CIVE 7397: Computational Mechanics

Instructor: Dr. Kalyana B. Nakshatrala

Department of Civil and Environmental Engineering
University of Houston

Homework #3
Numerical analysis of time-stepping schemes

Weights for individual problems are awarded as follows:

1 1/4 points Extraordinary treatment of difficult problem.
1 point
Essential features of the solution are correct.
3/4 point
Substantial effort but several minor mistakes.
1/2 point
Substantial effort but major mistakes.
0 point
Little / no apparent effort, or spectacular mistakes.


Problem 1. Consider a system of first-order ODEs of the form: x(t)
= f (t, x(t)). A time stepping
scheme to solve such a system of ODEs can be written as follows:
(n+1)

predictor step:
corrector step:

x(n)
= f (tn , x(n) )
t


 
x(n+1) x(n)
(n+1)
= f tn+1 , x(n) + x0
/2
t

x0

(n+1)

where x0
is an intermediate value. Find the stability condition of the above scheme for a linear
scalar homogeneous ODE. [Hint: Use the amplification matrix method.]
Problem 2. Recall that the average and jump operators are defined as follows:

n
o
1  (n+1)
x
+ x(n)
Average operator
x(n) :=
2
h
i
(n)
(n+1)
Jump operator
x
:= x
x(n)
Using the above definitions, answer the following:
(a) If S is a symmetric matrix, show that
n
oT h
i 1h
i
T
x(n) S x(n) =
x(n) Sx(n)
2
(b) For time stepping schemes from Newmark family, show that







(i) hv (n) i = t 12 a(n) + t a(n)





(ii) d(n) = t v (n) + t2 2 a(n)
Problem 3. Consider the following second-order ODE:
m
x + x + kx = 0
(i) Write the above equation in the first-order form.
(ii) Employ the forward Euler (fully explicit) scheme for the first-order form, and express it in
y (n+1) = Ay (n) form. That is, obtain the amplification matrix A, and the state vector y.
(iii) Show that the corresponding two-step in the displacement is given by
m(x(n+1) 2x(n) + x(n1) ) + t(x(n) x(n1) ) + kt2 x(n1) = 0
(iv) [Bonus] Read about and understand Routh-Hurwitz method (e.g., see reference [R2].) Assuming that the damping is less than critical (that is, 2 < 4km) obtain the critical time-step
using the Routh-Hurwitz method for the discrete equations derived in subproblem (ii).
Problem 4. Consider the following second-order transient system:
(t) + Ku(t) = f (t)
Mu
where the mass matrix M is assumed to be symmetric and positive definite, and the stiffness matrix
K is symmetric and positive semi-definite. For the case when the external force is zero, show that
the implicit midpoint method conserves energy. That is,
1 (n) T
1
1
1
T
T
T
v
M v (n) + d(n) Kd(n) = v (0) M v (0) + d(0) Kd(0)
2
2
2
2
2

Note that the implicit midpoint method is not the same as the Crank-Nicolson method. For an
ordinary differential equation of the following form:

z(t)
= f (t, z(t))
the implicit midpoint method can be written as follows:
z

(n+1)

=z

(n)

+ tf

tn + tn+1 z (n) + z (n+1)

,
2
2

Suggested references
The class notes should be sufficient to solve the homework problems. But if the students feel
that they may need more material to read, the following are the suggested references:
(R1) T. J. R. Hughes, The Finite Element Method: Linear Static and Dynamics Finite Element
Analysis, Dover Publications, 2000.
(R2) W. L. Wood, Practical Time-Stepping Schemes, Oxford University Press, 1990.
(R3) H. M. Hilber, T. J. R. Hughes, and R. L. Taylor, Improved numerical dissipation for time
integration algorithms in structural dynamics, Earthquake Engineering and Structural Dynamics, vol. 5, 283-292, 1977.