3 tayangan

Judul Asli: Otter 1966

Diunggah oleh Pedro Silva

- Elastomeric Bearing - 15m Span
- Vibrations Full Version
- 0488
- Elliptic Grid -Assignment # 3 (2012420071)-Waseem
- Tubing Design
- Violin and the Wolf
- AS_42m Trapen 1
- Submission Flickinger
- An analytical model for arching in piled embankments - Van Eekelen - 2015.pdf
- MMAN3200 State Spaces
- Matlab Primer 7 Dec 09
- Differential Equations With Mathcad Prime
- Design of Cotter Joint New-BELWIN
- Gl Poseidon User Manual
- Flat Jack Method for Measuring Design Parameters for Hydraulic
- Truss Online
- 13-Chapter 8 Text 2011
- PhdSyllabi
- Simple Stress & Strain
- Algorithm for Raman Backward Pumping

Anda di halaman 1dari 24

6986

on Tuesday, 31 January, 1967 and

for subsequent written discussion*

DYNAMIC RELAXATION

by

Joseph Reuben Harry Otter, B.Sc.(Eng.), M.I.C.E.

Partner, Rendel, Palmer & Tritton; Visiting Professor, Imperial College

Alfred Carlo Cassell, Ph.D., D.I.C., A.M.I.C.E.

Senior Lecturer, Imperial College

Roger Edwin Hobbs, B.Sc.(Eng.)

Research Assistant, Imperial College

SYNOPSIS

The Paper describes a new numerical technique which has been used to

provide a full three-dimensional solution of the problemof an elastic arch dam.

The technique, dynamic relaxation, is an iterative method for use with a com-

puter, to solve the finite difference formulations of the equations of elasticity.

The methodis essentially a step-by-step integration of critically damped vibra-

tion, using viscous damping, toensure the attainmentof a steady-state solution.

The process is explained by the simple example of a bar under axial load.

Different variables are specified at different nodes to introduce the concept

of interlacing nets, which is developed inthe two- and three-dimensional

examples. A two-dimensionalexample of a planestrainproblem follows.

The applicationof the method toa three-dimensional problem is illustrated by

calculating the stresses in an arch dam under water, temperature and gravity

loading; the effect of varying Poissons ratio is also examined. The equations

are used in a separated form todeal with the mixed boundary conditions, and

the variables are specified on interlacing nets in space. The classical principle

of advancing to successively finer nets is followed, and the facility of dynamic

relaxation in solving the very large numbers of equations involved is demon-

strated. The Paper concludes with a discussion relating dynamic relaxation

with other methods of iteration such as successive over-relaxation.

INTRODUCTION

DYNAMIC RELAXATION IS A SYSTEM OF STRESS ANALYSIS for continuous structures

in one, two or three dimensions and it has been specifically designed for

numerical calculation using a high-speed digital computer. Its early history

and use for prestressed concrete pressure vessels have been describedby Otter1

and the principal objects of this Paper are togive a more precise formulation

of the mathematical basis of the system and to report results of calculations

made at ImperialCollege to determine the stresses in a cylindricalarch dam in

* Written discussion should reach the, Institution by 15 March, 1967, and will be

published in or after July 1967. Contrlbutions should not exceed 1200 words.

633

634 OTTER, CASSELL A N D HOBBS ON DYNAMIC RELAXATION

NOTATION

Spectral radius of a matrix

Cartesian co-ordinates

Stress components

Cylindrical polarco-ordinates of radius, angle anddepth

respectively

Stress components (e.g. rs denotes the componentwhere r is the

direction of resolution of the stress, and S the direction of the

normal to the surface on which the stress acts)

Youngs modulus

Poissons ratio

Mass density

Coefficient of thermal expansion

Displacement components along the r, S and z directions

Velocity components along the r, S and z directions

Viscous damping factor

Time and increment of time

Lame constants

Number of meshes from originin r, S and z directions re-

spectively

Mesh lengths in r, S and z directions respectively

Pressure wave velocity, celerity

Accelerating factor and optimum accelerating factor

Undamped and damped angular velocities

Convergence rate

differential temperature effects.

2. Dynamic relaxation is generally applicable to all forms of continuous

structures but in this Paper the exposition and applications are restricted to

those in which the number of independent displacements at any point is equal

to the number of spatial dimensions, namely, to a bar stressed along itslength,

to a flat plate stressed in its own plane and to a solid stressed in all three

dimensions. The governingelastic equations inallthese cases are second

order. There is no essential difference in the applicationof DR to theanalysis

of straight bars and flat plates subject to bending, nor of bent rods or thin

shells, all of which involve fourth-order equations; lack of space, however,

makes it necessary to defer discussion of these to a further paper.

3. The system is based onthedynamicequations for elasticisotropic

materials.

4. The derivation of these equations involves the separate consideration of

(a) the motion of an element of the body due to internal stresses and imposed

body forces and (b) the elastic relation between the stresses and displacements

during the course of the motion. The equations are used thus since the two

sets, in a finite difference form, are suitable for numerical solution by a digital

computer. This leads naturally to the use of centred finite differences in the

equations.

OTTER, CASSELL AND HOBBS

DYNAMIC

ON

RELAXATION 635

5 . The object of the calculations is not, however, to study the motion but

to determine the static stresses and displacements of a structure, the boundaries

of which are simply related to the co-ordinatesystem selected, under external

and internal forces. A viscous damping term is therefore introduced into the

dynamicequilibriumequations,thedamping being arrangedto be nearly

dead-beat.

6. The major features are as follows.

(a) Use is made of centred finite differences, which, in the spatial and time

dimensions, is equivalent to the use of interlacing nets.

(6) The elastic equations are in their simplest form; thatis, the stress-strain

and dynamic equilibrium equations are used separately.

(c) It is essentially an iterative solution ofthe static

elastic equations, which

is equivalent to the finite difference solution of the critically damped

wave equations of the system by an initial value boundary method.

7. The first part of the Paper deals with calculations in one, two and three

dimensions to demonstrate the method in detail and, in particular, to record

results of work carried out at Imperial College on a cylindrical dam. The

second part deals with the basic mathematics of the method and its'relation

to other iterative methods, and to thealternative matrix methodof formulation

of the problems.

APPLICATION TO A ONE-DIMENSIONAL PROBLEM

8. A one-dimensional example provides a useful illustration of the method

although the problem selected is trivial, namely, that of a bar subject to an

axial load at its free end and fixed at the other.

9. The condition at time t = O is that the displacements W are zero every-

where, and the stresses zz are also zero except at the free end where z z = p is

suddenly applied.

10. Thesolutionrequiresthesimultaneous satisfaction of equations (1)

and (2) throughout the iteration until oscillations become insignificant. The

right hand side of equation (2) then tends to zero and equilibrium is satisfied.

subject to asmaller error when the displacement and stressvariables are

specified at alternate nodes. The bar is divided into eight elements thus:

- x o x o x o x o x 0

W1 zz1 W 2 zza W3 ZZQ W 4 zz4 W5 ( 2 2 5 )

The boundary conditions are +

w1= 0 and 2p = zzs zz4,where zzsis a fictitious

point.

12. Equations (1) and (2) in finite difference form are:

zzp =

E

zz

(WJ? - W;') . . . . . . .

636 OTTER, CASSELL AND HOBBS ON DYNAMIC RELAXATION

13. The superscripts (r) and (r + 1) refer to successive iterations, and the

velocities are calculated at times A t / 2 before and after the stresses and dis-

placements. The principle of specifying variables on alternate nodesthere-

fore applies in time, as well as to the spatialdimension.

14. The initial conditions are that displacements and velocities are every-

where zero. The iteration begins at t = O with the substitution of zero dis-

placements in equation (3) to give the stresses. The stresses at time t = O are

No. of iterations. . 1

Velocities . . . . 0 . 0. 0 .0 . 0.

Displacements . . 0. 0. 0. 0. 0.

Stresses . . . . 0 . 0 . 0. 0. -200.0

No. of iterations. . 2

Velocities . . . . 0. 0. 0. 0. -0.300

Displacements0 . . . 0. 0. 0. -45.

Stresses . . . . 0. 0. 0. -135.0 -65.0

No. of iterations. . 3

Velocities . . . . 0 .0 . 0. -0.202 -0.095

Displacements . . 0. 0. 0. - 30. -59.

Stresses . . . . 0. 0. -86.6

-91.1 -113.4

No. of iterations. . 4

Velocities . . . . 0. 0. -0.137 -0.128 -0.103

Displacements . . 0. 0. -21. - 50. -75.

Stresses . . . . 0. -61.5 -87.3 -75.5 -124.5

No. of iterations. . 5

Velocities . . . . 0. -0.092 -0,130 -0.068 -0.143

Displacements . . 0. - 14. -40. - 60. - 96.

Stresses . . . . -78.4

-41.5 -59,4 -109.2 -90.8

No. of iterations. . 10

Velocities . . . . 0 . -0.010 -0.020 -0.010 -0.046

Displacements . . 0. -37. -72. -110. -148.

Stresses . . . . -109.8 -106.9 -114.4 -113.7 -86.3

No. of iterations. . 20

Velocities . . . . 0 . 0.002 0.006 0.003 0.003

Displacements . . 0. -33. - 66. -99. -132.

Stresses . . . . -99.5

-99.0

-99.0

-99.2 -100.5

No. of iterations. . 30

Velocities . . . . 0 . -0.000 -0.001 -0.001 -0.000

Displacements . . 0. -33. -67. -100. -133.

Stresses . . . . -100.1 -100.1 -100.0 -99.9 -100.1

No. of iterations. . 39

-.

Velocities . . . . 0. 0.000 0.0000.000 0.000

Displacements . . 0. -33. -67. -100. -133.

Stresses . . . . -100.0 -100.0 -100.0 -100.0 -100.0

OTTER, CASSELL AND HOBBS ON DYNAMIC

RELAXATION 637

then used in equation ( 5 ) to give the new velocities at time (t+dt/2). The

new displacements at time ( t + d t ) are given by:

wf = w?+dt.6~+ . . . . . . (6)

15. The iterative step finishes with the calculation of zzg+l)from equation

(3).

16. The next iterative step begins with the substitution of these new stresses

in equation (5).

17. Stages in the calculations for a bar 4 in. long (i.e. A z = 1 in.), with an

applied compression p = 100 lb/sq. in., are given in Table 1.

18. The properties of the bar are E = 3 X 106 lb/sq. in., a=0.20, K=0.40,

p=& Ib/cu. in., and the time increment used is A t = 150 vs. The units for

the results are: stress (lb/sq. in.); velocity (in./s); displacement ( p in.).

19. It can be seen that by the twentieth iteration the displacements and

stresses are within 1 % of their final values. The iteration was continued until

successive iterations showed a change of less than 0.1% in the stresses.

20. For purposes of comparison the problem taken was that dealt with by

Gilles2, that is a rectangular steel plate in a state of plane stress. The stress/

strain equations are:

x x = (A+2p)z+A-

au av

ay

1

l

by using these equations alternately in the same manner as described for the

bar above. As a matter of interest the solution was obtained using the dis-

placementequations, obtained by the substitution of the stresses given in

equations (7) into the dynamic equations (8) and this results in the damped

dynamic form of the equations given by Gilles, as follows:

Where C 2= ( A + 2p)/p.

22. Gilles specified the variables on interlacing nets; i.e. as if the U variables

occur at the centresof the black squares and thev variables at the centres of

the white squares of a chess board. Interlacing nets are used as in Gilles

FIG.1 : FINITE

DIFFERENCE GRID

paper and in the normal procedure for DR, giving a better finite difference

approximation for the shear stresses.

23. The values of the displacements calculated agree with those quoted by

Gilles, to the accuracy of his computations.

24. Using the equations of elasticity in the separated first order form, the

stress/strain equations, in cylindrical polar co-ordinates, are:

au 1 av aw

rr = (A+2p)-+A-+A--+h-

ar r r as az

. . . (11)

all 1 av

ss = hz+(h+2p):+(h+2p)--+A- aw . .' . (12)

r r 2s dz

au U 1 au

zz = h- +A-+A--+(h+2/4- . . . . (13)

ar r r as az

au aw

rz=p-+p-

az ar

. . . . . . . . . . . (14)

1 au v bv

ps =p-- -p-+p- . . . . . . . . . (15)

r as r ar

av 1 aw

zs = p-+p--

az r as

. . . .

OTTER, CASSELL AND HOBBS ON DYNAMIC RELAXATION 639

and the equations of motion are:

p -+-v

( a t At ) =-+--+-+-

ar r as r az

. , . . (18)

(2

P -+---k -

arz lazs

azz

rz

. . . .

25. The iteration is between the previous two groups of equations, in a

manner similar totheiteration between equations (1) and (2) inthe first

example.

26. Figs 1 and 2 show the form of the seven interlacing space nets used in

the finite difference representation of the equations for the example selected,

an arch dam. In finite difference form equation (1 1) typically becomes:

/

/

/

t \

FIG.2: FINITE

DIFFERENCE BLOCK

640 OTTER, CASSELL AND HOBBS ON DYNAMIC RELAXATION

DISTANCE FROM t OC

NR E S T Cmetrra)

3 1

0 20 30 40

I I I I I

30

5 20-

2

W

8

+ 10-

X

0

W

I

0-

0 10 20 30 40

I l I -7-

30-

: 20-

E

U

a

W

8

10-

+

Y

X

0-

LEGEND

- CONTOUR FOR M U . PRIKIPAL STRESS

-- - CONTOUR FOR MIN. PRINCIPAL STRESS) VALUES I N k9s9cm

OTTER,

CASSELL AND HOBBS ON DYNAMIC RELAXATION 641

DISTANCE FROM c ON CREST omtm>

10 20 30 40

9 1 I I

LEGEND

- DIRECTION OF MU(. PRINCIPAL STRESS ( P I ) ,

__ - DIRECTION OF M I N .P R I N C I W

STRESS (PI)

STRESS VALUES ARE GIVEN ONLYFOR POINTS AT

WHICH EITHER Pl>+lSk~/sp.rmOR P2<-2Ok9/SqCm

0 1

0 X) 30 40

DISTANCE FROM C O N CREST metres

LEGEND.

- CONTOUR FOR

MAX PRINCIPAL

___- CONTOUR FORMIN. a~

642 OTTER,

CASSELL A N D HOBBS ON DYNAMIC RELAXATION

(22)--(24)

U ( ' + 1 ) = U(T)fti('+l)dt . . . . . . (22)

V('+') = ucr)+zYr+l)dt . . . . . . (23)

+1) = + ,p + l ) d t . . . . . . (24)

21. The iterations continue until the accelerations and velocities diminish

and the right hand sides of equations (17), (18) and (19) approximate to zero;

thus satisfying equilibrium. Theiteration is thus a stiffness method which

always satisfies compatibility and ultimately achieves equilibrium.

28. The example chosen is an elastic cylindrical dam of constant thickness

set in a rigid valley. The properties anddimensions of the dam are asfollows.

Young's modulus ( E ) = 200 000 kg/sq. cm

Poisson's ratio (U) = 0.15

mass density = l / g .2400 kg/cu. m

coefficient of expansion = 0~000009/"C

height = 30m

thickness = 3m

radius to air face = 43.25 m

crest length = 80m

and crest angle = 106"

29. The symmetrical valley is then defined by the shape of the developed

surface of the air face (Fig. 1). The dam has been analysed for the following

loadings :

(i) water to crest level,

(ii) uniform temperature drop of 10C over the whole dam,

(iii) uniform temperature gradient through the thickness of the dam, the

air face being at datum temperature and thewater face 10" cooler,

(iv) gravity acting on the completed structure as a whole,

(v) water acting on the dam with Poisson's ratio=0.45.

Boundary conditions

30. The boundary conditions used in these analyses do not involve stress

or displacement derivatives, and thus the mixed boundary conditions present

no problem as seen in the following examples.

31. Rigid valley ut base of dam. Reference to Fig. 1 shows that the nodes

for W occur in the boundary, and thesedisplacements are set to zero; U and v

occur at nodesabovethe base,accordinglyfictitiousdisplacements are

specified at an equal distance below the base. These are made equal and

opposite to those occurring justabovethe base foreachiteration.Thus

U, U, W are made zero at the base.

32. Water face of dum. The rs and rz nodes occur on the face and these

stresses are set to zero. The hydrostaticpressure (load case 1 and 5) is applied

by means of fictitious rr nodes, placed so that the water face is equidistant

from them and the rr nodes nearest the face. The sum of rr stresses at the

real and fictitious points i s then set to be twice the water pressure at each

iteration. For load cases (ii)-(iv) this sum is made zero. Fictitious ss values

are obtained by linear extrapolation of the real variables.

OTTER,

CASSELL AND HOBBS O N DYNAMIC RELAXATION 643

33. Air face of dam. This differs from the water face only in setting the

sum of the rr stresses at the real and fictitious points on theface to be zero for

all load cases.

34. Body forces. The gravity loading of case (iv) is applied as a body force

to equation (19) thus:

33. Initial conditions. It is possible to start the iteration from any com-

patible set of displacements, but for convenience the initial displacements and

the internal stresses were chosen as zero which are obviously compatible for

all cases. Inload cases (ii) and (iii) forthetemperature loading, normal

stresses proportional to thelocal lack of fit (equation (26)) were immediately

added to theinitial values of the stresses:

rr = ss = zz = E(1-02)a.AB . . . . (26)

The subsequent iterations restoring the stress compatibility converged to the

stresses rising from the given temperature distribution.

36. Time of iterative step. Using c = pressure wave velocity, then Forsythe

and Wasow3 haveshownthatfor m Cartesian co-ordinatesthe stability

criterion is

1 {( 1 )2

A t < c G +...+ -

(1 )Z}-

. . . .

A xm

Where A x , . . . Axm are the respective mesh lengths.

Results

37. Because of the very large number of variables involved, only a selection

of the results for each loading case are presented here. However, the full

results are available at Imperial College.

38. Load case (i). The stresses inthedamunder hydrostatic loadare

given in Figs 3-6 and 10-13.

39. Load cases (ii), (iii) and (iu). Thetemperatureand gravityloading

results are shown in Figs 7, 8 and 9. The stresses in the crest and crown

cantilever and the crown cantilever displacements are given as an illustration

of the structural action produced.

40. Effect of mesh size. The error in the finite difference approximation

is reduced with a decrease in the mesh size. The effect of varying the mesh

size is shown inFigs 10-13. The difference between the results given by

the 16 X 16 X 10 and 24 X 24 X 10 grids is very small, and it is concluded that

the first order finite differences adoptedareadequatefor thisproblem.

Figs 3-6 are based on the fine mesh solution. Because the 16 X 16 X 6 mesh

gave a reasonably accuratesolutionit was used fortheotherload cases

(Figs 7-9 and 14-17), to reduce computer time.

41. Load case (v). The results are shown in Figs 14-17, where they are

compared with the 0.15 Poissons ratio solution and with other solutions.

Snell, Brown and Peatfield4 used a photoelastic technique and Severn, Smith

and Taylor5 a rubber model, with U = 0.48 and 0.5 respectively. The United

States Bureau of Reclamation used the trial load method and U = 0.15 in an

unpublished report to the Civil Engineering Research Association.

644 OTTER, CASSELL AND HOBBS

DYNAMIC

RELAXATION

ON

z

r!t'1 ..

YJ

o_

0

44

0

OTTER, CASSELL AND HOBBS ON DYNAMIC RELAXATION 645

FJ: 0

0

0 P 0

646 OTTER. CASSELL AND HOBBS ON DYNAMIC RELAXATION

t

OTTER,

CASSELL A N D HOBBS ON DYNAMIC RELAXATION 647

648 OTTER, CASSELL A N D HOBBS ON DYNAMIC RELAXATION

E

5

c.

0

i

OTTER, CASSELL AND HOBBS O N DYNAMIC RELAXATION 649

t

650 OTTER, CASSELL AND HOBBS ON DYNAMIC RELAXATION

42. Load case (i). The effect of decreasing the mesh size (Figs 10-13)

indicatesno significant errordue to the finite differences. Manual calcu-

lations showed that parts of the dam selected arbitrarily were in equilibrium.

The trial load solution is approximate and based on a method which enforces

compatibility of displacement only at the intersections of the notional arches

and cantilevers; however, the agreement (Figs 14-17) between the two solu-

tions is good.

43. Loadcases (ii), (iii) and (iv). Thereareno publishedresults for

comparison with these solutions. It is interesting to notice that stresses as

large as those producedby water load are induced by temperature changes of

15"-20"C. The gravity load problem was included to demonstrate that the

method dealswithbodyforce problems as well. The dotted linein Fig. 9

shows thevertical stresses corresponding to the height and density of dam above

any level.

44. Load case (v). The results (Figs 14-17) do not agree well with the

experimental values, but the experiments used valleys that were not com-

pletely rigid and the experimental Poisson's ratios exceeded 0.45. Neverthe-

bss, the dynamicrelaxation solution shows the same trendof behaviour. The

change in Poisson's ratio altered the sign of the hoop stress on the air face

(Fig. 15); this suggests that frozen stress photoelasticity is not always a valid

experimental technique for determining stresses in prototypes madeof materials

with a low Poisson's ratio.

45. The work reported above confirms the conclusions reached by Otter'

that the system gives results of acceptable accuracy for practical engineering

problems. N o difficulties have arisen in obtaining satisfactory convergence,

even in a case with highPoisson's ratio inwhich serious convergencedifficulties

had previously been encountered at Imperial College.

46. It seems clear that compatibility and equilibrium are satisfied in the

final results of the iteration and that the use of first order finite differences

is adequate to give acceptable accuracy.

General

47. The DR method has provided accurate solutions to previously intract-

able problems of arch dam behaviour. Many other three-dimensional elastic

problemsshould be equallymanageable. Themethod is economical in

computer time; even the fine mesh solution only took 38 mins on the Imperial

College IBM 7090 and the practically adequate mesh (16 X 16 X 6) only 8 mins.

INTRODUCTION

48. This part of the Paper extends the comparison given by Otter.6 DR

is an iterative method of solving certain types of partial differential equations,

which when expanded infinite difference form canbe expressed as symmetrical

positive definite matrices in terms of displacements. The basic equations may

be of the second order as inextensional problems, or of the fourth order asin

flexural problems; both types can be handled by this method.

49. To illustrate the mathematical basis, the Laplace or Poisson equation

will be used. Consider the Laplace equation in two dimensions:

OTTER, CASSELL AND HOBBS ON DYNAMIC RELAXATION 65 1

(28)

Subject to the boundary conditions, the equation becan

expressed as a damped

wave equation:

or

Using centred differences in the timedimension so that ;(r) occurs at timedr/2

before U ( ' ) as in equation ( 3 , then equation (30) becomes:

; ( r + l ) = {(l - K / 2 ) i ( " + d t . C'F:)}/(l +K/2) . . . (31)

Using 6u=ridt then

S U ( ' + ~ )= { ( l - K / 2 ) 6 ~ ' " f ( d t ) ~ . C ~ F : " } / ( 1 + K / 2 .) . (32)

50. Taking the equality in equation (27) to eliminate (dQ2C2gives:

i

F$)

6u" 1) = (1 - K/2)6U'" + +

/(l K / 2 ) . . (33)

(ti'.id;)'l

+

exposition and to comparewith most references on iterative methods, dx and

d y are taken to be equal; this causes no serious loss in generality.

52. The spatial function F, is now formulated in finitedifferenceterms,

giving:

a U l(,r, + l ) = {(l-K/2)6~I:j++(ul?1.j+ui'l1.j+ul::+1+~',3-1

- 4~$:])}/(1+ K/2) . . . . . . . . . (34)

53. It is important to note that the values of the dependent variable U in

F* at different mesh points areall taken at thesame iteration stage and that the

iteration is thereforesimultaneous.Afterall ~ u ' , I , + have

~ ) been calculated

using the previously determined U!:;, the next set of values for ZI are then cal-

culated from :

u(r + 1) =

t.1

+ sui;$ 1) . . . . . . (35)

54. In thepractical application of the algorithmcomprised in equations (34)

and (35), the initial values of u i , ] that is, the ujpj' are taken to be zero at all

points except those on the boundaries which aretaken to have the given

boundary values.

55. Comparingthealgorithm developed above with that used inthe

dynamicrelaxationmethodit is interesting tonotethatthere is now no

explicit reference to any specific value of the time interval, since the criterion

for numerical stability has been built into the'equations.

56. It will also be noted that the iteration is carried out directly on the

second order spatial derivative compared with the alternateuse of the equiva-

lent first-order derivative equations adopted in dynamic relaxation, and that

the mesh is non-interlacing. The iteration is now expressed in a form which

can be compared directly with other iterative methods; it may be that it would

be better to refer to the present iteration form as 'dynamic iteration' leaving

the name 'dynamic relaxation' for the complete system developed for the

stress analysis of elastic structures.

652 OTTER, CASSELL AND HOBBS ON DYNAMIC RELAXATION

57. As previously described, D R was developed as a system of numerical

analysis from earlier work on tidal analysis, and included centred differences

in time and space, separated stress/strain and equilibrium equations, and an

iteration based on damped wave equations using near-critical damping for

optimum speed of convergence. Theboundaryconditions were entered in

asimple manner which in general appeared to require little mathematical

justification. When the system came to be compared with other methods of

numerical analysis questions arose as to the theoretical basis of the method,

particularly with regard to its convergence to the accurate solution of the

elastic problems to which the system was being applied. Whenever it had

been possible to check the results against analytical solutions they had been

confirmed, nevertheless the derivation of the iteration was heuristic rather

than rigorous.

58. Rigorous treatments of a number of methods of iteration, particularly

those of Jacobi, Gauss-Seidel and successive over-relaxation, were based

mainly on matrix methods of analysis. At first there seemed little in common

between DR and other methods,since matrix methods resulted in the use of

eigenvalues of the various matrices to determine convergence rates and opti-

mum convergence conditions, in contrast toD R which uses the fundamental

vibration frequency of the elastic system and a numerical stability criterion.

However, it eventually became clear that the basis of D R is a second-order

Richardsoniteration,and is essentially thesameasFrankel'smethod

(Franke17 and Stiefel*).

59. After somerearrangement,andinthenotation of thisPaper, the

equations for Frankel's method (Stiefel, p. 31) become:

where a and b are a lower bound for the minimum and an upper bound for the

maximum eigenvalues of the matrix [R], and where b>>a.

60. The generalsimilarity between this equationandequations such as

(32) and (34) is immediately apparent. The connexion can be found from the

relationships of the numerical stability criterion andthe fundamental vibration

frequency to the eigenvalues of the matrix [R].

61. The equivalence between Frankel's method and the optimized form

of D R means that the mathematicalbasis of D R has, in consequence, already

been justified.

62. It will be noted at once that if the damping factor K is taken as equal

to 2, equation (34) reduces to the form:

SU&+ 1) 4(uII:1.,+u~~1.,+ul~~+l+uI~:-~)-u!~~

= 1 . . (37)

which is the iteration formulaof the Jacobi'iteration for thetwo-dimensional

Laplace equation. The Jacobi iteration is of course a simultaneous iteration,

as is dynamic iteration, and it is appropriate to refer to it as thebasic simul-

taneous iteration. The Jacobi iteration, which is of the first order in time, can

OTTER, CASSELL AND HOBBS

DYNAMIC

RELAXATION

ON 653

beconsidered as the finite difference equivalent of the parabolic diffusion

equation :

63. It will be found that the Jacobi iteration converges more slowly than

the dynamic iteration, and can be considered as the limiting case of a much

overdamped wave equation. The choice of the damping factor, K, less than

2 in dynamic iteration accelerates the convergence as an overdamped system,

until K falls to a critical value, after which the solutions execute a damped

oscillation about the analytical static solution. Dynamic iteration may thus

be referred to as anaccelerated simultaneous iteration. It will be shown later

than when K is selected to give critical damping, the speed of convergence is

greatest, and the value of K may then be considered as the optimumaccelera-

tion factor.

64. The other mainiterative methods are theGauss-Seidel iteration and the

method of successive over-relaxation (SOR), both of which are successive

iterations inwhich newly calculated values of the dependent variable at a mesh

point are immediately used for the calculation of the value at the next mesh

point.

65. The Gauss-Seidel iteration is represented by the algorithm:

&&+ 1) = L +

& i + l( 7. j) +

ul-+1:: a:;:+ 1 +&+P) -U::: . . (39)

This, except for the use of the ( r + 1)th iterationvalues at certain mesh points,

is the same as the Jacobi iteration,may andbe referredto as the basic successive

iteration. Its speed of convergence is greater than that of the Jacobi as will

be seen later.

66. Successive over-relaxation, which has often been the method of choice

for numerical solutions of elliptic equations, is represented by:

+ +

SujYj = w/~(u?:1.9 ~:??j U;:: + 1 + uiTT22 - 4~:;)) . . (40)

where W is the accelerating factor. This may be called the accelerated suc-

cessive iteration, and, as in thecase of dynamic iteration, thereis an optimum

value of W which gives the fastest speed of convergence (see for example,

Varga,Q Forsythe and Wasow3). It is shown below that for solutions of the

Laplace equation, there is a simple relation between the optimum accelerating

factors of the accelerated successive and simultaneous iterations. Whilst the

derivation of the optimum accelerating factor for SOR is usually obtained by

matrix methods, it is interesting to note that GarabedianlO has shown that

SOR can be expressed as the finite difference solution of a critically damped

wave equation in a certain space-time co-ordinate system, and he develops

the optimum accelerating factor in a form closely reminiscent of that which is

used below for dynamic iteration.

67. The comparisons given above may be summarized as follows:

I Simultaneous

l

I Successive

Basic I Jacobi I Gauss-Seidel

Accelerated 1 Dynamic

iteration 1 SOR

654 OTTER, CASSELL AND HOBBS O N DYNAMIC RELAXATION

68. Much study has been given to the speed of convergence of different

forms of iteration and it is known for the Jacobi, Gauss-Seidel and SOR

iterations that after certain initial effects have died down, they all converge

at a uniform (but different) rate in which l)/Sdr),in each case, is a constant

+

(m).

69. In the case of the SOR solutions of matriceshaving Forsythe and

Wasow's property 'A'(p. 243, ref. (3)) it can be shown that the optimum

accelerating factor is given by the equation:

wb = 2/(1 +(l -7")""j . . . . . . (41)

where 7 is the spectral radius of the point Jacobimatrix. It is also shown that

for such matrices the maximum eigenvalue of the Gauss-Seidel matrix (h)

is equalto 7" andthatfor SOR theiteration is alwaysconvergent for

O<w,<2. t

70. The corresponding relations for dynamic iteration can be developed

using the damped wave equations.

71. It is unnecessary in the determinationof the critical damping factor to

consider modes of vibration other than the fundamental,since this determines

the speed of convergence after the disappearance of the initial effects of the

other modes by overdamping, although it has been found that for damping

factors near critical, the theoretically smallest number of iterations based on

the fundamental mode is not obtained, because of contributions from the

other modes.

72. Inthelater stages of convergence fordynamic iteration, the time

solution in the overdamped case can be written as:

(U) = (uf){l -e-at(cosh w , t + a / w , sinh w 3 t ) } . . (42)

where U,"= (a" - W ; ) , and w o / 2 r is the undamped fundamental frequency.

73. Differentiating once and twice with respect to time gives:

li = u,e-at (<) 2

sinh w,t . . . . . (43)

and

74. In the later stages of the iteration cosh w,t-tsinh w,t++em.8t when:

-$+m) = (-.+us) . . . . . . (45)

U

increments in U is constant, that is

OTTER, CASSELL AND HOBBS ON DYNAMIC RELAXATION 655

from which

2(1-m)

-- ii

- --At = (a-wJAt from (49,

l+m U

therefore

2 -(a -w,)At -

- 2 - (a - d a 7 ) A t

m=

2+(a--w,Mf 2+(a- d / c ( a ) A t

. . . (48)

under the root sign is zero, that is when

w 0 = a = - Kc r

2At

. . . . . . . (49)

when

78. For the Jacobi iteration a A t = 1 and the Jacobi rate of convergence is

then m,, = 4 1 --:At2. It is known that mJ=q. Then woAt= d m which

in turn is equal to twice the optimum damping factor K , ,

K C ,= 2d- . . . . . . (51)

79. The optimum convergence rate for D R is given by

2- d/1-172 . . . .

mDR =

between the optimum acceleration factorw b for the SOR iteration for matrices

with property A and the optimum damping factor for D R is:

2

w b = -

1 + KcrP

. . . . . . . (53)

and the optimum convergence rate for SOR is known to be:

81. The convergence rate for SOR is therefore faster than that for DR.

CONCLUSION

82. Thus D R is not as efficient as SOR when that method is tridiagonalized

with a n optimum acceleration factor, and even less efficient than the elimina-

tion method, and this must be true also for dynamic iteration, as is to some

extentshown inthecomparison of dynamiciterationand SOR forthe

Laplace equation. The virtues of D R as a system depend rather on the pos-

sibility of its use in relatively complicated problems when the band width of

the two-dimensional matrix is so large that storage problems arise for the

elimination method, and the tridiagonalization for theSOR solution presents

difficulties. The use of three-dimensional arrays in D R gives a dense matrix

instead of a sparse two-dimensional matrix; the simplicity of the separated

equations and the resultant simplified boundary conditions greatly ease the

656 OTTER, CASSELL AND HOBBS ON DYNAMIC RELAXATION

computer runs has not been the governing consideration and has always been

economically acceptable.

ACKNOWLEDGEMENT

83. This work would nothave been possible withoutthe generousprovision

of computer facilities by Professor S. Gill and the Imperial College Computer

Unit.

REFERENCES

1. OTTERJ. R. H. Computations for prestressed concrete reactor pressure vessels

using dynamic relaxation. Nucl. Struct. Eng, 1965, l, Amsterdam.

2.GILLES D. C.Theuse of interlacingnets for theapplication of relaxation

methods to problems involving two dependent variables. Proc. Roy. Soc. A.,

1948, 193,407-433.

3. FORSYTHE G. E. and WASOWW. R. Finite-difference methods for partial

differentialequations. JohnWiley and Sons,1960,381-382.

4. SNELL C.. BROWNJ. M. and PEATFIELD A. M. Thethree-dimensionalwhoto-

elastic stress analysis of a constant thickness cylindrical dam under hydraulic

loading. CERA, TR/AD/l, 1965.

5. SEVERN R. T., SMITH N. A. F. and TAYLOR P. R. Theoretical and rubber mode

studies on design shape 1 arch dam under hydrostatic load. CERA, TR/AD/4,

1965.

6. OTTERJ. R. H. Dynamicrelaxationcomparedwithotheriterativefinitedif-

ferencemethods. Nucl. Eng. Des., 1966, 3, 1, 183-185.

7. FRANKEL S. P. Convergence rates of iterative treatments of partial differential

equations. Math. Tables Aids Cornput., 1950, 4, 65-75.

8. ENGELI M. et al. Refined iterative methods for computation of the solution and

eigenvalues of self-adjoint boundary value problems. Mitt. Inst. ange. Math.,

1959, 8, 30-3 1.

9. VARGAR.S. Matrix iterative analysis. PrenticeHall, London, 1962.

10. GARABEDIAN P. R. Partial differentialequations. John Wiley and Sons,1964.

- Elastomeric Bearing - 15m SpanDiunggah olehmnsawant
- Vibrations Full VersionDiunggah olehLina Puteri
- 0488Diunggah olehmssefullah13
- Elliptic Grid -Assignment # 3 (2012420071)-WaseemDiunggah olehWaseem Sakhawat
- Tubing DesignDiunggah olehakshitppe11
- Violin and the WolfDiunggah olehAdrián Buenfil
- AS_42m Trapen 1Diunggah olehJulio
- Submission FlickingerDiunggah olehFauzan Anshari
- An analytical model for arching in piled embankments - Van Eekelen - 2015.pdfDiunggah olehDaniel Coelho
- MMAN3200 State SpacesDiunggah olehAl Chemist Shahed
- Matlab Primer 7 Dec 09Diunggah olehCindy Feng
- Differential Equations With Mathcad PrimeDiunggah olehM s
- Design of Cotter Joint New-BELWINDiunggah olehSagarias Albus
- Gl Poseidon User ManualDiunggah olehIrina Maltopol
- Flat Jack Method for Measuring Design Parameters for HydraulicDiunggah olehMauricio Giambastiani
- Truss OnlineDiunggah olehVijaybalaji
- 13-Chapter 8 Text 2011Diunggah olehmedievolo
- PhdSyllabiDiunggah olehprince1900
- Simple Stress & StrainDiunggah olehabhilash jana
- Algorithm for Raman Backward PumpingDiunggah olehBharath Lagishetty
- 07 Thermal StressDiunggah olehDhurai Kesavan
- Footing Interaction DiagramsDiunggah olehsergiob0107
- Seismic Design of Structures with Viscous Dampers.pdfDiunggah olehErland Ramírez Salazar
- 60002-POS-CAL-26PF-No13-Beam14,14a-BCW-Ex-NoiVaoH350x350x12x19-Weld7mm-R1-2018-07-19-GuiANamDiunggah olehNguyễn Duy Quang
- powerDiunggah olehNiamat Khan
- E-DET-464.pdfDiunggah olehMohamed Rafeek
- ES_C221_561Diunggah olehShlok Satyam
- Solid MechagvbDiunggah olehJames Thee
- SyllabusDiunggah olehaef
- Microsoft Word MecvinaDiunggah olehRam Ramirez

- 55556Diunggah olehPedro Silva
- tablern2Diunggah olehCak Iqbal
- 302054.pdfDiunggah olehPedro Silva
- 302054.pdfDiunggah olehPedro Silva
- papastamatiou1993Diunggah olehPedro Silva
- papastamatiou1993Diunggah olehPedro Silva
- Moooi Non RandomDiunggah olehPedro Silva
- Random Num TableDiunggah olehRajesh Singh
- CH142Diunggah olehPedro Silva
- Betão - TeoriaDiunggah olehPedro Malheiro
- 1016Diunggah olehvntiba
- Moooi Random LightDiunggah olehPedro Silva
- plotDiunggah olehPedro Silva
- modulo1-2Diunggah olehPedro Silva
- 477Diunggah olehPedro Silva
- 2014_05_27_1-s2.0-S0950061809002177-main (1).pdfDiunggah olehPedro Silva
- 1-s2.0-S2352710215300358-mainDiunggah olehPedro Silva
- ricamatoDiunggah olehPedro Silva
- ricamatoDiunggah olehPedro Silva
- Tesi Maria RicamatoDiunggah olehELIIO61
- IEEE_ Manual Ref BibliograficasDiunggah olehCésar Claudio Cáceres Encina
- 1-s2.0-S0958946504000356-mainDiunggah olehPedro Silva
- 1-s2.0-S0141029613006007-mainDiunggah olehPedro Silva
- 191Diunggah olehPedro Silva
- 61218Diunggah olehPedro Silva
- 6B4.pdfDiunggah olehMatteo Messina
- 86Diunggah olehPedro Silva
- 909Diunggah olehPedro Silva
- CH077Diunggah olehPedro Silva
- Blaine Sumner - Gorilla WarfareDiunggah olehMarko029

- Aplicacion de Rodameintos en Zarandas VibratoriasDiunggah olehFredy Quispe Valverde
- Measurement DevicesDiunggah olehVinayak Potdar
- A Finite Element Under CompressionDiunggah olehGabriel Gonzalez
- Correspondence and Isomorphism Theorems for Intuitionistic fuzzy subgroupsDiunggah olehjournal
- ControlDiunggah olehMatthew Alexander
- Determination of Mechanical Properties of Sand Grains by Nano IndentationDiunggah olehAlvin John Lim
- FEA_in_Practice_20.04.pptDiunggah olehJuan Jose Flores Fiallos
- Senocac - Evaluations of Cavitation Models for Navier-Stokes ComputationsDiunggah olehsaba135
- metale in urmeDiunggah olehAdriana Elena Culea
- Solar Receiver AbstractsDiunggah olehBharath Subramaniam
- HydrochloricAcid30-40Diunggah olehYolanda Priscilia Gustantia
- c7c97df0-5653-468c-a71d-5845cb7a8132Diunggah olehIvkra
- Partech JournalDiunggah olehGM Villanea
- HSMWorks TutorialsDiunggah olehatilapaixao
- business statistics - mohit final.docxDiunggah olehmohit
- SRME2dDiunggah olehEdward Hendra
- DocumentDiunggah olehDrizzle Ventura
- The Line of SightDiunggah olehJonathan Majaw
- Soil Mech - 1 (1)Diunggah olehKester Ray de Vera
- Parabolic Laminar Profile Derivation (Please Read)Diunggah olehFaThoRoYa
- Algebra Extra Credit Worksheet--Rotations and TransformationsDiunggah olehGambit King
- ECV5701 Notes for Concrete Inspection and Assessment-1Diunggah olehahmed almhjani
- 5991-3326EN_SPHB.pdfDiunggah olehMarko Zavbi
- 1228-1729-1-PBDiunggah olehGeraldo Eky
- Art Aviation Ah an 00 Brew GoogDiunggah olehviorelcroitoru
- 01-02 Introduction to ThermodynamicsDiunggah olehslag12309
- Etabs Rc Slab DesignDiunggah olehEmanuelRodriguezElera
- Atomic Feng Shui Aetheric Diodes and MagnetizationDiunggah olehDante
- Lesson 4 - The Speed of Light & Snill's Law KeyDiunggah olehsiva kumar
- Computer Vision Ch11Diunggah olehLee RickHunter