1262 SHOR 1 COMMUNICATIONS

INCREMENTAL DISPLACEMENT ALGORITHMS FOR

NONLINEAR PROBLEMS

JI<AN-I.OlJISHA'I'OZ
Uniucv-sitP d e ConzpiBgnc, 60206 Compitgne, France

(;OUR1 DHA'IT
Unirersitt Lavul, QuPber, Canada GIK-7P4

INTRODUCTION
The Newton-type methods are often uscd t o solve nonlinear structural stability problem. The
usual Newton-Raphson method or its modified version, self-correcting or standard incremental
method, belong to this category. It is necessary to modify the standard form of these methods if
these are employed to trace the post-buckling configurations including snap-through and
multi-solution paths. The technique necessary to modify these methods for solving such
problems may be broadly classified into two groups:
1. A dominant displacement component is chosen as an independent variable instead of the
usual loading parameter. Algorithms based o n this approach are derived, whereas the
symmetry and banded properties of the matrices are p r e s e r ~ e d . l - ~ . ' * , ' ~
2. Spring coefficients are introduced to modify the indefinite matrices encountered in the
post-buckling regions. ' O , '
The purpose of this study is to give a comparative presentation of algorithms employed by
Zienkiewicz," Thomas and Gallagher,'* Haisler et ~ 1 and ~ present authors.'^' We shall first
. the
discuss techniques for interchanging the role of variables (independent and dependent) for
linear problems, and then generalize them to nonlinear problems using Newton-type methods in
order to obtain the above-mentioned algorithms.

LINEAR ANALYSlS
A discrete representation of a linear continuum problem is written in a matrix form as

where [ K ]is, in general, a symmetrical banded matrix of order n ; { U }is a vector of y1 unknowns
here called displacements; and { F }is a 'load' vector with n components.
We may assume that the load vector { F } is composed of two vectors:

where { R }is either fixed or more generally may be considered as a residue vector, and A is a load
parameter which is varied to obtain the necessary load vector corresponding t o a chosen load
distribution defined by { P } .
0029-598 1/79/O814-1262$Ol.OO Received 10 March 1978
0 1979 by John Wiley & Sons, Ltd. Revised 5 January 1979
 SHORT COMMUNICAI'IONS 1263

In a usual linear problem, load vector {F}is given, i.e. A is defined, and equation (1)is solved
u,
for unknowns { U } .However, if we choose the qth component of { U }as known, U, = we have
to modify the standard form of equation ( I ) in order to solve for A and ( n - 1) unknown
displacements of { U } .To simplify the presentation, let us reorganize equation (1) in the
following form without loss of any generality:

where U, = U, = U, [ K , , ] is a square matrix of order n obtained by suppressing the qth column

and row of [ K I. {K12}and (Kzl)are the qth column and row of [ K ] ,respectively, with n - 1
components, i.e. without K,, = KZ2.The vectors { U ) , { R }and { P } are organized in a cor-
responding manner. In order to solve for { U,} and A (the n unknowns), we discuss the following
methods.

Direct method
Equation (3) is reorganized to give

or

[KI {Ll}={E}
Equation (4) may be directly solved for {U,} and A. However, the matrix [ K ] is no longer
symmetrical and banded. From equation (4),
I~I}=[K~II-'({R~}-{K~~}.
U + { P i } .A ) (5a)

and
a = K22-(&1)[K111 w 1 2 1

Proposed algorithm. W e wish to present an algorithm which would not modify the matrix [K]
of equation (1).Instead, we seek two solution vectors { U " }and { U b }corresponding to load
vectors { R }and { P } :
[ K I i W = {Rl
[KI{U"I = {PI
or
[K][U" j Ub]= [ R I PI (6)
If the matrix [ K ]of equation (1)is non-singular, equation (6) may be solved. The solution for A
and { U }is
{ U }= { U"}+A{ U b }
where, for q th component,
Uz +AU,b = 0
1264 SHORT COMMUNICATIONS

thus leading to

According to equation ( 3 ) , equation 7 is equivalent to

If

{ R )= 0 then { U }= A { U ” } and
0
A = -7; which is trivial
u,
Modified algorithm for singular matrix [ K ]
For a singular matrix [ K ] ,equation (l),one obtains the following algorithm based on a
reorganization of equation 3:

or

Zienkiewicz” proposed an algorithm similar to equation (10) which was adapted by Thomas
and Gallagher” in the form similar to equation (9). The solution is
{u:>
= (Cry} + {W ) + A {u: + A {UPI
} = {G’} (11)
and
A = Kzz. ~ - R + ( K z i ) { U ? I
(12)
PZ - (K21){UP 1
Equation (12) is equivalent to equation (5b).
‘The algorithm based on equation (10) requires (a) modification of the matrix [ K ]to [K,,],and
(b) temporary storage of the qth line of [ K ]for evaluating A.
However, the algorithm based on equation (6) employs directly the matrix [ K ]of equation (1)
and no storage, assuming that [ K ]is non-singular.

IMPLEMENTATION F O R THE NEWTON-RAPHSON M E T H O D

The algorithms discussed in the previous section for linear problems are directly suitable to
nonlinear problems solved by using Newton-type methods.

Authors’ algorithm
Suppose we have obtained a solution corresponding to a load level ‘ A ’ . Let this solution
correspond to an iteration i = 0, i.e.
 SHORT COMMIJNICATIONS 1265

At this stage, instead of varying the load parameter, the q th component of { U }is incremented
by AU,. The initial solution vector is redefined as

{ U } = { U } " where U: = U: +AU, (13b)

A Newton-type method is employed to obtain { U } and A with Ug considered as fixed
(AU; = 0). The algorithm of equation (6) becomes

[ K ] ' [ A U "j U']' = [ R ' j PI (14)

where the matrix [ K ]is now the nonlinear 'tangent' matrix corresponding to { U}'.{R}'is the
corresponding residue vector and { P }is the load distribution which is multiplied by A to obtain
the actual load. We have, based on equation (7),

{AU}'={AU"}'+Ah'.{AU"}'
and
(U,")'+AA'(AU,h)l=
AUL =0

leading to
Ah' = -(Au:/Au,~)'

and
'
{ U}'' = { U}'+ { AU}'
A" ' =A ' +Ah'
We summarize the algorithms as follows. For each cycle:
1. Choose an incremental displacement component AUq at iteration level i = 0.
2. Modify the initial displacement vector {U}"such that
U t = U t +AU,
3. Calculate the residue vector {R}'and the tangent matrix [ K ] ' .
4 . Solve for {AU"}'and {AU")'simultaneously.
5. From equation (15) and (16), calculate
{ U } ' + ' and A'"
Repeat steps 3-5 until a desired accuracy or desired number of iterations are achieved.
For the self-correcting incremental method, steps 3-5 are executed once for each cycle or
increment. If the modified Newton-Raphson method is used, the matrix [ K ]is not calculated for
each iteration 'i' but may be calculated and decomposed at a certain cycle or iteration level as
desired.
It is implicitly assumed that the matrix [ K ]remains non-singular at any solution level { U}'.
Theoretically, if a solution corresponds to critical or singular point, the matrix [ K ]will be
singular. However, in practice, it is impossible to obtain a solution vector exactly corresponding
to a singular point, due to a large number of components of { U }and possible round-off errors.
The present authors and c o - r e ~ e a r c h e r s ' ~have
~ ~ ' ~been using this algorithm for solving large
numbers of nonlinear problems over a number of years and at no time has the problem of
singularity of the matrix [ K ]been encountered.
1266 SHORT COMMUNfCATiONS

Modified algorithm
In a situation where the matrix [ M I is singular (a rare situation), we may modify the previous
algorithm to obtain the algorithms proposed by Zienkiewicz] ' and Thomas and Gallagher."
Define {U}' and An as in equation (13a). Calculate the tangent matrix [ K ' ]and {I?)' cor-
responding to { U } ' .Based o n equation (9), we obtain
0 AUP 1 AU; \ AUi]i=[Rl', 1 -K;2.AUq 1 31'
(1 7)
I 1
Il[aUi AU'j j AU4 I Ao: I 0
From equations (1 1) and (1 2)
: ' } ' AU; =AU,
{ A U , } ' - ( A U ~ } ' + { ~ ~ ~ } ' + A h ' { A Uwith

and
' +
{ U}" = { U}' {AU}'; h '' = h ' + Ah
However, if { U O }is defined by equation (13b), (AU2)'=AUq - 0 for all iterations i =
1, 2, . . . , leading to { S U ' )= 0 in equation (17). We thus have two solution vectors {AU'} and
{AiJ"}.

CONCLUDING REMARKS
We have discussed an algorithm for solving nonlinear problems using a displacement
component as an independent variable. A description of the method has been given for linear
problems, and then generalized to nonlinear problems. This algorithm is straightforward and
efficient provided the matrix [K] is non-singular. The algorithm used by Thomas and
GallagherI2 and Zienkiewicz" required modifications of the matrix [ K ]and storage of the qth
line corresponding to ACTq imposed, assuming that the matrix [KI1]is non-singular. The method
used by Pian and Tong,' and Lock and Sabir' falls into t h e category of the methods discussed
herein. The recent presentation of Haisler et d 7using an initial value formulation leads to
identical results.

REFERENCES
1. J . L. Batoz. 'Analysc non-IinCaire des coques minces Clastiqucs de formes arhitraircs par ClCnients triangulaires
courbCs', D.Sc. Thesis, Dept. GCnie Civil, IJniversitC Laval, QuCbec (1977).
2. J . L.. Hatoz, A. Chattopadhyay and G. S. Dhatt, 'Finite element large deflection analysis of shallow shells', Znt. J.
num. Meth. Engng, 10, 39-58 (1976).
3. J. I.,. Batoz and G. S. Dhatt, 'Buckling of deep shells', in Proc. 2nd Znt. Conf. Struct. hfech. in Reactor Technology,
Berlin, 1973, M5/7, 12 pp.
4. A. Chattopadhyay arid G. S. Dhatt, 'Finite clemcnt large deflection analysis of shells, Rapport terhnique, Univ.
Laval, Quebec (1972).
5. G. S. Dhatt, 'Instability of thin shells by the finite element method', in Proc. Synzp. Int. Association of Shell
Structures, Vol. I, Vienna, lY70, 36 pp.
6. G . S. Dhatt and S. Venkatasubbu, 'Finite element analysis of containment vessels', in Proc. 1st Int. Conf. Struct.
Mech. in Reactor Technology, Vol. 5 , Berlin, 1971, Part J, J3/6.
7. W. Haisler, J. Stricklin and J . Key, 'Displacement incrementation in non-linear structural analysis by the
self-correcting methods', Int. J. num. Meth. Engng, 11, 3-10 (1977).
8. A. C. Lock and A. B. Sabir, 'Algorithm for large deflection gcometrically nonlinear plane and curved structures', in
Mahwzatics of Finite Elements and Applicalions, (Ed. J. R. Whiteman), Academic Press, New York, 1973, pp.
483--494.
 S H O K T COMMUNICATIONS 1267

9. T. H. H. Pian and P. Tong, ‘Variational formulation of finite displacement-allalysis’, in Symp. In!. Un. Th. Amp[.
Mech. on High Speed Computing of Elustic Structures, Tome I, Liege, 1970, pp. 43-63.
LO. E. Ramm, ‘A plate/shell element for large deflections and rotations, in Symp. Formulations and Computational
Algorithms in F.E. Analysis, (Eds.) K. J. Bathe, rt a[.), M.I.T. Press, 1976.
1 I , 1’. Sharifi and E. P. Popov, ‘Nonlinear buckling analysis of sandwich arches’, Proc. ASCE, 97 (EM5), 1397-141 1
(1 91 1).
12. G. Thomas and R. H. Gallagher, ‘A triangular thin shell finite element: nonlincar analysis’ NASA CR-248.7,
Washington, D.C. (1975).
13. 0.C . Zienkiewicz, ‘Incremental displacement in non-linear analysis’, Int. J. num. Meth. Engng, 3,581-588 (1971).
14. J. L. Batoz, ‘Curved finite elements and shell theories with particular reference to the buckling of a circular arch’,
Inf.J. num. Mrth. Engng, 14, 774-779 (1079).