posed problem. The problem can be regularized by changing to an
elastoviscoplastic model:
@" 1 @ Y ."/
D ; (8.36)
@t E @t Y .0/
where is the relaxation time and E is the elastic modulus. The operator on the left-
hand side, which is responsible for the plastic strain rate, increases the order of the
constitutive equation with respect to time t .
Another regularization technique involves using gradient or nonlocal stress-strain
relations (increasing the order of spatial derivatives) [91]. For example, with
@u @3 u
"D Ca 3; (8.37)
@x @x
the equation of motion acquires the form
@4 u @2 u @2 u
b2 4
C c2 2 D 2 : (8.38)
@x @x @t
However, adding to the constitutive equations higher-order operators with a small
parameter, in (8.36) and b in (8.38), is not the best or unique way of regularizing
the problem. This approach will be called mathematical. A simpler and more natural,
physical approach suggests that more determining parameters should be included, as,
for example, was the case in the above models, where a damage parameter f was
introduced. With the mathematical approach, the order of equations is increased, with
the limit problem as ı D =t0 ! 0 being unsolvable in the classical sense. A stiff
problem can only have a solution in the asymptotic sense if at all. By contrast, with
the physical approach, the limit problem remains well-posed and admits a solution in
the classical sense. Furthermore, numerical solution at ı 1 is simpler than with
mathematical regularization. The issue of adequacy of a numerical solution to a dis-
crete problem cannot be removed by mathematical regularization completely – special
methods for solving stiff problems are required and various artificial numerical tech-
niques may be needed to suppress solution sensitivity to problem discretization [19].
with
3 @ˆ @ˆ
nD s; "p D ; "q D ;
2q @p @q
q
where p is pressure, s is the stress deviator, q D 32 s W s is the von Mises stress, and
H ˛ (˛ D 1; 2) represents the internal variables. For the GTN model, ˛ D 2, with
pl
H 1 D "Nm being the strain intensity in the plastic matrix and H 2 D f the porosity.
The parameter increment can be eliminated from the relations for "p and "q
to obtain
@ˆ @ˆ
"p C "q D 0:
@q @p
Substituting equation (8.40) into (8.39) yields
The tensors sel and n are coaxial (see Figure 6.2 on page 283); hence,
3 el
nD s : (8.43)
2q el
Since n is known, determining the scalar quantities "p and "q together closes
the solution of the problem. Consequently, the problem of integrating elastoplastic
constitutive equations dependent on pressure is reduced to solving the following two
nonlinear equations for "p and "q :
ˆ.p; q; H ˛ / D 0; (8.44)
@ˆ @ˆ
"p C "q D 0: (8.45)
@q @p
p D p el C K"p ; (8.46)
el
q D q 3G"q ; (8.47)
H ˛ D h˛ ."p ; "q ; p; q; H ˇ /: (8.48)
Equations (8.46) and (8.47) have been obtained by projecting equation (8.42) onto I
and n, respectively. Equation (8.48) is an alternative representation of equation (8.41).
By solving the above system of equations for the unknowns p, q, "p , "q ,
and H ˛ , one can close the integration algorithm for a porous plastic material.
Equations (8.44) and (8.45) are solved for "p and "q by Newton’s method. After
this, one can determine p, q, and H ˛ on the next layer from (8.46)–(8.48).
Section 8.3 Numerical modeling of damaged elastoplastic materials 379
where
D " 13 "kk I is the deviatoric component of the strain tensor ". After differ-
entiating, one obtains
@ D 2G.@
@"q n "q @n/ C K.@"kk @"p /I: (8.49)
The variations @"q and @"p are calculated using (8.44) and (8.45). After fairly
algebraic rearrangements, one arrives at a system of linear equations for determin-
ing @"q and @"p . Substituting the resulting quantities into (8.49), one find the
linearized modulus.
In the general case, the linearized modulus turns out to be slightly asymmetric.
However, this fact can usually be neglected in solving the system of equations.
In conjunction with the equations of motion for the temporal step t , one then has to
solve the elastic problem with the initial conditions obtained in the previous step for
the total elastoplastic problem.
Then, in the corrector step, one solves the stress relaxation equations (8.50) at
"P D 0 in conjunction with the equations characterizing the internal structure of the
material (hardening, damage, etc.) with the initial conditions obtained in the predictor
step.
Using the associated flow law, one arrives at the stress relaxation equation
d d @ˆ
D D ; (8.52)
dt dt @
d
HP i D Fi . ; Hj /; (8.53)
dt
where Hi stands for the parameters characterizing the internal structure of the mate-
rial.
Integrating the constitutive equations to determine the stress and internal parame-
ters at fixed strain represents a stress relaxation problem, which is important by itself.
For a classical (equilibrium) elastoplastic medium, whose properties are time-scale
invariant, one can eliminate time t from equations (8.52) and (8.53) change to the
differentiation with respect to :
d @ˆ
D D ; (8.54)
d @
dHi
D Fi . ; Hj /: (8.55)
d
Solving equations (8.54) and (8.55) with the initial conditions .0 / D n and
Hi .0 / D Hiel , obtained from the solution of the elastic problem in the predictor
step, one finds a solution as functions of , el , and Hin :
Substituting the resulting solution into the yield criterion, one arrives at an equation
for determining the parameter D corresponding to the correction factor:
ˆ ; p./; S./; Hi ./ D 0: (8.57)
the finite element method is reduced to solving a system of nonlinear algebraic equa-
tions for nodal displacements. To solve this system by Newton’s method, one has
to compute the Jacobian @ =@", where " is the total strain. The computation of the
Jacobian depends on the integration algorithm for the constitutive equations. With
the standard approach, the integration can only be performed numerically. With the
splitting method, this problem can be significantly simplified and solved analytically.
Let us exemplify this by considering an elastoplastic medium with linear hardening.
In the predictor step, the total strain " is treated as elastic and the stress solving the
total problem is expressed in terms of "el alone. Hence,
@N @N
D el : (8.58)
@" @"
Differentiating the equation for stress (8.52) with respect to " and taking into ac-
count (8.58), one obtains
el el
@ @p @s el @x
D ˝IC xCs ˝ ; (8.59)
@" @" @" @"
@p el @sel 2
D KI; D 2G I G I ˝ I; (8.60)
@" @" 3
where K is the bulk compression modulus, G D
is the shear modulus, I is the
identity tensor of rank 2, and I is the symmetric identity tensor of rank 4.
Since the expression of the correction factor x is found in explicit form [94], dif-
ferentiating this expression with respect to " yields
@ 2 3G @x
D 3GxI C K Gx I ˝ I C el el sel ˝ sel ; (8.61)
@" 3 S @S
q
where it has been taken into account that S el D 32 sel W sel .
Computation results. As an example, let us consider the problem of shearing a bar
in three dimensions. A 5 2 1 mm steel bar is clamped at the top and bottom end
faces. The top face is displaced rigidly as a whole in the direction shown in Figure 8.8a
by the arrow. The shearing displacement is equal to 2 mm, the bar thickness. The
dimensionless elastic modulus referred to the yield stress is E D 500, Poisson’s ratio
is D 0:3, and the plastic hardening modulus equals
1 D 0:1.
Figure 8.8 illustrates the deformations of the bar and the Lagrangian grid as well as
isolines of the shear stress intensity. The problem was solved in two different ways,
by the splitting method and the second-order accurate inverse Euler method suggested
by Aravas [3].
Figure 8.9 displays the shear stress intensity S and pressure p versus the loading
parameter in the element indicated by the arrow in Figure 8.8b. The solid line corre-
sponds to the method of [3] and the x’s indicate the results obtained by the splitting
method.
382 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
S, von Mises
1.490
1.335
1.180
1.025
0.871
0.716
0.561
0.406
(a) (b)
Figure 8.8. (a) Initial geometry and applied load; (b) isolines of the shear stress intensity S.
The following results were obtained: (i) the temporal step size was the same in
both approaches, (ii) the number of iterations in Newton’s method was the same in
both cases, (iii) the computation took less time with the splitting method (12 min 18 s)
than the method of [3] (13 min 26 s), and (iv) the values of the shear stress intensity
and pressure were in very good agreement between the two methods. The relative
error did not exceed 105 .
d D D W .d " d "el /;
d @ˆ 3 d @ˆ
d D D W d" C DWI D W s; (8.62)
3 @p 2S @S
where
D W s D 2Gs; D W I D 3KI:
@ˆ
dp D K.d " W I/ d K : (8.63)
@p
Section 8.3 Numerical modeling of damaged elastoplastic materials 383
q p
1.2 1.2
1.0 1.0
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0.0 t 0.0 t
0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0
(a) (b)
Figure 8.9. Comparison of numerical results obtained by the method of [3] (solid line) and the
splitting methods (x’s): (a) shear stress intensity q and (b) pressure p in the element indicated
by the arrow in Figure 8.8b versus the loading parameter t.
d s D 2G d
6Gs d : (8.64)
dˆ
df D d .1 f / :
dp
For comparison, listed below are the system of constitutive equations for the com-
plete problem within the method of [3] and the equations of the splitting method in
the corrector step:
Corrector. One solves the stress relaxation problem. The system of equations in
dimensionless variables referred to Y is
d pN @ˆ 3
D K D 3Kq1 q2 f sinh q2 pN ; (8.65)
d N @pN 2
N
d sN D 6G sN d ; (8.66)
df dˆ
D .1 f / ; (8.67)
d N d pN
3
ˆ D SN 2 C 2q1 f cosh q2 pN .1 C q3 f 2 / D 0: (8.68)
2
The initial conditions are taken from the solution to the equation problem obtained
at D n and labeled by the zero subscript: pN0 , sN0 , SN0 , and f0 .
The system of equations cannot fully be integrated analytically, unlike the case of
the von Mises yield criterion. What can be integrated exactly are the stress deviator
equation (8.66) and pressure equation (8.67). For the shear stress intensity, we have
d SN N
D 6GN d : (8.69)
SN
Integrating the equation for the dimensionless pressure pN subject to the initial condi-
tion pN D p0 , one obtains
1f
pN D pN0 KN ln : (8.70)
1 f0
From (8.67) one finds the porosity in terms of pressure:
pN pN0
f D 1 .1 f0 / exp : (8.71)
KN
Eliminating the porosity f from (8.65), one arrives at a differential equation for p:
N
d pN N 1 q2 sinh 3 q2 pN .1 f0 / exp pN pN0 :
D 3Kq (8.72)
d N 2 KN
This equation is easy to integrate on the interval Œ; C using an implicit scheme
and the pressure can be evaluated with a required accuracy. After substituting the re-
sulting p./ and f ./ into Gurson’s yield criterion (8.68), one determines the value
D corresponding to the correction factor. All subsequent solution of the bound-
ary value problem will also have to be performed numerically.
For a small step size , it is reasonable to linearize equations (8.70)–(8.72) to
obtain simple approximate analytical expressions of p./ and f ./ with sufficient
accuracy. This approach, based on the linearization of equations, is used below. The
function ˆ.X/ is determined analytically and all subsequent mathematics is also per-
formed analytically, which facilitates the computation of the Jacobian and further in-
tegration of the boundary value problem.
Section 8.3 Numerical modeling of damaged elastoplastic materials 385
f D C0f C Cp
f
p:
N (8.75)
d 1
D CI I C Cn I ˝ I C .CnI C CIn /.n ˝ I C I ˝ n/ C Cnn n ˝ n: (8.78)
d" 2
The expressions of the coefficients CI ; : : : ; Cnn can be found in [100].
386 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
u u
1
2
(a) (b)
Figure 8.11. Comparison of the computational results obtained by the Aravas method [3]
(solid line) and splitting method (x’s): (a) pressure and (b) porosity versus the loading param-
eter t .
Section 8.3 Numerical modeling of damaged elastoplastic materials 387
It is apparent from Figure 8.11b that the material softens and porosity increases.
The results obtained by the two methods are in very good agreement.
Although the matrix material is plastically incompressible, the compressibility of
the effective material is due to a change in porosity; when the body increases by 50%
in volume, the corresponding elastic strain is only "el D 0:002.
Boundary value problem. Consider the problem of shearing a bar in three dimen-
sions (Figure 8.8). This problem was solved above for an elastoplastic material with
the von Mises yield criterion.
Computations with a fixed step size have shown that the splitting method requires
2.4 times more iterations for the solution than the Aravas method [3], whereas the
total computation time is nearly the same: 1 hour 31 min with the splitting method
and 1 hour 27 min with ABAQUS.
Thus, in integrating constitutive equations, the splitting method turned out to be
about 2.5 times faster per iteration than the standard method.
The comparison of the results obtained using the von Mises yield criterion and
Gurson yield criterion in the above examples reveals a significant effect of porosity
on the stress-strain state; an increase in porosity leads to softening of the material and,
ultimately, to failure of the structure.
4h
12 h
1 2 3 4
h
10 h
1.6 h adaptive mesh
(a) (b)
Figure 8.12. Bending of a plate simply supported at the ends and loaded in the middle by a
rigid punch. (a) Geometric dimensions of the plate and supporting cylinders. (b) Connecting
layer between finer and coarser meshes at the domain interfaces.
plate. This is due to the fact that the yield stress of a damaged material decreases when
voids nucleate and grow and is lower than that of the matrix material, Y 0 . The lower
yield stress is due to the initial porosity, f0 D 5%. This value of f0 has been chosen
so as to trace the formation of sliding bands in more detail. When f0 D 0, there is no
initial porosity and voids can only appear through nucleation, the formation of shear
bands is observed; however, this process arises at a later stage.
The jump in the contact force (Figure 8.13) is due to the formation of a gap between
the punch and plate when the plastic hinge is formed (see Figure 8.14).
It is apparent from the graph (Figure 8.13) that the model with damage (porosity)
predicts a sharp drop in the contact force, which is absent from the ideal plastic model.
This drop indicates softening of the material, preceded by localization of plastic strain
(see Figure 8.15).
Figure 8.14a illustrates the appearance of strain localization bands once a plastic
hinge has been formed. Figure 8.14b shows the formation of a gap between the punch
and plate in the region where the plate has the maximum curvature (plane strain).
Figure 8.15 illustrates bending of the plate as the punch moves, where d D 2:2 h,
" is the logarithmic strain, with " D ln.L= l/ D ln.1 C u= l/ in the one-dimensional
case and u D L l. For the GTN model (Figure 8.15b), one observes the formation
of a pronounced band-like structure where large plastic strain zones alternate with
zones of unloading. The strain localization bands have an increased concentration of
voids. The predicted alternating pattern of plastic strain localization bands is similar
to that observed in experiments. In the case of ideal plasticity, no localization band-
like structures are observed, with monotonous transition between strain level lines
(Figure 8.15a).
Section 8.3 Numerical modeling of damaged elastoplastic materials 389
1
3.0
2.5
Punch reaction force
2
2.0
1.5
1.0
0.5
0.0
Figure 8.13. Plate contact force versus punch displacement. Comparison between the ideal
plastic (curve 1) and porous (curve 2) model.
(a) (b)
Figure 8.14. Formation of a gap between the punch and the plate: (a) appearance of strain
localization bands when a plastic hinge has been formed; (b) the gap arises where the plate
has the maximum curvature.
(a) (b)
ε = 0.15 ε = 0.24
Figure 8.15. Plate bending: (a) no localization bands arise in the ideal plastic model; (b) for-
mation of a band-like pattern with voids in the GTN model.
The figure depicts the graph of the punch force versus the punch displacement.
The experimental data and simulation results are in good agreement for both the total
punch force and its axial component.
600
F [kN] Experiment
Simulation
1 3
200
axial force
0
0 50 100 150
u3 [mm]
porosity constant. The criterion for the formation of a free surface in a continuous
medium subject to quasi-brittle fracture is different from that adopted in the brittle
fracture mechanism. However, deformation criteria are obviously superior to force
(energy) criteria in quasi-brittle and ductile fracture. Quasi-brittle fracture should be
analyzed using a porous elastoplastic model and, when the critical porosity is attained,
an additional continuum fracture model.
The simplest fracture model is the Maenchen–Sack model [111], which was out-
lined above. According to this model, fracture occurs abruptly and the stress drops to
zero in the affected particle. A more complicated model should allow for a gradual
transition to a damaged state with stress relaxation to zero and formation of a stress
free surface.
Below, the transition from quasi-brittle to ductile fracture is studied with the GTN
model. The bodies analyzed include a plane specimen with two symmetric V-shaped
notches and an axisymmetric specimen with a circular V-shaped notch.
The quasi-brittle problems are solved in a dynamic formulation (taking into account
inertia forces) by the stabilization method with an explicit integration scheme.
The plane specimen (plane deformation) with two symmetric V-shaped notches is
shown in Figure 8.17a. Such specimens are the objects of numerous experimental
and theoretical studies where the transition mechanism from quasi-brittle to ductile
fracture is investigated. Figure 8.17a shows a typical pattern of quasi-brittle fracture.
Plastic strains only arise near the notch tips, with a crack propagating from the tips
and connecting the notches.
The fracture of an elastoplastic specimen is illustrated in Figure 8.17b. An elasto-
plastic material can withstand much higher strains without failure; its critical porosity
392 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
+1.000e – 04 +4.614e – 01
+9.167e – 05 +1.000e – 03
+8.333e – 05 +9.167e – 04
+7.500e – 05 +8.333e – 04
+6.667e – 05 +7.500e – 04
+5.833e – 05 +6.667e – 04
+5.000e – 05 +5.833e – 04
+4.167e – 05 +5.000e – 04
+3.333e – 05 +4.167e – 04
+2.500e – 05 +3.333e – 04
+1.667e – 05 +2.500e – 04
+8.333e – 06 +1.667e – 04
+0.000e +00 +8.333e – 05
+0.000e +00
(a) (b)
Figure 8.17. Material damage (porosity distribution) and crack propagation for two different
fracture processes: (a) brittle fracture with critical porosity fc D 1 104 , loading velocity
v D 1 m/s, and loading time t D 1:35 104 s; (b) ductile fracture with loading velocity
v D 2 m/s and loading time t D 3:00 104 s.
Note that k changes together with the stress-strain state; therefore, the values corre-
sponding to inhomogeneous stress-strain state refer to areas in the body near a stress
concentrator.
It will be assumed that the material is general elastoplastic with the yield stress be-
ing a multi-parameter function: Y D Y ."; N f; ; N r ; k; "PNp /, where f is damage, is
1
temperature, k D 3 i i =N is the stress-strain state triaxiality factor,
394 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
1=2
N D 32 sij sij is the shear stress intensity, N r is the residual stress intensity, and "PNp
is the plastic strain rate intensity.
In order to obtain Y D Y ."; N f; ; N r ; k; "PNp /, one has to use information on fracture
from macro and micro mechanics. The coefficient k determines the stress-strain state
of the material and play an important role in establishing the mechanism and pattern
of fracture; however, other parameters can also be used. For example, it is clear that
the critical damage also affects the fracture pattern, but its influence is less significant;
therefore, we can restrict ourselves to only k in the first approximation.
σy c d'
b
dσy
σy = σy(σ, f)
d'' ×
a ε
d ×
Figure 8.18. Yield surface. Stress relaxation process and fracture in the three-dimensional
space -"-f .
Section 8.4 Extension of damage theory to the case of an arbitrary stress-strain state 395
To obtain Y D Y ."; f; ; r ; k/, one has to use information about fracture from
micro-mechanics. The coefficient k determines the stress-strain state of the mate-
rial and plays the most important role in establishing the mechanism and pattern of
fracture.
To obtain softening, partial derivatives of the function Y must meet some restric-
tions for different values of k, which follow from the conditions
for k 0:4, the influence of the temperature is week and so can be neglected:
@Y p @Y @Y @Y
dY D p
d" C df C dk C d r < 0I
@" @f @k @ r
for k < 0:4, the porosity and residual stresses do not affect Y :
@Y p @Y @Y
f D 0; r D 0; dY D d" C d C d k < 0I
@"p @ @k
one also has to take into account that
@Y @Y @Y
0; < 0; > 0:
@"p @ @"Pp
×
0.4
×
×
×
×
0.2
1 0 0.4 k
––
3
Figure 8.19. Dependence of the fracture type "Nf .k/ and change in the fracture type at the
triaxiality factor k 0:4 [7].
The curve corresponds to fracture in the plane of equivalent strain and coefficient
of triaxiality. For k > 0:4, fracture is mainly due to the formation of voids, while for
k < 0:4, fracture occurs chiefly along adiabatic shear bands (Figure 8.19) [96].
396 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
The experimental data of [7] were obtained for quasistatic loading; "Nf is the critical
strain intensity at which fracture begins.
8.5.1 Introduction
Cutting processes play an important role in the treatment of hard-to-deform materi-
als on turning and milling machines. Machining is a major pricing operation in the
manufacture of complex-profile parts of hard-to-deform materials such as titanium-
aluminium or molybdenum alloys. The shavings arising in cutting of such materials
can be fragmented (chippings), resulting in a nonsmooth treated surface and highly
varying pressure on the cutter. An experimental determination of the parameters of
the temperature and stress-strain states of a material at high-speed cutting is extremely
difficult. Numerical simulation of the process can be a preferable alternative; it can
enable one to explain the main features of the processes and look into the mechanism
of cutting. Understanding the mechanism of the formation and fracture of shavings is
Section 8.5 Numerical modeling of cutting of elastoviscoplastic materials 399
of great importance for efficient cutting. Mathematical modeling of the cutting pro-
cess requires taking into account large strains and strain rates as well as heating due
to plastic strain energy dissipation resulting in temperature softening and fracture of
the material.
So far, these processes have not received due investigation, although considerable
effort has been put into since the middle of the 20th century. Early studies relied
on the simplest rigid plastic scheme [120, 121, 54, 158, 159]. However, the results
obtained with the rigid plastic analysis could not satisfy materials engineer or the-
oreticians, since the simplified model failed to answer the questions raised. In the
literature available, there is no solution to the three-dimensional problem that would
take into account the nonlinear effects of the formation, fracture, and fragmentation of
the shavings due to the three-dimensional thermomechanical response of the material.
It was not until a few years ago when some progress was made in studying these
processes owing to the development of efficient computational methods and numeri-
cal simulation. The effects of the cutting angle, thermomechanical properties of the
workpiece and cutter, and fracture mechanism on the formation and fragmentation
of shavings have been investigated [109, 122, 6]. However, most studies treated the
cutting processes with significant simplifications: the problem was solved in two di-
mensions (plain strain), the effect of initial transient processes on the cutter force was
not considered, and fracture was assumed along certain preset surfaces. All these re-
strictions did not allow one to give the cutting process a full enough assessment and,
in some cases, led to a wrong understanding of the cutting mechanism.
0.4
V a
1.0
0.01
u1 = 0
7°
0.2
0.1
u2 = 0
where Ce is specific heat capacity, K is the thermal conductivity, and is the Taylor–
Quinney coefficient, taking into account the material heating due to plastic dissipation.
The strain of the workpiece is governed by the associated flow law
p dF
"Pkl D P (8.85)
dij
and yield criterion
p p
F .Ji ; Ei ;
i ; / D J2 Y .J1 ; Ei ;
i ; / 0; (8.86)
where Ji stands for the stress invariants and Ei denotes the plastic strain tensors
(i D 1; 2). The evolution equations for the internal variables are
d
i
D fi .Jk ;
i ; /: (8.87)
dt
Material model A von Mises-type thermo-elasto-viscoplastic model is adopted; the
yield stress is taken in the multiplicative form (8.88) with strain viscoplastic hardening
and thermal softening [62]:
P p
E
p Pp p n
Y .E ; E ; / D ŒA C B.E / 1 C C ln .1 O m /; (8.88)
"P0
where Y is the yield stress, "Np is the plastic strain intensity, and O is the relative
temperature referred to the melting temperature m :
8
ˆ
<0 if < ;
O
D . /=.m / if m ; (8.89)
:̂
1 if > m:
and D 0:33 and plastic constants A D 369 MPa, B D 684 MPa, n D 0:73,
"P0 D 5:77 104 , C D 0:0083, m D 1:7, D 300 K, m D 775 K, and
ˇ D 0:9) and a harder material 42CrMo4 (E D 202 GPa, D 0:3, A D 612 MPa,
B D 436 MPa, n D 0:15, "P 0 D 5:77 104 , C D 0:008, m D 1:46, D 300 K,
m D 600 K, and ˇ D 0:9). An adiabatic cutting processes was compared with the
solution to the complete thermomechanical problem with heat conduction.
Fracture The model of fracture relies on the continuum approach of Maenchen and
Sack [111], which suggests modeling of fracture zones by discrete particles. A critical
p
plastic strain intensity "f is chosen to determine the fracture criterion:
p
p J1 "PN O
"f D d1 C d2 exp d3 1 C d4 ln .1 C d5 /; (8.90)
J2 "P0
where di stands for material constants, which are determined experimentally. If the
fracture criterion is satisfied in a Lagrangian cell, internode links get broken and either
the stresses relax to zero or resistance remains only in tension. As fracture progresses,
Lagrangian nodal masses separate into individual particles, carrying away mass, mo-
mentum, and energy, which move by inertia as rigid bodies that do not interact with
unaffected particles. A detailed survey of these models and fracture algorithms can
be found in [40, 19]. The current section defines the onset of fracture as the moment
p
when a critical plastic strain intensity "f is reached. No fracture surface is defined in
p
advance – it is determined during the solution. In the analysis discussed, "f D 1:0
with the cutter speed equal to 2 m=s or 20 m=s.
Method of integration For integrating the above coupled thermoplastic system of
equations (8.82)–(8.90), it is reasonable to use the splitting method developed by the
author [94]. The algorithm consists of splitting the whole process into (i) a predictor,
a thermoelastic process with "Pp 0 and all operators related to plastic strain being
zero, and (ii) a corrector, in which the total strain rate is zero, "P 0. In the predictor
step, system (8.82)–(8.87), where the unknowns are marked with a tilde, becomes
d vQ
D Q ij;j ;
dt
d Q ij P
D Dij kl ."PQkl ˛ıkl Q /;
dt (8.91)
d Q
Ce D K Q;i i .3 C 2
/˛0 "Pi i ;
dt
p
"Pij D 0;
P i D 0:
The last term in the heat influx equation, related to elastic dissipation, is a small quan-
tity even at high temperatures [14] and so can be neglected. Then the heat equation
can be integrated separately using an explicit conditionally stable or implicit abso-
lutely stable scheme with splitting in directions; see Section 6.1.3. Then, one solves a
dynamic problem with a given right-hand side dependent on Q by an explicit central
402 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
finite difference scheme with respect to vQ and Q ij . The resulting values are then used
as the initial values in the corrector step for the following system of equations, where
the unknowns are marked with a hat:
d vO p
D 0; "POij D "POeij C "POij D 0: (8.92)
dt
Hooke’s law (8.83) and the associated flow law (8.85) lead to the stress relaxation
equation (6.35) with (8.85) resulting in
d O ij d @F
D Dij kl ; (8.93)
dt dt @O ij
subject to the initial values O ij j tD0 D Q ij j tCt .
The heat influx equation becomes
d O p
Ce D ij "POkl (8.94)
dt
Q tCt .
with O j tD0 D j
Equations (8.85)–(8.87), with the unknowns marked with a hat, remain unchanged.
Computational results First, we discuss the computational results of soving a plane
strain problem for a thick plate, HN
1. In this case, the material is constrained in
thickness so that "zz D 0 and, therefore, will be pushed toward the free surface
(Fig. 8.21a, b). Figure 8.21 shows the formation of shear localization bands and de-
velopment of fracture surfaces in cutting a thick 42CrMo4 alloy plate: (a) formation of
an initial fragment, (b) formation of a second fragment, and (c) separation of a series
of fragments (fragmentation); the process is adiabatic with ˛ D 0ı and V D 2 m=s.
Figure 8.21. Formation of viscous shear strain localization bands and fracture in cutting a
thick 42CrMo4 plate. The process is assumed adiabatic with orthogonal cutting, ˛ D 0ı ,
at a speed of V D 2 m=s. (a) Separation of an initial fragment. (b) Separation of a second
fragment. (c) Separation of a series of fragments.
In a shear band, fracture occurs as follows. Some material is pushed out to form
a prominence, which grows as the cutter advances. In orthogonal cutting, two shear
Section 8.5 Numerical modeling of cutting of elastoviscoplastic materials 403
bands arise, one near the cutter tip and the other in front of the prominence (due to
buckling of the prominence surface). As the cutter advances, the two bands move
toward each other, resulting in fracture as they meet (Fig. 8.21b). Part of material is
chipped off from the workpiece. Thereafter, a new prominence is formed as well as
a new shear band in the already heated and softened material. The process becomes
nonmonotonic and quasiperiodic and is dependent on the cutter speed.
In orthogonal cutting, fracture occurs along shear localization bands and is due
to thermal softening caused by plastic strain energy dissipation. After chipping off
the first fragment, the process becomes quasi-stationary leading to a continuous or
fragmented shaving (Fig. 8.21c), which depends of the ratio between the strength
and thermomechanical properties of the workpiece material. Smoother surfaces and
continuous shavings are formed at low speeds and small angles of cutting. Taking into
account heat conduction also favors smoother shavings.
Under plane strain conditions (HN
1), the material is constrained laterally so
that the shaving goes up in the cutter plane. In the spatial statement, for thin plates
(HN 1), the shaving comes out sideways (Fig. 8.22a), with continuous shaving
arising in wider ranges of cutting speeds and thermal properties of the material.
Figure 8.22a displays the distribution of the plastic strain intensity and illustrates
the formation of a continuous spiraling shaving. Figure 8.22b shows the evolution of
the total cutter force. The workpiece material is 42CrMo4, the angle and speed of
cutting are ˛ D 0ı and V D 2 m=s, and processes of cutting is analyzed taking into
account heat conduction.
F, MPa
1.0
0.8
0.6
0.4
0.2
0
0 20 40 60 80 t, μs
(a) (b)
Figure 8.22. Thermomechanical cutting of a thin plate workpiece (42CrMo4). (a) Formation
of a shaving and distribution of the plastic strain intensity. (b) Total reaction cutter force F .
The angle of cutting is ˛ D 0ı and the cutting speed is V D 2 m=s.
In cutting a thin plate, the first shear band is formed before the material is heated
up; it is along this band that the initial fracture occurs leading to the separation of
the first chip. The reaction force attains its maximum magnitude before the forma-
tion of adiabatic shear bands, arising when the material becomes sufficiently warm.
Then the cutter moves along the hot and softened workpiece by flattening out and
shearing off the material causing it to flow out laterally as a continuously spiraling
shaving (Fig. 8.22a). After the initial transient segment, the cutter force decreases and
reaches a steady-state value resulting in a quasi-monotonic process of cutting. The
high-frequency oscillations arising about this value are due to material fracture at the
contact surface and fragmentation of small particles (Fig. 8.22b).
(a) (b)
Figure 8.23. Thermomechanical cutting and formation of a shaving: (a) a 42CrMo4 work-
piece with ˛ D 0ı ; (b) an Al2024-T3 workpiece with ˛ D 30ı.
F, MPa F, MPa
1.0 0º
1.2
2
0.8
0.8 10º
0.6
1 0.4 30º
0.4
0.2
0 0
0 1 2 3 t, μs 0 40 80 t, μs
(a) (b)
Figure 8.24. Cutter reaction force F arising in cutting a thick plate: (a) plate material
42CrMo4, cutting angle ˛ D 0ı (1, adiabatic model, 2, thermal model); (b) plate material
Al2024-T3, different cutting angles.
Taking into account heat conduction of the material results in weaker softening and
the absence of fracture in the secondary shear bands (curve 2 in Fig. 8.24a).
For larger angles of cutting and softer materials, such as Al2024-T3, there is no
fragmentation of the shaving in the primary shear band (Fig. 8.24b) and, as a conse-
quence, the reaction force does not drop. The shaving is continuous and the reaction
force gradually increases tending to a quasi-stationary value. When the shaving is
fragmented, the reaction force has a sawtooth form (curve 1, Fig. 8.24a), which ad-
versely affects the technological process of cutting.
It is apparent from Fig. 8.24b that as the angle of cutting increases, the cutter
force decreases while changing quasi-monotonically and tending gradually to a quasi-
stationary value. The mechanisms of cutting and shaving fracture also change. There
is no fracture along adiabatic shear bands. The fracture depends on the type of wedg-
ing. A shear zone with hydrostatic tension arises in front of the cutter, where not only
thermal but also structural softening should be taken into account. This zone is related
to the nucleation and growth of microdefects.
Conclusion To summarize, it has been shown that the process of cutting with a con-
stant speed has an initial transient stage, where the cutter reaction force attains a max-
imum value. After a drop, the reaction force changes in an oscillatory or monotonic
fashion, depending on whether the shaving becomes fragmented or remains contin-
uous. The simulation of this process requires taking into account thermal softening,
fracture, and fragmentation of the workpiece material.
Depending on the cutter geometry and the stress-strain state near the cutter edge,
the process can cause the formation of void-like defects or can occur without them. In
orthogonal or nearly orthogonal cutting, no voids are formed; what causes fragmenta-
tion of the shaving is thermal softening.
406 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
parameter . In each small step, the boundary value problem is essentially no different
from the nonlinear elastic problem (deformational plastic, to be more precise) and is
also an elliptic problem. In general, the solution consists of consecutively solving
elliptic problems for each step in the conditional time and can be treated as the
solution of a parabolic system of equations. The choice of the loading parameter
may not be easy. It must ensure that the stress intensity changes monotonically during
the loading process and only then is similar to the time parameter; in this case, the
total solution is similar to the solution of a parabolic problem.
The solution of dynamic problems for the class of hardening elastoplastic media is
closely connected with that of nonlinear elastic problems, just as in statics. The only
difference is that the dynamic equations contain physical time t as well as conditional
time. Therefore, dynamic processes are studied in real time t and so the constitu-
tive equations of the plastic media must include the derivative d =dt . This does not
introduce any substantial additional complications. The system of equations is hyper-
bolic in the variables t , xi and, hence, can be solved with the methods developed for
nonlinear hyperbolic equations.
In dynamic problems, the plasticity theory does not present any simplifying advan-
tages as compared with the incremental theory. In both cases, the solution is carried
out with stepwise methods in real time (the loading history in time is equally impor-
tant for both models).
to close the system of equations on strong discontinuities and determine the speeds
of propagation of elastoplastic waves in isotropic media under the assumption of von
Mises and Tresca–Saint-Venant ideal plasticity. The difficulty is that the standard
approach to solving continuum problems with discontinuities suggests replacing the
system of differential equations with an equivalent system of integral conservation
laws and obtaining conservation laws at the discontinuities by passing to the limit
(see Section 1.2). For this approach to be feasible, the original system must be re-
ducible to a divergence form. Unfortunately, all systems of constitutive differential
equations with complex rheology cannot be reduced to a divergence form, including
the equations of the Prandtl–Reuss flow theory and its generalization to hardening
and, the more so, softening elastoplastic media.
It becomes necessary to change the statement of the problem and give a new,
more suitable generalization of the classical solution. This can be done with a varia-
tional approach similar to that based on the classical variational principles (see Sec-
tions 1.6.2 and 1.8) used in mathematical physics to introduce a generalized solution.
The only difference from the classical variational principles is the usage of variational
inequalities in quasistatic problems . The method of variational inequalities was used
in to solve dynamic problems (see also Section 6.6), where the concept of a general-
ized solution was formulated within the framework of the Prandtl–Reuss flow theory
and used to obtain a complete system of relations for determining strong discontinu-
ities (shock waves) in elastoplastic media.
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