Enhanced Solution Control For Physically and Geometrically Non-Linear Problems. Part I-The Subplane Control Approach

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING
Int. J. Numer. Meth. Engng. 46, 177–204 (1999)
ENHANCED SOLUTION CONTROL FOR PHYSICALLY

AND GEOMETRICALLY NON-LINEAR PROBLEMS.
PART I—THE SUBPLANE CONTROL APPROACH
M. G. D. GEERS1;2;∗
1 Faculty of Mechanical Engineering; Eindhoven University of Technology; P.O. Box 513; 5600 MB Eindhoven;
The Netherlands
2 Faculty of Civil Engineering; Royal Military Academy; Avenue Renaissance 30;
B-1000 Brussels; Belgium
SUMMARY
Geometrically or physically non-linear problems are often characterized by the presence of critical points
with snapping behaviour in the structural response. These structural or material instabilities usually lead to
ineciency of standard numerical solution techniques. Special numerical procedures are therefore required to
pass critical points. This paper presents a solution technique which is based on a constraint equation that is
deÿned on a subplane of the degrees-of-freedom (dof ’s) hyperspace or a hyperspace constructed from speciÿc
functions of the degrees-of-freedom. This uniÿed approach includes many existing methods which have been
proposed by various authors. The entire computational process is driven from only one control function which
is either a function of a number of degrees-of-freedom (local subplane method) or a single automatically
weighted function that incorporates all dof ’s directly or indirectly (weighted subplane method). The control
function is generally computed in many points of the structure, which can be related to the ÿnite element
discretization. Each point corresponds to one subplane. In the local subplane method, the subplane with the
control function that drives the load adaptation is selected automatically during the deformation process.
Part I of this two-part series of papers fully elaborates the proposed solution strategy, including a fully
automatic load control, i.e. load estimation, adaptation and correction. Part II presents a comparative analysis
in which several choices for the control function in the subplane method are confronted with classical update
algorithms. The comparison is carried out by means of a number of geometrically and physically non-linear
examples. General conclusions are drawn with respect to the eciency and applicability of the subplane
solution control method for the numerical analysis of engineering problems. Copyright ? 1999 John Wiley
& Sons Ltd.
KEY WORDS: automated solution control; path following technique; arc-length control; subplane method
1. INTRODUCTION
The analysis of the non-linear response of structures and localization problems in materials is often
impeded by the presence of critical stability points or unstable equilibrium paths. The thorough
analysis of these problems has been the subject of intensive research in the past decades, which
∗ Correspondence to: M. G. D. Geers, Faculty of Mechanical Engineering, Eindhoven University of Technology, P.O. Box
513, NL-5600 MB Eindhoven, The Netherlands. E-mail: geers@wfw.wtb.tue.nl
CCC 0029-5981/99/260177–28$17.50 Received 29 October 1998

Copyright ? 1999 John Wiley & Sons, Ltd. Revised 24 February 1999
178 M. G. D. GEERS
has led to a variety of solution techniques. One of the major diculties is the passage of critical
points on the non-linear solution path. Critical points can either be classied as bifurcation points
or limit points, the major dierence being the multiplicity of admissible solutions in a bifurcation
point. A load limit point is reached when the applied load reaches a local maximum after which
snap-through behaviour occurs. A control limit point is reached whenever the solution path presents
a local snap-back behaviour. A control limit point is often called a displacement limit point in the
literature, since displacements are generally used in the control algorithm.
Many methods have been proposed to deal with the inherent problem of critical points. One of
the most straightforward methods is the suppression of equilibrium iterations near limit points. This
limited method was successfully introduced by Bergan [1], who used the current stiness parameter
to detect the necessity for suppression. The articial-spring-method, initially developed for frames,
arch systems and shells, was rst proposed by Wright and Gaylord [2]. This method restores
the positive deniteness of the tangent stiness matrix by adding linear articial springs, which
is only eective for snap-through problems. A frequently used and well-known method is direct
displacement control. In this method, a single displacement component is taken as the controlling
parameter which is prescribed and the corresponding load level is taken as the unknown. The
method was initially introduced by Argyris [3], and adapted by Batoz and Dhatt [4] to preserve
symmetry of the stiness matrix. The method fails whenever snap-back is encountered on the
loading path.
An important class of methods is known as the constant arc-length method. Riks [5] and
Wempner [6] were the rst to propose the incorporation of a constraint equation in the Newton–
Raphson iterative procedure. These constraint equations are generally formulated in terms of the
norm of the incremental update vector in the hyperspace of the degrees of freedom (dof ’s, usu-
ally the nodal displacements a) and a dimensionless proportional load factor . The constraint
˜
equation initially proposed by Riks [5] follows an iterative path in a plane normal to the tangent
vector. Symmetry and eciency were achieved later by Criseld [7] and Ramm [8] through the
use of the incremental displacement vector splitting technique proposed by Batoz and Dhatt [4].
Many researchers focused on the improvement of the constraint equation. Criseld [7] was the
rst to propose a fully quadratic constraint equation which iterates on a sphere (spherical constant
arc-length radius method) or on a cylinder (cylindrical constant-arc-length method) in the dof-
load hyperspace. Although ecient in geometrically non-linear analyses (especially the cylindrical
method, see [9]), the quadratic constraint equation always presents two solutions, from which the
appropriate root must be chosen. The criterion for the selection of the proper root was given
by Criseld [7], but the method is still decient in the vicinity of critical points with a severe
snap-back behaviour. An improvement has been given recently by Criseld [10], but the denitive
answer has not yet been found.
Sign changes of the load increment is an important issue in automatic load step estimation. Either
the determinant of the stiness matrix or the appearance of negative pivots in the decomposition
of the stiness matrix are used to detect sign changes. A more rigorous method was elaborated
by Kuo and Yang [11], who used two parameters to detect the change in direction of loading.
However, in the vicinity of points of in ection this two-parameter method may still fail. Qi and
Tianqi [12] tried to improve the quadratic arc-length algorithm by shifting the constraint surface
in the dof-load hyperspace in order to reduce the number of possible roots to one.
To overcome the problem of the selection of a proper root, Forde and Stiemer [13] proposed
a general class of linearized constraint equations based on orthogonality principles. Among these
orthogonality methods, the normal plane method and the updated normal plane method [8] can
Copyright ? 1999 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng. 46, 177–204 (1999)
PHYSICALLY AND GEOMETRICALLY NON-LINEAR PROBLEMS. PART I 179
be obtained as simplied cases. The consistently linearized method as proposed by Schweizerhof

and Wriggers [14] is retrieved by updating the linearized iteration on spherical hyperplanes. Forde
and Stiemer [13] developed an algorithm for explicit iteration on spheres, which coincides in each
iteration with the proper solution of the quadratic constraint equation of Criseld [7]. The inconsis-
tency in the physical dimensions used in the constraint equation (which appears if dierent types
of degree of freedoms are present) has been addressed in several papers [14]. Kuo and Yang [11]
introduced a unit conversion factor into the arc-length constraint equation to restore the physical
consistency. Undoubtedly, the inconsistency in units was one of the main arguments to justify
a new class of methods, the so-called energy-based solution methods. Bathe and Dvorkin [15]
suggested that a constant arc-length algorithm is most eective at some distance of a critical point,
in the vicinity of which a scheme of constant incrementation of external work is more ecient.
Chen and Blandford [16] proposed a work-increment control method, while a residual energy sup-
pression technique was used by Widjaja [17] to trace multiple loops on the equilibrium path. A
summary of dierent iterative strategies is given by Clarke and Hancock [18]. The combination of
line search techniques and arc-length methods has been addressed by Criseld [19], Schweizerhof
and Wriggers [14] and Schweizerhof [20], who claimed that signicant improvements can be ob-
tained for critical increments. A large number of cited arc-length methods were tested by Carrera
[21], who analysed dierent causes of operation failure.
Automatic load incrementation is an important topic if a fully automated incremental-iterative
solution strategy is desired. Guidelines for the selection of the initial load increment have been
given by many authors. Powell and Simons [22] suggested to compute this initial increment by
limiting a specic displacement, a generalized displacement or even nodal rotations or strain incre-
ments. The necessity for adaptation of the incremental arc-length in constant arc-length algorithms
as well as the need for modication of the work increment in constant work algorithms was recog-
nized by most authors [7; 9; 15–18; 23; 24]. Many of these criteria are computationally improved
by comparing the number of iterations in the previous increment with a desired number of itera-
tions, or by including Bergan’s stiness parameter [25] to rescale the arc-length at the beginning
of each increment [17; 18; 23].
Most of the methods described above were extensively tested and evaluated on benchmark
problems in geometrically non-linear analysis. Physically, non-linear problems are rarely addressed
since they are often accompanied by strain localization in small zones. The global norms which are
mostly used for geometrically non-linear analyses turned out to be decient for many physically
non-linear problems. Weighted local norms must therefore be used instead. Powell and Simons
[22] already used the notion of generalized displacement in this sense. The indirect displacement
control method, proposed by de Borst [26], constructs a norm by applying appropriate weight-
ing factors to each degree of freedom in order to increase the sensitivity to local deformations.
Direct displacement control and crack mouth opening displacement control are retrieved through
an appropriate choice of the weighting factors. The method necessitates some prior knowledge of
the physically non-linear solution, in order to select proper weighting factors. Chen and Schreyer
[27] used a dierent approach in which a combination of total strain components is prescribed at
the most critical point in the body. The critical point is located where a suitable strain measure
attains a maximum. They generalized the idea of total strain control to a monotonically increasing
control parameter, which can be conceived as a suitable measure of failure [28]. The selected
control parameter had to increase monotonically during the entire deformation process, which
requires special care for cases where large changes in strain components occur. Increasing, a
robust solution procedure was found. Napoleão et al. [29] showed that only a small number of
180 M. G. D. GEERS
eigenvectors, extracted from the tangent stiness matrix, are active in material non-linear behaviour.
They derived an eigenvector-based strategy as a new solution procedure.
The literature overview above clearly indicates that this research area has been explored ex-
tensively in the past. However, physically and geometrically non-linear problems were generally
treated separately and the associated solution strategies are generally not compatible. Furthermore,
an important disadvantage of existing techniques in physically non-linear analysis is the necessity
of some prior knowledge of the behaviour of the structure. This paper presents a general approach
which is derived from a two-dimensional subplane analysis in the hyperspace of the load factor
and newly dened control functions. The potential of the method resides in the unlimited number
of possible choices for the control function, which is computed from the degrees of freedom. Many
of the classical methods can be retrieved through a specic choice of the control function. The
method is applicable to both geometrically and physically non-linear behaviour, is fully automatic
and does not require any insight in the expected solution. Some examples include bifurcation
points, but extensions to path-switching, pinpointing or branch switching will not be treated here.
Useful references for such possible extensions can be found in [30–33] or [34]. Alternatively,
hybrid procedures in which classical path-following techniques are combined with a transient inte-
gration method (for switching from statics to dynamics) have been investigated by Riks et al. [35]
and Skeie et al. [36]. Furthermore, as in many cases, only proportional loading will be considered.
The method focuses on a full Newton–Raphson iteration scheme, since this scheme generally leads
to the best performance. The essentials of some basic constraint equations and notations are given
rst, which are indispensable for a sound understanding of the sequel of this paper.
2. BASIC CONSTRAINT EQUATIONS
2.1. Update algorithms
The proper adaptation of the incremental load factor has become an essential requirement to
ensure a correct convergence behaviour of the Newton–Raphson method. A constrained incremental
Newton–Raphson method and line search techniques are nowadays available to carry out these
demanding tasks. The simplied problem is depicted for a single-degree-of-freedom problem in
Figure 1.
The total incremental degree-of-freedom array a i+1 at iteration i + 1 is obtained by applying
˜
a correction a i+1 to the dof-array of the total increment a i at the previous iteration:
˜ ˜
a i+1 = a i + a i+1 (1)

˜ ˜ ˜
The correction of the dof-array a i+1 at iteration i +1 can be decomposed into two parts as shown
˜
for the displacement-based constrained Newton–Raphson method by Batoz and Dhatt [4]:
a i+1 = 1 a i+1 + i+1

t+ t II
a i+1 (2)
˜ ˜ ˜
t+ t
where i+1 represents the total incremental load factor at iteration i +1 of the current increment
t+ t, related to a reference external load vector f? . The decomposed parts of the dof-vector I a i+1
˜
Figure 1. Load adaptation for a problem with a single-degree-of-freedom ( = 1)
and II a i+1 are computed by the solution of the following equations
˜
Ki I a i+1 = ct f ? − f int; i (3)

˜ ˜ ˜
Ki II a i+1 = f ? (4)

˜ ˜
with ct the total converged load factor at the end of the previous increment. The decomposition
of the dof-vector for the single-dof problem is shown in Figure 2.
In the converged state, the second part of the decomposition II a i+1 and a unit load factor
˜
increment constitute the local tangent vector t to the solution path in the load-dof hyperspace (fur-
ther denoted as the iterative tangent vector). The rst part I a i+1 and the load factor
˜
increment associated to the internal forces 0int constitute the return vector ri+1 . The return vector
always equals 0 at the beginning of a new increment. At the end of each increment the return vector
is necessarily aligned with the iterative tangent vector. This is not the case in the intermediate
non-converged iterations, with the exception of a single-dof problem where each iteration lies on
the converged solution path. The incremental update vector ti+1 in increment t + t at iteration
i + 1 in the [; a]-hyperspace has the following components:
t+ t
t i+1 = [ a i+1 ; i+1 ]: (5)
˜ ˜
It is emphasized that ti+1 is oriented along the tangent vector on the solution path at the rst
iteration and converges towards the secant in the last iteration. Many authors use the name tangent
182 M. G. D. GEERS
Figure 2. Decomposition of the dof-vector for a single-degree-of-freedom problem ( = 1)
vector instead of incremental update vector, which is only justied at the start of the increment.
The iterative update vector ni+1 (Figure 1) is composed of
t+ t
n i+1 = [ a i+1 ; i+1 ] (6)
˜ ˜
t+ t t+ t
where i+1 represents the iterative change of the load factor increment i+1 . In equations (5)
and (6), incorporates the in uence of the load factor on the √ constraint equation, as it is directly
involved in the computation of the arc-length l = kt0 k = t0 · t0 . It is a scaling factor which
should deal with the dimensional incompatibility between the degrees of freedom and the load
factor . Setting equal to zero results in a constraint equation which is explicitly written in
the hyperspace of the dof’s only. Using appropriate constraint equations in the dof-hyperspace,
dierent update formulas can be obtained as brie y described in the introduction.
The well-known quadratic constraint equations keep the length of the incremental update vector
l constant at each iteration during the entire load step by iterating on a sphere
ti+1 · ti+1 = ai · ai + 2ai · ai+1 + ai+1 · ai+1 + 2 [i+1

t+ t 2
] = t0 · t0 (7)
t+ t
which results in a quadratic equation for i+1 . The selection of the proper root is discussed by
Criseld [19] and by Hellweg and Criseld [10]. If the scaling factor is set equal to zero the
cylindrical arc-length method is found, while a non-zero corresponds to the spherical arc-length
method.
A general linearized arc-length procedure (as derived from orthogonality principles by Forde
and Stiemer [13]) can be derived by projecting the current incremental vector ti+1 on the previous
vector ti as follows:
ti+1 · ti = ti · ti + Ri (8)
Here, Ri represents a residual which can be computed in dierent ways. Elaboration of equation (8)
leads to the format proposed by Forde and Stiemer [13]:
Ri − a Ti I a i+1 + 2 (it+ t )2
t+ t ˜ ˜
i+1 = (9)
a Ti II a i+1 + 2 it+ t
˜ ˜
The well-known updated normal plane method is retrieved by keeping the vector ni+1 at each
iteration normal to the vector ti of the last iteration, which leads to a residual Ri that equals zero:
2
− a Ti I a i+1 + 2 it+ t
t+ t ˜ ˜
i+1 = (10)
˜ ˜
The residual can also be derived through a consistent linearization of the expression ti+1 ·ti+1 = t0 ·t0 ;
which leads to a residual Ri = 1=2[t0 · t0 − ti · ti ]. It can be noticed from the basic equation (8) that
the constraint equation is then simplied to ti+1 · ti = 1=2 [t0 · t0 + ti · ti ]. If the residual is derived
from a consistent linearization of the equality kti+1 k = kt0 k, one obtains
ti
kti+1 k ≈ kti k + · (ti+1 − ti ) = kt0 k (11)
kti k
from which the residual in equation (8) can be easily determined
Ri = kti k(kt0 k − kti k) (12)
The latter update algorithm is nothing else than the consistently linearized method presented by
Forde and Stiemer [13] and Schweizerhof and Wriggers [14]:
−kti k(kti k − kt0 k) − a Ti I a i+1 + 2 (it+ t )2
t+ t ˜ ˜
i+1 = (13)
˜ ˜
Linearized algorithms seem to be quite competitive to quadratic arc-length schemes. One of the
advantages of the linearized methods resides in the fact that no root needs to be selected, since
these methods only provide one solution. Since exactly the same nal solution can be obtained with
both the linearized and quadratic methods, the linearized methods seem to be the most attractive
ones. However, the linearized approach requires a solution for the intersection of the tangent
with the updated normal plane. In the case of sharp turns on the loading path this intersection
may still yield poor results. Another important remark should be made regarding the iterative
tangent vector which is used in the algorithm. In a single-dof problem, the iterative tangent vector
remains tangent to the converged solution path. In a multi-dof case, the iterative tangent vector is
generally not tangent to the converged solution path, except for the rst iteration which starts from
an equilibrium situation. Single-degree-of-freedom representations may therefore be misleading.
184 M. G. D. GEERS
2.2. Automated load incrementation
An important issue in automated load control is the proper adaptation of the arc-length from
one increment to the next. The classical solution consists in the use of a constant arc-length in
the entire load process, but in the vicinity of limit points and severe nonlinearities it is necessary
to adapt the arc-length and the load factor increment. A summary of strategies for automatic load
incrementation is given by Clarke and Hancock [18].
A rst class of methods is based on the direct adaptation of either the load increment, the
arc-length, a specic dof [7; 8] or the incremental work. These methods are based on the use of
the ratio of the actual number of iterations upon convergence of the previous increment nc and
the desired optimum number of iterations nd , together with an exponent :
d
n
X0 = Xc c (14)
n
where X can be either ; a; l or the incremental work. The value of the exponent lies typically
between 0·25 and 1, see [9; 7; 19]. The desired number of iterations is usually set equal to 5 or 6.
A second class consists of a number of strategies which are based on the evolution of the
current stiness parameter dened by Bergan [23; 37]. An unscaled version of Bergan’s stiness
parameter method was proposed by Schellekens et al. [24], i.e. a work-based method in which the
approximated external work in step t + t is equalled to the total external work at the end of the
previous increment. The initial load factor in the new increment t + t is then given by
s
t+ t kit+ t atc · f? k
0 =± (15)
kII a0 · f? k
with atc the converged incremental dof-vector of the last increment. On the one hand, the proper
sign of the new load factor increment 0t+ t can be determined by checking the existence of a
negative pivot in the triangularization of the global stiness matrix (the determinant of the tangent
stiness matrix Ki then changes sign), see Criseld [7] or Ramm [8]. Bergan [25], on the other
hand, suggested that a change in sign should occur upon reversal of the sign of the incremental
work W0
W0 = 0t+ t II a0 · f? (16)
This criterion has also been adopted by many authors. If all increments would be innitely small,
and if no bifurcation points are present on the loading path, the incremental work criterion coincides
with the appearance of a negative determinant of Ki . The determinant criterion does not work
properly when multiple negative eigenvalues exist (i.e. in the presence of bifurcation points), and
it is therefore often recommended to use the sign of the incremental work [9; 38]. Clarke and
Hancock [18], on the other hand, state that the external work sign criterion is decient in the
vicinity of a principal displacement limit point, while the determinant criterion is not. On the basis
of the two previous criteria, Bellini and Chulya [9] proposed to determine the proper sign of the
load estimator by
t+ t
+ 0 if atc · II a0 ¿0
0t+ t = (17)
− 0t+ t if atc · II a0 ¡0
The eectiveness of this criterion was conrmed by Schellekens et al. [24]. A discussion on the
eectiveness and some existing deciencies of these criteria will be given in Section 8.1.
3. THE SUBPLANE CONTROL APPROACH
Geometrically non-linear problems are mainly solved by techniques which involve the control of all
degrees of freedom. Physically nonlinear problems often require the control of a limited number of
degrees of freedom, due to localized deformations. Localization problems are characterized by the
fact that local degrees of freedom dominate the overall mechanical behaviour of the considered dis-
cretized continuum. Using all dof’s may result in an unstable Newton–Raphson method. An indirect
displacement control method was introduced by de Borst [26], where the number of degrees of free-
dom in the constraint equation is conned. This method appeared to be quite successful for crack
propagation problems in spite of the fact that the dominant dof ’s for the constraint equation had to
be selected beforehand. Chen and Schreyer [27; 28] were the rst to use strains instead of displace-
t+ t
ments to drive the adaptation of i+1 . The basic restriction on the selected degrees of freedom or
strains resides in the fact that they had to be continuously increasing during the localization process.
The use of this total strain algorithm may therefore not be accompanied with large strain variations.
The major dierence between a geometrically and a physically non-linear analysis lies in the
appearance of localization zones. In geometrically non-linear analyses, large deformations may be
widespread and appear in any part of the structure, while physically non-linear problems are mostly
characterized by irreversible phenomena which are more statically located in the structure. If it is
possible to trace the localization process, it becomes feasible to use a technique which uses an
alternating limited set of functions of the dof ’s or a weighted combination of functions of the dof ’s
to control the load incrementation and adaptation at each step. This is the basic idea of the subplane
control method, which drives the load control by means of a single control function, which can be
a function of a certain number of dof’s, a weighted sum of all dof ’s or a weighted sum of specic
functions of the dof’s. This control function, which is generally determined on the basis of the
nite element discretization, will be denoted by . Two approaches will be followed to construct
either an entire set of control functions with a proper selection technique for the constraining
control function (the active subplane) or a single automatically weighted control function.
The rst approach maps the – a hyperspace onto a new hyperspace which is composed by the
˜
load factor and a number of functions of dierent sets of dof ’s (the control functions). Many
possible choices for the control function can be advanced. A possible choice is to compute the
control functions at the element level, e.g. the mean displacement of an element, the average strain,
stress or damage in an element. The number of control functions is then determined by the number
of elements in the mesh. In the – hyperspace one single 2-D-subplane –? will be used to
build a constraint equation at each load step, which is then used to carry out the load control. At
the beginning of each load step the projection of the solution path on each subplane is examined,
from which the controlling subplane will be determined. The criterion used for this selection will
be derived later. The subplane control method thus uses a control function of a limited number
of dof ’s which may dier from load step to load step, and which can be applied in geometrically
and physically non-linear analyses. This approach is called the Local SubPlane (LSP) method. If
the dof ’s themselves are used as the control functions, a Direct Local SubPlane (DLSP) method is
obtained. All other cases involve the dof’s indirectly, and the algorithm is then called the Indirect
Local SubPlane (ILSP) method.
186 M. G. D. GEERS
The second approach uses a single control function which is a weighted sum of all the dof ’s
or a weighted sum of functions of the dof’s. This method is inspired by the indirect displacement
control method proposed by de Borst [26], where a global weighted dof-vector was used in the
update algorithm. However, in this paper the weighting factors may depend on the solution path and
will be redetermined at the beginning of each increment. The function thus changes from increment
to increment. The entire load-dof hyperspace is thus directly mapped onto a single subplane. This
approach will be denoted as the Weighted SubPlane (WSP) method. If the control function is a
direct weighted sum of the dof’s, the method is called the Direct Weighted SubPlane (DWSP)
method. If, on the other hand, the controlling function is dened with respect to other (linear or
non-linear) functions of the dof’s, such as strains or relative internodal displacements, the method
is referred to as the Indirect Weighted SubPlane (IWSP) method. The WSP-approach is somewhat
more familiar to a classical arc-length method in the sense that all dof ’s are involved. However, the
proposed method does not preserve the length of the dof-vector from increment to increment and
the function is redened at the beginning of each increment. The arc-length of the control function
is only preserved during the iterative update algorithm and not from increment to increment, since
the weighting factors are adapted automatically from increment to increment. Evidently, highly
localized deformations must provoke larger weighting factors for the corresponding dof ’s (DWSP)
or functions of the dof’s (IWSP).
All methods (DLSP, ILSP, DWSP or IWSP) use a single subplane in which the iterative load
adaptation will be carried out. The analysis in such a plane then becomes straightforward, as will be
shown later. The performance of the nal Newton–Raphson iterative procedure depends on the pres-
ence of limit points in the analysed subplane. Control limit points, which decelerate the algorithm,
have to be avoided as much as possible. Although severe limit points may be present in the plane
t+ t
of the load factor i+1 and a specic dof (e.g. where the load is applied), these limit points are
often absent in a specic control subplane (LSP) or avoided through the use of a weighted control
function (WSP). The proposed algorithm for the local subplane method therefore has to select the
most convenient subplane, in order to avoid critical control points as much as possible. Load limit
points are not critical for the method as far as the sign of the load factor is properly determined.
The proposed method is either based on the construction of a set of control functions and the
proper selection of the control subplane on which the solution path will be projected (LSP), or on
the construction of a single subplane with a single weighted control function. Limit points have
to be avoided as much as possible, which sets the choice of the control function and=or the active
subplane. Occasionally, all subplanes may present limit points simultaneously (LSP) or the single
weighted control function may still present a limit point (WSP). In that case, it is important to pass
the limit point as eciently as possible. Any specic choice for the control function must lead to a
stable solution, even though the quality of the choice inevitably aects the eciency of the method
(number of iterations). In the next sections, each of these topics will be addressed separately.
4. ITERATIVE LOAD ADAPTATION IN A SUBPLANE
Let us assume that we are computing increment t + t of the solution path for which the initial
load step 0t+ t has been determined. The iterative adaptation of the load factor will now be com-
puted by the projection of the solution path in the – hyperspace onto a subplane which has been
selected at the beginning of the increment, either by the LSP-method or the WSP-method. The load
control procedure is carried out on the plane curve spanned by the load factor and the selected
Figure 3. The updated normal plane method in a control subplane ( = 1)
(LSP) or specic (WSP) control function ? . The update algorithms presented in Section 2.1 can
now be applied on a single subplane. Dierent cases have been represented in the Figures 3–5.
Figure 3 illustrates the iterative process in the vicinity of the projected solution path with an updated
normal plane algorithm. The spherical arc-length method is used in Figure 4, while direct load con-
trol is shown in Figure 5. The total incremental update vector ti , the iterative tangent vector ti , the
return vector ri and the iterative update vector ni are indicated in each gure. The value of ? in
the rst iteration of the current increment is denoted by ? 0 . Two dierent cases will next be treated:
1. is a linear function of a number of dof ’s.

2. is a non-linear function of a number of dof ’s.
4.1. Linear control function
The following relations can be written for the linear control function (a) with respect to
˜
the degrees of freedom a:
˜
I ? ? I
i+1 = ( ai+1 )
˜
II ? ? II
i+1 = ( ai+1 ) (18)
˜
188 M. G. D. GEERS
Figure 4. The spherical arc-length method in a control subplane ( = 1)
In the subplane, two update algorithms will next be used, i.e. a consistently linearized method
(CLM) [14] and a quadratic update method (QM). The relations now become particularly straight-
forward since only one single control function is used. The CLM-algorithm (13) simplies to
t+ t 2
t+ t −kti k(kti k − kt0 k) − ? I ? 2
i i+1 + (i )
i+1 = t+ t
(19)
? II ? 2
i i+1 + i
where the norm of the incremental update vector kti k and kt0 k is now given by
q
t+ t 2
kti k = ?2 i + (i ) (20)
q
t+ t 2
kt0 k = ?2
0 + (0 ) (21)
With the quadratic constraint equation the following solutions ensue:

√
t+ t −I ? II ? ? II ?
i+1 i+1 − i i+1 + 0·5 D
[i+1 ]1 = (22)
(II ? 2
i+1 ) +
2
Figure 5. Classical constant load incrementation in a subplane ( = 1)
√
t+ t −I ? II ? ? II ?
i+1 i+1 − i i+1 − 0·5 D
[i+1 ]2 = (23)
(II ? 2
i+1 ) −
2
with D given by
2
D = 42 (∗0 + (0t+t )2 [2 + (II ? 2 ? I ? 2 ? 2 II ? 2
i+1 ) ] − (i + i+1 ) ) + 4(0 ) ( i+1 ) (24)
The selection of the proper root is carried through the determination of the proper sign of the
iterative tangent vector. This topic is discussed in Section 8.
The proper choice of the scaling factor has been the subject of many discussions, for an
overview see [14]. General conclusions cannot be drawn, and the best choice of is in fact
structure dependent. It is known from the literature that = 0 is often the recommended choice.
Therefore, the case 6= 0 will be investigated only brie y here. The present analysis uses an
apparently complex denition for , which gives good results in comparison to many other possible
choices. The value of is determined at the beginning of each increment as the product of two
terms:
t+ t
? i [?
i =i ] ∗2
i
= = (25)
it+ t II ?
0 II ? (t+ t )2
0 i
The rst term in the product restores the dimensional compatibility between the current load factor
and the control function. Under the exclusive in uence of this term, the iterative tangential stiness
190 M. G. D. GEERS
vector would make an angle of ±45◦ in the –? subplane. The second term increases or
decreases respectively, when the local stiness 1=II ?
0 at the start of the new increment increases
or decreases with respect to the total stiness in the converged increment ? i =i
t+ t
. If the
local stiness becomes zero, will evidently become zero. Equation (25) equilibrates the in uence
of the load factor increment it+ t and the control function for each increment separately. This
specic choice diers from the case where Bergan’s current stiness parameter is taken for .
Bergan’s current stiness parameter is dened with respect to the stiness in the rst increment,
which is often not representative in physically non-linear problems.
In the particular case that the scaling factor is omitted, equation (19) for the consistently
linearized method simplies to
t+ t −|? ? ? ? I ?
i |(|i | − |0 |) − i i+1
i+1 = (26)
? II ?
i i+1
If the load factor is not constrained, the increment of the control function is kept constant during
the iteration process. The length |? ?
i | then equals |0 | and all linearized equations of the
type (9) simplify to the equation obtained from the updated normal plane method:
t+ t −I ?i+1

i+1 = (27)
II ?
i+1
This well-known form is nothing else than a direct -control, in which the increment of the
control function equals the arc-length radius of the control function. This result is of course
perfectly similar to a direct displacement control scheme. In the latter case, there is only one
control function which directly equals the considered dof (DLSP). The equation clearly shows that
it is not possible to reverse the sign of the increment during the iteration process. It is therefore
impossible to pass control limit points in the subplane, which is a major characteristic of classical
direct displacement control.
The quadratic update algorithm becomes particularly interesting in the case = 0. The spherical
arc-length method degenerates into the cylindrical arc-length method, which is represented by two
vertical limit lines in the considered subplane. Simplifying equations (22) and (23) for this case
results in the following admissible solutions:
t+ t −I ? ? ?
i+1 − i + 0
[i+1 ]1 = (28)
II ?
i+1
t+ t −I ? ? ?
i+1 − i − 0
[i+1 ]2 = II ?
(29)
i+1
t+ t
If no upper or lower limit is specied for i+1 , the increment of the control function remains
? ?
constant, i.e. |i | = |0 |. The following solutions may then be obtained:
t+ t −I ?i+1

[i+1 ]1 = (30)
II ?
i+1
t+ t −I ? ?
i+1 − 2i
[i+1 ]2 = ?
(31)
II i+1
Equation (30) coincides with the the updated normal plane equation (27) with = 0. Indeed, for
= 0 the normal to ti+1 is vertical at each iteration, which is perfectly similar to direct -control.
t+ t
If the constraint equation is extended with an upper and lower bound for i+1 , the pairs of
equations [(28),(29)] and [(30),(31)] do no longer give identical results. The constraint curve is
then represented by a pair of horizontal lines and a pair of vertical lines in the subplane. In this
particular case, the cylindrical constraint surface degenerates into two vertical lines at a distance
+l = + |? ?
0 | and −l = − |0 | from the startpoint of the current increment. The use of
equations (30) and (31) will no longer guarantee a constant arc-length for the control function,
in the sense that the rectangle between the two pairs of constraint lines will automatically narrow
or widen if the upper or lower bounds of are hit before the vertical lines of constant arc-
length. In other words, the arc-length in the subplane will then decrease or increase, respectively.
The existence of two solutions, which is in contrast with equation (27), is a clear advantage
here. The rst solution (28) ensures the constant incrementation of the control function, while
the second relation permits to revert the sign of the increment of the control function. If the
proper solution is chosen (see Section 8), direct -control or even direct displacement control
now becomes possible beyond control limit points or displacement limit points. This also implies
that the classical restriction of monotonically increasing displacements [8] or strains [28] no longer
holds. The cylindrical arc-length method in a subplane simplies into two linear solutions which
renders the further evaluation of the possible solutions particularly straightforward.
4.2. Non-linear control function
The equations presented above become somewhat more complicated if a non-linear control
function is used. Green–Lagrange strains in a geometrically non-linear analysis, or plastic strains
or damage in a physically non-linear analysis are typical examples of such non-linear control
functions. Since the control function (a) is now non-linear, I ? ? I II ?
i+1 6= ( ai+1 ) and i+1 6=
? II a ˜ ˜
( i+1 ). Linearization of the variations of the non-linear control function gives
˜
 T
?
 @  a i+1
?
i+1 = (32)
@a ˜
˜ i
If equation (32) is applied to I ai+1 and II ai+1 the following relations are obtained:
˜ ˜
 T
?
 @  I a i+1
I ?
i+1 = (33)
@a ˜
˜ i
 T
?
II ?
i+1 =
 @  II a i+1 (34)
@a ˜
˜ i
In most cases, the consistently linearized derivative @? =@ a can be easily determined. If internal
˜
variables (e.g. on the integration point level) are used as control functions, the expressions for
these derivatives are available in the routines for the computation of the element stiness matrix.
192 M. G. D. GEERS
If the analytical expressions for these derivatives are not available, the following nite dierence
approximations can be used to compute I ? II ?
i+1 and i+1 :
I ? ? I ?
i+1 = (ai+1 + a i+1 ) − (a i+1 ) (35)
˜ ˜ ˜
? (a i+1 + II a i+1 ) − (a i+1 )
?
II ˜ ˜ ˜
?
i+1 = (36)

where is a small scalar which corresponds to an innitesimal variation of the load factor
instead of 1. The iterative update algorithm for the load factor can be carried out, using the
same equations as for the linear control function, equations (26) or (28) and (29).
Alternatively, the quadratic constraint equation involving the non-linear control function can be
solved numerically or analytically. The solution, similar to the spherical arc-length problem, is
t+ t
found by solving the following equation for i+1 :
2
?
0 = (? (a 0 + I a i+1 + i+1
t+ t II
a i+1 ) − ? (a 0 ))2 + (i+1
t+ t 2
) (37)
˜ ˜ ˜ ˜
Either an analytical solution of (37) is found, or a numerical solution method for non-linear
algebraic equations can be used. If is set to zero, the problem is simplied to the solution of
|? ? I t+ t II ?
0 | = | (a 0 + a i+1 + i+1 a i+1 ) − (a 0 )| (38)
˜ ˜ ˜ ˜
Unless the derivatives can be obtained explicitly, a non-linear control function is expected to
be computationally more expensive, but it allows the use of any possible variable or function
to control the loading process. Therefore, only control functions for which equations (33) and
(34) can be written explicitly, have been considered in this study. It should be noted though, that
the use of a non-linear control function does not necessarily mean that the update algorithm is
less performant. A substantial dierence between the solutions obtained with linear and non-linear
control functions should be emphasized. Linear control functions preserve the constant arc-length,
i.e. the length of the increment ? , in each iteration through the existence of relation (18). This
is precisely the reason why linear methods and quadratic methods lead to the same solution with
a linear control function. Non-linear control functions, for which the linearization equations (33)
and (34) are used, do not preserve the constant arc-length in the intermediate iterations. Indeed,
the relation
? I ? t+ t II ?
i+1 = i+1 + i+1 i+1 (39)
is only exact for linear control functions, while it is only approximated for a non-linear control
function. If a fully constant (at each iteration) arc-length scheme is desired in combination with a
non-linear control function, a quadratic constraint equation of type (37) or (38) has to be solved
explicitly.
4.3. Special cases

t+ t
Dierent well-known update formulas for i+1 are retrieved through specic choices of the
control function. As mentioned above, direct displacement control implies the use of a single
control function which equals the imposed displacement degree of freedom. This is the most
straightforward case, which is depicted in Figure 6.
Figure 6. Direct -control in a subplane
If other quantities than displacements are discretized as dof ’s, it is possible to use any of
these quantities as the control function. For instance, in mixed formulations, other variables are
discretized which may be well suited to control the load adaptation in localization problems (e.g.
non-local quantities in gradient-enhanced models, see [39; 40]).
Alternatively, dierences of dof’s can be computed at the element level. If the dierence of two
specic dof’s is taken as the only control function, the indirect displacement control of de Borst
[26] is found. If strains are taken, a formulation similar to the one presented by Chen and Schreyer
[28] is found. In order to reduce the number of computations, it is eective to compute strains in
the centre of an element with a single integration point. The major dierence between this specic
choice and the strain method of Chen and Schreyer [28] resides in the fact that increments of
the control function are used instead of total values, and a monotonic behaviour of the control
function is no longer required. Furthermore, the selection of the active control function (which is
the critical strain measure of Chen and Schreyer [28]) is carried out dierently (see Section 5).
If the material point with the largest total strain measure unloads, the strain-based technique of
Chen and Schreyer [28] will fail.
The most interesting special cases are the classical arc-length algorithms, where the arc-length
radius equals the length of the incremental update vector. This case is a typical example of a
single non-linear control function, where the control function is recomputed at the start of each
increment. The control function ? equals
q
? = (a − a0 )T (a − a 0 ) (40)
˜ ˜ ˜ ˜
194 M. G. D. GEERS
q
Assuming that ?
0 = a T0 a 0 = kt0 k = l at the start of the increment is known, the use
˜ ˜
of equations (32)–(34) permits to write
 
@ ? a Ti
  = ˜ (41)
@a kti k
˜ i
? i = kti k (42)
a Ti I a i+1
i+1 = ˜
I ? ˜
(43)
kti k
a Ti II a i+1
i+1 = ˜
II ? ˜
(44)
kti k
If these equations are substituted in equation (28), which preserves the value of the arc-length
radius, the following equation is found:
−kti k(kti k − kt0 k) − a Ti I a i+1

˜ ˜
t+
i+1
t
= (45)
a Ti II a i+1
˜ ˜
This equation is nothing else but the consistently linearized method as proposed by Schweizerhof
and Wriggers [14], for which it is known that at the end of the increment the arc-length is
preserved as for the constant arc-length radius method. In the case of the quadratic constraint
relation, equation (38) can be solved explicitly which leads to the solution procedure of Criseld
[7] and Ramm [8].
Although the general character of the subplane method permits to retrieve these conventional
methods, a major dierence still remains. Most classical methods use a preselected set of dof’s
in the algorithm (which corresponds to a single control function). The proposed method has the
ability to use multiple control functions (which may be redened from increment to increment)
and to nd the most convenient subplane or control function at the beginning of each increment.
Alternatively, a weighted sum of dof’s or functions may be used as a single control function.
These capabilities provide an enhanced exibility to the control algorithm. In combination with a
degenerated quadratic constraint equation (i.e. two linear solutions), it is even possible to revert
the sign of the increment of the control function. This feature opens the possibility to analyse
any loading path, independently of its complex non-linear nature. The general character of the
method opens the possibility to use any kind of control function, which undoubtfully in uences
the performance of the numerical procedure.
5. THE LSP-METHOD: SELECTION OF THE ACTIVE SUBPLANE
The selection of a specic control function or a subplane in the – hyperspace is an important
issue, since it aects the eciency of the control algorithm and thus the convergence of the
Newton–Raphson method. The best choice corresponds with the least critical subplane, in which
the presence of a forward control limit point has the smallest probability. This subplane is often
related to signicant incremental deformations somewhere in the structure.
A distinction will be made between the case 6= 0 with the use of equation (25) and the case
= 0. In the rst case, it is not possible to claim with certainty which subplane is best suited.
The subplane with the smallest is best suited for -control, while the largest is best solved
with -control. The selection of the subplane is therefore always based on the case = 0, where
the proper choice is more clear. Since this case involves pure -control, the best subplane will
be characterized by the largest variation of or the largest value of |II 0 | (which is known
for all the subplanes before the rst load factor is to be computed). The initial tangent in the
– subplane will then be as much parallel as possible to the -axis, which is the ideal case for
-control.
If all subplanes are critical in the sense that a shared limit point occurs, the limit point will
have to be passed properly, through the determination of the proper sign of the load increment.
This topic is discussed in Section 8.
6. THE WSP-METHOD: AUTOMATIC DETERMINATION OF THE

WEIGHTING FACTORS
The weighted subplane approach uses a single control function which is constructed from a
weighted linear sum of either the dof’s (DWSP) or of functions of the dof’s (ISWP: strains,
internal variables). The resulting control function must be optimal with respect to the iterative
update algorithm. If = 0, it is known from Section 5 that the dof’s or control functions that
are best suited for the update algorithm, have a large value for |II a 0 | or |II 0 |. The column
˜
of weighting factors is therefore taken equal to the column with the values of II a 0 (DWSP) at
˜
the beginning of each increment, including their sign. It can be veried that the preservation of
the sign of II a 0 permits to construct a function in which the initial increment is composed of
˜
contributions with an equal sign (all terms in the weighted sum are either positive or negative).
The converged incremental update vector and the initial iterative tangent of the previous increment,
which are necessary in Section 8, have to be recomputed with the appropriate weighting factors.
For the DWSP-approach one obtains
w t+ t = |II a 0 |
˜ ˜
?
i+1 = [w t+ t ]T a i+1
˜ ˜
I i+1
?
= [w t+ t ]T I a i+1
˜ ˜
II i+1
?
= [w t+ t ]T II a i+1 (46)
˜ ˜
?
i = [w
t+ t T
] ai
˜ ˜
?
i = [w
t+ t T
] ai
˜ ˜
II
∗t
0 = [w t+ t T II
] a t0
˜ ˜
In the IWSP-approach, other functions g than the dof’s are used. If these functions are linear
˜ the nal control function ? remains linear. If g is
functions of the dof’s (e.g. linear strains)
non-linear, becomes a non-linear control function. The following relations can be written˜ for
?
196 M. G. D. GEERS
the IWSP-approach:
w t+ t = |II g 0 |
˜ ˜
?
i+1 = [w t+ t ]T g i+1
˜ ˜
i+1 = [w t+ t ]T II g i+1
I ?
˜ ˜
i+1 = [w t+ t ]T II g i+1
II ?
(47)
˜ ˜
?i = [w
t+ t T g
] i
˜ ˜
? t+ t T
i = [w ] gi
˜ ˜
II ∗t t+ t T II g t
0 = [w ] 0
˜ ˜
The iterative load adaptation is carried out in the subplane of the obtained weighted control function
as explained in Section 4.
7. ESTIMATION OF THE INITIAL LOAD STEP
The magnitude of the initial load factor is determined from a combination of the method proposed
by Schellekens et al. [24] and the inclusion of the desired number of iterations as proposed by
Ramm [8], Bathe and Dvorkin [15] or Bellini and Chulya [9]. The simplication of equation (15)
in a subplane leads to
s
t+ t d t t
= n | c c |
(48)
0
nc II ?
0

in which nd represents the desired number of iterations and nc the number of iterations used in the
last converged increment. In spite of the fact that the external work interpretation of Schellekens
et al. [24] is lost, it is noticed that if nd = nc , the obtained load factor (48) is in fact the geometric
mean of the load factors that would have been obtained by a constant load factor increment ct
and a constant control function increment tc . A convenient value for the desired number of
iterations nd is 5. Yet, in physically non-linear problems a long path of linear elastic behaviour
may precede the non-linear domain (plasticity, damage). In this case, the use of nd ¿1 and nc = 1
amplies the previous load step excessively. The presence of these linear elastic parts of the
solution path can be detected easily by comparing all successive local initial tangent vectors t0
with the global stiness vectors ti =ct of the previous increment. If all ratios are very close
to unity, the structure and material behaves linearly elastic and the previous load step is simply
maintained.
Finally, the load step is rened if the computed estimate turns out to be too large due to drastic
changes in the material behaviour (accompanied with a temporary loss of convergence). This
problem may always occur, since it is not completely possible to foresee drastic changes in the
material behaviour. These reductions inevitably involve waste iterations, which are only carried
out to detect the necessity to rene the load step. Although these load step reductions are in fact
Figure 7. Load step reduction by convergence control
unavoidable in many cases, the number of reductions and the number of waste iterations involved
must be limited as much as possible. The present load step reduction scheme is based on the
iterative control of the convergence norm, which is certainly well-founded in full Newton–Raphson
schemes. The proposed convergence controlled load step reduction scheme is depicted in Figure 7.
In this scheme, dierent criteria are used to decide over a possible load step reduction and a
restart of the current increment. The most important criterion is the reduction of the load step
0t+ t if the convergence norm does not decrease after a predened number of iterations citer ,
starting from which convergence must be visible. The recommended value for citer is 3. If a
reduction is necessary, the load step 0t+ t is halved and the increment is recomputed from the
last converged state. Other aspects of this scheme will be discussed in Section 8.
In order to avoid impractically small or large values of the load factor, lower and upper bounds
for 0t+ t can be specied [24]:

min 6 0t+ t 6 max (49)
198 M. G. D. GEERS
The combination of the convergence controlled step reduction and the constraints on the load
factor is also eective in order to avoid undesired secondary branches (at bifurcation points) or
large jumps on the solution path (in geometrically non-linear analysis).
The input of the fully automated algorithm requires a reference load and four parameters to
dene the load incrementation and the termination criterion. These parameters are the rst load
step ini , the minimum load step increment min , the maximum load step increment max and
a termination load step n . The rst load step ini , may be larger than max , which permits to
pass the linear elastic part of the solution path with a huge step. The minimum step min is only
restrictive for the determination of the initial incremental load factor and not during the iterative
update of the load factor. However, if it turns out that the load factor has to be halved as explained
above, the initial incremental load factor may nevertheless be smaller than the minimum step min .
The maximum step max is both restrictive for the determination of the initial incremental load
factor and for the iterative update of the load factor. The number of successive reductions is
limited, upon which the automatic load adaptation is terminated, and this generally implies that
no solution point is found beyond the last converged point. The load factor n sets the normal
termination of the algorithm. If this load factor is passed, either from above or below, the algorithm
will stop upon convergence of the current increment. Although this convergence controlled load
step reduction scheme may seem heuristic, it is emphasized that this scheme becomes only active
during the load adaptation with dicult problems. If nevertheless the step size has to be reduced,
the proposed scheme oers an advisable strategy that has been tested on several examples.
8. PASSING LIMIT POINTS IN A SUBPLANE
The problem of passing limit points correctly is closely related to the correct determination of the
sign of the load increment at the beginning of each increment and during the iterative process.
This topic is one of the most important problems in path following techniques. The discussion of
the sign determination is carried out in the current subplane. All information available from the
history of the projected loading path up to the beginning of the present iteration has to be exploited
in order to nd the best prediction of the sign. The sign determination in the rst iteration and
the subsequent iterations will be analysed separately in the following sections.
8.1. Sign of the initial load factor in the rst iteration (predictor)
Prior to explaining the approach used here, a few deciencies will be elucidated of existing
criteria. The origin of these deciencies may be attributed to the incremental procedure that is
followed throughout the solution process. The analysis here will be given on the basis of equa-
tion (17). Similar deciencies can be retrieved, if the determinant criterion is used to switch the
sign of the incremental load factor of the previous increment, or if the incremental work criterion
is used.
Figure 8 shows dierent paths which can be followed during the passage of a limit point.
For each limit point four possible paths to pass the limit point are examined, denoted by A, B,
C, and D. For each path, three increments have been depicted in Figure 8, starting from the tick at
the identifying letter of each path. The rst increment depicted is the last converged increment but
one, and the second increment is the previous converged increment. Both the starting and the end
point of these two increments are situated on the converged solution path. The third increment is
Figure 8. Passing limit points in a subplane
Table I. Expected and predicted sign of the load factor for dierent paths
Path A Path B Path C Path D
Limit point E P E P E P E P
max − − − − − − − −
min + + + + + + + +
left + − + + − + − −
right + − + + − + − −
the current increment which starts from the solution path and normally ends at the rst iteration of
the new increment, which does not lie on the solution path. The curved line which interconnects
all points is only used to indicate the sign of the tangents that may be expected in the vicinity of
the considered limit point. If the sign determination of equation (17) is used in a subplane (with
? = a), one obtains that 0t+ t ¿0 if tc II ? 0 ¿0 and 0
t+ t
¡0 if tc II ?
i ¡0. If this
criterion is applied on the 16 paths shown in Figure 8, Table I with expected (E) and predicted
(P) signs of the load factor increment 0t+ t ensues.
This table shows that equation (17) well predicts the sign change in a load limit point, but
it fails in a control limit point for the paths A and C. In the latter cases, the sign is reversed
where it should remain unchanged. The control limit point can only be passed if the sign of
the increment of the control function has changed in the last converged increment. If the iterative
update algorithm passes the limit point according to path A or C, the method will fail at this point.
The sign of the new load increment is wrong and further arc-length reductions do not solve this
problem. Although this analysis is limited to a subplane, this problem is undoubtfully related to the
convergence problems in passing control limit points reported by other authors [18]. It should be
200 M. G. D. GEERS
Figure 9. Vectors for sign determination in the subplane
remarked that the problem of control limit points with global norms (in geometrically non-linear
problems) becomes less critical if = 0 (cylindrical arc-length method), since the control limit
point is then normally passed through path B or D. The sign problem may be solved with the
determinant criterion if no bifurcation points are passed on the loading path. However, the sign of
the new load increment may not be related to the previous incremental load factor ct , but rather
to the sign of in the very rst increment which is assumed to be stable. If the determinant of
t+ t
Ki is positive, the sign of the rst increment 1 applies for i+1 . If not, the sign is opposite
1
to the sign of . Other approaches are necessary if one wishes to compute the fundamental
path of a solution with bifurcation points, without actually pinpointing the singular point or branch
switching.
The sign determination of the initial load increment in this paper is based on known properties
of the solution path of the last converged increment, i.e. the converged variation of the load factor
ct , the total converged incremental update vector ttc , the initial local tangent vector at the start
of the previous increment tt0 , and nally the local iterative tangent at the beginning of the new
increment tt+
0
t
, see Figure 9.
The sign s0 of the new increment 0t+ t is then given by

−sc if (tt0 × ttc ) · (tt+
0
t
× ttc )¿0 and (tt0 · e ) · (tt+
0
t
· e )¡0
s0 = (50)
+sc for all other cases
where sc represents the sign of 0t in the previous (converged) increment. This rule has been
derived from geometrical considerations in the vicinity of the solution path, since it is known that
t0 changes sign at both load limit points and control limit points, while the second derivative of
the load factor with respect to the control function ? equals zero in a load limit point and
innity in a control limit point. One can easily verify that all limit points are passed correctly for
all paths in Figure 8. Points of in ection are passed correctly as well. The only case in which
a wrong sign may ensue, is when two limit points (a load limit point and a control limit point)
are passed in a single step. However, this is rarely the case in the controlling subplane, although
it may happen easily in other subplanes. If such a passage occurs in the controlling subplane a
reduction of the arc-length is generally provoked by the control scheme (Figure 7) in order to
preserve convergence near sharp turns on the solution path (the sharpness of which depends on
the subplane that is investigated).
8.2. Sign changes in the subsequent iterations
Sign changes in the subsequent iterations are analysed through the proper determination of the
sign of the local tangent vector ti+1 at each iteration. The value of the component II ? i+1 of this
vector has been determined for a positive increment of the load factor, while the real increment
may be negative. The following procedure permits to attach a sign to this local tangent, which is
used afterwards in the selection of the proper root or solution of the constraint equation. The sign
determination of the load increment is based on this local tangent, which indicates the direction
according to which the solution path will evolve.
The sign determination of t1 at the start of the second iteration requires the current position
at the end of the rst iteration and the direction of the tangent t1 at the beginning of the second
iteration. It is emphasized that this tangent only serves as an indicator of the behaviour of the
solution curve in the vicinity of the considered point, since an iterative point does not represent
a converged equilibrium state. The local tangent t0 at the start of the increment is parallel to
the incremental update vector t0 in the rst iteration, which prevents the extraction of information
with respect to the curvature of the solution path. The sign determination at the rst iteration is
therefore carried out via the converged total incremental update vector ttc of the last increment. The
determination of the sign of the load factor is based on the direction (including a sign) indicated
by the local tangent vector in the vicinity of the present iterative point. The sign of the local
tangent vector t1 at the end of the rst iteration (or the start of the second iteration) is given by
(
−s0 if (ttc × tt+
0
t
) · (tt+
1
t
× tt+
1
t
)¿0 and (tt+
0
t
· e ) · (tt+
1
t
· e )¡0
s1 = (51)
+s0 for all other cases
The sign of the local tangent vector in the next iterations is evaluated through
(
−s0 if (tt+
0
t
× tt+
i
t
) · (tt+
i
t
× tt+
i
t
)¿0 and (tt+
0
t
· e ) · (tt+
1
t
· e )¡0
si = (52)
+s0 for all other cases
If the iterative non-converged solution is too far from the solution path, a bad value or sign for
ti may ensue, which may be not characteristic for the current solution path. This may lead to a
loss of eciency of the method or an undesired jump to another branch of the solution path. In
order to gain some condence in the obtained ti dierent strategies have been explored. The most
straightforward approach is based on the relative convergence norm of either the residual forces or
the residual dof’s. If the relative convergence norm exceeds a value of 10, the current dof-vector
is too far from the converged solution path and the load step is frozen until the norm descends
under 10 (generally in the next iteration). If the convergence norm remains larger than 1, the
obtained local tangent ti is not yet trusted, and the solution is still taken by minimizing the angle
between the successive total tangent vectors ti and ti+1 . In the case = 0 and a linear control
function, this will always result in equation (30). The smallest angle criterion to select between
two solutions (used if |convi |¿1) is similar to the one proposed by Criseld [19], rewritten in
a subplane. This precaution is taken because the proper root is determined from the sign of the
local tangent ti . An erroneous evaluation of the sign may lead to a wrongly selected solution.
These features have also been included in the control scheme of Figure 7. If the convergence norm
evolves from a value ¡1 to a value ¿1, it is recommended to restart the increment in order to
avoid an erroneous determination of the sign of the tangent. Again, this does not occur frequently
in practice.
202 M. G. D. GEERS
As soon as the convergence norm decreases and remains below 1, a more advanced algorithm
is applied which distinguishes between the two solutions of either the equation (22) and (23) or
the equations (28) and (29). The appropriate solution is easily found by taking the smallest angle
between the incremental update vector ti+1 and the local tangent ti with its sign si . Since both
possible solutions are always situated on a line which is parallel to ti , one can easily verify that
this is equivalent to

 max([i+1 t+ t t+ t
]1 ; [i+1 ]2 ) if si ¿0
t+ t
i+1 = (53)
 min([t+ t ] ; [t+ t ] ) if si ¡0
i+1 1 i+1 2
If the two possible solutions have dierent signs, the solution is the one with the same sign as the
local tangent ti . If both solutions have equal signs, the solution with the largest absolute value
is the correct one. It should be emphasized that this criterion does not coincide with the classical
criterion (17) rewritten in a subplane. Typically, if = 0, criterion (17) used in the – subplane
will stick to the solution of equation (28), which does not permit a reversal of the sign of ? i+1 .
This problem is undoubtfully less critical for the global methods where many degrees of freedom
are involved, but it is a possible explanation why certain problems have been reported in selecting
the proper root of a quadratic constraint equation.
9. CONCLUSIONS
An enhanced method for the self-adaptive solution control of geometrically and=or physically non-
linear problems with the nite element method has been proposed. The solution control scheme
comprises load estimation, adaptation and correction and is based on the limitation, avoidance and
correct passage of control limit points (i.e. where snap-back occurs). A general framework has been
given, which formulates the additional constraint equation in terms of a control function. Dierent
types of control functions have been investigated: linear or non-linear functions of a number of
degrees of freedom (Local Subplane Method) or an automatically weighted control function of
all degrees of freedom (Weighted Subplane Method). The constraint equation is always written
in terms of one single control function which is selected from the available functions in order to
avoid control limit points (in the subplane of the control function and the load factor) as much
as possible. The passage of load limit points (i.e. where snap-through occurs) and unavoidable
control limit points has been achieved by a thorough analysis of the iterative solution path in each
increment.
A procedure for the estimation of the size of the initial load step at the start of a new increment
has been proposed. Specic choices for the control function permit to retrieve classical update
formulas. Much attention has been given to the passage of limit points. A new strategy for the
determination of the sign of the load increment and an ecient numerical scheme for the reduction
of the load step in the vicinity of limit points has been elaborated.
The proposed subplane method presents a numerical strategy that is characterized by its exibility
and its generality. The exibility is obtained through the possible redenition and recomputation
of control functions from increment to increment, through the selection of specic subplanes or
through the adaptation of weighting factors. The generality ensues from the introduction of the
control function which may take many forms, each specic form leading to a dierent performance
of the resulting Newton–Raphson scheme.
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Enhanced Solution Control For Physically and Geometrically Non-Linear Problems. Part I-The Subplane Control Approach

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Enhanced Solution Control For Physically and Geometrically Non-Linear Problems. Part I-The Subplane Control Approach

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INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING

Int. J. Numer. Meth. Engng. 46, 177–204 (1999)

ENHANCED SOLUTION CONTROL FOR PHYSICALLY

B-1000 Brussels; Belgium

CCC 0029-5981/99/260177–28$17.50 Received 29 October 1998

be obtained as simpli ed cases. The consistently linearized method as proposed by Schweizerhof

2. BASIC CONSTRAINT EQUATIONS

2.1. Update algorithms

a i+1 = a i +  a i+1 (1)

 a i+1 = 1 a i+1 + i+1

Figure 1. Load adaptation for a problem with a single-degree-of-freedom ( = 1)

Ki I a i+1 = ct f ? − f int; i (3)

Ki II a i+1 = f ? (4)

Figure 2. Decomposition of the dof-vector for a single-degree-of-freedom problem ( = 1)

ti+1 · ti+1 = ai · ai + 2ai · ai+1 + ai+1 · ai+1 + 2 [i+1

2.2. Automated load incrementation

W0 = 0t+ t II a0 · f? (16)

3. THE SUBPLANE CONTROL APPROACH

4. ITERATIVE LOAD ADAPTATION IN A SUBPLANE

Figure 3. The updated normal plane method in a control subplane ( = 1)

1.  is a linear function of a number of dof ’s.

4.1. Linear control function

Figure 4. The spherical arc-length method in a control subplane ( = 1)

With the quadratic constraint equation the following solutions ensue:

Figure 5. Classical constant load incrementation in a subplane ( = 1)

t+ t −I ?i+1

t+ t −I ?i+1

4.2. Non-linear control function

4.3. Special cases

Figure 6. Direct -control in a subplane

−kti k(kti k − kt0 k) − a Ti I a i+1

5. THE LSP-METHOD: SELECTION OF THE ACTIVE SUBPLANE

6. THE WSP-METHOD: AUTOMATIC DETERMINATION OF THE

7. ESTIMATION OF THE INITIAL LOAD STEP

Figure 7. Load step reduction by convergence control

8. PASSING LIMIT POINTS IN A SUBPLANE

Figure 8. Passing limit points in a subplane

Path A Path B Path C Path D

Figure 9. Vectors for sign determination in the subplane

8.2. Sign changes in the subsequent iterations

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be obtained as simplied cases. The consistently linearized method as proposed by Schweizerhof

a i+1 = a i + a i+1 (1)

a i+1 = 1 a i+1 + i+1

Ki I a i+1 = ct f ? − f int; i (3)

Ki II a i+1 = f ? (4)

ti+1 · ti+1 = ai · ai + 2ai · ai+1 + ai+1 · ai+1 + 2 [i+1

W0 = 0t+ t II a0 · f? (16)

1. is a linear function of a number of dof ’s.

t+ t −I ?i+1

t+ t −I ?i+1

Figure 6. Direct -control in a subplane

−kti k(kti k − kt0 k) − a Ti I a i+1