Structural Vibrations

Structural Vibrations
Olivier A. Bauchau
The University of Maryland
Department of Aerospace Engineering
January 27, 2016

2
Contents
1 Single degree of freedom systems 7

1.1 Conservative systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.1.1 Free response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.1.2 Forced harmonic response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.1.3 The resonance phenomenon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.1.4 The beating phenomenon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.1.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.2 Non-conservative systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.2.1 Lightly damped systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.2.2 Over-damped systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.2.3 Critically damped systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.3 Forced harmonic response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.3.1 The spring-mass-dashpot system . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.3.2 The base motion system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.3.3 Vibration measurement instruments . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.3.4 Energy dissipation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.3.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2 Multi degree of freedom systems 27

2.1 Simple, two-degree-of-freedom system . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.1.1 Pivoted bar connected to a spring-mass system, first coordinate system . . . . . . . 27
2.1.2 Pivoted bar connected to a spring-mass system, second coordinate system . . . . . 29
2.2 The algebraic eigenproblem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.2.1 Solution of the homogeneous problem . . . . . . . . . . . . . . . . . . . . . . . . 30
2.2.2 Reduction to the standard eigenvalue problem . . . . . . . . . . . . . . . . . . . . 33
2.2.3 Change of generalized coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . 34
2.2.4 Similarity transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.2.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.2.6 Orthogonality of the eigenvectors . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.2.7 Repeated eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.2.8 Spectral expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.2.9 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
2.3 The forced problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
2.3.1 The modal projection approach . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
2.3.2 The resonance phenomenon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.3.3 The beating phenomenon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
2.3.4 The modal reduction approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
2.3.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
2.4 Rayleigh’s quotient . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
2.4.1 Bounds of Rayleigh’s quotient . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
3
4 CONTENTS
2.4.2 Perturbation of Rayleigh’s quotient about an eigenvector . . . . . . . . . . . . . . 55

2.5 Courant’s minimax principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
2.5.1 Two lemmas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
2.5.2 Proof of Courant’s minimax principle . . . . . . . . . . . . . . . . . . . . . . . . 57
2.5.3 Eigenvalue separation property . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
2.5.4 Sturm sequence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.5.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
3 Forced harmonic response 61

3.1 Dynamic influence coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
3.1.1 Measurement of the influence coefficients . . . . . . . . . . . . . . . . . . . . . . 61
3.1.2 Analytical expression of the influence coefficients . . . . . . . . . . . . . . . . . . 62
3.1.3 Spectral expansion of the influence coefficients . . . . . . . . . . . . . . . . . . . 63
3.1.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
3.2 Frequency shifting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
3.2.1 Three dynamical systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
3.2.2 Physical nature of the modified system . . . . . . . . . . . . . . . . . . . . . . . 68
3.2.3 Properties of the modified system . . . . . . . . . . . . . . . . . . . . . . . . . . 69
3.2.4 Dynamic influence coefficients of the modified system . . . . . . . . . . . . . . . 71
3.2.5 Evaluation of the modified frequency spectrum . . . . . . . . . . . . . . . . . . . 73
3.2.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
4 Dynamic analysis of beams 75

4.1 Vibration of taught strings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
4.1.1 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
4.2 Axial vibration of beams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
4.2.1 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
4.3 Torsional vibration of beams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
4.3.1 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.4 Bending vibration of beams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.4.1 Uniform beams with various end conditions . . . . . . . . . . . . . . . . . . . . . 80
4.4.2 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
4.5 Formal procedures for the derivation of approximate solutions . . . . . . . . . . . . . . . 88
4.5.1 Basic approximations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
4.5.2 The principle of minimum total potential energy . . . . . . . . . . . . . . . . . . 89
4.6 Vibration of beams: an energy approach . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
4.6.1 Dynamic equations of motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
4.6.2 The homogeneous problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
4.6.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
4.7 The forced problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
4.7.1 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
5 Direct integration algorithms for single dof systems 113

5.1 Central difference method for single degree of freedom systems . . . . . . . . . . . . . . 113
5.1.1 Lax’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
5.1.2 The concept of stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
5.1.3 Stability analysis of the central difference scheme . . . . . . . . . . . . . . . . . . 118
5.1.4 Accuracy of time integration schemes . . . . . . . . . . . . . . . . . . . . . . . . 120
5.1.5 Accuracy of the central difference scheme . . . . . . . . . . . . . . . . . . . . . . 121
5.1.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
CONTENTS 5
5.2 The Newmark algorithm for single degree of freedom systems . . . . . . . . . . . . . . . 122
5.2.1 Stability and accuracy analysis of the Newmark scheme . . . . . . . . . . . . . . 122
5.3 The generalized-α scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
5.3.1 Stability and accuracy analysis of the generalized-α scheme . . . . . . . . . . . . 126
6 Direct integration algorithms for multi dof systems 129

6.1 General solution procedures for the solution of dynamical equations . . . . . . . . . . . . 129
6.1.1 Free response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
6.1.2 Forced harmonic response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
6.1.3 Transient response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
6.2 Analysis including damping . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
6.2.1 Modal analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
6.2.2 Direct integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
6.2.3 Eigenmodes of the damped system . . . . . . . . . . . . . . . . . . . . . . . . . . 132
6.3 Integration of equations of motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
6.3.1 Central difference method for multi degree of freedom systems . . . . . . . . . . . 134
6.4 Direct integration and modal projection . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
6.5 Analysis of direct integration algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
6.5.1 Desirable characteristics of integration algorithms . . . . . . . . . . . . . . . . . . 135
6.5.2 The generalized-α scheme for multi degree of freedom systems . . . . . . . . . . 135
7 Applications to mechanical systems 139

7.1 Dynamics of rotating system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
7.1.1 Kinematics of the problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
7.1.2 Modeling the rigid disk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
7.1.3 Modeling the flexible shaft . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
7.1.4 Infinitesimal work done by the external forces . . . . . . . . . . . . . . . . . . . . 142
7.1.5 Equations of motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
7.1.6 Stability analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
7.1.7 Case 1: balanced disk, isotropic shaft, no gravity . . . . . . . . . . . . . . . . . . 145
7.1.8 Case 2: balanced disk, anisotropic shaft, no gravity . . . . . . . . . . . . . . . . . 147
7.1.9 Case 3: unbalanced disk, anisotropic shaft, no gravity . . . . . . . . . . . . . . . 150
7.1.10 Case 4: balanced disk, anisotropic shaft, with gravity . . . . . . . . . . . . . . . . 151
7.1.11 Case 5: Effect of internal damping . . . . . . . . . . . . . . . . . . . . . . . . . . 151
7.1.12 Case 6: Effect of external damping . . . . . . . . . . . . . . . . . . . . . . . . . 153
7.1.13 Case 7: Combined effects of internal and external damping . . . . . . . . . . . . . 154
7.1.14 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
8 Mathematical tools 157

8.1 Second-order tensors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
8.1.1 Basic operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
8.2 Determinant and inverse of modified matrices . . . . . . . . . . . . . . . . . . . . . . . . 158
8.2.1 The matrix determinant lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
8.2.2 Generalization of the matrix determinant lemma . . . . . . . . . . . . . . . . . . 159
8.2.3 The Woodbury formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
6 CONTENTS
Chapter 1
Single degree of freedom systems
1.1 Conservative systems

Figure 1.1 depicts a simple spring-mass system of mass m and spring stiffness constant k; the associated
free body diagram is also shown in the figure. Newton’s second law yields the following equation of
dynamic equilibrium
F (t) − ku − mü = 0, (1.1)
˙ indicates a derivative with
where u is the inertial displacement of the mass, t is time, and notation (·)
respect to time. The inertial force acting on the system is −mü, the elastic restoring force is −ku, and
F (t) the time dependent, externally applied force.
At this point, the externally applied force is assumed to be har-
monic and will be written as F (t) = F̂ cos Ωt, where F̂ is the am- m m
plitude of the harmonic force and Ω its frequency. After division 2
u ku md u2
by the mass, m, eq. (1.1) becomes k dt
Free body
k F̂ diagram
ü + u = cos Ωt. (1.2)
m m
Figure 1.1: Simple spring-mass sys-
This is the equation of motion of the system, which takes the form tem and free body diagram.
of a second order, ordinary differential equation in time. The exci-
tation force appears on the right-hand side of the equation. Given
a set of initial conditions, the initial position and velocity and the mass, this equation could be integrated
in time to compute the dynamic response of the system.
1.1.1 Free response

First, the solution of the homogeneous problem is investigated; this represents the behavior of the system
in the absence of externally applied forces. In this case, the governing equation of the problem, eq. (1.2),
becomes
k
ü + u = 0. (1.3)
m
Clearly, this equation admits the trivial solution, u(t) ≡ 0. This solution, however, is not very useful.
An important question is whether eq. (1.3) admits a non-trivial solution. Consider a solution of the
form
u(t) = û eiωt , (1.4)
√
where i = −1. This represents a harmonic motion of amplitude û, at an unknown frequency ω. Intro-
ducing this assumed motion in eq. (1.3) yields (−ω 2 + k/m)û exp(iωt) = 0. Because exp(iωt) 6= 0, it
7
8 CHAPTER 1. SINGLE DEGREE OF FREEDOM SYSTEMS
follows that
2 k
−ω + û = 0. (1.5)
m
The time dependency has now disappeared from the equation. This means that the assumed harmonic time
dependency given by eq. (1.4) is indeed the solution of the homogeneous equation of motion, eq. (1.3).
The algebraic equation (1.5) admits two solutions û = 0 and ω 2 = k/m. Introducing the first solution into
eq. (1.4) yields u(t) ≡ 0, which is the trivial solution of the problem. The second solution,
r
k
ω= , (1.6)
m
gives the specific frequency of the harmonic motion that satisfies the homogeneous differential equation of
motion, eq. (1.3). This frequency is called the natural circular frequency of the system. Harmonic motion
at the natural frequency is a non-trivial solution of the homogeneous
p equation of motion of the system.
The natural circular frequency of the system is ω = k/m and has units of rad/s. The natural
frequency of the system is f = ω/(2π) and has units of s−1 , or Hz. Finally, the natural period of the system
is T = 1/f = 2π/ω and has units of s. It is important to remember that although the terms “natural circular
frequency” and “natural frequency” denote two different quantities, they are often used interchangeably.
Quantity ω is often called the “natural frequency of the system,” although strictly speaking, it should be
called the “natural circular frequency of the system.”
The solution of the homogeneous system is given by eq. (1.4) as u(t) = u1 cos ωt+ u2 sin ωt, where u1
and u2 are two integration constants to be determined from given initial conditions. Assuming that u0 and
u̇0 are the initial position and velocity, respectively, of the spring-mass system, its free response is then
u̇0
u(t) = u0 cos ωt + sin ωt. (1.7)
ω
This solution can also be recast in the following form
s
u̇20

2 u̇0
u(t) = u0 + 2 cos ωt − arctan . (1.8)
ω ωu0
Example 1.1. Natural frequency of a cantilevered beam with a mid-span mass

The simply supported beam of length L depicted in fig. 1.2 carries a mid-span mass M. The beam is of
c
uniform bending stiffness H33 and mass per unit span m. The total mass of the beam is far smaller that
the concentrated mid-span mass, i.e., mL ≪ M. In this case, it is reasonable to assume the beam to be
massless. Find the natural frequency of the system.
First, the presence of the mid-span mass is ignored and the beam is modeled using the assumptions of
Euler-Bernoulli beam theory [1]. If the beam is subjected to a mid-span concentrated load P , the resulting
transverse displacement field is found to be
(
PL 3
η(3 − 4η 2 ), 0 ≤ η ≤ 1/2,
ū2(η) = c 2
48H33 (η − 1)(4η − 8η + 1), 1/2 < η ≤ 1,
where η = x1 /L is the non-dimensional variable along the beam’s span. The beam’s mid-span displace-
ment, denoted ∆, is then found easily as ∆ = ū2 (1/2) = P L3 /(48H33 c
). As illustrated in fig. 1.2, the
c
beam is now replaced by a spring of equivalent spring stiffness constant k = P/∆ = 48H33 /L3 .
The natural frequency of the system is now given by eq. (1.6) as
r r
c
k 48H33
ω= = .
M ML3
1.1. CONSERVATIVE SYSTEMS 9
- -
i2 i1
M L
L/2 L/2 M A
u g
u- 2(η) P
Δ k k
M
L/2 L/2
Figure 1.2: Simply supported beam with a mid- Figure 1.3: Spring-mass system with nonlinear ge-
span mass. ometry.
p cnatural frequency of the system increases with increasing bending stiffness of the beam, i.e., ω ∝
The
H33 ; as the stiffness of the system increases, the natural frequency increases, as pexpected. On the
contrary, the natural frequency decreases as the mid-span mass increases, i.e., ω ∝ 1/M. Note that
the dependence of the natural frequency on the physical properties of the system is weak, because both
bending stiffness and mass are under the radical sign. On the other hand, the natural frequency is a much
stronger function of the geometry of the system since ω ∝ L−3/2 .
Example 1.2. Natural frequency of a spring-mass system with nonlinear geometry
A spring of stiffness constant k and un-stretched length βL is fastened to a support at point A and is
connected to a mass, M, that slides on a frictionless vertical rod as shown in fig. 1.3. The vertical dis-
placement of the mass is denoted u. Use Lagrange’s formulation to determine the equation of motion of
the system and find the natural frequencies of the system as a function of the non-dimensional parameter
α = Mg/(kL). √
The Lagrangian of the system is easily found as L = M u̇/2 + Mgu − k∆2 /2, where ∆ = L2 + u2 −
βL is the stretch of the spring. Lagrange’s formulation then yields the governing equation of the system

βL
M ü + k 1 − √ u = Mg.
L2 + u2
Thepequilibrium point of the system is found by solving the following algebraic equation, (1 −
β/ 1 + ū2e )ūe = α, where ūe = ue /L is the non-dimensional displacement of mass M and parame-
ter α = Mg/(kL) quantifies the ratio or gravity to elastic forces. This equation is transcendental, but
its solution is easily found numerically. Figure 1.4 shows the non-dimensional displacement of mass M
versus parameter α, for four values of the spring’s un-stretched length, β = 1, 0.75, 0.5, and 0.1.
Next, the dynamics of small perturbations about the equilibrium state of the system is studied by letting
ū(t) = ūe + û(t), where û(t) is a small perturbation. After linearization, the equation of motion becomes

¨ k β
û + 1− û = Mg.
M (1 + u2 )3/2
Finally, the natural frequency of the system for small amplitude oscillations about the equilibrium config-
uration is s
ω β
ω̄ = p = 1− .
k/M (1 + ū2e )3/2
For α =√ 0, the equilibrium configuration is ūe = 0 and the corresponding natural frequency of the system
is ω̄ = 1 − β. On the other hand, as α → ∞, p the mass displacement increases, i.e., ūe → ∞, and
the natural frequency of the system approaches k/M, the natural frequency of the simple spring-mass
system.
In this example, mass displacements of finite amplitude were considered. Consequently, the natural
frequency of the system becomes a function of its equilibrium configuration; the natural frequency is no
3 1
2.5
Nondimensional frequency
0.8
2
0.6
u- e
1.5
0.4
1
0.5 0.2
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
α α
Figure 1.4: Non-dimensional equilibrium position Figure 1.5: Natural frequency of the system versus
of mass M versus parameter α. β = 1, solid line; parameter α. β = 1, solid line; β = 0.75, dotted
β = 0.75, dotted line; β = 0.5, dashed-dotted line; line; β = 0.5, dashed-dotted line; β = 0.1, dashed
β = 0.1, dashed line. line.
longer a single number, but becomes a function of various parameters characterizing the system. In this
case, the natural frequency depends on parameter α = Mg/(kL) and on the spring un-stretched length,
βL.
1.1.2 Forced harmonic response

The significance of the natural frequency identified in the previous section is best understood when an-
alyzing the response of the system under an externally applied force. In that case, equation of motion,
eq. (1.2), becomes
ü + ω 2 u = ω 2 us cos Ωt. (1.9)
where us = F̂ /k is the static response of the system. If the externally applied force acts at a very low
frequency, i.e., if Ω → 0, time derivatives are very small, inertial forces become negligible, and eq. (1.2)
reduces to kus = F̂ . The deflection of the system under the static load F̂ is then us = F̂ /k.
The solution of equation (1.9) consists of two parts: the solution of the homogeneous equation, and a
particular solution for the non-vanishing right-hand side. The complete solution is
ω 2 us
u(t) = A cos ωt + B sin ωt + cos Ωt, (1.10)
ω 2 − Ω2
where A and B are integration constants to be determined from given initial conditions. If the system is
initially at rest, i.e., u(t = 0) = 0 and u̇(t = 0) = 0, the integration constants can be determined to yield
the response of the system
u(t) cos Ωt cos ωt cos Ω̄τ cos τ

= − = − , (1.11)
us 1 − Ω̄2 1 − Ω̄2 1 − Ω̄2 1 − Ω̄2
where τ = ωt is the non-dimensional time, and the non-dimensional excitation frequency is defined as
Ω
Ω̄ = . (1.12)
ω
The natural frequency of the system plays an important role in the definition of the relevant non-
dimensional quantities. The non-dimensional time can be written as τ = 2π t/T , where T is the system’s
natural period, and the non-dimensional excitation frequency is excitation frequency divided by the natural
frequency of the system.
The first term in eq. (1.11) is the forced response of the system, i.e., the response of the system at the
excitation frequency. The second term represents the response of the system at its own natural frequency.
The complete response of the system is a superposition of oscillations at these two distinct frequencies.
Clearly, the natural frequency of the system plays an important role because the system responds at its
natural frequency for any excitation frequency. Furthermore, the natural frequency also appears in the
forced response of the system.
No energy dissipation mechanism is included in the present model. In practice, however, energy
dissipation is always present, although it might be very small. Consequently, system response at the
natural frequency will die out in time, leaving the forced response as the only response of the system.
The remaining paragraphs focus on the forced response of the system, which is written as

u(t) cos Ω̄τ 1
cos(Ω̄τ + φ) = û cos(Ω̄τ + φ),
= 2
=
2
(1.13)
us 1 − Ω̄ 1 − Ω̄ us
where φ is the phasing angle. The amplitude of the forced response now becomes

û 1
= , (1.14)
us 1 − Ω̄2
which is called the dynamic amplification factor. This factor is the ratio of the amplitude of the dynamic
response at excitation frequency Ω to that of the static response at excitation frequency Ω → 0. The
name of “dynamic amplification factor” is used because this factor quantifies the amplification of system
response under dynamic conditions as compared to the system’s static response.
Because the excitation force is F (t) = F̄ cos Ωt, φ represents the phasing angle between the excitation
and the response of the system. Clearly, the phase angle has values of 0 or π,
(
0, for Ω̄ ≤ 1,
φ= (1.15)
π, for Ω̄ > 1.
The top portion of fig. 1.6 depicts the dy-

namic amplification factor as a function of the non- 10
8
dimensional excitation frequency. For Ω̄ ≪ 1, 6
u/us
i.e., at excitation frequencies far below the natural

^
4
frequency, the system’s dynamic response is nearly 2
identical to its static response. For Ω̄ ≫ 1, i.e., at 0

PHASE ANGLE ϕ
240
excitation frequencies far greater than the natural fre- 210
180
quency, the system response tends to zero. 150
120
Indeed, at high frequency, the inertial force be- 90
comes large because it is proportional to the acceler- 60
30
ation of the mass, itself proportional to Ω2 ; this large 0
0 0.5 1 1.5 2 2.5
NON-DIMENSIONAL FREQUENCY Ω/ω
inertial force opposes the motion of the mass, result-
ing in decreasing system response. For Ω̄ ≈ 1, the
Figure 1.6: Forced response of spring-mass sys-
response of the system becomes very large. In fact,
tem. Top figure: dynamic amplification factor; bot-
when the excitation frequency is equal to the natu-
tom figure: phasing angle.
ral frequency, the response of the system grows to
infinity. The excitation frequency is said to be in res-
onance with the natural frequency of the system.
The bottom portion of fig. 1.6 shows the phasing angle as a function of the non-dimensional excitation
frequency. At frequencies below the system’s natural frequency, i.e., for Ω̄ < 1, system response is in-
phase with the excitation, whereas at frequencies above the system’s natural frequency, i.e., for Ω̄ > 1,
system response is 180 degrees out-of-phase with the excitation. When the excitation frequency is in
resonance with the natural frequency of the system, the phasing angle exhibits a jump from 0 to 180
degrees.
1.1.3 The resonance phenomenon

Given the practical importance of the resonance condition, it is interesting to study the system’s response
very near this condition. First, the general solution for the forced response, eq. (1.11), is recast as
u(t) cos Ω̄τ − cos τ sin(1 + Ω̄)τ /2 sin(1 − Ω̄)τ /2
= 2
=2 ,
us 1 − Ω̄ 1 − Ω̄2
where the second equality follows from elementary trigonometric identities. If the excitation frequency
is near the natural frequency of the system, it can be written as Ω̄ = 1 + ε̄, where ε̄ ≪ 1. The system
response now becomes
u(t) sin(2 + ε̄)τ /2 sin ε̄τ /2 (sin τ ) (ε̄τ /2) 1
= −2 2
≈ −2 = τ sin τ. (1.16)
us 1 − (1 + ε̄) −2ε̄ 2
Clearly, when the excitation frequency is very near the natural frequency, the system oscillates at its natural
frequency, as expected, and the amplitude of the response grows linearly in time. Note that the response
is 90 degrees out-of-phase with the excitation. Because of the rapid growth of the vibration amplitude,
exciting a dynamical system near its natural frequency is, in general, undesirable.
Figure 1.7 shows the response of a spring-mass system for ω = 1.0 and Ω = 1.01 rad/s. As expected
from eq. (1.16), the amplitude of the response grows linearly in time.
10
40
5
20
u/us
u/us
0 0
-20
-5
-40
-10
0 20 40 60 80 100 0 20 40 60 80 100 120 140
Time Time
Figure 1.7: Response of the spring-mass system Figure 1.8: The beating phenomenon for a spring-
near resonance, ω = 1.0 and Ω = 1.01 rad/s. mass system, ω = 1.0 and Ω = 1.1 rad/s.
1.1.4 The beating phenomenon

Another interesting case is when the excitation and natural frequencies are in the vicinity of each other. To
study this problem, the following notation is introduced, Ω = ωm (1 + ε) and ω = ωm (1 − ε). Frequency
ωm can be interpreted as the average of the excitation and natural frequencies, ωm = (Ω + ω)/2, whereas
ε is half their relative difference, ε = (Ω − ω)/(Ω + ω). The general solution for a spring-mass system,
eq. (1.11), now becomes
u(t) cos Ωt − cos ωt cos ωm (1 + ε)t − cos ωm (1 − ε)t
= ω2 2 2
= (1 − ε)2
us ω −Ω (1 − ε)2 − (1 + ε)2
1 (1 − ε)2
= sin ωm t sin εωm t,
2 ε
where the last equality follows from elementary trigonometric identities. Reverting to the original quanti-
ties then yields
u(t) 2 Ω+ω Ω−ω
= 2 sin t sin t. (1.17)
us Ω̄ − 1 2 2
This result indicates that when the excitation and natural frequencies are in the vicinity of each other,
the response is oscillatory with a frequency equal to the average of the excitation and natural frequen-
cies. The amplitude of this oscillation is modulated by a slow varying term with a frequency equal to
the half difference of the excitation and natural frequencies. This slow modulation is called the beating
phenomenon.
Figure 1.8 shows the response of a spring-mass system for ω = 1.0 and Ω = 1.1 rad/s. Because
the excitation and natural frequencies are in the vicinity of each other, the response exhibit the beating
phenomenon. The fast oscillation takes place at a frequency (Ω + ω)/2 = 1.05 rad/s, whereas the slow
modulation has a frequency (Ω − ω)/2 = 0.05 rad/s, corresponding to a period Tb = 2π/0.05 = 125
s, as shown in fig. 1.8. Equation (1.17) reveals that the maximum expected amplitude of the beating is
|u(t)/us|max ≈ |2/(Ω̄2 − 1)| = 9.52, as shown, once again, in fig. 1.8.
Example 1.3. Rotating machinery with mass unbalance
Figure 1.9 depicts a piece of rotating machinery with an unbalance m of eccentricity e. The total mass of
the machine, including the unbalance, is denoted M. The unbalance rotates at a constant angular velocity
Ω. For simplicity, it is assumed that lateral motion of the machine is constrained, and hence, this system
possesses a single degree of freedom, u(t), the inertial vertical motion of the machine. The flexibility of
the system is represented by two concentrated springs, each of stiffness constant k/2.
θ=Ωt
e
M
k/2 u(t) k/2
Figure 1.9: Rotating machinery with mass unbalance m of eccentricity e.
The inertial force acting on the machine is −(M − m)ü, and the corresponding force acting on the
unbalance is −md2 (u + e cos Ωt)/dt2 ; the elastic force acting on the system is −ku. Newton’s second
law then yields the equation of motion of the system as −(M − m)ü − md2 (u + e cos Ωt)/dt2 − ku = 0.
Evaluating the time derivatives yields M ü + ku = meΩ2 cos Ωt. Division by the machine’s mass then
leads to
ü + ω 2u = m̄eΩ2 cos Ω̄τ,
p
where ω = k/M is the system’s natural frequency, τ = ωt the non-dimensional time, and m̄ = m/M
the non-dimensional mass of the unbalance. Assuming initial conditions at rest, the system’s response is
2 2
u(τ ) = m̄eΩ̄ cos Ω̄τ − cos τ /(1 − Ω̄ ), and its non-dimensional forced response becomes
u(τ ) Ω̄2
= cos Ω̄τ.
m̄e 1 − Ω̄2
1.1.5 Problems
Problem 1.1. Rotating machinery with mass unbalance
Figure 1.9 depicts a piece of rotating machinery with an unbalance m of eccentricity e. The total mass of
the machine, including the unbalance, is denoted M. The unbalance rotates at a constant angular velocity
Ω. For simplicity, it is assumed that lateral motion of the machine is constrained, and hence, this system
possesses a single degree of freedom, u(t), the inertial vertical motion of the machine. The flexibility of
the system is represented by two concentrated springs, each of stiffness constant k/2. (1) Plot the non-
dimensional amplitude of the forced response versus the non-dimensional excitation frequency, Ω̄. (2)
Plot the phasing angle between excitation and response versus Ω̄. (3) Assuming initial conditions at rest,
plot the response of the system if the machine rotates at an angular speed very near the system’s natural
frequency.
Problem 1.2. Rotating machinery on a platform
Figure 1.10 depicts a piece of rotating machinery mounted on a rigid platform supported by four flexible
legs. The total mass of the machine and platform is M = 5, 000 kg, whereas that of the legs is negligible.
Each of the four legs is a square column of bending stiffness H = 750 kN·m2. Due to an eccentricity,
the machine applies a horizontal force F = F̂ sin Ωt to the platform, as indicated in the figure; F̂ = 5
kN. (1) Assuming the damping to be small, plot the steady state amplitude of the horizontal motion of the
platform versus the excitation frequency, Ω ∈ [0, 100] rad/s. (2) Plot the steady state magnitude of the
shear force at the root of each of the four support legs versus the excitation frequency. (3) If Ω = 15 rad/s,
find the dynamic amplification factor, the steady state amplitude of the horizontal motion of the platform,
and that of the root shear force for each leg.
^ sin Ωt
F=F
^ sin Ωt
M=M
Ip
Shaft
R A
2m
1.5 m L=1.2 m a=0.3m
Figure 1.11: Massive disk at the tip of a circular

Figure 1.10: Rotating machinery on a platform. shaft.
Problem 1.3. Massive disk at the tip of a circular shaft

Figure 1.11 depicts a massless shaft of torsional stiffness H1 = 325kN·m2 supported by two bearings and
connected to a disk of moment of inertial Ip = 250 kg·m2 at its free end. The shaft is clamped at point
R but free to rotate at point A. An oscillatory moment, M = M̂ sin Ωt is applied to the disk; M̂ = 47
N·m. (1) Assuming the damping to be small, plot the steady state amplitude of the disk rotation versus the
excitation frequency, Ω ∈ [0, 60] rad/s. (2) Plot the steady state magnitude of the shaft torque at point R
versus the excitation frequency. (3) If Ω = 20 rad/s, find the dynamic amplification factor, the steady state
amplitude of the disk rotation, and that of the shaft root torque.
Problem 1.4. Natural frequency of a cantilevered beam with a tip mass
The cantilevered beam of length L depicted in fig. 1.12 carries a tip mass M. The beam is of uniform
c
bending stiffness H33 and mass per unit span m. Assume the beam to be massless, i.e., mL ≪ M. (1)
Find the natural frequency of the system.
Problem 1.5. Spring-mass systems
The three spring-mass systems depicted in fig. 1.13 feature a mass M and two springs of stiffness constants
k1 and k2 . The configurations of the three systems, however, are distinct. (1) Find the natural frequency
of system (a). (2) Find the natural frequency of system (b). (3) Find the natural frequency of system (c).
(4) Which system has the lowest natural frequency?
1.2. NON-CONSERVATIVE SYSTEMS 15
- M M k2
i2
- k1 M
i1
M k1 k2
k2 k1
L
System (a) System (b) System (c)
Figure 1.12: Cantilevered beam with a tip mass.
Figure 1.13: Three spring-mass systems.
Problem 1.6. Homogeneous bar sliding on guides at both ends

Figure 1.14 depicts a homogeneous bar of length L and mass m sliding on two guides at its end points. At
the left end, the bar is connected to a spring of stiffness constant k; when the bar is horizontal, the stretch
of the spring is ∆ = βL. At its right end, the bar is connected to a point mass M. Gravity acts along
axis ı̄2 . This single degree of freedom system will be represented by generalized coordinate θ. (1) Use
Lagrange’s formulation to find the governing equation of the system. (2) Find the equilibrium point, θe , of
the system. On one graph, plot θe versus α for β = 0, 1, 2, and 5. (3) Linearize the governing equation of
motion about this equilibrium point. (4) Find the natural frequency, ω, of pthe system for small amplitude
vibrations. On one graph, plot the non-dimensional frequency, ω̄ = ω/ 3k/m versus α for β = 0, 1, 2,
and 5. For all your plots use α ∈ [0, 4], where α = (M + m/2)/(kL), and µ = M/m = 1.
L
k
O θ i1
k
i2 g L m R
θ
M
P
Figure 1.14: Homogeneous bar sliding on guides

at both ends. Figure 1.15: Rotating disk with spring restraint.
Problem 1.7. Rotating disk with spring restraint

A mechanism consists of the circular disk of radius R and mass M pinned at its center as shown in fig. 1.15.
A cable is wrapped around the disk’s outer edge and applies a force, P , in the tangential direction. The
rotation is resisted by a spring of stiffness constant k attached to a pin on the disk’s outer radius and fixed
horizontally to a support that can move vertically, leaving the spring horizontal at all times. When θ = 0,
the spring’s stretch is ∆ = βR. (1) Use Lagrange’s formulation to find the governing equation of the
system. (2) Find the equilibrium point, θe , of the system. On one graph, plot θe versus P̄ for β = 0,
0.5, 1, and 2. (3) Linearize the governing equation of motion about this equilibrium point. (4) Find the
natural frequency, ω,pof the system for small amplitude vibrations. On one graph, plot the non-dimensional
frequency, ω̄ = ω/ 2k/M, versus P̄ for β = 0, 0.5, 1, and 2. (5) On one graph, plot the non-dimensional
frequency versus θe for β = 0, 0.25, 1, 2, and 3. (6) Find angle θ0 for which the natural frequency becomes
zero. Plot θ0 versus β ∈ [0, 3]. For all your plots use P̄ ∈ [0, 1.25], where P̄ = P/(kR).
1.2 Non-conservative systems

The systems investigated in the previous sections were conservative systems. In many practical applica-
tions, energy dissipation mechanisms are present and, more often than not, systems are lightly damped.
Consider a dynamical system undergoing harmonic motion of period T . The work done by the elastic
force, Fe = −ku, over one period of the motion is easily evaluated as

T T T
ku2
I Z Z
Welastic forces = Fe du = Fe u̇ dt = − kuu̇ dt = = 0. (1.18)
0 0 2 0
Due to the periodicity of the motion, u(0) = u(T ), and the work done by the elastic force vanishes. The
work done by the inertial force, Fi = −mü, over the same period of the motion is evaluated in a similar
manner Z T Z T T
mu̇2
I
Winertial forces = Fi du = Fi u̇ dt = − müu̇ dt = = 0. (1.19)
0 0 2 0
Here again, the periodicity of the motion implies u̇(0) = u̇(T ) and hence, the vanishing of the work done
by the inertial force over one period of the motion.
Assume that the motion of the system is a simple harmonic function, say u(t) = û cos Ωt. The elastic
and inertial forces then become Fe = −ku = −kû cos Ωt and Fi = −mü = mΩ2 û cos Ωt, respectively.
Note that both forces are in phase with the displacement. On the other hand, the velocity is 90 degrees
out-of-phase with the displacement, and hence, the integrals of products Fe u̇ and Fi u̇ over one period of
the motion vanish.
Consider now a simple viscous damping force, Fv = −cu̇, where c is a constant. The work done by
this viscous damping force over one period of the motion is evaluated easily
I Z T Z T
Wviscous forces = −cu̇ dx = Fd u̇ dt = − cu̇2 dt < 0. (1.20)
0 0
Because the integrand in the last expression is always positive, the integral does not vanish and the work
done by the viscous damping force over one period of the motion does not vanish. Because this work is
negative, the viscous damping force is dissipative, i.e., it removes energy from the system.
To study the effect of viscous damping forces on the behavior
of a single degree of freedom oscillator, consider the simple spring- m m
mass-dashpot system depicted in fig. 1.16. The system’s governing
u ku cu. 2
md u2
equation of motion is found easily from the free body shown in the k c dt
figure, Free body
diagram
mü + cu̇ + ku = 0, (1.21)
where c is the dashpot constant. As was the case for conserva- Figure 1.16: Simple spring-mass-
tive systems, the governing equation is in the form of an ordi- dashpot system and free body dia-
nary differential equation with constant coefficients and the so- gram.
lution is of the form u(t) = û exp(pt), where p is the characteristic exponent. The characteristic ex-
2
ponents are the solution
p of the following quadratic p equation, mp + cp + k = 0, and its roots are
p1,2 = −(c/2m) ± (c/2m)2 − ω 2, where ω = k/m is the natural frequency of the system in the
absence of the dashpot.
The critical damping rate, ccr , is defined as that for which the term under the radical vanishes, i.e.,
(ccr /2m)2 = ω 2 , or ccr = 2mω. The damping ratio, ζ, is defined as the ratio of the actual damping rate
present in the system to the critical damping rate, i.e., ζ = c/ccr ,
c c
ζ= = . (1.22)
ccr 2mω
It is common to characterize a dashpot by its damping ratio by writing c = 2mζω. The characteristic
exponents of the system now become
p h p i
p1,2 = −ζω ± ζ 2 ω 2 − ω 2 = ω −ζ ± ζ 2 − 1 . (1.23)
1.2. NON-CONSERVATIVE SYSTEMS 17
1.2.1 Lightly damped systems

Lightly damped system are characterized by a damping ratio smaller than unity, i.e., ζ < 1.
p In this case,
the characteristic exponents given by eq. (1.23) are complex conjugates, p1,2 = ω[−ζ ± i 1 − ζ 2 ], and
the solution of the system is
√ √
−ζωt i 1−ζ 2 ωt −i 1−ζ 2 ωt
u(t) = e u1 e + u2 e
p p (1.24)
= e−ζωt A cos 1 − ζ 2 ωt + B sin 1 − ζ 2 ωt ,
where u1 and u2 or A and B are integration constants to be determined from the initial conditions of the
system. p
2
p of the motion is ωd = 1 − ζ ω, whereas the frequency
Solution (1.24) shows that the frequency
of the undamped system is ωu = ω = k/m. Because ζ < 1, the frequency of the damped motion is
smaller than its undamped counterpart, i.e., ωd < ωu .
Many practical engineering systems are very lightly damped. Considerp a system with 1% damping,
i.e., ζ = 0.01. The frequency of the motion for the damped system is ωd = 1 − (0.01)2 ω = 0.9999 ω; in
this case, the frequencies of the damped and undamped motions are nearly indistinguishable.
p Figure 1.17
2
shows the ratio of the frequencies of the damped and undamped systems, ωd /ωu = 1 − ζ , as a function
of the damping ratio, ζ. For systems with 10% and 20% damping, the frequencies of the damped motion
are 0.99 ω and 0.96 ω, respectively. Clearly, the frequencies of the damped and undamped motions be-
comes markedly different for large damping ratios only. Given the small difference between the damped
and undamped frequencies for very lightly damped systems, these two frequencies are often assumed to
coincide.
0.99 1
0.96 1
0.8
e-ζωt
0.5
0.6
ωd / ωu
ζ=0.1 ui ui+1
u(t) / u0
0.4 0
ζ=0.2
0.2
-0.5
0 T
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7
ζ -1
0 5 10 15 20 25 30
TIME
Figure 1.17: Ratio of damped to undamped natu-
ral frequency as a function of the critical damping Figure 1.18: History of the response of a spring-
ratio. mass-dashpot system.
Consider a simple spring-mass-dashpot system with the following initial conditions: u(t = 0) = u0
and u̇(t = 0) = u̇0 . Evaluating the integration constants in eq. (1.24) yields the solution of the problem as
!
p u̇ 0 + ζωu 0
p
u(t) = e−ζωt u0 cos 1 − ζ 2 ωt + p sin 1 − ζ 2 ωt . (1.25)
1 − ζ2 ω
The response of the system is depicted in fig.p1.18 for ω = 1, u0 = 1, u̇0 = 0, and ζ = 0.05. The period
of the damped system is T = 2π/ωd = 2π/( 1 − ζ 2 ω).
It is not easy to predict the damping ratio of a system because energy dissipation mechanisms are often
poorly understood and difficult to quantify. Hence, the damping ratio is often estimated from experimental
measurements. Assume that the response of a spring-mass-dashpot system has been measured experimen-
tally to obtain a time history similar to that depicted in fig. 1.18. Is it possible to estimate the system’s
damping ratio from this data?
Figure 1.18 highlights the response of the system at two instants, ui = u(t) and ui+1 = u(t + T ),
where T is the period of the system. The logarithmic decrement, δ, is defined as the natural logarithm of
the ratio of these two quantities,
ui
δ = ln . (1.26)
ui+1
Introducing the response given by eq. (1.24) and taking into account the periodicity of the trigonometric
functions leads to
exp[−ζωt] 2π 2πζ
δ = ln = ln eζωT = ζωT = ζω p =p . (1.27)
exp[−ζω(t + T )] 2
1−ζ ω 1 − ζ2
Finally, solving this equation yields the damping ratio in terms of the logarithmic decrement,
1
ζ=p . (1.28)
1 + (2π/δ)2
Due to the presence of the logarithmic function in the definition of the logarithmic decrement, this exper-
imental approach can be rather inaccurate, particularly for very lightly damped systems.
1.2.2 Over-damped systems

Over-damped system are characterized by a damping ratio larger than unity, i.e., ζ >p 1. In this case,
the characteristic exponents given by eq. (1.23) are two real numbers, p1,2 = ω[−ζ ± ζ 2 − 1], and the
solution of the system is
√ √
−ζωt i ζ 2 −1 ωt −i ζ 2 −1 ωt
u(t) = e u1 e + u2 e
p p (1.29)
= e−ζωt A cosh ζ 2 − 1 ωt + B sinh ζ 2 − 1 ωt ,
where u1 and u2 or A and B are integration constants to be determined from the initial conditions of the
system. The motion is now aperiodic.
!
p u̇ 0 + ζωu 0
p
u(t) = e−ζωt u0 cosh ζ 2 − 1 ωt + p sinh ζ 2 − 1 ωt .
2
ζ −1ω
1.2.3 Critically damped systems

Critically damped system are characterized by a damping ratio equal to unity, i.e., ζ = 1. In this case, the
characteristic exponents given by eq. (1.23) are identical real numbers, p1,2 = −ζ, and the solution of the
system is
u(t) = (u1 + u2 t)e−ωt , (1.30)
where u1 and u2 are integration constants to be determined from the initial conditions of the system. Here
again, the motion is now aperiodic.
u(t) = [u0 + (u̇0 + ωu0)t] e−ωt .

1.3. FORCED HARMONIC RESPONSE 19
2 1.4
ζ = 0.05 ζ = 0.15 ζ = 5.0
1.5 1.2
ζ = 0.25 ζ = 2.5
1
1
0.5 ζ = 1.5
0.8
ζ = 1.05
u(t)
u(t)
0
0.6
-0.5 ζ=1
0.4
-1
ζ = 0.50 0.2
-1.5
ζ=1
-2 0
0 5 10 15 20 0 5 10 15 20
TIME TIME
Figure 1.19: History of the response of an under- Figure 1.20: History of the response of an over-
damped spring-mass-dashpot system. damped spring-mass-dashpot system.
To illustrate the response of a spring-mass-dashpot system at with various levels of damping, the
following case is investigated: ω = 1, u0 = 1, u̇0 = 1.5. Figure 1.19 illustrates the behavior of under-
damped systems with damping ratios ζ = 0.05, 0.15, 0.25, and 0.50; for reference, the response of the
critically damped system also appears on the figure. On the other hand, the behavior of over-damped
system with damping ratios ζ = 5.0, 2.5, 1.5, and 1.05 is shown in fig. 1.20; for reference, the response of
the critically damped system also appears on the figure. For ζ < 1, the characteristic roots of the system
are complex conjugates, resulting in the oscillatory motion depicted in fig. 1.19. On the other hand, for
ζ > 1, the two characteristic roots of the system are real, resulting in the aperiodic response shown in
fig. 1.20.
For ζ = 1, the system is critically damped; the characteristic roots of the system are repeated real
numbers, resulting in aperiodic motion, as shown in both figs. 1.19 and 1.20. The equilibrium state of the
system investigated here is u = 0. The critically damped system (ζ = 1) reaches this equilibrium state
faster than either over- or under-damped systems.
1.3 Forced harmonic response

This section investigates in details the dynamic behavior of three important single degree of freedom
systems: spring-mass-dashpot systems, base motion systems, and vibration measurement systems.
1.3.1 The spring-mass-dashpot system

Consider now a spring-mass-dashpot system subjected to an externally applied force, F (t). The governing
equation of the system, eq. (1.21), now becomes
mü + cu̇ + ku = F (t). (1.31)
It is assumed that the externally applied force is harmonic, and to simplify the analysis, it is written
as F (t) = ℜ[F̂ exp(iΩt)], where F̂ is the magnitude of the excitation and Ω its frequency. The forced
harmonic response of the system is expected to be harmonic as well, with a possible phase shift represented
by the phasing angle φ, u(t) = û exp(iΩt) exp(−iφ).
Introducing these expressions into the governing equation, eq. (1.31), yields (−mΩ2 + icΩ +
k)û exp(iΩt) exp(−iφ) = F̂ exp(iΩt), and dividing by the mass leads to
F̂
(ω 2 − Ω2 + i 2ζωΩ)ûe−iφ = ,
m
where the damping ratio, ζ, defined

p by eq. (1.22) was introduced to express the dashpot constant, c. Note
that [(ω 2 − Ω2 ) + i(2ζωΩ)] = (ω 2 − Ω2 )2 + (2ζωΩ)2 exp iφ, where tan φ = (2ζωΩ)/(ω 2 − Ω2 ).
The amplitude of the response and the corresponding phasing angle now become
û 1
=q 2 , (1.32a)
us 2
1− Ω̄2 + 2ζ Ω̄
2ζ Ω̄
φ = arctan , (1.32b)
1 − Ω̄2
where Ω̄ = Ω/ω is the non-dimensional excitation frequency and us = F̂ /k the static deflection of the
system.
The top portion of fig. 1.21 shows the normalized
amplitude of the response given by eq. (1.32a) as a func- 10
ζ = 0.01
8
tion of the non-dimensional excitation frequency. The
s
ζ = 0.08
u/u
6
^
maximum amplitude of the response is achieved when 4
2
ζ = 0.15
the denominator of this equation is minimum, which oc- 0
curs for the non-dimensional frequency 240

210
PHASE ϕ
180
p 150
2 120
Ω̄ = 1 − 2ζ . (1.33) 90 ζ = 0.40
60
√ 30
0
ζ = 1.00
Note that when ζ = 2/2, the maximum amplitude of 0 0.5 1
Ω/ω
1.5 2 2.5
the response is achieved for Ω̄ = 0, i.e., for the static

case. The amplitude of the dynamic response decreases Figure 1.21: Forced response of spring-mass-
monotonically for higher excitation frequencies. Intro- dashpot system. Top figure: dynamic amplifi-
ducing eq. (1.33) into eq. (1.32a) yields the maximum cation factor; bottom figure: phasing angle.
amplitude of the motion, denoted ûmax , as
ûmax 1 1
= p =√ . (1.34)
us 2ζ 1 − ζ 2 1 − Ω̄4
The bottom portion of fig. 1.21 shows the phasing angle given by eq. (1.32b). When Ω̄ = 1, the
response on the system is 90 degrees out-of-phase with the applied force, i.e., φ = 90 degrees, for any
value of the damping ratio. This condition is known as phase resonance.
For conservative systems, the concept of resonance was introduced in section 1.3. In the presence of
energy dissipation mechanisms, the situation is a little more complicated. For lightly damped systems,
i.e., for ζ ≪ 1, eq. (1.33) indicates that the maximum dynamic amplitude is achieved for an excitation
frequency Ω̄ ≈ 1 or Ω ≈ ω. This behavior is similar to that observed for conservative systems: when
the excitation frequency is near the system’s natural frequency, large amplitude response is expected.
Equation (1.34) quantifies this effect; when Ω ≈ ω, the maximum amplitude is ûmax /us ≈ 1/(2ζ).
Clearly, if ζ ≪ 1, ûmax ≫ us , i.e., the dynamic amplification factor is very large. The damping ratio play
a key role at resonance because it determines the maximum amplitude of the motion. For a conservative
system, ζ = 0 and ûmax /us → ∞.
For heavily damped systems, the situation is quite different. The top portion of fig. 1.21 shows that for
ζ = 0.40, the dynamic amplification factor does not exhibit the sharp increase near the system’s natural
frequency that is characteristic of lightly damped systems. Equation (1.33) indicates that the maximum
amplitude is achieved for Ω̄ = 0.825, and the corresponding amplitude is given by eq. (1.34) as ûmax /us =
1.36, i.e., the maximum amplitude of the dynamic response is 36% higher than its static counterpart. While
a 36% increase in amplitude is significant, it is far from the “infinite amplitude” observed in conservative
systems at resonance.
Although the maximum amplitude of the response and the frequency at which it occurs both depend
of the damping ratio as observed in the top portion of fig. 1.21, the bottom portion of fig. 1.21 indicates
that phase resonance occurs at Ω̄ = 1 for all values of the damping ratio. Phase resonance occurs at the
natural frequency of the undamped system, for all values of the damping ratio.
When studying mechanical vibrations, lightly damped systems are often the main focus, because of
two reasons. First, many systems of practical interest are indeed lightly damped, and hence, the behavior
of these systems should be studied in detail. Second, if the system is heavily damped, mechanical vibra-
tions are less likely to cause serious problems, and hence, the vibrations of these systems are of lesser
importance.
As discussed in the previous paragraphs, the behavior of very lightly damped systems does not differ
significantly from that of their conservative counterparts. Hence, in the first approximation, damping is
often neglected in the study of very lightly damped systems. The natural frequencies of the undamped
and lightly damped systems are nearly identical. In many cases, the system’s damping ratio is not known
accurately, and furthermore, the natural frequency of the conservative system is simpler to evaluate than its
damped counterpart. Consequently, the system is often assumed to be conservative, its natural frequency
is evaluated and that of the lightly damped system is then assumed to be identical.
1.3.2 The base motion system

The previous section has considered the spring-mass-dashpot system ex-
cited by a force, as depicted by fig. 1.16. It is often the case that such sys- m
tem is excited by a prescribed motion of the base, as shown in fig. 1.22.
u
Mass m is connected to the base by mean of a spring of stiffness con- k c
stant k and of a dashpot of constant c. The vertical motion of the base is
a given function of time, b(t); no force is applied to the mass.
b
The governing differential equation of the problem is
mü + c(u̇ − ḃ) + k(u − b) = 0. (1.35) Figure 1.22: Configuration of

the base motion system.
To the forced dynamic response of the system, the base motion is as-
sumed to be harmonic, b(t) = b̂ exp(iΩt), and the response of the mass is u(t) = û exp(iΩt − φ), where
φ is the phasing angle. Introducing these expressions into governing equation (1.35) leads to
(−mΩ2 + icΩ + k)ûeiΩt−φ − (icΩ + k)b̂eiΩt = 0. (1.36)

p
2
Note that (−mΩp + icΩ + k) = k (1 − Ω̄2 )2 + (2ζ Ω̄)2 exp(iψ1 ), where tan ψ1 = (2ζ Ω̄)/(1 − Ω̄2 ) and
(icΩ + k) = k 1 + (2ζ Ω̄)2 exp(iψ2 ), where tan ψ2 = 2ζ Ω̄.
The amplitude of the response and the corresponding
phasing angle now become 10
ζ = 0.01
8
6 ζ = 0.08
u/b
v
^
u 2 4
^
û u 1 + 2ζ Ω̄ 2
ζ = 0.15
=t 2 2 , (1.37a) 0
b̂ 1 − Ω̄2 + 2ζ Ω̄ 180
PHASE ϕ
150
ζ = 0.40
2ζ Ω̄3 120
ζ = 1.00
φ = arctan 2 , (1.37b) 90
60
1 − Ω̄2 + 2ζ Ω̄ 30
00 0.5 1 1.5 2 2.5
Ω/ω
where Ω̄ = Ω/ω is the non-dimensional excitation fre-
quency. Note that φ = ψ1 − ψ2 and the following Figure 1.23: Forced response of spring-mass-
trigonometric identity, tan φ = (tan ψ1 − tan ψ2 )/(1 + dashpot system under base excitation. Top fig-
tan ψ1 tan ψ2 ), then yields eq. (1.37b). ure: dynamic amplification factor; bottom fig-
The top portion of fig. 1.23 shows the normalized ure: phasing angle.
amplitude of the response given by eq. (1.37a) as a func-
tion of the non-dimensional excitation frequency. The
maximum amplitude of the response is achieved for the

non-dimensional frequency
qp
1 + 2(2ζ)2 − 1
Ω̄ = . (1.38)
(2ζ)
The amplitude of the dynamic response decreases monotonically for higher excitation frequencies. Intro-
ducing eq. (1.38) into eq. (1.37a) yields the maximum amplitude of the motion, denoted ûmax , as
ûmax 1
lim = . (1.39)
ζ→0 b̂ 2ζ
The bottom portion of fig. 1.23 shows the phasing angle given by eq. (1.37b). When Ω̄ = 1, the
phasing angle is φ = arctan(1/(2ζ)) and for all damping rations, φ = π/2 for Ω̄ → ∞.
It is interesting to evaluate the force, F (t), transmitted to the mass. Clearly, this force is the sum of
the forces acting in the spring and dashpot elements, i.e., F (t) = c(u̇ − ḃ) + k(u − b) = −mü, where the
second equality follows from the governing equation (1.35). Under harmonic excitation, the force will be
harmonic, F (t) = F̂ exp(iΩt − ψ), where ψ is the phasing angle. The amplitude of the response and the
corresponding phasing angle now become
v
u 2
F̂ u 1 + 2ζ Ω̄
= Ω̄2 t 2 2 , (1.40a)
k b̂ 1 − Ω̄2 + 2ζ Ω̄
2ζ Ω̄3
ψ = φ = arctan 2 , (1.40b)
1 − Ω̄2 + 2ζ Ω̄
Note that the phasing angles of the displacement and of the force responses are identical.
1.3.3 Vibration measurement instruments

Figure 1.24 depicts a very simple model of a vibration
measurement device. Depending on the choice of the y
Rigid
physical parameters of the system, the device is either an c enclosure
accelerometer of a vibrometer. It consists of the spring-
m
mass-dashpot system on mass m, stiffness constant k, x
and dashpot constant c, confined in a rigid enclosure, k z
which is fastened to the base. The instrument is designed
Base
to measure the base vibrations. As indicated on fig. 1.24,
the inertial position of the mass and rigid enclosure are Figure 1.24: Simplified model of a vibration
denoted x and y, respectively. measurement device.
The equation of motion of the system, mẍ + c(ẋ −
ẏ) + k(x − y) = 0, is easily found from Newton’s second law. The relative motion of the mass with respect
to the rigid enclosure is denoted z = x − y. This relative motion can be measured, typically by electrical
means. The governing equation becomes
mz̈ + cż + kz = −mÿ. (1.41)
The base is assumed to undergo harmonic motion y(t) = ŷ exp(iΩt), where Ω is the excitation fre-
quency. The resulting relative motion of the mass is written as z(t) = ẑ exp(iΩt − φ), where φ denotes
the phasing angle. Introducing these quantities into the equation of motion yields the following results
ẑ Ω̄2
=q 2 , (1.42a)
ŷ 2
1 − Ω̄2 + 2ζ Ω̄

2ζ Ω̄
φ = arctan , (1.42b)
1 − Ω̄2
p
where ω = k/m is the natural frequency of the undamped system, Ω̄ = Ω/ω the non-dimensional
excitation frequency, and ζ the damping ratio. Two cases will now be examined.
The accelerometer (Ω̄ ≪ 1)

In the case of the accelerometer, the system’s undamped natural frequency is selected to be much higher
than the excitation frequency, i.e., Ω̄ ≪ 1. The transfer function of the instrument, eq. (1.42a), reduces to
ẑ/ŷ ≈ Ω̄2 , or ω 2 ẑ ≈ Ω2 ŷ. Because ω 2 is a known constant, it is possible to write
ẑ ∝ Ω2 ŷ = base acceleration. (1.43)
The instrument provides a measurement of the amplitude, ẑ, of the relative motion of the mass with
respect to the rigid enclosure. This measurement is proportional to the acceleration of the base, and hence,
the instrument is called an accelerometer because it provides a measurement of the acceleration of the
component it is fastened to.
The transfer function of the accelerometer given by eq. (1.43) is an approximation for Ω̄ ≪ 1, i.e.,
the accelerometer provides accurate measurements for excitation frequencies such that 0 ≤ Ω ≤ Ωu only.
The maximum excitation frequency, Ωu , for which accurate measurement can be made is a function of the
physical characteristics of the instrument and of the maximum allowable error. The damping ratio of the
instrument can be adjusted to maximize Ωu , see problem 1.11.
The vibrometer (Ω̄ ≫ 1)

In the case of the vibrometer, the system’s undamped natural frequency is selected to be much lower than
the excitation frequency, i.e., Ω̄ ≫ 1. The transfer function of the instrument, eq. (1.42a), reduces to
ẑ/ŷ ≈ 1, or ẑ ≈ ŷ. This means that the measured amplitude of relative motion of the mass with respect
to the rigid enclosure is nearly equal to that of the base. Seismographs are instruments that measure the
motion of the ground during an earthquake. Since the system’s undamped natural frequency must be very
low, the seismograph features a very large mass. Because of inertial forces, the large mass moves very
little during the earthquake and hence, the relative motion of the mass with respect to the rigid enclosure
is nearly equal to the motion of the base, i.e., the motion of the ground.
1.3.4 Energy dissipation

Consider a non-conservative system undergoing forced harmonic motion of period T . Let f be a dissipa-
tive force acting on the system during its motion. The energy dissipated by this force during one cycle of
the motion equals the work done by this force over this cycle,
I Z T
Wdiss = f du = f v dt, (1.44)
0
where u and v indicate the displacement and velocity, respectively. In dynamical system, time is generally
treated as the independent variable, and all other quantities are functions of time. For the case at hand,
u = u(t), v = v(t), and f = f (t). Once the time histories of these variables are known, the second integral
appearing in eq. (1.44) yields the dissipated energy. It is possible, however, to treat the displacement as
the independent variable and the dissipative force is then a function of the displacement, i.e., f = f (u). It
now becomes possible to interpret the first integral appearing in eq. (1.44): it represents the area enclosed
by the curve f = f (u) as the displacement performs a complete cycle of the motion.
To illustrate this concept, consider the spring-
mass-dashpot system shown in fig. 1.16. The dis- Force
placement is harmonic and assumed to be of the fmax Friction
form u(t) = û sin Ωt; the velocity is then v(t) = force
ûΩ cos Ωt. The force acting in the viscous dash-
pot is now fv = −cûΩ cos Ωt. Using elementary Displacement
trigonometric identities, time is eliminated from dmin Elastic dmax
the displacement and force expressions to find the Viscous force
following relationship between these quantities, force
u 2 f 2
v fmin
+ = 1. (1.45)
û cûΩ
Figure 1.25: Hysteresis curves for pure friction and
This is the equation of an ellipse, as shown in viscous damping forces.
fig. 1.25. This curve is called the hysteresis curve
or the hysteresis loop.
The energy dissipated by the viscous force is equal to the area enclosed by the ellipse. Since its
semi-axes are dmax = û and fmax = cûΩ, the dissipated energy is
Wdiss = −πdmax fmax = −πcû2 Ω. (1.46)
where the negative sign results from the fact that the hysteresis loop is traveled counterclockwise during
one period of the motion. It is left to the reader to verify that the same result is obtained by using the second
integral appearing in eq. (1.44). The result expressed by eq. (1.46) calls for the following comments. The
energy dissipated by a viscous force is proportional to the dashpot constant, to the square of the amplitude
of the motion, and to the forcing frequency.
Next, the dashpot will be replaced by a Coulomb friction element. Here again, the displacement is
harmonic, u(t) = û sin Ωt. The friction force is now ff = −µNsign(v), where µ is the dynamic friction
coefficient and N the normal force at the frictional interface. Clearly, for this friction force, the hysteresis
loop is the closed rectangular curve shown in fig. 1.16 and the dissipated energy is the area enclosed by
this rectangle,
Wdiss = −4dmax fmax = −4ûµN. (1.47)
here again, the negative sign results from the fact that the hysteresis loop is traveled counterclockwise
during one period of the motion. The energy dissipated by a friction force is proportional to the dynamic
friction coefficient, to the normal contact force, and to the amplitude of the motion. Note that the energy
dissipated by the friction force is independent of the forcing frequency.
As a last example, consider the elastic force acting in the spring-mass-dashpot system. The elastic
force is directly proportional to the displacement, fe = −ku, where k is the spring stiffness constant. The
hysteresis loop for this elastic force collapses to the straight line shown in fig. 1.25. Because this straight
line encloses a vanishing area, the elastic force does not dissipate energy over one cycle of the motion, a
result that was already obtained in eq. (1.18).
Equivalent dashpot constant

The spring-mass-dashpot system considered above features a linear dashpot for which the dissipative force
is proportional to the instantaneous velocity, i.e., fv = −cv. Of course, dashpots are not always linear; the
magnitude of the viscous force could be a nonlinear function of velocity, such as fv = −c1 v − c3 v 3 , for
instance. While the functional dependency of the viscous force could be different, the product fv v should
be a negative-definite function of velocity to guarantee the dissipative nature of the resulting viscous force.
Assuming an harmonic displacement, u(t) = û sin Ωt, the energy dissipated by the nonlinear dashpot
is evaluated easily with the help of eq. (1.44) to find,
Z T Z T
2 4
c1 û2 Ω2 cos2 Ωt + c3 û4 Ω4 cos4 Ωt dt

Wdiss = − c1 v + c3 v dt = −
0 0
(1.48)
2 3c3 2 2
= −πc1 û Ω 1 + û Ω .
4c1
The concept of “equivalent dashpot constant” is based on a dissipated energy equivalence: a linear dashpot
with the equivalent dashpot constant dissipate over one period of the motion the same amount of energy
as the nonlinear dashpot. Comparing eqs. (1.46) and (1.48) leads to Wdiss = −πceq û2 Ω = −πc1 û2 Ω[1 +
3c3 û2 Ω2 /(4c1 )]. The equivalent dashpot constant is found as

3c3 2 2
ceq = c1 1 + û Ω . (1.49)
4c1
As expected, the equivalent dashpot constant depends on the amplitude and frequency of the motion.
Structural damping
Comparing eqs. (1.45) and (1.47) reveals that the energy dissipated by a viscous damping force is pro-
portional to the frequency of the motion, whereas that dissipated by the friction force is frequency inde-
pendent. Vibrating structures dissipate energy through a process called structural damping. This energy
dissipation mechanism does not originate from viscous forces, but rather from internal friction between
the various components of the structure and fasteners. Extensive experimentation with practical structures
shows that the dissipated energy per cycle is roughly proportional to the square of the motion amplitude,
but is independent of frequency, i.e.,
Wdiss ≈ −αû2 . (1.50)
Using the concept of equivalent dashpot constant introduced in the previous section leads to Wdiss =
−πceq û2 Ω ≈ −αû2 , and hence,
α
ceq ≈ . (1.51)
πΩ
The equation of motion of the system, eq. (1.21), now becomes mü + αu̇/(πΩ) + ku = F (t). Assuming a
harmonic response of the system of the form u(t) = û exp(i(Ωt + φ)), the velocity becomes u̇ = iΩu, and
the equation of motion reduces to mü + (k + iα/π)u = F (t). Typically, the following notation is used
mü + k(1 + ig)u = F (t), (1.52)
where g = α/(πk) is the structural damping coefficient. The term k(1 + ig) is often referred to as
a “complex stiffness coefficient;” the real part of this number, k, is the spring stiffness constant and
imaginary part, kg, is a term in phase with the velocity that generates the structural damping force. Note
that the equivalent dashpot concept used in this development is valid for harmonic motion only and leads
to the complex stiffness constant, k(1 + ig). Typical values of the structural damping coefficient are
g ≈ 0.005 for metal structures and g ∈ [0.0, 0.3] for complex riveted or bolted structures.
1.3.5 Problems
Problem 1.8. Maximum response of the spring-mass-dashpot system
Consider the forced response of the simple spring-mass-dashpot system depicted in fig. 1.16. (1) Find the
excitation frequency Ω̄max for which the maximum response amplitude ûmax /us is achieved. (2) Find the
maximum amplitude of the response ûmax /us . (3) Find the excitation frequency Ω̄pr at phase resonance.
(4) Find the amplitude of the response, ûpr /us , at phase resonance.
Problem 1.9. Reaction force of the spring-mass-dashpot system

Consider the forced response of the simple spring-mass-dashpot system depicted in fig. 1.16 subjected to
a force F (t) = F̂ exp(iΩt). The reaction force exerted on the ground is R(t) = cu̇ + ku, which in the
case of the forced response can be written as R(t) = R̂ exp(i(Ωt − Ψ)), where Ψ is the phasing angle.
(1) Find the force transmission function R̂/F̂ and plot this function versus Ω̄. (2) Find the frequency,
Ω̄max , at which the force transmission is maximum. (3) Find the corresponding value of the maximum
force transmission, (R̂/F̂ )max . (4) Give approximate expressions for Ω̄max and (R̂/F̂ )max when ζ ≪ 1.
(5) Find the phasing angle Ψ and plot it as a function of Ω̄. (6) Find the frequency, Ω̄max , at which the
phasing angle is maximum. (7) Find the corresponding value of the maximum phasing angle, Ψmax . (8)
Give approximate expressions for Ω̄max and Ψmax when ζ ≪ 1. (9) What is the phasing angle, Ψ∞ , when
the excitation frequency is very large? Use the following data for the plots: Ω̄ ∈ [0, 3.0] and use five
critical damping ratios, ζ = 0.01, 0.08, 0.15, 0.4, and 1.0
Problem 1.10. Dynamic response of a car

A car of mass m modeled as a spring (stiffness constant k), mass, dashpot (dashpot constant c) system is
moving at a constant speed v over a rough road. The surface of the road has a sinusoidal shape with a wave
length λ and amplitude b̂, and hence, the car is subjected to a prescribed base motion (see section 1.3.2),
b(t) = b̂ exp(iΩt), where the frequency of excitation is Ω = 2πv/λ. (1) Study the dynamic response of
the car as a function of λ. On one graph, plot the dynamic amplification factor, û/b̂, as a function of v,
for six wave lengths λ = 1, 2, 4, 6, 8, and 10 m. (2) Study the dynamic response of the car as a function
of c. On one graph, plot the dynamic amplification factor, û/b̂, as a function of v, for six values of c =
14, 18, 22, 26, 30, and 34 kN·s/m. (3) Study the dynamic response of the car as a function of k. On one
graph, plot the dynamic amplification factor, û/b̂, as a function of v, for six values of k = 100, 300, 500,
700, 900, and 1,100 kN/m. (4) For all cases plotted in the previous questions, the dynamic amplification
factor presents a maximum value for a specific speed of the car, denoted vcr . Find an analytical expression
for vcr and for the corresponding maximum value of the dynamic amplification factor. Use the following
default data for the plots: m = 1,200 kg, k = 500 kN/m, and c = 22 kN·s/m; v ∈ [0, 50] m/s.
Problem 1.11. Simplified model of an accelerometer

Figure 1.24 depicts the simplified model of an accelerometer and the equations of motion of the sys-
tem were derived in section 1.3.3. For the optimal design, (ω 2ẑ)/(Ω2 ŷ)(Ω̄ = Ω̄m ) = 1 + e and
(ω 2 ẑ)/(Ω2 ŷ)(Ω̄ = Ω̄u ) = 1 − e, where e is the magnitude of the error for the instrument. The maxi-
mum excitation frequency at which the instrument is accurate is denoted Ω̄u . Let ζopt denote the damping
ratio for which the optimal design is achieved. (1) Find the relationship between Ω̄m and ζopt . (2) Find and
plot the optimum damping ratio as a function of the desired error level, e ∈ [0, 0.1]. (3) Find and plot Ω̄u
as a function of the desired error level, e ∈ [0, 0.1]. (4) For e = 0.005, plot the non-dimensional response
of the instrument, (ω 2ẑ)/(Ω2 ŷ), versus Ω̄ for the optimally designed accelerometer.
Problem 1.12. Equivalent dashpot constant for Coulomb frictional interface

(1) Compute the equivalent dashpot constant, ceq , for spring-mass Coulomb friction system. The Coulomb
frictional interface is characterized by a friction coefficient µ and a constant normal force N. (2) Explain
the physical meaning of your answer.
Chapter 2
Multi degree of freedom systems
The previous chapter has focused on systems featuring a single degree-of-freedom. Such simple problems
rarely occur in practice; rather, most mechanical systems are multi degree-of-freedom systems, i.e., they
present many degrees of freedom. It will be shown in this chapter that the behavior of multi degree-of-
freedom systems generalizes that of their single degree-of-freedom counterparts. A fundamental concept
of structural vibrations is that of resonance, which occurs at a single discrete frequency for single degree-
of-freedom problems. A mechanical system with n degrees of freedom will undergo resonance at n
discrete frequency, generalizing the behavior of single degree-of-freedom systems.
This chapter starts with the detailed analysis of a two degree-of-freedom system that will be analyzed
with two different coordinate systems. In section 2.2 the basic properties of the algebraic eigenproblem
are studied. Section 2.3 then present a systematic study of the forced response of multi degree of freedom
systems. Rayleigh’s quotient, presented in section 2.4, is powerful tool for the understanding the behavior
of multi degree of freedom systems and leads to Courant’s minimax principle, studied in section 2.5.
2.1 Simple, two-degree-of-freedom system

Consider the two degree-of-freedom system depicted in fig. 2.1. Mass m is free to slide on a horizontal
plane and is connected to the ground by means of a spring of stiffness constant k1 . A uniform, rigid bar of
length L and mass M is free to pivot about point O. A spring of stiffness constant k2 connects mass m to
the rigid bar at point A. A horizontal force F (t) is applied at the bar’s mid-span at point B.
Two sets of generalized coordinates will be used to represent this system. The first representation,
depicted in fig. 2.1 uses generalized coordinates x and θ, which to denote the inertial position of mass m
and the angular motion of the vertical bar, respectively. The springs are un-stretched when x = 0 and
θ = 0. The motions of the system are assumed to be very small, i.e., generalized coordinates x and θ are
such that x/L ≪ 1 and θ ≪ 1. The analysis of the system using this set of generalized coordinates is
presented in section 2.1.1.
The second representation, depicted in fig. 2.2 uses generalized coordinates x and y, which to denote
the inertial position of mass m and the relative displacement of point A with respect to mass m, respec-
tively. The springs are un-stretched when x = 0 and y = 0, i.e., the un-stretched length of the spring is y0 .
Because the motions of the system are assumed to be very small, x/L ≪ 1 and y/L ≪ 1. The analysis of
the system using this set of generalized coordinates is presented in section 2.1.2.
2.1.1 Pivoted bar connected to a spring-mass system, first coordinate system

In this first approach, the two generalized coordinates used to represent the configuration of the system
are the absolute horizontal displacement of mass m, denoted x, and the bar’s rotation from the vertical
27
28 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
x M x +y
k1 k2
m A m A
L/2 k1 k2 L/2
θ
F(t) F(t)
B B
a a M
L/2 L/2
O O
Figure 2.1: Pivoted bar connected to a spring-mass Figure 2.2: Pivoted bar connected to a spring-mass
system; first coordinate system. system; second coordinate system.
position, denoted θ. The kinetic energy of the system, K, is easily evaluated as

1 1 ML2 2
K = mẋ2 + θ̇ , (2.1)
2 2 3
where ML2 /3 is the moment of inertia of the vertical bar with respect to point O. Next, the strain energy,
V , of the system is the sum of the strain energies stored in the springs of stiffness constants k1 and k2 ,
leading to
1 1
V = k1 x2 + k2 (aθ − x)2 . (2.2)
2 2
Because the displacements of the system are assumed to remain small, the small angle approximation is
used to evaluate the stretch of the second spring.
Lagrange’s formulation now yields the equations of motion of the system, which are cast in the fol-
lowing matrix format

m 0 ẍ k1 + k2 −ak2 x 0
+ = . (2.3)
0 ML2 /3 θ̈ −ak2 a2 k2 θ LF (t)/2
The virtual work done by the externally applied force F (t) is δW = δθLF/2, leading to the generalized
force vector appearing on the right-hand side of eq. (2.3). Because the motions of the system were assumed
to remain very small, the governing equations of the problem take the form of two linear, coupled, ordinary
differential equations in time with constant coefficients.
It is convenient to recast these equations in a more compact form by defining the following mass and
stiffness matrices, denoted M and K, respectively, as

m 0
M= , (2.4a)
0 ML2 /3

k1 + k2 −ak2
K= . (2.4b)
−ak2 a2 k2
For this particular choice of generalized coordinates, the mass matrix is diagonal, whereas the stiffness
matrix is fully populated. The off-diagonal terms of the stiffness matrix are called stiffness coupling or
elastic coupling terms.
Next, the arrays of generalized coordinates and generalized forces are defined as

x
u= , (2.5)
θ

0
F (t) = . (2.6)
LF (t)/2
2.1. SIMPLE, TWO-DEGREE-OF-FREEDOM SYSTEM 29
With all these definitions, the equations of motion of the system, eqs. (2.3), take on the following compact
form,
M ü + K u = F (t). (2.7)
Although written in a matrix form, these equations simply express the dynamic equilibrium conditions for
the system. When written as −M ü − K u + F (t) = 0, these equations imply the vanishing of the sum of
the inertial, elastic, and externally applied loads at each instant in time.
2.1.2 Pivoted bar connected to a spring-mass system, second coordinate system

In this second approach, the two generalized coordinates used to represent the configuration of the system
are the absolute horizontal displacement of mass m, denoted x, and the relative displacement of point A
with respect to mass m, denoted y. The kinetic energy of the system is easily evaluated as
1 1 ML2
K = mẋ2 + (ẋ + ẏ)2 , (2.8)
2 2 3a2
where (ẋ + ẏ)/a is the angular velocity of the vertical bar and ML2 /3 its moment of inertia with respect
to point O. With the present choice of generalized coordinates, the stretches of the two springs of stiffness
constants k1 and k2 are x and y, respectively, and the strain energy of the system simply becomes
1 1
V = k1 x2 + k2 y 2 . (2.9)
2 2
Lagrange’s formulation now yields the equations of motion of the system, which are cast in the fol-
lowing matrix format
m + I¯b I¯b ẍ

k1 0 x LF (t) 1
+ = , (2.10)
I¯b I¯b ÿ 0 k2 y 2a 1
where I¯b = ML2 /(3a2 ). The virtual work done by the externally applied force F (t) is δW = (δx +
δy)LF/(2a), leading to the generalized force vector appearing on the right-hand side of eq. (2.10). Here
again, two linear, coupled, ordinary differential equations in time with constant coefficients are obtained
because the motions of the system were assumed to remain very small.
These equations are recast in a more compact form by defining the following mass and stiffness matri-
ces, denoted M̄ and K̄, respectively, as
m + I¯b I¯b

M̄ = , (2.11a)
I¯b I¯b

k1 0
K̄ = . (2.11b)
0 k2
For this particular choice of generalized coordinates, the stiffness matrix is diagonal, whereas the mass
matrix is fully populated. The off-diagonal terms of the mass matrix are called mass coupling or inertial
coupling terms.
Next, the arrays of generalized coordinates and generalized forces are defined as

x
ū = , (2.12)
y

LF (t) 1
F̄ (t) = . (2.13)
2a 1
With all these definitions, the equations of motion of the system, eqs. (2.10), take on the following compact
form,
M̄ ū¨ + K̄ ū = F̄ (t). (2.14)
These equations are formally identical to eqs. (2.7), although the mass and stiffness matrices are now
different, see eqs. (2.4) and (2.11). This is due to the fact that two different sets of generalized coordinates
were selected to solve the problem, see eqs. (2.5) and (2.12). Finally, the generalized force arrays also
differ, see eqs. (2.6) and (2.13), due once again the different choice of generalized coordinates.
2.2 The algebraic eigenproblem

The simple examples presented in the two previous sections show that the equations of motion for the
simple, two degree-of-freedom problem depicted in fig. 2.1 or 2.2 can be cast in the generic form expressed
by eqs. (2.7) or (2.14). It will be shown in later examples that the equations of motion for small amplitude
vibrations of systems with n degrees of freedom can still be written in the form of eqs. (2.7) or (2.14),
although the mass and stiffness matrices are now of size n × n, and the generalized coordinate and force
arrays are of size n.
2.2.1 Solution of the homogeneous problem

To gain more insight into the behavior of small amplitude vibration problems, the solution of the generic
equations of motion, eqs. (2.7), is sought. In this section, the homogeneous system, M ü + K u = 0, is
considered. Because these equations are ordinary differential equations in time with constant coefficients,
the solution is in the following exponential form, u(t) = û exp(pt), where p is called the characteristic
exponent. Introducing this solution into the homogeneous system yields
(K + p2 M)û = 0. (2.15)
These equations form a set of homogeneous algebraic equations, which admits the trivial solution, û ≡ 0.
A nontrivial solution exists if and only if the determinant of the system vanishes. This means that non-
trivial solutions exists only for the discrete values of the characteristic exponent that satisfy the following
characteristic equation,
det(K + p2 M ) = 0. (2.16)
Expanding the determinant reveals that the characteristic equation is a polynomial equation of order n
in variable p2 . This means that nontrivial solutions are found for n discrete values of the characteristic
exponent, pi , i = 1, 2, . . . , n. These characteristic exponents are, in general, complex number. For each
characteristic exponents, pi , homogeneous system (2.15) admits a nontrivial solution, denoted ûi , which
is, in general, a complex array.
For the mechanical vibration problems considered here, the mass matrix is obtained from the system’s
kinetic energy through Lagrange’s formulation. Because the kinetic energy is a quadratic form of the
generalized velocities, the mass matrix is a symmetric, definite-positive matrix. Similarly, the stiffness
matrix is obtained from the system’s strain energy through Lagrange’s formulation. Since the strain energy
is a quadratic form of the generalized coordinates, the stiffness matrix is also a symmetric, definite-positive
matrix.
Let pr denote a root of the characteristic equation, eq. (2.16); this number is, in general, a complex
number. For p = pr , the homogeneous system, eq. (2.15), admits a nontrivial solution, in general complex,
which is written as v̂(r) + iŵ (r) , where v̂(r) and ŵ (r) , are real arrays. These quantities are solutions of the
homogeneous system, eq. (2.15), and hence,
K v̂ (r) + iŵ(r) + p2r M v̂ (r) + iŵ (r) = 0.

2.2. THE ALGEBRAIC EIGENPROBLEM 31
Pre-multiplying this equation by (v̂ T(r) − iŵT(r) ) and expanding the products leads to
v̂ T(r) K v̂(r) + ŵ T(r) K ŵ (r) + i v̂ T(r) K ŵ (r) − ŵ T(r) K v̂ (r) +

(2.17)
p2r v̂ T(r) M v̂ (r) + ŵT(r) M ŵ(r) + i v̂ T(r) M ŵ (r) − ŵ T(r) M v̂(r) = 0.

Because v̂ T(r) M ŵ(r) is a scalar quantity, it is equal to its transposed, and hence, v̂ T(r) M ŵ(r) =
ŵT(r) M T v̂ (r) = ŵT(r) M v̂ (r) , where the last equality follows from the symmetry of the mass matrix. A
similar relationship holds for the stiffness matrix. Consequently, the imaginary parts of the complex num-
bers appearing in brackets of eq. (2.17) vanish and this equation then reduces to
v̂ T(r) K v̂(r) + ŵ T(r) K ŵ (r) + p2r v̂ T(r) M v̂ (r) + ŵT(r) M ŵ (r) = 0.

Solving for the characteristic exponent yields
v̂ T(r) K v̂ (r) + ŵT(r) K ŵ(r)

− p2r = > 0. (2.18)
v̂ T(r) M v̂ (r) + ŵT(r) M ŵ (r)
Because the stiffness matrix is positive-definite, xT K x > 0 for all x 6= 0, and hence, the numerator
must be a positive number. The denominator must also be a positive number because the mass matrix is
positive-definite. Consequently, p2r must be a negative number, which implies that pr is a pure imaginary
number, written as pr = iωr , and the corresponding nontrivial solution is simply v̂ (r) .
In conclusion, the following results have been established. A nontrivial solution of the homogeneous
equations of motion exist for discrete frequencies only. The frequencies, called the natural frequencies of
the system, are the solution of the following frequency equation,
p(ω 2) = det(K − ω 2 M) = 0. (2.19)
Expanding the determinant yields a polynomial of nth order in ω 2 denoted p(ω 2 ). Because the mass
and stiffness matrices are symmetric and positive-definite, the n roots of this polynomial are all real and
positive,
2
v̂ T(r) K v̂ (r)
ωr = T > 0. (2.20)
v̂(r) M v̂(r)
Associated with each natural frequency, ωr , the homogeneous equations of motion present a nontrivial
solution, u(r) , such that
K − ωr2 M u(r) = 0.

(2.21)
In vibration analysis, the natural vibration frequencies are also called the eigenfrequencies of the sys-
tem. The nontrivial solutions, u(r) , are also called the natural vibration mode shapes, or the eigenmodes
of the system. The eigenfrequencies and eigenmodes form the system’s eigenpairs, denoted

Er = ωr , u(r) . (2.22)
Altogether, a dynamical system with n degrees of freedom presents n eigenpairs, Er , r = 1, 2, . . . , n.

Finally, the general solution of the homogeneous equations can be written as
n
X
u(t) = (Ar cos ωr t + Br sin ωr t) u(r) . (2.23)
r=1
Example 2.1. Pivoted bar connected to a spring-mass system,

Figure 2.1 depicts a two degree-of-freedom system consisting of a mass m free to slide on a horizontal
plane and connected to the ground by means of a spring of stiffness constant k1 . A uniform, rigid bar of
length L and mass M is free to pivot about point O. A spring of stiffness constant k2 connects mass m to
the rigid bar at point A. Determine the natural frequencies of the system.
In section 2.1.1, the mass and stiffness matrices of this system were derived and are given by eqs. (2.4).
The characteristic equation, eq. (2.19), now becomes
k1 + k2 − ω 2 m

2 −ak2
det(K − ω M ) = det = 0.
−ak2 a2 k2 − ω 2ML2 /3
Expanding the determinant lead to the following frequency equation,

2 2

4 ωm + ωM
ω −2 ω 2 + ωm
2 2
ωM − µωM 4
= 0, (2.24)
2
which is, as expected, a quadratic polynomial in ω 2 . The following quantities were defined
ML2 I¯b k1 + k2 k2
I¯b = ; µ= ; 2
ωm = ; 2
ωM = ¯.
3a2 m m Ib
Frequency ωm is the natural frequency of the single degree-of-freedom problem obtained by locking in
place the vertical bar, whereas frequency ωM is that of the single degree-of-freedom problem obtained by
locking in place mass m.
In section 2.1.2, the same system was analyzed using a different coordinate system, leading to the
mass and stiffness matrices defined by eqs. (2.11). It is left to the reader to verify that introducing these
matrices into the characteristic equation, eq. (2.19), and expanding the determinant, leads to a frequency
equation identical to that given by eq. (2.24). Clearly, the natural frequencies of a system are intrinsic
characteristics of the physical system and do not depend on the particular set of generalized coordinates
used for its representation.
The solutions of the frequency equation, eq. (2.24), are
s 2
2
2 1+λ 1 − λ2
ω̄1,2 = ± + µλ4 ,
2 2
where ω̄ = ω/ωm is the non-dimensional natural frequency. The two natural frequencies of the system de-
pend on two non-dimensional parameters, a mass and geometry ratio parameter, µ = 1/3 (M/m)(L/a)2 ,
and a stiffness ratio parameter, ν = k1 /k2 ; parameter λ is then simply λ2 = µ/(1 + ν). Figure 2.3 shows
the two natural frequencies of the system as functions of parameter ν, for µ = 1.0, 1.5, 3.0, and 6.0.
Figure 2.4 depicts the same data as function of parameter µ, for ν = 1.0, 1.5, 3.0, and 6.0. Clearly, the
natural frequencies of the system depend on the system’s physical parameters only, not on the generalized
coordinates used to represent it. For this very simple example, the non-dimensionalization process shows
that three parameters only are involved: µ, ν, and frequency ωm .
To find the nontrivial solutions of the system, the homogeneous system, eq. (2.21), is written for this
specific problem,
k1 + k2 − ω 2 m

−ak2 x
2 2 2 = 0.
−ak2 a k2 − ω ML /3 θ
When ω is one of the system’s two natural frequencies, the determinant of this set of algebraic, homoge-
neous equations vanishes and a nontrivial solution exists. In this case, the two equations of the system
become linear combinations of each other, and the second equation, for instance, can be thought of as re-
dundant. Using the system’s first natural frequency, the first equation yields (k1 + k2 − ω12 m)x − ak2 θ = 0.
Using the non-dimensional quantities introduced earlier, this equation becomes (1 − ω̄12 )x̄ − µλ2 θ = 0,
where x̄ = x/a is the non-dimensional displacement of mass m. Clearly, generalized coordinates x̄ and θ
are defined within a constant. For instance, a possible solution is x̄ = µλ2 and θ = 1 − ω̄12, leading to the
1.5 4
1.4
μ = 1.0 3.5 ν = 1.0
μ = 1.5 3 ν = 1.5
1.3
μ = 3.0 ν = 3.0
ω2
ω2
2.5
-
- 1.2
μ = 6.0 2 ν = 6.0
1.1 1.5
1 1
0.5 1
0.4 0.8
0.3 0.6
ω1
ω1
-
-
0.2 0.4
0.1 0.2
0 0
0 1 2 3 4 5 6 7 8 0 0.2 0.4 0.6 0.8 1 1.2 1.4
ν μ
Figure 2.3: Non-dimensional natural frequencies Figure 2.4: Non-dimensional natural frequencies
of the pivoted bar system for µ = 1.0, 1.5, 3.0, and of the pivoted bar system for ν = 1.0, 1.5, 3.0, and
6.0. 6.0.
nontrivial solution uT(1) = µλ2 , (1 − ω̄12 ) . Of course, a similar answer can be obtained for the second

natural frequency of the system.

In summary, the eigenpairs of the system are
!
µλ2

1
E1 = ω̄1 , u(1) = p 2
(1 − ω̄12 )2 + µ2 λ4 (1 − ω̄1 )
!
µλ2

1
E2 = ω̄2 , u(2) = p
(1 − ω̄22 )2 + µ2 λ4 (1 − ω̄22)
Because they are defined within a constant, it is customary to normalize the eigenvectors. In this example,
the norm of the eigenvector was selected to be unity, ku(1) k = 1, but other normalization schemes are
possible.
2.2.2 Reduction to the standard eigenvalue problem

The problem characterized by eq. (2.21) is often called a “generalized eigenproblem” because it involves
two matrices, the mass and stiffness matrices, rather than a single matrix. This section describes a general
procedure that reduces the generalized eigenproblem of eq. (2.21) to a simpler, “standard eigenproblem.”
Because the mass matrix is symmetric and positive-definite, it can be factored in the following manner
M = S ST , (2.25)
where S is a non-singular matrix. This factorization can be shown to be unique and the Cholesky algo-
rithm [2] provides an efficient manner to determine matrix S.
The generalized eigenproblem of eq. (2.21) is recast as K u(r) = ωr2 S S T u(r) , and multiplication by
S −1 yields S −1 K S −T S T u(r) = ωr2 S −1 S S T u(r) , leading to the following standard eigenproblem
K̄ ū(r) = ωr2ū(r) , (2.26)
where the modified stiffness matrix and eigenvectors are defined as
K̄ = S −1 K S −T , (2.27a)
ū(r) = S T u(r) . (2.27b)
The eigenproblem defined by eq. (2.26) is known as the standard eigenproblem [3]. Because the
generalized eigenproblem of eq. (2.21) can be transformed into the standard eigenproblem of eq. (2.26)
through the Cholesky factorization, the two problems are mathematically equivalent and all properties
of the standard eigenproblem are shared by the corresponding generalized eigenproblem. This result is
mostly of a theoretical significance. In practice, it is computationally expensive to perform the Cholesky
factorization and the compute the inverse of matrix S, as required by the transformation formula for the
stiffness matrix, eq. (2.27a).
2.2.3 Change of generalized coordinates

Sections 2.1.1 and 2.1.2 have analyzed a simple, two degree-of-freedom system using two different sets of
generalized coordinates. Comparing eqs. (2.4) and (2.11) shows that the use of the first set of generalized
coordinates results in a diagonal mass matrix, whereas the use of the second set of generalized coordinates
results in a diagonal stiffness matrix. Clearly, the coupling terms, which are the off-diagonal terms of
the mass or stiffness matrices, are not fundamental properties of the dynamical system because they can
be made to vanish through the appropriate choice of a particular set of generalized coordinates. Diagonal
matrices are much easier to deal with than fully populated matrices; indeed, a diagonal matrix of size n×n
has n non-vanishing entries only, whereas its fully populated counterpart has n2 non-vanishing entries.
This observation prompts the following question: is it possible to find a set of generalized coordinates for
which both mass and stiffness matrices become diagonal? To answer this question, this section focuses on
the study of changes in generalized coordinates.
Sections 2.1.1 and 2.1.2 have presented the analysis of a two degree-of-freedom system using two
different coordinate systems. The first generalized coordinate set, see fig. 2.1, consists of variables x and
θ, stored in array u defined by eq. (2.5), whereas the second set, see fig. 2.2, consists of variable x and y,
stored in array ū defined by eq. (2.12). These figures reveal that y = aθ − x, and hence, the two sets of
generalized coordinates are related by the following linear transformation
ū = Q u, (2.28)
where matrix Q defines the linear transformation

1 0
Q= . (2.29)
−1 a
The equations of motion of the system were derived in section 2.1.2 using the second set of generalized
coordinates to find M̄ ū¨ + K̄ ū = F̄ (t), where the mass and stiffness matrices are defined by eqs. (2.11)
and the generalized load array by eq. (2.13). Introducing the linear coordinate transformation defined by
eq. (2.28) yields M̄ Q ü + K̄ Q u = F̄ (t). Pre-multiplication by matrix QT finally leads to
QT M̄ Q ü + QT K̄ Q u = QT F̄ (t). (2.30)
These are the equations of motion of the system expressed in terms of the first set of generalized coordi-
nates stored in array u. They must be identical to those derived in section 2.1.1. It follows that eqs. (2.7),
repeated here for reference, M ü + K u = F (t), and eq. (2.30) must be identical, leading to the following
results
M = QT M̄ Q, (2.31a)
K = QT K̄ Q, (2.31b)
F (t) = QT F̄ (t). (2.31c)
2.2.4 Similarity transformations

The previous section has examined the transformation of the equations of motion under a change of coor-
dinate set. From a purely mathematical viewpoint, eq. (2.28) defines a similarity transformation, simply
restated here in a more abstract setting,
ū = Q u. (2.32)
It is assumed that matrix Q is of full rank, i.e., rank(Q) = n.
The system represented by generalized coordinates u has mass and stiffness matrices denoted M and
K, respectively, and frequencies denoted ω. On the other hand, the mass and stiffness matrices of the sys-
tem represented by generalized coordinates ū are denoted M̄ and K̄, respectively, and its frequencies are
denoted ω̄. Equations (2.31a) and (2.31b) relate the mass and stiffness matrices of the two representations.
When represented by generalized coordinates u, the system’s frequency equation is p(ω 2) = det(K −
ω 2 M ) = 0. With the help of eqs. (2.31a) and (2.31b), the following results are obtained
p(ω 2) = det(QT K̄ Q − ω 2 QT M̄ Q) = det(QT )det(K̄ − ω 2 M̄ )det(Q) = 0. (2.33)
The second equality holds because the determinant of a product of matrices equals the product of their
determinants. When represented by generalized coordinates ū, the system’s frequency equation is p̄(ω 2 ) =
det(K̄ − ω 2 M̄ ) and eq. (2.33) becomes
p(ω 2 ) = det(QT )det(Q)p̄(ω 2 ) = 0. (2.34)
Because matrix Q is of full rank, its determinant does not vanish and hence, the roots of polynomials
p(ω 2 ) and p̄(ω 2 ) are identical. Consequently, the natural frequencies of the system are identical when
represented by two different sets of generalized coordinates.
From a physical standpoint, it is obvious that a change of generalized coordinates does not affect the
behavior of a dynamical system, and hence, its natural frequencies must remain unchanged under this
coordinate change. For a mathematical viewpoint, it is not so obvious that the roots of characteristic
equations det(K − ω 2M ) = 0 and det(K̄ − ω 2M̄ ) = 0 are identical, because the entries of matrices K
and K̄, and M and M̄ all differ.
In summary, if Er and Ēr are the eigenpairs of the systems where represented using the sets of general-
ized coordinates u and ū, respectively, they can be written as follows,

Er = ωr , u(r) , Ēr = ω̄r = ωr , ū(r) = Q u(r) , r = 1, 2, . . . , n. (2.35)
The following theorem expresses the invariance of the frequency spectrum under a change of coordi-
nates.
Theorem 2.1 (Similarity transformation). The spectrum of natural frequencies of a system remains unaf-
fected by a similarity transformation.
2.2.5 Problems
Problem 2.1. Simplified model of a car
Figure 2.5 depicts the simplified model of a car of mass M and moment of inertia Ip with respect to its
center of mass located at point A. The car can heave and pitch. The flexibility of the tires and suspension
is represented by two springs of stiffness constant k1 and k2 , located at distances a and b from the center
of mass, respectively. Point B is located at distances a1 and a2 of the front and rear springs, respectively.
Point B is located a distance e aft point A. This problem will be analyzed using two sets of generalized
coordinates. The first set consists of x, the vertical displacement of point A, and θ, the pitching angle of
the car’s body. The second set consists of y, the vertical displacement of point B, and θ, the pitching angle
of the car’s body. All displacements and rotations are assumed to remain small. (1) Find the system’s mass
and stiffness matrices using the first coordinate set. (2) Find the system’s natural frequencies and natural
vibration mode shapes. (3) Find the system’s mass and stiffness matrices using the second coordinate set.
(4) Show that the frequency equations are identical for the two coordinate sets. (5) On two graphs, plot the
two natural frequencies of the system versus ν ∈ [0, 3] for ā = 1.25 and b̄ = 0.25, 0.50, 1.0, and 1.5. The
location of point B is such that e = (ak1 − bk2 )/(k1 + k2 ). Use the following non-dimensional
p parameters:
ā = a/ρ, b̄ = b/ρ, and ν = k2 /k1 . The car’s radius of gyration, ρ, is defined as ρ = Ip /M .
y x
O1 O2
A c.m. k1 k2
Front M, Ip B Rear L1, m1 a L2, m2
k
k1 e k2 g
a1 b1
a b θ1 θ2
Figure 2.5: Simple model of a car. Figure 2.6: Two pendulums connected by a spring.
Problem 2.2. Two pendulums connected by a spring

The system depicted in fig. 2.6 consists of two pendulums, of length L1 and mass m1 for the first, and of
length L2 and mass m2 for the second. Torsional springs of stiffness constants k1 and k2 are connected to
the two pendulums at points O1 and O2 , respectively. The two pendulums are connected by a horizontal
spring of stiffness constant k, located a distance a below the line joining the pivot points. This spring is
un-stretched when the two pendulums are in the vertical position. This problem is analyzed using two
generalized coordinates, θ1 and θ2 , the angular displacements of the two pendulums. All displacements
and rotations are assumed to remain small. (1) Find the system’s mass and stiffness matrices. (2) Find
the system’s natural frequencies and natural vibration mode shapes. (3) Plot the two natural frequencies
of the system versus α1 ∈ [0, 5], ω1 = 1, and ω2 = 5 rad/s. Use α2 /α1 = 2, 4, 8, and 16. The
following parameters are defined: ω12 = 3(k1 + m1 gL1 /2)/(m1 L21 ), ω22 = 3(k2 + m2 gL2 /2)/(m2 L22 ),
α1 = ka2 /(k1 + m1 gL1 /2), and α2 = ka2 /(k2 + m2 gL2 /2).
Problem 2.3. Two degree of freedom spring-mass system

Figure 2.7 depicts a two degree of freedom spring-mass system consisting of two masses, M and m,
connected by four springs of stiffness constant K/2 and k/2. (1) Find the system’s mass and stiffness
matrices. (2) Find the system’s natural frequencies and natural vibration mode shapes. (3) On two graphs,
plot the two natural frequencies of the system versus µ ∈ [1, 20] for ν = 0.2, 0.4, 0.6, and 0.8. Use the
following non-dimensional parameters: µ = M/m and ν = k/(K + k).
m
u2 k
k/2 M
A -
O i2
M
x
u1 g θ e- 2
K/2
-
i1 m, L e- 1
Figure 2.7: Two degree of freedom spring-mass
system. Figure 2.8: Pendulum connected to cart.
Problem 2.4. Pendulum connected to cart

Figure 2.8 depicts a pendulum of length L and mass m mounted on a cart of mass M that is connected
to the ground by means of a spring of stiffness constant k. This two degree of freedom problem will be
represented by two generalized coordinates: the displacement of the cart, denoted x, which is also the
stretch of the spring, and the angular deflection of the pendulum with respect to the vertical, denoted θ.
Gravity acts on the system as indicated in the figure. (1) Find the system’s mass and stiffness matrices.
(2) Find the system’s natural frequencies and natural vibration mode shapes. (3) On two graphs, plot the
two natural frequencies of the system versus λ ∈ [1, 3] for µ = 0.1, 0.25, 0.5, and 1.0. Use the following
non-dimensional parameters: λ2 = 3(M + m)g/(2kL) and µ = m/(M + m).
Problem 2.5. Two pendulums mounted on a cart
The system depicted in fig. 2.9 consists of two pendulums, of length L1 and mass m1 for the first and of
length L2 and mass m2 for the second, mounted on a cart of mass M0 that is connected to the ground by
means of a spring of stiffness constant K0 . Torsional springs of stiffness constants k1 and k2 are connected
to the two pendulums at points O1 and O2 , respectively. The two pendulums are connected by a horizontal
spring of stiffness constant k3 , located a distance a below the line joining the pivot points. This spring is
un-stretched when the two pendulums are in the vertical position. This problem is analyzed using three
generalized coordinates, x, the cart’s horizontal displacement, and θ1 and θ2 , the angular displacements of
the two pendulums. All displacements and rotations are assumed to remain small. (1) Find the system’s
mass and stiffness matrices. (2) Find the system’s natural frequencies. (3) Plot the system’s three natural
frequencies versus K0 ∈ [0, 50] N/m. (4) Plot the system’s three natural frequencies versus k3 ∈ [0, 20]
N/m. Use the following default data: spring stiffness constants K0 = 21 and k3 = 2 N/m; k1 = 3 and k2 =
1.54 N·m/rad. Masses M0 = 5.5, m1 = 2.43, and m2 = 1.66 kg. Lengths L1 = 0.75, L2 = 1.45, and a = 0.5
m.
θ
K0 - c.m. M, Ip
i2
O1 O2 M0 x
O k12 k22
k1 k2
x
a m1 m2
- k3 x1 x2
i1
k11 k21
θ1 θ2 L2, m2
L 1, m 1 a b
Figure 2.9: Two pendulums mounted on a cart. Figure 2.10: Car model with unsprung masses.
Problem 2.6. Car model with unsprung masses

Figure 2.10 depicts a simplified model of a car with unsprung masses m1 and m2 ; the displacements of
these unsprung masses are denoted x1 and x2 , respectively. The stiffness of the tires is represented by two
springs of stiffness constant k11 and k21 . The body of the car is of mass M and mass moment of inertia Ip .
The car’s suspension is represented by two springs of stiffness constant k12 and k22 . The vertical motion of
the car’s center of mass and its rotation are denoted x and θ, respectively. (1) Find the system’s mass and
stiffness matrices. (2) Find the system’s natural frequencies. (3) Plot the system’s four natural frequencies
versus k12 = k22 ∈ [1, 150] N/m. (4) Plot the system’s four natural frequencies versus m2 ∈ [200, 400] kg.
Use the following default data: lengths, a = 2.5 and b = 3.5 m; masses, M = 1,600, m1 = 75, and m2 =
120 kg; mass moment of inertia I = 6, 000 kg·m2 ; spring constants, k11 = k21 = 2, k12 = 4, and k22 = 5
kN/m.
Problem 2.7. Double pendulum
Figure 2.11 depicts a double pendulum consisting of two uniform bars, the first of mass m1 and length
L1 , the second of mass m2 and length L2 . The first bar is connected to the ground at point O and to the
second bar at point A. Two torsional springs of stiffness constants k1 and k2 are acting at points O and
A; these springs are un-stretched when the bars are in the vertical position. The system is represented
by two generalized coordinates, the angular positions of the two bars, denoted θ1 and θ2 , respectively.
(1) Find the system’s mass and stiffness matrices. (2) Find the system’s natural frequencies. (3) Plot the
system’s two natural frequencies versus m̄ ∈ [0.1, 10] for k̄ = 1 and L̄ = 1, 1.4, 1.8, 2.2. (4) Plot the
system’s two natural frequencies versus m̄ ∈ [0.1, 10] for L̄ = 1 and k̄ = 0.1, 1, 5, 10. Use the following
non-dimensional parameters: m̄ = m1 /m2 , k̄ = k1 /k2 , and L̄ = L1 /L2 .
u1
- θ
O i2
1 m1 A
k11 k21
L 1, m 1 M, L
θ1 u2
A a1
2 B m2
L 2, m 2 k22 k12
- a2
i1
θ2 O
Figure 2.11: Configuration of the double pendu-

lum. Figure 2.12: Pivoted bar with two oscillators.
Problem 2.8. Pivoted bar with two oscillators

The system depicted in fig. 2.12 consists of a pivoted vertical bar of mass M and length L. At point A,
located at a distance a1 from the point O, the bar is connected to an oscillator of mass m1 with two springs
of stiffness constants k11 and k21 . A second oscillator is connected to the bar at point B. The generalized
coordinates of the system are u1 and u2 , the displacements of mass m1 and m2 , respectively, and θ, the
rotation of the vertical bar. (1) Find the system’s mass and stiffness matrices. (2) Find the system’s natural
frequencies. (3) Plot the system’s three natural frequencies versus M =∈ [1, 25] kg. (4) Plot the system’s
three natural frequencies versus m2 ∈ [0.1, 8] kg. Use the following default data: lengths, L = 1.75, a1 =
1.25, and a2 = 0.50 m; masses, M = 5.5, m1 = 2.43, and m2 = 1.66 kg; spring constants, k11 = 12, k21 = 8,
k12 = 2, k22 = 9 N/m.
2.2.6 Orthogonality of the eigenvectors

Consider a vibration problem characterized by mass matrix M and stiffness matrix K, and two of its
eigenpairs, Er = (ωr , u(r) ) and Es = (ωs , u(s) ). The following relationships must hold, K u(r) = ωr2 M u(r)
and K u(s) = ωs2 M u(s) . Pre-multiplying the first statement by uT(s) and the second by uT(r) leads to
uT(s) K u(r) = ωr2 uT(s) M u(r) and uT(r) K u(s) = ωs2uT(r) M u(s) , respectively. Subtracting these two equa-
tions results in 0 = (ωr2 − ωs2)uT(r) M u(s) = 0, where the symmetry of the mass and stiffness matrices was
invoked.
Consequently, if ωr2 6= ωs2, uT(r) M u(s) = 0: the eigenvectors associated with distinct eigenvalues are
orthogonal to each other in the space of the mass matrix. As underlined in section 2.2.1, the eigenvectors
are the nontrivial solutions of the homogeneous equations of motion, and hence, are defined within a
factor. This means that eigenvectors can always be normalized in the space of the mass matrix, resulting
in uT(r) M u(r) = 1. This does not completely remove the indeterminacy of the eigenvectors that could still
be multiplied by factor of ±1.
In summary, if all eigenvalues are distinct, the eigenvectors satisfy the following orthonormality prop-
erty
uT(r) M u(s) = δrs , (2.36)
where δrs is Kronecker’s symbol. The orthonormality property (2.36) also implies uT(r) K u(s) =
ωs2 uT(r) M u(s) = ωs2 δrs and it follows that
uT(r) K u(s) = ωr2 δrs . (2.37)
It is convenient to define matrix P , whose columns store the system’s eigenvectors

P = u(1) , u(2) , u(3) , . . . , u(n) . (2.38)
Equations (2.36) and (2.37) can now be recast in a compact matrix format as
P T M P = I, (2.39a)
T
P KP = diag(ωi2 ), (2.39b)
where I is the identity matrix of size n × n. These orthogonality relationship will play a fundamental role
in the study of structural vibration problems.
It has been shown thus far that structural vibration problems with n generalized coordinates always
present n eigenvalues, denoted ωi , i = 1, 2, . . . , n. From a purely mathematical viewpoint, these eigenval-
ues can be arranged in any order. For structural vibration problems, however, the lowest eigenvalues are
often the most important to consider, and hence, it is customary to arrange the eigenvalues in ascending
order, i.e.,
ω1 ≤ ω2 ≤ . . . ≤ ωn−1 ≤ ωn . (2.40)
Unless specifically stated, this ordering convention will be used throughout the remainder of this book.
Example 2.2. Pivoted bar connected to a spring-mass system, numerical approach

Figure 2.1 depicts a two degree-of-freedom system consisting of a mass m = 1.4 kg free to slide on a
horizontal plane and connected to the ground by means of a spring of stiffness constant k1 = 3.5 N/m. A
uniform, rigid bar of length L = 1.2 m and mass M = 3.2 kg is free to pivot about point O. A spring of
stiffness constant k2 = 6.3 N/m connects mass m to the rigid bar at point A, located at a distance a = 0.8
m from point O. Determine the natural frequencies of the system.
Using the formulation presented in section 2.1.1, the mass and stiffness matrices of the system are
found as
1.4 0 9.8 −5.04
M= , K= .
0 1.536 −5.04 4.032
It is most effective to use software packages to evaluate the eigenpairs of the system, which are found to
be
−0.406668
E1 = ω1 = 0.859347, u(1) = ,
−0.707323

−0.740882
E2 = ω2 = 2.98103, u(2) = .
0.388247
As mentioned earlier, it is customary to normalize the eigenvectors in the space of the mass matrix, i.e.,
uT(1) M u(1) = 1 and uT(2) M u(2) = 1. Note that this normalization convention does not define eigenvectors
uniquely. Indeed, uT(1) = 0.406668, 0.707323 is also an eigenvector that satisfies the normality condi-

tion, uT(1) M u(1) = 1. Hence, normalization of the eigenvectors in the space of the mass matrix defines
eigenvectors within a factor of ±1.
Matrix P defined by eq. (2.38) now becomes,

−0.406668 −0.740882
P = u(1) , u(2) = .
−0.707323 0.388247
The fundamental orthogonality properties expressed by eqs. (2.39) can be verified

T −0.406668 −0.707323 1.4 0 −0.406668 −0.740882
P MP =
−0.740882 0.388247 0 1.536 −0.707323 0.388247

1 0
= ,
0 1

T −0.406668 −0.707323 9.8 −5.04 −0.406668 −0.740882
P KP =
−0.740882 0.388247 −5.04 4.032 −0.707323 0.388247
2

(0.859347) 0
= .
0 (2.98103)2
Example 2.3. Four degree-of-freedom spring-mass system
Figure 2.13 depicts a four degree-of-freedom system consisting of four masses m1 , m2 , m3 , and m4 ,
free to slide on horizontal planes and connected to the ground and to each other by means of springs as
indicated on the figure. The following data will be used: m1 = 2.5, m2 = 1.3, m3 = 3.9, m4 = 2.5 kg,
k01 = 7.4, k12 = 3.2, k13 = 5.4, k23 = 1.6, k34 = 7.7, and k04 = 2.6 N/m. Determine the eigenpairs of
the system.
k13
k01
m1 m3
k12 k23 k34 k04
m2 m4
u1 u2 u3 u4
Figure 2.13: Four degree-of-freedom system.
The derivation of the equations of motion is left to the reader. The mass and stiffness matrices of the
system are found to be
   
2.5 0 0 0 16 −3.2 −5.4 0
 0 1.3 0 0 , K = −3.2 4.8 −1.6 0 

M = 0 −5.4 −1.6 14.7 −7.7 .

0 3.9 0 
0 0 0 2.5 0 0 −7.7 10.3
the use of a software package yields the eigenpairs of the system

     

 0.209 
 0.203
0.325 0.684
     
E1 = ω1 = 0.873, u(1) =

 , E2 = ω2 = 1.77, u(2) = −0.100 .
  

 0.354 
  
0.325 −0.316
   
     

 −0.245 
 
 0.505 

0.381 −0.224
     
E3 = ω3 = 2.47, u(3) =
  , E 4 = ω
 4
 = 2.82, u(4) = .

 −0.259 

 
 −0.233 


0.400 0.186
   
Matrix P defined by eq. (2.38) now becomes,

 
0.209 0.203 −0.245 0.505
0.325 0.684 0.381 −0.224
P = u(1) , u(2) , u(3) , u(4) = 
0.354 −0.100 −0.259 −0.233 .

0.325 −0.316 0.400 0.186

The fundamental orthogonality properties expressed by eqs. (2.39) can be verified

   
2.5 0 0 0 1 0 0 0
 0 1.3 0 0
PTM P = PT   P =  0 1 0 0 ,
 
0 0 3.9 0   0 0 1 0
0 0 0 2.5 0 0 0 1
(0.873)2
   
16 −3.2 −5.4 0 0 0 0
−3.2 4.8 −1.6 0  P =  0 (1.77)2 0 0 
PTK P = PT 

2
.
−5.4 −1.6 14.7 −7.7  0 0 (2.47) 0 
0 0 −7.7 10.3 0 0 0 (2.82)2
2.2.7 Repeated eigenvalues

Section 2.2.6 has established the important orthogonality relationships for the eigenmodes, eq. (2.39), for
distinct eigenvalues only. What happens if a dynamical system presents repeated eigenvalues, a common
occurrence? To be precise, let eigenvalue ω1 have a multiplicity of 2. First, an eigenvector, u(1) , asso-
ciated with this eigenvalue is evaluated, leading to the first eigenpair, E1 = (ω1 , u(1) ). Next, a similarity
transformation is constructed based on matrix Q = [u(1) , q̂], where matrix q̂ is orthogonal to eigenvector
u(1) in the space of the mass matrix, i.e., uT(1) M q̂ = 0. Because u(1) is an eigenvector, it is also true that
uT(1) K q̂ = 0.
Using this similarity transformation, the transformed mass and stiffness matrices of the system become
" # " T # " #
uT(1) h i u(1) M u(1) uT(1) M q̂ 1 0
M̄ = M u(1) q̂ = = 0 q̂ T M q̂ (2.41a)
q̂ T q̂T M u(1) q̂ T M q̂
" # " T # " #
uT(1) h i u(1) K u(1) uT(1) K q̂ ω12 0
K̄ = K u(1) q̂ = = . (2.41b)
q̂ T q̂ T K u(1) q̂ T K q̂ 0 q̂ T K q̂
Because similarity transformations preserve the spectrum of eigenvalues, see theorem 2.1, eigenproblems
(M , K) and (M̄ , K̄) have the same eigenvalues. It was assumed that ω1 is an eigenvalue of problem
(M , K) with a multiplicity of two. Consequently, ω1 is also an eigenvalue of problem (M̄ , K̄) with a
multiplicity of two and the reduced eigenproblem, (q̂ T M q̂, q̂T K q̂), of size (n − 1) × (n − 1) must still
present eigenvalue ω1 , this time with a multiplicity of one.
It will be convenient to define the vector ēj , whose entries are all zero, except for a unit entry at location
j,  
0

 .. 
.

 

ēj = 1 . (2.42)


 . 
.. 


 
 
0

For instance, the first entry of vector ē1 is unity, but all others vanish. By inspection, two eigenpairs of
problem (M̄ , K̄) are E1 = (ω1 , ē1 ) and E2 = (ω1 , ū2 ). Vector ū2 can be written as ūT2 = 0, ū′T

2 , where
u′2 is an eigenvector of the reduced eigenproblem associated with its eigenvalue ω1 . By construction,
ūT2 M̄ ē1 = 0, i.e., these two eigenvectors of eigenproblem (M̄ , K̄) are orthogonal to each other in the space
of the mass matrix, M̄ . This implies ūT2 QT M Qē1 = 0 and finally, uT(2) M u(1) = 0, where u(1) = Q ē1 and
u(2) = Q ū2 are two eigenvectors of eigenproblem (M , K) associated with its eigenvalue ω1 of multiplicity
two.
In summary, in the presence of repeated eigenvalues, eigenvectors that are orthogonal in the space of
the mass matrix can be always extracted. For eigenvalues of higher multiplicity, the above development
could be applied recursively to extract as many orthogonal eigenvectors as the multiplicity of the corre-
sponding eigenvalue. Consequently, matrix P defined by eq. (2.38) can always be constructed and the
orthogonality properties expressed by eqs. (2.39) apply to all dynamical systems, even in the presence of
repeated eigenvalues.
Example 2.4. Eigenvectors of a repeated eigenvalue
Consider an eigenvalue, ωi , of multiplicity m, and let u(r) , r = 1, 2, . . . , m, be the associated
Porthogonal
eigenvectors. Let vector w be an arbitrary linear combination of these eigenvectors, i.e., w = m j=1 αj u(j) .
Show that vector w is also an eigenvectors of the problem associated with the same eigenvalue.
If w is an eigenvector of the problem, the following P must hold, K w = ωi2 M w. Introducing the
expression for vector w yields K j=1 αj u(j) = ωi2 M m
Pm
j=1 αj u(j) , and regrouping the summations
leads to m
X
αj K u(j) − ωi2 M u(j) = 0.

j=1
Because (ωi , u(j) ), j = 1, 2, . . . , m are eigenpairs of the problem, the term in parenthesis vanishes for all
values of j, and the sum then vanishes for all values of αj .
In summary, any linear combination of m orthogonal eigenvectors associated with an eigenvalue of
multiplicity m is also an eigenvector associated with the same eigenvalue.
2.2.8 Spectral expansion

Consider a structural vibration problem with n generalized coordinates. It has been shown that it is always
possible to extract n eigenvectors that are orthogonal to each other in the space of the mass matrix. This
implies that these n eigenvectors span the n-dimensional space. Consequently, any arbitrary vector x can
be resolved in terms of the eigenvectors, as expressed by the following expansion
n
X
x = α1 u(1) + α2 u(2) + . . . + αn u(n) = αr u(r) . (2.43)
r=1
Coefficients αi , i = 1, 2, . . . , n are the coefficients of the spectral expansion of vector x. The same
expansion can be expressed in a more compact manner as
 

 α1  
α2 

 

x = u(1) , u(2) , . . . , u(n) .. = P α. (2.44)


 . 

α  
n

where matrix P is defined by eq. (2.38), and array αT = α1 , α2 , . . . , αn stores the coefficients of the
spectral expansion.
It is possible to evaluate the coefficients of the spectral expansion by pre-multiplying eq. (2.44) by
P T M to find P T M x = P T M P α = α, where the last equality follows from the orthogonality relation-
ships expressed by eqs. (2.39a). This implies that
α = P T M x. (2.45)
Introducing this result into eq. (2.44) yields x = P α = P P T M x, and because this relationship hold for
any vector x, it follows that
I = P PT M. (2.46)
2.3. THE FORCED PROBLEM 43
2.2.9 Problems
Consider the simplified model of a car with unsprung masses described in problem 2.6. (1) Find the
system’s mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) Construct matrix P defined
by eq. (2.38). (4) Verify that the orthogonality properties,
eq. (2.39), are satisfied.
(5) Verify identity (2.46).
T
(6) Perform the spectral expansion of vector x = 2.5, −1.4, 3.2, 2.7 . Use the default data given in
problem 2.6.

Consider the pivoted bar with two oscillators described in problem 2.8. (1) Find the system’s mass and
stiffness matrices. (2) Compute the system’s eigenpairs. (3) Construct matrix P defined by eq. (2.38). (4)
Verify that the orthogonality properties,
eq. (2.39), are
satisfied. (5) Verify identity (2.46). (6) Perform the
T
spectral expansion of vector x = −2.7, −3.2, 1.9 .
Problem 2.11. Five degree of freedom spring-mass system

Figure 2.14 depicts a five degree-of-freedom spring-mass system consisting of five masses free to slide on
horizontal planes and connected to the ground and to each other by means of springs as indicated on the
figure. (1) Find the system’s mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) Con-
struct matrix P defined by eq. (2.38). (4) Verify that the orthogonality properties, eq. (2.39), are satisfied.

(5) Verify identity (2.46). (6) Perform the spectral expansion of vector xT = 1.3, −5.7, 2.3, −3.4, 7.7 .
Use the following data: m1 = 3.2, m2 = 5.4, m3 = 6.5, m4 = 12.5, m5 = 3.7 kg, k01 = 6.4, k12 = 12.2,
k13 = 4.4, k23 = 15.6, k34 = 7.9, k35 = 2.6, k04 = 8.1, and k05 = 24.3 N/m.
k13 k35 k05 k13 k34 k45 k05
m5 m3 m5
k01 k01
m1 m3 u5 m1 u3 m4 u5
k12 k23 k34 k04 k12 k24 k46 k06
m2 m4 m2 m6
u1 u2 u3 u4 u1 u2 u4 u6
Figure 2.14: Five degree-of-freedom spring-mass Figure 2.15: Six degree-of-freedom spring-mass
system. system.
Problem 2.12. Six degree-of-freedom spring-mass system

Figure 2.15 depicts a six degree-of-freedom spring-mass system consisting of six masses free to slide on
horizontal planes and connected to the ground and to each other by means of springs as indicated on the fig-
ure. (1) Find the system’s mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) Construct
matrix P defined by eq. (2.38). (4) Verify that the orthogonality properties, eq. (2.39), are satisfied. (5) Ver-

ify identity (2.46). (6) Perform the spectral expansion of vector xT = −4.5, −1.3, 7.9, 5.4, 4.4, −2.3 .
Use the following data: m1 = 7.8, m2 = 15.4, m3 = 5.6, m4 = 8.5, m5 = 3.7, m6 = 1.8 kg, k01 = 4.6,
k12 = 10.5, k13 = 6.4, k24 = 16.5, k34 = 8.3, k45 = 2.6, k46 = 7.9, k05 = 360, and k06 = 120 N/m.
2.3 The forced problem

In section 2.1.1, the equations of motion of multi degree-of-freedom systems were shown to take the gen-
eral form of eq. (2.7). The dynamic behavior of these dynamical in the absence of externally applied forces
was investigated in section 2.2 and lead to the concepts of eigenvalues and eigenvectors, the properties of
which were investigated in details.
In most cases, multi degree-of-freedom systems are subjected to time dependent loading, which means
that the force vector appearing in the right-hand side of eqs. (2.7) does not vanish. The equations of motion
for forced multi degree-of-freedom systems take the form of coupled, second-order ordinary differential
equations with constant coefficients. The n equations of the system are coupled, because the mass and
stiffness matrices are, in general, fully populated. The solution of these equations is greatly simplified
by making use of the natural vibration mode shapes of the system that were found to be the non-trivial
solutions of the homogeneous problem.
2.3.1 The modal projection approach

At first, the following change of variables is introduced
u(t) = P η(t), (2.47)
where η is a new set of generalized coordinates representing the configuration of the system, and P the
matrix defined by eq. (2.38). Note that the change of variable expressed by eq. (2.47) defines a one to
one mapping between the two sets of variables, u and η. Indeed, pre-multiplying eq. (2.47) by P T M and
making use of the orthogonality relationships, eq. (2.39a), yields η = P T M u. Hence, no singularities are
encountered when going from one set of variables to the other.
Next, the proposed change of variable is introduced into eq. (2.7) to find M P η̈(t) + K P η(t) = F (t).
A linear combination of these equations is formed by pre-multiplying by matrix P T to find (P T M P )η̈ +
(P T K P )η = P T F (t). In view of eqs. (2.39a) and (2.39b), the triple products in the first and second
parentheses both become diagonal matrices; indeed P T M P = I and P T K P = diag(ωi2 ). The governing
equation of motion have now been transformed to a set of n uncoupled, second-order ordinary differential
equations in time. This system can be written as
η̈i + ωi2 ηi = ri (t), i = 1, 2, 3, . . . , n, (2.48)
where ri (t) is the ith component of modal loading array,
r(t) = P T F (t). (2.49)
These equations are the equations of motion of the multi degree-of-freedom system projected onto the
modal space through the change of variable defined by eq. (2.47). They are often called the modal equa-
tions of the system.
From a mathematical standpoint, the change of variables defined by eq. (2.47) has the remarkable
effect of transforming a set of n coupled differential equations into a set of n uncoupled differential equa-
tions. This second problem is, of course, much simpler to solve than the initial problem. The physical
implications of this change of variable are, however, even more remarkable. Indeed, each of the n uncou-
pled equations (2.48) is identical to the equation of simple spring-mass system, see eq. (1.1). Hence, the
dynamic behavior of an arbitrarily complex, multi degree-of-freedom system with n degrees of freedom
can be interpreted as the superposition of the responses of n independent linear oscillators. Clearly, the
dynamical behavior of complex, multi degree-of-freedom system is closely related that of linear oscilla-
tors. For instance, it was shown in section 1.1.2 that when a linear oscillator is excited near its own natural
frequency, the amplitude of its response grows without bounds. It follows that if a multi degree-of-freedom
system is excited near any one of its natural frequencies, a resonance condition occurs, and the its response
grows without bounds.
In many cases, the solution of the modal equations can be obtained in closed form. For instance,
assume that the modal loading array is of the following form, r(t) = r̂ sin Ωt, where Ω is the excitation
frequency, and array r̂ characterizes the spatial distribution of the loading. A typical uncoupled modal
equation now becomes η̈i + ωi2 ηi = r̂i sin Ωt, and its general solution is
r̂i sin Ωt
ηi = Ai cos ωi t + Bi sin ωi t + ,
ωi2 − Ω2
where Ai and Bi are integration constants to be evaluated from the initial conditions of the problem. If the
structure is initially at rest, these integration constants are readily computed to find
r̂i sin Ωt − (Ω/ωi ) sin ωi t

ηi = . (2.50)
ωi2 1 − (Ω/ωi )2
Clearly, the response of this single linear oscillator involves the superposition of vibratory behavior at the
excitation frequency and at its natural frequency. The response of the elastic structure will then involve
the superposition of vibratory behavior at the excitation frequency and at all its natural frequencies. The
resonance condition is also apparent in this equation: if Ω → ωi , the denominator vanishes and large
amplitude responses should be expected.
The general procedure for the evaluation of the forced response of a multi degree-of-freedom system
subjected to time dependent loads proceeds with the following steps.
1. Determine the natural frequencies of the system and the associated vibration mode shapes.
2. Construct matrix P , see eq. (2.38), storing eigenmodes of the structure normalized in the space of
the mass matrix.
3. Construct the modal loading array defined by eq. (2.49).
4. Solve the uncoupled equations of motion in the modal space, eqs. (2.48).
5. The time history of the generalized coordinates is then obtained from eq. (2.47).
The procedure developed here for predicting the response of dynamical systems to externally applied
forces is based on the change of coordinates expressed by eq. (2.47). This change of variable defines a
one-to-one mapping between the physical and modal coordinates of the system. This one-to-one mapping
is singularity free and involves no approximation. Consequently, the coupled equations expressed in terms
of the physical coordinates, eqs. (2.7), and the uncoupled modal equations expressed in terms of modal
coordinates, eqs. (2.48), are mathematically identical, and hence, possess identical solutions.
System represented by System represented by

physical coordinates modal coordinates
m1=1 m2=1
k13 η1 η2
2 2
k01 k1=ω1 k2=ω2
m1 m3
k12 k23 k34 k04
m2 m4 m3=1 m4=1
u1 u2 u3 u4 η3 η4
2 2
k3=ω3 k4=ω4
Figure 2.16: Four degree-of-freedom system and its equivalent representation as four, uncoupled spring-
mass systems.
This important conclusion is depicted in a schematic manner in fig. 2.16. For the purpose of the
illustration, a four degree-of-freedom spring-mass system is shown with the four physical coordinates, u1 ,
u2 , u3 , and u4 representing the horizontal displacements of the four masses. When projected in the modal
domain through the change of coordinates expressed by eq. (2.47), the problem is represented by four,
uncoupled single degree-of-freedom spring-mass systems. The motion of the masses is represented by the
modal coordinates, η1 , η2 , η3 , and η4 . Because the eigenvectors are normalized in the space of the mass
matrix, each of the four spring-mass systems features a unit mass, and the spring stiffness constants equal
the square of the natural frequencies.
The responses of the two systems depicted in fig. 2.16 are related through the mapping equation,
eq. (2.47). Because this change of variable involves no approximations, the two systems behave in iden-
tical manners. Consequently, the response of a complex, n degree-of-freedom system can always be
seen as the superposition of n uncoupled spring-mass systems. This paradigm dramatically simplifies
the interpretation of the behavior of dynamical systems. No matter how complex, the behavior of an n
degree-of-freedom linear system can always be thought of as the superposition of n uncoupled, single
degree-of-freedom linear spring-mass systems. This equivalence will be used in a systematic manner to
study the behavior of complex dynamical systems.
Example 2.5. Forced response of a five degree-of-freedom spring-mass system

Figure 2.17 depicts a five degree-of-freedom spring-mass system consisting of five masses free to slide on
figure. The following data is used: m1 = 2.5, m2 = 1.3, m3 = 13.9, m4 = 2.5 , m5 = 1.7 kg, k01 = 1.4,
k12 = 3.2, k13 = 5.4, k23 = 10.6, k34 = 7.7, k35 = 2.6, k04 = 25.1, and k05 = 42.3 N/m. The system
is subjected to externally applied forces. Find the forced response of the system when subjected to force
F1 = sin Ωt, where the excitation frequency is Ω = 0.4 rad/s. Force F1 is applied to mass m1 . The system
is initially at rest.
k13 k35 k05

m5
k01
m1 m3 u5
k12 k23 k34 k04 ω1 ω2 ω3 ω4 ω5
m2 m4
1 0 1 2 3 4 5 ω
u1 2 u2 u3 u4
Ω=0.4 Ω~ω1 Ω=3.5
Figure 2.17: Five degree-of-freedom spring-mass
system. Figure 2.18: Natural and excitation frequencies.
The general procedure outlined in section 2.3.1 is detailed in this example. First, the natural frequen-
cies of the system and associated eigenvectors are evaluated. Figure 2.18 shows the five natural frequencies
of the system, ω1 = 0.737, ω2 = 2.06, ω3 = 3.39, ω4 = 3.65, and ω5 = 5.14 rad/s, along a frequency axis,
and the vertical arrow indicates the excitation frequency, Ω = 0.4, which is smaller than the lowest natural
frequency of the system.
Next, matrix P is constructed; the eigenvector of the system, normalized in the space of the mass
matrix for the columns of this matrix,
 
−0.239 −0.572 −0.125 0.008 0.000
−0.249 −0.080 0.828 −0.122 0.003
 
P = −0.235
 0.111 −0.054 0.038 −0.006 .
−0.058 0.038 −0.105 −0.620 0.001
−0.014 0.008 −0.006 0.004 0.767
These eigenvalues and eigenvectors were obtained using a numerical package. The eigenvalues were
ordered in ascending order, as is the custom in structural vibration analysis. Note that most numerical
packages do not necessarily extract the eigenvalues in that order, and hence, after computation of these
eigenvalues, they must be reorder to form an ascending sequence; of course, the corresponding eigenvec-
tors must be reordered accordingly.
The first column of matrix P consists of negative numbers only. As mentioned earlier, after normaliza-
tion in the space of the mass matrix, eigenvectors are defined within a multiplicative factor of ±1. Using
a different numerical procedure to solve the eigenproblem, the first column of matrix P , eigenvector u(1) ,
could have been found with an opposite sign, i.e., −u(1) . In this case, all the numbers appearing in the
first column of matrix P would be positive numbers. Such a difference has no physical significance: an
eigenvector is defined within a constant, and once normalized in the space of the mass matrix, it is defined
within a factor of ±1.
The eigenvectors indicate the amplitudes of motion of each of the masses when the system vibrates
at the corresponding eigenfrequency. For instance, at the first natural frequency, ω1 = 0.737 rad/s, the
system vibrates in such a way that the amplitudes of motion of masses m1 , m2 , and m3 are nearly identical,
- 0.239, - 0.249, and - 0.235, respectively; on the other hand, the amplitude of the motion of mass m4 is
about four times smaller, - 0.058, and finally, the amplitude of the motion of m5 nearly vanishes, - 0.014.
Physically, this is due to the fact that the springs connecting masses m4 and m5 to the ground have large
stiffness constants, k04 = 25.1 and k05 = 42.3 N/m, respectively. The first mode is characterized by in
phase motions of the first three masses with nearly identical magnitudes; masses m4 and m5 remain almost
stationary. In contrast, at the fifth natural frequency, ω5 = 5.14 rad/s, mass m5 is the only mass to exhibit
any significant motion, the remaining masses are nearly stationary.
0.3
1
η1 η4
η2 η5 0.2
η3
0.5
0.1
u's
0
η's
-0.1
u1
-0.5 u2 u4
-0.2
u3 u5
-0.3
-1 0 5 10 15 20 25 30
0 5 10 15 20 25 30
Time Time
Figure 2.19: Time histories of the five modal par- Figure 2.20: Time histories of the five mass dis-
ticipation factors for Ω = 0.4 rad/s. placements for Ω = 0.4 rad/s.
T
The next step of the procedure is to evaluate the external loading array. In this case, F (t) =
1, 0, 0, 0, 0 sin Ωt, where Ω = 0.4 rad/s and eq. (2.49) yields the following modal loading array
rT (t) = −0.239, −0.572, 0.125, 0.008, 0.000 sin Ωt.

It is now possible to solve the five uncoupled modal equations given by eqs. (2.48). Because the system
is initially at rest and subjected to a sine loading, the solution is given by eq. (2.50) for each mode.
Figure 2.19 shows the time histories of the five modal participation factors for time t ∈ [0, 30]s. Once
the solution in the modal space has been found, the change of variable, eq. (2.47), is used to project
the solution back to the physical space. Figure 2.20 shows the resulting time histories of the five mass
displacements.
2.3.2 The resonance phenomenon

Section 2.3.1 has underlined the close connection that exists between the behavior of multi degree-of-
freedom systems and that of single degree-of-freedom spring-mass oscillators. Figure 2.16 depicts in a
conceptual manner the equivalence between the representations of a system using physical and modal
coordinates. As discussed in section 1.1.3, the resonance phenomenon is a salient feature of single degree-
of-freedom systems, and hence, must also occur in multi degree-of-freedom systems.
Consider the response of a single modal equation, eq. (2.50). The following notation introduced,
Ω = ωm (1 + ε) and ωi = ωm (1 − ε). Frequency ωm can be interpreted as the average of the excitation and
natural frequencies, ωm = (Ω + ωi )/2, whereas ε is half their relative difference, ε = (Ω − ωi )/(Ω + ωi ).
At resonance, |ε| ≪ 1 and hence, Ω/ωi ≈ 1. The general solution for a spring-mass system, eq. (2.50),
now becomes
sin Ωt − (Ω/ωi ) sin ωi t
ηi = r̂i
ωi2 − Ω2
r̂i sin ωm (1 + ε)t − sin ωm (1 − ε)t 1 r̂i cos ωm t sin εωm t
≈ 2 2 2
=− 2 ,
ωm (1 − ε) − (1 + ε) 2 ωm ε
where elementary trigonometric identities were used to obtain the last result. Because ε is a very small
quantity, sin εωm t ≈ εωm t and ωm ≈ ωi ; the response of the system becomes
1 r̂i
ηi ≈ − ωi t cos ωi t. (2.51)
2 ωi2
This result holds for i = 1, 2, . . . , n, i.e., resonance occurs when the excitation frequency is near any one
of the n natural frequencies of the multi degree-of-freedom. As was the case for the single degree-of-
freedom system, the system oscillates at the resonant natural frequency and the amplitude of the response
grows linearly in time.
Example 2.6. Forced response of a five degree-of-freedom spring-mass system at resonance
Find the forced response of the five degree-of-freedom spring-mass presented in example 2.5. The system
is subjected to force F1 = sin Ωt, where the excitation frequency is Ω = 0.737234 rad/s. As indicated
in fig. 2.18, this excitation frequency is in resonance with the first natural frequency of the system. The
system is initially at rest. Figure 2.18 shows the natural frequencies of the system and the excitation
frequency, Ω = 0.737234, with a vertical arrow. The excitation frequency is in resonance with the first
natural frequency of the system.
6
η1
4
η2 1.5
η3 1
1
2
2
0.5
η's
0
u's
0
-2
η4 -0.5
-4 3
η5 -1
-6
0 5 10 15 20 25 30 5
Time -1.5
0 5 10 15 20 25 30
Time
Figure 2.21: Time histories of the five modal par-
ticipation factors at resonance (Ω = 0.737234 Figure 2.22: Time histories of the five mass dis-
rad/s). placements at resonance (Ω = 0.737234 rad/s).
Figure 2.21 show the response of the five modal participation factors. Because the excitation frequency
nearly equals the first natural frequency of the system, the amplitude of η1 grows linearly in time, as
predicted by eq. (2.51). In comparison, the amplitudes of the other modes remain small. The time histories
of the physical degrees of freedom is shown in fig. 2.22.
2.3.3 The beating phenomenon

The beating phenomenon is another characteristic behavior of single degree-of-freedom systems which
occurs when the excitation and natural frequencies are in the vicinity of each other, see section 1.1.4. In
view of the discussion presented in section 2.3.1, the beating phenomenon is expected to occur in multi
degree-of-freedom systems as well.
As was done for the study of resonance, the following notation is introduced, Ω = ωm (1 + ε) and
ωi = ωm (1 − ε). The frequency ratio appearing in eq. (2.50) is approximated as follows, Ω/ωi = (1 +
ε)/(1 − ε) ≈ 1, and this equation now becomes
r̂i sin ωm (1 + ε)t − sin ωm (1 − ε)t r̂i

ηi ≈ 2 2 2
=− 2
cos ωm t sin εωm t,
ωm (1 − ε) − (1 + ε) 2εωm
where elementary trigonometric identities were used to obtain the last result. Reverting back to the original
quantities then yields
2r̂i Ω + ωi Ω − ωi
ηi (t) ≈ − 2 2
cos t sin t. (2.52)
Ω − ωi 2 2
This result indicates that when the excitation frequency is in the vicinity of any of the natural frequencies
of the system, the response is oscillatory with a frequency equal to the average of the excitation and natural
frequencies. The amplitude of this oscillation is modulated by a slow varying term with a frequency equal
to the half difference of the excitation and natural frequencies.
Example 2.7. Forced response of a five degree-of-freedom spring-mass system, beating phenomenon
Find the forced response of the five degree-of-freedom spring-mass presented in example 2.5. The system
is subjected to force F2 = sin Ωt, where the excitation frequency is Ω = 3.5 rad/s. Force F2 is applied to
mass m2 . As indicated in fig. 2.18, this excitation frequency is in the vicinity of the third natural frequency
of the system. The system is initially at rest.
3 2
η1 η2 η3 u1 u2
1.5
2
1
1
0.5
η's
u's
0 0
-0.5
-1
-1
-2
-1.5
u3
η4 η5 u4 u5
-3 -2
0 10 20 30 40 50 60 0 10 20 30 40 50 60
Time Tim
Figure 2.23: Time histories of the five modal Figure 2.24: Time histories of the five mass dis-
participation factors exhibiting the beating phe- placements exhibiting the beating phenomenon
nomenon (Ω = 3.5 rad/s). (Ω = 3.5 rad/s).
Figure 2.23 show the response of the five modal participation factors. Because the excitation frequency
is in the vicinity of the third natural frequency of the system, the third modal participation factor, η3 ,
exhibits the beating phenomenon. As predicted by eq. (2.52), the period of the beating is T = 4π/(3.5 −
3.39) = 114 s and the maximum amplitude is ηimax = 2 · 0.828/(3.52 − 3.392 ) = 2.18, where r̂3 = 0.828.
The time histories of the physical degrees of freedom is shown in fig. 2.24.
2.3.4 The modal reduction approach

The procedure described in section 2.3.1 evaluates the forced response of multi degree-of-freedom systems
based on the change of variable defined by eq. (2.47). The subsequent steps of the procedure correspond to
a projection of the equations of motion onto the modal space. The procedure implements a mathematical
change of variables, and hence, involves no approximation. The change of variable is performed because
in the modal space, the equations of motion becomes decoupled, see eq. (2.48), thereby easing the solution
process.
Figure 2.20 shows the time histories of the displacements of the five masses of the system depicted in
fig. 2.17 when a unit harmonic force is applied at mass m1 . Note that all masses respond to the excitation,
although with different amplitudes. Figure 2.19 shows the time history of the same response after projec-
tion onto the modal space. The responses depicted in figs. 2.19 and 2.20 are identical, but represented by
two different sets of generalized coordinate: physical coordinates, the actual positions of the masses, are
used to obtain the results depicted in fig 2.20, whereas modal coordinates are used to obtain those shown
in fig. 2.19.
A cursory look at fig. 2.19 reveals that the five mass system “responds in the lowest two modes pri-
marily” when excited by the force externally applied at mass m1 with an excitation frequency Ω = 0.4
rad/s. The expression “responds in the lowest two modes primarily” implies that the magnitudes of modal
participation factors η1 and η2 are far greater than those of modal participation factors η3 , η4 , and η5 .
These observations lead to the following question: if the modes associated with the three highest
frequencies of the system do not respond under the excitation, why should they be included in the change
of variable? In other words, the change of variable defined by eq. (2.47) could be replaced by
u(t) = P ♭ η(t), (2.53)
where matrix P ♭ , of size n × m, is defined as
P ♭ = u(1) , u(2) , . . . , u(m) ,

(2.54)
and array η(t) is now of size m. The column of matrix P ♭ stores m < n eigenvectors of the system,
typically the m eigenvectors corresponding to the m lowest frequencies of the system.
It is left to the reader to verify if the procedure developed in section 2.3.1 is repeated using matrix P ♭
instead of matrix P , the equations of motion of the system become
η̈i + ωi2 ηi = ri (t), i = 1, 2, · · · , m. (2.55)
That is, m modal equations only are obtained, rather than the complete set of n modal equations defined
by eq. (2.48). This result explains the widely used expression of “modal reduction:” the system is treated
as if it features a reduced number of eigenvectors.
The change of variable expressed by eq. (2.47), u(t) = P η(t), defines a one-to-one mapping be-
tween the physical and modal coordinates of the system. In contrast, the change of variable expressed
by eq. (2.53) cannot be inverted because matrix P ♭ , of size n × m, m < n, is not a square matrix. The
m modal participation factors stored in array η(t) are fewer than the n generalized coordinates stored in
array u(t). Only m < n of the modal equations are recovered rather than the complete set of n modal
equations. Clearly, information is lost and this explains why eq. (2.53) is called modal reduction or modal
approximation.
These remarks lead to the following question: what is the physical interpretation of the assumption in-
herent to the modal reduction process? What information is lost when the modal approximation, eq. (2.53),
is used instead of the modal projection defined by eq. (2.47)? To answer this question, assume that the
m eigenvectors corresponding to the m lowest frequencies of the system are stored in matrix P ♭ . The
modal reduction process now yields the m modal equations defined by eq. (2.55), where the frequencies,
ωi , i = 1, 2, . . . , m are the m lowest frequencies of the system. Clearly, the modal reduction correspond
to ignoring the high frequency dynamics of the system.
The discussion presented in the previous paragraphs initiated from the simple observation that two
only of the five modal participation factors shown in fig. 2.19 are of significant magnitude. In exam-
ple 2.5, modal projection was used to evaluate the time history of all modal participation factors and once
this task was completed, it was observed that two only of the five modal participation factors responded
significantly. This approach is not efficient. Indeed, why make an approximation when the exact results
are available already? Clearly, for the modal reduction procedure to be useful, it must be possible to
determine, a priori, which modes should be retained in the modal reduction and which should be ignored.
Consider a natural frequency of the system, ωr , that is far above the excitation frequency, i.e., ωr ≫ Ω.
For such case, Ω/ωk ≪ 1, and the corresponding modal equation, eq. (2.50), can be approximated as
r̂r sin Ωt − (Ω/ωr ) sin ωr t r̂r

ηr = 2 2
≈ 2 sin Ωt,
ωr 1 − (Ω/ωr ) ωr
i.e., the response becomes quasi-static, as expected in view of the response characteristics of a linear
oscillator depicted in fig. 1.6. It is clear that the response decreases for increasing values of the natural
frequency. Hence, the high frequency modes contribute little to the total response of the structure. This
observation implies that only the low frequency modes must be included in the analysis. Of course, the
term “low frequency” must be understood with respect to the excitation frequency. As a rule of thumb,
all natural frequencies such that ωi < 4Ω, i = 1, 2, . . . , m, should be included in the analysis. If the
applied loading contains a spectrum of frequencies ranging from Ωmin to Ωmax , natural frequencies such
that ωi < 4Ωmax , i = 1, 2, . . . , m, should all be considered in the analysis.
To evaluate the forced response of a multi degree-of-freedom system subjected to time dependent loads
using the modal reduction procedure, the following steps are used. The maximum frequency contained in
the excitation spectrum is denoted Ωmax .
1. Determine the m natural frequencies of the structure for which ωi < 4Ωmax , i = 1, 2, . . . , m.
Determine the associated mode shapes.
2. Construct matrix P ♭ , see eq. (2.54), storing these m eigenmodes normalized in the space of the mass
matrix.
3. Construct the modal loading array defined by eq. (2.49).
4. Solve the m uncoupled equations of motion in the modal space, eqs. (2.48).
5. The time history of the generalized coordinates is then obtained from eq. (2.47).
The modal reduction approach is an efficient tool for the analysis of complex dynamical systems.
Typically, when the finite element method is used to model complex structures such as cars, trains, or
airplanes, very large, multi degree-of-freedom systems are generated. It is not uncommon for detailed
models of such systems to involve hundreds of thousands, or even sometimes millions of degrees of
freedom. This level of detail of modeling is required to capture the flexibilities of all the components
and their often intricate interconnections. Furthermore, evaluation of the three-dimensional state of stress
at all points of the structure also requires very detailed models.
The fact that one million degrees of freedom is used to model a complex mechanical system does not
imply that the dynamic response of the system involves one million eigenmodes. Most natural vibration
frequencies are far above the excitation frequencies encountered during operation, and hence, can be
ignored when predicting the dynamic response of the system. For instance, up to a million degrees of
freedom could be required to capture the three-dimensional stress field at all point of a car, but its dynamic
response can often be predicted accurately with as few as 12 to 15 modes. Let n be the number of degrees
of freedom of the system, and m the number modes that respond significantly to a given excitation; for
this example, n = 1, 000, 000 and m = 12 or 15; clearly, m ≪ n.
The computational gains derived from using the modal reduction method appear at two stages of the
procedure. First, it is not necessary to evaluate all n eigenpairs of the system. Indeed, if m eigenpairs
will be used by the modal reduction procedure, m eigenpairs only must be evaluated, not the remaining
n − m. This is particularly important because algorithms to extract all eigenpairs of a system becomes
increasingly unreliable as n increase. On the other hand, very efficient algorithms are available to evaluate
the lowest or highest m ≪ n eigenpairs of large systems. Second, prediction of the dynamic response
requires the solution of m uncoupled equations only. Because m is typically much smaller then n, this
step of the procedure is computationally inexpensive.
It must be emphasized that the terms “low frequency” or “high frequency” must be understood in
relative terms. A given natural frequency of a structure is not intrinsically “low frequency” or “high
frequency;” it can be characterized as “low frequency” or “high frequency” with respect to a certain
excitation frequency only. Consider the case of a car proceeding over a speed bump of length d at a speed
v; the excitation frequency is estimated as Ω = v/d. If the car’s speed is very low, its dynamic response is
quasi-static, and a single mode approximation might yield good predictions. All other natural frequencies
of the car are “high frequencies” and can be ignored. On the other hand, if the same car proceeds over
the same speed bump at a much higher speed, the excitation frequency increases and the car’s dynamic
response will involve many modes. The eigenmodes that could be treated as “high frequency modes” for
the low frequency excitation have become “low frequency modes” for the present problem.
If the car is subjected to very high frequency excitation, such as the pressure wave from a blast, virtually
all the modes becomes “low frequency modes” and must be included in a dynamic analysis. For these types
of problems, the modal reduction techniques becomes inadequate and other methods, such as the direct
integration approach presented in chapter 6 might be more appropriate.
Example 2.8. Modal approximation of the forced response of a five degree-of-freedom spring-mass
system
The forced response of the five degree-of-freedom spring-mass system shown in fig. 2.17 was investigated
in example 2.5 using the modal projection method. Treat the same problem using the modal reduction
approximation. Use a one, then a two mode approximation and compare the predictions.
The system is subjected to force F1 = sin Ωt applied at mass m1 , where the excitation frequency is
Ω = 0.4 rad/s. The system is initially at rest. Figure 2.18 shows that the excitation frequency is below
the lowest natural frequency of the system, ω1 = 0.737 rad/s. For this simple example, the maximum
excitation frequency present in the loading spectrum is simply Ωmax = 0.4 rad/s. According to the rule
of thumb presented above, the natural frequencies below 4Ωmax = 1.6 rad/s should be included in the
reduced modal basis. Because ω1 = 0.737 < 4Ωmax rad/s, the first natural frequency satisfies this criterion,
whereas the second natural frequency does not, ω2 = 2.06 > 4Ωmax .
0.3 0.3
0.2 0.2
0.1 0.1
u1
u2
0 0
-0.1 -0.1
-0.2 -0.2
-0.3 -0.3
0 5 10 15 20 25 30 0 5 10 15 20 25 30
Time Time
Figure 2.25: Time histories of mass m1 displace- Figure 2.26: Time histories of mass m2 displace-
ment for Ω = 0.4 rad/s. Modal projection method: ment for Ω = 0.4 rad/s. Modal projection method:
solid line. Modal reduction approach: dotted solid line. Modal reduction approach: dotted
line (one mode approximation), dashed-dotted line line (one mode approximation), dashed-dotted line
(two mode approximation). (two mode approximation).
2.4. RAYLEIGH’S QUOTIENT 53
For the one mode approximation, matrix P ♭ reduces to a single column storing the first eigenvector of
the system, i.e., P ♭ = [u(1) ]. The dynamical system is now approximated by a single modal equation, η̈1 +
ω12 η1 = r1 (t), which is easily solved. Equation (2.53) then gives the solution for the physical coordinates;
in this case, u(t) = η1 (t)u(1) . Figures 2.25 and 2.26 show the time histories of the displacements of masses
m1 and m2 , respectively. The exact solutions obtained by means of the modal projection method, i.e.,
by using all five eigenpairs of the system, appear in solid lines. The solutions using the modal reduction
approach with a single mode approximation are plotted with dotted lines. For the displacement of mass m1 ,
the single mode approximation is in fair agreement with the exact solution, whereas for the displacement
of mass m2 , the same approximation provides an excellent prediction of the exact solution.
In a effort to improve the predicted response of mass m1 , a two mode approximation is developed. In
this case, matrix P ♭ is of size 5 × 2 and its two columns store the first two eigenvectors of the system,
i.e., P ♭ = [u(1) , u(2) ]. After solution of the two modal equations, the physical coordinates are obtained as
u(t) = η1 (t)u(1) + η2 (t)u(2) . The dashed-dotted lines appearing in figs. 2.25 and 2.26 show the predictions
obtained from this two mode approximation for the displacements of masses m1 and m2 , respectively. The
predictions for the displacements of both masses are now in very close agreement with the exact solution.
2.3.5 Problems
Consider the simplified model of a car with unsprung masses described in problem 2.6. A vertical force,
denoted F (t), is applied at the center of mass of mass M; this harmonic force is expressed as F (t) =
F̂ sin Ωt, where F̂ = 1 N and Ω = 0.6 rad/s. (1) Project the system’s equations of motion into the modal
space. (2) On one graph, plot the histories of the four modal participation factors. (3) On one graph, plot
the histories of the four generalized coordinates. (4) On one graph, plot the response of mass m1 using a
one mode approximation, a two mode approximation, and all the modes of the system. (5) Same question
for the response of mass m2 . Use the default data given in problem 2.6.
Consider the pivoted bar with two oscillators described in problem 2.8. (1) Find the system’s mass and
stiffness matrices. (2) Compute the system’s eigenpairs. (3) . (4) . (5) . (6) .
Consider the five degree of freedom spring-mass system described in problem 2.11. (1) Find the system’s
mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) . (4) . (5) . (6) .
Consider the six degree-of-freedom spring-mass system described in problem 2.12. (1) Find the system’s
mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) . (4) . (5) (6) .
2.4 Rayleigh’s quotient

Consider the standard eigenproblem written as K u(i) = ωi2 M u(i) , for i = 1, 2, . . . , n. Pre-multiplying
this equation by uT(i) yields uT(i) K u(i) = ωi2 uT(i) M u(i) , or
uT(i) K u(i)
ωi2 = , i = 1, 2, . . . , n. (2.56)
uT(i) M u(i)
This implies that the square of the natural frequency, ωi2 , is the quotient of two scalars, uT(i) K u(i) and
uT(i) M u(i) . Since both stiffness and mass matrices are positive-definite, these two scalar are positive and
so is their quotient, the square of the natural frequency.
By analogy, the same quotient is defined for an arbitrary vector, v,

vT K v
ρ(v) = T . (2.57)
v Mv
This quotient is called Rayleigh’s quotient. Because both its numerator and denominator are quadratic
forms of vector v, the norm of this vector is unimportant. It is often convenient to define Rayleigh’s
quotient as ρ(v) = vT K v, subjected to the constraint v T M v = 1, which is equivalent to the definition
given by eq. (2.57).
Equation (2.56) implies the following important property of Rayleigh’s quotient,
uT(r) K u(r)
ρ(u(r) ) = = ωr2 , r = 1, 2, . . . , n. (2.58)
uT(r) M u(r)
Rayleigh’s quotient enjoys numerous additional properties that are studied in the sections below. It is an
important quantity that plays an important role in the study of algebraic eigenvalue problems.
2.4.1 Bounds of Rayleigh’s quotient

Clearly, the value of Rayleigh’s quotient is a function of the choice of vector v. For instance, in view of
eq. (2.56), choosing v = u(1) yields ρ(u(1) ) = ω12 , whereas choosing v = u(n) yields ρ(u(n) ) = ωn2 . The
following theorem establishes the bounds of the extremal values of Rayleigh quotient as
ω12 ≤ ρ(v) ≤ ωn2 . (2.59)
Theorem 2.2 (Bounds of Rayleigh’s quotient). For all arbitrary vectors v, Rayleigh’s quotient is bounded
by the squares of the lowest and highest eigenvalues.
To prove this theorem, a spectral expansion of arbitrary vector v is performed by writing v = P α,
see eq. (2.44), where matrix P is defined by eq. (2.38). The orthogonality properties of the eigenvectors,
eqs. (2.39), then imply
n
X
T T T T
v Kv=α P KPα=α diag(ωi2 )α = ωi2 αi2 , (2.60a)
i=1
n
X
v T M v = αT P T M P α = α T α = αi2 = 1. (2.60b)
i=1
Equation (2.60b) expresses the normalization of vector v in the space of the mass matrix.
Rayleigh’s quotient now becomes
ρ(v) = ω12 α12 + ω22 α22 + . . . + ωn2 αn2 , (2.61)
subject to the constraint α12 + α22 + . . . + αn2 = 1. First, this normality constraint is written as α12 =
1 − α22 − . . . − αn2 , and eq. (2.61) becomes
ρ(v) = ω12(1 − α22 − . . . − αn2 ) + ω22 α22 + . . . + ωn2 αn2
(2.62)
= ω12 + α22 (ω22 − ω12 ) + . . . + αn2 (ωn2 − ωn2 ) ≥ ω12 ,
where the inequality is implied by the fact that all terms in parentheses are positive quantities as are their
factors. Second, the normality constraint is written as αn2 = 1 − α12 − . . . − αn−1
2
, and eq. (2.61) becomes
ρ(v) = ω12 α12 + ω22 α22 + . . . + ωn2 (1 − α12 − . . . − αn−1
2
)
(2.63)
= ωn − α1 (ωn − ω1 ) − . . . − αn−1 (ωn − ωn−2 ) ≤ ωn2 ,
2 2 2 2 2 2 2
factors.
Combining eqs. (2.62) and (2.63) yields the desired bounds expressed by eq. (2.59).
2.4. RAYLEIGH’S QUOTIENT 55
2.4.2 Perturbation of Rayleigh’s quotient about an eigenvector

If vector v is an eigenvector, the associated Rayleigh quotient equals to the associated eigenvalue, as im-
plied by eq. (2.56). The present section examines the case where vector v is nearly equal to an eigenvector,
i.e.,
v = u(k) + εe, (2.64)
where u(k) is the k th eigenvector of the system, ε a small quantity, and e an error vector.
Rayleigh’s quotient now becomes
(uT(k) + εeT )K(u(k) + εe) uT(k) K u(k) + 2εuT(k) K e + ε2 eT K e
ρ(u(k) + εe) = = . (2.65)
(uT(k) + εeT )M(u(k) + εe) uT(k) M u(k) + 2εuT(k) M e + ε2 eT M e
To evaluate the various terms appearing in this expression, the spectral expansion of the error vector is
performed,
Xn
e= αi u(i) . (2.66)
i=1,i6=k
Note that any component of error along eigenvector u(k) would result in eq. (2.64) being recast as v =
(1 + ε)u(k) + εe, which simply amounts to a different normalization of vector v. Consequently, the
summation in eq. (2.66) excludes the k th component. The following results are now established
n
! n
X X
uT(k) K e = uT(k) K αi u(i) = αi uT(k) K u(i) = 0,
i=1,i6=k i=1,i6=k
n
! n
! n n n
X X X X X
T
e Ke= αj uT(j) K αi u(i) = αi αj uT(j) K u(i) = αi2 ωi2 .
j=1,j6=k i=1,i6=k i=1,i6=k j=1,j6=k i=1,i6=k
with similar expressions involving the mass matrix.

Introducing these results into eq. (2.65) leads to
ωk2 + ε2 ni=1,i6=k αi2 ωi2
P
ρ(u(k) + εe) = .
1 + ε2 ni=1,i6=k αi2
P
Expansion of the denominator then yields

n
X
ρ(u(k) + εe) = ωk2 +ε 2
αi2 (ωi2 − ωk2 ) + O(ε4 ). (2.67)
i=1,i6=k
This result expresses the following theorem.

Theorem 2.3 (Perturbation of Rayleigh’s quotient in the vicinity of an eigenvector). If an eigenvector is
known within an error O(ε), the corresponding Rayleigh quotient yields an estimate of the associated
eigenvalue within an error O(ε2 ).
Many practical algorithms for the evaluation of eigenvalues use this basic property of Rayleigh’s quo-
tient to obtain an improved estimate of an eigenvalue, once a crude estimate of the corresponding eigen-
vector has been obtained. Typically, iteration is then used to obtain estimates of fast increasing accuracy.
Equation (2.67) can be recast as
ρ(u(k) + εe) − ρ(u(k) )
lim = 0. (2.68)
ε→0 ε
which implies the stationarity of Rayleigh’s quotient in the neighborhood of an eigenvector.
2.5 Courant’s minimax principle

The following property of Rayleigh’s quotient has been established: ρ(v) ≤ ωn2 with ρ(v) = ωn2 for
v = u(n) , as expressed by eqs. (2.59) and (2.56), respectively. These results imply that the maximum
value of Rayleigh’s quotient for all possible choices of vector v, i.e., when vector v is unconstrained, is
ωn2 , which is reached by selecting v = u(n) . Another property of Rayleigh’s quotient is that ρ(v) ≥ ω12
with ρ(v) = ω12 for v = u(1) , as implied by eqs. (2.59) and (2.56), respectively. These results imply
that the minimum value of Rayleigh’s quotient for all possible choices of vector v, i.e., when vector v is
unconstrained, is ω12, which is reached by selecting v = u(1) .
These remarks indicate that two of the natural frequencies of the system, ω12 and ωn2 , can be interpreted
as extremal values of Rayleigh’s quotient with respect to an arbitrary choice of vector v. Courant’s min-
imax principle generalizes this observation and states that all the natural frequencies of the system are
found as the result of a procedure of minimization and maximization of Rayleigh’s quotient. The key
to this generalization is that instead of being arbitrary or unconstrained, vector v is now subjected to a
number of constraints.
The proof of Courant’s minimax principle is presented in section 2.5.2, based on two lemmas discussed
in section 2.5.1.
2.5.1 Two lemmas

The proof of Courant’s minimax
principle relies on the two lemmas presented in the present section.
Consider subspace Pk = u(1) , u2 , . . . , u(k) of dimension k, where u(1) , u2 , . . . , u(k) are the k eigenvectors
associated with the k lowest eigenvalues of the system. Let vector v be an arbitrary vector of this subspace,
v ∈ Pk , and be normalized in the space of the mass matrix, v T M v = 1. Because v ∈ Pk but is otherwise
arbitrary, it can be expressed as v = α1 u(1) + α2 u2 + . . . + αk u(k) , where αi , i = 1, 2, . . . , k are arbitrary
coefficients. Rayleigh’s quotient is now written as
ρ(v) = ω12 α12 + ω22 α22 + . . . + ωk2αk2 , (2.69)
and the normality condition becomes α12 + α22 + . . . + αk2 = 1. Solving this normality condition for αk and
introducing the result in eq. (2.69) yields
ρ(v) = ωk2 − α12 (ωk2 − ω12 ) − . . . − αk−1

2
(ωk2 − ωk−1
2
) ≤ ωk2 . (2.70)
factors. The equality holds if v = u(k) . Since vector v is arbitrary, coefficient αk could vanish; in that case,
the normality condition would be solved for αk−1 and it is easy to show that inequality (2.70) still holds.
Consider subspace Sk = s1 , s2 , . . . , sk of dimension k, where s1 , s2 , . . . , sk are k linearly indepen-
dent but otherwise arbitrary vectors and let vector v ∈ Sk . Counting the dimensions of subspaces T Sk and
Pn−k+1 , it is clear that their intersection is not empty, and hence, there exist a vector v ∈ (Sk Pn−k+1 ).
Because v ∈ Pn−k+1 , it must satisfy eq. (2.70), proving the following lemma.
Lemma 2.1. There exist a vector v ∈ Sk , with v T M v = 1, such that ρ(v) ≤ ωn−k+1 2
.

Next, consider subspace Pk′ = u(k) , uk+2 , . . . , u(n) of dimension n − k + 1, where u(k) , uk+1 , . . . ,
u(n) are the n − k + 1 eigenvectors associated with the n − k + 1 highest eigenvalues of the system. Let
vector v be in this subspace, v ∈ Pk′ , and be normalized in the space of the mass matrix, v T M v = 1.
Because v ∈ Pk′ but is otherwise arbitrary, it can be expressed as v = αk u(k) + αk+1 uk+1 + . . . + αn u(n) ,
where αi , i = k, k + 1, . . . , n are arbitrary coefficients. Rayleigh’s quotient is now written as
ρ(v) = ωk2 αk2 + ωk+1

2 2
αk+1 + . . . + ωn2 αn2 , (2.71)
2.5. COURANT’S MINIMAX PRINCIPLE 57
and the normality condition becomes αk2 + αk+1 2

+ . . . + αn2 = 1. Solving this normality condition for αk
and introducing the result in eq. (2.71) yields
ρ(v) = ωk2 + αk+1

2 2
(ωk+1 − ωk2 ) + . . . + αn2 (ωn2 − ωk2 ) ≥ ωk2 . (2.72)
factors. The equality holds if v = u(k) . Since vector v is arbitrary, coefficient αk could vanish; in that case,
the normality condition would be solved for αk+1 and it is easy to show that inequality (2.72) still holds.
′
Consider now vector v ∈ Sk . Counting the dimensions of subspaces T ′ Sk and Pk , it is′ clear that their
intersection is not empty, and hence, there exist a vector v ∈ (Sk Pk ). Because v ∈ Pk , it must satisfy
eq. (2.72), proving the following lemma.
Lemma 2.2. There exist a vector v ∈ Sk , with v T M v = 1, such that ρ(v) ≥ ωk2 .
2.5.2 Proof of Courant’s minimax principle

The highest natural frequency of the system, ωn2 , is the maximum value that Rayleigh’s
quotient can reach
for all unconstrained vectors. Consider now subspace Sk = s1 , s2 , . . . , sk , where s1 , s2 , . . . , sk are
linearly independent but otherwise arbitrary vectors and let vector v ∈ Sk . Intuitively, if vector v is
constrained to remain in this subspace, i.e., if v ∈ Sk , Rayleigh’s quotient will not be allowed to reach as
high a maximum as when it is unconstrained. In fact, according to lemma 2.2, there exist a vector v ∈ Sk ,
with v T M v = 1, such that ρ(v) ≥ ωk2 . Hence, the maximum value of Rayleigh’s quotient for all selections
of vector v must be larger than or equal to ωk2 , i.e.,
max ρ(v) ≥ ωk2. (2.73)

v∈Sk ,vT M v=1
Next, a different subspace, Sk† , is selected, consisting once again of k linearly independent but oth-
erwise arbitrary vectors. If vector v is constrained to remain in this new subspace, it will reach a new
maximum, which must also satisfy inequality (2.73). The maximum value reached by Rayleigh’s quotient
is different for each new subspace, but for all possible choices of subspace Sk , inequality (2.73) must be
satisfied. Because the equality is achieved for those subspace containing the eigenvector u(k) , it follows
that
ωk2 = min max ρ(v). (2.74)
Sk v∈Sk ,vT M v=1
This equation expresses Courant’s minimax principle [4] stated as follows.

Principle 2.1 (Courant’s minimax principle). The k th eigenvalue of a dynamical system is the minimum
that can be reached by the maximum value of Rayleigh’s quotient for all normalized vectors constrained
to remain in an arbitrary subspace of dimension k.
The lowest natural frequency of the system, ω12, is the minimum value that Rayleigh’s quotient can
reach for all unconstrained vectors. Intuitively, if vector v is constrained to remain in subspace Sk , i.e., if
v ∈ Sk , Rayleigh’s quotient will not be allowed to reach as low a minimum as when it is unconstrained.
In fact, according to lemma 2.1, there exist a vector v ∈ Sk , with vT M v = 1, such that ρ(v) ≤ ωn−k+12
.
Hence, the minimum value of Rayleigh’s quotient for all selections of vector v must be smaller than or
2
equal to ωn−k+1 , i.e.,
2
min ρ(v) ≤ ωn−k+1 . (2.75)
v∈Sk ,vT M v=1
Next, a different subspace, Sk† , is selected, consisting once again of k linearly independent but oth-
erwise arbitrary vectors. If vector v is constrained to remain in this new subspace, it will reach a new
minimum, which must also satisfy inequality (2.75). The minimum value reached by Rayleigh’s quotient
is different for each new subspace, but for all possible choices of subspace Sk , inequality (2.75) must be
satisfied. Because the equality is achieved for those subspace containing the eigenvector un−k+1, it follows
that
2
ωn−k+1 = max min ρ(v). (2.76)
Sk v∈Sk ,vT M v=1
This equation expresses an alternative version of Courant’s minimax principle [4] stated as follows.
Principle 2.2 (Courant’s minimax principle). The (n − k + 1)th eigenvalue of a dynamical system is the
maximum that can be reached by the minimum value of the value Rayleigh quotient for all normalized
vectors constrained to remain in an arbitrary subspace Sk .
In the above developments, vector v was constrained to remain within a subspace of dimension k, i.e.,
v ∈ Sk . In some applications, it will be convenient to constrain vector v by constraining it to remain
orthogonal to a given subspace, i.e., v ⊥ Sk . Clearly, the two constraints v ∈ Sk and v ⊥ Sn−k are
equivalent. Redefining the indices, eq. (2.76) becomes
ωk2 = max min ρ(v). (2.77)

Sk−1 v⊥Sk−1 ,v T M v=1
Using a similar reasoning, eq. (2.73) is recast as

2
ωn−k+1 = min max ρ(v). (2.78)
Sk−1 v⊥Sk−1 ,vT M v=1
2.5.3 Eigenvalue separation property

Consider an original dynamical system characterized by eigenproblem K u(i) = ωi2 M u(i) and a modified
system characterized by eigenproblem K̆ ŭi = ω̆i2 M̆ ŭi . The mass and stiffness matrices of the modified
system, M̆ and K̆, are obtained by deleting the j th line and j th column of the corresponding matrices
of the original system for any j = 1, 2, . . . , n. The eigenpairs of the original and modified problems are
denoted (ωi2 , u(i) ) and (ω̆i2 , ŭi ), respectively.
Deleting one line and column of the mass and
stiffness matrices decreases the size of the problem ω12 ω22 ω23 ω42 ω52 ω62
from n to n − 1. Equivalently, it is also possible 2
ω1 ω2 ω3 ω4 ω5 ω
to impose a constraint on the problem, uT ej = 0,
where vector ej is defined by eq. (2.42). Figure 2.27: Eigenvalue separation property.
The eigenvalues of the original and modified
vibration systems can be characterized with the
help of Courant’s minimax principle (2.77) in the following manner
2
ωk+1 = max min ρ(v), (2.79a)
Sk v⊥Sk ,vT M v=1
ω̆k2 = max min ρ(v), (2.79b)

Sk−1 v⊥Sk−1 ,vT ej =0,v T M v=1
ωk2 = max min ρ(v). (2.79c)

Sk−1 v⊥Sk−1 ,v T M v=1
A comparison of eq. (2.79a) and (2.79b) reveals that problem (2.79a) is more severely constrained than
problem (2.79b). Indeed, problem (2.79a) is subjected to k arbitrary constraints whereas problem (2.79b)
is subjected to k − 1 arbitrary constraints and one specific constraint, vT ej . Consequently, ω̆k2 ≤ ωk+1
2
.
Next, a comparison of eq. (2.79b) and (2.79c) reveals that problem (2.79b) is more severely constrained
than problem (2.79c) because the latter problem is subjected to k − 1 arbitrary constraints whereas the
former is subjected to k −1 arbitrary constraints and one specific constraint, vT ej . Consequently, ωk2 ≤ ω̆k2 .
2.5. COURANT’S MINIMAX PRINCIPLE 59
Combining these two results yields the following inequality, ωk2 ≤ ω̆k2 ≤ ωk+1
2
, which is valid for any value
of k smaller than n,
ωk2 ≤ ω̆k2 ≤ ωk+1
2
, k = 1, 2, . . . , n − 1. (2.80)
Figure 2.27 illustrates this property in a graphical manner. The frequencies of the original system
(a 6 degree-of-freedom system is illustrated in the figure), denoted ωi2, i = 1, 2, . . . , 6, are shown along
the frequency axis. Next, the frequencies of the modified system obtained by deleting any one line and
column of the mass and stiffness matrices, (resulting in 5 eigenfrequencies for the present case), denoted
ω̆i2 , i = 1, 2, . . . , 5, are also shown on the same figure. Inequality (2.80) implies that the frequencies
of the modified system separate those of the original system, hence, the name of “eigenvalue separation
property.”
2.5.4 Sturm sequence

Consider a sequence of dynamical systems obtained by adding constraints to an original system. Let
p(0) (ω 2 ) = det(K (0) − ω 2 M (0) ) be the characteristic polynomial of the original problem and let ω (0)2 be
the eigenvalues of the system.
Next, one constraint is applied to the problem,
corresponding to the elimination of one line and 1
(0)2
0.5 ω(0)2
1 ω2(0)2 ω3 ω4(0)2 ω5(0)2
column in the stiffness and mass matrices, now 0
denoted K (1) and M (1) , respectively. The associ- -0.5

-1
ated characteristic polynomial is now p(1) (ω 2 ) = 1
(1)2
ω1 ω2(1)2 ω(1)2 (1)2
3 ω4
0.5
(1) 2 (1)
det(K − ω M ) and the corresponding eigen- 0
-0.5
values are denoted ω (1)2 . By adding constraints one -1
1
at a time, a sequence of characteristic polynomials 0.5 ω1
(2)2
ω2(2)2 ω(2)2
3
is defined. 0
-0.5
The eigenvalue separation property, eq. (2.80), -1
0 1 2 3 4 5 6 7 8 9
then implies that the roots of polynomial p(1) (ω 2 ) ω2
separate those of polynomial p(0) (ω 2 ), as illus-

(0)2 Figure 2.28: Sturm sequence.
trated by fig 2.28. In more specific terms, ωk ≤
(1)2 (0)2
ωk ≤ ωk+1 , for k = 1, 2, . . . , n − 1.
Similarly, fig 2.28 also illustrates the fact that the roots of polynomial p(2) (ω 2) separate those of poly-
(1)2 (2)2 (1)2
nomial p(1) (ω 2 ), i.e., ωk ≤ ωk ≤ ωk+1, for k = 1, 2, . . . , n − 2. After m constraint have been applied,
it is easy to establish the following inequalities through recurrence
(0)2 (m)2 (0)2
ωk ≤ ωk ≤ ωk+m, k = 1, 2, . . . , n − m. (2.81)
The roots of the successive polynomials are said to form a Sturm sequence.
2.5.5 Problems
Problem 2.17. Short questions
Figure 2.7 depicts a two degree of freedom spring-mass system consisting of two masses, M and m,
connected by four springs of stiffness constant K/2 and k/2. (1) Determine the system’s mass and stiffness
matrices, denoted M and K, respectively. (2) What are the fundamental properties of matrices M and K?
(3) Let E1 = (ω1 , u(1) ) and E2 = (ω2 , u(2) ) be the eigenpairs of the system; the eigenvectors are normalized
in the space of the mass matrix. Find the following scalars: uT(1) M u(2) , uT(2) M u(2) , uT(1) K u(1) . (4) Let
vector v = u(1) + εu(2) , where ε ≪ 1. Give an approximate expression for the Rayleigh quotient, ρ(v).
How good is this approximation as ε → 0. (5) Consider the system obtained by clamping mass m, i.e.,
by setting u2 = 0. Let ω̆1 be the single natural frequency of the resulting system. What is the relationship
between ω̆1 and the natural frequencies of the original system, ω1 and ω2 ?
Problem 2.18. Rayleigh’s quotient

Consider a linear dynamical system of order n with equations M ü + K u = 0 and let its eigenpairs be
denoted Ei = (ωi , u(i) ), i = 1, 2, . . . , n. Let vector v be defined as v = α3 u(3) + α4 u(4) + α6 u(6) . (1)
Determine the bounds of Rayleigh’s quotient ρ(v). (2) For what values of α3 , α4 , and α6 is ρ(v) = ω42?
Problem 2.19. Rayleigh’s quotient

Consider the system depicted in fig. 2.9 and described in problem 2.5. This problem is analyzed using three
generalized coordinates, u = {x, θ1 , θ2 }T . (1) Sketch the dynamic influence coefficient, η22 = η22 (Ω). (2)
Explain each feature of your sketch clearly. (3) Locate the anti-resonance frequencies, ω̂2r on your sketch.
(4) Describe the physical system whose the natural frequencies are these anti-resonance frequencies. (5)
Sketch the dynamic influence coefficient, η23 = η23 (Ω). (6) Explain each feature of your sketch clearly.

Figure 2.14 depicts a five degree-of-freedom spring-mass system consisting of five masses free to slide
on horizontal planes and connected to the ground and to each other by means of springs as indicated on
the figure. (1) Find the system’s mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3)
Construct an error vector e = α1 u(1) + α3 u(3) + α4 u(4) + α5 u(5) , see eq. (2.66), where α1 , α3 , α4 , and
α5 are arbitrary numbers. (4) Consider the following vector, v = u(2) + εe, see eq. (2.64). (5) Plot the
corresponding Rayleigh quotient, ρ(v), versus ε ∈ [−0.1, 0.1]. (6) For ε = 0.01, compute Rayleigh’s
quotient. How well does it approximate ω22? verify eq. (2.67). Use the data listed in problem 2.11.

Figure 2.15 depicts a six degree-of-freedom spring-mass system consisting of six masses free to slide on
figure. (1) Find the system’s mass and stiffness matrices. (2) Compute the system’s eigenpairs, denoted
ωi , i = 1, 2, . . . 6. (3) Lock degree of freedom u2 only. Recompute the natural frequencies of the system,
denoted ω̂i , i = 1, 2, . . . 5. (4) Lock degree of freedom u5 only. Recompute the natural frequencies of
the system, denoted ω̆i , i = 1, 2, . . . 5. (5) Lock degree of freedom u2 and u5 . Recompute the natural
frequencies of the system, denoted ω̌i , i = 1, 2, . . . 4. (6) Plot frequencies ωi and ω̂i along one axis. What
properties do the ω̂i ’s satisfy? (7) Plot frequencies ωi and ω̆i along one axis. What properties do the ω̆i ’s
satisfy? (8) Plot frequencies ω̂i and ω̆i along one axis. What properties do they satisfy? (9) Plot frequencies
ωi , ω̂i , ω̆i , and ω̌i along one axis. List all the properties satisfied by each set of frequencies. (10) Double the
stiffness constant of spring k24 and compute the frequencies of the system, denoted ω̄i . Plot frequencies
ωi and ω̄i along one axis. What properties do they satisfy? Use the data listed in problem 2.12.
Chapter 3
Forced harmonic response
3.1 Dynamic influence coefficients

3.1.1 Measurement of the influence coefficients
Figure 3.1 depicts a test configuration aimed at determining the deflections of a structure under static con-
centrated loads. The displacements of the structure are measured at a number of measurement points and
concentrated loads are applied at the same points. For the simple case depicted in fig. 3.1, the structure
consists of a simple cantilevered beam of length L; n measurement points are selected at locations αi L,
i = 1, 2, . . . , n, along the beam’s span. For a typical test, a concentrated load Fj is applied at measure-
ment point j, and the displacements of the structure, denoted uij , i = 1, 2, . . . , n, are measured at all
measurement point by means of dial gages, for instance.
i2 Fj
i2 Measurement
aiL i1 point
aiL Fj i1
Dial
gauge Di Measurement
point Accelerometer Shaker
Figure 3.1: Cantilevered beam subjected to con- Figure 3.2: Cantilevered beam under vibratory
centrated loads. concentrated loads.
For the first loading condition, a single concentrated load, F1 , is applied at the first measurement point.
The corresponding displacements are measured and denoted ui1 , i = 1, 2, . . . , n. For the second loading
condition, a single concentrated load, F2 , is applied at the second measurement point. The corresponding
displacements are measured and denoted ui2 , i = 1, 2, . . . , n. For the typical test depicted in fig. 3.1, a
single concentrated load, Fj , is applied at the jth measurement point and the corresponding displacements
are measured and denoted uij , i = 1, 2, . . . , n.
T

Let array u = u 1 , u 2 , . . . , u n store the transverse displacements of the beam at the measurement
points. For each test condition, the experimental data can be presented in the following manner,
           
 u1 
    u11 /F1    u1 
   u12 /Fj 
  u1 
   u1n /Fn 

.. = .
. F1 , . . . . .
. = .
. Fj , . . . . .
. = .
. Fn . (3.1)
 . . . .
u    u /F   
u    u /F   
u   u /F  
n n1 1 n nj j n nn n
At this point it is convenient to introduce the concept of static influence coefficient, ηij = uij /Fj ,
which corresponds to the displacement at location i when a single unit load is applied at location j. For
the first loading case, u1 = (u11 /F1 )F1 = η11 F1 . With the help of these influence coefficients, eqs. (3.1)
61
62 CHAPTER 3. FORCED HARMONIC RESPONSE
can be restated as
           
 u1 
   η11 
  u1 
   η1j 
  u1 
   η1n 

.. = .
.. F1 , . . . ... = .
.. Fj , . . . ... = .
.. Fn . (3.2)
 .
u   η   u 
  η   u 
  η  
n n1 n nj n nn
The influence coefficients are readily obtained from the experimental measurements: the measured dis-
placements are divided by the magnitude of the known applied load. Each loading condition provides n
static influence coefficients.
At this point, it is assumed that the beam behaves in a linearly elastic manner and therefore, the
principle of superposition applies. If all loading conditions are combined, the resulting deflections can be
obtained by adding eqs. (3.2). The result can be summarized in a single matrix relationship as
u = S F, (3.3)
where S is the n × n static flexibility matrix and the displacements, u, are those resulting from the su-
perposition of all loading cases. The static flexibility matrix simply stores the influence coefficients in an
orderly manner  
η11 . . . η1n
S =  ... . . . ...  . (3.4)
 
ηn1 . . . ηnn
The tests described in the above paragraphs characterize the static behavior of the structure. The assess
its dynamic behavior, the test depicted in fig. 3.2 could be performed. For a typical test configuration, a
shaker applies at the jth measurement point a harmonic force Fj (t) = F̂j cos Ωt, where F̂j is the magnitude
of the force and Ω its frequency. After decay of the transient response, the acceleration at measurement
point i is aij (t) = âij cos Ωt, and hence, the corresponding displacement is uij (t) = ûij cos Ωt, where
ûij = −âij Ω2 . The amplitude of the acceleration at point j, denoted âij , is readily measured by means of
an accelerometer, see section 1.3.3.
The complete test procedure follows that described for the static case. A set a n test configurations,
with the shaker successively located at each of the n measurement points, is used, and for each case,
accelerations are measured at all measurement points. Here again, the structure is assumed to behave in a
linearly elastic manner and the principle of superposition then yields
û = S(Ω2 ) F̂ , (3.5)
where S(Ω2 ) is the n×n dynamic flexibility matrix. Of course, the response of the structure depends on the
excitation frequency, Ω, and hence, the dynamic flexibility matrix is a function of frequency, S = S(Ω2 ).
Note the similarity between the static and dynamic flexibility matrices defined by eqs. (3.3) and (3.5),
respectively. The static flexibility matrix equals the dynamic flexibility matrix evaluated at a vanishing
excitation frequency, S static = S(Ω2 = 0). The dynamic influence coefficients, denoted ηij , are the entries
of the dynamic flexibility matrix, i.e., ηij (Ω2 ) = Sij (Ω2 ).
3.1.2 Analytical expression of the influence coefficients

Consider a linear dynamical system characterized by stiffness and mass matrices denoted K and M , re-
spectively. The system is subjected to harmonic forces, F (t) = F̂ cos Ωt, and consequently, the governing
equations of motion are
M ü + K u = F̂ cos Ωt. (3.6)
Once the transients have decayed, the response of the system is of the form u(t) = û cos Ωt, and introduc-
ing this solution into eq. (3.6) yields
(K − Ω2 M )û = F̂ . (3.7)
3.1. DYNAMIC INFLUENCE COEFFICIENTS 63
Comparing this result to eq. (3.5) yields the analytical expression of the dynamic flexibility matrix of the
system as
S(Ω2 ) = (K − Ω2 M )−1 . (3.8)
The dynamic influence coefficients are the entries of the dynamic flexibility matrix, i.e.,
ηij (Ω2 ) = eTi S(Ω2 )ej , (3.9)
where vector ei is the vector with a single non-vanishing, unit entry at location i, as defined by eq. (2.42).
The inversion of matrix K − Ω2 M calls for the evaluations of its determinant and of all minors. The
dynamic influence coefficients can be written in the following generic manner
ij th minor of(K − Ω2 M) (n − 1)th order polynomial in Ω2

ηij (Ω2 ) = = . (3.10)
det(K − Ω2 M ) nth order polynomial in Ω2
By definition, the natural frequencies of the system, ωr , satisfy the frequency equation, det(K − ωr2 M ) =
0. This implies that ηij (Ω2 → ωr2 ) → ∞ for r = 1, 2, . . . , n. Consequently, when the excitation frequency
is near any of the system’s natural frequencies, the amplitude of its response grows without bounds. This
generalizes the concept of resonance observed for single degree of freedom problems. Because the numer-
ator of eq. (3.10) is a polynomial of order (n−1) in Ω2 , it possesses (n−1) roots at the most. Consequently,
the response of the system at point i, when excited by a harmonic force at point j will vanish for at most
(n − 1) discrete values of the excitation frequency.
3.1.3 Spectral expansion of the influence coefficients

A more explicit expression of the dynamic influence coefficients is desirable. Consider the following
spectral expansion of the system response, û = P α, where matrix P , defined by eq. (2.38), stores the
eigenmodes of the system, and array α stores the coefficients of the spectral expansion. The govern-
ing equations, eqs. (3.7), now become (K − Ω2 M )P α = F̂ and pre-multiplying by matrix P T yields
diag(ωr2 − Ω2 )α = P T F̂ . Solving for the coefficients of the spectral expansion involves the inverse of a
diagonal matrix, and the response of the system is readily obtained as

1
û = P diag P T F̂ . (3.11)
ωr2 − Ω2
Comparing this result with eq. (3.5) provides the spectral expansion of the dynamic flexibility matrix

1
2
S(Ω ) = P diag PT. (3.12)
ωr2 − Ω2
Equation (3.9) now yields the desired spectral expansion of the dynamic influence coefficients

2 T 1
ηij (Ω ) = pi diag pj , (3.13)
ωr2 − Ω2
where array pi is defined as follows

pi = P T ei . (3.14)
The derivatives of the dynamic influence coefficients with respect to the excitation frequency then follows
dηij (Ω2 )

T 1
= pi diag pj . (3.15)
dΩ2 (ωr2 − Ω2 )2
To gain insight into the behavior of dynamical systems, consider the dynamic influence coefficients
ηii (Ω2 ). These describe the dynamic response of the system at a point when a harmonic load is applied at
the same point. Equations (3.13) and (3.15) now become
dηii (Ω2 )

2 T 1 T 1
ηii (Ω ) = pi diag pi and = pi diag pi > 0, (3.16)
ωr2 − Ω2 dΩ2 (ωr2 − Ω2 )2
respectively. The following observations are implied by these formulæ. First, the static influence coef-
ficient ηii (Ω2 = 0) is a positive number because matrix diag(1/ωr2) is positive-definite. Since matrix
diag(1/(ωr2 − Ω2 )2 ) is also positive-definite, the derivative of the dynamic influence coefficient with re-
spect to Ω2 is also a positive number, dηii /dΩ2 > 0, for all frequencies. Consequently, this coefficient
increases monotonically as function of frequency. Finally, the amplitude of the dynamic influence coeffi-
cient grows without bound when the excitation frequency approaches any of the natural frequencies of the
system, i.e., ηii → ∞ for Ω → ωr , r = 1, 2, . . . , n.
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
2
w12 w2 w32 2
w4 w12 2
w2 w32
2
w4
hii
hij
0
^12
w ^22
w ^32
w
-0.1 -0.1
-0.2 -0.2
-0.3 -0.3
-0.4 -0.4
0 2 4 6 8 10 0 2 4 6 8 10
W
2
W2
Figure 3.3: Dynamic influence coefficient ηii as a Figure 3.4: Dynamic influence coefficient ηij as a
function of frequency squared. function of frequency squared.
Figure 3.3 depicts the variation of the dynamic influence coefficient, ηii (Ω2 ), as a function of fre-
quency squared, for a four degree of freedom system. As expected from the spectral expansion given by
eq. (3.16), the dynamic influence coefficient is positive at zero frequency, increases monotonically, and
presents singularities for each of the four natural frequencies of the system. Consequently, the dynamic
influence coefficient must vanish for three discrete frequencies, ω̂ir , r = 1, 2, 3, called the anti-resonance
frequencies. Note that the anti-resonance frequencies separate the natural frequencies of the system.
n−1
Y Ω2

1− 2
ηii (Ω2 ) r=1
ω̂ir
= n (3.17)
ηii (0) Ω2
Y
1− 2
r=1
ωr
Example 3.1. The two degree of freedom vibration absorber

K + k −k
K=
−k k
M = diag(M, m)
k − Ω2 m

2 1 k
S(Ω ) =
(K + k − Ω2 M)(k − Ω2 m) − k 2 k K + k − Ω2 M
3.1. DYNAMIC INFLUENCE COEFFICIENTS 65
m
u2
k/2
M
u1
K/2
Figure 3.5: The two degree of freedom vibration absorber.
k − Ω2 m k 1 − Ω2 /ω̂11
2
1 − Ω2 /ω̂112
η11 (Ω2 ) = = = η11 (0)
mM(Ω2 − ω12 )(Ω2 − ω22) mM (Ω2 − ω12 )(Ω2 − ω22 ) (1 − Ω2 /ω12 )(1 − Ω2 /ω22)
Note that ω12 ω22 = kK/(mM).
K + k − Ω2 M K +k 1 − Ω2 /ω̂21
2
1 − Ω2 /ω̂212
η22 (Ω2 ) = = = η22 (0)
mM(Ω2 − ω12 )(Ω2 − ω22 ) mM (Ω2 − ω12 )(Ω2 − ω22 ) (1 − Ω2 /ω12 )(1 − Ω2 /ω22)
k k 1 1
η12 (Ω2 ) = 2 2
= 2 2
= η12 (0)
mM(Ω2 2
− ω1 )(Ω − ω2 ) 2 2
mM (Ω − ω1 )(Ω − ω2 ) (1 − Ω /ω1 )(1 − Ω2 /ω22)
2 2
add an example where m4 is small. omega4 is high and can be neglected.
3.1.4 Problems
(1) Dynamic influence coefficient ηij (Ω) represents the amplitude of the dynamic response at point i
resulting from the application of a force of unit amplitude and excitation frequency Ω at point j. Dynamic
influence coefficient ηji (Ω) represents the amplitude of the dynamic response at point j resulting from
the application of a force of unit amplitude and excitation frequency Ω at point i. Find the relationship
between ηij (Ω) and ηji (Ω).
mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) Plot the dynamic influence coeffi-
cient η33 = eT3 S e3 versus Ω. (4) Let ω̂3r , r = 1, . . . , 5, be the anti-resonance frequencies for degree of
freedom 3. Compute these frequencies and locate them on the plot of the dynamic influence coefficient
η33 . (5) Plot the dynamic influence coefficient η34 = eT3 S e4 versus Ω. On all plots, show the natural
frequencies of the system and draw the corresponding vertical asymptotes.
mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) Compute the anti-resonance fre-
quencies for degree of freedom 2, denoted ω̂2r , r = 1, . . . , 5. (4) Write a closed-form expression for
the dynamic influence coefficient η22 in the form of a ratio of zeros and poles. (5) On one graph, plot
the dynamic influence coefficients η22 versus Ω from (a) the closed-form solution and (b) the definition,
η22 = eT2 S e2 . (6) Write an approximate expression for the dynamic influence coefficient η22 in the form
of a ratio of zeros and poles, but ignore the contributions of the highest two eigenvalues. (7) On one graph,
plot the dynamic influence coefficients η22 versus Ω from (a) the approximate solution and (b) the defini-
tion, η22 = eT2 S e2 . On all plots, show the natural frequencies of the system and draw the corresponding
vertical asymptotes.
Problem 3.4. Three degree of freedom system
m
u2
k/2
M
u1
K/2
Figure 3.6: Three degree of freedom system.
3.2 Frequency shifting

Consider a linear system featuring n degrees of freedom and characterized by mass and stiffness matrices
denoted M and K, respectively. Suppose now that the mass and stiffness characteristics of the structure
are modified. For instance, the structure could be locally reinforced, repaired, or damaged, increasing or
decreasing the mass and stiffness at a specific location. These structural changes will result in changes
in the natural frequencies and mode shapes of the structure. In fact, the entire frequency spectrum will
be modified and all associated mode shapes will change. The term “frequency shifting” refers to the
modification of the frequency spectrum subsequent to structural changes.
It is often the case that a specific structure presents “undesirable natural frequency placements.” More
often than not, some of the system’s natural frequencies are nearly coincident with an excitation frequency
and hence, dynamic response of undesirably large amplitude is observed at such frequency. The designer
is then faced with the following inverse problem: what modifications of the structural mass and stiffness
characteristics are needed to achieve a desirable frequency placement?
Intuitively, if large changes in mass and stiffness are brought to the structure, the new frequency spec-
trum will bear little resemblance to its original counterpart: the original and modified structures, are, in
fact, two different structures. Of particular interest is the case where “slight” or “localized modifica-
tions” are made to a structure, resulting in “slight modifications” of the frequency spectrum and associated
eigenmodes.
In this section, structural modifications of a special nature are considered. The impact of these struc-
tural modification of the frequency spectrum is described. For small changes, perturbation theory is ap-
plied and yields an elegant solution of the frequency shifting problem.
[5, 6, 7, 8, 9] [10, 11]
3.2.1 Three dynamical systems

Consider first a dynamical system characterized by mass and stiffness matrices of size n × n denoted M
and K, respectively. The eigenpairs of this system, called the “original system,” are denoted (ωi2 , u(i) ),

for i = 1, 2, . . . , n. Matrix P = u(1) , u(2) , . . . , u(n) stores the eigenvectors of this original system. The
degrees of freedom of this system are collected in array u, of size n. Two additional but closely related
dynamical system will now be defined.
The expanded system

Next, an expanded dynamical system with n + m degrees of freedom is defined by the following mass and
stiffness matrices, denoted M ′ and K ′ , both of size (n + m) × (n + m),
T
" #
M + H µ H −H µ
M′ = , (3.18a)
−µ H T µ
" T
#
K + H γ H −H γ
K′ = , (3.18b)
−γ H T γ
3.2. FREQUENCY SHIFTING 67
where matrix H is of size n × m. This matrix, called the “localization matrix,” is assumed to be of
full rank and m is typically much smaller than n. Matrices µ and γ, called the “mass matrix of the
modification” and “stiffness matrix of the modification,” respectively, are of size m × m and assumed
to be symmetric and positive-definite. The m additional degrees of freedom of the system are collected
in array q, of size m; the complete set of degrees of freedom is stored in array u′T = uT , q T . The

mass and stiffness matrices defined by eqs. (3.18) are symmetric by construction and positive-definite.
Indeed, u′T M ′ u′ = uT M u + (qT − uT H)µ (q − H T u) ≥ 0 because matrices M and µ are themselves
positive-definite. A similar reasoning establishes the positive-definiteness of matrix K ′ easily.
It is now possible to define an eigenproblem of reduced size m, (γ − θ2 µ)q = 0. The eigenpairs of this
problem are denoted (θj2 , q(j) ), j = 1, 2, . . . , m, where θj2 are the eigenfrequencies of the modification and
h i
q (j) its eigenvectors. If matrix Q stores these eigenvectors, i.e., Q = q(1) , q(2) , . . . , q (m) , the following
relationships hold
QT µ Q = I. (3.19a)
QT γ Q = diag(θj2 ), (3.19b)
Next, consider the following change of coordinates

" #
u P 0 α
= T . (3.20)
q H P Q β
The first set of equations, u = P α, corresponds to the spectral expansion of the degrees of freedom
of the original system in terms of the eigenvectors of the original system. The second set of equations,
q = H T P α+Q β = H T u+Q β, implies that the m additional degrees of freedom are expressed as a linear
combination of the original degrees of freedom, plus a spectral expansion in terms of the eigenvectors of
the modification.
Under this coordinate transformation, the expanded mass and stiffness matrices defined by eqs. (3.18)
become
" # " #
PT PTH P 0

′ I 0
M = , (3.21a)
0 QT HT P Q 0 I
" # " #
PT PTH P 0 diag(ωi2 )

′ 0
K = . (3.21b)
0 QT HT P Q 0 diag(θj2 )
These simple transformations prove that the spectrum of eigenfrequencies of the expanded system consists
of the combination of the spectra of the natural frequencies of the original system, diag(ωi2 ), and of those
of the modification, diag(θj2 ). Combining these two sets of frequencies in an ascending sequence gives the
natural frequencies of the expanded system, denoted ωi′2 , i = 1, 2, . . . , n + m.
The modified system

Finally, a third dynamical system is defined, which is obtained by constraining the m additional degrees of
freedom introduced in the previous step. This is equivalent to erasing the last m lines and columns of the
mass and stiffness matrices defined by eqs. (3.18). This dynamical system, called the “modified system,”
is characterized by the following mass and stiffness matrices, both of size n × n, and denoted M̆ and K̆,
respectively,
M̆ = M + H µ H T , (3.22a)
K̆ = K + H γ H T . (3.22b)
The original and modified systems both present n degrees of freedom. The modification of the system is
characterized by the localization matrix, H, and the mass and stiffness matrices of the modification, µ and
γ, respectively. The index of the modification, m, is a measure of the complexity of the modification. If
m = 1, the modification is called an elementary modification.
To gain insight into the modified system, the following notation is introduced, H = G QT , where ma-
trix Q stores the eigenmodes of the reduced eigenproblem, see eqs. (3.19). The orthogonality relationships,
eqs. (3.19a), then yield
G = H µ Q. (3.23)
With this notation, the modifications to the mass and stiffness matrices on the original system can be recast
as
m
X
T
∆M = M̆ − M = G G = g j g Tj , (3.24a)
j=1
m
X
∆K = K̆ − K = G diag(θj2 )GT = g j θj2 g Tj , (3.24b)
j=1
where array g j is the j th column of matrix G. Equations (3.24) show that any modification can be viewed
as the superposition of m elementary modifications, which will play a key role in the developments below.
The eigenproblem of the modified system is written as
(K + H γ H T )ŭ = ω̆ 2(M + H µ H T )ŭ, (3.25)
˘ is used to indicate quantities associ-

and its eigenpairs are denoted (ω̆j2 , ŭ(j) ), j = 1, 2, . . . , n. Notation (·)
ated with the modified problem.
3.2.2 Physical nature of the modified system

The expanded and modified systems defined by eqs. (3.18) and eqs. (3.22), respectively, were introduced
in a rather abstract manner. The physical nature of the modified system is investigated in this section.
Elementary modifications
To better understand the nature of the structural modifications expressed by eqs. (3.22), consider the simple
cantilevered beam depicted in fig. 3.7(a). In this simple example, the modification of the mass of the
structure comes in the form of a point mass, m, connected at the tip of the beam by means of a massless
arm of length a. At each node of the beam, the transverse displacement is denoted uk and the rotation φk .
The displacement of the point mass is now um =
(un − aφn ) and its velocity u̇m = (u̇n − aφ̇n ). This (a) Elementary mass un
modification ϕn
expression is recast in a more abstract notation as
uk ϕ k a
T
u̇m = h u̇, (3.26) m
un
where u̇T = u̇1 , φ̇1 , u̇2 , φ̇2, . . . , u̇n , φ̇n is the array of

(b) Elementary stiffness ϕn
nodal velocities and hT = 0, 0, . . . , 1, −a the array

modification
uk ϕ k a
that defines the location of the point mass. The change in
k
the kinetic energy of the structure is ∆K = 1/2 m (u̇n −
aφ̇n )2 = 1/2 u̇T h m hT u̇.
Next, a simple modification of the stiffness of the Figure 3.7: Elementary modifications of a can-
structure in the form of a spring is stiffness constant k tilevered beam.
connected at the tip of the beam by means of a massless

arm of length a is depicted in fig. 3.7(b). Using the notation developed above, the change in the strain
energy of the structure becomes ∆A = 1/2 k (un − aφn )2 = 1/2 uT h k hT u.
The kinetic and strain energies of the modified structure now become K̆ = K + 1/2 u̇T h m hT u̇ and
Ă = A + 1/2 uT h k hT u, respectively. It then follows that the mass and stiffness matrices of the modified
system become M̆ = M + h m hT , and K̆ = K + h k hT , respectively. Clearly, the simple modification
described here corresponds to an elementary modification, i.e., the mass and stiffness matrices are of the
form given by eqs. (3.22) for m = 1. The mass and stiffness matrices of the modification, denoted µ and
γ in eqs. (3.22), respectively, become scalars m and k, respectively. The localization matrix, denoted H
in eqs. (3.22), becomes the localization array, h.
Modifications of finite element models

When complex structures are analyzed using the finite element method [12, 13], the stiffness matrix of
the system, K, is obtained by assembling the contributions of all the finite element. Symbolically, this
operation is expressed by the following summation,
Ne
X
K= C Ti k i C i , (3.27)
i=1
where Ne is the total number of finite elements in the model, k i the stiffness matrix of element i, and C i
its connectivity matrix. The connectivity matrix is a Boolean matrix that maps the degrees of freedom of
element i to the global set of degrees of freedom.
Assume now that a patch of elements of the model is modified. For simplicity of the exposition, it
is assumed that the first Ne′ elements of the model are unchanged, whereas the remaining elements are
modified. Because the element numbering sequence is unimportant, this is not a restriction. The stiffness
matrix of a modified element is written as k̆ i = k i + ∆k i , and the modified stiffness matrix of the structure
now becomes
XNe
K̆ = K + C Ti ∆k i C i = K + H T γ H. (3.28)
i=Ne′ +1
Matrix γ can be interpreted as the assembled stiffness matrix of the patch of modified elements and matrix
H as the Boolean matrix that maps the degrees of freedom of the modified patch of element to the global
set of degrees of freedom.
Clearly, the modification described above is of the form proposed in eq. (3.22b) and it can be shown
easily that changes in structural mass characteristics will lead to modified mass matrices of the form of
eq. (3.22a). Consequently, the modified dynamical systems described by the mass and stiffness matrices
given by eqs. (3.22) are, in fact, quite general. The main assumption is that the number of degrees of
freedom of the original and modified systems are identical.
3.2.3 Properties of the modified system

Three dynamical systems were defined in section 3.2.1: the original, expanded, and modified systems.
While the original and modified are the actual dynamical systems of interest, the expanded system is used
only to derive a fundamental property of the modified system. Because the modified system is obtained
by imposing m constraints to the expanded system, the natural frequencies resulting from the application
of the m constrains one at a time form a Sturm sequence as defined in section 2.5.4. It follows that the
frequencies of the modified system satisfy the following inequalities, inherited from eqs. (2.81),
ωk′2 ≤ ω̆k2 ≤ ωk+m

′2
, k = 1, 2, . . . , n − m, (3.29)
where m is the order of the modification. Note that these bounds hold for modifications of arbitrary
magnitude.
The properties of Sturm sequences expressed by inequalities (3.29) are fundamental properties struc-
tural vibration eigenproblems. They are corollaries of the eigenvalue separation property [14, 13], which
itself, is a direct consequence of Courant principle [4]. For modifications of the type expressed by
eqs. (3.22), inequalities (3.29) hold for mass and stiffness modifications of arbitrary magnitude.
Example 3.2. Modification of a simple, five degree of freedom system

Figure 3.8 depicts a simple, five degree of freedom spring mass system. The system masses are selected as
m1 = 4.5, m2 = 1.3, m3 = 2.9, m4 = 2.5, and m5 = 1.7 kg; the spring stiffness constants are k01 = 7.4,
k12 = 2.2, k13 = 5.4, k23 = 3.6, k34 = 2.7, k35 = 5.6, k04 = 1.1, k05 = 4.3 N/m.
k13 k35 k05
m5
k01
m1 m3
k12 k23 k34 k04
m2 m4
Figure 3.8: Five degree of freedom system.
An elementary modification of this system is performed first. The localization array is hT =

0, 1, 0, 0, 0 . The mass and stiffness matrices of the modification are scalars, µ = 2.2 kg and γ = 7.6
N/m, respectively. The frequency of the modification is then θ2 = 7.6/2.2 = 3.455. Figure 3.9 shows
the frequencies of the original system, those of the modified system, and the frequency of the modifica-
tion. The frequencies of the original system are ω 2 = (0.7786, 1.871, 4.296, 5.109, 9.050), and those of
the augmented system are ω ′2 = (0.7786, 1.871, 3.455, 4.296, 5.109, 9.050), where θ2 has now become
the third frequency, but all others remain unchanged. Finally, the frequencies of the modified system are
ω̆ 2 = (1.073, 2.285, 3.782, 4.334, 8.753). Equation (3.29) now implies ωk′2 ≤ ω̆k2 ≤ ωk+1
′2
, k = 1, 2, 3, 4,
i.e., the frequencies of the modified system separate those of the augmented system. When k = 2, for
instance, ω2′2 = 1.871 ≤ ω̆22 = 2.285 ≤ ω3′2 = 3.455 = θ2 . Figure 3.9 indicates the direction in which
each of the frequencies of the original system shift subsequent to the elementary modification. Note that
the separation property is satisfied for all frequencies of the modified system.
ω12 ω22 ω32 ω42 ω52 ω12 ω22 ω32 ω42 ω52
ω2 ω2
0 2 2 4 6 8 10
0
θ21 2 θ22 4 6 8 10
Or system frequencies Or nal system frequencies

Modified system frequencies Modified system frequencies
Figure 3.9: Frequency shifts from original to mod- Figure 3.10: Frequency shifts from original to
ified system. modified system.
The results presented here are just an example of how dynamical systems behave subsequent to el-
ementary modifications. In general, the following conclusions are reached. (1) The frequencies of the
modified system separate those of the augmented system. (2) Due to the modification, all the frequencies
of the original system that are smaller than the frequency of the modification shift up. (3) Due to the
modification, all the frequencies of the original system that are larger than the frequency of the modifica-
tion shift down. (4) Combining the two previous observations implies that all frequencies of the modified
structure shift towards the frequency of the modification. (5) If the structural modification consists of
additional mass only, i.e., if γ = 0 implying θ = 0, all the frequencies of the modified structure must shift
down. (6) If the structural modification consists of additional stiffness only, i.e., if µ = 0 implying θ = ∞,
all the frequencies of the modified structure must shift up. These conclusions are valid for any magnitude
of the structural modification, not just for small perturbations.
Next, a modification of order two is performed. This modification is characterized by the following
parameters
 
0 0
0 0
  2.2 0.5 5.3 3.6
H= 1 1 , µ = 0.5 3.5 , γ = 3.6 7.9 .

1 0
0 0
It is readily verified that the frequencies of the modification are θ12 = 1.2601 and θ22 =
3.0795. Figure 3.10 shows the frequencies of the original system, those of the modified sys-
tem, and the frequency of the modification. The frequencies of the augmented system are ω ′2 =
(0.7786, 1.2601, 1.871, 3.0795, 4.296, 5.109, 9.050), where θ12 and θ22 have now become the second
and fourth frequencies, respectively. Finally, the frequencies of the modified system are ω̆ 2 =
(1.752, 1.980, 4.039, 5.061, 6.896). Equation (3.29) now implies ωk′2 ≤ ω̆k2 ≤ ωk+2 ′2
, k = 1, 2, 3. When
′2 2 2 ′2 2
k = 2, for instance, ω2 = 1.2601 = θ1 ≤ ω̆2 = 1.980 ≤ ω4 = 3.0795 = θ2 . Figure 3.10 indicates the
direction in which each of the frequencies of the original system shift subsequent to the modification.
Let θℓ and θu be the lowest and highest of all frequencies of the modification, respectively. For
higher-order modifications, the following conclusions are reached. (1) The separation property defined
by eq. (3.29) is satisfied by all frequencies of the modified system. (2) Due to the modification, all the
frequencies of the original system that are smaller than θℓ shift up. (3) Due to the modification, all the
frequencies of the original system that are larger than θu shift down. (4) Combining the two previous
observations implies that all frequencies outside of the frequency range [θℓ , θu ] shift towards this range.
(5) If the structural modification consists of additional mass only, i.e., all θj vanish, all the frequencies of
the modified structure must shift down. (6) If the structural modification consists of additional stiffness
only, i.e., if all θj are infinitely large, all the frequencies of the modified structure must shift up. These
conclusions are valid for any magnitude of the structural modification, not just for small perturbations.
3.2.4 Dynamic influence coefficients of the modified system

The dynamic influence coefficients of the modified system will be evaluated using the procedure described
in section 3.1.2. The equations of motion of the modified system subjected to harmonic loads are similar
to eqs. (3.7), although the original mass and stiffness matrices are replaced by their modified counterparts,
K + G diag(θj2 )GT − Ω2 M + G GT û˘ = F̂ .

(3.30)
Array û˘ stores the amplitude of the response of the modified system.
To obtain an explicit expression of the dynamic influence coefficients of the modified system, the
procedure developed in section 3.1.3 is followed. A spectral expansion of the modified system response is
performed, û˘ = P ᾰ, where array ᾰ store the coefficients of the spectral expansion. Note that this spectral
expansion is done in terms of the eigenmodes of the original problem, i.e., matrix P stores the eigenmodes
of the original system. Introducing this spectral expansion into eq. (3.30) and pre-multiplying by matrix
P T yields [diag(ωr2 − Ω2 ) + Λ diag(θs2 − Ω2 )ΛT ]ᾰ = P T F̂ . Matrix Λ is defined as
Λ = P T G = P T H µ Q, (3.31)
where the second equality follows from eq. (3.23). The dynamic response of the modified system now
becomes û˘ = S̆(Ω2 )F̂ , where the spectral expansion of the dynamic flexibility matrix of the modified
system is
−1 T
S̆(Ω2 ) = P diag(ωr2 − Ω2 ) + Λ diag θs2 − Ω2 ΛT

P . (3.32)
Note again that this spectral expansion is performed in terms of the eigenmodes of the original system.
Finally, the dynamic influence coefficients of the modified system become
−1
η̆ij (Ω2 ) = pTi diag(ωr2 − Ω2 ) + Λ diag(θs2 − Ω2 )ΛT

pj , (3.33)
where array pi is defined by eq. (3.14). The dynamic influence coefficients of the modified system given
by eqs. (3.33) should be compared with those of the original system, defined by eqs. (3.13).
The analytical expression of the dynamic influence coefficients of the modified system provided by
eq. (3.33) is not convenient to use because it requires the inversion of the bracketed matrix, which is of
size n × n. In fact, it would be simpler to evaluate the natural frequencies of the modified system, then
follow the procedure described in section 3.1.3 to evaluate the dynamic influence coefficients.
An alternative approach is to evaluate the inverse of the bracketed matrix in eq. (3.33) using the Wood-
bury formula (8.16) to find

2 T 1 1 −1 T 1
η̆ij (Ω ) = pi diag − diag Λ Υ Λ diag pj , (3.34)
ωr2 − Ω2 ωr2 − Ω2 ωr2 − Ω2
where
1 T 1
Υ = diag 2 + Λ diag Λ. (3.35)
θs − Ω2 ωr2 − Ω2
Clearly, the structure of the bracketed matrix in eq. (3.33) is ideally suited to the application of Woodbury
formula. Indeed, the inverse of matrix diag(ωr2 − Ω2 ) is easily obtained because it is diagonal. The use
of eq. (3.34) requires the inversion of matrix Υ, which is of the reduced size m × m. For an elementary
modification, m = 1, and eq. (3.34) yields the dynamic influence coefficients of the modified system in
closed form, without requiring any matrix inversion.
A cursory look at eq. (3.34) seems to indicate that η̆ij (Ω2 → ωr2 ) = ∞. Because the dynamic influence
coefficients grow without bound at the natural frequencies of the system, this would indicate that ωr are
the natural frequencies of the modified system. This is clearly incorrect, because the frequencies of the
original and modified systems are not identical. To demonstrate that the dynamic influence coefficients
of the modified system remain finite when Ω → ωr , the small number ε = ωr2 − Ω2 is defined and the
following results are established easily,
er eTr

1 T 1 u(r)i u(r)j
diag ≈ , p diag p ≈ .
ωr2 − Ω2 ε i ωr2 − Ω2 j ε
Matrix Υ now reduces to Υ ≈ diag(θs2 − Ω2 )−1 + ΛT er eTr Λ /ε = diag(θs2 − Ω2 )−1 + λTr λr /ε, where
λr = ΛT er = QT µ H T P er = QT µ H T u(r) = GT u(r) , (3.36)
where the second equality follows from eq. (3.31), the third from the definition of matrix P , and the last
from eq. (3.23). Woodbury formula now yields the inverse of matrix Υ as
diag (θs2 − Ω2 ) λr λTr diag (θs2 − Ω2 )
Υ−1 = diag θs2 − Ω2 − .
ε + λTr diag (θs2 − Ω2 ) λr
Introducing all these approximations into eq. (3.34) and evaluating the limit as Ω → ωr , i.e., as ε → 0,
yields the following result
u(r)i u(r)j u(r)i u(r)j
η̆ij (ωr2 ) = T = T , (3.37)
2 2
λr diag (θs − ωr ) λr u(r) ∆K − ωr2 ∆M u(r)
where the last equality follows from the definition of array λr , eq. (3.36), and that of the changes in
the mass and stiffness matrices, eq. (3.24). This remarkably simple result is illustrated in the following
example.
Example 3.3. Dynamic influence coefficients of a modified, five degree of freedom system
Figure 3.8 depicts a simple, five degree of freedom spring mass system. The system masses are selected as
m1 = 4.5, m2 = 1.3, m3 = 2.9, m4 = 2.5, and m5 = 1.7 kg; the spring stiffness constants are k01 = 7.4,
k12 = 2.2, k13 = 5.4, k23 = 3.6, k34 = 2.7, k35 = 5.6, k04 = 1.1, k05 = 4.3 N/m.
3.2
3.2.5 Evaluation of the modified frequency spectrum

The frequency spectrum of the modified system can be obtained by solving the modified eigenvalue prob-
lem defined by eqs. (3.25). Performing a spectral expansion of the of the eigenvectors of the modified
system in terms of the eigenmodes of the original problem, i.e., ŭ = P ᾰ, eqs. (3.25) become
diag(ωi2 − ω̆ 2 ) + Λ diag(θj2 − ω̆ 2)ΛT ᾰ = 0,

(3.38)
where matrix Λ is defined by eq. (3.23). Because the bracketed matrix in eq. (3.38) is fully populated,
the projection of the original eigenproblem in the modal space of the original system does not simplify
the computation burden; in other words, the solutions of eigenproblems (3.25) and (3.38) are equally
expensive.
In this section, methods that take advantage of the special characteristics of eigenproblem (3.38) are
developed. Consider the Rayleigh quotient, eq. (2.57), of the modified system,
v T K̆ v αT diag(ωi2)α + αT Λdiag(θj2 )ΛT α

ρ̆(v) = = . (3.39)
vT M̆ v αT α + αT Λ ΛT α
where arbitrary vector v has been expanded in the space of the eigenvectors of the original problem, i.e.,
v = P α.
An approximate expression for the modified frequencies is obtained easily using perturbation theory
arguments. If the modification is of small magnitude, the eigenvectors of the original and modified
systems
T
should be almost identical, ŭ(r) ≈ u(r) , and hence, α ≈ er , where er = 0, 0, . . . , 1, . . . , 0 is the vector
with a single non-vanishing, unit entry at location r. In view of eq. (2.58), ω̆r2 = ρ̆(ŭ(r) ) ≈ ρ̆(u(r) ), and
eq. (3.39) then yields
2
ωr2 + g Tr diag(θj2 )g r
ω̆r ≈ , (3.40)
1 + g Tr g r
where array g r is defined as
g r = ΛT er . (3.41)
This means that vector g r is the r th row of matrix Λ.
To find an approximation for the eigenvectors of the modified system, eq. (3.38) is written for the r th
eigenpair as [diag(ωi2 − ω̆r2 ) + Λ diag(θj2 − ω̆r2 )ΛT ]ᾰ(r) = 0. In a manner akin to inverse iteration, the
eigenvector of the modified system is found by solving the following linear system, diag(ωi2 − ω̆r2)ᾰ(r) ≈
(0) (0)
−Λ diag(θj2 − ω̆r2)ΛT ᾰ(r) , where ᾰ(r) is an initial estimate of this eigenvector. Consistent with the pertur-
(0)
bation approximation, the initial estimate is selected as ᾰ(r) = er , leading to the following estimate of the
r th eigenvector,
1
ᾰ(r) ≈ −diag( 2 )Λdiag(θj2 − ω̆r2)g r . (3.42)
ωi − ω̆r2
Of course, the estimate of an eigenpair given by eqs. (3.40) and (3.42) might not be accurate for
modifications of large magnitude. An iterative algorithm based on these two formula leads to accurate
predictions
Algorithm 3.1 (Modified eigenproblem solution). The r th eigenpair of the modified eigenproblem ex-
pressed in the modal space, eq. (3.38), can be solved with the following iterative algorithm.
(0)
Step 1. Select a starting eigenvector, ᾰ(r) = er .
Step 2. At iteration k, estimate the natural frequency using Rayleigh quotient,

(k−1)T (k−1) (k−1)T (k−1)
ᾰ(r) diag(ωi2 )ᾰ(r) + ᾰ(r) Λdiag(θj2 )ΛT ᾰ(r)
ω̆r(k)2 = (k−1)T (k−1) (k−1)T (k−1)
. (3.43)
ᾰ(r) ᾰ(r) + ᾰ(r) Λ ΛT ᾰ(r)
Step 3. At iteration k, estimate the eigenvector,
(k) 1 (k−1)
ᾰ(r) = −diag( (k)2
)Λdiag(θj2 − ω̆r(k)2 )ΛT ᾰ(r) . (3.44)
ωi2 − ω̆r
Step 4. Iterate over steps 2 and 3 up to convergence.
3.2.6 Problems
Problem 3.5. Properties of the modified frequencies
Prove that eq. (3.40) can be recast as
g Tr diag(θj2 − ωr2 )g r
ω̆r2 ≈ ωr2 + .
1 + g Tr g r
Comment on the implication of this result concerning the sign of ω̆r2 − ωr2.
Chapter 4
Dynamic analysis of beams
The dynamic behavior of elastic structures is a far more complex task than that of the discrete systems
studied in the previous chapters. Yet, the main features characterizing the response of discrete dynamical
systems are found in the response of elastic structures. A fundamental difference, however, exists: elastic
structures possess an infinite number of natural frequencies as opposed to the finite number of natural
frequencies present in the discrete systems.
This chapter primarily focuses on the dynamic response of beams. Predicting the displacement field
of beams under static loading is one of the focus of structural analysis [1]. Static loading implies that
the external forces acting on the beam are applied so slowly that the inertial forces associated with the
motion of the beam can be neglected. In numerous applications, however, inertial forces are significant
and alter the response of the beam dramatically. For instance, if a beam is vibrating after being struck by
an impulsive force, inertial forces are the only forces acting on the beam.
4.1 Vibration of taught strings

The dynamic equation of motion of a vibrating string is
∂2u ∂2u
T − m = 0, (4.1)
∂2x ∂2t
where u(x, t) is the transverse displacement of the string, T the tension in the string, and m its mass
per unit span. The string of length L is pinned at both ends, u(0, t) = u(L, t) = 0. (1) Determine the
frequency equation for this problem. (2) Find the natural frequencies of the string. (3) For the lowest three
natural frequencies, sketch the corresponding natural vibration modes.
4.1.1 Problems
Problem 4.1. Vibration of a string with a mid-span mass
Consider a string with a concentrated point mass M is added at its mid-point. (1) Determine the frequency
equation for the symmetric vibration modes of the string. (2) Provide a graphical solution of this frequency
equation. (3) Determine the natural vibration frequencies, ωi , when β = 0. (4) Determine the natural
vibration frequencies, ω̂i , when β = ∞. (5) What happens to the unsymmetric modes of vibration of the
string? Note: the boundary condition at the string’s mid-point is
∂u ∂2u
T + M 2 = 0. (4.2)
∂x ∂ t
Use non-dimensional parameter β = M/(mL).
75
76 CHAPTER 4. DYNAMIC ANALYSIS OF BEAMS
4.2 Axial vibration of beams

4.2.1 Problems
Problem 4.2. Axial vibration of a cantilevered beam with a tip mass
Figure 4.1 depicts a uniform bar of length L, axial stiffness S, and mass per unit span m. A tip mass M is
connected to the tip of the bar. (1) Find the frequency equation for axial vibrations of this system. It will
be convenient to define the non-dimensional tip mass, β = M/(mL). (2) Plot the lowest natural frequency
of the system as a function of β ∈ [0, 5]. (3) On one graph, plot the vibration modes shapes for β = 0, 1,
2, and 3.
_
i2 _
i1
M
L
Figure 4.1: Cantilevered bar with a tip mass.
4.3 Torsional vibration of beams

Consider a uniform, cantilevered tube of torsional stiffness H11 and length L featuring a tip concentrated
inertia IT , as depicted in fig. 4.2. For static problem, the governing differential equation of the system is
given by d/dx1 (H11 dΦ1 /dx1 ) = −q1 (x1 ), where q1 (x1 ) is the externally applied distributed torque. When
the tube is vibrating in torsion, inertial moments are equivalent to a distributed torque, q1 = −Ip d2 Φ1 /dt2 ,
where Ip is the moment of inertia of the tube per unit span. The governing differential equation of the
problem becomes
d2 Φ1 d2 Φ1
H11 2 − Ip 2 = 0. (4.3)
d x1 dt
At the root of the tube, the twist should vanish, Φ1 = 0; at the tip of the tube, the inertial moment
associated with the vibration of the tip inertia applies a concentrated torque at the tip of the tube, as
illustrated in fig. 4.2. Hence, the boundary condition of the problem at x1 = 0 is Φ1 = 0 and at x1 = L,
H11 dΦ1 /dx1 + IT d2 Φ1 /dt2 = 0.
Following the procedure described earlier for the bending vibration of beams, the time dependency
of the motion is assumed to be harmonic, i.e., Φ1 (x1 , t) = φ̂(x1 ) exp(iωt), where ω is the yet unknown
frequency of the motion. It is readily verified that this harmonic time dependency satisfies the differential
equation of motion and associated boundary conditions. Finally, a non-dimensional span variable, η =
x1 /L is introduced, and the governing equations become
φ̂′′ + ω̄ 2 φ̂ = 0, (4.4)
where the non-dimensional frequency is

s
Ip L2
ω̄ = ω . (4.5)
H11
The boundary conditions of the problem at η = 0 become φ̂ = 0 and at η = 1, φ̂′ − I¯T ω̄ 2 φ̂ = 0, where
I¯T = IT /(Ip L) is the non-dimensional tip moment of inertia.
The general solution of eq. (4.4) is of the form φ̂ = A cos ω̄η + B sin ω̄η, where A and B are two in-
tegration constants to be determined form the boundary conditions. The root boundary condition implies
4.4. BENDING VIBRATION OF BEAMS 77
_
i2
L IT _
i1
Free body M1 ITd2Φ1/dt2
_
i3 diagram
Figure 4.2: Cantilevered tube with a tip inertia.
A = 0, and that at the tip yields B ω̄ cos ω̄ − I¯T ω̄ 2 sin ω̄ = 0. For the system to admit a non-trivial solu-

tion, the second integration constant, B, cannot vanish, and this condition yields the frequency equation
cos ω̄ − I¯T ω̄ sin ω̄ = 0.
At first, consider the particular case where the tip inertia is null, I¯T = 0. The frequency equation then
simplifies to cos ω̄ = 0, yielding the following natural vibration frequencies
s
π H11
ωn = (2n − 1) , n = 1, 2, · · · , ∞. (4.6)
2 Ip L2
The corresponding mode shapes are readily found as
φ̂n = Bn sin ω̄η. (4.7)
Next, the problem involving the tip inertia is considered; the frequency equation is recast tan ω̄ =
1/(ω̄ I¯T ), a transcendental equation which admits an infinite number of solution. Indeed, fig. 4.3 shows the
two functions, tan ω̄ and 1/(ω̄I¯T ), appearing on the left and right hand sides of the frequency equation,
respectively. The intersections of these two functions yield the natural frequencies of the problem. For
large values of ω, the solution are very close to the zeros of the tangent function, i.e.,
s
H11
ωn ≈ nπ , n = 1, 2, · · · , ∞.
Ip L2
Accurate values of the lowest natural frequencies must be obtained by solving the frequency equation
numerically. Figure 4.4 shows the lowest two natural frequencies of the system as a function of I¯T . As
expected, the natural frequencies decrease with increasing values of the tip inertia. Clearly, as I¯T → ∞,
the lowest natural frequency slowly approaches zero, whereas the second frequency rapidly approaches π.
4.3.1 Problems
Problem 4.3. Torsional vibration of a thin-walled tube with a tip disk
The device shown in fig. 4.5 is used to measure the polar moment of inertia IT of a disk. This disk is
mounted on top of a thin-walled tube of known length L, mean radius Rm , thickness t, shearing modulus
G and material density ρ. The tube is clamped at one end, and the disk is mounted at the other. The
assembly is excited in torsion, and the lowest torsional frequency is measured. (1) Find the relationship
between the unknown polar moment of inertia and the measured natural frequency, f , in Hertz.
4.4 Bending vibration of beams

tan w 5
4.5
1/ITw
4
3.5
ω
2.5
1.5
0.5
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
IT
Figure 4.3: Plot of the functions tan ω̄ and 1/(IT ω̄) Figure 4.4: Lowest two natural frequencies of the
as a function of ω̄ for IT = 0.4. The intersection of cantilevered tube with a tip inertia as a function
the two curves give the natural frequencies of the of IT . First frequency, ω̄1 , solid line; second fre-
system. quency, ω̄2 , dashed line.
_
i1
IT
Figure 4.5: Thin-walled tube with a tip disk.
Figure 4.6 depicts a uniform beam of length L simply sup- _

i2 _
ported at both ends. The beam is uniform along its span, its i1
c
bending stiffness is H33 , and its mass per unit span is m. Un-
L
der the assumptions of Euler-Bernoulli beam theory [1], the
governing equation of the problem subjected to static loads is
Figure 4.6: Simply supported beam.
d2 2

c d ū2
H33 2 = p2 (x1 ), (4.8)
dx21 dx1
where p2 (x1 ) is the transverse distributed load applied to the beam. At the beam’s root, i.e., at x1 = 0, the
following boundary conditions must the satisfied: the transverse displacement vanishes, ū2 = 0, and the
bending moment vanishes, M3 = 0. This last condition translates to d2 ū2 /dx21 = 0. At the other end of
the beam, i.e., at x1 = L, the same quantities must vanish, ū2 = 0 and d2 ū2 /dx21 = 0.
According to D’Alembert’s principle, dynamic problems can be treated as static problems, provided
that the inertial forces are applied to the structure as if they were externally applied forces. This implies
that the equations governing the static deflection of beams under load, eq. (4.8), still apply for dynamic
problems, provided that the externally applied distributed loads, p2 (x1 ), include the distributed inertial
forces. Hence, for dynamic problems, eq. (4.8) becomes
d2 2
d2 ū2

c d ū2
H 33 = p (x
2 1 ) − m , (4.9)
dx21 dx21 dt2
where the last term represents the distributed inertial forces, t denotes time, d2 ū2 /dt2 is the transverse
acceleration, and m the mass of the beam per unit span.
In the absence of other applied loads, governing eq. (4.9) becomes
d2 2
d2 ū2

c d ū2
H 33 + m = 0. (4.10)
dx21 dx21 dt2
This is the equation of motion of the problem, a partial differential equation for the transverse deflection
ū2 (x1 , t). It is fourth order in the spatial variable x1 , and second order in time. At all times, it is subjected
to the boundary conditions listed above. The governing equation is homogeneous, as are the boundary
conditions. Hence, the trivial solution ū2 (x1 , t) ≡ 0 clearly is a solution of the problem. This is easily
understood in physical terms. If the beam is not moving, i.e., ū2 (x1 , t) = 0, no inertial forces are generated,
and no loads are applied on the beam. The response of the system is then clearly ū2 (x1 , t) = 0. The goal
of this analysis is to determine when eq. (4.10) admits a non trivial solution.
Because the problem under scrutiny is a passive problem, the time dependency of the motion is ex-
pected to be harmonic and separation of variable is assumed,
ū2 (x1 , t) = û2 (x1 ) eiωt (4.11)
where û2(x1 ) is a function of the spatial variable x1 only, eiωt the expected harmonic time dependency of
the solution, and ω its frequency, as yet unknown. The validity of the assumed solution is readily verified
by introducing eq. (4.11) into eq. (4.10) to find
4

c d û2
H33 4 − mω û2 eiωt = 0.
2
dx1
Since eiωt 6= 0, the following ordinary differential equation is obtained
c d4 û2
H33 − mω 2 û2 = 0. (4.12)
dx41
Similarly, introducing eq. (4.11) in the boundary conditions at the beam’s root, i.e., at x1 = 0 yields
û2 = 0 and d2 û2 /dx21 = 0. At the other end of the beam, i.e., at x1 = L, û2 = 0 and d2 û2 /dx21 = 0. The
time dependency has now disappeared from the governing equation and associated boundary conditions,
verifying that the harmonic time dependency, eq. (4.11), is indeed the time dependency of the solution.
The solution of eq. (4.12) is eased by introducing the non-dimensional span variable, η = x1 /L. A
change of variable in eq. (4.12) yields
2
û′′′′
2 − ω̄ û2 = 0. (4.13)
subjected to the following boundary conditions at η = 0, û2 = û′′2 = 0, and at η = 1, û2 = û′′2 = 0.
Notation (·)′ denotes a derivative with respect to η, and the non-dimensional frequency, ω̄, is defined as
s
mL4
ω̄ = ω c
. (4.14)
H33
The problem has now been reduced to the ordinary differential equation (4.13). This contrasts with the
original problem, eq. (4.10), which was in the form of a partial differential equation. Clearly, the trivial
solution, û2 (η) ≡ 0, is still a solution of the problem. The frequency of the harmonic motion, ω, is as yet
undetermined as the harmonic time dependency, eq. (4.11), satisfies the governing equations for any value
of the frequency.
The solution of eq. (4.13) is of the form
û2 (η) = A cos kη + B sin kη + C cosh kη + D sinh kη, (4.15)

√
where k = ω̄, and A, B, C, and D are integration constants to be determined from the boundary
conditions. Enforcing the first two boundary condition at η = 0 yields A = C = 0. Proceeding with the
two boundary conditions at η = 1, the following algebraic equations are found for the two last integration
constants, B and D,
sin k sinh k B
= 0. (4.16)
− sin k sinh k D
This system of algebraic equations is homogeneous, resulting in the solution B = D = 0. However,
since A = C = 0, this corresponds to the trivial solution û2 (η) = 0. A set of homogeneous algebraic
equations admits a non-trivial solution if and only if the determinant of the system vanishes. In other
words, system (4.16) admits a non-trivial solution if and only if

sin k sinh k
det = 0. (4.17)
− sin k sinh k
Expanding this determinant yields the frequency equation:
sinh k sin k = 0 (4.18)
The values of k (or equivalently of ω̄) that satisfy this equation give rise to non-trivial solutions of the
problem. sinh k = 0 yields a single solution k = 0 which implies û2 (η) = 0 once again; sin k = 0
yields an infinite number of solutions denoted kn = nπ, n = 1, 2, ...∞. In terms of the non-dimensional
frequency, this becomes ω̄ = n2 π 2 , and finally the corresponding dimensional frequencies are found with
the help of eq. (4.14) r
c
2 H33
ωn = (nπ) , n = 1, 2, . . . , ∞. (4.19)
mL4
The mode shapes corresponding to these natural frequen-
cies are found by introducing the solution for kn into the first 1
0.5
u- 1
0
-0.5
equation of system (4.16) to find Bn sin nπ+Dn sinh nπ = 0. -1
1
Since sin nπ = 0, this yields Dn = 0, and the mode shapes 0.5
u- 2
0
-0.5
-1
are then 1
0.5
u- 3
0
-0.5
-1
û2n (η) = Bn sin nπη, n = 1, 2, · · · ∞. (4.20) 1
0.5
u- 4
0
-0.5
-1
The amplitudes Bn of these mode shapes remains arbitrary, 1
0.5
u- 5
this means that the mode shape is a non-trivial solution of the 0

-0.5
-1
0 0.2 0.4 0.6 0.8 1
problem for any arbitrary amplitude Bn . The first few lowest η
modes are depicted in fig. 4.7. The terms eigenfrequencies

and eigenmodes are often used instead of natural frequencies Figure 4.7: Five lowest eigenmodes of a
and natural mode shapes, respectively. simply supported beam.
The simply supported beam possesses a spectrum of natural frequencies defined by eq. (4.19). If the
beam is acted upon by an external harmonic force with an excitation frequency Ω equal to any of theses
natural frequencies large response amplitude will result.
4.4.1 Uniform beams with various end conditions

The analysis method developed in the previous section can be repeated for beams with various end con-
ditions. The procedure is identical up to the determination of the integration constants appearing in the
general solution, eq. (4.15). The spectrum of natural frequencies for the various end conditions is summa-
rized in table 4.1 which lists the non-dimensional parameters kn , such that
r
c
H33
ωn = kn2 , n = 1, 2, ...∞. (4.21)
mL4
Boundary Conditions k1 k2 k3 kn , n = 4, 5, ...∞

Free - Free 0 4.730 7.853 ≈ (2n − 1) π/2
Free - Guided 0 2.365 5.498 ≈ (4n − 5) π/2
Free - Pinned 0 3.927 7.069 ≈ (4n − 3) π/4
Guided - Guided 0 3.142 6.283 = (n − 1) π
Guided - Pinned 1.561 5.712 7.854 = (2n − 1) π/2
Clamped - Free 1.875 4.694 7.855 ≈ (2n − 1) π/2
Pinned - Pinned 3.142 6.283 9.425 = nπ
Clamped - Pinned 3.927 7.069 10.210 ≈ (4n + 1) π/4
Clamped - Guided 2.365 5.498 8.639 ≈ (4n − 1) π/4
Clamped - Clamped 4.730 7.853 10.996 ≈ (2n + 1) π/2
Table 4.1: Natural frequencies for beams with various end conditions.
Example 4.1. Bi-cantilevered beam

Consider the bi-cantilevered beam of length L depicted in fig. 4.8. Using the arguments developed in sec-
tion 4.4, the differential equation governing the dynamic behavior of the structure is found to be eq. (4.10),
once again. The boundary conditions at x1 = 0 are ū2 = dū2 /dx1 = 0 and at x1 = L, ū2 = dū2 /dx1 = 0.
_
i2 _
i1
Figure 4.8: Bi-cantilevered beam of length L.
Here again, the problem is characterized by a homogeneous partial differential equation with homo-
geneous boundary conditions. Hence, the problem admits a trivial solution, ū2 (x1 , t) = 0, and the goal
of the analysis is to determine under which condition the governing differential equation possesses a non
trivial solution. As was done in section 4.4, it can be readily shown that a solution featuring a harmonic
time dependency, see eq. (4.11), satisfies the governing differential equation and boundary conditions. Fi-
nally, introducing the non-dimensional span variable η = x1 /L leads to an ordinary differential equation,
eq. (4.13), and the following boundary conditions at η = 0, û2 = 0 and û′2 = 0, and at η = 1, û2 = 0 and
û′2 = 0.
The general solution of this ordinary differential equation is still given by eq. (4.15), where A, B,
C, and D are four integration constants to be determined by the four boundary conditions given above.
Applying the boundary conditions at η = 0 leads to 0 = A + C and 0 = B + D, respectively, and the
solution then becomes û2 (η) = C(cosh kη − cos kη) + D(sinh kη − sin kη). Proceeding next with the
boundary conditions at η = 1, the following algebraic equations are found for the last two integration
constants
cosh k − cos k sinh k − sin k C
= 0. (4.22)
sinh k + sin k cosh k − cos k D
This system of algebraic equations is homogeneous, resulting in the solution C = D = 0; this leads to the
trivial solution û2 (η) = 0. A set of homogeneous algebraic equations admits a non-trivial solution if and
only if the determinant of the system vanishes

cosh k − cos k sinh k − sin k
det = 0. (4.23)
sinh k + sin k cosh k − cos k
Expanding this determinant yields the frequency equation
1 − cosh k cos k = 0. (4.24)

This is a transcendental equation for k, that must be solved numerically. Figure 4.9 shows a plot of two
functions: cos k and 1/ cosh k. The intersection of these two curves yields the solution of the frequency
equation. Since function 1/ cosh k very rapidly drops to zero, the zeroes of the frequency equation are
closely approximated by those of the function cos k, yielding kn ≈ (2n + 1)π/2. More accurate values
for the lowest roots can be obtained numerically using iteration techniques and are listed in table 4.1. The
natural vibration frequencies have the form given by eq. (4.21).
1
2
U21
0.8 1
0
0.6 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
2
1/cosh k cos k
U22
0.4 0
−2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0.2 ξ
2
0 o o o o
U23
0
−0.2 −2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
2
−0.4
U24
0
−0.6 −2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
2
−0.8
U25
0
−1
0 5 10 15 −2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
FREQUENCY PARAMETER
ξ
Figure 4.9: Plots of the function cos k (solid line) Figure 4.10: Five lowest eigenmodes of a bi-
and 1/ cosh k (dotted line). cantilevered beam.
The natural vibration mode shapes can be obtained by solving the system of algebraic equations,
eqs. (4.22), for one of the integration constants, say
cosh kn − cos kn
Dn = − Cn = −µn Cn . (4.25)
sinh kn − sin kn
Since the system of equations has a vanishing determinant, the two equations of the system are linear
combinations of each other, and selecting the second equation of the system would yield the same final
solution. The natural vibration mode shapes now become
û2n (η) = Cn [(cosh kn η − cos kn η) − µn (sinh kn η − sin kn η)] . (4.26)
The amplitudes Cn of these mode shapes remains arbitrary, this means that the mode shape is a non-
trivial solution of the problem for any arbitrary amplitude Cn . The first few lowest modes are depicted in
fig. 4.10.
Example 4.2. Bi-cantilevered beam, Duncan functions
The treatment of beam vibration problem is somewhat simplified by introducing the Duncan functions
defined as
s1 (kη) = cosh kη + cos kη
s2 (kη) = sinh kη − sin kη
(4.27)
s3 (kη) = cosh kη − cos kη
s4 (kη) = sinh kη + sin kη
These functions form a set of independent solutions of the basic equation for uniform beams, see eq. (4.13),
as these are linear combinations of the more commonly used trigonometric and hyperbolic functions, see
eq. (4.15). The derivatives of the Duncan functions follow a cyclical pattern
s′1 = ks2 , s′′1 = k 2 s3 , s′′′
1 = k 3 s4 , s′′′′
1 = k 4 s1 ,
s′2 = ks3 , s′′2 = k 2 s4 , s′′′
2 = k 3 s1 , s′′′′
2 = k 4 s2 ,
(4.28)
s′3 = ks4 , s′′3 = k 2 s1 , s′′′
3 = k 3 s2 , s′′′′
3 = k 4 s3 ,
s′4 = ks1 , s′′4 = k 2 s2 , s′′′
4 = k 3 s3 , s′′′′
4 = k 4 s4 ,
where the prime notation indicates a derivative with respect to η. The solution of eq. (4.13) now writes
û2 (η) = c1 s1 (kη) + c2 s2 (kη) + c3 s3 (kη) + c4 s4 (kη). (4.29)
Consider now the problem of the bi-cantilevered beam discussed in the previous example. The bound-
ary conditions at η = 0 imply c1 = c4 = 0, and hence û2 (η) = c2 s2 + c3 s3 . Next, the boundary conditions
at η = 1 lead to two algebraic equations c2 s2 (k) + c3 s3 (k) = 0 and c2 s3 (k) + c3 s4 (k) = 0 that can be
recast in matrix form as
s2 (k) s3 (k) c2
= 0.
s3 (k) s4 (k) c3
For a nontrivial solution of this set of equations to exist, the determinant of the system must vanish,
leading to the following frequency equation, s2 (k)s4 (k) − s23 (k) = 0. Introducing the definitions of
Duncan functions yields eq. (4.24), the same result as that obtained earlier. Finally, the mode shapes of
the problem become
û2n = c2n [s3 (kn )s2 (kn η) − s2 (kn )s3 (kn η)] .
This solution is of course identical to that found in the previous example, see eq. (4.26).
Example 4.3. Simply supported beam with mid-span mass
Figure 4.11 depicts a simply supported beam of length L with a mid-span mass of mass M and mo-
ment of inertia Ip . Clearly, this problem presents a symmetry with respect to the center of the beam.
This implies that the structure will feature symmetric and anti-symmetric modes of vibration. For the
symmetric vibration modes, the mid-span mass translates up and down without rocking, whereas for the
anti-symmetric modes, the mid-span mass rocks but has a vanishing transverse displacement. Using the
arguments developed in section 4.4, the differential equation governing the dynamic behavior of the struc-
ture is found to be eq. (4.10), once again. For the symmetric modes, the boundary conditions at x1 = 0 are
ū2 = d2 ū2 /dx21 = 0 and at x1 = L/2, dū2 /dx1 = 0 and V2 + M/2 d2 ū2 /dt2 = 0. At x1 = L/2, the first
boundary condition corresponds to the symmetry condition, whereas the second condition expresses the
fact that the inertial forces associated with the up and down translation of the mid-span mass is equilibrated
by the beam shear
_ _
i2 i1
M
L/2 L/2
Symmetric
F2 M/2
mode
M/2 d2u2/dt2
Antisymmetric Ip/2
M3
mode
Ip/2 d2(du2/dx1)/dt2
Figure 4.11: Simply supported beam with a mid-span mass.
Following the procedure detailed in section 4.4, the governing equation then reduces to eq. (4.13), with
2
the following boundary conditions at η = 0, û2 = û′′2 = 0 and at η = 1/2, û′2 = 0 and û′′′
2 + β/2 ω̄ û2 = 0,
where η = x1 /L is non-dimensional span variable and β = M/mL is the non-dimensional mass of the
mid-span mass. The general solution of the differential equation is still eq. (4.15), and the four boundary
conditions are used to evaluate the four integration constants A, B, C, and D. The condition for a non-
trivial solution to exist is then found to be

cos k/2 cosh k/2
det = 0.
− cos k/2 + βk/2 sin k/2 cosh k/2 + βk/2 sinh k/2
Expanding this determinant yields the frequency equation, 1 + βk(tanh k/2 − tan k/2)/4 = 0. This is a
transcendental equation for k, that must be solved numerically. For β = 0, the frequency equation reduces
to 2 cos k/2 cosh k/2 = 0, or cos k/2 = 0 and yields kn = (2n − 1)π, n = 1, 2, · · · , ∞. As expected,
these lead to the natural frequencies of a simply supported beam, as listed in table 4.1. Note that the sole
symmetric modes are recovered, since the symmetry condition was imposed. For β = ∞, the frequency
equation reduces to tanh k/2 − tan k/2 = 0 and yields kn ≈ (4n + 1)π/2, n = 1, 2, · · · , ∞. As expected,
these lead to the natural frequencies of a pinned clamped beam of length L/2, as listed in table 4.1.
Figure 4.12 shows the three lowest natural frequencies of the beam as a function of β. As expected,
when β increases, the total mass of the system increases and the natural frequencies of the beam decrease.
The corresponding natural vibration mode shapes are readily obtained as

cos kn /2
û2n (η) = Bn sin kn η − sinh kn η .
cosh kn /2
Figure 4.13 shows the three natural vibration mode shapes corresponding to the three lowest lowest natural
frequencies of the system when β = 1.
0.6
10
U21
0.4
0.2
ω21
5
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
0
−3 −2 −1 0 1 2 3
10 10 10 10 10 10 10 1
90
0.5
U22
80
0
ω22
70
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
60
−3 −2 −1 0 1 2 3
10 10 10 10 10 10 10 1
250 0.5
U23
240 0
230 −0.5
ω23
220 −1
210 0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
ξ
200
−3 −2 −1 0 1 2 3
10 10 10 10 10 10 10
β
Figure 4.13: The three natural vibration mode

Figure 4.12: Three lowest natural frequencies of a shapes corresponding to the three lowest lowest
simply supported beam with a mid-span mass as a natural frequencies of a simply supported beam
function of β (Symmetric modes). Exact solution: with a mid-span mass (β = 1). Exact solution:
solid line; approximate solution: dashed line. solid line; approximate solution: dashed line.
Consider now the anti-symmetric behavior of the structure. Using the arguments developed in sec-
tion 4.4, the differential equation governing the dynamic behavior of the structure is found to be eq. (4.10),
and the boundary conditions at x1 = 0 are ū2 = d2 ū2 /dx21 = 0, and at x1 = L/2, ū2 = 0 and
M3 + Ip /2 d2 /dt2 (dū2 /dx1 ) = 0. At x1 = L/2, the first boundary condition corresponds to the anti-
symmetry condition, whereas the second condition expresses the fact that the inertial moments associated
with the rocking of the mid-span mass is equilibrated by the beam bending moment M3 , as depicted in
fig. 4.11.
Following the procedure detailed in section 4.4, the governing equation then reduces to eq. (4.13),
with the following boundary conditions at η = 0, û2 = 0 and û′′2 = 0 and at η = 1/2, û2 = 0 and
û′′2 − γ/2 ω̄ 2 û′2 = 0, where γ = Ip /mL3 is the non-dimensional moment of inertia of the mid-span mass.
The general solution of the differential equation is still eq. (4.15), and the four boundary conditions are
used to evaluate the four integration constants A, B, C, and D. The condition for a non-trivial solution to
exist is then found to be

sin k/2 sinh k/2
det = 0.
− sin k/2 − γk 3 /2 cos k/2 sinh k/2 − γk 3 /2 cosh k/2
Expanding this determinant yields the frequency equation
γk 3 1 1
1+ ( − ) = 0.
4 tanh k/2 tan k/2
This is a transcendental equation for k, that must be solved numerically. For γ = 0, the frequency
equation reduces to 2 sin k/2 sin k/2 = 0, or sin k/2 = 0 and yields kn = 2nπ, n = 1, 2, · · · , ∞. As
expected, these lead to the natural frequencies of a simply supported beam, as listed in table 4.1. Note
that the sole anti-symmetric modes are recovered, since the anti-symmetry condition was imposed. For
γ = ∞, the frequency equation reduces to 1/ tanh k/2 − 1/ tan k/2 = 0 and yields kn ≈ (4n + 1)π/2,
n = 1, 2, · · · , ∞. As expected, these lead once again to the natural frequencies of a pinned clamped beam
of length L/2, as listed in table 4.1.
Figure 4.14 shows the three lowest natural frequencies of the beam as a function of γ. As expected,
when γ increases, the total mass of the system increases and the natural frequencies of the beam decrease.
The corresponding natural vibration mode shapes are readily obtained as

sin kn /2
û2n (η) = Bn sin kn η − sinh kn η .
sinh kn /2
40
30
ω21
20
10
0
−4 −3 −2 −1 0 1
10 10 10 10 10 10
150
ω22
100
50
−4 −3 −2 −1 0 1
10 10 10 10 10 10
350
300
ω23
250
200
−4 −3 −2 −1 0 1
10 10 10 10 10 10
β
Figure 4.14: Three lowest natural frequencies of a simply supported beam with a mid-span mass as a
function of γ (Anti-symmetric modes). Exact solution: solid line; approximate solution: dashed line.
Example 4.4. Simply supported beam with intermediate mass

c
Consider a simply supported beam of length L, bending stiffness H33 , and mass per unit span m. A point
mass M is added to the beam at span location αL. Determine the natural vibration frequencies of the
system as a function of α ∈ [0, 1/2].
Example 4.5. Coupled bending-torsion vibration of a cantilevered beam

Consider a cantilevered beam with a tip mass, M, located at an offset distance, e, from the tip of the
beam, as depicted in fig. 4.15. Bending vibration in the (ı̄1 , ı̄2 ) plane will be coupled to torsional vibration
about axis ı̄1 . Indeed, as the tip mass vibrates up and down, it creates a tip torque due to the moment
arm provided by the offset e. The governing differential equations are the same as those derived for
earlier examples, eqs. (4.10)) and (4.3), for bending and torsion, respectively. At the root of the beam,
the boundary conditions, ū2, dū2 /dt and Φ1 = 0, express the clamping the of beam. At the tip of the
beam, the boundary conditions are found by considering the free body diagram sketched in the bottom
part of fig. 4.15. Vertical equilibrium yields V2 + Md2 /dt2 (ū2 − eΦ1 ) = 0: the tip transverse shear
force is equilibrated by the inertial force applied at the center of mass of the tip mass. ū2 − eΦ1 is the
displacement of the center of mass of the tip mass, the minus sign is due to sign conventions, and hence,
_
i2
L _
_
i1
i3
e
M
V2 M
M1 M
_ _
Md2(u2 - eΦ1)/dt2 -eMd2(u2 - eΦ1)/dt2
Free body diagram Free body diagram
for vertical equilibrium for rotational equilibrium
Figure 4.15: Configuration of the cantilevered beam with a tip mass at an offset e.
d2 (ū2 − eΦ1 )/dt2 is its acceleration. Rotational equilibrium leads to M1 − eMd2 (ū2 − eΦ1 )/dt2 = 0:
the tip torque is equilibrated by the inertial moment applied at the tip of the beam. The inertial moment is
equal to the inertial force applied at the center of mass of the tip mass times the moment arm e.
As discussed in the previous examples, the motion of the beam is assumed to be harmonic, ū2 (x1 , t) =
û(x1 ) exp(iωt) and Φ1 (x1 , t) = φ̂(x1 ) exp(iωt), where ω is the yet unknown frequency of the motion.
Introducing the non-dimensional span variable η = x1 /L leads to the following governing equations
û′′′′ − k 4 û = 0, and φ̂′′ + β 2 ω̄ 2 φ̂ = 0,
for the bending and torsional behaviors, respectively; the prime indicates a derivative with respect to η.
Note that the two equations are uncoupled. The following non-dimensional parameters were defined
s r s
c c
mL4 2 I H
p 33 H33 /(mL4 )
ω̄ = ω c
, k = ω̄, β = = .
H33 mH11 L2 H11 /(Ip L2 )
p
c
Clearly, coefficient β is the ratio of the characteristic
p parameter for bending frequencies, H33 /(mL4 ), to
its counterpart for torsion frequencies, H11 /(Ip L2 ). The boundary conditions of the problem are non-
dimensionalized in a similar fashion to yield û = û′ = φ̂ = 0 at η = 0 and û′′ = 0, û′′′ + M̄ ω̄ 2 (û − φ̂) = 0,
and φ̂′ + M̄ ē2 β 2 ω̄ 2 (û − φ̂) = 0, at η = 1, where the following non-dimensional parameters were defined
M m e
r
M̄ = , ē = e = .
mL Ip ρ
M̄ is the ratio of the tip mass to the total mass of the beam; ē is the ratio of the offset distance to the
radius of gyration, ρ, such that Ip = mρ2 . The bending and torsional behaviors of the beam are coupled
through the boundary conditions at the tip of the beam. The general solutions of the governing equations
are û = c1 s1 (kη) + c2 s2 (kη) + c3 s3 (kη) + c4 s4 (kη) and φ̂ = c5 cos β ω̄η + c6 sin β ω̄η, for the bending and
torsion equations, respectively. The three boundary conditions at the root of the beam imply c1 = c4 =
c5 = 0, respectively. The boundary conditions at the tip of the beam lead to three homogeneous, algebraic
equations that can be cast in matrix form as
  
s4 (k) s1 (k) 0  c2 
ks1 (k) + M̄ ω̄s2 (k) ks2 (k) + M̄ ω̄s3 (k) −M̄ ω̄ sin β ω̄  c3 = 0.
2 2 2
M̄ ē β ω̄s2 (k) M̄ ē β ω̄s3 (k) cos β ω̄ − M̄ ē β ω̄ cos β ω̄ c6
 
Non-trivial solutions of this set of algebraic equations are obtained if and only if the determinant of the
system vanishes, leading to the following frequency equation
(cos β ω̄ − M̄ ē2 β ω̄ sin β ω̄)k(1 + cos k cosh k) + M̄ ω̄ cos β ω̄(cos k sinh k − sin k cosh k) = 0.
Several special cases can be studied. First, consider the case where M̄ = 0, corresponding to a
cantilevered beam without a tip mass. The frequency equation reduces to cos β ω̄(1 + cos k cosh k) = 0,
which can be split into two independent frequency equations, one for bending frequencies and one for
torsional frequencies. The bending frequency equation is 1 + cos k cosh k = 0 and is very similar to that
found for the bi-cantilevered beam, eq. (4.24). It is easily verified that it yields an infinite spectrum of
discrete frequencies by recasting the frequency equation as cos k = −1/ cosh k, then plotting the right
and left hand sides of this new equation in a manner similar to that illustrated in fig. 4.9. The torsional
frequency equation is cos β ω̄ = 0, which is of course, identical to that developed in the previous; it leads
to the same frequencies, eq. (4.6), and mode shapes, eq. (4.7).
Next, consider the case where M̄ 6= 0 and ē = 0, corresponding to the case of a cantilevered beam with
a tip mass without offset. Intuitively, the tip mass without offset does not couple the bending and torsional
behaviors
of the beam. This can be verified by observing that the frequency equation now reduces to
cos β ω̄ k(1 + cos k cosh k) + M̄ ω̄(cos k sinh k − sin k cosh k) = 0, which can be still be split into two
independent frequency equations, one for bending frequencies and one for torsional frequencies. The
torsional frequency equation is cos β ω̄ = 0, as found before. Note here that the tip mass is considered to
be a point mass, and hence, has no influence on torsional behavior. This contrasts with the case of a tip
inertia which does impact torsional behavior, as treated in the previous example. The bending frequency
equation is k(1 + cos k cosh k) + M̄ ω̄(cos k sinh k − sin k cosh k) = 0, and yields the bending frequencies
as a function of the tip mass, M̄.
The last case corresponds to the problem illustrated in fig. 4.15, M̄ 6= 0 and ē 6= 0. The frequency
equation is that give above; in view of the transcendental nature of this equation, the determination of its
solutions is, in general, arduous and must be dealt with using numerical techniques. Finally, the coupled
mode shapes are
s4 (kn )
ûn = c2n s2 (kn η) − s3 (kn η) ,
s1 (kn )
and
(1 + cos kn cosh kn ) + kn M̄ (cos kn sinh kn − sin kn cosh kn ) sin β ω̄η
φ̂n = 2c2n .
kn M̄ s1 (kn ) sin β ω̄
4.4.2 Problems
c
(1) Consider a simply supported beam of length L, mass per unit span m, and bending stiffness H33 . Let
the natural frequencies of the system be ωi , i = 1, 2, . . . , ∞. A mid-span spring of stiffness constant k is
added to the beam. The natural frequencies of the system become ω̂i , i = 1, 2, . . . , ∞. What can you say
about ω̂4 when k → ∞?
Problem 4.5. Transverse vibration of a uniform beam

c
Figure 4.16 depicts a uniform cantilevered beam of length L, bending stiffness H33 , and mass per unit
stiffness m. The beam has a tip support. (1) Find the frequency equation for this problem. (2) Determine
the three lowest natural vibration frequencies of the system exactly. (3) Plot the three associated vibration
modes shapes. (4) Provide an approximate expression for the remaining natural frequencies. (5) Check
your answer with the results reported in table 4.1.
_
i2 _
i1
L
Figure 4.16: Clamped beam with a tip support.

Problem 4.6. Vibration of a beam with a tip compressive load

Consider a cantilevered beam subjected to a tip axial compressive load P . Compute the bending frequen-
cies of the beam as a function of P/PEuler , where PEuler is the buckling load of the cantilevered beam.
This need to be solved as an example.
Problem 4.7. Cantilevered beam with a tip spring
c
Figure 4.17 depicts a uniform cantilevered beam of length L, bending stiffness H33 , and mass per unit span
m. A spring of stiffness constant h is connected to the beam’s tip. (1) Find the frequency equation for this
problem. Use the non-dimensional spring stiffness constant, h̄ = hL3 /H33 c
. (2) Discuss the meaning of
your results when h̄ → 0 and h̄ → ∞. (3) Plot the lowest three frequencies of the system for h̄ ∈ [0, 10].
(4) On one graph, plot the vibration modes shapes for h̄ = 0, 2, 4, and 8.
_
i2 _
_
i2 i1
_
L i1
L/2 h L/2
h
Figure 4.18: Simply-supported beam with a tip
Figure 4.17: Cantilevered beam with a tip spring. spring.
Problem 4.8. Simply-supported beam with a tip spring

c
Consider the uniform simply-supported beam of length L, bending stiffness H33 , and mass per unit span
m shown in fig. 4.18. A spring of stiffness constant h is connected to the beam’s mid-span. The vibration
modes of this problem split into two categories: the symmetric and the anti-symmetric modes. Because
the anti-symmetric modes are not affected by the mid-span spring, this problem deals with the symmetric
modes only. (1) Find the frequency equation for this problem. Use the non-dimensional spring stiffness
constant, h̄ = hL3 /H33 c
. (2) Discuss the meaning of your results when h̄ → 0 and h̄ → ∞. (3) Plot the
lowest three frequencies of the system for h̄ ∈ [0, 10]. (4) On one graph, plot the vibration modes shapes
for h̄ = 0, 2, 4, and 8.
4.5 Formal procedures for the derivation of approximate solutions

The examples shown in the previous section demonstrate the difficulties associated with the derivation and
solution of the frequency equation. Typically, beam problems lead to transcendental frequency equations
that must be solved numerically. In structural mechanics, approximate solutions to static problems can be
obtained in a systematic manner by using the weak statement of equilibrium, the principle of virtual work,
or the principle of minimum total potential energy [1]. The present section summarizes formal procedures
for the solution of structural mechanics problems using the principle of minimum total potential energy.
Section 4.6 generalizes the approach to structural dynamics problems.
4.5.1 Basic approximations

The problem of a beam subjected to axial loads is used to illustrate the process. The first step of the
solution procedure for static problems is to assume the displacements field to be of the following form
N
X
ū1 (x1 ) = hi (x1 )qi , (4.30)
i=1
where the coefficients qi , i = 1, 2, . . . , N, are unknown coefficients, often called degrees of freedom, which
determine the solution of the problem. Functions hi (x1 ) form a set of arbitrary functions called shape
4.5. FORMAL PROCEDURES FOR THE DERIVATION OF APPROXIMATE SOLUTIONS 89
functions, each of which must satisfy the geometric boundary conditions of the problem. Polynomials
or trigonometric functions can be selected as shape functions; transcendental functions can also be used
as long as they form a set of linearly independent functions that each satisfy the geometric boundary
conditions.
Equation (4.30) represents an approximate solution of the problem because it combines a finite number,
N, of preselected shape functions. Each coefficient, qi , indicates how much the corresponding shape
function contributes to the final solution; hence, these coefficients are also called participation factors. If
a complete series of shape functions is selected, the approximate solution should converge to the exact
solution as an increasing number of shape functions is used. The finite series limit in eq. (4.30) reduces
the number of degrees of freedom from infinity to N and results in an approximate solution.
It is convenient to recast the expressions for the assumed displacements, eqs. (4.30), into a matrix form
as
ū1 (x1 ) = H T (x1 )q, (4.31)
T
where q = q1 , q2 , · · · , qN is an array of size N that stores the participation factors. The assumed
displacements are scalar quantities expressed as the scalar product of a row and a column array. The
displacement interpolation array, H(x1 ), also of size N, stores the selected shape functions,
T
H = h1 (x1 ), h2 (x1 ), h3 (x1 ), · · · , hN (x1 ) . (4.32)
Next, the assumed displacements are introduced in the strain-displacement relationship for a beam
under axial load to find the corresponding axial strain distribution
∂ ū1 ∂
ǭ1 (x1 ) = = H T (x1 ) q = B T (x1 ) q. (4.33)
∂x1 ∂x1
The strain interpolation array of size N is defined as
T
dh1 dh2 dh3 dhN
B(x1 ) = , , , ··· , , (4.34)
dx1 dx1 dx1 dx1
4.5.2 The principle of minimum total potential energy

A formal solution procedure can be developed based on the principle of minimum total potential energy
to obtain approximate solutions of structural mechanics problem.
Beam under axial loads

Axially loaded beams will be considered first. The first step of the solution procedure is to assume a
specific form for the displacement field
N
X
ū1 (x1 ) = hi (x1 ) qi = H T q.
i=1
Next, the strains are expressed in terms of the assumed displacements, resulting in eq. (4.33), with the
strain interpolation array defined in eq. (4.34). Using these, the total strain energy in the beam can now be
written as
1 L 2 1 L
Z L
1 T 1
Z Z
T T T T
A(ǭ1 ) = Sǭ1 dx1 = S(B q) (B q)dx1 = q S B B dx1 q = q T K q, (4.35)
2 0 2 0 2 0 2
where the stiffness matrix, K, is defined as
Z L
K= B(x1 )S(x1 )B T (x1 ) dx1 , (4.36)
0
Next, the total potential of the externally applied loads becomes

Z L Z L
Φ= φ dx1 + Ψ = − H (x1 )p1 (x1 ) dx1 q − H T (L)P1 q = −QT q,
T
(4.37)
0 0
where the load array, Q, is defined as

Z L
Q= H(x1 )p1 (x1 ) dx1 + H(L)P1 . (4.38)
0
The total potential energy of the system, Π = A + Φ, can now be written as

1 T
Π(q) = q K q − QT q. (4.39)
2
According to the principle of stationary total potential energy, the derivatives of the total potential
energy with respect to the degrees of freedom, q, must vanish, leading to

∂Π ∂ 1 T T
= q K q − Q q = K q − Q = 0. (4.40)
∂q ∂q 2
The final equilibrium equations of the problem are
K q − Q = 0. (4.41)
Beam under transverse loads

A process nearly identical to that presented above can be developed for beams subjected to transverse
loads. To start, specific forms for the transverse displacements and virtual displacements fields are as-
sumed to be in the following form
N
X
ū2 (x1 ) = hi (x1 )qi . (4.42)
i=1
The displacement field can now be expressed as ū2 (x1 ) = H T (x1 )q, where the displacement interpolation
array is given by eq. (4.32).
Next, the curvature is computed as
d2 ū2 d2 T
κ3 (x1 ) = = H (x1 ) q = B T (x1 ) q, (4.43)
dx21 dx21
where the curvature interpolation array is
2 T
d h1 d2 h2 d2 h3 d2 hN
B(x1 ) = , , , ··· . (4.44)
dx21 dx21 dx21 dx21
The rest of the procedure mirrors that presented above for the beam under axial load with the stiffness
matrix and load array defined as
Z L
K= B(x1 )H33c
(x1 )B T (x1 ) dx1 , (4.45)
0
and Z L
Q= H(x1 )p2 (x1 ) dx1 + H(L)P2 , (4.46)
0
respectively.
General solution procedure

The general solution procedure using the principle of minimum total potential energy can be summarized
by the following steps.
1. Select N shapes functions that satisfy the geometric boundary conditions.
2. Construct the displacement interpolation array, eq. (4.32), and strain interpolation array, eq. (4.34)
or (4.44), for beams under axial or transverse loads, respectively.
3. Compute the stiffness matrix given by eq. (4.36) or (4.45), for beams under axial or transverse
loads, respectively.
4. Evaluate the load array given by eq. (4.38) or (4.46), for beams under axial or transverse loads,
respectively.
5. Solve the set of N simultaneous linear equations, K q = Q, for the solution array, q.
6. For beams under axial loads, determine the strain distribution from eq. (4.33), and the internal forces
from the constitutive law, N1 (x1 ) = Sǭ1 (x1 ). For beams under transverse loads, determine the
curvature distribution from eq. (4.43), and the bending moment from the constitutive law, M3 (x1 ) =
c
H33 κ3 (x1 ).
When the structural system to be analyzed comprises several elastic components, such as beams and
springs, the strain energies of the various elastic elements are simply added together to find the total strain
energy. This additive property of strain energy is one of the key simplifications inherent to variational and
energy methods.
Consider, for instance, a cantilevered beam with a spring of stiffness constant k connected to the
ground at location x1 = αL. The elastic components of the system are the beam and spring, and the total
strain energy can be written as
2 2
1 L c d ū2 1
Z
A= H33 2
dx1 + kū22 (αL),
2 0 dx1 2
where the first term corresponds to the strain energy stored in the beam, and the second represents that
stored in the spring. The stiffness matrix is now K = K b + K s , where K b is associated with the strain
energy of the beam and Ks with that stored in the spring. Matrix K b is given by eq. (4.45), and the strain
energy in the spring gives rise to K s
1 1 1 1
k ū22 (αL) = k(H T (αL)q)T (H T (αL)q) = q T H(αL)kH T (αL) q = q T K s q.

2 2 2 2
Several examples will now be used to illustrate the formal solution procedure for beams under trans-
verse loading.
Example 4.6. Simply supported beam with two elastic spring supports
A simply supported beam of span L is also supported by two spring of stiffness constant k located at
stations x1 = αL and (1 − α)L, and is subjected to a uniform transverse loading p0 , as depicted in
fig. 4.19. Find the transverse displacement, bending moment, and shear force fields using the principle of
minimum total potential energy.
The system under consideration consists of an elastic beam and two elastic spring. The strain energy
for the springs is As = 1/2 kū22 (αL) + 1/2 kū22 [(1 − α)L]. The strain energy for the entire system is then
the sum to the strain energies for the various components of the system
2
1 L c d2 ū2

1 1
Z
A= H33 2
dx1 + kū22 (αL) + kū22 ((1 − α)L),
2 0 dx1 2 2
-
i2 p0
-
i1
k k
αL αL
Figure 4.19: Simply supported beam with two elastic spring supports.
where the first term is the strain energy stored in the bending deformation of the beam.
Next, the displacement interpolation array is selected as
T
H = sin πη, sin 3πη, sin 5πη ,
where η = x1 /L is a non-dimensional span variable. The shape functions each satisfy the geometric
boundary conditions hi (0) = hi (1) = 0.
The corresponding strain interpolation array becomes
π2 2 2
T
B=− sin πη, 3 sin 3πη, 5 sin 5πη .
L2
and the stiffness matrix for the beam is then
 
c 1 c 4 1 0 0
H33 H33 π
Z
Kb = B(η)B T (η) dη =  0 34 0  (4.47)
L3 2L3
0 0 0 54
The stiffness matrix associated with the springs is
K s = k H(α) H T (α) + k H(1 − α) H T (1 − α)

sin2 πα
 
sin πα sin 3πα sin πα sin 5πα
= 2k sin 3πα sin πα sin2 3πα sin 3πα sin 5πα .
sin 5πα sin πα sin 5πα sin 3πα sin2 5πα
Finally, the stiffness matrix for the entire structure, K = K b + K s , becomes
π 4 /2 + 2k̄ sin2 πα
 
c 2k̄ sin πα sin 3πα 2k̄ sin πα sin 5πα
H33  2k̄ sin 3πα sin πα 34 π 4 /2 + 2k̄ sin2 3πα 2k̄ sin 3πα sin 5πα  ,
K=
L3
2k̄ sin 5πα sin πα 2k̄ sin 5πα sin 3πα 54 π 4 /2 + 2k̄ sin2 5πα
where k̄ = kL3 /H33

c
is the non-dimensional spring stiffness constant.
Next, the load array associated with the uniform transverse load is computed as
Z 1
2p0 L T
Q = p0 L H(η) dη = 1, 1/3, 1/5 .
0 π
The solution of this problem is obtained by solving the linear set of equations K q = Q to find the
solution array. This step is most easily performed numerically because the inversion of the 3 × 3 stiffness
matrix is a rather arduous task to do by hand.
T
If a single shape function is selected, i.e., if H = sin πη , then q and Q contain only a single term
and K is a 1 × 1 matrix leading to
p0 L4 2
q1 = .
H33 π(π /2 + 2k̄ sin2 πα)
c 4
The exact solution [1] of the problem is

(
p0 L4 η 4 − (2 − p̄) η 3 + [1 − 3p̄(α − α2 )] η, 0 ≤ η ≤ α,
ū2 (η) = c 4 3 2 3
(4.48)
24H33 η − 2η + 3αp̄ η + (1 − 3αp̄) η + α p̄, α < η ≤ 1/2,
where p̄ = k̄(α4 −2α3 +α)/[6+ k̄(3α2 −4α3 )] is the non-dimensional load fraction. The bending moment
distribution then becomes
(
p0 L2 η 2 − (1 − p̄/2) η, 0 ≤ η ≤ α,
M3 (η) = (4.49)
2 η 2 − η + αp̄/2, α < η ≤ 1/2.
Finally, the shear force distribution is obtained

(
p0 L 2η − (1 − p̄/2), 0 ≤ η ≤ α,
V2 (η) = (4.50)
2 2η − 1, α < η ≤ 1/2.
This exact solution will now be compared with this approximate solution. Three cases, denoted
T
cases 1, 2, and 3 correspond to the following displacement interpolation arrays: H = sin πη ,
T T
H = sin πη, sin 3πη , and H = sin πη, sin 3πη, sin 5πη , respectively.
c
Figure 4.20 shows the non-dimensional transverse displacement ū2 H33 /(p0 L4 ) for the exact and ap-
proximate solutions with the following choice of the parameters: α = 0.3 and k̄ = 104 . Due to the
symmetry of the problem, the solution is presented over a half-span only. Excellent correlation is ob-
served between the exact and approximate solutions. At the scale of the figure, the predictions for cases
2 and 3 are in close agreement with the exact solution. Table 4.2 quantifies the observed errors for the
various approximations.
-4
x 10
1.4
1.2
1
u Hc / (p L 4)
0.8
0
33
0.6
2
0.4
0.2
0
0 0.1 0.2 0.3 0.4 0.5
η
c
Figure 4.20: Transverse displacement ū2 H33 /(p0 L4 ) for the exact and approximate solutions versus non-
dimensional span. Exact solution: solid line; approximate solution case 1: dashed line, case 2: dash-dotted
line, case 3: dotted line.
The exact distribution of bending moment is given by eq. (4.49), and fig. 4.21 depicts the non-
dimensional bending moment M3 /(p0 L2 ) for the various solutions. Note that the exact solution presents
a cusp at η = 0.3. This feature is not reproduced by the approximate solutions that consist of a sum
of smooth functions. As the number of degrees of freedom increases, the quality of the approximation
improves, as detailed in table 4.2. The errors in bending moment predictions are much larger than those
observed for the transverse displacements.
Finally, fig. 4.22 shows the non-dimensional shear force V2 /(p0 L) for the exact solution, eq. (4.50),
and the approximate solutions. The exact shear force distribution presents a discontinuity at η = 0.3
Table 4.2: Comparison of the exact and approximate solutions.

Exact Case 1 Case 2 Case 3
solution error error error
−05
Transverse displacement [10 ]
η = 0.15 5.6351 3.9% -0.50% -0.050%
η = 0.30 3.9068 0.03% 0.003% 0.0001%
η = 0.45 11.882 -2.6% -0.3% -0.08%
Bending moment [10−03 ]
η = 0.15 -5.1476 -1.9% -7.5% 3.6%
η = 0.30 12.205 -42.% -19.% -14.%
η = 0.45 -6.5452 6.1% -3.6% 2.4%
−02
Shearing force [10 ]
η = 0.15 -4.0683 64.% -4.9% 5.7%
η = 0.30 0.9320 -160.% 14.% 35.%
η = 0.45 5.000 95.% 6.9% 9.75%
η η
Figure 4.21: Bending moment M3 /(p0 L2 ) for Figure 4.22: Shear force V2 /(p0 L) for the exact
the exact and approximate solutions versus non- and approximate solutions versus non-dimensional
dimensional span. Exact solution: solid line; ap- span. Exact solution: solid line; approximate solu-
proximate solution case 1: dashed line, case 2: tion case 1: dashed line, case 2: dash-dotted line,
dash-dotted line, case 3: dotted line. case 3: dotted line.
corresponding to the concentrated force the spring applies to the beam. Here again, this feature cannot
be reproduced by the approximate solutions that consist of a sum of smooth functions. As the number of
degrees of freedom increases, the approximate solution converges to shear force value corresponding to
the average of the exact shear forces to the left and right of the discontinuity. This convergence, however,
is quite slow, as detailed in table 4.2. The larger errors observed in the predictions of bending moments
and shear forces are expected since these quantities are obtained from higher order derivatives of the
approximate displacement field.
Example 4.7. Simply supported beam on an elastic foundation

Consider a simply supported beam of length L subjected to a uniform transverse load p0 and supported
by an elastic foundation of distributed stiffness constant k, as depicted in fig. 4.23. Find the transverse
displacement, bending moment, and shear force fields using the principle of minimum total potential
energy.
-
i2 p0
-
i1
Elastic foundation k
L
Figure 4.23: Simply supported beam on an elastic foundation.
The strain energy for the complete system is

2 2
1 L c
Z L
d ū2 1
Z
A = Ab + Aef = H33 dx1 + kū22 (x1 ) dx1 .
2 0 dx21 2 0
where the first term is the strain energy in the beam due to bending, and the second term is the strain
energy in the elastic foundation.
T
Here again, the displacement interpolation array is selected as H = sin πη, sin 3πη, sin 5πη , where
η is the non-dimensional variable along the beam’s span. Note that each of the shape functions satisfies the
geometric boundary conditions, hi (0) = hi (1) = 0. The corresponding strain interpolation array becomes
T
B = −π 2 sin πη, 32 sin 3πη, 52 sin 5πη .

The beam’s stiffness matrix is identical to that found in the previous example, see eq. (4.47), and the
stiffness matrix associated with the elastic foundation is
 
Z L Z 1 1 0 0
kL 
K ef = k(H T q)T (H T q)dx1 = kL H(η)H T (η) dη = 0 1 0 .
0 0 2
0 0 1
The stiffness matrix for the entire structure is now
 4 
c π + k̄ 0 0
H 1
K = K b + K ef = 33 3
0 34 π 4 + k̄ 0 ,
L 2 4 4
0 0 5 π + k̄
where k̄ = kL4 /H33 c

is the non-dimensional stiffness constant of the elastic foundation and expresses this
relative to the bending stiffness.
Next, the load array associated with the uniform transverse load is found as
Z 1
2p0 L T
Q = p0 L H(η) dη = 1, 1/3, 1/5 .
0 π
The solution of the problem is then obtained by solving the linear set of equations K q = Q. The
solution for the transverse displacement is
4 p0 L4 sin πη

sin 3πη sin 5πη
ū2 (η) = c
+ + .
π H33 π 4 + k̄ 3(34 π 4 + k̄) 5(54 π 4 + k̄)
The exact solution [1] of the problem is
p0 L4 1
ū2 = c
[1 − b1 (βη)] − B̄ [sin β b2 (βη) − sinh β b3 (βη)] , (4.51)
H33 k̄
where β 4 = kL4 /(4H33 c
), B̄ = (cosh β − cos β)/(sin2 β + sinh2 β)), and the following transcendental
functions were defined, b1 (βη) = cosh βη cos βη, b2 (βη) = cosh βη sin βη, b3 (βη) = sinh βη cos βη, and
b4 (βη) = sinh βη sin βη. The bending moment distribution is now
2β 2
M3 = p0 L2

b4 (βη) − B̄ [sinh β b2 (βη) + sin β b3 (βη)] . (4.52)
k̄
-4 -3
x 10 x 10
1.4 1
1.2
0
1
u Hc / (p L 4)
M / (p L )
-1
2
0.8
0
0
33
0.6
3
-2
2
0.4
-3
0.2
0 -4
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
η η
Figure 4.24: Transverse displacement Figure 4.25: Bending moment M3 /(p0 L2 ) for
c 4
ū2 H33 /(p0 L ) for the exact and approximate the exact and approximate solutions versus non-
solutions versus non-dimensional span. Exact dimensional span. Exact solution: solid line; ap-
solution: solid line; approximate solution case 1: proximate solution case 1: dashed line, case 2:
dashed line, case 2: dash-dotted line. dash-dotted line.
The exact solution of the problem, given by eq. (4.51), will now be compared with the above
approximate solution. Case 1 and 2, corresponding to the displacement interpolation arrays H =
T T
sin πη, sin 3πη , and H = sin πη, sin 3πη, sin 5πη , respectively, will be examined. Figure 4.24
c
shows the non-dimensional transverse displacement, ū2 H33 /(p0 L4 ), for the exact and approximate solu-
3
tions when k̄ = 8 × 10 . Good correlation is observed and quantitative results are listed in table 4.3.
Table 4.3: Comparison of the exact and approximate solutions.

Exact Case 1 Case 2
solution error error
Transverse displacement
η = 0.50 1.3364 × 10−4 -2.3% 0.4%
Bending moment
η = 0.10 −3.5381 × 10−3 -32.% -6.4%
The exact distribution of bending moment is given by eq. (4.52), and fig. 4.25 depicts the non-
dimensional bending moment, M3 /(p0 L2 ), for the various solutions. Here again, the errors in bending
moment predictions are much larger than those observed for those of the transverse displacement. As the
number of degrees of freedom increases, the quality of the approximation improves, as shown in table 4.3.
4.6 Vibration of beams: an energy approach

The analysis of the static behavior of beams based on Euler-Bernoulli assumption can be found in numer-
ous textbooks [1]. The classical formulation of the problem results in ordinary differential equations that
can be solved to find the deflection of the beam under a known set of loads. In view of the difficulties
associated with the solutions of these differential equations, an alternative approach was developed: the
energy approach. A general solution procedure was developed in section 4.5.2 based on the principle of
minimum total potential energy.
The analysis of the dynamic behavior of beams was developed in the previous sections and leads to
partial differential equations in space and time. The determination of the natural vibration frequencies of
4.6. VIBRATION OF BEAMS: AN ENERGY APPROACH 97
beams hinges upon the solution of the frequency equation, a transcendental equation. Clearly, the solution
of dynamic problems is even more complex than that of static problems. Hence it is desirable to develop
an alternative approach based on energy considerations. In section 4.6.1, a general procedure is developed
to obtain the approximate dynamic equations of motion of elastic structures based on an energy approach.
When no external forces are applied on the structure, these approximate dynamic equations of motion are
shown in section 4.6.2 to lead to an eigenproblem for the determination of the natural vibration frequencies
and associated eigenmode shapes.
4.6.1 Dynamic equations of motion

Consider beam bending problem where the structure is subjected to a time dependent transverse loading
distribution p2 (x1 , t). The first step in the dynamic analysis of this problem is to assume a specific form of
the transverse displacement field
N
X
ū2 (x1 , t) = hi (x1 ) qi (t). (4.53)
i=1
In this expression, qi (t) are unknown functions of time, often called generalized coordinates, or modal par-
ticipation factors. Equation (4.53) should be compared with its counterpart for static problems, eq. (4.30).
The only difference is that the generalized coordinates now become functions of time. The known func-
tions, hi (x1 ), are a set of arbitrary functions called shape functions that each satisfy the geometric bound-
ary conditions of the problem. Polynomial or transcendental functions can be used as shape function as
long as they form a set of linearly independent functions that satisfy the geometric boundary conditions.
Expression (4.53) represents an approximation to the problem: the solution is assumed to consists of the
linear combination of a finite number N of shape functions, the magnitude of each participation factor
indicates how much the corresponding shape function contributes to the final solution at a particular in-
stant. For the exact solution, ū2 (x1 , t) must be determined at each x1 ∈ [0, L], i.e., at an infinite number of
points; the solution is said to present an infinite number of degrees of freedom. Clearly, assumption (4.53)
reduces the number of degrees of freedom from infinity to N.
The strain energy stored in the structure can now be evaluated following the procedure outlined in
section 4.5.2 to lead to the following expression, see eq. (4.35),
1 T
A= q (t)K q(t), (4.54)
2
where the stiffness matrix is given by eqs. (4.36) or (4.45) for the axial or transverse deformation of beams,
respectively. The stiffness matrix is time independent, and identical to that derived for static problems. The
time dependency of the strain energy come from the fact that the generalized coordinates, q(t), are now
time dependent. The work done by the externally applied forces is also evaluated following the procedure
outlined in section 4.5.2, leading the following expression,
Φ = −q T (t) Q(t). (4.55)
The load vector, Q(t), is a function of time since the externally applied forces, p2 (x1 , t), are time depen-
dent.
When dealing with dynamic problems, another form of energy comes into play: the energy associated
with the motion of mass particles, the kinetic energy. If m is the mass per unit span of the beam, m dx1
is the mass of an infinitesimal slice of the beam. The kinetic energy of this mass element is 1/2 m dx1 v 2 ,
where v is the velocity of the particle. For transverse motions of the beam, this velocity is dū2 /dt, and the
total kinetic energy is then found by integrating over the beam span to find
2
1 L

dū2
Z
K= m dx1 . (4.56)
2 0 dt
The velocity field for the beam is readily obtained by taking a time derivative of eq. (4.53) to find
N
dū2 X
= hi (x1 ) q̇i (t). (4.57)
dt i=1
where notation (·)· indicated a derivative with respect to time. It is convenient to introduce here the
displacement interpolation matrix H(x1 ) defined by eq. (4.32). The velocity field then becomes dū2 /dt =
H T (x1 ) q̇(t). The kinetic energy of the structure is now evaluated as
L Z L
1 1
Z
T T
K= m q̇ H H q̇ dx1 = q̇ T
T
m H H dx1 q̇.
2 0 2 0
Clearly, the array of generalized velocities, q̇, was extracted from the spatial integrals. The mass matrix of
the beam is now defined as the following N × N matrix of coefficients
Z L
M= m H H T dx1 . (4.58)
0
Note that for a given choice of the shape function, the mass matrix is an array of coefficients that can be
obtained by integration along the beam’s span. Each entry of the matrix can be viewed as an average of
the mass distribution weighted by products the assumed displacements. With this definition, the kinetic
energy of the structure can be written in a compact form as
1 T
K= q̇ (t)M q̇(t). (4.59)
2
The governing equations of motion of the problem will be obtained from Hamilton’s principle [1].
This principle states that a system is in dynamic equilibrium if the following functional
Z
(K − A − Φ) dt, (4.60)
t
is stationary with respect to all arbitrary choices of the generalized coordinates.

Principle 4.1 (Hamilton’s Principle). A system is in dynamic equilibrium if functional (4.60) is stationary
with respect to all arbitrary choices of the generalized coordinates.
Introducing eqs.(4.59), (4.54), and (4.55) into the functional, and invoking Hamilton’s principle then
leads to
1 T 1 T
Z Z
δ ( q̇ M q̇ − q K q + q Q) dt = (δ q̇ T M q̇ − δqT K q + δq T Q) dt = 0.
T
(4.61)
t 2 2 t
The first term under the integral is integrated by parts to find

Z
δq T (−M q̈ − K q + Q) dt = 0. (4.62)
t
Hamilton’s principle implies that this integral must vanish for all arbitrary choices of the generalized
coordinates δq. This, in turn, requires the vanishing of the term in the parentheses,
M q̈(t) + K q(t) = Q(t). (4.63)
When restated as −M q̈(t) − K q(t) + Q(t) = 0, this equation is easily understood as a statement of
dynamic equilibrium. The first term of this equation, −M q̈(t), (mass × acceleration) represents the
inertial forces acting on the system, the second term , −K q(t), (stiffness × displacement) represents the
elastic forces and the last term represents the externally applied loads. The dynamic equations of motion,
eqs. (4.63), are simply a statement of D’Alembert’s principle.
The governing equations of motion, eqs. (4.63), form a set of ordinary differential equations in time
for the unknown generalized coordinates q(t). Since the stiffness and mass matrices are constant, the
governing equations are ordinary differential equations with constant coefficients. This contrasts with the
classical approach developed in section 4.4 that led to partial differential equations in space and time. In
the energy approach, the spatial dependency of the solution is assumed at the onset of the analysis, see
eq. (4.53). The evaluation of the strain energy leads to the stiffness matrix the entries of which are av-
erages of the stiffness distribution of the structure, weighted by products of the strains derived from the
assumed shape functions, see eqs. (4.36) or (4.45). Note that variable axial or bending stiffness distribu-
tions are easily accommodated. The evaluation of the kinetic energy leads to the mass matrix the entries
of which are averages of the mass distribution of the structure, weighted by products of the the assumed
displacement functions, see eq. (4.58). Note that variable mass distributions are easily accommodated.
4.6.2 The homogeneous problem

At first, the solution of the problem is sought in the absence of externally applied loads, i.e., when
p2 (x1 , t) = 0. The governing equations of motion, eqs. (4.63), now become
M q̈(t) + K q(t) = 0. (4.64)
Because the procedure described in section 4.6.1 approximates continuous systems by a finite number of
degrees of freedom, it is not unexpected that the governing equations, eqs. (4.64), becomes identical to
those derived for multi degrees of freedom systems in chapter 2, see eqs. (2.7).
Consequently, the solution procedures for eqs. (4.64) are identical to those developed in chapter 2. For
instance, the frequency equation is given by eq. (2.19), and the eigenproblem is given by eq. (2.21), which
is written here as
K − ωr2 M q̂ (r) = 0.

(4.65)
The N eigenvectors provide an approximation to the natural vibration mode shapes as û2i (x1 ) =
H T (x1 ) q̂ (i) , i = 1, 2, · · · , N.
It is interesting to note that the differential equation approach leads to an infinite spectrum of natural
frequencies, see eq. (4.19). The approximation inherent to the energy approach, eq. (4.53), implies that
the deformation of the structure is represented by N shape functions only, or N degrees of freedom.
This contrasts with the exact solution of the problem, that possesses an infinite number of deformation
modes, or degrees of freedom. Consequently, the infinite spectrum of natural frequencies of the structure
is truncated to a finite spectrum in the approximate solution.
The general procedure for the determination of the natural vibration frequencies of a structure using
the energy approach can be summarized by the following steps.
1. Select a set of N shapes functions hi (x1 ) that satisfy the geometric boundary conditions. Construct
the corresponding displacement and strain interpolation matrices, H(x1 ) and B(x1 ), respectively.
2. Compute the strain energy of the structure, leading to the N × N stiffness matrix K.
3. Compute the kinetic energy of the structure, leading to the N × N mass matrix M .
4. Solve the eigenproblem expressed by eq. (4.65) to find the eigenvalues, ωr , and corresponding eigen-
vectors, q̂ (r) .
5. The corresponding vibration mode shapes are û2i (x1 ) = H T (x1 ) q̂(i) .
From a mathematical stand point, this procedure involves the following types of operation: integrations
over the structure for evaluating the stiffness and mass matrices, and the solution of an eigenproblem of size
N. Of course, the process become increasingly tedious as the number of degrees of freedom increases.
All the required operations, however, are easily performed on a computer using numerical integration
procedures for the evaluation of the stiffness and mass matrices, and standard linear algebra software
packages for all remaining operations.
Example 4.8. Simply-supported beam
The determination of the natural vibration frequencies of a simply supported beam was considered in
section 4.4 using the differential equation approach. The same problem will be solved here using an
energy approach. Following the general procedure described in the previous section, an approximate
solution is selected as
πx1 2πx1
ū2 (x1 , t) = sin q1 (t) + sin q2 (t).
L L
Note that each selected shape function does satisfy the geometric boundary conditions of the prob-
lem: ū2 (x1 , t) = 0 at x1 = 0 and L. With these assumptions, the displacement interpola-
matrix becomes H T = sin πx1 /L, sin 2πx1 /L , and the strain interpolation matrix is B T =

tion
−π 2 sin πx1 /L, 22 sin 2πx1 /L /L2 . The stiffness and mass matrices are now
c 4

H33 π 1 0 mL 1 0
K= , and M = ,
2L3 0 24 2 0 1
respectively. The approximate frequency equation is
 c 4
H33 π 2 mL

3
−ω 0
det(K − ω 2 M ) = det  2L 2  = 0.
 
c 4
H33 π 2 mL
0 16 −ω
2L3 2
p
This p leads to the following two natural vibration frequencies ω1 = π 2 H33 c
/(mL4 ) and ω2 =
(2π)2 H33 c
/(mL4 ), and associated vibration mode shapes ū21 = q̂1 sin πx1 /L and ū22 = q̂2 sin 2πx1 /L.
q̂1 and q̂2 are the arbitrary amplitudes of the vibration mode shapes. It should be noted that these two fre-
quencies are identical to the first two frequencies obtained from the classical approach, see eq. (4.19). This
is due to the fact that exact vibration mode shapes, see eq. (4.20), were used as assumed displacements.
Of course, the infinite spectrum of frequencies obtained from the classical approach was truncated to two
frequencies only in the energy approach. If more degrees of freedom had be used in the assumed solution,
more natural frequencies would have been obtained.
Example 4.9. Bi-cantilevered beam
Consider the bi-cantilevered beam of length L depicted in fig. 4.8. The determination of the natural
vibration frequencies of this structure starts with the following assumed solution
N
X
ū2 (x1 , t) = hn (x1 ) qn (t).
n=1
A set of shape functions that is appropriate for the bi-cantilevered is

1
hn (η) = [cos(n − 1)πη − cos(n + 1)πη],
2
where the non-dimensional span variable is η = x1 /L. Note that each shape function satisfies the geo-
metric boundary conditions: vanishing displacements at the end points of the beam, hn (0) = hn (1) = 0,
and vanishing slope at the same points, h′n (0) = h′n (1) = 0. The notation (.)′ indicates a derivative with
respect to η. Given these shape functions, the displacement and strain interpolation matrices can be found.
Evaluation of the strain energy of the system leads to the following stiffness matrix
0 + 24 −24
 
0 0 0
c 4 
 0 14 + 34 0 −34 0 
H33 π  4 4 4

4 
K= −2 0 2 + 4 0 −4 ,
8L3   4 4 4
0 −3 0 3 +5 0 
0 0 −44 0 44 + 64
for N = 5. Matrices for larger values of N can be obtained by inspection. Evaluation of the kinetic energy
yields the mass matrix  
3 0 −1 0 0
0 2 0 −1 0 
mL  
M=  −1 0 2 0 −1 .
8  0 −1 0

2 0
0 0 −1 0 2
Here again, mass matrices for larger values of N are readily obtained by inspection. The approximate
frequency equation writes det(K − ω 2 M ) = 0. For N = 1, the first non-dimensional natural vibration
√
frequency is found to be ω̄approx = (2π)2 / 3 = 22.79. This compares well with the exact frequency
reported in table 4.1: ω̄exact = 22.37. A more accurate solution, ω̄approx = 22.47, is obtained if three
terms are used in the assumed solution. For large values of N, it is preferable formulate the following
eigenproblem D q̂ = λ q̂, where D = K −1 M. The lowest natural frequency is then approximated by
2
the highest eigenvalue of D, ωlow = 1/λhi . Figure 4.26 shows the error e in the predicted frequency
(e = (ω̄approx − ω̄exact )/ω̄exact ) as a function of N. Clearly, a fast convergence is observed as N increases.
It is interesting to note that the energy formulation naturally splits into symmetric and antisymmetric
vibration modes. Indeed, the selected mode shapes correspond to symmetric or anti-symmetric motions of
the beam for odd or even values of n, respectively. Consequently, stiffness and mass matrices correspond-
ing to the sole odd values of n will yield the natural frequencies for the symmetric vibration mode shapes;
the matrices corresponding to the sole even values of n will then lead to the natural frequencies for the
anti-symmetric vibration mode shapes. The two sub problems are more easily solved than the combined
problem.
−2
10
−3
10
LOG OF ERROR
−4
10
−5
10
0 1 2
10 10 10
LOG OF NUMBER OF DOF
Figure 4.26: Error in predicted frequency, e = (ω̄approx − ω̄exact )/ω̄exact versus the number of degrees of
freedom, N.
Example 4.10. Simply supported beam with mid-span mass

Consider the simply supported beam of length L with a mid-span mass of mass M and moment of inertia
Ip , as depicted in fig. 4.11. Due to the symmetry of the problem with respect to the center of the beam,
the structure will feature symmetric and anti-symmetric modes of vibration. The determination of the
symmetric natural vibration frequencies starts with the following assumed solution
N
X (2n − 1)πx1
ū2 (x1 , t) = sin qn (t).
n=1
L
Note that all assumed shape functions are symmetric with respect to the beam mid-point, and hence, the
assumed solution will lead to the symmetric vibration mode shapes of the structure. The displacement
and strain interpolation matrices are now readily constructed, and the evaluation of the strain energy of the
structure leads to the following stiffness matrix
 4 
1 0 0 0
c 4 
H33 π  0 34 0 0 
K= ,
2L3  0 0 54 0 
0 0 0 74
for N = 4. Matrices for larger values of N can be obtained by inspection.

The kinetic energy of the system writes
L 2 2
1 dū2 1 dū2 (L/2)
Z
K= m dx1 + M ,
2 0 dt 2 dt
where the first term represents the kinetic energy associated with the distributed mass m of the beam, and
the second term accounts that associated with the translational motion of the concentrated mid-span mass
M. Next, the displacement interpolation matrix is introduced to find
Z L
1 T 1
m H(x1 )H (x1 ) dx1 q̇ + q̇ T M H(L/2)H T (L/2) q̇.
T

K = q̇
2 0 2
After integration over the beam span, the mass matrix of the system is found as
 
1 + 2β −2β 2β −2β
mL   −2β 1 + 2β −2β 2β 
M= ,
2  2β −2β 1 + 2β −2β 
−2β 2β −2β 1 + 2β
where β = M/ml is the non-dimensional mass of the concentrated mass. Here again, mass matrices for
larger values of N are readily obtained by inspection.
The approximate frequency equation now writes det(K − ω 2 M ) = 0. For N = 1, the first non-
√
dimensional natural vibration frequency is found to be ω̄approx = π 2 / 1 + 2β. When β = 0, the lowest
natural frequency of a simply supported beam, ω̄ = π 2 , is recovered (see table 4.1), whereas for β = ∞,
the lowest natural frequency decreases to zero, as should be expected in the presence of an infinite mass.
Figure 4.12 shows the three lowest natural frequencies of the beam as a function of β, for N = 3. Both
exact and approximate frequencies are reported. Note the excellent correlation between the exact lowest
frequencies and their approximate counterparts, for the entire range of β values. Good correlation is still
observed for the second frequency, whereas more significant discrepancies appear for the predictions of the
third frequency. Note that the approximate predictions overestimate the actual values of the frequencies.
This should be expected since the assumed displacement field decreases the total number of deformation
modes of the structure from infinity to N. By limiting its deformation modes, the approximate representa-
tion of the structure appear stiffer than it actually is, and hence, its frequencies are higher than their exact
counterparts.
Fig. 4.13 shows the three natural vibration mode shapes corresponding to the three lowest lowest
natural frequencies of the system, when β = 1. Both exact and approximate mode shapes are reported.
Excellent correlation is found for the mode shape corresponding to the lowest frequency. Increasing levels
of error are observed for the mode shapes associated with higher frequencies. This behavior is similar
to that observed with natural frequencies. Clearly, it is increasingly difficult to predict the mode shapes
associated with increasingly higher natural vibration frequencies.
Next, the anti-symmetric behavior of the system is investigated by using the following assumed solu-
tion
N
X 2nπx1
ū2 (x1 , t) = sin qn (t).
n=1
L
Note that all assumed shape functions are anti-symmetric with respect to the beam mid-point, and hence,
this assumed solution will lead to the anti-symmetric vibration mode shapes of the structure. The dis-
placement and strain interpolation matrices are now readily constructed. The following stiffness matrix is
found  4 
2 0 0 0
c 4 
H33 π  0 44 0 0 
K= ,
2L3  0 0 64 0 
0 0 0 84
for N = 4. Matrices for larger values of N can be obtained by inspection.
The kinetic energy of the system writes
L 2 2
1 dū2 1 d dū2 (L/2)
Z
K= m dx1 + Ip ,
2 0 dt 2 dt dx1
where the first term represents the kinetic energy associated with the distributed mass m of the beam,
and the second term accounts that associated with the rocking motion of the concentrated mid-span mass
possessing a moment of inertia Ip . Next, the displacement interpolation matrix is introduced to find
Z L
1 T 1 T
K = q̇ T q̇ Ip H ′ (L/2)H ′T (L/2) q̇.

m H(x1 )H (x1 ) dx1 q̇ +
2 0 2
After integration over the beam span, the mass matrix of the system is found as
1 + 4 · 2π 2 γ −8 · 2π 2 γ 12 · 2π 2 γ −16 · 2π 2 γ
 
2 2 2
mL   −8 · 2π 2γ 1 + 16 · 2π2 γ −24 · 2π γ2 32 · 2π 2 γ 
M= ,
2  12 · 2π γ −24 · 2π γ 1 + 36 · 2π γ −48 · 2π 2 γ 
−16 · 2π 2 γ 32 · 2π 2 γ −48 · 2π 2 γ 1 + 64 · 2π 2 γ
where γ = Ip /ml is the non-dimensional polar moment of inertia of the concentrated mass. Here again,
mass matrices for larger values of N are readily obtained by inspection.
The approximate frequency equation now writes det(K − ω 2 M) = 0.pFor N = 1, the first non-
dimensional natural vibration frequency is found to be ω̄approx = (2π)2 / 1 + 8π 2 γ. When γ = 0,
the lowest anti-symmetric natural frequency of a simply supported beam, ω̄ = (2π)2 , is recovered (see
table 4.1), whereas for γ = ∞, the lowest natural frequency decreases to zero, as should be expected in
the presence of an infinite moment of inertia. Figure 4.14 shows the three lowest natural frequencies of
the beam as a function of γ, for N = 3. Both exact and approximate frequencies are reported. Here again,
excellent correlation is observed between the exact frequencies and their approximate counterparts, for the
entire range of γ values. As was the case for the symmetric modes, the accuracy of the predictions based
on the energy method becomes poorer for the higher vibration frequencies
4.6.3 Problems
Problem 4.9. Cantilevered beam with a tip mass
Consider the cantilevered beam of length L with a tip mass M, as depicted in fig. 4.1. The beam has a
c
uniform bending stiffness H33 and mass per unit span m. (1) Find the natural frequencies and mode shapes
of the system. Use the following non-dimensional mass parameter β = M/(mL). (2) Check your results
for β = 0 and β → ∞; use the results listed in table 4.1. (3) Solve the same problem using an energy
approach with the following assumed displacement mode ū2 (η, t) = (η 4 − 4η 3 + 6η 2 ) a(t). Compare your
results with the exact frequencies obtained earlier. Quantify the error for β = 0 and 1. (4) On the same
graph, plot the lowest natural frequency as a function of β for both exact and approximate solutions. Use
a log scale, β ∈ [10−03 , 10+03 ].
Problem 4.10. Simply supported beam with spring and concentrated mass
The simply supported beam of span L depicted in fig. 4.27 features a spring of elastic constant h at
x1 = L/3 and a concentrated mass M at x1 = 2L/3. Estimate the lowest natural frequency of the system
using an energy approach with the following assumed displacement
πx1 2πx1 3πx1

ū2 (x1 , t) = q1 (t) sin + q2 (t) sin + q3 (t) sin .
L L L
It will be convenient to express your answer in term of the reduced spring constant h∗ = hL3 /H33
c
and
reduced mass M ∗ = M/mL.
- -
i2 i2
L/2 L/2 -
L/3 L/3 L/3 - i1
i1
h M h h
Figure 4.27: Simply supported beam with spring Figure 4.28: Rotor shaft supported on two end
and concentrated mass. bearing.
Problem 4.11. Rotor shaft supported on two end bearing

Consider a rotor shaft of length L simply supported on two end bearings, as depicted in fig. 4.28. The
stiffness of the bearings is represented by springs with stiffness constants h. Let η = x1 /L and h∗ =
hL3 /H33 c
. (1) Find the natural frequencies of the system based on Euler-Bernoulli beam theory. (2) Check
your results for h∗ = 0 and h∗ → ∞; compare with the results listed in table 4.1. (3) Find an approximate
solution of the problem using the following assumed modes: ū2 (x1 , t) = a1 (t) + a2 (t)η + a3 (t) cos πη +
a4 (t) sin 2πη. (4) Compare the exact and approximate solutions for h∗ = 10. Discuss your results when
h∗ = 0 and h∗ → ∞. On the same graph, plot the lowest symmetric natural frequency as a function of h∗
for both exact and approximate solutions. Plot for the anti-symmetric natural frequency. In both cases, use
a log scale, h∗ ∈ [10−03 , 10+05 ]. Hint: For both exact and approximate solutions, the problem splits into
two separate parts: the symmetric and the anti-symmetric modes. This will ease the algebra considerably.
Problem 4.12. Cantilevered beam with a tip spring

c
Figure 4.17 depicts a uniform cantilevered beam of length L, bending stiffness H33 , and mass per unit span
m. A spring of stiffness constant h is connected to the beam’s tip. (1) Find the exact frequency equation for
this problem. Show that the natural frequencies depend on the non-dimensional parameter h∗ = hL3 /H33 c
.
∗
(2) Discuss the meaning of your results when h = 0 and ∞. (3) Find the natural frequency of the same
system using an energy approach with the following assumed mode ū2 = a(t)(η 4 − 4η 3 + 6η 2 ), where
η = x1 /L is the non-dimensional span along the beam. (4) Plot the exact and approximate frequencies for
h∗ ∈ [0, 10].
-
i2
-
i1
L/4 M 3L/4
Figure 4.29: Cantilevered wing with quarter span

nacelle.
Problem 4.13. Cantilevered wing with quarter span nacelle

The aircraft wing shown in fig. 4.29 above is clamped at the root and support an engine nacelle of mass
c
M at quarter span. The wing is tapered in such a way that both bending stiffness, H33 (η),and mass per
c
unit span, m(η), are linearly distributed along the wing span, i.e., H33 = I0 (1 − η/2); m = m0 (1 − η/2);
M = m0 L, where L is the span of the wing, and η = x1 /L. Find the lowest natural bending frequency of
the wing assuming ū2 (η, t) = η 2 a1 (t) + (η 2 − η 3 ) a2 (t).
Problem 4.14. Simply supported beam with axial force

Consider a simply supported beam of span L subjected to a large axial load P that can be tensile of
compressive. Use an energy approach to compute the lowest natural frequency of the system with the
following assumed modes ū2 (x1 , t) = a1 (t) sin πx1 /L + a2 (t) sin 2πx1 /L. Plot the non-dimensional
natural frequencies ω1 /ωEuler1 and ω2 /ωEuler2 versus the non-dimensional axial load P/PEuler ∈ [−1, 8],
where P is taken positive in tension. What happen to the lowest natural frequency when P/PEuler = −1?
ωEuler1 and ωEuler1 are the two lowest natural frequencies of the beam when P = 0, and PEuler the lowest
buckling load of the system.
Problem 4.15. Beam in non uniform torsion

Study the effect of nonuniform torsion, on the torsional vibrations of a cantilevered beam of length L.
Use an energy approach with the following assumed mode shape Φ1 (x1 , t) = q1 (t) (1 − cos πx1 /L). The
RL
kinetic energy of the beam is K = 1/2 0 Ip (dΦ1 /dt)2 dx1 , where Ip is the polar moment of inertial of
the cross-section. Express the natural frequency of the system in term of this non-dimensional parameter
k 2 = H11 L2 /Jw that characterizes the importance of the nonuniform torsion phenomenon.
Problem 4.16. Cantilevered rotorcraft blade

c
Consider the uniform, cantilevered rotorcraft blade of bending stiffness H33 and mass per unit span m
rotating at a constant angular velocity Ω about axis ı̄2 , as depicted in fig. 4.30. The rotation of the blade
generates a large centrifugal force that corresponds to a distributed axial load p1 (x1 ) = mΩ2 x1 . (1)
Evaluate the bending natural frequencies of the blade as a function of its angular velocity Ω
Pusing an energy
5
method with the following assumed mode for the transverse displacement field: ū2 (η) = n=1 an (t) η 1+n ,
where η = x1 /L. It will be convenient to use the non-dimensional natural frequency ω̄ 2 = ω 2 mL4 /H33 c
2 2 4 c
and non-dimensional angular velocity Ω̄ = Ω mL /H33 . (2) Plot the lowest natural frequency of the
blade, ω̄1 , as a function of the angular velocity Ω̄ ∈ [0, 25].
Ω
-
i2 -
i1
Figure 4.30: Cantilevered rotorcraft blade.

4.7 The forced problem

The dynamic equation of motion of elastic systems was derived in section 4.6.1 based on an energy for-
mulation of the problem; these equations of motion were shown to take the general form of eqs. (4.63).
In section 4.6.2, the dynamic behavior of elastic systems was investigated in the absence of externally
applied forces. This led to the concept of natural vibration frequencies and associated mode shapes.
A more realistic situation is that of elastic systems subjected to time dependent loading. In this case,
the governing equations of motion, eqs. (4.63), are restated as
M ü(t) + K u(t) = F (t). (4.66)
When written in this form, the governing equations become identical to those developed in chapter 2 for
multi degree of freedom problem. The only difference is one of notation; the generalized coordinates,
q, play the role of the mass displacements, u, and the generalized forces that of the applied forces. The
approximation procedure discussed in section 4.6.1 has eliminated the spatial dependency of the problem,
which is represented in an average fashion by the mass and stiffness matrices that were obtained from the
evaluation of the total kinetic and strain energies of the structure, respectively.
Once the equations of motion characterizing the dynamic response of elastic structures subjected to
time dependent loads have been recast in the form of eqs. (4.66), the solution procedure described in
section 2.3 is directly applicable.
Example 4.11. Simply supported beam under uniform loading

Consider a simply supported beam of length L subjected to a uniformly distributed transverse load pulsat-
ing in time, p2 (x1 , t) = p0 sin Ωt. The beam is initially at rest. In view of the symmetry of the loading, a
symmetric response is expected and the following symmetric shape functions are appropriate
4
X (2i − 1)πx1
ū2 (x1 , t) = qi (t) sin .
i=1
L
The strain and kinetic energies of the structure are readily evaluated and yield the following stiffness
 4 
π 0 0 0
Hc c
H33 1 0 (3π)
4
0 0 
K = 33 K̄ = 4

L3 L3 2  0 0 (5π) 0 
0 0 0 (7π)4
and mass matrices  

1 0 0 0
1 0 1 0 0
M = mL M̄ = mL  
2 0
 0 1 0
0 0 0 1
respectively. Next the work done by the externally applied force is computed to obtain the components of
the load vector as
Z L
(2i − 1)πx1 2
Qi (t) = sin Ωt p0 sin dx1 = p0 L sin Ωt = p0 L Q̄i sin Ωt.
0 L π(2i − 1)
The equations of motion of the system are
d2 q
M + K q = Q(t).
dt2
To easepsubsequent manipulations, the equations are non-dimensionalized using the non-dimensional time
c
τ = t H33 /mL4 and notation (·)· indicates a derivative with respect to τ . The equations of motion
become
p0 L4
M̄ q̈ + K̄ q = c Q̄ sin Ω̄τ,
H33
p
c
where Ω̄ = Ω mL4 /H33 is the non-dimensional excitation frequency.
The mass and stiffness matrices are now used to evaluate the natural frequencies of the system by
following the procedure outline in section 4.6.2. The non-dimensional natural frequencies are found to be
ω̄i = (2i − 1)2 π 2 and the corresponding eigenmodes are
       

 1
 
 0 
 0 
0
 
0 1 0 0
      
q1 = ; q2 = ; q3 = ; q4 = .

 0  0  1 0
   
  
  

0 0 0 1
   
Of course, the solution obtained from this energy approach is exact, since the assumed mode shapes
happen to be the exact mode shapes for a simply supported beam, see section 4.4. The mass normalized
mode shapes are computed next and matrix P , see eq. (2.38), is constructed
 
1 0 0 0
√ 0 1 0 0
P̄ = 2 0 0 1 0 .

0 0 0 1
The modal equations are now readily found as

√
p0 L4 2 2 1
η̈i + ω̄i2 ηi = c sin Ω̄τ.
H33 π 2i − 1
The complete solution consists of the solution of the homogeneous equation and of a particular solution
for the non vanishing right hand side. The integration constants are evaluated from the initial conditions,
η(τ = 0) = 0 and η̇(τ = 0) = 0, to yield
√
p0 L4 2 2 1 sin Ω̄τ − (Ω̄/ω̄i ) sin ω̄i τ
ηi = c 5 5
.
H33 π (2i − 1) 1 − (Ω̄/ω̄i )2
Now that the solution has been obtained in the modal space, the solution in the physical space is obtained
by superposition of the modes to find the transverse displacement field as
c 4
H33 ū2 (η, τ ) 4 X 1 sin Ω̄τ − (Ω̄/ω̄i ) sin ω̄i τ
4
= 5 5
sin(2i − 1)πη, (4.67)
p0 L π i=i (2i − 1) 1 − (Ω̄/ω̄i )2
where η = x1 /L is the non-dimensional span variable. The presence of the denominator 1 − (Ω̄/ω̄i )2
implies large amplitude responses when the excitation frequency is near any one of the natural frequencies
of the structure, Ω̄ → ω̄i . The contribution of the higher frequency modes decreases very rapidly; indeed,
the first mode contribution is weighted by a factor of 1/15 = 1, that of the second mode by 1/35 = 1/243,
that of the third mode by 1/55 = 1/3, 125, etc. The bending moment in the beam is proportional to the
curvature, leading to
4
M3 (η, τ ) 4 X 1 sin Ω̄τ − (Ω̄/ω̄i ) sin ω̄i τ
2
= − 3 3
sin(2i − 1)πη.
p0 L π i=i (2i − 1) 1 − (Ω̄/ω̄i )2
As observed for the displacement field, the contribution of the higher frequency modes decreases very
rapidly; the contributions of the first three modes will be weighted by factors of 1/13 = 1, 1/33 = 9,
and 1/53 = 125. However, it is clear that the contribution of the high frequency modes will be felt more
significantly on the stress resultant than on the displacements.
Fig. 4.31 shows the dynamic response of the beam mid-span transverse displacement and bending
moment for an excitation frequency Ω̄ = 1.0. Since the lowest natural frequency of the beam is ω̄1 =
π 2 , it is clear that Ω̄ ≪ ω̄1 and the response of the system is rather close to its quasi-static response.
The quasi-static response is the response of the system is that obtained by neglecting inertial effects:
c
H33 ū2 (η, τ )/p0L4 = 1/24 (η 4 − 2η 3 + η) sinΩ̄τ . The dynamic response consists of the superposition of
the quasi-static response and small amplitude vibrations at the lowest natural frequency of the beam. A
single term was used in the modal expansion; adding more terms will not significantly alter the results
because the higher frequency modes are not excited.
0.015 1
0.01
0.5
U2(η = 1/2)
U2(η = 1/2)
0.005
0 0
−0.005
−0.5
−0.01
−0.015 −1
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
0.15 10
0.1
5
0.05
M3(η = 1/2)
0 M3(η = 1/2)
0
−0.05
−0.1
−5
−0.15
−0.2 −10
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
τ τ
Figure 4.31: Time history of the beam mid-span Figure 4.32: Time history of the beam mid-span
transverse displacement (top figure) and bending transverse displacement (top figure) and bending
moment (bottom figure). Dynamic response: solid moment (bottom figure). Dynamic response: solid
line; quasi-static response: dashed line. Ω̄ = 1.0. line; quasi-static response: dashed line. Ω̄ = 9.86.
Next, the excitation frequency was selected to be Ω̄ = 9.86, a frequency very near the lowest natural
frequency of the beam, ω̄1 = π 2 ≈ 9.8696: the excitation frequency is in resonance with the lowest natural
frequency of the beam. Fig. 4.32 depicts the dynamic response of the beam mid-span transverse displace-
ment and bending moment for this excitation frequency. The envelope of the response linearly grows with
time and rapidly becomes much larger than the quasi-static response, as expected for a resonance case.
Two terms were used in the modal expansion; adding more terms will not significantly alter the results
because the structure primarily responds in its lowest natural vibration mode shape being directly excited
by the applied load.
Fig. 4.33 shows the same results for an excitation frequency Ω̄ = 80.0. This frequency is well above
the first natural frequency (ω̄1 = π 2 ≈ 9.8696), but below the second (ω̄2 = (3π)2 ≈ 88.82). In view of
eq. (4.67), the response involves contributions at the excitation frequency, sin Ω̄τ , but also at the second
natural frequency, (Ω̄/ω̄2 ) sin ω̄2 τ . Since these two frequencies are rather close, a beating phenomenon,
such as that observed in fig. 4.33 should be expected. Three terms were used in the modal expansion;
adding more terms will not significantly alter the results.
Finally, the excitation frequency was slightly raised to be in resonance with the second natural fre-
quency of the beam, ω̄2 = (3π)2 ≈ 88.82. Fig. 4.34 shows that here again, the envelope of the response
linearly grows with time and rapidly becomes much larger than the quasi-static response, as expected for a
resonance case. Three terms were used in the modal expansion and clearly participate in the final response
of the structure.
1 0.015
0.01
0.5
U2(η = 1/2)
U2(η = 1/2)
0.005
0 0
−0.005
−0.5
−0.01
−1 −0.015
0 1 2 3 4 5 6 7 8 9 10 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
10 1.5
1
5
M3(η = 1/2)
M3(η = 1/2)
0.5
0 0
−0.5
−5
−1
−10 −1.5
0 1 2 3 4 5 6 7 8 9 10 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
τ τ
Figure 4.33: Time history of the beam mid-span Figure 4.34: Time history of the beam mid-span
transverse displacement (top figure) and bending transverse displacement (top figure) and bending
moment (bottom figure). Ω̄ = 80.0. moment (bottom figure). Ω̄ = 88.82.
Example 4.12. Cantilevered beam with a tip mass

c
Consider the uniform cantilevered beam of length L, mass per unit span m, and bending stiffness H33 , as
depicted in fig. 4.35. A mass M is attached at the tip of the beam and β = M/(mL) = 1.0. The beam
is subjected to a mid-span load P (t) with the following time history P (t) = P0 sin Ωt for t ≤ T and
P (t) = 0 for t > T , where T = π/Ω is the duration of the sine impulse. The assumed shape functions
will be selected as the vibration mode shapes obtained from the exact solution of this problem.
i2 P(t)
M
i1
L/2 L/2
Figure 4.35: Cantilevered beam with a tip mass under a pulsating load.
Following the procedure detailed in section 4.6.2, the eigenmodes are found to be
ū2n = (cos kn η − cosh kn η) − µn (sin kn η − sinh kn η),
where η = x1 /L is the non-dimensional span variable. The coefficients kn are the solutions of the
following frequency equation (1 + cos k cosh k) + βk(cos k sinh k − sin k cosh k) = 0, and µn =
(cos kn + cosh kn )/(sin kn + sinh kn ). The frequency coefficients kn , non-dimensional frequencies ω̄n ,
and coefficients µn for the five lowest vibration mode shapes of the beam are listed in table 4.4. These
mode shapes are depicted in fig. 4.36. Note that the higher modes exhibit increasingly smaller displace-
ments at the tip of the beam due to the presence of the tip mass: at higher frequencies, the motion of this
mass becomes increasingly smaller.
Since the assumed mode shapes are, in fact, the exact eigenmodes of the structure, the mass and
stiffness matrices of the system will be diagonal matrices, as can be verified by computing the strain and
kinetic energies of the system to evaluate these matrices. Next, the eigenmodes are normalized in the space
of the mass matrix. The normalized eigenmodes are Ū2n = αn U2n , where the coefficients αn are listed in
table 4.4. Next, the load vector is found to be Qn (t) = P (t) Ū2n (1/2), where the mid-span values of the
mass normalized eigenmodes, Ū2n (1/2), are listed in table 4.4.
The uncoupled modal equations now become η̈n + ω̄n2 ηn = Ū2n (1/2) P (t). For initial conditions at
rest, the solution of these equations is
(
Ū2n (1/2) sin(Ω̄τ ) − (Ω̄/ω̄n ) sin(ω̄n τ ), 0 ≤ τ ≤ T̄ ,
ηn (τ ) = 2
ω̄n 1 − (Ω̄/ω̄n )2 (Ω̄/ω̄n ) sin ω̄n (T̄ − τ ) − sin(ω̄n τ ) , τ > T̄ ,
Mode number kn ω̄n µn αn ū2n (1/2)

1 1.2479 1.5573 0.8649 0.8934 -0.2844
2 4.0311 16.2501 1.0060 0.9887 -1.4318
3 7.1341 50.8958 0.9999 0.9957 -0.5363
4 10.2566 105.1983 1.0000 0.9979 1.3051
5 13.3878 179.2320 1.0000 0.9987 0.5332
Table 4.4: Frequency coefficients kn , non-dimensional frequencies ω̄n , coefficients µn , αn , and mid-span
values of the mass normalized eigenmodes Ū2n (1/2) for the five lowest vibration mode shapes of the
beam, β = 1.0.
0.2
0.1
Utip
0
−0.1
−0.2
0 1 2 3 4 5 6 7 8
1.5
MOMENTroot
0.5
0
1
−0.5
0 1 2 3 4 5 6 7 8
0.5
1
EIGENMODES
SHEARS
0 0.5
0
−0.5
−0.5 −1
0 1 2 3 4 5 6 7 8
τ
−1
−1.5 Figure 4.37: Dynamic response of the cantilevered

beam: tip-span transverse displacement (top fig-
−2
0 0.1 0.2 0.3 0.4 0.5
ξ
0.6 0.7 0.8 0.9 1
ure), root bending moment (middle figure), and
root shear force (bottom figure). Dynamic re-
Figure 4.36: Five lowest mode shapes of the can- sponse: solid line; quasi-static response: dashed
tilevered beam with a tip mass. Mode 1 (◦), mode line. In the bottom figure, the tip shear force is
2 (∗), mode 3 (×), mode 4 (△), mode 5 (). shown in dotted line. Ω̄ = 1.0.
p
c
where τ = H33 /mL4 is the non-dimensional time, and T̄ = π/Ω̄ the non-dimensional duration of
the sine impulse. The response of the system is then obtained by modal superposition: û2 (η, τ ) =
P p c 3
n=1 Ū2n (η) ηn (τ ), where û2 = H33 ū2 /P0 L .
At first, the excitation frequency is selected to be Ω̄ = 1.0, well below the first natural frequency
of the system, ω̄1 = 1.5573, see table 4.4. Fig. 4.37 shows the time histories of the tip transverse dis-
placement, Ū2 (η = 1, τ ), root bending moment M̄3 (η = 0, τ ), and root shear force F̄2 (η = 0, τ ). The
non-dimensional bending moment is M̄3 = M3 /P0 L, and non-dimensional shear force F̄2 = V2 /P0 . For
comparison, the quasi-static response of the structure is also given on the graphs. The quasi-static response
is that obtained by neglecting inertial effect: Ū2sta (η = 1, τ ) = 5/48 sin Ω̄τ for 0 ≤ τ ≤ T̄ and 0 for
τ > T̄ ; M̄3sta (η = 0, τ ) = 1/2 sin Ω̄τ for 0 ≤ τ ≤ T̄ and 0 for τ > T̄ ; F̄2sta (η = 0, τ ) = sin Ω̄τ for
0 ≤ τ ≤ T̄ and 0 for τ > T̄ .
Fig. 4.37 shows that the structure primarily responds at its lowest natural frequency, ω̄1 = 1.5573. The
tip displacement rise is delayed as compared to that of the quasi-static response, however, the maximum
tip displacement is considerably larger (about 77% higher) for the dynamic response. This important ob-
servation implies that predictions based on a quasi-static approximation of structural behavior can grossly
underestimate structural deflection. Hence, the analysis of dynamic systems should always include inertial
effects. The same remarks can be made about the time history of the root bending moment: the maximum
bending moment is about 40% larger for the dynamic response as compared to the quasi-static response.
Note that the bending moment time history also shows a contribution from the second eigenmode at the
frequency ω̄2 = 16.2501. This contribution is even more pronounced for the time history of the root shear
force. Although the magnitude of the maximum shear force are about equal for the dynamic and quasi-
static predictions, the dynamic response is almost out-of-phase with the quasi-static response. Finally,
fig. 4.37 also shows the tip shear force, i.e., the shear force the tip mass applied at the tip of the beam.
Clearly, this tip shear force vanishes in the quasi-static case; in the dynamic case, the root and tip shear
forces are roughly of the same magnitude.
0.2
0.1
0.1
0.05
Utip
Utip
0
−0.1 0
−0.2
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8
0.5 0.4
MOMENTroot
MOMENTroot
0.2
0
0
−0.2
−0.5
−0.4
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8
1
1
0.5
SHEARS
SHEARS
0.5
0 0
−0.5 −0.5
−1
−1
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8
τ τ
Figure 4.38: Dynamic response of the cantilevered Figure 4.39: Dynamic response of the cantilevered
beam: tip-span transverse displacement (top fig- beam: tip-span transverse displacement (top fig-
ure), root bending moment (middle figure), and ure), root bending moment (middle figure), and
root shear force (bottom figure). Dynamic re- root shear force (bottom figure). Dynamic re-
sponse: solid line; quasi-static response: dashed sponse: solid line; quasi-static response: dashed
line. In the bottom figure, the tip shear force is line. In the bottom figure, the tip shear force is
shown in dotted line. Ω̄ = 1.5573. shown in dotted line. Ω̄ = 16.25.
Next, the excitation frequency was raised to the first natural frequency of the system, Ω̄ = 1.5573 ≈ ω̄1 .
Fig. 4.38 shows the time histories of the tip transverse displacement, Ū2 (η = 1, τ ), root bending moment
M̄3 (η = 0, τ ), and root shear force F̄2 (η = 0, τ ). Since the excitation is a sine pulse rather than a
continuous harmonic excitation, amplitudes do not increase with time, as was observed in the previous
example. In fact, the maximum amplitudes for transverse displacement, bending moment and shear force
are smaller than those reached with an excitation frequency Ω̄ = 1.0.
Finally, the excitation frequency was raised to the second natural frequency of the system, Ω̄ =
16.25 ≈ ω̄2 . Fig. 4.39 shows the corresponding time histories for the tip transverse displacement,
Ū2 (η = 1, τ ), root bending moment M̄3 (η = 0, τ ), and root shear force F̄2 (η = 0, τ ). The transverse
displacement response still exhibits oscillations at the lowest natural frequency, but a significant contribu-
tion of the second natural frequency is also apparent. This latter contribution is more pronounced in the
bending moment response, and actually becomes the dominant contribution for the shear force response.
It is interesting to note that the maximum amplitude of transverse displacement is smaller for the dynamic
response as compared to the quasi-static response. This is due to the fact that the inertial forces increase
in proportion to acceleration, and hence become increasingly larger with increasing excitation frequency.
These forces always oppose the motion of the structure, resulting in smaller transverse displacements.
The maximum bending moment amplitude for the dynamic response is also smaller than that observed
in the quasi-static response. However, maximum amplitude of the dynamic shear force is larger than its
quasi-static counterpart.
4.7.1 Problems
Problem 4.17. Simplified configuration of an aircraft performing a symmetric landing
The simplified aircraft shown in fig. 4.40 is performing a symmetric landing. The aircraft consists of a
fuselage of mass 2M = 16, 800 kg and two wing, each of span L = 12 m, modeled as beams with uniform
c
bending stiffness H33 = 120 MN.m2 and mass per unit span m = 700 kg/m. The aircraft is performing
a symmetric landing and hence, only the right half of the plane will be modeled. Equilibrium flight loads
and aerodynamic forces due to the motion of the aircraft will be neglected. During landing, touch down
of the landing gear on the runway will be simulated by applying a time dependent load P (t) at a fifth span
of the wing. This load is defined as

P0 sin πt/T t ≤ T
P (t) = ,
0 t>T
where and T = 0.35 s. (1) Compute the eigenmodes ui of the of the system using the differential equation
approach. (2) Plot the mode shapes along the span of the wing. Note that u1 = 1 is an eigenmode
of the system associated with a zero frequency. It corresponds to the heaving rigid body mode of the
aircraft. (3)P Perform a dynamic analysis of the system by assuming the following displacement field:
ū2 (x1 , t) = 5i=1 ui (x1 ) qi (t). (4) Compute the mass and stiffness matrices of the system; determine the
mass normalized mode shapes of the system. (5) Plot the mass normalized mode shapes along the span
of the wing. (6) Evaluate the modal forces. (7) Set up the uncoupled equations of motion of the system
and solve them for t ∈ [0, 1.0] sec; assume the aircraft to be initially at rest. (8) Plot the normalized root,
c
middle and tip displacements of the wing, H33 ū2 /(P0 L3 ), on the same graph. (9) Plot the normalized root
c
and middle bending moments in the wing, M3 /(P0 L), on the same graph. (10) Plot the normalized root
and middle shear forces in the wing, V2 /P0 , on the same graph.
L
2M
L/5
P(t)
Figure 4.40: Simplified configuration of an aircraft performing a symmetric landing.

Chapter 5
Direct integration algorithms for single dof

systems
Using the modal projection or modal reduction approaches, the governing equations of complex dynamical
systems can be reduced to a set of second-order, ordinary differential equations in time with constant
coefficients. In previous chapters, these equations have been solved in closed form by superposing the
solution of the homogeneous equation and a particular solution for the non-vanishing right-hand side that
represent the modal loading. When this modal loading can be expressed in a simple analytical form,
the determination of the particular solution could be cumbersome, but is generally manageable. In many
cases, however, the modal loading has a complex analytical form, or is given in a tabular form. This could
be the case if the loading acting on the structure has been measured experimentally, for instance.
In this chapter, methods are developed for the numerical integration of the modal equations of motion.
These numerical methods can be implemented on a computer, thereby automating the cumbersome task
of integrating the modal equations. Simple algorithms are introduced first, and the important concepts
of stability and accuracy are presented. The Newmark algorithm is introduced in section 5.2 and forms
the basis for most practical algorithms. More advanced algorithms presenting numerical dissipation are
introduced in section 5.3.
5.1 Central difference method for single degree of freedom systems

The concept of time integration scheme is introduced
here using the differential equation, eq. (1.21), charac-
terizing a single degree of freedom spring-mass-dashpot qi+1
qi
system,
Parabolic
q̈ + 2ωζ q̇ + ω 2 q = r(t), (5.1) qi-1
approximation
The goal of time integration algorithms is to find qi-2 τ
approximate solutions of differential equations in time
based on suitable assumptions. Typically, these algo- h h h
rithm express a systematic solution procedure that is
then implemented on a computer. Time integration al- ti-2 ti-1 ti ti+1
gorithms are based on two fundamental ideas.
First, rather than trying to satisfy the governing dif- Figure 5.1: Simply supported beam.
ferential equation at every instant in time, it is satisfied at a sequence of discrete time instants only, denoted
ti−2 , ti−1 , ti , ti+1 , . . . , as illustrated in fig. 5.1. For instant ti , the following equation holds
q̈i + 2ζω q̇i + ω 2 qi = ri , (5.2)
where notation (·)i indicates the value of a quantity at time ti . For instance, q(ti ) = qi and r(ti ) = ri .
113
114 CHAPTER 5. DIRECT INTEGRATION ALGORITHMS FOR SINGLE DOF SYSTEMS
Second, appropriate assumptions are made concerning the time evolution of the response in between
these discrete time instants. These assumptions are different for the various time integration strategies and
will determine the properties of the integration scheme.
Example 5.1. The central difference scheme

To illustrate the development of time integration schemes, a very simple algorithm is presented here. The
differential equation is satisfied at equally spaced time step, ti−2 , ti−1 , ti , ti+1 , as expressed in a generic
manner by eq. (5.1). For simplicity, it is assumed that the time step size is constant, i.e., ti−1 − ti−2 =
ti − ti−1 = ti+1 − ti = h, where h denotes the time step size.
Next, the evolution of the system from ti−1 to ti+1 is assumed to be parabolic, i.e., q(t) = a + bt + ct2
for t ∈ [ti−1 , ti+1 ]. Constants a, b, and c are estimated by imposing three conditions: q(ti−1 ) = qi−1 ,
q(ti ) = qi , and q(ti+1 ) = qi+1 . Simple algebra then leads to
qi+1 − 2qi + qi−1 2 qi+1 − qi−1
q(t) = τ + τ + qi , (5.3)
2h2 2h
where τ is a shifted time variable τ = t − ti . As illustrated in fig. 5.1, this parabola passed through points
(ti−1 , qi−1 ), (ti , qi ) and (ti+1 , qi+1 ), and approximates the actual solution of the differential equation.
Using eq. (5.3), it is now possible to evaluate the first and second derivatives of q(t) at time ti , denoted
q̇i and q̈i , respectively, to find
qi+1 − qi−1 qi+1 − 2qi + qi−1
q̇i = , q̈i = . (5.4)
2h 2h2
Introducing these results into eq. (5.2) leads to
qi+1 − 2qi + qi−1 qi+1 − qi−1
2
+ 2ζω + ω 2 qi = ri ,
2h 2h
and regrouping terms yields

1 ζω 2 2 1 ζω
+ qi+1 + ω − 2 qi + − qi−1 = ri . (5.5)
h2 h h h2 h
This equation shows that quantities qi+1 , qi , and qi−1 are not independent. Typically, the response of the
system is known at two consecutive times, say qi and qi−1 , and eq. (5.5) ca then be used to obtain the
solution at the next time step, qi+1 . Solving eq. (5.5) leads to
2 − ω 2h2 1 − ζωh h2
qi+1 = qi − qi−1 + ri . (5.6)
1 + ζωh 1 + ζωh 1 + ζωh
Equation (5.6) allows the computation of qi+1 given qi and qi−1 . Once qi+1 has been evaluated, the same
formulas yields qi+2 given qi+1 and qi . The procedure then continues step by step, hence the expressions
“time step size” and “time stepping algorithms.” The expression “time marching algorithm” is also used
commonly. Equation (5.6) can also be seen as a recurrence relationship because the solution at a time step
is obtained based on the solution at two previous steps, and the same relationship is applied recursively at
each time step to evaluate the solution of the desired time range.
For initial value problems, the initial conditions of the problem are typically given as the position and
velocity at time t = 0, denoted q0 and q̇0 , respectively. Unfortunately, to start up the recurrence process,
eq. (5.6) requires the knowledge of the solution at two consecutive instants, say q−1 and q0 . The latter
position is given, but the former needs to be evaluated. First, the initial acceleration is computed from
eq. (5.1), expressed at time t = 0 as q̈0 = r0 − 2ζω q̇0 + ω 2 q0 . Next, eqs. (5.4) are expressed at the same
instants to find q̇0 = (q1 − q−1 )/(2h) and q̈0 = (q1 − 2q0 + q−1 )/(2h2 ). Eliminating q1 and q−1 from
these two equations yields the desired quantity, q−1 = q0 − hq̇0 + h2 q̈0 /2. The solution at two consecutive
5.1. CENTRAL DIFFERENCE METHOD FOR SINGLE DEGREE OF FREEDOM SYSTEMS 115
instants, q−1 and q0 , is now available, and recursive application of eq. (5.6) yields the solution for all
subsequent discrete time instants.
The algorithm developed above is based on the approximation of the solution by a parabola. The same
algorithm can be obtained from a more mathematical procedure to replace the curve fit approach presented
above. Consider the following expression obtained from a Taylor’s series expansion of the solution at time
ti ,
h2 h3 ...
qi+1 = qi + hq̇i + q̈i + q i + O(h4 ), (5.7a)
2 6
h2 h3 ...
qi−1 = qi − hq̇i + q̈i − q i + O(h4 ). (5.7b)
2 6
Subtracting these two equations yields qi+1 − qi−1 = 2hq̇i + O(h3 ) and adding then gives qi+1 + qi−1 =
2qi + h2 q̈i + O(h4 ). Solving for the first and second derivatives then leads to
qi+1 − qi−1 qi+1 − 2qi + qi−1
q̇i = + O(h2 ), q̈i = 2
+ O(h2 ). (5.8)
2h 2h
As expected, these relationships are identical to those obtained earlier, eq. (5.4), but this more rigorous
approach show that both velocity and acceleration have been approximated to O(h2 ) in a consistent man-
ner. The present scheme is called the central difference scheme because eqs. (5.8) approximate the first
and second derivatives, q̇i and q̈i , respectively, at the center of interval [ti−1 , ti+1 ], based on the values of
the function at the interval’s end points, qi+1 and qi−1 , and at its mid-point, qi .
5.1.1 Lax’s theorem

The example shown above describes a procedure that replaces the solution of a differential equation,
eq. (5.1), by the recursive application of an algebraic relationship, eq. (5.6). This procedure yields a
sequence of discrete values of the solution, qi , i = 1, 2, . . . , n, which approximate the exact solution of
the differential equations, q(ti ), i = 1, 2, . . . , n. From a practical stand point, the approximate solution
process is reliable only if the following inequality is satisfied
|qi − q(ti )| < ε, (5.9)
where ǫ is a small positive number. If this inequality holds for i = 1, 2, . . . , n, it means that the approxi-
mate solution, qi , is close to the exact solution, q(ti ). Intuitively, the approximate solution is expected to
converge to the exact solution as the time step size used in the recurrence relationship is decreased, i.e.,
ε → 0 when h → 0. To prove this desired convergence is typically arduous, because the exact solution,
q(ti ), is typically unknown.
If inequality (5.9) is satisfied, the integration scheme is said to the convergent. Proof of convergence
of an integration scheme generally relies on Lax’s theorem, which states the following.
Theorem 5.1 (Lax’s theorem). An integration scheme is convergent if and only if it is consistent and
stable.
To understand the implications of Lax’s theorem, the state vector is defined first

q
ui = i . (5.10)
q̇i
It consists of the displacement and velocity of the system. Once these quantities are known, the accelera-
tion can be obtained from eq. (5.2). By definition, a scheme is consistent if
ui+1 − ui
lim = u̇(ti ). (5.11)
h→0 h
The consistency condition implied by this equation is not difficult to achieve. Indeed, this condition simply
expresses the fact that derivatives must be approximated in a manner that is consistent with the definition
of a derivative. A cursory look at eqs. (5.8) shows that the approximations used for the central difference
scheme are consistent. Indeed

qi+1 − qi−1 2 qi+1 − 2qi + qi−1 2
lim + O(h ) = q̇i , lim + O(h ) = q̈i .
h→0 2h h→0 2h2
Next, by definition, a scheme is stable if a time step size, denoted hcr , exists such that for all time
step sizes h < hcr a finite perturbation of the state vector at time tn results in finite perturbations at all
subsequent times. This condition is more difficult to satisfy and will be studied in details in section 5.1.2.
Because the consistency condition is met easily, Lax’s theorem reduces the proof of convergence of an
integration scheme to the proof of its stability. Consequently, the analysis of stability of time integration
schemes is a very important topic.
5.1.2 The concept of stability

The concept of stability deals with the propagation of state vector perturbations over time. The recur-
rence relationship characterizing the central difference scheme, eq. (5.6), is complemented with the trivial
relationship, qi = qi , to form the following system
2 − ω 2h2 −(1 − ζωh)
2
qi+1 1 qi 1 h
= + ri .
qi 1 + ζωh 1 + ζωh 0 qi−1 1 + ζωh 0
This equation relates the state vectors at two successive instants and is recast in the following compact
form,
ui+1 = A ui + L ri , (5.12)
where matrix A is know as the amplification matrix,
2 − ω 2 h2 −(1 − ζωh)

1
A= (5.13)
1 + ζωh 1 + ζωh 0,
and array L is the load array 2
1 h
L= . (5.14)
1 + ζωh 0
The expressions for the amplification matrix and load array given by eqs. (5.13) and (5.14), respec-
tively, are specific to the central difference scheme. The recurrence relationship for the state vector,
eq. (5.12), however, is a generic relationship that characterizes many schemes that will be developed in
later sections. The concept of stability will be studied for this generic state vector recurrence relationship.
Equation (5.12) related the state vectors at two consecutive instants, ui+1 and ui . The same equation
can also be written for the previous time step as ui = A ui−1 + L ri−1 . Combining these two relationships
then yields ui+1 = A2 ui−1 + A L ri−1 + L ri . Combing all the recurrence relationships at all times then
leads to
X i
i+1
ui+1 = A u0 + Ai−j L ri , (5.15)
j=0
which expresses the response of the system at time ti+1 , denoted ui+1 , in terms of the initial conditions,
u0 .
†
Assume that a new set of initial conditions, denoted u 0 , is selected. A reasoning identical to that de-
veloped in the paragraphs above yields u†i+1 = Ai+1 u†0 + ij=0 Ai−j L ri , where u†i+1 denoted the response
P
of the system at time ti+1 to the new set of initial conditions. Subtracting the two responses then yields
δui+1 = Ai+1 δu0 , (5.16)
where δu0 = u0 − u†0 can be viewed as a perturbation in the initial conditions, and δui+1 = ui+1 − u†i+1
the corresponding perturbation in the response of the system at time ti+1 .
Because the amplification matrix is of size 2 × 2, it possesses two eigenvalues, possibly complex, de-
noted λ1 and λ2 , and the associated eigenvectors are a1 and a2 , respectively. Let diagonal matrix Λ store
the two eigenvalues of the amplification matrix, i.e., Λ = diag(λ1 , λ2 ) and matrix Q store the correspond-
ing eigenvectors, i.e., Q = a1 , a2 . It follows that A Q = Q Λ and finally, Q−1 A Q = Λ. Pre-multiplying

eq. (5.16) by Q−1 , and writing Ai+1 = A A . . . A then leads to
Q−1 δui+1 = (Q−1 A Q)(Q−1 A Q) . . . (Q−1 A Q)Q−1 δu0 ,
where the identity product, Q Q−1 = I, was inserted n times. By construction, each of the triple products
in parenthesis reduces to a diagonal matrix, and hence
i+1
∗ ∗ λ1 0
δui+1 = Λ Λ . . . Λ δu0 = δu∗0 , (5.17)
0 λi+1
2
where δu∗0 = Q−1 δu0 and δu∗i+1 = Q−1 δui+1 .

The concept of stability of an integration scheme was defined in the last section and is repeated here
for convenience: a scheme is stable if a critical time step size, denoted hcr , exists such that for all time
step sizes h < hcr a finite perturbation of the state vector at time tn results in finite perturbations at
all subsequent times. Based on eq. (5.17), it now becomes possible to relate this stability condition to
the characteristics of the integration scheme. Indeed, δu∗0 represents a “finite perturbation at time t0 ”
and δu∗i+1 represents the resulting “perturbation at all subsequent times,” and eq. (5.17) expresses the
relationship between these two perturbations. Clearly, for |λ1 | > 1, |λ1 |i+1 → ∞ when i → ∞. It follows
that a finite perturbation, δu∗0 , will propagate to an unbounded perturbation, δu∗i+1 , as more and more time
steps are performed if |λ1 | > 1 or |λ2 | > 1. Consequently, the system is stable if |λ1 | ≤ 1 and |λ2 | ≤ 1.
The spectral radius of a matrix, denoted ̺(A), is defined as the maximum of all the moduli of its
eigenvalues,
̺(A) = max(|λ1 |, |λ2|). (5.18)
The stability condition derived in the previous paragraph is now simply expressed by the following state-
ment,
̺(A) ≤ 1. (5.19)
Theorem 5.2 (Stability condition). An integration scheme is stable if the spectral radius of its amplifica-
tion matrix is smaller or equal to unity.
Because the amplification matrix is of size 2×2, its eigenvalues are easily evaluated from the following
equation, det(A − λI) = 0. Expanding the determinant yields the following quadratic equation λ2 − I1 λ +
I2 = 0, where I1 and I2 are the invariants of the amplification matrix, defined as
I1 = tr(A) = A11 + A22 , (5.20a)

I2 = det(A) = A11 A22 − A12 A21 . (5.20b)
The eigenvalues of the amplification matrix now become

s 2
I1 I1
λ1,2 = ± − I2 . (5.21)
2 2
Depending of the sign of the discriminant, the eigenvalues of the amplification matrix could be complex
conjugates, or two real numbers, as illustrated in the following example.
5.1.3 Stability analysis of the central difference scheme

Apply the stability analysis procedure described in the previous section to the central difference scheme
presented in example 5.1. The amplification matrix of the central difference scheme is defined in eq. (5.13)
and its invariants are easily obtained as
2 − ω 2h2 1 − (ζωh)2
I1 = A11 + A22 = , I2 = A11 A22 − A12 A21 = .
1 + ζωh (1 + ζωh)2
Introducing these results into eq. (5.21) yields the eigenvalues of the amplification matrix. Note that these
eigenvalues are a function of the time step size, h.
For (I1 /2)2 − I2 ≤ 0, the quantity under the square root
in eq. (5.21) becomes negative and the two eigenvalues of the I2
amplification matrix become complex conjugates,
p Stable
λ1,2 = I1 /2 ± i I2 − (I1 /2)2 = ρ̂e±iφ̂ , (5.22) zone
where
(I1/2)2 - I2=0
I1
p
ρ̂ = I2 , (5.23a)
q
φ̂ = arctan 4I2 /I12 − 1. (5.23b)
Figure 5.2: Stability boundary in the space
√ p of the invariants of the amplification ma-
In this case, ρ̂ = I2 = 1 − (ζωh)2/(1 + ζωh) ≤ 1. Note trix.
that for ζ = 0, ρ̂ = 1 and for ζ > 0, ρ̂ < 1. Hence, the system
is stable.
For (I1 /2)2 − I2 > 0, the quantity under the square root
in eq. (5.21) becomes positive and the two eigenvalues of the amplification matrix are real, λ1,2 = I1 /2 ±
p
(I1 /2)2 − I2 . The moduli of these two eigenvalues are now

s 2 s 2
I1 I 1 I 1 I 1
|λ1 | = − − I2 , |λ2 | = + − I2
2 2 2 2
It is easy to show that |λ1 | < 1 and |λ2 | < 1 and hence, the integration scheme is unstable.
Clearly, (I1 /2)2 − I2 = 0 is the boundary that separates the stable from the unstable behavior, as
illustrated inpfig. 5.2 which plots this boundary in the space
p of the invariants of the amplification matrix.
For ωh ≤ 2 1 − ζ , the system is stable and for ωh > 2 1 − ζ 2 the system is unstable. It is convenient
2
to introduce the following non-dimensional time step size,

h
ωh = 2π = 2π h̄, (5.24)
T
where T is the period of the motion. Variable h̄ is the non-dimensional time step size, i.e., the time step
size divided by the period of the motion. The invariants of the amplification matrix become
2 − (2π h̄)2 1 − (ζ 2π h̄)2

I1 = , I2 = . (5.25)
1 + ζ 2π h̄ (1 + ζ 2π h̄)2
In summary, the spectral radius of the amplification matrix of the central difference scheme is
(√
I2 , h̄ ≤ h̄cr ,
̺(A) = p (5.26)
(I1 /2) + (I1 /2)2 − I2 , h̄ > h̄cr ,

where
p
1 − ζ2
h̄cr = . (5.27)
π
For time step size h̄ ≤ h̄cr , the spectral radius of the amplification matrix is smaller than unity and the cen-
tral difference scheme is stable. For time step size h̄ > h̄cr ,, the spectral radius of the amplification matrix
is larger than unity and the central difference scheme is unstable. Figure 5.3 shows the two eigenvalues of
the amplification matrix in the absence of damping as a function of the non-dimensional time step size, h̄,
plotted on a logarithmic scale. When ζ = 0, h̄cr = 1/π, and eq. (5.26) shows that for h̄ ≤ h̄cr , ̺(A) = 1.
For values of the time step size larger than the critical values, two real eigenvalues appear, one of which is
of modulus larger than unity. Note the very rapid growth of the modulus of this eigenvalue for h̄ > h̄cr .
1.4 1.4
1.2 1.2
1 1
= 0.01
λ1 and λ2
λ1 and λ2
0.8 0.8
Stability
ζ = 0.20 Boundary
0.6 0.6
0.4 0.4
Stable Unstable
0.2
- 0.2
0 -2
hcr
0
10 10-1 - 100 101 10-1 - 100
h h
Figure 5.3: Eigenvalues of the amplification matrix Figure 5.4: Eigenvalues of the amplification matrix
versus h̄ = h/T ; ζ = 0. versus h̄ = h/T ; ζ = 0.01 and 0.2.
The addition of damping has little effect of the stability of the scheme. Figure 5.4 shows the two
eigenvalues of the amplification matrix for two levels of damping, ζ = 0.01 and 0.2. As indicted by
eq. (5.27), the critical time step size actually decreases in the presence of damping.
Figures 5.3 and 5.4 show the eigenvalues of the amplification matrix as a function of the non-
dimensional time step size, h̄. It is also possible to plot the same data as a function of 1/h̄ = T /h = N,
where N is the number p of time steps per period of the system. The critical time step size defined
by peq. (5.27) as h̄cr = 1 − ζ 2 /π now becomes a critical number of time steps per period, Ncr =
π/ 1 − ζ 2. In the absence of damping, Ncr ≈ 3, i.e., the central difference scheme is stable only if the
time integration procedure samples the solution at over three discrete points per period of the response.
Figure 5.5 shows the exact solution for the free response of a spring-mass-dashpot system as given
by eq. (1.25) with ζ = 0.05 and initial conditions u0 = 1 and u̇0 = 1.5. The same figure also shows
the approximate solution obtained from the central difference scheme using a non-dimensional time step
size h̄ = 0.0796, which corresponds to about 13 time steps per period. For this problem, the critical time
step size given by eq. (5.27) is h̄cr = 0.318. Because h̄ < h̄cr , the central difference scheme is stable
and hence, convergent. The approximate solution shown in fig. 5.5 is in good agreement with the exact
solution. using smaller time step will result in more accurate answers.
In contrast, fig. 5.6 shows the exact solution for the same problem and the approximate solution using a
non-dimensional time step size h̄ = 0.339, which corresponds to about 2.95 time steps per period. Because
h̄ > h̄cr , the central difference scheme is now unstable and hence, its predictions bear no resemblance to
the exact solution. The approximate solution quickly diverges to infinity if the recurrence process is
continued.
2 10
1.5
1 5
0.5
q(t)
q(t)
0 0
-0.5
-1 -5
-1.5
-2 -10
0 5 10 15 20 0 5 10 15 20
t t
Figure 5.5: Time history of the response. Solid Figure 5.6: Time history of the response. Solid
line: exact solution; Symbols (◦): approximate so- line: exact solution; Symbols (N): approximate so-
lution for h̄ = 0.0796. lution for h̄ = 2.1.
5.1.4 Accuracy of time integration schemes

The previous section has focused on the stability analysis for the central difference scheme. Provided that
h̄ < h̄cr , the integration scheme is stable and hence, according to Lax’s theorem, convergent. Convergence,
as defined by eq. (5.9), guarantees that the approximate solution “converges to the exact solution” as the
time step size is reduced. While important, this statement does not provide quantitative information about
the level of accuracy obtained for a given time step size.
It only makes sense to assess the accuracy of a time integration scheme if it is stable. Typically,
the stability condition implies that the eigenvalues of the amplification matrix are complex conjugate
quantities, written as p
λ1,2 = I1 /2 ± i I2 − (I1 /2)2 = e−ζ̂ φ̂ e±iφ̂ , (5.28)
where φ̂ is given by eq. (5.23b) and ζ̂ is obtained from simple algebra as
ln I2
ζ̂ = − . (5.29)
2φ̂
The minus sign appearing in the definition of ζ̂ is intended to make this quantity a positive number.
To quantify the accuracy of time integration schemes, consider the simple spring mass system, q̈ +
2
ω q = 0, with initial conditions q0 = 1 and q̇0 = 0. The exact solution of the problem is q(t) = cos ωt.
Using eq. (5.15), the approximate solution given by the recurrence formula can be written as ur = Ar u0 =
Q Λr Q−1 u0 , which expands to

qr r −1 q0
= QΛ Q .
qr−1 q−1
Clearly, the approximate solution becomes q̂r = a1 λr1 + a2 λr2 , where a1 and a2 are integration constants to
be determined from the initial conditions.
Introducing the eigenvalues of the amplification matrix given by eq. (5.28), the approximate solution
of the problem becomes q̂r = exp(−ζ̂ φ̂r)[a1 exp(+iφ̂r) + a2 exp(−iφ̂r)]. Assuming a constant time step
size, the discrete sampling times are tr = rh and hence, index r becomes r = tr /h. The approximate
solution at time tr is now q̂r = exp(−ζ̂ ω̂tr )[a1 exp(+iω̂tr ) + a2 exp(−iω̂tr )], where ω̂ = φ̂/h. The initial
conditions of the problem imply a1 = a2 = 1/2, and finally, the approximate solution is
q̂r = e−ζ̂ ω̂tr cos ω̂tr , (5.30a)

qr = cos ωtr , (5.30b)
where the second equation is the exact solution, repeated here for convenience.
Equations (5.30) reveal two fundamental differences between the exact and approximate solutions.
First, the frequencies of the exact and approximate solutions, denoted ω and ω̂, respectively, differ. Sec-
ond, the exact solution is purely oscillatory, as expected from a conservative system, whereas the approxi-
mate solution presents numerical dissipation, sometimes called numerical damping. The term “numerical
dissipation” implies that the numerical process dissipates energy, whereas the physical system does not.
The implications of the presence of numerical dissipation will be discussed in detail in later sections.
To quantify the difference between the exact and approximate frequencies, it is customary to define
the period elongation, defined as the non-dimensional change in period,
T̂ − T 2π/ω̂ − 2π/ω ω − ω̂ ω ωh
= = = −1 = − 1.
T 2π/ω ω̂ ω̂ φ̂
Introducing eq. (5.23b) yields the period elongation in terms of the invariants of the amplification matrix,
∆T ωh ωh
= −1= p − 1. (5.31)
T φ̂ arctan 4I2 /I12 − 1
It is customary to use the algorithmic damping, ζ̂, to quantify the numerical dissipation of the algo-
rithm. The algorithmic damping, sometimes called “amplitude decay,” is given by eq. (5.29), repeated
here for convenience
ln I2
ζ̂ = − . (5.32)
2φ̂
To characterize the accuracy of integration schemes, the period elongation and algorithmic damping de-
fined by eqs. (5.31) and (5.32), respectively, are evaluated as a function of the non-dimensional time step
size.
5.1.5 Accuracy of the central difference scheme

Assess the accuracy of the central difference scheme. Using eq. (5.31), the period elongation of the central
difference scheme is found as
∆T ω 2 h2
=− + O(ω 4 h4 ).
T 24
In the absence of physical damping, i.e., for ζ = 0, eq. (5.25) shows that I2 = 1 and hence, eq. (5.32)
yields ζ̂ = 0. Also expand eq. (5.32) for ζ 6= 0.
5.1.6 Problems
Problem 5.1. Analysis of a simple time integration scheme
Consider a simple spring-mass system characterized the the following differential equation, q̈ + ω 2 q =
0. This equation is to be solved numerically using the generalized trapezoidal rule, which satisfies the
governing differential equation at time ti+1 , q̈i+1 + ω 2qi+1 = 0, and uses the following approximations
qi+1 = qi +h[(1−α)q̇i +αq̇i+1 ] and q̇i+1 = q̇i +h[(1−α)q̈i +αq̈i+1 ]. (1) Study the consistency and stability
characteristics of this scheme. (2) Find the algorithmic damping and period elongation for this scheme.
(3) Under what condition of the scheme second-order? For each question, comment on the Forward Euler
scheme (α = 0), the Backward Euler scheme (α = 1), and the generalized trapezoidal rule (α = 1/2).
Consider equation q̈ + 4q = 0 with initial conditions q(t = 0) = 1 and q̇(t = 0) = 0. (4) Perform 12
steps of integration using the trapezoidal rule with h = π/12, π/4, π/3, and π/2. (5) Perform 12 steps of
integration using the Forward Euler scheme with h = π/12, and π/2. In each case, compare your results
with the analytical solution.
5.2 The Newmark algorithm for single degree of freedom systems

One of the most widely used time integration schemes in structural dynamics is the Newmark algo-
rithm [15]. More sophisticated algorithms have been developed, but these schemes often include the
Newmark scheme as a particular case. As was done for the central difference scheme presented in sec-
tion 5.1, Newmark algorithm will be presented first for the single degree-of-freedom spring-mass-dashpot
system governed by eq. (5.1). This equation will be satisfied at discrete time ti+1 , i.e.,
q̈i+1 + 2ζω q̇i+1 + ω 2 qi+1 = ri+1 . (5.33)
The Newmark algorithm defines a family of time integrators characterized by the following approxi-
mations for the displacement and velocity of the system,
h2
qi+1 = qi + hq̇i + [(1 − 2β)q̈i + 2β q̈i+1 ] , (5.34a)
2
q̇i+1 = q̇i + h [(1 − γ)q̈i + γ q̈i+1 ] , (5.34b)
where β and γ are two parameters that will be selected to achieve desirable stability and accuracy charac-
teristics for the scheme.
Introducing eqs. (5.34) into eq. (5.33) and solving for the acceleration at time ti+1 yields

1
2 2 2 2 2
(1 + 2γζχ + βχ )h q̈i+1 = h ri+1 − χ qi − (2ζχ + χ )hq̇i − 2(1 − γ)ζχ + ( − β)χ h2 q̈i , (5.35)
2
2
where the non-dimensional parameter χ = ωh = 2π h̄ was defined. The Newmark algorithm defines a
time stepping recurrence. Given the position, velocity, and acceleration at time ti , eq. (5.35) is solved to
find the acceleration at time ti+1 . Once the acceleration is found, it is introduced in eqs. (5.34a) and (5.34b)
to find the position and velocity, respectively.
The Newmark scheme is characterized by eqs. (5.34) that provide approximations for the displace-
ment and velocity. The origin of these approximations can be explained as follows. Elementary calculus
operation yield the following results
Z ti+1
q̇i+1 = q̇i + q̈(τ ) dτ, (5.36a)
ti
Z ti+1
qi+1 = qi + hq̇i + (ti+1 − τ )q̈(τ ) dτ, (5.36b)
ti
where the second equation is obtained through integration by parts.

Assume now that the acceleration is constant over the time step, q̈(τ ) = (q̈i + q̈i+1 )/2. Evaluating the
integrals appearing in eqs. (5.36a) and (5.36b) yields q̇i+1 = q̇i + h(q̈i + q̈i+1 )/2 and qi+1 = qi + hq̇i +
h2 (q̈i + q̈i+1 )/4, respectively. These two equations are in the form given by eqs. (5.34) for γ = 1/2 and
β = 1/4. When the Newmark algorithm is used with parameters γ = 1/2 and β = 1/4, it is called the
average acceleration scheme, of the trapezoidal rule.
Assume next that the acceleration is linearly distributed over the time step, q̈(τ ) = q̈i + (q̈i+1 − q̈i )(τ −
ti )/h. Evaluating the integrals appearing in eqs. (5.36a) and (5.36b) yields q̇i+1 = q̇i + h(q̈i + q̈i+1 )/2 and
qi+1 = qi + hq̇i + h2 (q̈i /3 + q̈i+1 /6), respectively. These two equations are in the form given by eqs. (5.34)
for γ = 1/2 and β = 1/6. When the Newmark algorithm is used with parameters γ = 1/2 and β = 1/6,
it is called the linear acceleration scheme.
5.2.1 Stability and accuracy analysis of the Newmark scheme

According to Lax’s theorem 5.1, the Newmark scheme is convergent if and only if it is consistent and
stable. It is left to the reader to show that the scheme is indeed consistent. To prove stability of the
5.2. THE NEWMARK ALGORITHM FOR SINGLE DEGREE OF FREEDOM SYSTEMS 123
scheme, the procedure developed in section 5.1.2 will be followed. The first step of the procedure is to
recast the recurrence relationship (5.35) in a form that reveals the amplification matrix. Accelerations can
be expressed in terms of velocities and position using the equation of motion at times ti and ti+1 to find
q̈i = ri − 2ζω q̇i − ω 2qi and q̈i+1 = ri+1 − 2ζω q̇i+1 − ω 2 qi+1 , respectively. Introducing these accelerations
into eqs. (5.34) leads to
h2
(1 − 2β)(ri − 2ζω q̇i − ω 2 qi ) + 2β(ri+1 − 2ζω q̇i+1 − ω 2qi+1 ) ,

qi+1 = qi + hq̇i +
2
(1 − γ)(ri − 2ζω q̇i − ω 2 qi ) + γ(ri+1 − 2ζω q̇i+1 − ω 2 qi+1 ) .

q̇i+1 = q̇i + h
These two equations are now recast in a matrix format as

qi+1 qi 2 (1/2 − β)ri + βri+1
A1 = A2 +h (5.37)
hq̇i+1 hq̇i (1 − γ)ri + γri+1
where matrices A1 and A2 are defined as
1 + βχ2 1 − (1 − 2β)χ2 /2 1 − (1 − 2β)ζχ

2βζχ
A1 = , A2 = . (5.38)
γχ2 1 + 2γζχ −(1 − γ)χ2 1 − 2(1 − γ)ζχ
The amplification matrix is now A = A1−1 A2 and the stability characteristics of the scheme depend on the
spectral radius of this matrix, as expressed by stability criterion (5.19).
To simplify the analysis, the undamped case is considered. Introducing ζ = 0 into eq. (5.38) reduces
matrices A1 and A2 to
1 + βχ2 0 1 − (1 − 2β)χ2 /2 1

A1 = , A2 = .
γχ2 1 −(1 − γ)χ2 1
The amplification matrix now becomes
 µ 1 
1−
A= 2 1 + βχ2  , (5.39)
γ
−χ2 (1 − µ) 1 − γµ
2
where µ is defined as
χ2
µ= . (5.40)
1 + βχ2
The invariants of the amplification matrix defined by eq. (5.20) are now
I1 = 2 − µ(γ + 1/2), (5.41a)

I2 = 1 − µ(γ − 1/2). (5.41b)
As was the case for the central difference scheme, see section 5.1.3, the Newmark scheme is stable
when the two eigenvalues of the amplification matrix, λ1,2 , are complex conjugates and can be written in
the form given by eq. (5.22), where ρ̂ is now
p
ρ̂ = 1 − µ(γ − 1/2). (5.42)
The eigenvalues are complex conjugates if (I1 /2)2 − I2 ≤ 0 and introducing eq. (5.41), this condition
translates to 2
1 4
γ+ − 4β ≤ 2 2 . (5.43)
2 ω h
Two cases will now be distinguished.
1. Unconditional stability. An integration scheme is said to be unconditionally stable if it is stable for

any time step size. Condition (5.43) is valid for any time step size if (γ + 1/2)2 −4β ≤ 0. Of course,
stability criterion (5.19) also requires ̺(A) = ρ̂ ≤ 1, where ρ̂ is given by eq. (5.42). In summary,
the Newmark scheme is unconditionally stable if the following two conditions are met
1 (γ + 1/2)2
γ≥ and β≥ . (5.44)
2 4
2. Conditional stability. For conditional stability, two conditions must be met, condition (5.43), (γ +
1/2)2 − 4β ≤ 4/(ω 2h2 ), and the stability criterion (5.19). In summary, the Newmark scheme is
conditionally stable if the following two conditions are met
1 2
γ≥ and h ≤ p . (5.45)
2 ω (γ + 1/2)2 − 4β
The accuracy of the Newmark scheme can be assessed by following the procedure presented in sec-
tion 5.1.4. The period elongation and algorithmic damping of the scheme, given by eqs. (5.31) and (5.32),
respectively, are found as
β 12γ 2 − 36γ + 11

∆T
= + χ2 + O(χ4 ), (5.46)
T 2 96
and
1 1 3
ζ̂ = γ − χ + O(χ ) . (5.47)
2 2
respectively.
Table 5.1 lists four time integration schemes that are all part of the Newmark family. Columns two
and three list the values of parameters γ and β, respectively. The stability characteristics of the scheme
are listed in the next column. Finally, the last two columns give the algorithmic damping and period
elongation of the scheme.
Table 5.1: Various time integration schemes.

γ β Stability Algorithmic Period
damping elongation
Average acceleration scheme 1/2 1/4 Unconditional √ 0 χ2 /12
Linear acceleration scheme 1/2 1/6 χ ≤ 2√ 3 0 χ2 /24
Fox-Goodwin scheme 1/2 1/12 χ≤ 6 0 O(χ4 )
Central difference scheme 1/2 0 χ≤2 0 −χ2 /24
Equation (5.47) shows that if γ 6= 1/2, the algorithmic damping becomes first-order in the time step
size, and hence, the Newmark algorithm is then a first-order scheme. Consequently, it is not unexpected
that all the schemes listed in table 5.1 feature γ = 1/2, and hence, the algorithmic damping vanishes for
all those schemes. For γ = 1/2, the leading term of the error is the quadratic term in the period elongation,
see eq. (5.46), and the Newmark algorithm is then a second-order scheme. For the Fox-Goodwin scheme,
β = 1/12, the quadratic term in the period elongation vanishes, and the algorithm becomes a fourth-order
scheme, as indicated in table 5.1.
When dealing with time integration of large systems, it is desirable, and often indispensable, to use
time stepping schemes that possess algorithmic damping. Equation (5.47) shows that it is impossible to
introduce numerical dissipation into the Newmark scheme without introducing a first-order error in the
simulation. Clearly, this is a major deficiency of the Newmark scheme.
5.3. THE GENERALIZED-α SCHEME 125
5.3 The generalized-α scheme

It was shown in section 5.2.1 that it is not possible to introduce numerical dissipation into the Newmark
scheme without incurring a first-order error in the simulation. The Hilber-Hughes-Taylor scheme [16] was
introduced to overcome this problem: it features high frequency numerical dissipation whiles achieving
second-order accuracy. This scheme was later refined by Chung and Hulbert [17] who developed the
generalized-α scheme.
This section focuses on the generalized-α scheme; the Newmark method [15], the Hilber-Hughes-
Taylor scheme [16], and the Wood-Bossak-Zienkiewicz algorithm [18] are all particular cases of the the
generalized-α scheme. The algorithm presented here is that proposed by Arnold and Brüls [19]; it is
slightly different from the original presentation of Chung and Hulbert [17], but for linear problems, the
two schemes are equivalent.
The generalized-α scheme is presented first for a single degree-of-freedom spring-mass-dashpot sys-
tem characterized by eq. (5.1). For this scheme, this equation will be satisfied at discrete time ti+1 , i.e.,
q̈i+1 + 2ζω q̇i+1 + ω 2 qi+1 = ri+1 . (5.48)
The generalized-α scheme defines a family of time integrators characterized by the following approxima-
tions for the displacement and velocity of the system,
h2
qi+1 = qi + hq̇i + [(1 − 2β)ai + 2βai+1] , (5.49a)
2
q̇i+1 = q̇i + h [(1 − γ)ai + γai+1 ] , (5.49b)
where β and γ are two parameters that will be selected to achieve desirable stability and accuracy charac-
teristics for the scheme. Note the similarity between these approximations and those used for the develop-
ment of Newmark’s scheme, eqs. (5.34), although an important difference exists. A weighted average of
accelerations q̈i+1 and q̈i is used in eqs. (5.34), whereas the corresponding weighted average of algorithmic
accelerations ai+1 and ai is used in eqs. (5.49). These algorithmic accelerations are related to the actual
accelerations of the system through the following recurrence relationship,
(1 − αm )ai+1 + αm ai = (1 − αf )q̈i+1 + αf q̈i . (5.50)
where αm and αf are two additional parameters that will be selected to achieve desirable stability and
accuracy characteristics for the scheme.
Introducing eqs. (5.49) and (5.50) into eq. (5.48) and solving for the algorithmic acceleration at time
ti+1 yields
∆ h2 ai+1 = α̂f h2 ri+1 + αf h2 ri − χ2 qi − (2ζχ + α̂f χ2 )hq̇i − (αm + 2α̂f γ̂ζχ + α̂f β̂χ2 )h2 ai , (5.51)
where the non-dimensional parameter χ = ωh = 2π h̄ was defined. For simplicity, the following notation
was introduced α̂f = 1 − αf , α̂m = 1 − αm , γ̂ = 1 − γ, β̂ = 1/2 − β, and
∆ = α̂m + 2α̂f γζχ + α̂f βχ2 . (5.52)
The generalized-α scheme defines a time stepping recurrence. Given the position, velocity, and algorith-
mic acceleration at time ti , eq. (5.51) is solved to find the algorithmic acceleration at time ti+1 . Once
this algorithmic acceleration is found, it is introduced in eqs. (5.49a) and (5.49b) to find the position and
velocity, respectively. Finally, eq. (5.50) yields the actual acceleration of the system.
5.3.1 Stability and accuracy analysis of the generalized-α scheme

It is left to the reader to verify that when ζ = 0, the amplification matrix of the generalized-α scheme is
 
1 − βµ 1 − α̂f βµ β̂ − βαm /∆ − α̂f β̂βµ
A =  − γµ 1 − α̂f γµ γ̂ − γαm /∆ − α̂f β̂γµ  , (5.53)
− µ − α̂f µ − αm /∆ − α̂f β̂ µ
where
χ2
∆ = α̂m + α̂f βχ2 ,
. µ= (5.54)
∆
The amplification matrix of the generalized-α scheme is of size 3 × 3, unlike that of the Newmark scheme,
which is of size 2 × 2 only. This is due to the presence of the algorithmic acceleration that represents an
additional state of the system.
The analysis of the stability and accuracy characteristics of the generalized-α scheme can be obtained
using a procedure similar to that presented in section 5.2.1 for the Newmark scheme. Details of the analysis
can be found in the literature [16, 20, 21, 22, 17].
1 1
ϱ∞=1.0 ϱ∞=1.0
0.8 0.8
ϱ∞=0.9
ϱ∞=0.8
ϱ∞=0.7
Spectral radius
Spectral radius
0.6 0.6
ϱ∞=0.6
0.4 0.4
ϱ∞=0.5
ϱ∞=0.4
0.2 0.2
ϱ∞=0.0 ϱ∞=0.2
0 0 -2
10-2 10-1 100 - 101 102 103 10 10-1 100 - 101 102 103
h h
Figure 5.7: Spectral radius of the amplification ma- Figure 5.8: Spectral radius of the amplification ma-
trix for the generalized-α scheme versus h̄ = h/T . trix for the Hilber-Hughes-Taylor scheme versus
̺∞ = 0.0, 0.2, 0.4, 0.6, 0.8 and 1.0. h̄ = h/T . ̺∞ = 0.5, 0.7, 0.9, and 1.0.
The generalized-α scheme [17] is unconditionally stable, second-order accurate, and present high
frequency numerical dissipation when the parameters of the scheme are chosen as follows. Let ̺∞ define
the spectral radius of the amplification matrix at high frequency, i.e., ̺∞ = limχ→∞ ̺(A). Parameters αm
and αf are then selected as
2̺∞ − 1 ̺∞
αm = , αf = , (5.55)
̺∞ + 1 ̺∞ + 1
where ̺∞ ∈ [0, 1]. For ̺∞ = 0, i.e., if the spectral radius of the amplification matrix vanishes for χ → ∞,
asymptotic annihilation is achieved. Parameters γ and β are then selected as follows
1 1
γ= − αm + αf , β = (1 − αm + αf )2 . (5.56)
2 4
Figure 5.7 shows the spectral radius of the amplification matrix of the generalized-α scheme versus
h/T = h̄ = χ/(2π), for six values of the numerical dissipation at infinity, ̺∞ = 0.0, 0.2, 0.4, 0.6, 0.8 and
1.0. In all six cases, the spectral radius nearly equals unity at low frequency, i.e., for small values of h̄.
As the frequency increases, the spectral radius decreases monotonically and approaches ̺∞ for h̄ → ∞.
Asymptotic annihilation is achieved for ̺∞ = 0.0.
5.3. THE GENERALIZED-α SCHEME 127
The accuracy of the generalized-α scheme can be studied in the manner explained in section 5.1.4 and
is characterized by its period elongation and algorithmic damping shown in figs. 5.9 and 5.10, respectively.
For ̺∞ = 1.0, the generalized-α scheme is identical to the Newmark algorithm: the scheme presents no
algorithmic damping. Of course, as the numerical dissipation at infinity increases, i.e., as ̺∞ decreases,
the algorithmic damping increases significantly, even at low frequency, as revealed by fig. 5.10. As ̺∞
decreases, the period elongation increases, but to a lesser extend. The scheme, however, remains second-
order accurate even when asymptotic annihilation is achieved, i.e., when ̺∞ = 0. Clearly, numerical
dissipation is achieved at the expense of accuracy, although the generalized-α scheme remains second-
order accurate for all values of ̺∞ .
0.1
1
ϱ∞=0.0 ϱ∞=0.2
ϱ∞=0.0 0.08
ϱ∞=0.4
Algorithmic damping
0.8
ϱ∞=0.2 0.06
Period elongation
0.6
ϱ∞=0.4
ϱ∞=0.6 0.04
0.4 ϱ∞=0.8 ϱ∞=0.6

0.02
0.2 ϱ∞=0.8
ϱ∞=1.0 0
.15 0.2 0.25 0.3 0.35 0.4
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4
h ϱ∞=1.0
h
Figure 5.10: Algorithmic damping of the
Figure 5.9: Period elongation of the generalized-α generalized-α scheme. ̺∞ = 0.0, 0.2, 0.4, 0.6, 0.8
scheme. ̺∞ = 0.0, 0.2, 0.4, 0.6, 0.8 and 1.0. and 1.0.
The Hilber-Hughes-Taylor scheme [16] is unconditionally stable, second-order accurate, and present
high frequency numerical dissipation when the parameters αm and αf are then selected as
1 − ̺∞
αm = 0, αf = , (5.57)
1 + ̺∞
where ̺∞ ∈ [0.5, 1]. Note that the Hilber-Hughes-Taylor scheme does not allow asymptotic annihilation
since ̺∞ must be larger that 0.5. Parameters γ and β are then selected using eq. (5.56). Figure 5.8 shows
the spectral radius of the amplification matrix of the Hilber-Hughes-Taylor scheme versus h/T , for four
values of the numerical dissipation at infinity, ̺∞ = 0.5, 0.7, 0.9, and 1.0.
Finally, the Wood-Bossak-Zienkiewicz algorithm [18] is unconditionally stable, second-order accu-
rate, and present high frequency numerical dissipation when parameters αm and αf are selected as
̺∞ − 1
αm = , αf = 0, (5.58)
̺∞ + 1
where ̺∞ ∈ [0, 1]. Here again, parameters γ and β are selected using eq. (5.56).
The three schemes presented above are similar, all three are unconditionally stable, second-order ac-
curate, and present high frequency numerical dissipation when the parameters are properly selected. Fig-
ure 5.11 compares the spectral radii of amplification matrices of the three schemes, for ̺∞ = 0.8. While
the asymptotic value of the spectral radius for h̄ → ∞ is indeed the desired value of ̺∞ = 0.8 for
the three schemes, their low frequency behavior is markedly different. The spectral radii of the Hilber-
Hughes-Taylor and Wood-Bossak-Zienkiewicz scheme start dropping for lower values of h̄ and decrease
at a faster rate when compared to that of the generalized-α method.
Since the behavior of the three schemes is similar at high frequencies, it is important to compare their
low frequency behavior. Figures 5.12 and 5.13 show the period elongation and algorithmic damping,
0.95
Generalized-α
Spectral radius
0.9
0.85
WBZ HHT
0.8
0.75
10-2 10-1 100 - 101 102 103
h
Figure 5.11: Comparison of the spectral radius for three schemes: the generalized-α, the Hilber-Hughes-
Taylor (HHT), and the Wood-Bossak-Zienkiewicz (WBZ) scheme. ̺∞ = 0.8.
respectively, for the three schemes, when ̺∞ = 0.8. While the period elongations of the three schemes are
rather similar, the low frequency algorithmic damping of the generalized-α scheme is significantly lower
than that of the other two schemes. Clearly, the generalized-α scheme is superior to the other two because
it allows the introduction of high frequency numerical dissipation, including asymptotic annihilation, if
desired, while affecting the low frequency behavior minimally.
0.5 0.05
0.4
WBZ
0.04
WBZ
Algorithmic damping
Period elongation
0.3 0.03
HHT
0.2 0.02
HHT
0.1 Generalized-α 0.01
Generalized-α
0 0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4
- -
h h
Figure 5.12: Comparison of the period elongation Figure 5.13: Comparison of the algorithmic
for three schemes: the generalized-α, the Hilber- damping for three schemes: the generalized-α,
Hughes-Taylor (HHT), and the Wood-Bossak- the Hilber-Hughes-Taylor (HHT), and the Wood-
Zienkiewicz (WBZ) scheme. ̺∞ = 0.8. Bossak-Zienkiewicz (WBZ) scheme. ̺∞ = 0.8.
Chapter 6
Direct integration algorithms for multi dof

systems
The integration algorithms presented in the previous chapter focused on the modal equations of motion.
These equations are fully decoupled from each other, and hence, the integration of one modal equation is
totally independent from that of all others. This great simplicity comes, however, at a price. Indeed, prior
to the integration of the modal equations, the natural frequencies and associated vibration mode shapes
must be evaluated. For large systems, this task could be overwhelming.
When using the modal projection method, all natural frequencies and associated vibration mode shapes
must be evaluated first. As the number of degrees of freedom increases, this task becomes increasingly
complex. In fact, most practical algorithms for the extraction of natural frequencies and mode shapes will
only evaluate the lowest and the highest frequencies of the eigenvalue spectrum. For very large systems,
it is almost impossible to extract the entire spectrum of eigenvalues. Of course, if the modal reduction
approach is used, it is sufficient the natural frequencies in a certain range, typically, the lowest eigenvalues
of the spectrum.
This discussion leads to the following question: if the evaluation of the natural frequencies and associ-
ated mode shapes is so costly, why not integrate the dynamical equations directly, without prior projection
to the modal domain?
6.1 General solution procedures for the solution of dynamical equa-

tions
The linearized equations of motion describing the dynamic response of mechanical systems with n degrees
of freedom are generally cast in the following form
M ü + C u̇ + K u = F (t), (6.1)
where M , C, and K are the constant mass, damping, and stiffness matrices of the system, respectively, all
three of size n × n. The system’s generalized coordinates are stored in array u, of size n. Finally, the array
of time dependent externally applied forces, F (t), appears on the right-hand side of the equations.
Given the form of the equations of motion, eqs. (6.1), three categories of problems can be studied,
the free response, the forced harmonic response, and the transient response. Overviews of these three
techniques are given in sections 6.1.1, 6.1.2, and 6.1.3, respectively. In all cases, the damping matrix will
be ignored.
129
130 CHAPTER 6. DIRECT INTEGRATION ALGORITHMS FOR MULTI DOF SYSTEMS
6.1.1 Free response

In this first case, the externally applied loads are assumed to vanish, F (t) = 0, and the free response of
the system is to be determined. Typically, the undamped system is considered, i.e., the damping matrix
is assumed to vanish. The procedure described in section 2.2, then leads to the generalized eigenproblem
expressed be eqs. (2.21), repeated here for convenience
K − ωr2 M u(r) = 0,

(6.2)
where ωr , r = 1, 2, . . . , n are the system’s natural frequencies and u(r) the associated eigenvectors. The
system’s eigenpairs are defined by eq. (2.22). Matrix P defined by eq. (2.38) stores the system’s eigen-
modes normalized in the space of the mass matrix. A similarity transformation based on this matrix
diagonalizes both mass and stiffness matrices, see eqs. (2.39).
6.1.2 Forced harmonic response

In this case, the externally applied loads are assumed to be harmonic, F (t) = F̂ exp(iΩt), and the re-
sponse of the system at the forcing frequency are sought. The system responds both at its natural frequen-
cies and at the frequency of excitation. Due to the presence of energy dissipation, the system’s intrinsic
response at its own natural frequencies quickly damps out, leaving the forced harmonic response, written
as u(t) = û exp i(Ωt+φ), where φ is the phase angle between the excitation and the response. Here again,
energy dissipation mechanisms are commonly ignored, which implies that the response will be in-phase,
or 180 degrees out-of-phase with the excitation, i.e., u(t) = û exp(iΩt). Introducing this solution into the
governing equations yields the amplitude of the response,
û = (K − Ω2 M )−1 F̂ . (6.3)
The forced harmonic response problem was studied in chapter 3, where the properties of the dynamic
influence coefficients have been established.
6.1.3 Transient response

In this general case, the time dependency of the externally applied loads is of an arbitrary form. Three
approaches are available for the solution of this more complex problem. The first approach is the frequency
response procedure in which the time dependency of the externally applied loads is expanded in Fourier
series; the forced harmonic response approach detailed in the previous section is then applied to each
of the harmonics. The second approach is a projection method: through a change of coordinates, the
system’s governing equations are projected onto the modal basis. Two procedures are then possible, the
modal projection and modal reduction procedure. The third approach is the direct integration procedure
in which the governing equations are integrated in the time domain without any prior transformation of
the equations, hence the term“direct” integration procedure.
Frequency response procedure

In the frequency response procedure, the externally applied loads are assumed to be adequately represented
by a finite sum of N harmonic forces
X N
F (t) = F̂ j eiΩj t , (6.4)
j=1
where F̂ j and Ωj are the amplitude and frequency of the j th excitation force, respectively.
The forced harmonic procedure presented in section 6.1.2 applies to the j th harmonic force and
eq. (6.3) then yields the corresponding amplitude, ûj = (K − Ω2j M )−1 F̂ j .
6.2. ANALYSIS INCLUDING DAMPING 131
Modal analysis procedure

play a fundamental role in the modal projection and modal reduction approaches, see sections 2.3.1
and 2.3.4, respectively.
Direct integration procedure
Cost
Modal
reduction
{
Cost/step
Eigenproblem Direct
solution cost integration
Cost/step
Matrix
factorization {
Time steps
Figure 6.1: Comparison of the costs of direct integration versus modal reduction.
6.2 Analysis including damping

The equations of motion of mechanical systems including damping have been written in the for of
eqs. (6.1), where C is the damping matrix. In contrast with the mass and stiffness matrices that can be
evaluated from the physical mass and stiffness properties of the structure, the damping matrix is far more
difficult to obtain. Indeed, in eqs. (6.1), the damping forces, F d = C u̇, are assumed to be proportional to
the velocities, i.e., the damping forces are viscous damping forces. This description of the damping forces
is convenient because it leads to a simple, linear expression for the damping forces, but unfortunately, the
dissipative forces acting in realistic structure are not of a viscous nature.
Typically, energy dissipation mechanisms involve friction between the various components of the
structure, aerodynamic damping, and internal damping. Internal damping, the damping associated with
the straining on the material the structure is made of, is adequately modeled as a viscous damping force for
small deformations. For most structural materials, the energy dissipated by this internal damping mecha-
nism is far smaller than that dissipated by friction or aerodynamic mechanisms. Friction is an inherently
nonlinear energy dissipation mechanism that is not adequately described by the velocity proportional term
appearing in eq. (6.1). Similarly, aerodynamic forces depend on the square of the relative velocity of the
air flow with respect to the structure, and at large angles of attack, strongly nonlinear equations must be
used. In summary, the actual energy dissipation mechanisms found in realistic structures are very poorly
described by adding a viscous damping to the equations of motion. Consequently, eqs. (6.1) should pro-
vide qualitative answers at best. An accurate model of the energy dissipation mechanisms would require
the use of complex, nonlinear equations that model the actual energy dissipation phenomena. In general,
damping matrix C cannot be evaluated and is, in fact unknown.
Of course, specific components of dynamical systems, such as hydraulic or elastomeric dampers, for
instance, are specially designed to absorb energy. An accurate model of hydraulic dampers would require
the evaluation of the pressures in the hydraulic chambers and the flows through the orifices joining these
chambers. Although the damper can be approximated as a linear dashpot, nonlinear effects are often
observed in practical devices. The modeling of elastomeric materials is a complex task because these
materials exhibit strongly nonlinear behavior that is both frequency and amplitude dependent; furthermore,
history effects are also present.
The discussion presented in the previous paragraphs underlines some of the difficulties associated with
the modeling the energy dissipation mechanisms found in realistic structures. It must be noted, however,
many practical dynamical system are lightly damped and hence, damping has little effect on their behavior,
except at resonance. Consequently, damping mechanisms are often ignored all together.
6.2.1 Modal analysis
P T C P = diag(2ωi ζi ). (6.5)
6.2.2 Direct integration

When using direct integration methods to simulate the response of dynamical systems, an explicit expres-
sion of the damping matrix is necessary to implement any of the algorithms developed in this chapter. As
explained earlier, this explicit expression is rarely available, the following form of the damping matrix is
often assumed
C = αM + βK, (6.6)
where α and β are two coefficients to be evaluated based on energy dissipation measurements. The as-
sumption expressed by eq. (6.6) is known as the Rayleigh damping approximation.
A common procedure to determine coefficients α and β is to assume proportional damping, as ex-
pressed by eq. (6.5). Next, let ζk and ζℓ be the measured critical damping ratios associated with two
natural frequencies of the system, denoted ωk and ωℓ , respectively. Introducing eq. (6.6) into eq. (6.5)
and focusing on the two frequencies for which damping data is available yields α + βωk2 = 2ωk ζk and
α + βωℓ2 = 2ωℓ ζℓ
−1
1 ωk2

α 2ωk ζk
= . (6.7)
β 1 ωℓ2 2ωℓ ζℓ
Of course, if damping data is available for a number of frequencies, coefficients α and β must satisfy an
over-determined set of equations, which can be solved using a least-squares fit, for instance.
6.2.3 Eigenmodes of the damped system

The eigenmodes of dynamical system play an important role in the analysis of such systems. It is possible
to find the eigenmodes of damped systems. The general solution of eqs. (6.1) is of the form u(t) =
û exp(pt), where p are the characteristic exponents of the system. Introducing this solution into eqs. (6.1)
yields
(p2 M + pC + K)û = 0, (6.8)
where the homogeneous system was considered.
The characteristic equation is now
det(p2 M + pC + K) = 0. (6.9)
Because all its coefficients are real, this polynomial equation of order 2n will have 2n roots, that can be
real or complex conjugate. Since the energy dissipation mechanisms described by the damping matrix are
purely passive, the real parts of all characteristic exponents should be negative or zero, corresponding to
damped or purely oscillatory motions, respectively.
6.3. INTEGRATION OF EQUATIONS OF MOTION 133
As the number of degrees of freedom increases, the solution of the characteristic equation, eq. (6.9),
becomes increasingly arduous. For problems with a large number of degrees of freedom, it is convenient
to recast system (6.8) as a first order, generalized eigenproblem

M 0 pû 0 M pû
=p , (6.10)
0 −K û M C û
where the first set of equations is an identity, M pû = pM û. Note that the matrix appearing on the left-
hand side of this equation is not positive-definite, because one of its sub-block diagonal matrices, −K,
is positive negative. Hence, complex conjugate characteristic exponents are possible. The eigenmodes
associated with the complex characteristic exponents are complex conjugate quantities.
6.3 Integration of equations of motion

If the dynamical system is of large size, special purpose techniques are used to find solutions to eqs. (6.1).
If the system is of small size, it is more expeditious to use general purpose time integration schemes
that give accurate results for a variety of ordinary differential equations. Most of these methods [23] are
developed for first order, ordinary differential form.
To recast the equations of motion in the required first order form, an identity equation is appended to
system (6.1),
M q̇ = M q̇, (6.11a)
M q̈ = F (t) − C q̇ − K q. (6.11b)
These two systems of equations are now rewritten as a single system of size 2n,

M 0 q̇ 0 M q 0
= + , (6.12)
0 M q̈ −K −C q̇ F (t)
The following state space array is now defined

q
Q= , (6.13)
q̇
and the equations of motion now become
Q̇ = S Q + F (t), (6.14)
where the system matrix, S, and load vector, F(t), are defined as follows,

0 I 0
S= , F (t) = . (6.15)
−M −1 K −M −1 C F (t)
Numerous algorithms are available for the solution of the first-order differential equations written in
the form of eqs. (6.14). For small number of equations, Runge-Kutta algorithms [23] provide an efficient
solution procedure. For structural dynamics problems, explicit, predictor multi-corrector algorithms such
as the Adams-Bashforth integrator [24] is sometimes used. Implicit Runge-Kutta methods including the
class of Radau schemes [25], or backward difference formulæ (BDF) [26] are also a good choice.
When dealing with very large equation systems, such as those obtained from finite element discretiza-
tions, reduction to first-order form is not advisable. Indeed, the finite element method generates mass
and stiffness matrices that are sparsely populated and highly banded. This feature of the matrices can be
used to increase the computational efficiency of solution procedures dramatically. For instance the “sky-
line solver” provides an elegant and efficient approach to the solution of linear systems involving these
sparsely populated, highly banded matrices; these algorithms are describes in finite element textbooks
such as Hughes [12] or Bathe [13].
6.3.1 Central difference method for multi degree of freedom systems

The previous section have presented the central difference scheme for a single degree of freedom system.
In practical cases, the equations of motions involve many degrees of freedom and are cast in the matrix
form expressed by eq. (6.1). Following the procedure described in section 5.1 for single degree of freedom
systems, the equations of motion are satisfied at discrete instants in time
M üi + C u̇i + K ui = F i . (6.16)
For single degree of freedom systems, the approximations that characterize the central difference scheme
are given by eqs. (5.4). For multi degree of freedom systems, identical assumptions are made for each
degree of freedom, leading to
u − ui−1 u − 2ui + ui−1
u̇i = i+1 , üi = i+1 . (6.17)
2h h2
Introducing these approximations into eq. (6.16) and regrouping the terms yields
M C 2M M C

+ ui+1 = F i − K − 2 ui − − ui−1 . (6.18)
h2 2h h h2 2h
This equation should be compared with its counterpart for single degree of freedom systems, eq. (5.5).
The computational procedure for application of the central difference scheme to multi degree of free-
dom systems is shown in table 6.1. The first set of operations is performed once only, prior to starting the
time marching procedure. The second set of operations is performed at each time step, implementing the
time marching procedure.
Table 6.1: Computation procedure for application of the central difference scheme to multi degree of
freedom systems.
• Initial computations.
1. Calculate matrices M , C, and K.

2. Given initial conditions u0 and u̇0 , obtain initial accelerations, ü0 = M −1 (F 0 − C u̇0 − K u0 ).
3. Calculate u−1 = u0 − hu̇0 + h2 ü0 /2.
4. Compute the effective mass matrix, M † = M /h2 + C/(2h).
5. Factorize the effective mass matrix, M † = L D LT .
• Computations at each time step.
1. Compute the effective load vector, F † = F i − [K − 2M /h2 ]ui − [M/h2 − C/(2h)]ui−1 .

2. Solve L D LT ui+1 = F † .
3. Calculate the velocities and accelerations using eqs. (6.17).
The procedure described in table 6.1 is a direct generalization of the procedure described in section 5.1
for single degree of freedom systems. While this generalization looks reasonable, the convergence of the
integration algorithm must be established first. Because eqs. (6.17) provide consistent approximations to
the first and second derivatives, Lax’s theorem implies that the stability of the scheme must be proved
to guarantee its convergence. It is left to the reader to show the the amplification matrix for the scheme
presented above is of size 2n×2n, where n is the number of degrees of freedom of the system. Finding the
spectral radius of this potentially very large matrix is challenging, and hence, it is very arduous to prove
the stability of the scheme. The following section presents an alternative approach to the problem.
6.4. DIRECT INTEGRATION AND MODAL PROJECTION 135
6.4 Direct integration and modal projection

Section 5.1 has presented the stability and accuracy analysis of the central difference scheme applied to a
single degree of freedom systems. For this very simple problem, the amplification matrix, which is key to
determining the stability characteristics of the method, is a matrix of size 2 × 2. Based on very intuitive
arguments, the scheme detailed in table 6.1 generalizes the application of the central difference scheme
to systems of order n. This scheme, however, cannot be used confidently until its stability characteristics
have been established. Following the reasoning presented in section 6.3.1 for a single degree of freedom
system, it is easily found that the amplification matrix for order-n systems is of size 2n × 2n, and hence,
it will be very difficult to ascertain the stability characteristics of the scheme.
Continuous variables Discrete variables

.
Physical _ ..- + Cu
Mu _ - + Ku
_- =F Mu
.. _ . [r] _ [r] [r]
_ - [r]+ Cu
coordinates - Temporal - + Ku- = F-
Modal Discretization Modal
projection projection
.. . ..[r] . [r]
Modal qi + 2ζiωiqi + ω2iqi = ri (t) [r]
qi + 2ζiωiqi + ω2iqi = ri
[r]
coordinates i = 1, 2, ..., n i = 1, 2, ..., n

Temporal
Discretization
Figure 6.2: Schematic of the modal superposition and direct integration methods.
It is possible to bypass this complicated analysis by studying the application of a given integration
scheme to a dynamical system represented by both physical and modal coordinates. Under the assumption
of proportional damping,
6.5 Analysis of direct integration algorithms

6.5.1 Desirable characteristics of integration algorithms
In light of the discussion presented in the previous section, integration algorithms should possess the
following desirable characteristics.
1. Unconditional stability.
2. Numerical dissipation.
3. Second-order accuracy.
6.5.2 The generalized-α scheme for multi degree of freedom systems

The previous section have presented the generalized-α scheme for a single degree of freedom system. In
practical cases, the equations of motions involve many degrees of freedom and are cast in the matrix form
expressed by eq. (6.1). Following the procedure described in section 5.3 for single degree of freedom
systems, the equations of motion are satisfied at discrete time ti+1 ,
M üi+1 + C u̇i+1 + K ui+1 = F i+1 . (6.19)
For single degree of freedom systems, the approximations that characterize the generalized-α scheme are
given by eqs. (6.20) and (6.21). For multi degree of freedom systems, identical assumptions are made for
each degree of freedom, leading to

h2
ui+1 = ui + hu̇i + (1 − 2β)ai + 2βai+1 , (6.20a)
2
u̇i+1 = u̇i + h (1 − γ)ai + γai+1 , (6.20b)
and the relationship between the algorithmic accelerations and their actual counterparts is
(1 − αm )ai+1 + αm ai = (1 − αf )üi+1 + αf üi . (6.21)
Introducing these approximations into eq. (6.19) and regrouping the terms yields
β α̂f h2 βαf h2

γ α̂f h 1 β 2
M+ C+ K üi+1 = F i+1 − K ui + hu̇i + ü + − h ai
α̂m α̂m α̂m i 2 α̂m
(6.22)
γαf h γ
−C u̇i + ü + 1 − h ai ,
α̂m i α̂m
which can be solved for the actual accelerations of the systems.
The computational procedure for application of the generalized-α scheme to multi degree of freedom
systems is shown in table 6.2. The first set of operations is performed once only, prior to starting the time
marching procedure. The second set of operations is performed at each time step, implementing the time
marching procedure.
Table 6.2: Computation procedure for application of the generalized-α scheme to multi degree of freedom
systems.
• Initial computations.
1. Calculate matrices M , C, and K.

2. Given initial conditions u0 and u̇0 , obtain initial accelerations, ü0 = a0 = M −1 (F 0 − C u̇0 −
K u0 ).
γ α̂f h β α̂f h2
3. Compute the effective mass matrix, M † = M + C+ K.
α̂m α̂m
4. Factorize the effective mass matrix, M † = L D LT .
• Computations at each time step.
1. Predictor step.
βαf h2 1 β 2
(a) Compute the position: u†i = ui + hu̇i + üi + ( − )h ai .
α̂m 2 α̂m
γαf h γ
(b) Compute the velocity: u̇†i = u̇i + üi + (1 − )hai .
α̂m α̂m
2. Compute the effective load vector, F † = F i+1 − K u†i − C u̇†i .
3. Solve L D LT üi+1 = F † to find the actual accelerations of the system.
4. Find the algorithmic acceleration of the system using eq. (6.21). Update the positions and
velocities using eqs. (6.20a) and (6.20b), respectively.
The procedure described in table 6.2 is a direct generalization of the procedure described in section 5.3
for single degree of freedom systems. The convergence and accuracy of the integration scheme follow
6.5. ANALYSIS OF DIRECT INTEGRATION ALGORITHMS 137
from the results established in section 5.3.1. The procedure described here is identical for the generalized-
α, HHT, and WBZ schemes by choosing parameters αm and αf according to eqs. (5.55), (5.57), and (5.58),
respectively. For all three cases, parameters γ and β are given by eq. (5.56).
Chapter 7
Applications to mechanical systems
7.1 Dynamics of rotating system

Figure 7.1 depicts a highly simplified rotating structure problem, often called the “Jeffcott rotor” or “de
Laval rotor.” This simplified configuration is a crude approximation to many actual systems of great im-
portance in engineering such as jet engines, power generation turbines, internal combustion engines, or
computer storage disks. The simplified system consists of a rigid disk attached at mid-span of a flexible
shaft supported by two end bearings. This highly simplified system exhibits many of the characteristic
behaviors encountered in rotating systems. In particular, as the angular velocity of the shaft increases,
critical speeds are encountered at which large amplitude vibrations are observed that can cause catas-
trophic failure. While the predictions obtained from this simplified system cannot be expected to provide
quantitatively accurate answers, the phenomena it reveals are representative of those observed in actual
systems.
It is often the case that the flexible shaft sup-
ports one or more heavy disks whose masses are Rigid disk
much larger than that of the shaft. Consequently, - Flexible
- i2
it is logical to assume the shaft to be massless. On i3 shaft
I -
the other hand, the disks are far more rigid than the O E i1
shaft, and hence, the disks are assumed to be rigid.
L/2 L/2
The shaft is assumed to homogeneous; it is flexible
Left Right
and can bend in two orthogonal planes, although bearing bearing
torsion and extension are neglected. The deflec-
tions of the disk due to bending of the shaft are Figure 7.1: Overall configuration of the Jeffcott or de
assumed to remain much smaller than the shaft’s Laval rotor.
length.
Further simplification of the model is achieved by considering a single disk typically attached at the
shaft’s mid-span. Due to the symmetry of the problem, it is reasonable to assume that the disk remains in
a fixed inertial plane at all times. Finally, the flexibility of the two end bearings will be neglected, i.e., the
end points of the shaft are assumed to be connected to two inertial points denoted O and E in fig. 7.1.
7.1.1 Kinematics of the problem

An inertial system, denoted I = (ı̄1 , ı̄2 , ı̄3 ), is selected where unit vector ı̄1 passes through points O and

E. Figure 7.2 shows a detailed view of the disk with a body attached frame F D = R, B∗ = (b̄∗1 , b̄∗2 , b̄∗3 ) ,
where point R is the material point of the disk connected to the shaft and B∗ a body attached triad. Because
the disk remains in a fixed inertial plane, unit vectors ı̄1 and b̄∗1 remain parallel at all times. Notation (·)∗
is used to denoted all tensor quantities resolved in basis B∗ . A planar rotation of magnitude Ψ about unit
139
140 CHAPTER 7. APPLICATIONS TO MECHANICAL SYSTEMS
vector ı̄1 brings basis I to basis B∗ . The shaft is assumed to rotate at a constant angular velocity Ω, and
hence, Ψ = Ωt. Consequently, the inertial angular velocity of basis B∗ is simply ω = Ωb̄∗1
The position vector of the material point
R with respect to inertial point O is denoted -*
b3 - -*
- b2* b3
r R and can be expressed in the following two i3 P
alternative manners, B*
q3* s*2 P
* - q2 - -*
b1* R b s s* b
*
L η 1 - 3 2
rR = ı̄1 + q2 ı̄2 + q3 ı̄3 - R
2 (7.1) q 3 Ψ = Ωt C
L ∗ ∗ ∗ ∗ ∗ - O
= b̄1 + q2 b̄2 + q3 b̄3 . i1 Detailed view
2 -
q2 i2 of the disk
The coordinates of the reference point re-
solved in inertial basis I are denoted q2 and
q3 , whereas q2∗ and q3∗ give the corresponding Figure 7.2: Partial view of the system. For clarity of the
quantities resolved in the body attached basis figure, the shaft is not shown.
B∗ . Coordinates q2 and q3 give the position
of the point R “as viewed by an inertial ob-
server,” whereas q2∗ and q3∗ are the correspond-
ing quantities “as viewed by an observer rotating with the shaft.” Clearly, these two sets of quantities are
closely related,
∗
q2 cos Ωt sin Ωt q2 q2 cos Ωt − sin Ωt q2∗
= ⇔ = . (7.2)
q3∗ − sin Ωt cos Ωt q3 q3 sin Ωt cos Ωt q3∗
Because the disk is allowed to move in a fixed plane only, the configuration of the problem is fully
determined once generalized coordinates q2 and q3 or q2∗ and q3∗are given. Hence, this systems is a two
T
degree of freedom problem. It can be formulated in terms q = q2 , q3 , called the “inertial coordinates,”

or in terms of q ∗T = q2∗ , q3∗ , called the “rotating coordinates.”
Figure 7.2 shows an arbitrary material point of the disk, denoted point P, and the position vector of
this material point with respect to point R is denoted s. The position vector of point P is r P = rO + s, and
hence,
L
rP = b̄∗1 + (q2∗ + s∗2 )b̄∗2 + (q3∗ + s∗3 )b̄∗3 , (7.3)
2
where s∗2 and s∗3 are the components of vector s resolved in material basis B∗ . Finally, the inertial velocity
of material point P, denoted v P , is obtained from a time derivative of eq. (7.3) to find
v P = q̇2∗ b̄∗2 + q̇3∗ b̄∗3 + (q2∗ + s∗2 )b̄˙ ∗2 + (q3∗ + s∗3 )b̄˙ ∗3 = [q̇2∗ − Ω(q3∗ + s∗3 )] b̄∗2 + [q̇3∗ + Ω(q2∗ + s∗2 )] b̄∗3 . (7.4)
7.1.2 Modeling the rigid disk

The kinetic energy of the system is simply that of the disk because the shaft is assumed to be massless.
Integration over the disk yields
1 1
Z Z
T
[q̇2 − Ω(q3∗ + s∗3 )]2 + [q̇3∗ + Ω(q2∗ + s∗2 )]2 dρ,
∗
K= v P vP dρ = (7.5)
2 Disk 2 Disk
where dρ indicates the differential mass density of a differential volume of the disk. Expanding the squares
of the bracketed expressions and regrouping all terms then leads to
Z
1 ∗2 ∗2 2 ∗2 ∗2 ∗ ∗ ∗ ∗

K = q̇2 + q̇3 + Ω (q2 + q3 ) + 2Ω(q2 q̇3 − q3 q̇2 ) dρ
2 Disk
Z Z Z (7.6)
2 ∗ ∗
∗
2 ∗ ∗
∗ 1 2 ∗2 ∗2
+ Ω q2 + Ωq̇3 s2 dρ + Ω q3 − Ωq̇2 s3 dρ + Ω (s2 + s3 ) dρ .
Disk Disk 2 Disk
7.1. DYNAMICS OF ROTATING SYSTEM 141
This expression involves four integrals over the disk that define its relevant inertial characteristics. The
first integral simply defines the disk’s total mass, m,
Z
m= dρ. (7.7)
Disk
The next two integrals in eq. (7.6) define the location of the center of mass of the disk, denoted point C in
fig. 7.2,
1 1
Z Z
∗ ∗ ∗
η2 = s dρ, η3 = s∗ dρ. (7.8)
m Disk 2 m Disk 3
The position vector of the disk’s center of mass with respect to point R is now η = η2∗ b̄∗2 + η3∗ b̄∗3 . Finally,
the last integral in eq. (7.6) defines the polar moment of inertial of the disk evaluated with respect to point
O, Z
IO = (s∗2 ∗2
2 + s3 ) dρ. (7.9)
Disk
Introducing definitions (7.7), (7.8), and (7.9) into the expression for the kinetic energy of the system,
eq. (7.6), then yields
m ∗2 IO
q̇2 + q̇3∗2 + Ω2 (q2∗2 + q3∗2 ) + 2Ω(q2∗ q̇3∗ − q3∗ q̇2∗ ) + mη2∗ Ω2 q2∗ + Ωq̇3∗ + mη3∗ Ω2 q3∗ − Ωq̇2∗ + Ω2 .

K=
2 2
(7.10)
7.1.3 Modeling the flexible shaft

Because the shaft is assumed to be massless, it will not contribute to the system’s kinetic energy. Given the
assumptions of the problem, the rigid disk is, in fact, the only contributor the system’s kinetic energy. On
the other hand, the elasticity of the shaft will contribute to the strain energy of the system. Furthermore,
although the internal damping of materials used to build rotors is typically very small, it can have a
significant effect on system behavior. The virtual work done by these non-conservative forces will also be
evaluated.
The elastic shaft can bend in two orthogonal planes. To simplify the formulation, unit vectors b̄∗2 and b̄∗3
are selected to coincide with the shaft’s principal axes of bending [1]. This implies that bending in planes
(b̄∗1 , b̄∗2 ) and (b̄∗1 , b̄∗3 ) can be considered independently.
First, attention will focus on bending in plane (b̄∗1 , b̄∗2 ). Because the shaft is massless, the only force it
is subjected to is the concentrated mid-span force reacting the inertial forces acting on the disk: the shaft is
a simply supported, uniform beam subjected to a mid-span concentrated force, F2∗ . Assuming it to behave
like an Euler-Bernoulli beam, the shaft’s mid-span deflection is q2∗ = F2∗ L3 /(48H22 ∗ ∗
) [1], where H22 is the
bending stiffness of the shaft. It is convenient to represent the flexible shaft as a concentrated spring of
stiffness constant k2∗ , i.e., F2∗ = k2∗ q2∗ , and hence, the spring constant can be related to the shaft’s stiffness
properties,
∗ ∗
48H22 48H33
k2∗ = , k ∗
3 = . (7.11)
L3 L3
Using a reasoning similar to that for bending in plane (b̄∗1 , b̄∗2 ), the spring stiffness constant k3∗ defined in
eq. (7.11) results from considering bending of the shaft in plane (b̄∗1 , b̄∗3 ). Because the shaft’s elasticity is
now modeled by two equivalent springs, its contribution to the system’s strain energy is readily evaluated
as
1 1
V = k2∗ q2∗2 + k3∗ q3∗2 . (7.12)
2 2
If the shaft does not rotate, the problem reduces to two, uncoupled spring-mass systems. In plane
(b̄1 , b̄2 ), the spring-mass system is defined by spring stiffness constant k2∗ and mass m; in plane (b̄∗1 , b̄∗3 ),
∗ ∗
the corresponding physical characteristics are k3∗ and m, respectively. The natural frequencies of the non-
rotating system are then
k2∗
ω2∗ = , (7.13a)
m
k∗
ω3∗ = 3 . (7.13b)
m
These two parameters, called the shaft’s “non-rotating frequencies,” play a fundamental role in the analysis
of the rotating system. If the stiffnesses of the shaft in the two orthogonal principal bending directions
are not equal, i.e., if k2∗ 6= k3∗ , the non-rotating frequencies are not equal, i.e., if ω2∗ 6= ω3∗ , and the shaft is
said to be anisotropic. On the other hand, if k ∗ = k2∗ = k3∗ , the non-rotating frequencies are also equal,
ω ∗ = ω2∗ = ω3∗ , and the shaft is said to be isotropic. Many rotating systems feature circular shafts for
which k ∗ = k2∗ = k3∗ . Due to manufacturing imperfections, however, shafts are never perfectly isotropic;
a very common situation is that ω2∗ = (1 + ε)ω3∗, where |ε| ≪ 1.
If dissipative forces are present in the shaft, their effect should also be taken into account. Because the
elasticity of the shaft is modeled by an equivalent spring stiffness constant, it seems natural to model the
effect of the dissipative forces by equivalent dashpots. In planes (b̄∗1 , b̄∗2 ) and (b̄∗1 , b̄∗3 ), the dissipative forces
are expressed as f2∗d = c∗2 q̇2∗ and f3∗d = c∗3 q̇3∗ , respectively, where c∗2 and c∗3 are the two equivalent dashpot
constants, respectively. To ease the interpretation of the results, the corresponding critical damping ratios
are introduced, leading to the following expressions, f2∗d = 2mω2∗ ζ2∗ q̇2∗ and f3∗d = 2mω3∗ ζ3∗ q̇3∗ .
The virtual work done by these dissipative forces now becomes
δW = δq2∗ 2mω2∗ ζ2∗q̇2∗ + δq3∗ 2mω3∗ ζ3∗q̇3∗ = mδq ∗T Q∗ζ , (7.14)
where the generalized forces associated with the shaft’s internal damping are defined as
∗ ∗ ∗
∗ ω2 ζ2 q̇2
Qζ = 2 . (7.15)
ω3∗ ζ3∗q̇3∗
Furthermore, to simplify the notation, the array of generalized coordinates was introduced
∗
∗ q
q = 2∗ . (7.16)
q3
7.1.4 Infinitesimal work done by the external forces

In addition to the inertial forces acting on the disk and the elastic forces in the shaft, external forces also
act on the system. Gravity forces and external aerodynamic forces will be exerted on the disk. The virtual
work done by these externally applied forces is evaluated in this section.
The gravity force acting on the disk is f g = −mgı̄3 , where g is the acceleration of gravity. This force is
applied at the disk’s center of mass, point C, shown in fig. 7.2. The virtual work done by the gravity forces
is δW = δrTC f g . The position vector of the center of mass with respect to point R is defined by eqs. (7.8),
and hence, its position with respect to inertial point O is rC = (L/2)b̄∗1 + (q2∗ + η2∗ )b̄∗2 + (q3∗ + η3∗ )b̄∗3 . The
virtual work done by the gravity forces now becomes
δW = (δq2∗T b̄∗2 + δq3∗T b̄∗3 )(−mg sin Ωt b̄∗2 − mg cos Ωt b̄∗2 ) = mδq ∗T Q∗g , (7.17)
where the generalized forces associated with the gravity forces are defined as

∗ sin Ωt
Qg = −g . (7.18)
cos Ωt
As the shaft and disk are whirling through the air, aerodynamic drag forces result, which are assumed
to be of the form f a = −bv R , where b is a coefficient that depends on the shapes of the shaft and disk1,
and v R the inertial velocity vector of point R, see fig. 7.2. The virtual work done by the drag forces is
δW = δr TR f a . The position vector of reference point R is given by eqs. (7.1), and the velocity vector of
the same point is obtained from eq. (7.4) where s∗2 = s∗3 = 0. The virtual work done by the drag forces
now becomes
δW = (δq2∗T b̄∗2 + δq3∗T b̄∗3 ) −b(q̇2∗ − Ωq3∗ )b̄∗2 − b(q̇3∗ + Ωq2∗ )b̄∗3 = mδq ∗T Q∗a .

(7.19)
The generalized forces associated with the drag forces are defined as
∗
∗ q̇2 − Ωq3∗
Qa = −ca ∗ , (7.20)
q̇3 + Ωq2∗
where ca = b/m is the aerodynamic drag coefficient.
7.1.5 Equations of motion

The equations of motion of the system will be obtained with the help of Lagrange’s formulation. The
Lagrangian of the system is L = K − V , where the kinetic and strain energies of the system are given by
eqs. (7.10) and (7.12), respectively. For this two degree of freedom problem the generalized momenta are
found easily,
∂L
p2 = = m(q̇2∗ − Ωq3∗ − Ωη3∗ ), (7.21a)
∂ q̇2∗
∂L
p3 = ∗ = m(q̇3∗ + Ωq2∗ + Ωη2∗ ). (7.21b)
∂ q̇3
The derivatives of the Lagrangian with respect to the generalized coordinates are
∂L
∗
= mΩ2 q2∗ + mΩq̇3∗ + mΩ2 η2∗ − k2∗ q2∗ , (7.22a)
∂q2
∂L
= mΩ2 q3∗ − mΩq̇2∗ + mΩ2 η3∗ − k3∗ q3∗ . (7.22b)
∂q3∗
Lagrange’s formulation then yields the equations of motion of the system. Dividing the two equations of
motion by the mass of the shaft and casting the results in matrix form leads to
ω2 − Ω2
∗2 ∗
1 0 q̈2∗ 0 −2Ω q̇2∗ 0 q2
+ + = Ω2 η ∗ + Q∗ , (7.23)
0 1 q̈3∗ 2Ω 0 q̇3∗ 0 ω3∗2 − Ω2 q3∗
The generalized force vector, Q∗ = Q∗g + Q∗ζ + Q∗a , is the sum of the generalized force vectors associated
with the gravity, internal damping, and aerodynamic drag forces given by eqs. (7.18), (7.15), and (7.20),
respectively, i.e., ∗ ∗ ∗ ∗
∗ sin Ωt ω2 ζ2 q̇2 q̇2 − Ωq3∗
Q = −g +2 − ca ∗ . (7.24)
cos Ωt ω3∗ ζ3∗ q̇3∗ q̇3 + Ωq2∗
Introducing eq. (7.24) into the equations of motion of the system, eqs. (7.23) and reorganizing all terms
then yields
∗ ∗ ∗ 2 ∗ sin Ωt
M q̈ + C q̇ + K q = Ω η − g , (7.25)
cos Ωt
1
A more accurate expression for the drag force is f a = −1/2 Cd ρA kvR kv R , where Cd is a non-dimensional drag coeffi-
cient, ρ the air density, and A a representative cross-sectional area of the shaft and disk. Comparing the two expressions yields
b = 1/2 Cd ρA kv R k, which implies that the drag forces are nonlinear functions of velocity. The crude approximation where b
is assumed to remain constant is used here to obtain a linear problem.
where the array the generalized coordinates is defined by eq. (7.16). To obtain the compact form of
eq. (7.25), the mass, damping, and stiffness matrices were defined. For this simplified formulation, the
mass matrix reduces to the identity matrix

1 0
M= . (7.26)
0 1
The damping matrix is itself the sum of two contributions
C = G + D, (7.27)
where the skew-symmetric gyroscopic matrix is defined as

0 −2Ω
G= , (7.28)
2Ω 0
and the symmetric damping matrix as

ca + 2ω2∗ ζ2∗ 0
D= , (7.29)
0 ca + 2ω3∗ζ3∗
Finally, the stiffness matrix is defined as
ω2∗2 − Ω2

−Ωca
K= . (7.30)
Ωca ω3∗2 − Ω2
The many simplifying assumptions stated at the onset of the formulation allow the equations of motion
of the problem to be cast in the form of the two coupled, linear, ordinary differential equations in time given
by eqs. (7.25). The various parameters appearing in these equations are related to the various physical
phenomena that are modeled, often in very crude, approximate manners. The most important parameter is
Ω, the constant angular speed of the shaft. Parameters ω2∗ and ω3∗ determine the non-rotating frequencies of
the shaft. Parameter g, the acceleration of gravity, controls gravity effects; setting g = 0 eliminates gravity
forces from the formulation. Similarly, parameters ζ2∗ and ζ3∗ control the amount of energy dissipation in
the shaft; setting ζ2∗ = ζ3∗ = 0 assumes a conservative material for the shaft. Finally, parameter ca controls
the magnitude of the aerodynamic drag forces, which can be eliminated all together by setting ca = 0. In
the following sections, the effects of these various parameters will be investigated one at a time.
7.1.6 Stability analysis

To study the stability of the motion, it is sufficient to consider the homogeneous part of the equations of
motion, eqs. (7.25). The solution of the system is expected to be of the form q ∗ (t) = q̂∗ exp(pt), where p
is called the characteristic exponent that is, in general a complex number. Introducing these expressions
into the homogeneous part of eqs. (7.25), the following system of homogeneous, algebraic equations is
obtained, 2
p M + pC + K q̂ ∗ = 0.

In general, this homogeneous, algebraic system admits the trivial solution, q̂ ∗ = 0, only. A non-trivial
solution exists, however, if the determinant of the system vanishes, i.e., if
det p2 M + pC + K = 0.

(7.31)
Expanding this determinant leads to the following characteristic equation for p,
p4 + a3 p3 + a2 p2 + a1 p + a0 = 0. (7.32)
Because matrices M, C, and K are real, coefficients a3 , a2 , a1 , and a0 are also real. This implies
that the characteristic exponents, if complex, must appear in complex conjugate pairs. For the Jeffcott
rotor studied here, the four roots of the characteristic equation form two complex conjugate pairs written
as p1,2 = σ1 ± iω1 and p3,4 = σ2 ± iω2 , where ω1 and ω2 are the frequencies of the motion. Stability
of the system requires σ1 ≤ 0 and σ2 ≤ 0. In factorized form, the characteristic equation becomes
(p − p1 )(p − p2 )(p − p3 )(p − p4 ) = 0, and expanding this expression leads to
a0 = (σ12 + ω12 )(σ22 + ω22), (7.33a)

a1 = −2σ1 (σ22 + ω22) − 2σ2 (σ12 + ω12 ), (7.33b)
a2 = σ12 + ω12 + σ22 + ω22 + 4σ1 σ2 , (7.33c)
a3 = −2(σ1 + σ2 ). (7.33d)
The following observation is made: if the system is stable, σ1 ≤ 0 and σ2 ≤ 0, and eqs. (7.33) then yield
the following necessary conditions for stability: a0 ≥ 0, a1 ≥ 0, a2 ≥ 0, and a3 ≥ 0.
To obtain further information about stability, the system is assumed to be at the stability boundary, i.e.,
σ1 ≤ 0 and σ2 = 0. Equations (7.33) now become a0 = (σ12 +ω12 )ω22 , a1 = −2σ1 ω22 , a2 = σ12 +ω12 +ω22 , and
a3 = −2σ1 . Straightforward algebraic manipulations then reveal that at the stability boundary, a1 a2 a3 =
a21 + a0 a23 . Considering p1,2 = −1 ± i0 and p3,4 = −1 ± i0 yields a1 a2 a3 = 96 and a21 + a0 a23 = 16;
because this system is stable, the stability condition is a1 a2 a3 ≥ a21 + a0 a23 . This discussion leads to the
following stability criterion.
Criterion 7.1 (Stability criterion). A dynamical system with the characteristic equation (7.32) is stable if
and only if the following conditions are met, a0 ≥ 0, a1 ≥ 0, a2 ≥ 0, a3 ≥ 0, and a1 a2 a3 ≥ a21 + a0 a23 .
If the eigenvectors associated with characteristic roots p1,2 and p3,4 , are denoted r∗1 ± is∗1 and r∗2 ± is∗2 ,
respectively, the solution of the homogeneous part of eqs. (7.25) is
a1 − ib1 ∗ a1 + ib1 ∗
q∗ (t) = (r1 + is∗1 )e(σ1 +iω1 )t + (r1 − is∗1 )e(σ1 −iω1 )t + . . .
2 2
∗ ∗ ∗ ∗
(a1 r ∗1 + b1 s∗1 ) + i(b1 r∗1 − a1 s∗1 ) −iω1 t

σ1 t (a1 r 1 + b1 s1 ) − i(b1 r 1 − a1 s1 ) iω1 t
=e e + e + ...
2 2
= eσ1 t [(a1 r ∗1 + b1 s∗1 ) cos ω1 t + (b1 r ∗1 − a1 s∗1 ) sin ω1 t] + eσ2 t [(a2 r ∗2 + b2 s∗2 ) cos ω2 t + (b2 r ∗2 − a2 s∗2 ) sin ω2 t] ,
(7.34)
where a1 , b1 , a2 , and b2 are four integration constants that should be evaluated given the initial conditions
of the problem and the last equality follows from the use of Euler’s formula.
7.1.7 Case 1: balanced disk, isotropic shaft, no gravity

The section focuses on the highly idealized case where the rotor system features a balanced disk, an
isotropic shaft, and the effects of gravity are ignored. A balanced disk is one for which material point
R, where the shaft connects to the disk, coincides with the disk’s center of mass, and hence, η = 0.
For an isotropic shaft, ω ∗ = ω2∗ = ω3∗ . All other parameters of the problem are assumed to vanish, i.e.,
g = ζ2∗ = ζ3∗ = ca = 0.
The equations of motion of the system are given by eq. (7.25) and now reduce to
ω − Ω2
∗2 ∗
1 0 q̈2∗ 0 −2Ω q̇2∗ 0 q2
+ + = 0, (7.35)
0 1 q̈3∗ 2Ω 0 q̇3∗ 0 ω ∗2 − Ω2 q3∗
These equations for a set of two coupled, linear, ordinary differential equations in time. The two equations
are coupled through the gyroscopic matrix.
Using the procedure described in section 7.1.6, the characteristic equation of the system is obtained
easily, 2
p + ω ∗2 − Ω2

−2Ωp
det = 0,
2Ωp p2 + ω ∗2 − Ω2
and expanding the determinant leads to a bi-quadratic polynomial equation for the characteristic exponents
of the system p4 + 2(ω ∗2 + Ω2 )p2 + (ω ∗2 − Ω2 )2 = 0. The real and imaginary parts of the∗Tcharacteristic

∗ ∗T
roots are found to be σ1 = 0, ω1 = (ω −Ω), with associated
eigenvectors r 1 = 1, 0 , s1 = 0, −1 ,
and σ2 = 0, ω2 = (ω ∗ + Ω), with r ∗T ∗T
2 = 1, 0 , s2 = 0, 1 .
To visualize the stability characteristics of the
system, it is convenient to plot the real and imagi- 4
3.5 ω2 = ω* + Ω
nary parts of the characteristic exponents as func- 3
2.5
tions of non-dimensional rotor angular velocity, 2
ω*
ω
1.5 ω1 = ω* - Ω
Ω̄ = Ω/ω ∗ . The following parameter values are 0.5
1
A
selected: ω2∗ = ω3∗ = 1 rad/s. The top portion 0
ω*
of fig. 7.3 shows the two frequencies of the sys- 1
0.8
tem, ω1 = (ω ∗ − Ω) and ω2 = (ω ∗ + Ω), versus 0.6
rotor speed, Ω̄. Note that the imaginary parts of
σ
0.4
the other two characteristic roots, −(ω ∗ − Ω) and 0.2
σ1 σ2
−(ω ∗ + Ω) are simply mirror images of the other 0
0 0.5 1 * 1.5 2
Ω/ω
two and provide no additional information. It is
customary to show the positive imaginary parts of Figure 7.3: Real (bottom figure) and imaginary (top
the characteristic exponents only. The bottom por- figure) parts of the characteristic exponents versus ro-
tion of fig. 7.3 shows the real parts of the character- tor speed.
istic exponents versus the same non-dimensional
rotor speed, Ω̄ = Ω/ω ∗ .
Figure 7.3 summarizes the stability characteristics of the system in a convenient manner. For any
rotor speed, the top portion of the figure gives the two frequencies of the system and the bottom portion
of the figure provides the corresponding damping. Because σ vanishes at all rotor speeds, the system is
marginally stable for all speed.
The general solution of the system given by eqs. (7.34) now becomes
q2∗ (t) = a1 cos(ω ∗ − Ω)t + b1 sin(ω ∗ − Ω)t + a2 cos(ω ∗ + Ω)t + b2 sin(ω ∗ + Ω)t, (7.36a)
q3∗ (t) = −b1 cos(ω ∗ − Ω)t + a1 sin(ω ∗ − Ω)t + b2 cos(ω ∗ + Ω)t − a2 sin(ω ∗ + Ω)t. (7.36b)
Clearly, the motion of point R consists of the superposition of undamped vibrations at frequencies (ω ∗ −Ω)
and (ω ∗ + Ω). Because coordinates q2∗ (t) and q3∗ (t) give the positions of point R in material basis B∗ ,
eqs. (7.36) describe the motion of this point as viewed by an observer rotating with the shaft.
It is also possible to describe the same motion in the inertial system by using the coordinate transfor-
mation given by eq. (7.2) to find
q2 (t) = (a1 + a2 ) cos ω ∗t + (b1 + b2 ) sin ω ∗t, (7.37a)
q3 (t) = (a1 − a2 ) sin ω ∗ t − (b1 − b2 ) cos ω ∗ t. (7.37b)
For a2 = b1 = b2 = 0, the motion is q2 (t) = a1 cos ω ∗ t, q3 (t) = a1 sin ω ∗t, or q22 + q32 = a21 . The trajectory
of point R is a circle of radius a1 and point R moves along this circle in a counterclockwise direction at an
angular speed ω ∗ . Similarly, for a1 = b1 = b2 = 0, the motion is q2 (t) = a2 cos ω ∗t, q3 (t) = −a2 sin ω ∗ t,
or q22 + q32 = a22 . The trajectory of point R is now a circle of radius a2 and point R moves along this circle
in a clockwise direction at an angular speed ω ∗ .
∗
When the system’s angular velocity equals the shaft’s non-rotating bending frequency,
∗T
i.e., ∗T
Ω
when =
ω , the real and imaginary parts of the characteristic roots are found to be r2 = 1, 0 , s2 = 0, 1 .
This operating point corresponds to point A in fig. 7.3.
7.1.8 Case 2: balanced disk, anisotropic shaft, no gravity

In practice, the shaft’s bending stiffnesses in the two principal bending directions will not be identical, i.e.,
the shaft is anisotropic. It is assumed that the principal bending directions are selected in such a manner
that ω2∗ ≤ ω3∗. In this section again, all other parameters of the problem are assumed vanish, i.e., η = 0,
g = ζ2∗ = ζ3∗ = ca = 0.
easily, 2
p + ω2∗2 − Ω2

−2Ωp
det = 0,
2Ωp p2 + ω3∗2 − Ω2
and expanding the determinant leads to a bi-quadratic polynomial equation for the characteristic exponents
of the system
ω ∗2 + ω3∗2
p4 + 2( 2 + Ω2 )p2 + (ω2∗2 − Ω2 )(ω3∗2 − Ω2 ) = 0. (7.38)
2
It is convenient to define the following two parameters
ω2∗2 + ω3∗2
α = Ω2 + > 0,
2
2 (7.39)
ω3∗2 − ω2∗2

2 2 2 2
β=α − (ω2∗2−Ω )(ω3∗2
− Ω ) = 2Ω (ω2∗2
+ ω3∗2 )
+ > 0.
2
2
√ 2
√
The roots of the bi-quadratic √ equation, eq. (7.38), are now p 1 = −(α − β) and p 2 = −(α + β).
∗ ∗ 2
If Ω ≤ ω2 or Ω ≥ ω3 , β ≤ α and hence, p1p≤ 0. The real and imaginary parts of the corresponding
√
characteristic
exponents
are σ1 =
0 and ω1 = √α − β, respectively. The corresponding eigenvector
2
is r ∗T ∗T
1 = 1, 0 , s1 = 0, −s1 , where s1 = ( β − γ)/(2Ωω1 ) and γ = 2Ω + (ω3 − ω2 )/2 > 0.
∗2 ∗2
∗2 ∗2 ∗ ∗
√ that s1 > 0 for 2Ω < ω2 but s1 < 0 for Ω > ω2 . On the other hand, when ω2 < Ω < ω3 ,
Note
β > α and p√ hence, p1 > 0. The real and imaginary parts of the corresponding characteristic exponents
are σ1 = ± β − α and ω1 = 0, respectively. Because one of the characteristic exponents
∗T has a positive
∗T
real part, the
√ system is unstable. The corresponding eigenvector is r 1 = 1, ∓r 1 , s 1 = 0, 0 , where
r1 = (γ − β)/(2Ωσ1 ) > 0.
Since p22 is always negative,
p√ the real and imaginary parts of the corresponding characteristic exponents
∗T
∗T
are
σ 2 = 0 and ω 2 = √ β + α, respectively. The corresponding eigenvector is r 2 = 1, 0 , s2 =
0, s2 , where s2 = ( β + γ)/(2Ωω2 ) > 0.
Figure 7.4 shows the stability characteristics of the
system, represented by the real and imaginary parts 3.5
4
of the characteristic exponents as functions of non- 2.5

3
Unstable
∗ ω2
dimensional rotor angular velocity, Ω̄ = Ω/ω2 . The 2
ω
zone
1.5
following parameter values are selected: ω2∗ = 1 and 1
0.5
ω1
∗
ω3 = 1.3 rad/s. The top portion of fig. 7.4 shows the 0
ω*2 ω*3
two frequencies of the system, ω1 and ω2 , versus ro- 0.2
0.15
σ1
tor speed, Ω̄. The bottom portion of fig. 7.4 shows the 0.1
0.05 σ2
real parts of the characteristic exponents versus the same 0
σ
-0.05
non-dimensional rotor speed. While the real parts of the -0.1
-0.15
∗ ∗
characteristic exponents vanish for Ω ≤ ω2 and Ω ≥ ω3 , -0.2
0 0.5 1 1.5 2
Ω / ω*2
the real part of one characteristic exponent becomes pos-
itive for ω2∗ ≤ Ω ≤ ω3∗ , i.e., when the rotor speed is in
Figure 7.4: Real (bottom figure) and imaginary
between the two non-rotating natural bending frequen-
(top figure) parts of the characteristic exponents
cies of the shaft.
versus rotor speed.
According of criterion 7.1, the conditions for stabil-
ity of the system are a0 = (ω2∗2 − Ω2 )(ω3∗2 − Ω2 ) ≥ 0,
a1 = 0 ≥ 0, a2 = 2α ≥ 0, a3 = 0 ≥ 0, and a1 a2 a3 = 0 ≥ 0 = a21 + a0 a23 . All conditions are satisfied

if (ω2∗2 − Ω2 )(ω3∗2 − Ω2 ) ≥, i.e., if Ω ≤ ω2∗ and Ω ≥ ω3∗ . As expected, stability criterion 7.1 confirms the
results obtained here.
For the stable regime of operation, the general solution of the system given by eqs. (7.34) becomes
q2∗ (t) = (a1 cos ω1 t + b1 sin ω1 t) + ( a2 cos ω2 t + b2 sin ω2 t), (7.40a)
q3∗ (t) = s1 (a1 sin ω1 t − b1 cos ω1 t) + s2 (−a2 sin ω2 t + b2 cos ω2 t). (7.40b)
Clearly, the motion of point R consists of the superposition of undamped vibrations at frequencies ω1 and
ω2 . Because coordinates q2∗ (t) and q3∗ (t) give the positions of point R in material basis B∗ , eqs. (7.40)
describe the motion of this point as viewed by an observer rotating with the shaft. For all rotor speeds,
the motion of point R at frequency ω2 corresponds to a “backward whirling.” In contrast, the motion of
the same point at frequency ω1 corresponds to a “forward whirling” or a “backward whirling” for slow or
fast rotor speeds, respectively, i.e., for Ω ≤ ω2∗ or Ω ≥ ω3∗, respectively. This stems from the fact that s2 is
always a positive quantity whereas s1 is a positive quantity at slow rotor speeds but a negative quantity at
high rotor speeds.
To illustrate the concepts of forward and backward whirling introduced in the previous paragraph, the
equations of motion are integrated in time for a period of 30 s using the procedure described in section 6.3.
The following parameters are selected for the simulation: ω2∗ = 1, ω3∗ = 1.3 rad/s, and all remaining
parameters vanish. Figure 7.5 depicts the trajectory of point R as viewed by a rotating observer for a rotor
speed Ω = 0.75 < ω2∗ rad/s and the following initial conditions: q2∗ (t = 0) = q3∗ (t = 0) = 2 m, q̇2∗ (t =
0) = 0.33, and q̇3∗ (t = 0) = −0.1 m/s. On the other hand, fig. 7.6 shows the trajectory of the same point
for a rotor speed Ω = 1.75 > ω3∗ rad/s and the following initial conditions: q2∗ (t = 0) = q3∗ (t = 0) = 2,
q̇2∗ (t = 0) = −2.33, and q̇3∗ (t = 0) = 2.
10
3 Backward
t=0 whirling
2
5
t=0
q3*
0
q3*
-1
-5
-2
Forward
-3
whirling
-10
-4 -3 -2 -1 0 1 2 3 4 -10 -5 0 5 10
q2* q2*
Figure 7.5: Trajectory of point R as viewed by a Figure 7.6: Trajectory of point R as viewed by a
rotating observer (Ω = 0.75 rad/s). rotating observer (Ω = 1.75 rad/s).
As predicted by the theory developed above, the motion is stable in both cases. For the low rotor
speed shown in fig. 7.5, a forward whirling motion is observed at the low frequency, in contrast with the
motion at high frequency, which exhibits backward whirling. For the high rotor speed shown in fig. 7.6, a
backward whirling motion is observed at both low and high frequencies.
For the unstable stable regime of operation, the general solution of the system given by eqs. (7.34)
becomes
q2∗ (t) = (a1 eσ1 t + c1 e−σ1 t ) + ( a2 cos ω2 t + b2 sin ω2 t), (7.41a)
q3∗ (t) = −r1 (a1 eσ1 t + c1 e−σ1 t ) + s2 (−a2 sin ω2 t + b2 cos ω2 t). (7.41b)
Clearly, the motion of point R consists of the superposition of an exponentially growing motion and of an
undamped, oscillatory motion at frequency ω2 . The motion is quickly dominated by the exponential term,
exp(σ1 t), confirming the instability of the system. Using equations (7.2), the coordinates of point R as
viewed by an inertial observer can also be obtained.
4 4
3 3
2
2 1
q2*
q2
1 0
-1
0
-2
-1 -3
0.5 3
0 2
-0.5
1
q3*
-1
q3
0
-1.5
-2 -1
-2.5 -2
0 5 10 15 20 25 30 0 5 10 15 20 25 30
TIME TIME
Figure 7.7: Histories of the coordinates of point R Figure 7.8: Histories of the coordinates of point R
as viewed by a rotating observer. Top figure: q2∗ , as viewed by an inertial observer. Top figure: q2∗ ,
bottom figure: q3∗ . bottom figure: q3∗ .
To verify the predictions of the stability analysis developed above, an additional simulation is run for
an unstable rotor speed ω2∗ < Ω = 1.15 < ω3∗ rad/s. The initial conditions are selected as q2∗ (t = 0) =
q3∗ (t = 0) = 0, q̇2∗ (t = 0) = 1, and q̇3∗ (t = 0) = −1. Figures 7.7 and 7.8 depict the time histories of
the coordinates of point R as viewed by rotating and inertial observers, respectively. The trajectories of
the same point as viewed by rotating and inertial observers are shown in figs. 7.9 and 7.10, respectively.
These two figure clearly illustrate the fast diverging trajectory of point R, indicating the instability of the
system.
2.5
2
0
1.5
-0.5
1
q3*
-1 0.5
q3
-1.5 0
-0.5
-2
-1
-0.5 0 0.5 1 1.5 2 2.5 3
q2* -1.5
-2 -1 0 1 2 3
q2
Figure 7.9: Trajectory of point R as viewed by a Figure 7.10: Trajectory of point R as viewed by an
rotating observer. inertial observer.
The isotropic rotor studied in section 7.1.7 is clearly a very highly idealized situation. In practice,
shafts always exhibit a certain level of anisotropy. Let ω3∗2 = (1 + ε/2)ω ∗2 and ω2∗2 = (1 − ε/2)ω ∗2. This
implies that ω ∗2 is the average of the squares of the bending natural frequencies, ω ∗2 = (ω2∗2 + ω3∗2 )/2, and
ε = (ω3∗2 − ω2∗2 )/ω ∗2 is a measure of the shaft’s anisotropy. It is often the case that ε ≪ 1, which means
that the two bending natural frequencies of the shaft are nearly identical, as would be the case for a shaft
of circular cross-section, for instance.
It is interesting to consider the case where ε ≪ 1, i.e., the shaft is nearly isotropic, and Ω = ω ∗ , i.e.,
the rotor speed is in between the nearly identical natural bending frequencies of the shaft. The results
presented in this section indicate that the system is unstable. Explicit results can be obtained by noting
that α = 2ω ∗2 and β = 4ω ∗2 (1 + ε2 /16). This leads to p21 ≈ ε2 ω ∗2 /16 and p22 ≈ −4ω ∗2 , and finally,
σ1 = εω ∗/4, ω1 = 0, r1 ≈ 1 and σ2 = 0, ω2 = 2ω ∗, s2 ≈ 1. Note that exp(σ1 t) = exp(πετ /2) ≈

1 + πετ /2, where T = 2π/ω ∗ is the shaft’s period of rotation and τ = t/T the non-dimensional time.
Equations (7.41) then become
πε
q2∗ (t) ≈ (a1 + c1 ) + (a1 − c1 ) τ + ( a2 cos ω2 t + b2 sin ω2 t), (7.42a)
2
πε
q3∗ (t) ≈ −(a1 + c1 ) − (a1 − c1 ) τ + (−a2 sin ω2 t + b2 cos ω2 t). (7.42b)
2
While the system is unstable, the amplitude of the motion grows slowly. Doubling the amplitude of the
motion requires exp(σ1 t) = 2, or τ = (2 ln 2)/(πε). If ε = 10−3 , τ = 440, i.e., it will take 440 revolutions
of the rotor for the amplitude of the motion to double.
This discussion clearly indicates that the conclusions of section 7.1.7, while theoretically correct, are
erroneous in practice. Indeed a “perfectly isotropic” shaft is an idealization that cannot be achieved with
actual hardware. Shafts are always anisotropic, although their natural bending frequencies in the two
principal bending directions might be nearly identical. Consequently, when the rotor speed is in between
these two frequencies, the system becomes unstable. While the growth of the motion might be slow
initially, it is, nevertheless, an unstable system.
7.1.9 Case 3: unbalanced disk, anisotropic shaft, no gravity

This section addresses the problem of disk unbalance. In the previous section, the location of the attach-
ment point of the shaft to the disk, labeled point R in fig 7.2, is assumed to coincide with that of the disk’s
center of mass, labeled point C in the same figure, implying the vanishing of vector η. In practice, the
locations of the shaft’s attachment point and disk’s center of mass do not coincide. The governing equa-
tions of problem are identical to those of Case 2, see section 7.1.8, but a non-homogeneous term, Ω2 η ∗ ,
where η ∗ are the components or vector η resolved in material triad B∗ , now appears right-hand side of the
equations.
The solution of the homogeneous part of the equations is identical to that presented in the previous
section, but a particular solution must now be added for the non-vanishing right-hand side. This particular
solution is found by inspection as
Ω2 η2∗ Ω2 η3∗
q2∗ = ∗2 , q3∗ = . (7.43)
ω2 − Ω2 ω3∗2 − Ω2
Note that this solution is independent of time.

For an observer rotating with the shaft, the effect Ω < ω2* Ω > ω3*
of unbalance is to give the shaft a constant bowing, - * -i C - * -i R
b3 3 b3 3
which in turn, results in constant bending stresses.
Because these stresses are constant, they generate R η - -
- b2* q
-
b2*
no fatigue loading. η
∗
-
- - -
Note that q2 → ∞ when the rotor speed ap- B*
i2 B*
i2
∗ ∗
proaches ω2 ; similarly, q3 → ∞ when the rotor O O C
speed approaches ω3∗. Large shaft deflections will
occur when the rotor speed approaches of of the Figure 7.11: Self centering of the shaft at high angu-
shaft’s natural bending frequencies. Of course, for lar speeds of the rotor.
ω2∗ < Ω < ω3∗ , the system is unstable. For large
values of the rotor speed, Ω ≫ ω3∗ , q2∗ → −η2∗ and q3∗ → −η3∗ or q → −η: the shaft is “self centering.”
Figure 7.11 illustrates this effect by showing the relative positions of points O, R, and C at two rotor
speeds.
7.1.10 Case 4: balanced disk, anisotropic shaft, with gravity

In the previous sections, gravity effects have been neglected. Once again, the rotor system featuring a
balanced disk and an anisotropic shaft presented in section 7.1.8 will be investigated. The governing
equations of problem are identical to those of Case 2, but a non-homogeneous term now appears on
the right-hand side of the equations of motion, see the last term of eq. (7.25). Due to the linearity of
the problem, the various right-hand side terms can be investigated independently. For instance, the disk
unbalance term investigated in the previous section and the gravity term studied in the present section are
independent. If the rotor system is subjected to both, their respective contributions
are
additive.
Because the gravity loading terms is of the following form, −g sin Ωt, cos Ωt , the corresponding
particular solution is expected to be ∗
∗ g2 sin Ωt
q = . (7.44)
g3∗ cos Ωt
Introducing this expression into the governing equations of motion yields
ω3∗2 − 4Ω2 ω2∗2 − 4Ω2

g2∗ = −g , g3∗ = −g , (7.45)
ω2∗2 ω3∗2 − 2Ω2 (ω2∗2 + ω3∗2 ) ω2∗2 ω3∗2 − 2Ω2 (ω2∗2 + ω3∗2 )
For an observer rotating with the shaft, gravity effects induce vibratory stresses in the shaft at frequency
Ω. In contrast with disk unbalance that does not create fatigue loading, gravity generates high frequency
fatigue loading in the shaft.
The motion of the system as viewed by an inertial observer is obtained with the help of eqs. (7.2),
g2∗ − g3∗
q2 (t) = sin 2Ωt, q3 (t) = g2∗ sin2 Ωt + g3∗ cos2 Ωt. (7.46)
2
Of particular interest is the case of the isotropic shaft where ω2∗ = ω3∗ = ω ∗ ; this implies g2∗ = g3∗ =
−g/ω ∗2 , and hence, q2 (t) = 0 and q3 (t) = −g/ω ∗2. As expected for this situation, the shaft simply sags
under its own weight.
Large amplitude response are expected from gravity loading when the denominator of eqs. 7.45 van-
ishes. This occurs at the following critical rotor speed
ω2∗ ω3∗
Ωcr = p , (7.47)
2 (ω2∗2 + ω3∗2 )
For an isotropic shaft, q2 (t) = 0 and q3 (t) = −g/ω ∗2, and this effect disappears. Here again, it is
interesting to look at the nearly isotropic shaft case for which ω3∗2 = (1 + ε/2)ω ∗2 and ω2∗2 = (1 − ε/2)ω ∗2 ,
with ε ≪ 1. The critical speed now becomes
r
ω∗ ε2 ω∗
Ωcr = 1− ≈ . (7.48)
2 4 2
In summary, the effect of gravity is twofold. First, it generates vibratory bending stresses in the shaft
at frequency Ω resulting in high cycle fatigue loading. Second, large amplitude response is expected near
the critical rotor speed defined by eq. (7.47). For nearly isotropic shafts, this critical speed is about equal
to half the shaft’s natural frequency in bending.
7.1.11 Case 5: Effect of internal damping

All the previous sections have dealt with conservative systems. The effects of internal damping are studied
in the present section, whereas those of external damping are dealt with in the next. Internal damping is
due to the energy absorption capability of the shaft’s material, or to other energy dissipation mechanisms
that might be present in the rotating system. Internal damping is also referred to as “rotating system
damping.”
To study the effects of internal damping, a rotor system featuring a balanced disk, an anisotropic shaft,
and internal damping is considered. The internal damping is represented by the critical damping ratios ζ2∗
and ζ3∗. All other parameters of the problem are assumed to vanish, i.e., g = ca = 0.
easily, 2
p + 2pω2∗ ζ2∗ + ω2∗2 − Ω2

−2Ωp
det = 0,
2Ωp p2 + 2pω3∗ζ3∗ + ω3∗2 − Ω2
and expanding the determinant leads to a polynomial equation for the characteristic exponents of the
system
p4 + 2p3 (ω2∗ ζ2∗ + ω3∗ ζ3∗ ) + p2 (ω2∗2 + ω3∗2 + 2Ω2 + 4ω2∗ ω3∗ ζ2∗ζ3∗ )
(7.49)
+ 2p ω2∗ζ2∗ (ω3∗2 − Ω2 ) + ω3∗ζ3∗ (ω2∗2 − Ω2 ) + (ω2∗2 − Ω2 )(ω3∗2 − Ω2 ) = 0.

None of the coefficients of this quartic equations vanish, make its solution more arduous than in the
previous cases.
According to criterion 7.1, stability of the system requires all coefficients of the characteristic equation
to be positive. In particular, a0 ≥ 0 implies instability of the system when ω2∗ ≤ Ω ≤ ω3∗ , as was the case in
the absence of internal damping. An additional condition to be met for stability is a1 ≥ 0, which implies
√
Ω < ω2∗ω3∗ (ζ2∗ ω3∗ + ζ3∗ ω2∗)/(ζ2∗ω2∗ + ζ3∗ω3∗ ). If the critical damping ratios √ in the two principal bending
direction are about equal, i.e., if ζ2 ≈ ζ3 , this condition reduces to Ω < ω2 ω3 , which implies Ω < ω3∗ .
∗ ∗ ∗ ∗
Combining these to stability conditions leads to Ω < ω2∗ , that is, the system is unstable for rotor speeds
above the lowest bending natural frequency of the system.
Figure 7.12 shows the stability characteristics
of the system, represented by the real and imagi- 4
3.5
2.5
ω2
tions of non-dimensional rotor angular velocity,
ω
Static instability
1.5
Ω̄ = Ω/ω2∗ . The following parameter values are 1
0.5
ω1
∗ ∗ ∗ ∗
selected: ω2 = 1, ω3 = 1.3 rad/s, and ζ2 = ζ3 = 0
ω*2 ω*3
0.05. The top portion of fig. 7.12 shows the two 0.2
0.15 Dynamic
σ1
frequencies of the system, ω1 and ω2 , versus rotor 0.1
0.05
instability
speed, Ω̄. The bottom portion of fig. 7.12 shows the 0
σ
-0.05
real parts of the characteristic exponents versus the -0.1
-0.15
σ2
∗
same non-dimensional rotor speed. For Ω ≤ ω2 , -0.2
0 0.5 1 1.5 2
the real part of both characteristic exponent are Ω / ω*2
negative, providing damping to the system. This

Figure 7.12: Real (bottom figure) and imaginary (top
effect is expected, because an energy dissipation
figure) parts of the characteristic exponents versus ro-
mechanics mechanics is now present, the internal
tor speed.
damping in the shaft. For ω2∗ ≤ Ω ≤ ω3∗ , i.e., when
the rotor speed is in between the two non-rotating
natural bending frequencies of the shaft, the system is unstable, as is the case in the absence of internal
damping. For Ω > ω3∗ , the real part of one of the characteristic exponents is still positive, σ1 > 0, indicat-
ing that the system remains unstable; this matches the requirements of the stability criterion, as observed
earlier.
Figure 7.12 reveals an important fact about internal damping. Although energy dissipation is expected
to have a stabilizing effect, this is not always the case in rotating systems. Comparing figs. 7.4 and 7.12,
the presence of internal damping clearly destabilizes the system for Ω > ω3∗ . The present case also exhibits
two different types of instability: static instability and dynamic instability. For ω2∗ ≤ Ω ≤ ω3∗ , the system
undergoes a static instability: one characteristic exponent is of the form σ1 , with ω1 = 0. This means that
the amplitude of the motion grows exponentially. On the other hand, for Ω > ω3∗, the system undergoes a
dynamic instability: one characteristic exponent is of the form σ1 ± iω1 . This means that as the amplitude
of the motion grows exponentially, it also oscillates at frequency ω1 . The ranges of these two types of
instability are indicated in fig. 7.12.
7.1.12 Case 6: Effect of external damping

In contrast with the effects of internal damping discussed in the previous section, the present section ad-
dresses the issue of external damping. In section 7.1.4, the virtual work done by the aerodynamic drag
forces acting on the shaft and disk as they whirling through the air is evaluated, leading to the corre-
sponding generalized forces given by eq. (7.20). To study the effects of external damping, a rotor system
featuring a balanced disk, an anisotropic shaft, and external damping is considered. The external damping
is represented by the drag coefficient, ca . All other parameters of the problem are assumed to vanish, i.e.,
g = ζ2∗ = ζ3∗ = 0.
easily, 2
p + pca + ω2∗2 − Ω2

−2Ωp − ca Ω
det = 0,
2Ωp + ca Ω p2 + pca + ω3∗2 − Ω2
system
p4 + 2p3 ca + p2 (ω2∗2 + ω3∗2 + 2Ω2 + c2a )
(7.50)
+ pca (ω2∗2 + ω3∗2 + 2Ω2 ) + (ω2∗2 − Ω2 )(ω3∗2 − Ω2 ) + c2a Ω2 = 0.
Here again, all the coefficients of this quartic equations are non-vanishing, make its solution rather ardu-
ous.
According to criterion 7.1, stability of the system requires all coefficients of the characteristic equation
to be positive. In particular, a0 ≥ 0 requires (ω2∗2 − Ω2 )(ω3∗2 − Ω2 ) + c2a Ω2 > 0. Let ω3∗2 = (1 + ε/2)ω ∗2
and ω2∗2 = (1 − ε/2)ω ∗2. At the stability boundary, the following condition must be met: Ω4 − Ω2 (2ω ∗2 −
c2a ) + ω2∗2ω3∗2 = 0. Solving this quadratic equation gives the critical rotor speeds at the stability boundaries
q
Ω = (ω − ca /2) ± (ω ∗2 − c2a /2)2 − ω2∗2 ω3∗2 .
2 ∗2 2
(7.51)
If the term under the square root is negative, i.e., if (ω ∗2 − c2a /2)2 < ω2∗2 ω3∗2 , no solution to this quadratic
equation is possible and a0 ≥ 0 for all rotor speeds. Hence, the condition for stability of the system is
q
ca > ĉa = 2 (ω ∗2 − ω2∗2 ω3∗2 ) = ω3∗ − ω2∗. (7.52)
If this condition is not met, the system is unstable for the rotor speeds within the boundaries given by
eq. (7.53), which can be written as
p Ω2 p
(1 + ∆) − ∆(2 + ∆) ≤ ∗ ∗ ≤ (1 + ∆) + ∆(2 + ∆), (7.53)
ω2 ω3
where ∆ = (ĉ2a − c2a )/(2ω2∗ω3∗ ).

3.5
Unstable
2.5 ω2
zone

ω
1.5
0.5
ω1
selected: ω2∗ = 1, ω3∗ = 1.3 rad/s, and ca = 0.25 0
ω*2 ω*3
s−1 . For this case, ca < ĉa = ω3∗ − ω2∗ = 0.3 0.1
0.05 Instability
0
-0.05
σ1
-0.1 σ2
σ
-0.15
and hence, the system is unstable for rotor speeds

given by eq. (7.53). For the parameters selected
here, ∆ = 0.0106 and the system is unstable for
1.060 ≤ Ω ≤ 1.226. The top portion of fig. 7.13
shows the two frequencies of the system, ω1 and
ω2 , versus rotor speed, Ω̄. The bottom portion of
fig. 7.13 shows the real parts of the characteristic
exponents versus the same non-dimensional rotor
speed.
As expected, the system is unstable for rotor
speeds within the bounds given by eq. (7.53) as indicated by the positive real part of σ1 within these
bounds. The presence of external damping shrinks the bounds of the unstable region. For the present
parameter values, the system is unstable for 1.060 ≤ Ω ≤ 1.226; in contrast, in the absence of external
damping, the system is unstable for 1 ≤ Ω ≤ 1.3. Provided that a sufficient amount of external damp-
ing is provided, i.e., provided that stability condition (7.52) is satisfied, the unstable zone is completely
eliminated; for the parameter values selected here, stability is achieved at all rotor speed if ca > ĉa = 0.3.
7.1.13 Case 7: Combined effects of internal and external damping

For realistic cases, both internal and external damping are present. Using the procedure described in
section 7.1.6, the characteristic equation of the system is obtained easily,
p2 + p(ca + 2ω2∗ ζ2∗) + ω2∗2 − Ω2

−2Ωp − ca Ω
det = 0,
2Ωp + ca Ω p2 + p(ca + 2ω3∗ ζ3∗) + ω3∗2 − Ω2
system.
3.5
2.5
ω2 Unstable
ω
1.5
zone
0.5
ω1
∗ ∗ ∗ ∗
selected: ω2 = 1, ω3 = 1.3 rad/s, ζ2 = ζ3 = 0.1, 0
ω*2 ω*3
and ca = 0.31 s−1 . For this set of parameters, 0.1
Instability
0
the instability for rotor speeds in the neighborhood -0.1
σ1
σ
of the shaft’s natural bending frequencies is elimi- -0.2

-0.3
nated completely. Figure 7.14 indicates that as the -0.4
σ2
rotor speed is increased further, a dynamic insta- -0.5
0 0.5 1 1.5 2 2.5 3
bility appears. Clearly, both internal and external Ω / ω*2
damping have an important impact on the stabil-

ity of rotating systems. Stability boundaries could Figure 7.14: Real (bottom figure) and imaginary (top
be established for this problem as was done in the figure) parts of the characteristic exponents versus ro-
previous section. The rotor speed at the onset of tor speed.
the dynamic instability could also be related to the
parameters of the problem. These tasks are left to the reader.
7.1.14 Conclusions
The previous sections have demonstrated the complex dynamic behavior of rotating system. The very
simplified model presented here exhibits some of the phenomena that are observed in realistic system, but
many more exist.
Shaft flexibility is far more complex than the spring equivalent used here. If the shaft is modeled as
a flexible beam, many bending modes will appear, and torsion cannot be neglected. Most rotor system
have many disks that can translate and rotate out-of-plane. Furthermore, the flexibility of these disks is
not always negligible.
Bearing also play an important role in the dynamics of rotating system. In the simple model presented
here, bearing were assumed to have infinite stiffness. In many practical situations, this is not the case,
and bearing stiffness must be taken into account. Note that the stiffnesses of bearings are generally not
identical in all directions: bearings are typically anisotropic. Friction effects in bearings play an important
role as a source of external damping. The physical behavior of the oil film between the rotating and
stationary components of the bearing bring to light an array of new phenomena that all impact dynamic
response and stability boundaries of the system.
Many analysis tools are used to study rotor dynamics, which can be analyzed in a fixed or rotating
coordinate system. Complex rotor system require extensive finite element models to capture the many
vibration modes of the system. Furthermore, nonlinear effects will also have have a profound effect of the
dynamic behavior of rotating systems.
Chapter 8
Mathematical tools
8.1 Second-order tensors

In general, the components of a second-order tensor, A, are denoted aij , where the indices i = 1, 2, 3 and
j = 1, 2, 3. A second-order tensor is said to be a symmetric tensor if aij = aji . For instance, it is readily
verified that the tensor product of a vector by itself, T = a aT , forms a symmetric tensor.
A second-order tensor is said to be a skew-symmetric tensor if aij = −aji . This implies that the
diagonal terms vanish, aii = 0, i = 1, 2, 3. The superscript (·)T is used to denote the transposition
operation. If the components of A are aij , the components of AT are aji .
8.1.1 Basic operations

The trace of a second-order tensor is a scalar defined as
tr(A) = a11 + a22 + a33 . (8.1)
The determinant of a second-order tensor is also a scalar quantity defined as
det(A) = a11 a22 a33 + a12 a23 a31 + a13 a21 a32
(8.2)
− a31 a22 a13 − a12 a21 a33 − a11 a23 a32 .
An arbitrary tensor can always be decomposed into its symmetric part and skew-symmetric part
A + AT A − AT
A= + = symm(A) + skew(A). (8.3)
2 2
In this equation, symm(A) denoted the symmetric part of the tensor
 
A+A 2aT11 a12 + a21 a13 + a31
1
symm(A) = = a12 + a21 2a22 a23 + a32  , (8.4)
2 2
a13 + a31 a23 + a32 2a33
and skew(A) its skew-symmetric part

 
A − AT 0 (a12 − a21 ) (a13 − a31 )
1
skew(A) = = −(a12 − a21 ) 0 (a23 − a32 ) . (8.5)
2 2
−(a13 − a31 ) −(a23 − a32 ) 0
157
158 CHAPTER 8. MATHEMATICAL TOOLS
The axial vector, a, associated with a second-order tensor, A, is denoted a = axial(A). It is defined as
follows
A − AT
a = axial(A) ⇐⇒ ã = . (8.6)
2
It is readily verified that    
a1  1 a32 − a23 
a = axial(A) = a2 = a13 − a31 . (8.7)
  2
a3 a21 − a12

A second-order tensor, T , is positive-definite if and only if
uT T u > 0, (8.8)
for any arbitrary vector u 6= 0. It is semi positive-definite if uT T u ≥ 0 for any vector u 6= 0. For instance,
consider the tensor corresponding to the tensor product of a vector by itself, T = a aT , a 6= 0. This tensor
is semi positive-definite because uT T u = (aT u)2 ≥ 0 for any choice of u 6= 0; the equality hold when a
is normal to u.
8.2 Determinant and inverse of modified matrices

This section is concerned with the evaluation of the determinant and inverse of a modified matrix, Ă, of
the following form
Ă = A + G C H T , (8.9)
where square matrices Ă and A are of size n × n, C is of size m × m, and rectangular matrices G and
H are of size n × m, with m ≤ n. The determinant and inverse of matrix A are assumed to be know,
and the corresponding quantities are sought for matrix Ă. In practical cases, m ≪ n and G C H T is the
“modification” from matrix A to matrix Ă.
For m = 1, the modified matrix defined by eq. (8.9) is of a particularly simple form,
Ă = A + g γhT , (8.10)
where γ is a scalar, and g and h arrays of size n. Equation (8.10) defines an elementary modification of
matrix A, while eq. (8.9) defines a general modification of the same matrix.
8.2.1 The matrix determinant lemma

The following identity is readily verified
I + ghT g

I 0 I 0 I g
= T . (8.11)
hT 1 0T 1 −hT 1 0 1 + gT h
Because the first and third matrices on the left-hand side of this identity are lower triangular matrices,
their determinants equal unity. Similarly, the right-hand side matrix is upper triangular and hence, its
determinant is 1 + g T h. Evaluating the determinant of the two sides of identity (8.11) then yields the
following result
det I + ghT = 1 + g T h,

(8.12)
which is known as the matrix determinant lemma.
8.2. DETERMINANT AND INVERSE OF MODIFIED MATRICES 159
The matrix determinant lemma now is easily generalized by noting that an elementary modification
of matrix A of the form given by eq. (8.10) can be written as Ă = A + γghT = A(I + A−1 gγhT ) =
T
A(I + ḡ h̄ ), where ḡ = A−1 g and h̄ = γh. The determinant of modified matrix Ă now becomes

T T
det(Ă) = det A(I + ḡ h̄ ) = det(A)det(I + ḡ h̄ ) = det(A)(1 + ḡ T h̄),
where the last equality follows from the matrix determinant lemma (8.12). This leads to the following
result
det(A + γghT ) = det(A)(1 + γhT A−1 g), (8.13)
Given matrix A, its determinant, and its inverse, this formula gives the determinant of the modified matrix
with minimum computational effort.
8.2.2 Generalization of the matrix determinant lemma

The previous section has focused on elementary modifications of a matrix and using a similar procedure,
Sylvester’s determinant theorem is readily obtained
det(I + G H T ) = det(I + GT H). (8.14)
Note that the left-hand side of this equation is the determinant of a matrix of size n × n, whereas its
right-hand side is that of a matrix of size m × m.
The above result is now easily generalized by noting that a general modification of matrix A of the
T
form given by eq. (8.9) can be written as Ă = A + G C H T = A(I + A−1 G C H T ) = A(I + Ḡ H̄ ),
where Ḡ = A−1 G and H̄ = H C T . The determinant of modified matrix Ă now becomes

T T T
det(Ă) = det A(I + Ḡ H̄ ) = det(A)det(I + Ḡ H̄ ) = det(A)det(I + Ḡ H̄),
where the last equality follows from the generalized matrix determinant lemma (8.14). Straightforward
algebraic manipulations then lead to the following result
det(A + G C H T ) = det(A)det(C)det(C −1 + H T A−1 G). (8.15)
Given matrix A, its determinant, and its inverse, this formula gives the determinant of the modified matrix
with minimum computational effort.
8.2.3 The Woodbury formula

Given matrix A and its modified counterpart defined by eq. (8.9), the Woodbury formula [2] can be stated
as
−1 −1 T −1
Ă = A−1 − A−1 G C −1 + H T A−1 G H A . (8.16)
−1 T −1
This formula is readily verified by checking that Ă (A−1 − A−1 G C −1 + H T A−1 G H A ) = I.
−1 T −1

Note that matrix D = C + H A G is of size m × m. Given matrix A and its inverse, the Woodbury
formula expresses the inverse of the modified matrix with minimum computational effort. In the case of
an elementary modification, eq. (8.10), the Woodbury formula (8.16) reduces to the Sherman-Morrison
formula
−1 A−1 hγg T A−1
Ă = A−1 − . (8.17)
1 + γg T A−1 h
In this case, the inversion of the modified matrix is trivial assuming that the inverse of matrix A is known
or easily computed.
160 CHAPTER 8. MATHEMATICAL TOOLS
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January 27, 2016

1 Single degree of freedom systems 7

2 Multi degree of freedom systems 27

2.4.2 Perturbation of Rayleigh’s quotient about an eigenvector . . . . . . . . . . . . . . 55

3 Forced harmonic response 61

4 Dynamic analysis of beams 75

5 Direct integration algorithms for single dof systems 113

6 Direct integration algorithms for multi dof systems 129

7 Applications to mechanical systems 139

8 Mathematical tools 157

Single degree of freedom systems

1.1 Conservative systems

1.1.1 Free response

Example 1.1. Natural frequency of a cantilevered beam with a mid-span mass

1.1.2 Forced harmonic response

u(t) cos Ωt cos ωt cos Ω̄τ cos τ

The top portion of fig. 1.6 depicts the dy-

i.e., at excitation frequencies far below the natural

identical to its static response. For Ω̄ ≫ 1, i.e., at 0

1.1.3 The resonance phenomenon

1.1.4 The beating phenomenon

k/2 u(t) k/2

Figure 1.9: Rotating machinery with mass unbalance m of eccentricity e.

Figure 1.11: Massive disk at the tip of a circular

Problem 1.3. Massive disk at the tip of a circular shaft

Problem 1.6. Homogeneous bar sliding on guides at both ends

Figure 1.14: Homogeneous bar sliding on guides

Problem 1.7. Rotating disk with spring restraint

1.2 Non-conservative systems

force, Fe = −ku, over one period of the motion is easily evaluated as

1.2.1 Lightly damped systems

1.2.2 Over-damped systems

1.2.3 Critically damped systems

u(t) = [u0 + (u̇0 + ωu0)t] e−ωt .

1.3 Forced harmonic response

1.3.1 The spring-mass-dashpot system

mü + cu̇ + ku = F (t). (1.31)

where the damping ratio, ζ, defined

curs for the non-dimensional frequency 240

the response is achieved for Ω̄ = 0, i.e., for the static

1.3.2 The base motion system

mü + c(u̇ − ḃ) + k(u − b) = 0. (1.35) Figure 1.22: Configuration of

(−mΩ2 + icΩ + k)ûeiΩt−φ − (icΩ + k)b̂eiΩt = 0. (1.36)

maximum amplitude of the response is achieved for the

1.3.3 Vibration measurement instruments

mz̈ + cż + kz = −mÿ. (1.41)

The accelerometer (Ω̄ ≪ 1)

ẑ ∝ Ω2 ŷ = base acceleration. (1.43)

The vibrometer (Ω̄ ≫ 1)

1.3.4 Energy dissipation

Wdiss = −πdmax fmax = −πcû2 Ω. (1.46)

Equivalent dashpot constant

mü + k(1 + ig)u = F (t), (1.52)

Problem 1.9. Reaction force of the spring-mass-dashpot system

Problem 1.10. Dynamic response of a car

Problem 1.11. Simplified model of an accelerometer

Problem 1.12. Equivalent dashpot constant for Coulomb frictional interface

Multi degree of freedom systems

2.1 Simple, two-degree-of-freedom system

2.1.1 Pivoted bar connected to a spring-mass system, first coordinate system

position, denoted θ. The kinetic energy of the system, K, is easily evaluated as

2.1.2 Pivoted bar connected to a spring-mass system, second coordinate system

2.2 The algebraic eigenproblem