Personal Notes PDF

Dynamics and Control of Flexible Aircraft
(was: Dynamics and Control of Structures and Fundamentals of Aeroelasticity
Dinamica e Controllo di Strutture e Fondamenti di Aeroelasticità)
(DCFA)
Unofficial notes by Pierangelo Masarati
Revision June 5, 2018

c 2011-2012
Copyright
Paolo Mantegazza, Lorenzo Dozio, Pierangelo Masarati
Dipartimento di Ingegneria Aerospaziale, Politecnico di Milano
Copyright c 2012-2017
Pierangelo Masarati
Dipartimento di Scienze e Tecnologie Aerospaziali, Politecnico di Milano
Questo documento è soggetto a copyright da parte degli autori e da parte del Dipartimento di Scienze
e Tecnologie Aerospaziali del Politecnico di Milano. La sua riproduzione e diffusione è libera purché
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degli autori, che è vincolante, e che non venga privato di questo avviso di copyright.
This document is subjected to copyright by the authors and the Department of Aerospace Science and
Technology of Politecnico di Milano. Its reproduction and diffusion is free provided it complies with
Italian copyright rules and not for profit. The partial reproduction and the use for instructional purposes
are allowed. The document cannot be modified without or against the consent of the authors, which is
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Contents
1 Virtual Work Principle 1-1

1.1 Mechanical Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-1
1.2 Thermal Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-6
1.3 Total vs. Updated Lagrangian Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-7
2 Numerical Approximation Techniques 2-1

2.1 Linearization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-3
3 Specialization of VWP to 1-D Continua 3-1

3.1 Timoshenko Beam . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-2
3.1.1 Axial Equilibrium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-8
3.1.2 Torsion Equilibrium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-19
3.1.3 Bending-Shear Equilibrium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-23
3.2 Euler-Bernoulli Beam . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-31
3.2.1 Bending Equilibrium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-32
3.2.2 Coupled Bending-Torsion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-44
3.3 Prestress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-46
3.3.1 Axial Prestress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-47
3.4 Thermal Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-52
3.4.1 Thermal Stress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-52
3.4.2 Heat Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-55
3.4.3 Spanwise Heat Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-55
3.5 Approximation Techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-65
3.5.1 Finite Element Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-65
3.5.2 Ritz-Like Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-66
3.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-68
3.6.1 Deformable Inverted Pendulum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-68
4 Specialization of VWP to 2-D Continua 4-1

4.1 Kinematics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-1
4.2 Kirchhoff’s Plate Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-2
4.3 Prestress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-4
4.4 Mindlin’s Plate Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-10
5 Numerical Solution Through Modal Expansion 5-1

5.1 Direct Solution in Time Domain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-1
5.2 Direct Solution Through Frequency Domain . . . . . . . . . . . . . . . . . . . . . . . . . . 5-1
5.3 Modal Basis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-3
5.4 Convergence of Reduced Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-7
5.4.1 Direct Recovery of Internal Forces . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-8
5.4.2 Modes Acceleration (for a More Accurate Recovery of Internal Forces) . . . . . . . 5-9
5.5 Reduced Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-11
5.5.1 Modes Acceleration Applied to a Reduced Order Model . . . . . . . . . . . . . . . 5-12
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5.5.2 Modes Acceleration vs. Direct Numerical Integration . . . . . . . . . . . . . . . . . 5-14
5.6 State-Space Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-14
5.7 Rigid Modes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-16
5.8 Statically Determined Support . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-16
5.9 Inertial Decoupling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-17
5.9.1 Attached and Mean Axes (Application to Cantilever Modes for Free Symmetric
Dynamics) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-19
5.10 Prescribed Motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-23
5.11 Substructuring . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-23
5.12 Initial Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-24
5.12.1 Initial Conditions as a Least-Squares Problem . . . . . . . . . . . . . . . . . . . . . 5-24
5.12.2 Initial Conditions Resulting From Impulsive Forces . . . . . . . . . . . . . . . . . . 5-25
5.12.3 Initial Conditions From Impulsive Forces in the Laplace Domain . . . . . . . . . . 5-27
5.12.4 Direct Solution Through Duhamel’s Integral . . . . . . . . . . . . . . . . . . . . . . 5-30
5.13 Practical Eigenanalysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-31
5.13.1 Power Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-31
5.13.2 Smallest Module Eigenvalue: Inverse Power Method . . . . . . . . . . . . . . . . . 5-32
5.13.3 Positive Semi-Definite Stiffness Matrix: Shift . . . . . . . . . . . . . . . . . . . . . 5-32
5.13.4 Subsequent Eigenvalues: Orthogonalization . . . . . . . . . . . . . . . . . . . . . . 5-33
5.13.5 Subspace Iteration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-33
5.13.6 Non-Symmetric Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-36
5.14 Direct time-integration methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-37
5.14.1 An Implicit Method with Tunable Algorithmic Dissipation . . . . . . . . . . . . . 5-42
5.14.2 Integration Schemes from Weighted Residuals . . . . . . . . . . . . . . . . . . . . . 5-47
5.14.3 The Newmark Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-48
5.14.4 The HHT Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-50
5.14.5 Modes Acceleration vs. Direct Numerical Integration . . . . . . . . . . . . . . . . . 5-51
5.15 Experimental Modal Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-51
6 Response to Non-Deterministic Input 6-1

6.1 Ergodic Multi-Dimensional Process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-1
6.1.1 Expected Value of a Stochastic Process: Mean Value . . . . . . . . . . . . . . . . . 6-1
6.1.2 Expected Value of an Ergodic Process: Mean Value . . . . . . . . . . . . . . . . . 6-2
6.1.3 Expected Value of a Stochastic Process: Covariance and Variance . . . . . . . . . 6-2
6.1.4 Expected Value of an Ergodic Process: Covariance and Variance . . . . . . . . . . 6-2
6.1.5 Probability Density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-6
6.1.6 Use of Statistical Indicators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-7
6.1.7 Intercovariance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-8
6.1.8 Correlation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-8
6.1.9 State of a Dynamic System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-8
6.1.10 Covariance of the Output of a Dynamic System . . . . . . . . . . . . . . . . . . . . 6-9
6.1.11 Power Spectral Density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-13
6.1.12 Direct Computation of the Variance of the Output . . . . . . . . . . . . . . . . . . 6-17
6.1.13 Variance of Output in Response to White Noise . . . . . . . . . . . . . . . . . . . . 6-18
6.1.14 Alternative Derivation of Lyapunov’s Equation . . . . . . . . . . . . . . . . . . . . 6-20
6.1.15 Shape Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-24
7 Optimal Control 7-1

7.1 Preamble . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-1
7.1.1 Direct State Feedback . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-1
7.1.2 State Estimation: Observer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-1
7.1.3 Direct State Feedback with Observed State . . . . . . . . . . . . . . . . . . . . . . 7-2
7.1.4 Verification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-4
7.1.5 Direct Measure Feedback . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-5
7.2 Direct State Feedback . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-5
iv
7.2.1 Pole Assignment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-5
7.2.2 Optimal Control: Deterministic Case . . . . . . . . . . . . . . . . . . . . . . . . . . 7-8
7.2.3 Optimal Control: Revised Deterministic Case . . . . . . . . . . . . . . . . . . . . . 7-17
7.2.4 Optimal Control: Revised Stochastic Case . . . . . . . . . . . . . . . . . . . . . . . 7-20
7.2.5 Criteria for the Choice of the Performance Indicators . . . . . . . . . . . . . . . . . 7-22
7.3 Full State Observer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-48
7.3.1 Optimal Filtering: Revised Full State Observer . . . . . . . . . . . . . . . . . . . . 7-51
7.3.2 Optimal Filtering: Revised Deterministic Case . . . . . . . . . . . . . . . . . . . . 7-51
7.3.3 Optimal Filtering: Revised Stochastic Case . . . . . . . . . . . . . . . . . . . . . . 7-54
7.3.4 Observer in the Frequency Domain . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-66
7.3.5 Partial State Observer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-67
7.4 Direct Measure Feedback . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-69
7.4.1 Co-located Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-69
7.5 Balanced Truncation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-76
8 Aeroelasticity 8-1
8.1 Static Aeroelasticity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-1
8.1.1 Typical Section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-1
8.1.2 Static Aeroelasticity Problems as Eigenproblems . . . . . . . . . . . . . . . . . . . 8-3
8.1.3 Continuum, Exact Solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-4
8.1.4 Discrete Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-7
8.1.5 Roll Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-9
8.1.6 Swept Wing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-14
8.2 Unsteady Aerodynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-20
8.2.1 Unsteady Strip Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-21
8.2.2 Aeroelastic Interface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-32
8.2.3 Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-32
8.2.4 Lifting Surface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-36
8.2.5 Application of the Lifting Surface Model . . . . . . . . . . . . . . . . . . . . . . . . 8-36
8.2.6 Aerodynamic Loads . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-38
8.2.7 Gust . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-39
8.2.8 Practical Computation of Quasi-Steady Approximation . . . . . . . . . . . . . . . 8-40
8.3 Flutter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-42
8.3.1 Flutter Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-42
8.3.2 Eigenanalysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-43
8.4 Internal Loads Recovery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-45
8.4.1 Direct Recovery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-46
8.4.2 Acceleration Modes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-46
8.4.3 Direct Summation of Forces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-49
8.4.4 Equivalence Between Direct Force Summation and Modes Acceleration . . . . . . . 8-49
9 Exercises 9-1
9.1 Dynamics of Lumped Parameter Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-1
9.1.1 Actuator Feedthrough and Admittance . . . . . . . . . . . . . . . . . . . . . . . . 9-1
9.1.2 Reaction Mass Actuation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-7
9.1.3 Note on Matrix Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-8
9.2 Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-8
9.2.1 Beam and chord with lumped mass and damper . . . . . . . . . . . . . . . . . . . 9-8
9.2.2 Time Response of Rod — Analytical Solution . . . . . . . . . . . . . . . . . . . . . 9-12
9.2.3 Torsion of Shafts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-17
9.2.4 Substructuring . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-20
9.2.5 Wing-Mounted Engine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-21
9.3 Aeroelasticity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-25
9.3.1 Static aeroelasticity of straight wing — steady aerodynamics . . . . . . . . . . . . 9-25
9.3.2 Pull-Up Maneuver . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-32
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9.3.3 Flutter of straight clamped wing - steady aerodynamics . . . . . . . . . . . . . . . 9-34
9.3.4 Typical section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-35
9.3.5 Rigid-body decoupling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-35
9.3.6 Inertia relief . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-36
9.3.7 Flutter of clamped straight wing with aileron and unsteady aerodynamics (quasi-
steady approximation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-37
9.3.8 Flutter Suppression using Direct State Feedback . . . . . . . . . . . . . . . . . . . 9-40
9.3.9 Roll-Ratcheting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-42
vi
List of Figures
3.1 Beam kinematics: decomposition in spanwise and section-wise contributions ([1]). . . . . . 3-1
3.2 Beam section: example of detailed finite element model for local warping and section
characterization ([1]). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-2
3.3 Beam section. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-2
3.4 Rod . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-9
3.5 Torsion of a clamped-free beam. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-19
5.1 Absolute value of the spectral radius, kρk, of various A-, L-, and A-L stable methods. . . 5-44
5.2 Amplitude error, 1 − kρk/kejωh k, of various A-, L-, and A-L stable methods. . . . . . . . 5-44
5.3 Phase error, 1 − ∠(ρ)/(ωh), of various A-, L-, and A-L stable methods. . . . . . . . . . . . 5-45
8.1 Swept wing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-14

8.2 Swept wing: angle of attack . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-14
8.3 Swept wing: velocity composition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-15
8.4 Swept wing: aerodynamic moment in alternative approach. . . . . . . . . . . . . . . . . . 8-17
8.5 Airfoil kinematics in Theodorsen’s unsteady aerodynamics model (note: with respect to
Theodorsen’s original work, the sign of h has been reversed). . . . . . . . . . . . . . . . . 8-26
8.6 Theodorsen’s function C(k). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-27
8.7 Gust reference systems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-39
9.1 Rod Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-13

9.2 Shafts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-17
vii
viii
List of Tables
8.1 Swept wing: summary of approaches. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-16
ix
x
List of Examples
5.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-2
xi
xii
List of Exercises
3.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-8

3.2 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-9
3.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-10
3.4 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-11
3.5 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-11
3.6 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-12
3.7 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-12
3.8 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-13
3.9 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-15
3.10 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-16
3.11 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-17
3.12 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-19
3.13 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-23
3.14 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-23
3.15 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-24
3.16 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-33
3.17 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-34
3.18 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-34
3.19 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-35
3.20 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-35
3.21 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-36
3.22 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-36
3.23 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-37
3.24 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-37
3.25 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-38
3.26 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-39
3.27 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-40
3.28 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-40
3.29 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-40
3.30 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-41
3.31 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-42
3.32 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-42
3.33 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-48
3.34 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-50
3.35 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-50
3.36 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-51
3.37 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-53
3.38 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-53
3.39 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-53
3.40 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-54
3.41 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-54
3.42 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-56
3.43 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-56
xiii
3.44 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-57
3.45 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-58
3.46 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-59
3.47 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-60
4.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-4

4.2 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-6
4.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-6
4.4 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-7
4.5 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-11
6.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-3

6.2 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-4
6.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-12
6.4 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-16
6.5 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-19
6.6 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-21
6.7 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-23
6.8 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-24
7.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-5

7.2 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-7
7.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-14
7.4 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-25
7.5 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-27
7.6 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-29
7.7 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-30
7.8 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-32
7.9 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-34
7.10 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-35
7.11 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-38
7.12 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-40
7.13 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-41
7.14 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-46
7.15 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-49
7.16 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-55
7.17 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-57
7.18 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-59
7.19 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-60
7.20 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-61
7.21 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-64
7.22 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-68
7.23 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-70
7.24 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-72
8.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-33

8.2 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-34
8.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-35
8.4 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-47
xiv
List of Homework
0.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
0.2 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
0.3 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-2

1.2 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-2
1.3 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-3
1.4 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-4
1.5 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-4
1.6 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-5
2.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-3

2.2 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-3
2.3 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-3
2.4 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-3
2.5 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-4
2.6 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-6
3.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-11

3.2 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-14
3.3 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-15
3.4 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-16
3.5 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-22
3.6 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-22
3.7 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-27
3.8 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-29
3.9 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-30
3.10 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-31
3.11 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-35
3.12 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-35
3.13 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-35
3.14 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-42
3.15 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-49
3.16 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-59
3.17 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-59
3.18 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-59
3.19 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-68
3.20 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-68
4.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-2
5.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-2

5.2 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-2
5.3 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-2
xv
5.4 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-5
5.5 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-5
5.6 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-5
5.7 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-6
5.8 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-8
5.9 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-8
5.10 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-9
5.11 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-12
5.12 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-14
5.13 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-14
5.14 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-14
5.15 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-15
5.16 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-15
5.17 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-15
5.18 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-15
5.19 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-17
5.20 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-17
5.21 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-18
5.22 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-18
5.23 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-22
5.24 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-22
5.25 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-22
5.26 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-24
5.27 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-27
5.28 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-29
5.29 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-30
5.30 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-30
5.31 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-30
5.32 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-30
5.33 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-31
5.34 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-32
5.35 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-32
5.36 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-36
5.37 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-50
6.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-1

6.2 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-3
6.3 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-4
6.4 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-5
6.5 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-6
6.6 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-6
6.7 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-6
6.8 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-6
6.9 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-10
6.10 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-10
6.11 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-10
6.12 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-13
6.13 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-13
6.14 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-14
6.15 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-15
6.16 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-15
6.17 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-17
6.18 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-18
6.19 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-20
xvi
6.20 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-24
7.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-5

7.2 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-12
7.3 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-13
7.4 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-15
7.5 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-18
7.6 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-35
7.7 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-50
7.8 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-54
8.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-1

8.2 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-2
8.3 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-4
8.4 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-13
8.5 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-21
8.6 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-22
8.7 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-23
8.8 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-24
8.9 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-24
8.10 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-24
8.11 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-28
8.12 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-28
8.13 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-28
8.14 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-30
8.15 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-30
8.16 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-31
8.17 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-31
8.18 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-31
8.19 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-34
8.20 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-35
8.21 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-42
8.22 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-47
8.23 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-47
8.24 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-47
8.25 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-49
8.26 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-49
8.27 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-49
9.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-23

9.2 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-24
9.3 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-26
9.4 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-29
9.5 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-29
9.6 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-29
9.7 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-29
9.8 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-30
xvii
Introduction
Aeroservoelastic Problem
Equilibrium:
0= FS + FC + Fa +... (1)
|{z} |{z} |{z}
structural control aerodynamic
It may originate from several approaches, including, but not limited to, Newton-Euler equations, La-
grange equations, the Virtual Work Principle (VWP). Here we usually follow the latter, without over-
loading it with too many philosophical implications.
Homework 0.1 Recall the VWP.
Structural problem:
∗
Mü + Cu̇ + Ku = F (t) (2)
∗
with M, C, K ∈ RN ×N , u, F ∈ RN ×1 .
Consider a change of basis (usually a reduction) u = Uq (U ∈ N × ⋉, q ∈ Rn×1 ),
∗
UT MUq̈ + UT CUq̇ + UT KUq = UT F (t) (3)
i.e.
Mq̈ + Cq̇ + Kq = Q∗ (t) (4)
with M, C, K ∈ Rn×n and Q∗ ∈ Rn×1 .

The external loads Q∗ may include configuration-dependent terms, notably the aerodynamic forces
Qa , which in “classical” aeroelasticity are usually expressed in the frequency (Laplace) domain,
Q∗ (s) = Qa (s) + Qe (s). (5)
As anticipated, the aerodynamic forces may depend on the configuration; typically, they are directly
formulated in the reduced basis q, rather than in the initial basis u; they may also depend on external
disturbances like gusts, i.e.,
Qa (s) = q (Ham (M, p)q + HaG (M, p)v G ) (6)

2
where q = ρV∞ /2 is the dynamic pressure and p = sℓ/V∞ is the non-dimensional Laplace variable. The
vector v G collects the generalized variables that define the “time” (actually, the frequency) dependence of
the gust velocity. The space dependence and its interdependence with the basis q that is used to describe
the displacement is already accounted for in matrix HaG (how this is accomplished will be detailed later).
1
In a generalized sense, the structural loads F S may also contain configuration dependent loads that
indirectly result from the linearization of structural terms (preload, gyroscopic) and of other dead loads
(gravity, steady aerodynamic loads) when expressed in a non-inertial frame. After linearization, those
loads contribute to the “structural” matrices.
In the Laplace domain, the problem is thus

s2 M + sC + K − qHam (M, p) q = qHaG (M, p)v G + Qe . (7)
Homework 0.2 Recall the Laplace transform; specifically, the Laplace transform of derivatives, of
special signals (step(t), δ(t), . . . ), the initial and final value theorems, . . .
“Structural” matrices:
M= MS + MC (8a)
|{z} |{z}
structural modal mass control mass
C= CS + CC + CG (8b)
|{z} |{z} |{z}
structural modal damping control damping ‘damping’ due to gyroscopic effect
K= KS + Kσ + KC
|{z} |{z} |{z}
structural modal stiffness stiffness due to preloading control stiffness
+ Kg + K0a (8c)
|{z} |{z}
stiffness due to gravity stiffness due to linearization of (steady) aerodynamic loads
Homework 0.3 Show that the gyroscopic damping matrix must be skew-symmetric (i.e. CG = −CTG )
to provide no dissipation.
Some of these matrices are important only in specific problems:
• MC , CC , KC are mainly useful in simple forms of suboptimal control (more complex control forms
may add several states to the problem)
• CG is useful only when the problem is written in non-inertial coordinates and rotates at constant,
non-negligible angular velocity
• Kσ is only meaningful in case of preload
• Kg is mostly useful in flight dynamics problems
• K0a is mostly useful when dealing with special configurations, like T-tail planes, where significant
steady aerodynamic loads are applied at the end of very slender structural components.
Prerequisites
This is an incomplete, minimal list of prerequisites.
• Dynamics: kinematics, dynamics of systems of lumped masses, springs, dashpots; stability, stability
of solutions of linear, time invariant systems;
• Control: Laplace and Fourier transforms, (linear) systems theory, canonical realizations; feedback;
• Aerodynamics: potential theory; strip theory; lifting line; lifting surface;
• Systems: hydraulic actuators; electric motors;
“Prerequisites” does NOT mean we will learn these topics from scratch (if you think this, then check
the meaning on a dictionary); it means we will use these topics, possibly (but not necessarily!)
after briefly recalling them.
2
Chapter 1
Virtual Work Principle
1.1 Mechanical Problem

Nomenclature:
a acceleration
s displacement (x = X + s)
s imposed displacement
x deformed position
A surface referred to the undeformed configuration
B force per unit mass referred to the undeformed configuration
Cv constant volume specific heat
C elastic constitutive coefficients
F deformation gradient
J Jacobian of transformation between undeformed and deformed configuration (J = det(F))
N normal to surface referred to the undeformed configuration
P force per unit surface referred to the undeformed surface
Q heat flow referred to the undeformed configuration
R heat source referred to the undeformed configuration
T temperature
V volume referred to the undeformed configuration
X undeformed position
β thermal stress constitutive coefficients
∈ Green-Lagrange strain tensor
ρ0 density referred to the undeformed configuration
σ Cauchy stress tensor (σ = J −1 FΣFT = J −1 FΣ)
n
Σ Second Piola-Kirchhoff stress tensor (Σ = ΣF−T = JF−1 σF−T )
n
Σ nominal stress tensor (transpose of First Piola-Kirchhoff stress tensor, Σ = ΣFT = JF−1 σ)
n n
For matrix properties and related operations see for example “The Matrix Cookbook” [2].
Deformation gradient: by definition, the gradient of the deformed configuration with respect to the
undeformed configuration metrics,
∆ ∂x ∂(X + s) ∂s
F = Grad(x) = = =I+ = I + Grad(s) (1.1)
∂X ∂X ∂X
∆
Nanson’s formula: consider dv = JdV (J = det(F)), with dv = dx · nda, and dV = dX · N dA. Then
nda = JF−T N dA (1.2)
1-1
since dx = FdX and thus dX = F−1 dx.
Note: J = det(F) indicates the contraction/expansion of the volume, since the deformation gradient,
according to the polar decomposition theorem, can always be decomposed into the product of an
orthogonal matrix, R, which expresses a rigid rotation, and a symmetric, positive definite matrix,
U > 0, which expresses a deformation, i.e. F = RU (= U′ R) (different matrices can be defined
depending of the chosen order for rotation and contraction/expansion). Matrix U can be further
decomposed in spectral form, U = VΛVT (it is always diagonalizable since it is symmetric positive
definite; the latter property is guaranteed by the fact that a non-positive definite matrix could
only be obtained through a continuous process that passes through zero volume, implying a local
singularity in the deformation process). Matrix V is unitary (VT = V−1 ) and matrix Λ > 0 is
diagonal. So matrix V represents a transformation (a rigid-body rotation, since it is 3 × 3 and
orthogonal, provided it is normalized in such a manner that det(V) = +1) of matrix U into its
principal reference system. As a consequence, Λii are the contraction/expansion coefficients along
the principal directions. Then
det(F) = det(RU)
= det(R)det(U)
= det(R)det(V)det(Λ)det(VT )
= 1 · 1 · (Π3i=1 Λii ) · 1
= Π3i=1 Λii . (1.3)
The product of the contraction/expansion coefficients along the principal directions represents the
change of volume of the generic infinitesimal continuum volume, J = dv/dV .
Homework 1.1 Prove that in the two polar decompositions of F, namely F = RU = U′ R′ , with
R, R′ orthogonal and U, U′ symmetric positive-definite, then R′ ≡ R.
Homework 1.2 Compute the polar decomposition of an arbitrary square matrix.
The definition of the ‘nominal stress tensor’, Σ, results from considering the infinitesimal force acting on
n
a deformed infinitesimal surface, σ T nda, which according to Nanson’s formula becomes
σ T nda = σ T JF−T N dA
T
= JF−1 σ N dA
= ΣT N dA (1.4)
n
i.e. Σ = JF−1 σ.
n
Indefinite equilibrium (compact tensorial notation):
Div(Σ) + ρ0 B − ρ0 s̈ = 0 (1.5)
n
Indefinite equilibrium (index tensorial notation):
Σ + ρ0 Bk − ρ0 s̈k = 0 (1.6)
n ik/i
1-2
Virtual work (compact tensorial notation):
Z
δs · Div(Σ) + ρ0 B − ρ0 s̈ dV = 0 (1.7)
V n
Virtual work (index tensorial notation):

Z
δsk Σ + ρ0 Bk − ρ0 s̈k dV = 0 (1.8)
V n ik/i
Derivative of function product:

δsk Σ = δsk Σ − δsk/i Σ (1.9)
n ik/i n ik n ik
/i
Divergence (or Stokes’) theorem:

Z Z Z
δsk Σ dV = δsk Σ dV − δsk/i Σ dV
V n ik/i V n ik V n ik
/i
Z Z
= δsk Σ Ni dA − δsk/i Σ dV (1.10)
A n ik V n ik
in compact notation:
Z Z Z
δs · Div(Σ) dV = Div δs · ΣT dV − Grad(δs) : ΣT dV
V n V n V n
Z Z
= δs · ΣT N dA − Grad(δs) : ΣT dV
A n V n
Z Z
≡ δs · σ T n da − Grad(δs) : ΣT dV (1.11)
a V n
Product “:” is the second-order tensor equivalent of vector “dot” product:
a · b = a i bi vector dot product (1.12)

A : B = Aik Bik = trace AT B = trace ABT tensor dot product (1.13)
Piola-Kirchhoff II (PKII) stress tensor:
∆
Σ = ΣF−T → Σ = ΣFT (1.14)
n n
Homework 1.3 Show that the PKII stress tensor is symmetric.
Green-Lagrange (GL) strain tensor:
∆ 1 T
∈= F F−I (1.15)
2
1-3
The GL strain tensor is defined as the tensor that describes a change of the square of the norm-2 of
the distance between two points originally at infinitesimal distance dX. The distance after straining
is dx = FdX, thus
2
kdxk = dx · dx
= (FdX) · (FdX)
= dX T FT FdX (1.16)
whereas the square of the norm before straining is

2
kdXk = dX T dX. (1.17)
Their difference yields

2 2
kdxk − kdXk = dX T FT FdX − dX T dX

= dX T FT F − I dX
∆
= 2dX T ∈dX, (1.18)
hence the definition.
Homework 1.4 Show that a rigid body motion x = x0 + RX gives a null GL strain tensor.
Homework 1.5 Show that a rigid body motion (a change of reference frame from 0, I to x′0 , R′0 )
x′ = x′0 + R′0 x does not alter the GL strain tensor related to x.
Principal strains: consider the previously mentioned polar decomposition of tensor F, namely
F = RU, with RT R = I and UT = U > 0. The definition of the GL strain tensor yields
 
1 T 1
T T 1 T
∈= F F − I = U |R{zR} U − I = U U−I (1.19)
2 2 2
I
Consider now the spectral representation∗ of U, U = VΛVT ; the GL strain tensor becomes
   
1 T 1 1
∈= VΛ V V} ΛVT − I = VΛ2 VT − VV T
= V Λ2 − I V T (1.20)
2 | {z 2 | {z } 2
I I
Tensor V represents the rotation that transforms the straining portion of the deformation gradient,
U, from the deformed configuration to the principal strain reference; the vector of the principal
strains is

1
∈P = diag Λ2 − I (1.21)
2
∗ Since U is diagonalizable (symmetric, positive definite), the eigenvector tensor V can be normalized such that
V−1 = VT .
1-4
Virtual perturbation of deformation gradient:
∂s ∂δs
δF = δ = = Grad(δs) (1.22)
∂X ∂X
Virtual perturbation of GL strain tensor:
1 T
δ∈ = δF F + FT δF (1.23)
2
Virtual work per unit volume:
Grad(δs) : ΣT = δF : FΣ (recall that Σ = ΣFT , i.e. ΣT = FΣ;

n n n
transpose omitted since Σ is symmetric)
∆
= FT δF : Σ (1.24)
∆
The property δF : FΣ = FT δF : Σ is better understood using the index notation:
δFik (FΣ)ik = δFik (Fil Σlk ) = (Fil δFik )Σlk = (FT δF)lk Σlk (1.25)
Since Σ is symmetric (from momenta moment equilibrium of non-polar continua)
FT δF : Σ = δ∈ : Σ (1.26)
Proof: a generic tensor A can be decomposed in symmetric and skew-symmetric parts

1 1
A= A + AT + A − AT (1.27)
2 2
Thus, owing to its symmetry, the PKII stress tensor can be written as
1 ✘✘
1
Σ= Σ + ΣT + ✘✘Σ✘−✘ΣT
2 2
1 T

= Σ+Σ . (1.28)
2
The internal work becomes
1
FT δF : Σ = FT δF : Σ + ΣT
2
1 T
= F δF : Σ + FT δF : ΣT
2
1 T
= F δF : Σ + δFT F : Σ
2
1 T
= F δF + δFT F : Σ
2
= δ∈ : Σ (1.29)
The property A : B = AT : BT has been used.
Homework 1.6 Prove that A : B = AT : BT .
1-5
The VWP becomes
Z Z Z Z
ρ0 δs · s̈ dV + δ∈ : Σ dV = ρ0 δs · B dV + δs · ΣT N dA (1.30)
V V V A n
Boundary conditions:
δs = 0, s = s where constrained (“kinematic” or “imposed” BC) (1.31)

T
Σ N =P prescribed force per unit surface (“natural” BC) (1.32)
n
Small but not infinitesimal strains: linear “objective” (configuration-independent) constitutive properties
Σ = C : ∈ − β(T − T0 ) (1.33)
Note: C is a fourth-order tensor, such that the strain contribution to the second-order stress
tensor Σ results from its multiplication by the second-order strain tensor ∈. β is a second-order
tensor, such that the temperature contribution to the second-order stress tensor Σ results from its
multiplication by the scalar temperature T − T0 . In tensor notation,
Σij = Cijℓm ∈ℓm −βij (T − T0 ) (1.34)
Note: the thermoelastic constitutive law is usually expressed as
∈ = C−1 : Σ + α(T − T0 ) (1.35)

T
S = α Σ + c(T − T0 ) (1.36)
where α is the thermal expansion tensor, i.e. the gradient of the strain ∈ with respect to temperature
T at constant stress, as well as the transpose of the gradient of the entropy per unit mass S with
respect to stress Σ at constant temperature. Since we want to use the strain ∈ and the temperature
T as the independent fields, the constitutive law can be transformed as
Σ = C : ∈ − Cα(T − T0 ) (1.37)
T T

S = α C : ∈ + c − α Cα (T − T0 ) (1.38)
where Cα = β, i.e. the gradient of the stress with respect to temperature at constant strain, and the
transpose of the gradient of the entropy per unit mass with respect to strain at constant temperature.
It is worth recalling that the thermoelastic constitutive law of Eq. (1.33) is linear, so for typical
materials in use for aerospace structures it is only valid for very small strains, although not necessar-
ily infinitesimal (essentially for strain levels below the yield or fracture value, whichever comes first).
Nonetheless, the formulation is truly nonlinear, at least from a geometrical point of view, since the
Green-Lagrange strain tensor is nonlinear and can account for arbitrarily large changes of configuration.
1.2 Thermal Problem

Indefinite equilibrium:
ρ0 Cv Ṫ − ρ0 R + Div(Q) = 0 (1.39)
i.e. the variation in time of the internal energy per unit mass, Cv T (where Cv is the thermal capacitance),
the heat sources per unit mass, R, and the divergence of the heat flow, Q, must balance.
1-6
Virtual work1 :
Z
δT ρ0 Cv Ṫ − ρ0 R + Div(Q) dV = 0 (1.40)
V
Derivative of function product:
δT · Div(Q) = Div (δT · Q) − Grad(δT ) · Q (1.41)
Divergence (or Stokes’) theorem:

Z Z Z
δT · Div(Q) dV = Div (δT · Q) dV − Grad(δT ) · Q dV
V V V
Z Z
= δT Q · N dA − Grad(δT ) · Q dV (1.42)
A V
The VWP becomes

Z Z Z Z
δT ρ0 Cv Ṫ dV − Grad(δT ) · Q dV = δT ρ0 R dV − δT Q · N dA (1.43)
V V V A
The problem is completed by the imposed boundary conditions, T = T0 on the constrained boundary,
and Q · N = Q0 on the unconstrained boundary.
The heat flow is related to the temperature gradient by Fourier’s law
Q = −KGrad(T ) (1.44)
Furthermore, even though the dependence of the internal energy on the strain rate ∈ ˙ is usually neglected
in engineering practice, the heat source R and the heat flow Q may depend on x because the configuration
changes (e.g. radiation in space structures, for which radiated and absorbed heat depend on distance and
incident angle; aerothermoelasticity, in which the change in shape determines a change in heat produced
by the external flow, and so on).
1.3 Total vs. Updated Lagrangian Approach

Consider a system at equilibrium in the configuration indicated with subscript “0”. Consider small (not
necessarily infinitesimal) perturbations with respect to configuration “1”, indicated by “∆”:
s̃ = s1 + ∆s (1.45)
T̃ = T1 + ∆T (1.46)
x̃ = X + s̃ = X + s1 + ∆s (1.47)
F̃ = I + Grad(s̃) = I + Grad(s1 ) + Grad(∆s) (1.48)
1
˜ =
∈ Grad(s̃)T + Grad(s̃) + Grad(s̃)T Grad(s̃)
2
1
= Grad(s1 )T + Grad(s1 ) + Grad(s1 )T Grad(s1 )
2
1
+ I + Grad(s1 )T Grad(∆s) + Grad(∆s)T (I + Grad(s1 ))
2
1
+ Grad(∆s)T Grad(∆s) (1.49)
2
Σ̃ = Σ̃R + C : ∈˜ − β T̃ (1.50)
˜ ≡ 0 (i.e. when s̃ = 0), not when ∆s ≡ 0.

where Σ̃R is Σ̃ when ∈
1 Dimensionally, it is actually a power times a (virtual) temperature; here, the function δT should be considered a
temperature with the dimensions of a time, such that what is there called “virtual work” actually takes the dimensions of
a work. This is always possible, given the arbitrariness of virtual perturbations.
1-7
Redefine the geometry in strained configuration: new X equal to old X plus s1 , new A, V , ρ0 , and
so on computed accordingly. Putting s1 = 0, Grad(s1 ) = 0. Then
s = ∆s (1.51)
F = I + Grad(∆s) (1.52)
1
∈= Grad(∆s) + Grad(∆s)T + Grad(∆s)T Grad(∆s) (1.53)
2
Σ = ΣR + C : ∈ − β∆T (1.54)
with
1 1
ΣR = σ 1 = F1 Σ 1 F1 T = F1 Σ̃R + C : ∈1 − βT1 F1 T (1.55)
J1 J1
F1 = I + Grad(s1 ) (1.56)
1
∈1 = Grad(s1 ) + Grad(s1 )T + Grad(s1 )T Grad(s1 ) (1.57)
2
ΣR is the PKII stress tensor at the beginning of the new load step, which is equivalent (for equilibrium)
to the Cauchy stress tensor at the end of step from 0 to 1.
Since now s ≡ ∆s, we can drop “∆” in the notation (and redefine temperature as ∆T ≡ T ),
F = I + Grad(s) (1.58)
1 1
∈= Grad(s) + Grad(s)T + Grad(s)T Grad(s) (1.59)
|2 {z } |2 {z }
∈, linear ∈, quadratic
1 2
Σ = ΣR + C : ∈ − βT (1.60)
Virtual perturbation of strain:
1 1
δ∈ = Grad(δs) + Grad(δs)T + Grad(δs)T Grad(s) + Grad(s)T Grad(δs)
2 2
1 T
1 T
= Grad(δs) + Grad(δs) + Grad(δs)T Grad(s) + Grad(δs)T Grad(s) (1.61)
2 2
Virtual internal work per unit volume (with intrinsic linearization):
1 1
δ∈ : Σ = Grad(δs) + Grad(δs)T : Σ + Grad(δs)T Grad(s) + Grad(s)T Grad(δs) : Σ
2 2
= Grad(δs) : Σ + Grad(δs)T Grad(s) : Σ ← (symmetry of Σ)
   
= Grad(δs) : ΣR + C : ∈ + ∈✁  − βT 
1 ✁2
higher order
!
+ Grad(δs)T Grad(s) : C✘
ΣR + ✘ :✘
∈ −✚✚
βT
higher order

∼
= Grad(δs) : ΣR + C : ∈ − βT + Grad(δs)T Grad(s) : ΣR (1.62)
1
The last term can be further rewritten as

Grad(δs)T Grad(s) : ΣR = Grad(s)T Grad(δs) : ΣR ← (symmetry of ΣR )
= Grad(δs) : Grad(s)ΣR ← (property of Eq. (1.25)) (1.63)
thus Eq. (1.62) becomes
 
 
δ∈ : Σ ∼
= Grad(δs) : 
 ΣR + C : ∈ − βT + Grad(s)ΣR  (1.64)
|{z} 1 | {z }
reference stress | {z } preload
linear elastic constitutive law
1-8
The VWP becomes
Z
ρ1 δs · (a1 + ∆s̈) dV
V
Z
+ Grad(δs) : ΣR + C : ∈ − βT + Grad(s)ΣR dV
1
ZV Z
= ρ1 δs · (B 1 + ∆B) dV + δs · (P 1 + ∆P ) dA (1.65)
V A
with a = s̈ (thus a1 = s̈1 ). We now use the density at configuration “1”, ρ1 = ρ0 /J, since the metrics of
the problem have been redefined in such configuration. Similarly, integrals are performed over volume V
and boundary A as recomputed in configuration “1”. Since configuration “1” was at equilibrium,
Z Z Z Z
ρ1 δs · a1 dV + Grad(δs) : ΣR dV = ρ1 δs · B 1 dV + δs · P 1 dA (1.66)
V V V A
i.e.
Z
ρ1 δs · ✟
a✟1 + ∆s̈ dV
V equilibrium
Z
+ Grad(δs) : ✟R
Σ ✟ + C : ∈ − βT + Grad(∆s)Σ R dV
V equilibrium 1
Z Z
= ρ1 δs · B
✚1✚ + ∆B dV + δs · ✚
✚1
P + ∆P dA (1.67)
V equilibrium A equilibrium
which implies the consistently linearized perturbation problem

Z Z
ρ1 δs · ∆s̈ dV + Grad(δs) : C : ∈ − βT + Grad(∆s)ΣR dV
V V 1
Z Z
= ρ1 δs · ∆B dV + δs · ∆P dA (1.68)
V A
or, dropping “∆” from all terms as done earlier for s and T ,
Z Z
ρ1 δs · s̈ dV + Grad(δs) : C : ∈ − βT + Grad(s)ΣR dV
V V 1
Z Z
= ρ1 δs · B dV + δs · P dA (1.69)
V A
The previously neglected terms, indicated as “higher-order”, actually represent the residual of a hypothet-
ical nonlinear problem after linearization. When neglected, the problem is linear (actually, consistently
linearized). Otherwise, the solution of the linear problem must be repeated until convergence, e.g. using
Newton-Raphson.
The internal work term that contains ΣR , namely Grad(δs)T Grad(s) : ΣR , represents a prestress
contribution, whose (linear) dependence on the configuration, the Grad(s) term, is introduced by the
nonlinear portion of δ∈, namely δ∈. As such, when the reference stress is not zero, a prestress contribu-
2
tion to the stiffness of the system may be present. Later on, this term will be consistently developed for
structural models of interest.
1-9
1-10
Chapter 2
Numerical Approximation
Techniques
We want to express the equations of continuum mechanics as functions of a discrete set of coordinates
and in matrix form, which best suits numerical solution.
Separation of time and space dependence
Ns
X
s(X, t) = Ns (X)u(t) = N si (X)ui (t) Ns is 3 × Ns (2.1)
i=1
NT
X
T (X, t) = NT (X)θ(t) = NTi (X)θi (t) NT is 1 × NT (2.2)
i=1
Implies
v(X, t) = Ns (X)u̇(t) (2.3)

a(X, t) = Ns (X)ü(t) (2.4)
Grad(s(X, t)) = Grad(Ns (X))u(t) (2.5)
δs(X, t) = Ns (X)δu(t) (2.6)
Grad(δs(X, t)) = Grad(Ns (X))δu(t) (2.7)
and
Ṫ (X, t) = NT (X)θ̇(t) (2.8)

Grad(T (X, t)) = Grad(NT (X))θ(t) (2.9)
δT (X, t) = NT (X)δθ(t) (2.10)
Grad(δT (X, t)) = Grad(NT (X))δθ(t) (2.11)
Grad(Ns ) is a multi-dimensional structure which can be interpreted as a set of second-order tensors,

each of which is multiplied by the corresponding term in u, namely
X
Grad(Ns )u = Grad(Nsi ) · ui = Grad(Nsi ) · ui (2.12)
| {z } | {z } |{z}
i
2nd order tensor 2nd order tensor scalar
Nsi is a vector that expresses the displacement field associated with the i-th shape function.
2-1
Strain tensor
1
∈= Grad(Nsi )ui + Grad(Nsi )T ui + (Grad(Nsi )ui )T Grad(Nsk )uk (2.13)
2
where the generic Grad(Nsi ) multiplies the corresponding ui , and all contributions are summed.
Strain tensor virtual perturbation
1
δ∈ = Grad(Nsi ) + Grad(Nsi )T + (Grad(Nsi ))T Grad(Nsk )uk + (Grad(Nsk )uk )T Grad(Nsi ) δui
2
= Bi (s)δui (2.14)
Define
1
BLi = Grad(Nsi ) + Grad(Nsi )T (2.15)
2
1
BNL
i = (Grad(Nsi ))T Grad(Nsk )uk + (Grad(Nsk )uk )T Grad(Nsi ) (2.16)
2
Then

δ∈ = BLi + BNL
i δui (2.17)
All virtual perturbations: δs, Grad(δs), δ∈, δT , Grad(δT ) by definition are linear in δui , δθi .
VWP — elastic problem:

Z Z
D
δs · (ρ0 s̈) dV = δuT NTs ρ0 Ns dV ü = δuT Mü ← (work of inertia forces) (2.18a)
V V
Z Z
D
δ∈ : Σ dV = δui Bi : (Σ0 + C : ∈ − β (T − T0 )) dV ← (internal work) (2.18b)
Z V ZV
D
ρ0 δs · B dV = δuT NTs ρ0 B dV = δuT F V ← (work of volume loads) (2.18c)
V
Z ZV
D
δs · P dA = δu T
NTs P dA = δuT F A ← (work of surface loads) (2.18d)
A A
D
where operator = indicates approximate equality through discretization.
After discretization, separation of space and time dependence makes it possible to compute the inte-
grals, resulting in a set ordinary differential equations (ODE) or differential-algebraic equations (DAE)
in the corresponding (generalized) coordinates.
Notice that, in Eq. (2.18b), the contribution of the internal work to the overall virtual work cannot
yet be formally expressed as δuT (generalized internal forces). This will be dealt with later.
Since δu are arbitrary, independent generalized displacements, compatible with the constraints at
fixed time, the VWP generates as many independent equations as the independent generalized displace-
ments are.
Let’s construct the mass matrix of a one-dimensional problem, whose infinitesimal volume is dV =
Adx (A is the section area), describing the displacement as s(X, t) = e1 s(x, t). Let’s discretize
s(x, t) using linear shape functions that linearly interpolate between the displacements u0 , uℓ at the
two ends of the volume.
" ! ! #
x x x x u0 (t)
s(x, t) = 1 − u0 (t) + uℓ (t) = 1− = N(x)u(t) (2.19)
ℓ ℓ ℓ ℓ uℓ (t)
2-2
The contribution of the inertia forces to the virtual work is
Z Z
T T T
ρ0 δs s̈ dV = δu N ρ0 N dV ü
V V
 !2 ! 
x x x
T Z ℓ  1− 1− 
δu0  ℓ ℓ ℓ  ü0
= ρ0 A  !2  dx
δuℓ 0

 x

 üℓ
sym.
ℓ
T
δu0 1/3 1/6 ü0
= M
δuℓ sym. 1/3 üℓ
= δuT Mü (2.20)
where M = ρ0 Aℓ is the mass of the parallelepiped, assuming uniform density and section area.
Homework 2.1 Compute the mass matrix using a Ritz-like approximation based on a polynomial
series expansion of order N .
Homework 2.2 Compute the coordinate transformation between the generalized coordinates used
in the example (the displacements at the ends of the parallelepiped) and the generalized coordinates
corresponding to the Ritz-like approach of homework 2.1 of order N = 1.
Homework 2.3 Formulate the mass matrix after splitting the parallelepiped in N chunks, consider-
ing the displacements at each interface between chunks as generalized coordinates (nodal coordinates).
VWP — thermal problem: similarly,

Z Z
D
δT ρ0 Cv Ṫ dV = δθ T NTT ρ0 Cv NT dV θ̇ = δθ T Cv θ̇ (2.21)
V V
Z Z
D
Grad(δT ) KGrad(T ) dV = δθ T
T
Grad(NT )T KGrad(NT ) dV θ = δθ T Kθθ θ (2.22)
V V
Z Z
D
δT ρ0 R dV = δθ T NTT ρ0 R dV = δθ T QV (2.23)
V V
Z Z
D
δT QT N dA = δθ T NTT QT N dA = −δθ T QA (2.24)
A A
Homework 2.4 Write the thermal capacity and conductivity matrices of a 1-D element with linear
interpolation of the temperature.
2.1 Linearization
Stress and strain in matrix form1 :
Σ = {Σ11 ; Σ22 ; Σ33 ; Σ12 ; Σ13 ; Σ23 } (2.25)

∈ = {∈11 ; ∈22 ; ∈33 ; 2 ∈12 ; 2 ∈13 ; 2 ∈23 } (aka. {∈11 ; ∈22 ; ∈33 ; γ12 ; γ13 ; γ23 }) (2.26)
1 Several definitions exist of stress and strain tensors in matrix form; usually, the three axial stresses and strains come
first, the differences often lying in the ordering of the shear stresses and strains.
2-3
Homework 2.5 Prove that δ∈ · Σ ≡ δ∈ : Σ, i.e the inner products in matrix notation and tensor
notation are equivalent.
Linear part of strain tensor
∈ = Bs (2.27)
1
with
 
∂
 ∂x 0 0 
 1 

 0 ∂ 
 0 
 ∂x2 

 0 ∂ 
 0 
B= ∂x3 
 (2.28)
 ∂ ∂ 

 ∂x 0 
 2 ∂x1 
 ∂ ∂ 
 0 
 
 ∂x3 ∂x1 
 ∂ ∂ 
0
∂x3 ∂x2
Thus
∈ = B∆s = BNs ∆u = B∆u (2.29)

1
The second-order part, ∈, is not needed in the linearization.

2
Stress tensor
Σ = ΣR + ∆Σ = σ R + ∆Σ (2.30)
(ΣR = σ R because the solution 1 is assumed as reference) with
∆Σ = D∈ − β∆T (2.31)
1
Now D is a 6×6 matrix, and β is a 6×1 vector.

Note that σ = J −1 FΣFT (J = det(F)), thus σ ≡ Σ when F ≡ I (and J ≡ 1), e.g. when the solution
1 is assumed as reference.
(Thermo-)Elastic contribution to stiffness matrix:
Z Z Z
δ∈T ∆Σ dV = δ∆uT BT DB dV ∆u − δ∆uT BT βNT dV ∆θ
V 1 V V
= δ∆uT Ke ∆u − δ∆uT Kuθ ∆θ (2.32)
2-4
Prestress: we want to compute δ∈ : ΣR in matrix form. Consider the tensor notation first, in
2
discretized form:

δ∈ : ΣR = BNLi δui : ΣR
2

1 T T

= (Grad(Nsi )) Grad(Nsk )uk + (Grad(Nsk )uk ) Grad(Nsi ) δui : ΣR
2

= (Grad(Nsi ))T Grad(Nsk )uk δui : ΣR ← (symmetry of ΣR )
= (Grad(Nsi ))jl δui (Grad(Nsk ))jm uk ΣRlm
= δui (Grad(Nsi ))jl ΣRlm (Grad(Nsk ))jm uk
 
X3 X3 X 3
= δui  (Nsi )j/xl ΣRlm (Nsk )j/xm  uk
l=1 m=1 j=1
 
X 3
3 X 3
X
= δui  ΣRlm (Nsi )j/xl (Nsk )j/xm  uk (2.33)
l=1 m=1 j=1
the term that multiplies δui and uk is the coefficient (i, k) of the prestress contribution to the stiffness
matrix.
Let’s consider now the matrix notation. Define matrix

 R R R

σ11 I3×3 σ12 I3×3 σ13 I3×3
R R R
Σ̃R =  σ21 I3×3 σ22 I3×3 σ23 I3×3  [Note: Σ̃R is 9 × 9] (2.34)
R R R
σ31 I3×3 σ32 I3×3 σ33 I3×3
and the geometrical differential operator

 
∂
 I3×3 ∂x 
 1 
 ∂ 
G =  I3×3
  [Note: G is 9 × 3] (2.35)
 ∂x2 
 ∂ 
I3×3
∂x3
define
 
Ns/x1
g = G∆s = GNs ∆u =  Ns/x2  ∆u = G∆u [Note: G is 9 × n] (2.36)
Ns/x3
then
δ∈T ΣR = δg T Σ̃R g = δ∆uT GT Σ̃R G∆u (2.37)

2
with
3 X
X 3
GT Σ̃R G = NTs/xl ΣRlm Ns/xm (2.38)
l=1 m=1
and
Z Z Z
T
δ∈ ΣR dV = T
δg Σ̃R g dV = δ∆u T
GT Σ̃R G dV ∆u = δ∆uT Kσ ∆u (2.39)
V 2 V V
2-5
Homework 2.6 Show that Kσik is equal to the coefficient (i, k) computed in tensor notation.
VWP (arbitrariness of δ∆u):
M∆ü + (Ke + Kσ ) ∆u − Kuθ ∆θ − F V − F A = Rs (u, θ) (2.40)

Cv θ̇ + Kθθ θ − QV − QA = 0 (2.41)
where Rs is the residual of the structural problem,

Z Z Z Z
T T T
Rs (u, θ) = B Σ dV + Ns ρ0 Ns dV ü − Ns ρ0 B dV − NTs P dA (2.42)
V V V A
which is zero when a linear(ized) problem is considered. Recall that the distributed loads F V and F A
may depend on the configuration (e.g. aeroelastic loads), as well as the heat flow terms QV and QA ,
thus making the structural and the thermal problems coupled.
Note that, so far, no mention has been made about the nature of the “shape functions” Ns and NT .
• When using the Finite Element approach, they usually are simple local functions, which are non-
zero only in a limited portion of the domain;
• when using the Ritz approach, they are defined over the entire domain, and directly comply with
the kinematic (or imposed) boundary conditions;
• a special case of the Ritz approach is obtained when the analytical functions of position in space
that represent the exact normal vibration modes of the problem are used (assuming they can be
determined); in such case, the solution takes a very special form (to be discussed later).
2-6
Chapter 3
Specialization of VWP to 1-D

Continua
With reference to Fig. 3.1, a beam is defined as a reference line, p(ξ), and a reference orientation, R(ξ)
stemming from the reference line, which respectively represent the position in space of a reference point
in the section, and the orientation of the section itself. The position of an arbitrary point in the reference
frame of the section is w̃. In the reference configuration, this point is in the plane of the section; after
straining, it can move in space. It is called “warping”.
p
R
reference orientation
x=p+w
O
111
000 w̃ global displacement/rotation of the section
000
111
000
111
000
111
+
reference line
local warping of the section
Figure 3.1: Beam kinematics: decomposition in spanwise and section-wise contributions ([1]).
The position of such point in a global reference frame is
x = p + Rw̃ = p + w (3.1)
In our model of the beam, we split the problem in two subproblems:
1. the first one is defined in the plane of the section, as in Fig. 3.2; it considers the warping to
determine the constitutive properties of the section (the axial, shear, torsion and bending stiffness
coefficients) when it is subjected to a sort of “rigid” motion (i.e. as a function of the gradients of p
and R, delegating to the warping the role of preserving continuity and local equilibrium);
2. the second one is defined along the axis of the beam; it only considers the “motion” of the section,
namely the displacement of the reference line and the rotation of the beam section, using the
constitutive properties computed above to define the necessary constitutive relationships between
3-1
generalized stresses (axial and shear forces, and torsional and bending moments) and strains (the
axial and shear strains and the torsional and bending curvatures).
A third analysis phase, which might appear less important, is that of recovering the detailed strain and
stress fields in the plane of the section as functions of the internal forces and moments.
Figure 3.2: Beam section: example of detailed finite element model for local warping and section char-
acterization ([1]).
In the following, we present a grossly approximated version of the first subproblem, and focus on the
second one (again, with several gross approximations).
3.1 Timoshenko Beam
z z z
−yθz zθy
θz y y y
θy
0
x x x
Figure 3.3: Beam section.
Assumed displacement field1 : “rigid” motion of the section.

 
    u0 (x, t) 

 
 u(x, y, z, t)  1 0 0 z −y   v0 (x, t) 

s(x, y, z, t) = v(x, y, z, t) = 0 1 0 0 0  w0 (x, t) = N (y, z)q(x, t) (3.2)
   
w(x, y, z, t) 0 0 1 0 0 

 θy (x, t) 


 
θz (x, t)
Notice that variable separation now splits section-wise components (y, z) from the spanwise component
(x) and from time t.
1 We focus on axial and bending deformation. Torsion is dealt with separately, in the bar model.
3-2
Strain vector (linear part):
    
 εx  ∂/∂x 0 0  u 
ε= γxy =  ∂/∂y ∂/∂x 0  v = Ds
   
γxz ∂/∂z 0 ∂/∂x w
     
0 0 0 1 0 0  u 
∂ 
=  ∂/∂y 0 0  +  0 1 0  v
∂x  
∂/∂z 0 0 0 0 1 w

∂
= Dyz + I s = Dyz N (y, z)q + N (y, z)q /x
∂x
 
0 0 0 0 0
=  0 0 0 0 −1  q + N (y, z)q /x = Bq + N (y, z)q /x
0 0 0 1 0
 
 u0/x + zθy/x − yθz/x 
= v0/x − θz (3.3)
 
w0/x + θy
Stress vector (in case of isotropic material)
 
 σx (x, y, z, t) 
σ(x, y, z, t) = τxy (x, y, z, t)
 
τxz (x, y, z, t)
  
E(x, y, z) 0 0  εx (x, y, z, t) 
= 0 G(x, y, z) 0  γxy (x, y, z, t)
 
0 0 G(x, y, z) γxz (x, y, z, t)
= D(x, y, z)ε(x, y, z, t) (3.4)
We only consider εx , γxy , γxz because only the corresponding stresses σx , τxy , τxz are not negligible. As
such, εy , εz and γyz might be (and typically are) non null, but the corresponding stresses σy , σz , and
τyz are negligible. Thus, the virtual internal work per unit volume is
δε✘ ✘ δε✘ ✘ δγ✘ ✘✘
δεT σ = δεx σx + ✘ y σy + ✘ z σz + δγxy τxy + δγxz τxz + ✘ yz τyz (3.5)
Consider for example a rod made of isotropic material, pulled along x. The axial stress compliance
constitutive law, characterized by the compliance matrix C, is
      
 εx   σx  1 −ν −ν  σx 
1
εy =C σy =  −ν 1 −ν  σy (3.6)
    E  
εz σz −ν −ν 1 σz
Since the lateral surface of the beam is unconstrained, the beam can strain both axially and trans-
versely (e.g. contract or expand). The transverse stress components remain null. Thus
      
 εx  1 −ν −ν  σx  1
1  1
εy = −ν 1 −ν  0 =  −ν  σx (3.7)
  E   E
εz −ν −ν 1 0 −ν
As a consequence, σx = Eεx , and εy = εz = −(ν/E)σx = −νεx .
Note that the axial stress stiffness constitutive law, characterized by matrix D = C−1 , in engi-
neering notation is
      
 σx   εx  1−ν ν ν  εx 
E
σy =D εy =  ν 1−ν ν  εy (3.8)
    (1 + ν)(1 − 2ν)  
σz εz ν ν 1−ν εz
That is, coefficient (1, 1) of matrix D is about 33% larger than E for ν = 0.3; thus, ignoring the
contraction of the section, i.e. setting εy = εz = 0, would make rods axially much stiffer.
3-3
Internal VW:
Z
δWint = δεT σ dV
ZV T
= Bδq + N (y, z)δq /x D Bq + N (y, z)q /x dV
ZV
= δq T B T DBq + δq T B T DN (y, z)q /x + δq T/x N T (y, z)DBq + δq T/x N T (y, z)DN (y, z)q /x dV
ZV Z Z Z
= δq T B T DB dAq dx + δq T B T DN (y, z) dAq /x dx
ℓ A ℓ
Z Z ZA Z
T
+ δq /x N (y, z)DB dAq dx + δq T/x
T
N T (y, z)DN (y, z) dAq /x dx (3.9)
ℓ A ℓ A
where
 
0 0 0 0 0

 0 0 0 0 0 

B T DB = 
 0 0 0 0 0 
 (3.10)
 0 0 0 G 0 
0 0 0 0 G
 
0 0 0 0 0
T

 0 0 0 0 0 

T T
B DN (y, z) = N (y, z)DB =
 0 0 0 0 0 
 (3.11)
 0 0 G 0 0 
0 −G 0 0 0
 
E 0 0 Ez −Ey

 0 G 0 0 0 

T
N (y, z)DN (y, z) = 
 0 0 G 0 0 
 (3.12)
 Ez 0 0 Ez 2 −Eyz 
−Ey 0 0 −Eyz Ey 2
Thus, if E(x, y, z) ≡ E(x) and G(x, y, z) ≡ G(x),
 
0 0 0 0 0
Z 
 0 0 0 0 0 

T
B DB dA = 
 0 0 0 0 0 
 = S0 (3.13)
A  0 0 0 GA 0 
0 0 0 0 GA
 
0 0 0 0 0
Z 
 0 0 0 0 0 

T
B DN (y, z) dA = 
 0 0 0 0 0 
 = S1 (3.14)
A  0 0 GA 0 0 
0 −GA 0 0 0
 
EA 0 0 EAzA −EAyA
Z 
 0 GA 0 0 0 

N T (y, z)DN (y, z) dA = 
 0 0 GA 0 0 
 = S2 (3.15)
A  EAzA 0 0 EJy −EJyz 
−EAyA 0 0 −EJyz EJz
3-4
R R
with AyA = A
y dA, AzA = A
z dA, else if E(x, y, z) ≡ E(x, y, z) or G(x, y, z) ≡ G(x, y, z)
Z
GA = G dA (3.16)
A
Z
EA = E dA (3.17)
A
Z
1
zA = Ez dA (3.18)
EA A
Z
1
yA = Ey dA (3.19)
EA A
Z
EJy = Ez 2 dA (3.20)
A
Z
EJyz = Eyz dA (3.21)
ZA
EJz = Ey 2 dA (3.22)
A
Internal VW becomes
Z
δWint = δq T S0 q + S1 q /x + δq T/x ST1 q + S2 q /x dx (3.23)
ℓ
Integration by parts of last term

Z h iℓ Z
δq T/x ST1 q + S2 q /x dx = δq T ST1 q + S2 q /x − δq T ST1 q + S2 q /x dx (3.24)
ℓ 0 ℓ /x
Internal VW:
Z h iℓ
δWint = δq T
S0 q + S1 q /x − ST1 q + S2 q /x dx + δq T ST1 q + S2 q /x (3.25)
ℓ /x 0
implies:
 
δu0 EAu0/x + EAzA θy/x − EAyA θz/x /x

 +δv0 GA v0/x − θz /x 
Z   

δWint =− 
 +δw 0 GA w 0/x + θ y 

/x
 dx

ℓ  +δθ 
y EJy θy/x − EJyz θz/x + EAzA u0/x /x − GA w0/x + θy 
 

+δθz EJz θz/x − EJyz θy/x − EAyA u0/x /x + GA v0/x − θz
ℓ
+ δu0 EAu0/x + EAzA θy/x − EAyA θz/x 0
ℓ
+ δv0 GA v0/x − θz 0
ℓ
+ δw0 GA w0/x + θy 0
ℓ
+ δθy EJy θy/x − EJyz θz/x + EAzA u0/x 0
ℓ
+ δθz EJz θz/x − EJyz θy/x − EAyA u0/x 0
Z

=− δu0 N/x + δv0 Ty/x + δw0 Tz/x + δθy My/x − Tz + δθz Mz/x + Ty dx
ℓ
ℓ ℓ ℓ ℓ ℓ
+ [δu0 N ]0 + [δv0 Ty ]0 + [δw0 Tz ]0 + [δθy My ]0 + [δθz Mz ]0 (3.26)
When Si/x ≡ 0 (i.e. the section is uniform along the axis x of the beam):
Z h iℓ
δWint = δq T S0 q + S1 − ST1 q /x − S2 q /xx dx + δq T ST1 q + S2 q /x (3.27)
ℓ 0
3-5
implies:
 
δu0 EAu0/xx + EAzA θy/xx − EAy A θz/xx
Z 
 +δv0 GA v0/xx − θz/x 

δWint =−   +δw 0 GA w0/xx + θy/x
 dx

ℓ  +δθ −
EJ θ EJ yz θz/xx + EAzA u0/xx − GA w0/x + θy
y y y/xx

+δθz EJz θz/xx − EJyz θy/xx − EAyA u0/xx + GA v0/x − θz
ℓ
+ δu0 EAu0/x + EAzA θy/x − EAyA θz/x 0
ℓ
+ δv0 GA v0/x − θz 0
ℓ
+ δw0 GA w0/x + θy 0
ℓ
+ δθy EJy θy/x − EJyz θz/x + EAzA u0/x 0
ℓ
+ δθz EJz θz/x − EJyz θy/x − EAyA u0/x 0 (3.28)
External work: inertia forces
Z
δWine = − ρδsT s̈ dV
V
Z Z
= − δq T ρ(x, y, z)N T (y, z)N (y, z) dA q̈ dx (3.29)
ℓ A
where
 
1 0 0 z −y

 0 1 0 0 0 

N T (y, z)N (y, z) = 
 0 0 1 0 0 
 (3.30)
 z 0 0 z2 −yz 
−y 0 0 −yz y2
if ρ(x, y, z) = ρ(x), then
 
A 0 0 AzM −AyM
Z 
 0 A 0 0 0 

T
ρN (y, z)N (y, z) dA = ρ 
 0 0 A 0 0 
 =M (3.31)
A  AzM 0 0 Jy −Jyz 
−AyM 0 0 −Jyz Jz
R R
with AyM = A
y dA, AzM = A
z dA; else if ρ(x, y, z) = ρ(x, y, z), then
 
m 0 0 mzM −myM
Z 
 0 m 0 0 0 

ρN T (y, z)N (y, z) dA = 
 0 0 m 0 0 
 =M (3.32)
A  mzM 0 0 Iy −Iyz 
−myM 0 0 −Iyz Iz
3-6
with
Z
m= ρ dA (3.33)
A
Z
1
yM = ρy dA (3.34)
m A
Z
1
zM = ρz dA (3.35)
m A
Z
Iy = ρz 2 dA (3.36)
A
Z
Iyz = ρyz dA (3.37)
ZA
Iz = ρy 2 dA (3.38)
A
Matrix M is the mass matrix per unit span.
External work: distributed forces

Z Z Z Z
T T T
δWext = δs f dV = δq N (y, z)f (x, y, z, t) dA dx = δq T F (x, t) dx (3.39)
V ℓ A ℓ
where
   R   
1 0 0   
 RA fx dA 
 
 qx 

   
Z 
 0 1 0   fx 


 RA fy dA

  qy
 

F = 
 0 0 1 
 f y dA = R A fz dA = qz (3.40)
A     
z 0 0  fz  RA zfx dA

 

 
 m
 y
 


  
−y 0 0 − A yfx dA mz
Interpretation in terms of beam strains and internal forces. Define:
ε = u0/x axial strain (3.41a)

κy = θy/x bending curvature about axis y (3.41b)
κz = θz/x bending curvature about axis z (3.41c)
γy = v0/x − θz shear strain along y (3.41d)
γz = w0/x + θy shear strain along z (3.41e)
and
N = EAε + EAzA κy − EAyA κz axial force (3.42a)

Ty = GAγy shear force along y (3.42b)
Tz = GAγz shear force along z (3.42c)
My = EJy κy − EJyz κz + EAzA ε bending moment about axis y (3.42d)
Mz = EJz κz − EJyz κy − EAyA ε bending moment about axis z (3.42e)
3-7
The virtual internal work becomes
 T   

 δε  EA 0 0 EAzA −EAyA   ε 

Z   δγy 
 
0 GA 0 0 0  
  γy
    

δWint = δγz 
 0 0 GA 0 0   γz
 dx
ℓ 
 δκ

  EAzA 0 0 EJ −EJ  κy



 y 
 y yz 
 

   
δκz −EAyA 0 0 −EJyz EJz κz
 T   

 δu0/x 
 EA 0 0 EAzA −EAyA 
 u0/x 

Z  −
  
δv δθ 0 GA 0 0 0   0/x − θz
v

 0/x

z  
  

= δw0/x + δθy 
 0 0 GA 0 0   w0/x + θy
 dx
ℓ 
 δθ

  EAz 0 0 EJ −EJ  θy/x



 y/x 
 A y yz 
 

   
δθz/x −EAyA 0 0 −EJyz EJz θz/x
(3.43)
Indefinite equilibrium:
(EAε + EAzA κy − EAyA κz )/x −mü0 − mzM θ̈y + myM θ̈z + qx = 0 (3.44a)
| {z }
N/x
(GAγy )/x −mv̈0 + qy = 0 (3.44b)

| {z }
Ty/x
(GAγz )/x −mẅ0 + qz = 0 (3.44c)

| {z }
Tz/x
(EJy κy − EJyz κz + EAzA ε)/x − GAγz −mzM ü0 − Iy θ̈y + Iyz θ̈z + my = 0 (3.44d)
| {z } | {z }
My/x Tz
(EJz κz − EJyz κy − EAyA ε)/x + GAγy +myM ü0 + Iyz θ̈y − Iz θ̈z + mz = 0 (3.44e)
| {z } | {z }
Mz/x Ty
Of course, equations drastically simplify if one choses axes y, z in such a manner that EJyz ≡ 0, and
yA ≡ 0, zA ≡ 0. The definitions of the internal forces of Eqs. (3.42) boil down to
N = EAε axial force (3.45a)

Ty = GAγy shear force along y (3.45b)
Tz = GAγz shear force along z (3.45c)
My = EJy κy bending moment about axis y (3.45d)
Mz = EJz κz bending moment about axis z (3.45e)
It is worth noticing, however, that unlikely a choice of the axes exists that simultaneously also makes
yM = 0, zM = 0, and Iyz = 0. Moreover, things get even more complicated when torsion (currently not
considered) comes into play.
3.1.1 Axial Equilibrium

Consider a simple, straight beam loaded only axially (i.e. a rod). The equilibrium equation is Eq. (3.44a)
with κy = κz = 0 and θy = θz = 0. The boundary conditions are N (0, t)+Fx0 (t) = 0, −N (ℓ, t)+Fxℓ (t) =
0, with N (x, t) = EAε(x, t), where Fx0 (t) and Fxℓ (t) are the external forces at the two ends of the rod.
Exercise 3.1 Static Analysis of Clamped-Free Rod
BC: u0 (0) = 0 (kinematic), N (ℓ) = F (natural). Indefinite equilibrium:
N/x = 0 → N =N (const) (3.46)
3-8
qx
11111111111111111111111111111111
00000000000000000000000000000000
00000000000000000000000000000000
11111111111111111111111111111111
00000000000000000000000000000000
11111111111111111111111111111111
Fx 0 Fx ℓ
x
0 ℓ
Fx 0 N (x) N (x) Fx ℓ
Figure 3.4: Rod
According to natural BC: N = F .

F
EAu0/x = N → u0/x = (3.47)
EA
First integral:
Z x
F
u0 (x) = u0 (0) + dξ (3.48)
0 EA
when (EA)/x ≡ 0
F
u0 (x) = 0 + x (3.49)
EA
Note that u0 (ℓ) = F ℓ/EA = F/K which implies K = EA/ℓ, the stiffness of the lumped spring that is
equivalent to a uniform rod of sectional stiffness EA and length ℓ.
Exercise 3.2 Static Analysis of a Clamped-Clamped Rod Subjected to Uniform Load
BC: u0 (0) = u0 (ℓ) = 0, qx = q (e.g. fx = mg). Indefinite equilibrium:
N/x = −q (3.50)
First integral:
Z x
N (x) = N (0) − q dξ = N (0) − qx (3.51)
0
N(0): “hyperstatic” (statically indeterminate). Second integral:

Z x
N (0) − qξ
u0 (x) = u0 (0) + dξ (3.52)
0 EA
when (EA)/x ≡ 0
N (0) q
u0 (x) = u0 (0) + x− x2 (3.53)
EA 2EA
BC: u0 (0) = u0 (ℓ) = 0 implies
N (0) q 2 qℓ
0= ℓ− ℓ → N (0) = (3.54)
EA 2EA 2
3-9
Thus
q
u0 (x) = x(ℓ − x) (3.55)
2EA

ℓ
N (x) = q −x (3.56)
2
Exercise 3.3 Static Analysis of a Clamped-Restrained Rod
Boundary conditions: u0 (0) = 0, N (ℓ) + ku0 (ℓ) = 0. Equilibrium:
N/x + qx = 0 (3.57)
yields
Z x
N (x) = N (0) + (−qx ) dξ = N (0) − qx x (3.58)
0
at restrained end:
N (ℓ) = N (0) − qx ℓ (3.59)
restrained end BC:
N (0) = qx ℓ − ku0 (ℓ) N (x) = qx (ℓ − x) − ku0 (ℓ) (3.60)
definition of axial force:
N
u0/x = (3.61)
EA
yields

✟ + qx x2 ku0 (ℓ)
u0✟
u0 (x) = ✟ (0) ℓx − − x (3.62)
EA 2 EA
at restrained end:
qx ℓ 2 kℓ
u0 (ℓ) = − u0 (ℓ) (3.63)
EA 2 EA
i.e.
qx ℓ 2
u0 (ℓ) = (3.64)
2(EA + kℓ)
Alternative approach (back to VWP):

Z ℓ Z ℓ
δuT0/x EAu0/x dx + δu0 (ℓ)T ku0 (ℓ) = δuT0 qx dx (3.65)
0 0
Integration by parts:
Z ℓ Z ℓ

δuT0 (ℓ)EAu0/x (ℓ) − δuT0 (0)EAu0/x (0) − δuT0 EAu0/x /x
T
dx + δu0 (ℓ) ku0 (ℓ) = δuT0 qx dx
0 0
(3.66)
namely
Z ℓ
δuT0 (ℓ) (N (ℓ) + ku0 (ℓ)) + δuT0 (0) (−N (0)) + δuT0 − N/x + qx dx = 0 (3.67)
0
From now on, same as before.
3-10
Homework 3.1 Check that k → ∞ yields the same result of the clamped-clamped exercise.
Exercise 3.4 Free Vibrations of Clamped-Free Rod
The first equation becomes
N/x − mü0 = 0, δu0 (0)N (0) = 0, δu0 (ℓ)N (ℓ) = 0 (3.68)
(EAu0/x )/x − mü0 = 0 (3.69)
if (EA)/x = 0,
EAu0/xx − mü0 = 0 (3.70)
BC:
u0 (0, t) = 0 (3.71a)
N (ℓ, t) = 0 → EAu0/x (ℓ, t) = 0 (3.71b)
u0 (x, 0) = 0 (3.71c)
u̇0 (x, 0) = 0 (3.71d)
Variable separation: consider u0 = a(x)b(t); then
a/xx b̈
EA −m =0 (3.72)
a b
Since a = a(x) and b = b(t) then a/xx /a and b̈/b must be constant,
EA a/xx b̈
= = −ω 2 (3.73)
m a b
p
implies b = B± e±jωt and a = A± e±jαωx , with α = m/EA. Can be rewritten as
a(x) = Ac cos(αωx) + As sin(αωx) (3.74)
then Ac ≡ 0 because of u0 (0, t) = 0.

EAu0/x (ℓ, t) = 0 requires
u0/x = a/x b(t) = αωAs cos(αωx)b(t) (3.75)
then cos(αωℓ) ≡ 0 because of EAu0/x (ℓ, t) = 0. This implies

π
αωi ℓ = − + iπ i ∈ N+ (i = 1, 2, ...) (3.76)
2
and
r
1 π EA π
ωi = (2i − 1) = (2i − 1) i ∈ N+ (i = 1, 2, ...) (3.77)
ℓα 2 mℓ2 2
Note that EA/ℓ is the stiffness of the rod for a statically applied end load, K, and mℓ is the total
mass
p of the rod,
p M . So the parameter that characterizes the frequencies ωi can be interpreted as
EA/(mℓ2 ) = K/M .
Exercise 3.5 Free Vibrations of Clamped-Clamped Rod
3-11
BC: u0 (0) = u0 (ℓ) = 0. Equation:
EAu0/xx − mü0 = 0, δu0 (0)N (0) = 0, δu0 (ℓ)N (ℓ) = 0 (3.78)
BC:
u0 (0, t) = 0 (3.79a)
u0 (ℓ, t) = 0 (3.79b)
Then Ac ≡ 0 because of u0 (0, t) = 0. Ignoring the solution As = 0, one obtains then sin(αωℓ) ≡ 0
because of u0 (ℓ, t) = 0. This implies
αωi ℓ = iπ i = 1, +∞ (3.80)
and
r
1 EA
ωi = iπ = iπ i = 1, +∞ (3.81)
ℓα mℓ2
Exercise 3.6 Free Vibrations of Clamped-Restrained Rod
BC: u0 (0) = 0, N (ℓ) = −Ku0 (ℓ). Equation:
EAu0/xx − mü0 = 0, δu0 (0)N (0) = 0, δu0 (ℓ)N (ℓ) = −δu0 (ℓ)Ku0 (ℓ) (3.82)
Solution:

a′ (x) = αω (−Ac sin(αωx) + As cos(αωx)) (3.84)
a(0) = 0 → Ac = 0 (3.85)
′
EAa (ℓ) + Ka(ℓ) = 0 → As (αωEA cos(αωℓ) + K sin(αωℓ)) = 0 (3.86)
Ignoring the solution As = 0, one obtains

EA
tan(αωℓ) = −αωℓ (3.87)
Kℓ
Limit cases:
r
1 π EA π
lim tan(αωℓ) = ∞ → ωi → (2i − 1) = (2i − 1) (3.88)
K→0 αℓ 2 mℓ2 2
r
1 EA
lim tan(αωℓ) = 0 → ωi → πi = πi (3.89)
K→∞ αℓ mℓ2
(graphical solution!)
Exercise 3.7 Free Vibrations of Clamped-Free Rod with Boundary Mass
BC: u0 (0) = 0, N (ℓ) = −M ü0 (ℓ). Equation:
EAu0/xx − mü0 = 0, δu0 (0)N (0) = 0, δu0 (ℓ)N (ℓ) = −δu0 (ℓ)M ü0 (ℓ) (3.90)
Solution:

a′ (x) = αω (−Ac sin(αωx) + As cos(αωx)) (3.92)
3-12
a(0) = 0 → Ac = 0 (3.93)
′ 2
2
EAa (ℓ) − M ω a(ℓ) = 0 → As αωEA cos(αωℓ) − M ω sin(αωℓ) = 0 (3.94)
Ignoring the solution As = 0, one obtains

αℓ EA
tan(αωℓ) = (3.95)
ω Mℓ
which can be rearranged as
2 EA
αωℓ tan(αωℓ) = (αℓ) (3.96)
Mℓ
Limit cases:
r
1 π EA π
lim tan(αωℓ) = ∞ → ωi → (2i − 1) = (2i − 1) (3.97)
M →0 αℓ 2 mℓ2 2
r r
1 EA EA
lim tan(αωℓ) = 0 → ωi → πi = πi and ω=± (3.98)
M →∞ αℓ mℓ2 Mℓ
(graphical solution!) The latter for M → ∞ holds since then αωℓ → 0 and thus tan(αωℓ) ∼
= αωℓ.
Exercise 3.8 Free Vibrations of Clamped-Free Rod with Boundary Damper
VWP:
Z ℓ Z ℓ
δuT0/x EAu0/x dx = − δuT0 mü0 dx − δuT0 (ℓ)cu̇T0 (ℓ) (3.99)
0 0
Integration by parts:
Z ℓ

δuT0 (ℓ) EAu0/x (ℓ) + cu̇0 (ℓ) − δuT0 (0)EAu0/x (0) + δu0 −EAu0/xx + mü0 dx = 0 (3.100)
0
BC: u0 (0) = 0, EAu0/x (ℓ) + cu̇0 (ℓ) = 0.

Equilibrium:
EAu0/xx − mü0 = 0 (3.101)
Damper: real/complex exponential; use Laplace domain:
EAu0/xx − s2 mu0 = 0 (3.102)
Ordinary differential equation in x; exponential solution, such that u0/x = αu (with possibly complex α)
yields

α2 EA − s2 m u0 = 0 (3.103)
p
Non-trivial solution implies α = ±s m/EA, i.e.
√ √
u0 (x, s) = Ap es m/EAx + Am e−s m/EAx (3.104)
BC:
0 = u0 (0, s) = Ap + Am (3.105)
m s√m/EAℓ √
r
0 = EAu0/x (ℓ, s) + scu(ℓ, s) = sEA e Ap − e−s m/EAℓ Am
EA
√ √
+ sc es m/EAℓ Ap + e−s m/EAℓ Am (3.106)
3-13
i.e.
" #
1 √ 1 √ Ap 0
p p =
s EA m/EA + c es m/EAℓ s −EA m/EA + c e−s m/EAℓ Am 0
(3.107)
Determinant equal to zero:

p √ p √
s −EA m/EA + c e−s m/EAℓ − EA m/EA + c es m/EAℓ = 0 (3.108)
s = 0 is unacceptable, because it corresponds to u(x, t) = 0, i.e. a trivial solution. The other solution is
p
√ −EA m/EA + c
es2 m/EAℓ = p (3.109)
EA m/EA + c
which yields
 
r c p
1 EA/ℓ  EA EA/m − 1 
s= log   (3.110)
2 mℓ  c p 
EA/m + 1
EA
√
For c > EAm the argument of the logarithm is positive but less than one, so the logarithm is negative
(as expected: damping damps!). The (only) solution in space is
√ √
a(x) = es m/EAx − e−s m/EAx . (3.111)
Note: there is no mistake, the solution in space has a negative and a positive exponent! (Recall that s
is negative.) Of course, in time there is only a negative exponent.
Homework 3.2 Check that it complies with the boundary conditions.
√
For c < EAm the argument of the logarithm is negative; thus
 
r c p
1 EA/ℓ  1 − EA EA/m 
sn = −
log  
2 mℓ c p 
1+ EA/m
 EA  
r c p
1 EA/ℓ   1 − EA EA/m 
= log (−1) + log  
2 mℓ   c p 
1+ EA/m
 EA 
r c p
1 EA/ℓ   1 − EA EA/m 
= ±j (π + 2nπ) + log   (3.112)
2 mℓ   c p 
1+ EA/m
EA
All eigenvalues have the same (negative) real part,
 
r c p
1 EA/ℓ  1 − EA EA/m 
Re(sn ) = σn = log  <0 (3.113)
2 mℓ  c p 
1+ EA/m
EA
3-14
and the imaginary part is proportional to n, namely
r
π EA/ℓ
Im(sn ) = ωn = ± + nπ (3.114)
2 mℓ
Since the real part of sn ispthe same for all modes, whereas its imaginary part increases with n, the
damping factor ξn = −σn / σn2 + ωn2 decreases when n increases.
Note that, in this case, also the spatial part of the solution has an exponential contribution with real
exponent; one can easily show that considering a pair of complex conjugate eigenvalues sn , conj(sn ) =
σn ± jωn , the solution in space is
√ √ p p
an (x) = eσn m/EAx − e−σn m/EAx Ac cos ωn m/EAx + As sin ωn m/EAx (3.115)
Homework 3.3 Check that an (x) complies with the boundary conditions.
Exercise 3.9 Static Analysis of Rod with Variable Section
Consider a rod clamped at x = 0 and connected to a mass M at x = ℓ, subjected to gravity along the x
axis. Determine the section A(x) such that the axial stress is constant along the x axis and equal to its
limit value, σx = σL .
The indefinite equilibrium yields
N/x = −mg = −ρAg. (3.116)
The axial stress is σx = N/A = σL , or N = σL A. Then
σL A/x = −ρAg, (3.117)
or
ρg
A/x = − A. (3.118)
σL
Then,
− σρg x
A(x) = A(0)e L . (3.119)
At the free end, the axial load is N (ℓ) = M g; thus,

− σρg ℓ
N (ℓ) = σL A(ℓ) = σL A(0)e L = M g, (3.120)
which yields
M g σρg ℓ
A(0) = e L , (3.121)
σL
and thus
M g σρg (ℓ−x)
A(x) = e L . (3.122)
σL
The axial force is thus N (x) = σL A(x). The displacement is readily obtained by considering that the
straining is constant, u0/x = εx = σL /E; thus
Z x
✟+ σL
u0✟
u0 (x) = ✟ (0) dx
0 E
σL
=0+ x (3.123)
E
3-15
Homework 3.4 Check that N = EA(x)u0/x complies with the indefinite equilibrium equation.
Exercise 3.10 Free Vibrations of Clamped-Free Rod with Variable Section
• for 0 ≤ x ≤ ℓ1 : A1 , E1 , m1 ;
• for ℓ1 ≤ x ≤ ℓ1 + ℓ2 : A2 , E2 , m2 (redefine x to span 0 ≤ x ≤ ℓ2 ).
BC: u(0) = 0, N (ℓ1 +ℓ2 ) = 0. Solution: split problem in two portions, with compatibility and equilibrium
BC: a1 (ℓ1 ) = a2 (0), N1 (ℓ1 ) = N2 (0) ((·)2 with x1 = x and x2 = x − ℓ1 ).
Solution:
a1 (x1 ) = A1c cos(α1 ωx1 ) + A1s sin(α1 ωx1 ) (3.124)

a2 (x2 ) = A2c cos(α2 ωx2 ) + A2s sin(α2 ωx2 ) (3.125)
BC:
a1 (0) = 0 (3.126)
a1 (ℓ1 ) = a2 (0) (3.127)
E1 A1 a′1 (ℓ1 ) = E2 A2 a′2 (0) (3.128)
E2 A2 a′2 (ℓ2 ) = 0 (3.129)
In principle, formulate the problem as

    
cos(α1 ω0) sin(α1 ω0) 0 0  A1c
 
 
 0 

cos(α 1 ωℓ1 ) sin(α1 ωℓ1 ) − cos(α2 ω0) − sin(α2 ω0)   A1s 0
   

 −α1 ωE1 A1 sin(α1 ωℓ1 )
 =
α1 ωE1 A1 cos(α1 ωℓ1 ) α2 ωE2 A2 sin(α2 ω0) −α2 ωE2 A2 cos(α2 ω0)   A2c 
  0 

 
0 0 −α2 ωE2 A2 sin(α2 ωℓ2 ) α2 ωE2 A2 cos(α2 ωℓ2 ) A2s 0
  
(3.130)
The problem reduces to

    
1 0 0 0  A1c
 
 
 0 

cos(α 1 ωℓ1 ) sin(α1 ωℓ1 ) −1 0   A1s 0
   

 −α1 ωE1 A1 sin(α1 ωℓ1 )
 =
α1 ωE1 A1 cos(α1 ωℓ1 ) 0 −α2 ωE2 A2   A2c
 
  0 

 
0 0 −α2 ωE2 A2 sin(α2 ωℓ2 ) α2 ωE2 A2 cos(α2 ωℓ2 ) A2s 0
  
(3.131)
thus the first row and column may be eliminated since A1c ≡ 0,
    
sin(α1 ωℓ1 ) −1 0  A1s   0 
 α1 ωE1 A1 cos(α1 ωℓ1 ) 0 −α2 ωE2 A2  A2c = 0 (3.132)
0 −α2 ωE2 A2 sin(α2 ωℓ2 ) α2 ωE2 A2 cos(α2 ωℓ2 ) A2s 0
   
The problem is homogeneous, thus it admits solution when the matrix is singular,
α2 ωE2 A2 (α1 ωE1 A1 cos(α1 ωℓ1 ) cos(α2 ωℓ2 ) − α2 ωE2 A2 sin(α1 ωℓ1 ) sin(α2 ωℓ2 )) = 0 (3.133)
i.e.
α1 E1 A1
tan(α1 ωℓ1 ) tan(α2 ωℓ2 ) = (3.134)
α2 E2 A2
Solve with Newton-Raphson when value known. p
If same, homogeneous material, E1 ≡ E2 = E, mi = ρAi , then α1 ≡ α2 = α = ρ/E (inverse of
sound celerity in material) and
A1
tan(αωℓ1 ) tan(αωℓ2 ) = (3.135)
A2
3-16
If ℓ1 = ℓ2 = ℓ/2 then
r
A1
tan(αωℓ/2) = ± (3.136)
A2
and
r !! r r !!
2 −1 A1 EA −1 A1
ωi1 ,2 = π(i − 1) ± tan = 2π(i − 1) ± 2 tan (3.137)
αℓ A2 mℓ2 A2
(graphical solution!)
When A1 ≡ A2 ,
r
2 π EA 1
ωi1,2 = π(i − 1) ± = π 2(i − 1) ± (3.138)
αℓ 4 mℓ2 2
(same as before, rearranging indices.)
Exercise 3.11 Free Vibrations of Clamped-Free Rod with Structural Damping
Consider proportional damping, i.e. a distributed axial force qx = −αmu̇0 + βEAu̇0/xx . The equation of
motion becomes
EAu0/xx + βEAu̇0/xx − mü0 − αmu̇0 = 0 (3.139)
Consider its Laplace transform,

(1 + sβ) EAu0/xx − s2 + αs mu = 0 (3.140)
and an exponential solution u = eγx , where γ is now a potentially complex exponent. The equation
yields
2
γ (1 + sβ) EA − s2 + αs m u = 0 (3.141)
Its two roots are

s r
s2 + sα m
γ1,2 = ± = ±γ (3.142)
1 + sβ EA
The solution in space is thus
a(x) = Ap eγx + Am e−γx (3.143)
Assuming γ = µ + jν, with µ and ν real, one obtains
a(x) = Ap eµx ejνx + Am e−νx e−jνx

= Ap eµx (cos(νx) + j sin(νx)) + Am e−νx (cos(νx) − j sin(νx)) (3.144)
The internal force is

EAa/x (x) = EAγ Ap eγx − Am e−γx (3.145)
Enforcing the boundary conditions one obtains
a(0) = Ap + Am = 0 (3.146)
γℓ −γℓ

EAa/x (ℓ) = EAγ Ap e − Am e =0 (3.147)
3-17
which imply
Am = −Ap (3.148)
γℓ −γℓ
e +e =0 (3.149)
The latter can be expanded into
eγℓ + e−γℓ = 2 cosh(γℓ)

= eµℓ (cos(νℓ) + j sin(νℓ)) + e−µℓ (cos(νℓ) − j sin(νℓ))

= eµℓ + e−µℓ cos(νℓ) + j eµℓ − e−µℓ sin(νℓ)
= 2 cosh(µℓ) cos(νℓ) + 2j sinh(µℓ) sin(νℓ) = 0 (3.150)
Both the real and the imaginary part must vanish simultaneously; cosh never vanishes, so cos(νℓ) must
vanish to make the real part vanish. When cos(νℓ) vanishes, sin(νℓ) = ±1, so sinh(µℓ) must vanish to
make the imaginary part vanish. This leaves us with
cos(νℓ) = 0 (3.151)
sinh(µℓ) = 0 (3.152)
which yields
π 1
νk = + kπ (3.153)
2 ℓ
µk = 0 (3.154)
Alternatively, one can multiply the second condition by eγℓ , which yields
e2γℓ + 1 = 0 (3.155)
Its natural logarithm yields
2γk ℓ = log(−1) = j (π + 2kπ) (3.156)
thus
π 1
γk = µk + jνk = j + kπ (3.157)
2 ℓ
i.e. γk is purely imaginary and identical to the previously computed value.
The corresponding value of the Laplace variable is computed from

2 2 EA EA
sk + s k α − γk β − γk2 =0 (3.158)
m m
with
π 2 1
γk2 = −νk2 = + kπ (3.159)
2 ℓ2
Then
v
u 2
2
EA u
2
EA
α + νk β u
 α + νk m β 
sk = − m ±uu  − ν 2 EA (3.160)
k
2 t 2  m
So the shape is the same as in the undamped case; the eigenvalues now are either real (and negative) or
complex conjugate, with negative real part. They reduce to the undamped case when α = 0 and β = 0.
3-18
3.1.2 Torsion Equilibrium
Torsion of a bar (not discussed earlier), when decoupled from bending, is governed by the simple VWP
expression
Z ℓ Z ℓ Z ℓ
δϑT/x GJϑ/x dx = − T
δϑ Jp ϑ̈ dx + δϑT mx dx + . . . (3.161)
0 0 0
which, after integration by parts of the internal work contribution, yields

Z ℓ Z ℓ Z ℓ
T
ℓ T
T
δϑ GJϑ/x 0
− δϑ GJϑ/x /x
dx = − δϑ Jp ϑ̈ dx + δϑT mx dx + . . . (3.162)
0 0 0
i.e.

δϑT (ℓ) GJϑ/x (ℓ) + . . . (i.e. δϑT (ℓ)Mt (ℓ) + . . .) (3.163)
T
T
δϑ (0) −GJϑ/x (0) + . . . (i.e. −δϑ (0)Mt (0) + . . .) (3.164)

δϑT − GJϑ/x /x + Jp ϑ̈ − mx (3.165)
When uniform spanwise properties are considered (i.e. GJ/x ≡ 0),
GJϑ/x (ℓ) = . . . (or ϑ(ℓ) = ϑℓ ) (3.166)

GJϑ/x (0) = . . . (or ϑ(0) = ϑ0 ) (3.167)
GJϑ/xx − Jp ϑ̈ + mx = 0 (3.168)
The equations are analogous to those of axial equilibrium of a rod.
Exercise 3.12 Torsional vibrations of clamped-free beam with structural damping: impulse
response
GJ, Jp , ℓ, β
mℓ δ(t)
Figure 3.5: Torsion of a clamped-free beam.
Consider a straight bar of length ℓ, subjected to pure torsion. Suppose that yM = 0 and that the bar
has torsional stiffness GJ and polar moment of inertia for unit span Jp . Suppose also that the structural
damping can be well represented by a term proportional to the elastic deformation through a coefficient
β, so that the virtual internal work is
Z ℓ
δWint = δϑT/x GJϑ/x + βGJ ϑ̇/x dx (3.169)
0
whereas the external work is

Z ℓ Z ℓ
δWext = − δϑT Jp ϑ̈ dx + δϑT mx dx (3.170)
0 0
3-19
Also assume a distributed torsional moment as the input that is impulsive with respect to the space
coordinate x at the free end, and also impulsive with respect to time:
mx = mℓ δ(x − ℓ)δ(t) (3.171)
Therefore the indefinite equilibrium equation is
GJϑ/xx + βGJ ϑ̇/xx − Jp ϑ̈ + mx = 0 (3.172)
BC:
ϑ(0, t) = 0 (3.173a)
GJϑ/x (ℓ, t) + βGJ ϑ̇/x (ℓ, t) = 0 (3.173b)
Since the input is impulsive with respect to time, the response of the beam can be expected to consist in
its free response to a modification of the initial conditions depending on the impulse and the structural
parameters (i.e. the polar moment for unit span and the natural frequencies). The first step is thus to
solve the eigenproblem associated with the beam torsional vibrations.
Assume ϑ(x, t) = a(x)b(t) = Zeαx+st . Then

(1 + sβ) GJ − s2 Jp Zeαx+st = 0 (3.174)
from which the relationship between α and s is obtained

s
Jp
α1,2 = ±s = ±α (3.175)
(1 + sβ) GJ
The spatial solution is
a(x) = Ap eαx + Am e−αx (3.176)
Enforcing the boundary conditions
a(0) = Ap + Am = 0 → Am = −Ap (3.177a)

αℓ −αℓ

(1 + sβ)GJa/x (ℓ) = (1 + sβ)GJAp e +e =0 (3.177b)
the second equation yields
(1 + sβ)GJ2Ap cosh (αℓ) = 0 (3.178)
therefore, ignoring the case s = −1/β,

π
αℓ = j (2n + 1) n ∈ N0 (3.179)
2
i.e. α is purely imaginary and the eigenfunctions are
π x
an (x) = An sin (2n + 1) (3.180)
2ℓ
that can be written as
an (x) = An sin (κn πξ) (3.181)
with κn = (2n + 1) /2 and ξ = x/ℓ. The normalization coefficients An can be arbitrarily set, e.g. to unit
value. The torsional rotation field is now expressed by
∞
X
ϑ(ξ, t) = sin (κn πξ) qn (t) = N (ξ)q(t) (3.182)
n=0
3-20
Back to VWP: internal work in modal base
Z 1 Z 1
GJ GJ
δWint = δq T N T/ξ 2 N /ξ ℓdξq + δq T N T/ξ β 2 N /ξ ℓdξ q̇ (3.183)
0 ℓ 0 ℓ
Z 1 Z 1
GJ GJ
= δq T N T/ξ N /ξ dξq + δq T β N T/ξ N /ξ dξ q̇ (3.184)
ℓ 0 ℓ 0
= δq T (Kq + C q̇) (3.185)
since ϑ/x = ϑ/ξ ξ/x = ϑ/ξ /ℓ. The external work is

Z 1 Z 1
T
δWext = −δq T
N Jp N ℓdξq̈ + δq T
N T mx ℓdξ (3.186)
0 0
Z 1 Z 1
= −δq T Jp ℓ N T N dξq̈ + δq T N T mx ℓdξ (3.187)
0 0
= δq T (−Mq̈ + Q(t)) (3.188)
Since N (ξ) are the eigenfunctions, they are orthogonal to each other through the mass and stiffness
distributions (which are constant in the present case), and matrices K, C, M are thus diagonal. Their
elements are
Z 1
GJ 1 2 GJ 2 1 GJ 2
knn = (κn π) cos2 (κn πξ) dξ = (κn π) ξ + sin (2κn πξ) = (κn π)
ℓ 0 2ℓ 2κn π 0 2ℓ
(3.189a)
cnn = βknn (3.189b)
Z 1 1
Jp ℓ 1 Jp ℓ
mnn = Jp ℓ sin2 (κn πξ) dξ = ξ− sin (2κn πξ) = (3.189c)
0 2 κn π 0 2
Z 1
Qn (t) = sin(κn πξ)mℓ δ (ξ − 1) δ(t) dξ = sin(κn π)mℓ δ(t) = (−1)n mℓ δ(t) (3.189d)
0
Why does the integral that yields Qn (t) look like that? Consider first the resultant of the distributed
moment,
Z ℓ Z ℓ Z ℓ
mx (x) dx = mℓ δ(x − ℓ) dx = mℓ δ(x − ℓ) dx = mℓ (3.190)
0 0 0
Consider now the variable transformation ξ = x/ℓ, which implies dx = ℓdξ,

Z ℓ Z 1 Z 1
?
mx (x) dx = mx (ℓξ) ℓdξ = mℓ δ(ξ − 1) ℓdξ = mℓ ℓ! (3.191)
0 0 0
When we change the coordinate inside the Dirac delta function, we need to renormalize it to preserve
the property that its integral is unit valued; thus
Z ℓ Z 1 Z 1
δ(ξ − 1)
mx (x) dx = mx (ℓξ) ℓdξ = mℓ ℓdξ = mℓ (3.192)
0 0 0 ℓ
The equation that describes the time evolution of the generic modal coordinate is
mnn q̈n + cnn q̇n + knn qn = Qn (t) (3.193)
which is analogous to the equation of motion of a damped harmonic oscillator, subjected to an impulsive
input. The solution is therefore the free response of the harmonic oscillator, subjected to the initial
3-21
conditions qn (0) = 0, q̇n (t) = (−1)n mℓ /mnn . To evaluate the free response, the value of sn is needed.
Squaring equation (3.175) and using the value of α found in (3.179), the following second order equation
is found
Jp
s2 ℓ2 + κ2n π 2 = 0 (3.194)
GJ (1 + sβ)
i.e.
GJ 2 2 GJ 2 2
s2n + sn β κ π + κ π =0 (3.195)
J p ℓ2 n J p ℓ2 n
The ratio between the torsional stiffness GJ and the product of the polar moment and the squared length
of the beam Jp ℓ2 can be regarded as the fundamental torsional frequency of the beam:
GJ
ω2 = (3.196)
J p ℓ2
The solutions of the (3.195) are

v !
u β (κ πω)2 2
u2
β (κn πω) t n 2
sn = − ± − (κn πω) (3.197)
2 2
2
r
β (κn πω) β2 2
=− ± (κn πω) (κn πω) − 1 (3.198)
2 4
(3.199)
An eigenmode-dependent critical value for β therefore exists
2
βcr,n = (3.200)
κn πω
2
that clearly diminishes as n increases. Thus, if β < , the sn roots are complex conjugate and can
κ0 πω
be expressed as
p
sn = (κn πω) −ζn ± j 1 − ζn2 (3.201)
having defined the damping ratio ζn = β/βcr,n .

The solution of the generic equation (3.193) is
(−1)n mℓ p
qn (t) = p e−ζn (κn πω)t sin 1 − ζn2 (κn πω) t (3.202)
mnn 1 − ζn2 (κn πω)
and the complete torsional response of the beam is

∞
X (−1)n mℓ p
ϑ (ξ, t) = sin (κn πξ) p e−ζn (κn πω)t sin 1 − ζn2 (κn πω) t (3.203)
n=0 Jp ℓκn π 1 − ζn2 κn πω
Homework 3.5 Deduce the expression of sn directly from the solution of the (3.193), as a function of
the diagonal entries of K, C, M.
Homework 3.6 Evaluate the torsional response of the beam to an input mx = mℓ δ(x − ℓ)step(t)
3-22
3.1.3 Bending-Shear Equilibrium
Exercise 3.13 Clamped-Free (Cantilever) Beam Loaded at the Free End
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Equations:
GAγz/x = 0 [ Tz/x = 0 ] (3.204a)

EJy θy/xx − GAγz = 0 [ My/x − Tz = 0 ] (3.204b)

BC: w0 (0) = 0, θy (0) = 0, EJy θy/x (ℓ) = mℓ , GA w0/x (ℓ) + θy (ℓ) = fℓ .
First integral of equilibrium:
GAγz = f (constant shear force) (3.205)
Boundary condition Tz (ℓ) = fℓ :
fℓ
γz = (3.206)
GA
Curvature:
EJy θy/xx = GAγz = fℓ (3.207a)

EJy θy/x = fℓ (x − ℓ) + mℓ BC: EJy θy/x (ℓ) = mℓ (3.207b)
2
fℓ x mℓ
θy = − xℓ + x BC: θy (0) = 0 (3.207c)
EJy 2 EJy
Displacement:
2
fℓ fℓ x mℓ
w0/x = γz − θy = − − xℓ − x (3.208a)
GA EJy 2 EJy
2
1 1 x ℓ x3 1 x2
w0 = x+ − fℓ − mℓ BC: w0 (0) = 0 (3.208b)
GA EJy 2 6 EJy 2
recall that w0/x is opposed to θy , so a positive moment mℓ bends downward.

For example:
3
ℓ ℓ3 ℓ2 3EJy ℓ ℓ2
w0 (ℓ) = + fℓ − mℓ = 1 + f ℓ − mℓ (3.209)
GA 3EJy 2EJy GAℓ2 3EJy 2EJy
where
3EJy 1
2
÷ 2 (3.210)
GAℓ λ
with λ the slenderness2 of the beam.
Exercise 3.14 Clamped-Simply Supported Beam Subjected to Various Loads

2 The ratio between the geometric second-order moment J and the area A of the beam section, J /A, is the square of
y y
the radius of gyration, rg , i.e. half the radius of a reference circular
p section. The slenderness λ of the beam is the ratio of
the length ℓ to the radius of gyration, rg , namely λ = ℓ/rg = ℓ/ Jz /A.
3-23
BC: w0 (0) = 0, θy (0) = 0, w0 (ℓ) = 0, EJy θy/x (ℓ) = mℓ , uniform qz . Equations:
GAγz/x + qz = 0 (3.211a)
EJy θy/xx − GAγz = 0 (3.211b)
Shear:
qz
γz = γz (0) − x (3.212)
GA
Bending:
GAγz (0) qz
θy/xx = − x (3.213)
EJy EJy
GAγz (0) qz x 2
θy/x = x− + θy/x (0) (3.214)
EJy EJy 2
GAγz (0) x2 qz x 3 ✟
θy = − θy ✟
+ θy/x (0)x + ✟ (0) (BC: θy (0) = 0) (3.215)
EJy 2 EJy 6
Bending moment:
x2
EJy θy/x = GAγz (0)x − qz + EJy θy/x (0) (3.216)
2
in ℓ:
ℓ2
EJy θy/x (ℓ) = GAγz (0)ℓ − qz + EJy θy/x (0) = mℓ (3.217)
2
i.e.
mℓ GA qz ℓ 2
θy/x (0) = − γz (0)ℓ + (3.218)
EJy EJy EJy 2
Shear strain definition:
qz GAγz (0) x2 qz x 3
w0/x = γz − θy = γz (0) − x− + − θy/x (0)x (3.219)
GA EJy 2 EJy 6
qz x 2 GAγz (0) x3 qz x 4 x2 ✟ (BC: w (0) = 0) (3.220)
w0 = γz (0)x − − + − θy/x (0) + ✟ w0✟(0) 0
GA 2 EJy 6 EJy 24 2
BC: w0 (ℓ) = 0

qz ℓ 2 GAγz (0) ℓ3 qz ℓ 4 mℓ GA qz ℓ 2 ℓ2
0 = γz (0)ℓ − − + − − γz (0)ℓ + (3.221)
GA 2 EJy 6 EJy 24 EJy EJy EJy 2 2
i.e.
!
ℓ 5 ℓ3 ℓ
+ qz + mℓ
GA 24 EJy 2EJy
γz (0) = (3.222)
GAℓ2
1+
3EJy
p
Recall that GAℓ2 /EJy ÷ λ, the slenderness of the beam.
Exercise 3.15 Free Bending Vibrations of Timoshenko Beam
3-24
Note: this exercise is better studied after studying the free bending vibrations of the Euler-Bernoulli beam,
which are a special, simpler case of the present one.
VWP:
Z ℓ Z ℓ

δκTy EJy κy + δγzT GAγz dx = − δw0T mẅ0 + δθyT Iy θ̈y dx (3.223)
0 0
Recalling that
κy = θy/x , γz = θy + w0/x , (3.224)
one obtains
Z ℓ Z ℓ
T
δθy/x EJy κy + δθyT + δw0/x
T
GAγz dx = − δw0T mẅ0 + δθyT Iy θ̈y dx (3.225)
0 0
Integration by parts yields

ℓ
δθyT EJy κy + δw0T GAγz 0
Z ℓ
+ δθyT −EJy κy/x + GAγz + Iy θ̈y + δw0T −GAγz/x + mẅ0 dx = 0 (3.226)
0
Equations:
GAγz/x − mẅ0 = 0 (3.227a)

EJy κy/x − GAγz = 0 (neglecting −Iy θ̈y ) (3.227b)
BC (for example):
• Clamped-free: w0 (0) = 0, θy (0) = 0, EJy κy (ℓ) = 0, GAγz (ℓ) = 0.
• Simply supported: w0 (0) = w(ℓ) = 0, EJy κy (0) = EJy κy (ℓ) = 0.
First step: using the two equilibrium equations, compute a single differential equation, function of
w0 only.
From the definition of γz , differentiated once:
θy/x = γz/x − w0/xx ; (3.228)
then, from the first equilibrium equation:

m
θy/x = ẅ0 − w0/xx (3.229)
GA
Differentiate twice in space:
m
θy/xxx = ẅ0/xx − w0/xxxx (3.230)
GA
Now differentiate once in space the second equilibrium equation:
EJy θy/xxx − GAγz/x = 0 (3.231)
and replace the third derivative of θy and the gradient of the shear:
m
EJy θy/xxx − mẅ0 = EJy ẅ0/xx − EJy w0/xxxx − mẅ0 = 0 (3.232)
GA
3-25
which can be rewritten as
EJy
EJy w0/xxxx − mℓ2 ẅ0/xx + mẅ0 = 0 (3.233)
GAℓ2
Second step: θy is needed to apply the boundary conditions (e.g. those involving rotation θy , bending
moment EJy κy = EJy θy/x , and shear force, GAγz = GA(θy + w0/x )).
To express θy as a function of w0 and its derivatives, from the bending equilibrium equation compute
the shear strain,
EJy
γz = θy/xx (3.234)
GA
Consider now the first derivative of the shear equilibrium equation,
m
θy/xx = ẅ0/x − w0/xxx (3.235)
GA
Now, using the two above equations in the definition of the shear strain, one obtains
EJy EJy m
γz = θy/xx = ẅ0/x − w0/xxx = w0/x + θy (3.236)
GA GA GA
which yields
EJy m
θy = ẅ0/x − w0/xxx − w0/x (3.237)
GA GA
Third step: compute the solution of the differential equation.

Using variable separation: w0 (x, t) = a(x)b(t); then
EJy
a/xxxx b̈
m + =0 (3.238)
EJy b
a− a/xx
GA
Consider b̈/b = −ω 2 ; then
a/xxxx ω 2 m a/xx ω2 m
+ − =0 (3.239)
a GA a EJy
Consider a = eαx ; then
ω2 m 2 ω2 m
α4 + α − =0 (3.240)
GA EJy
with
v s
u 2
u ω2 m ω2 m ω2 m
t
α=± − ± + . (3.241)
2GA 2GA EJy
Two roots are real opposite, of magnitude

v s
u 2
u ω2 m ω2 m ω2 m
t
αr = − + + , (3.242)
2GA 2GA EJy
3-26
and the other two are imaginary conjugate, of magnitude
v s
u 2
u ω2 m ω2 m ω2 m
t
αi = + + . (3.243)
2GA 2GA EJy
The solution takes the form
a(x) = Arp eαr x + Arm e−αr x + Aic cos(αi x) + Ais sin(αi x). (3.244)
Fourth step: apply boundary conditions.

Homework 3.7 Compute and apply boundary conditions; check that in the simply supported case the
resulting kth frequency is
r
2 2
EJ
π k
ωk = r mℓ4 k ∈ N+ (3.245)
EJ 2 2
1+ π k
GAℓ2
Now consider the same problem, without neglecting Iy θ̈y .

Equations:
GAγz/x − mẅ0 = 0 (3.246a)

EJy κy/x − GAγz − Iy θ̈y = 0 (3.246b)
BC (for example):
• Clamped-free: w0 (0) = 0, θy (0) = 0, EJy κy (ℓ) = 0, GAγz (ℓ) = 0.
• Simply supported: w0 (0) = w(ℓ) = 0, EJy κy (0) = EJy κy (ℓ) = 0.
First step: using the two equilibrium equations, compute a single differential equation, function of
w0 only.
From the definition of γz , differentiated once:
θy/x = γz/x − w0/xx ; (3.247)
then, from the first equilibrium equation:

m
θy/x = ẅ0 − w0/xx (3.248)
GA
Differentiate twice in space:
m
θy/xxx = ẅ0/xx − w0/xxxx (3.249)
GA
Now differentiate once in space the second equilibrium equation:
EJy θy/xxx − GAγz/x − Iy θ̈y/x = 0 (3.250)
compute the second derivative in time3 of the gradient of θy ,

m ....
θ̈y/x = w 0 − ẅ0/xx (3.251)
GA
3 Note, this problem has been considered mainly for having a once-in-a-lifetime opportunity to use the fourth-time
....
derivative operator (·).
3-27
and replace the third derivative of θy and the gradient of the shear:
m m ....
EJy θy/xxx − mẅ0 − Iy θ̈y/x = EJy ẅ0/xx − EJy w0/xxxx − mẅ0 − Iy w 0 + Iy ẅ0/xx = 0
GA GA
(3.252)

EJy mℓ2 ....
EJy w0/xxxx − mℓ2 2
+ I y ẅ0/xx + mẅ0 + Iy w0 = 0 (3.253)
GAℓ GAℓ2
Note: as one would expect, it corresponds to the equation obtained in the previous case when Iy → 0;
moreover, it corresponds to the equation that will be obtained later for the Euler-Bernoulli beam when
GA → ∞.
Second step: θy is needed to apply the boundary conditions (e.g. those involving rotation θy , bending
moment EJy κy = EJy θy/x , and shear force, GAγz = GA(θy + w0/x )).
TODO
Third step: compute the solution of the differential equation.

Using variable separation: w0 (x, t) = a(x)b(t); then

EJy mℓ2 ....
EJy a/xxxx b − mℓ2 2
+ I y a/xx b̈ + mab̈ + Iy ab =0 (3.254)
GAℓ GAℓ2
Consider b̈/b = −ω 2 ; then

EJy mℓ2
EJy a/xxxx + ω 2 mℓ2 + I y a /xx − ω 2
m − ω 2
I y a=0 (3.255)
GAℓ2 GAℓ2
Consider a = eαx ; then

m Iy m Iy
α4 + α2 ω 2 + − ω2 1 − ω2 =0 (3.256)
GA EJy EJy GA
with
v
u
u ω2 m s 2 2
t Iy ω m Iy 2
m 2
Iy
α=± − + ± + +ω 1−ω
2 GA EJy 2 GA EJy EJy GA
v
u
u ω2 m s 2 2
t Iy ω m Iy m
=± − + ± − + ω2 . (3.257)
2 GA EJy 2 GA EJy EJy
For GA > ω 2 Iy , two roots are real opposite, of magnitude

v
u
u ω2 m s 2 2
t Iy ω m Iy m
αr = − + + − + ω2 , (3.258)
and the other two are imaginary conjugate, of magnitude

v
u
u ω2 m s 2 2
t Iy ω m Iy m
αi = + + − + ω2 . (3.259)
a(x) = Arp eαr x + Arm e−αr x + Aic cos(αi x) + Ais sin(αi x). (3.260)
3-28
For GA < ω 2 Iy , two pairs of complex conjugate roots result. The first, long wave pair is
v
u
u ω2 m s 2 2
t Iy ω m Iy m
αi1 = + − − + ω2 . (3.261)
The second, short wave pair is

v
u
u ω2 m s 2 2
t I y ω m Iy m
αi2 = + + − + ω2 . (3.262)
a(x) = Ai1c cos(αi1 x) + Ai1s sin(αi1 x) + Ai2c cos(αi2 x) + Ai2s sin(αi2 x). (3.263)
Note: this latter case is only meaningful for very high frequency modes; in such case, the kinematic
assumptions made for our beam model likely make it oversimplified.
Fourth step: apply boundary conditions.
Homework 3.8 Compute and apply boundary conditions.
Matrix approach: consider the system of partial differential equations in θy , w0 :

EJy 0 θy/xx 0 −GA θy/x
+
0 GA w0/xx GA 0 w0/x

−GA 0 θy −Iy 0 θ̈y 0
+ + = (3.264)
0 0 w0 0 −m ẅ0 0
Assuming a harmonic time solution, such that θ̈y = −ω 2 θy and ẅ0 = −ω 2 w0 ,

EJy 0 θy/xx 0 −GA θy/x
+
0 GA w0/xx GA 0 w0/x
2
ω Iy − GA 0 θy 0
+ = (3.265)
0 ω2 m w0 0
Consider an exponential solution in space, such that θy/x = αθy and w0/x = αw0 ,

α2 EJy + ω 2 Iy − GA −αGA θy
= (3.266)
αGA α2 GA + ω 2 m w0
The determinant of the matrix must vanish; this yields

α4 EJy GA + α2 EJy ω 2 m + GAω 2 Iy + ω 4 Iy m − GAω 2 m = 0 (3.267)
i.e., after some manipulation, the same characteristic polynomial obtained in the previous case:

m Iy m Iy
α4 + α2 ω 2 + − ω2 1 − ω2 =0 (3.268)
GA EJy EJy GA
The solution takes the form originally determined with a single, fourth-order differential equation. The
relationship between θy and w0 can be determined from the problem of Eq. (3.266), i.e.
αGA
θy = w0 , (3.269)
α2 EJ 2
y + ω Iy − GA
3-29
replacing the related value of α for each function. Namely, consider

w0 (x, t) = Arp eαr x + Arm e−αr x + Aip ejαi x + Aim e−jαi x e±jωt , (3.270)
with Aip = Ac /2 + jAs /2, and Aim = conj(Aip ); then
 
αr GA
Ar eαr x

 αr EJy + ω 2 Iy − GA p
2 

 αr GA 
Ar e−αr x
 
 − 2 
 αr EJy + ω 2 Iy − GA m  ±jωt
θy (x, t) =  e . (3.271)
 jαi GA 
 + 2 A ejαi x
2 I − GA ip


 −α i EJ y + ω y 

 jαi GA 
− 2 Ai e−jαi x
−αi EJy + ω 2 Iy − GA m
Or, consider

w0 (x, t) = Ap eαr x + Am e−αr x + Ac cos(αi x) + As sin(αi x) e±jωt ; (3.272)
then
 
αr GA
Ap eαr x

 αr EJy + ω 2 Iy − GA
2 

 αr GA 
Am e−αr x
 
 − 2 
 αr EJy + ω 2 Iy − GA  ±jωt
θy (x, t) =  e . (3.273)
 αi GA 
 − 2 As cos(αi x) 

 −αi EJy + ω 2 Iy − GA 

 αi GA 
+ Ac sin(αi x)
−αi2 EJy + ω 2 Iy − GA
Homework 3.9 Compute and apply one’s choice of boundary conditions.
Consider a simply supported beam; then w0 (0) = w0 (ℓ) = 0 and EJy θy/x (0) = EJy θy/x (ℓ) = 0, i.e.
 1 1 1 0 
 eαr ℓ e−αr ℓ cos(αi ℓ) sin(αi ℓ)    
α2 α2 α2 Ap 0
 
r GA r GA i GA
    
   
0 Am 0
    
=
 
α2 2
r EJy + ω Iy − GA α2 2
r EJy + ω Iy − GA −α2 EJy + ω 2 Iy − GA Ac 0
 
 i  
 
 

α2 α2 α2 α2 As 0
    
r GA r GA i GA i GA
 
eαr ℓ e−αr ℓ cos(αi ℓ) sin(αi ℓ)
 
α2 2
r EJy + ω Iy − GA α2 2
r EJy + ω Iy − GA −α2 EJy + ω 2 Iy − GA −α2 EJy + ω 2 Iy − GA
i i
(3.274)
whose determinant vanishes when

sin(αi ℓ) sinh(αr ℓ) = 0, (3.275)
i.e. when
π
αi = k k ∈ N+ (3.276)
ℓ
The frequency is obtained from αi by solving

GA π 2 EJy GA GAEJy π 4
ωk4 − ωk2 + k + + k = 0, (3.277)
Iy ℓ Iy m mIy ℓ
i.e. v
u s 2
u1 GA π 2 EJy GA 1 GA π 2 EJy GA GAEJy π 4
ωk = ± + k + ± + k + − k
t
2 Iy ℓ Iy m 4 Iy ℓ Iy m mIy ℓ
v v
u !
2
GA 2
u
u1 GA π 2 EJy GA u1 GA GA π 2 EJy GA π 4 EJy
u
= ±t + k + ±t +2 k + + k −
2 Iy ℓ Iy m 4 Iy Iy ℓ Iy m ℓ Iy m
v  
u s
π 2 EJ π 2 EJ Iy 2 

u1 GA  Iy Iy π 4 EJy
u
y y
= ±t 1+ k + ± 1+2 k + + k − (3.278)
2 Iy ℓ GA m ℓ GA m ℓ GA m
3-30
Two pairs of frequencies are present: one smaller (the one with the minus under the square root) and
one larger (the one with the plus).
For Iy → 0 the larger pair of frequencies tends to ±∞, whereas the others tend to a 0/0 form. Using
de l’Hôpital’s rule, one can show that they actually tend to
r
2 EJ
(kπ)
ωk = ± r mℓ4 (3.279)
2 EJ
1 + (kπ)
GAℓ2
For EJ/(GAℓ2 ) → 0 (i.e. when the slenderness of the beam tends to ∞), they correspond to the frequency
of the Euler-Bernoulli beam (discussed in a subsequent Section). Notice that for k → ∞ the frequencies
tend to
s
ωk GA
lim = ±π (3.280)
k→∞ k mℓ2
Alternatively, rearranging the fourth-order equation that yields ωk , one obtains

π 2 EJ
Iy 4 y Iy EJy π 4
ωk − ωk2 1 + k + + k = 0. (3.281)
GA ℓ GA m m ℓ
Clearly, for Iy → 0 one obtains
r
2 EJ
(kπ)
ωk = r mℓ4 . (3.282)
2 EJy
1 + (kπ)
GAℓ2
Homework 3.10 Compute the frequencies of the simply supported Timoshenko beam without neglecting
the inertia contribution Iy and also considering the prestress N 0 (see Section 3.3).
3.2 Euler-Bernoulli Beam

Assume γy = 0, γz = 0 (as a consequence of assuming zero shear energy because of beam slenderness);
this implies
θy = −w0/x (3.283a)
θz = v0/x (3.283b)
and thus
κy = −w0/xx (3.284a)
κz = v0/xx (3.284b)
After deriving moment equilibrium and replacing the shear derivatives with their value from transverse
force equilibrium, indefinite equilibrium becomes
N/x − mü0 + mzM ẅ0/x + myM v̈0/x + qx = 0 (3.285a)

My/xx − mẅ0 − (mzM ü)0/x + Iyz v̈0/x /x + Iy ẅ0/x /x + qz + my/x = 0 (3.285b)

Mz/xx + mv̈0 + (myM ü)0/x − Iz v̈0/x /x − Iyz ẅ0/x /x − qy + mz/x = 0 (3.285c)
i.e. the transverse force equilibrium equations, after substituting the derivative of the shear force from
the bending moment equilibrium equations, become the new (derived) bending moment equilibrium
equations; the original bending moment equilibrium equations become the definitions of the shear forces.
3-31
For uniform properties
N/x − mü0 + mzM ẅ0/x + myM v̈0/x + qx = 0 (3.286a)

My/xx − mẅ0 − mzM ü0/x + Iyz v̈0/xx + Iy ẅ0/xx + qz + my/x = 0 (3.286b)
Mz/xx + mv̈0 + myM ü0/x − Iz v̈0/xx − Iyz ẅ0/xx − qy + mz/x = 0 (3.286c)
Internal forces (re-)definitions:
N = EAu0/x − EAzA w0/xx − EAyA v0/xx (3.287a)

My = −EJy w0/xx − EJyz v0/xx + EAzA u0/x (3.287b)
Mz = EJz v0/xx + EJyz w0/xx − EAyA u0/x (3.287c)
and
Ty = −Mz/x − myM ü0 + Iz v̈0/x + Iyz ẅ0/x − mz (3.288a)

Tz = My/x − mzM ü0 + Iyz v̈0/x + Iy ẅ0/x + my (3.288b)
Equations become
EAu0/xx − EAzA w0/xxx − EAyA v0/xxx

− mü0 + mzM ẅ0/x + myM v̈0/x + qx = 0 (3.289a)
−EJy w0/xxxx − EJyz v0/xxxx + EAzA u0/xxx
− mẅ0 − mzM ü0/x + Iyz v̈0/xx + Iy ẅ0/xx + qz + my/x = 0 (3.289b)
EJz v0/xxxx + EJyz w0/xxxx − EAyA u0/xxx
+ mv̈0 + myM ü0/x − Iz v̈0/xx − Iyz ẅ0/xx − qy + mz/x = 0 (3.289c)
In the following, consider yM = zM = yA = zA = 0, EJyz = 0, Iyz = 0.
EAu0/xx − mü0 + qx = 0 (3.290a)

−EJy w0/xxxx − mẅ0 + Iy ẅ0/xx + qz + my/x = 0 (3.290b)
EJz v0/xxxx + mv̈0 − Iz v̈0/xx − qy + mz/x = 0 (3.290c)
3.2.1 Bending Equilibrium

Consider the bending equilibrium equation of an Euler-Bernoulli beam:
EJy w0/xxxx + mẅ0 − Iy ẅ0/xx − my/x − qz = 0 (3.291)
with boundary conditions

ℓ
δw0/x EJy w0/xx 0 (3.292a)
h iℓ
δw0 − EJy w0/xx /x + my + Iy ẅ0/x (3.292b)
0
Consider:
Z
δWint = δw0/xx EJy w0/xx dx
ℓ
Z
ℓ
= δw0/x EJy w0/xx 0 − δw0/x EJy w0/xx /x dx
ℓ
Z
ℓ h iℓ
= δw0/x EJy w0/xx 0 − δw0 EJy w0/xx /x + δw0 EJy w0/xx /xx dx (3.293)
0 ℓ
3-32
and
Z

δWext = δw0 (qz − mẅ0 + f0 δ(x) + fℓ δ(x − ℓ)) − δw0/x my + Iy ẅ0/x + m0 δ(x) + mℓ δ(x − ℓ) dx
ℓ
ℓ
= − δw0 my + Iy ẅ0/x 0 + δw0 (0)f0 + δw0 (ℓ)fℓ − δw0/x (0)m0 − δw0/x (ℓ)mℓ
Z
+ δw0 qz − mẅ0 + my + Iy ẅ0/x /x dx (3.294)
ℓ
after integration by parts (twice for the internal work term)

Z

δw0 EJy w0/xx /xx + mẅ0 − Iy ẅ0/x /x − my/x − qz dx
ℓ
ℓ
+ δw0/x EJy w0/xx 0 + δw0/x (ℓ)mℓ + δw0/x (0)m0
h iℓ
+ δw0 − EJy w0/xx /x + my + Iy ẅ0/x − δw0 (ℓ)fℓ − δw0 (0)f0 = 0 (3.295)
0
Exercise 3.16 Euler-Bernoulli Beam Bending Equation using Lagrange Multipliers
Consider the constraint γz = θy + w0/x = 0, and enforce it using Lagrange multipliers. This is obtained
by adding to the virtual work the virtual perturbation of γ · λ, namely
Z ℓ Z ℓ Z ℓ
T T
T T

− δκy EJy κy + δγz GAγz dx − δw0 mẅ0 + δθy Iy θ̈y dx + δλT γz + δγzT λ dx = 0
0 0 0
(3.296)
i.e.
Z ℓ Z ℓ
T
− δθy/x EJy κy + δθyT + T
δw0/x GAγz dx − δw0T mẅ0 + δθyT Iy θ̈y dx
0 0
Z ℓ
+ δλT γz + δθyT + δw0/x
T
λ dx = 0 (3.297)
0
Integration by parts yields

ℓ
−δθyT EJy κy + δw0T (−GAγz + λ) 0
Z ℓ
+ δθyT (EJy κy )/x − GAγz − Iy θ̈y + λ + δw0T (GAγz )/x − mẅ0 − λ/x + δλT γz dx = 0
0
(3.298)
which, for EJy and GA constant, corresponds to
EJy κy/x − GAγz − Iy θ̈y + λ = 0 (3.299a)

GAγz/x − mẅ0 − λ/x = 0 (3.299b)
γz = 0 (3.299c)
plus the boundary conditions. The last equation is the constraint that was enforced, which yields
θy = −w0/x . Compute λ from the first equation,
λ = −EJy κy/x + GAγz + Iy θ̈y (3.300)
compute its first space derivative,
λ/x = −EJy κy/xx + GAγz/x + Iy θ̈y/x (3.301)
and replace it in the second equation,
✘✘ ✘ ✘✘ ✘
GAγ
✘ z/x − mẅ0 + EJy κy/xx − ✘
GAγ z/x − Iy θ̈y/x = 0 (3.302)
3-33
Now, all occurrences of θy can be replaced through the constraint, yielding
−mẅ0 − EJy w0/xxxx + Iy ẅ0/xx = 0 (3.303)
i.e. the equation of bending according to Euler-Bernoulli. This approach does not add anything to
the intuitive approach developed earlier; however, the multiplier function λ provides a clear path for
substitutions.
Exercise 3.17 Clamped-Free Beam with Static Loads at Free End
BC: w0 (0) = 0, w0/x (0) = 0, EJy w0/xx (ℓ) = −mℓ , EJy w0/xxx (ℓ) = −fℓ . Equation:
EJy w0/xxxx = 0 (3.304)
Integration:
fℓ
w0/xxx = − thanks to BC EJy w0/xxx (ℓ) = −fℓ (3.305)
EJy
fℓ mℓ
w0/xx = (ℓ − x) − thanks to BC EJy w0/xx (ℓ) = −mℓ (3.306)
EJy EJy

fℓ x2 mℓ
w0/x = ℓx − − x thanks to BC w0/x (0) = 0 (3.307)
EJy 2 EJy
2
fℓ x x3 mℓ x 2
w0 = ℓ − − thanks to BC w0 (0) = 0 (3.308)
EJy 2 6 EJy 2
tip displacement:
fℓ ℓ3 mℓ ℓ 2
w0 (ℓ) = − (3.309)
EJy 3 EJy 2
tip rotation:
f ℓ ℓ2 mℓ
w0/x (ℓ) = − ℓ (3.310)
EJy 2 EJy
recall that θy = −w0/x .
Exercise 3.18 Influence Function of Cantilever
BC: w0 (0) = 0, w0/x (0) = 0, EJy w0/xx (ℓ) = 0, EJy w0/xxx (ℓ) = 0, qz = δ(x − η).
Equilibrium:
EJy w0/xxxx − qz = 0 (3.311)
Displacement at point x resulting from impulsive force at point η:
δ(x − η)
w0/xxxx (x, η) = (3.312a)
EJy
step(x − η) − 1
w0/xxx (x, η) = BC: EJy w0/xxx (ℓ) = 0 (3.312b)
EJy
(x − η)step(x − η) − x + η
w0/xx (x, η) = BC: EJy w0/xx (ℓ) = 0 (3.312c)
EJy
(x − η)2 x2
step(x − η) − + xη
w0/x (x, η) = 2 2 BC: w0/x (0) = 0 (3.312d)
EJy
(x − η)3 x3 x2 η
step(x − η) − +
w0 (x, η) = 6 6 2 BC: w0 (0) = 0 (3.312e)
EJy
3-34
Homework 3.11 Check that w0 (η, x) ≡ w0 (x, η). Hint: use Betti’s theorem4 .
Displacement at point x as a function of a given load distribution qz (η):

Z
w0 (x) = w0 (x, η)qz (η) dη (3.313)
ℓ
Exercise 3.19 Cantilever Subjected to Lumped Transverse Load

Lumped load, i.e. transverse force fη at x = η: qz = fη δ(x − η); consider the influence function:
Z
w0 (x) = w0 (x, ξ) · qz dξ
ℓ
3 3 2
Z (x − ξ) step(x − ξ) − x + x ξ
= 6 6 2 f δ(ξ − η) dξ
η
ℓ EJy
(x − η)3 x3 x2 η
step(x − η) − +
= 6 6 2 f (3.314)
η
EJy
Homework 3.12 Find the maximum displacement for a given value of fη as a function of η.
Homework 3.13 Find the maximum bending moment for a given value of fη as a function of η.
Exercise 3.20 Cantilever Subjected to Uniform Transverse Load
Uniform distribution qz = q; consider the influence function first:
3 3 2
Z Z (x − η) step(x − η) − x + x η
w0 (x) = w0 (x, η)q dη = 6 6 2 q dη
ℓ ℓ EJy
Z x Z ℓ 3 !
q (x − η)3 x3 x2 η x x2 η
= − + dη + − + dη
EJy 0 6 6 2 x 6 2
Z x 3 Z ℓ 3 !
q η xη 2 x x2 η
= − + dη + − + dη
EJy 0 6 2 x 6 2
4 x 3 ℓ !
q η xη 3 x η x2 η 2
= − + + − +
EJy 24 6 0 6 4 x
4 4
q x x4 x 3 ℓ x 2 ℓ2 x4 x4 q x x 3 ℓ x 2 ℓ2
= − + − + + − = − + (3.315)
EJy 24 6 6 4 6 4 EJy 24 6 4
Alternatively:
q
w0/xxxx = (3.316a)
EJy
q
w0/xxx = (x − ℓ) (3.316b)
EJy
2
q x ℓ2
w0/xx = − xℓ + (3.316c)
EJy 2 2
3
q x x2 ℓ xℓ2
w0/x = − + (3.316d)
EJy 6 2 2
4
q x x ℓ x 2 ℓ2
3
w0 = − + (3.316e)
EJy 24 6 4
4 Enrico Betti, 1823-1892.
3-35
Exercise 3.21 Free Vibrations of Simply Supported Beam
111
000 111
000
000
111 000
111
000
111 000
111
BC: w0 (0) = w0 (ℓ) = 0, EJy w0/xx (0) = EJy w0/xx (ℓ) = 0. Neglect the distributed inertia moment
−Iy ẅ0/x ; the equation becomes
EJy w0/xxxx + mẅ0 = 0 (3.317)
Assume w0 (x, t) = a(x)b(t); then
a/xxxx b̈
EJy +m =0 (3.318)
a b
To obtain a purely oscillating behavior,
b̈ = −ω 2 b (3.319)
which implies
EJy a/xxxx
= ω2 (3.320)
m a
Solution:
p p √ √
a(x) = Ac cos( βωx) + As sin( βωx) + Ap e βωx + Am e− βωx (3.321a)
p p p √ √
a/x (x) = βω −Ac sin( βωx) + As cos( βωx) + Ap e βωx − Am e− βωx (3.321b)
p p √ √
a/xx (x) = βω −Ac cos( βωx) − As sin( βωx) + Ap e βωx + Am e− βωx (3.321c)
p p √ √
a/xxx (x) = (βω)3/2 Ac sin( βωx) − As cos( βωx) + Ap e βωx − Am e− βωx (3.321d)
p
with β = m/EJy ; BC:
1 0 1 1
    
√ √ √ √  Ac
   0 
βωℓ − βωℓ
  
cos( βωℓ) sin( βωℓ) e e   As 0
   
  =
 −βωEJy 0 βωEJ√y βωEJ√ y   Ap
 0 
√ √   
 
βωEJy e βωℓ βωEJy e− βωℓ Am 0
   
−βωEJy cos( βωℓ) −βωEJy sin( βωℓ)
(3.322)
with some manipulation:

p √ √ p p
det(·) = sin( βωℓ) e− βωℓ − e βωℓ = −2 sin( βωℓ) sinh( βωℓ) = 0 (3.323)
when
r 2
EJy πi
ωi = i ∈ N+ (3.324)
m ℓ
Exercise 3.22 Simply Supported Mode Via Polynomial Approximation
Assume
 
 q0 
w0 = 1 x x2 q1 (3.325)
 
q2
3-36
Impose kinematic boundary conditions
w0 (0) = q0 = 0 (3.326)
2
w0 (ℓ) = ℓq1 + ℓ q2 = 0 → q1 = −ℓq2 (3.327)
thus
w0 (x) = (x2 − ℓx)q2 = x(x − ℓ)q2 (3.328)
VWP:
w0/xx = 2q2 (3.329)
internal work
Z Z
δWint = δw0/xx EJy w0/xx dx = δq2 4EJy dxq2 = δq2 4EJy ℓq2 = δq2 Kq2 (3.330)
ℓ ℓ
external work
Z Z
mℓ5
δWext = − δw0 mẅ0 dx = −δq2 (x2 − ℓx)2 m dxq̈2 = −δq2 q̈ = −δq2 M q̈ (3.331)
ℓ ℓ 30
The estimate of the first frequency is

r v
u r √ r
K u 4EJy ℓ EJy 120 EJy
ω= =u = = 10.954 (3.332)
M t mℓ5 m ℓ2 mℓ4
30
compared to the exact value, the error is 11% (π 2 = 9.8696).

The bending moment is constant, thus it violates the natural boundary conditions EJy w0/xx = 0 in
0 and ℓ.
Exercise 3.23 Simply Supported Mode Via Polynomial Approximation (third-order, second
mode)
TODO
Exercise 3.24 Simply Supported Mode Via Static Solution
Consider the static solution for a simply supported beam loaded by a transverse uniform load, qz = f
EJy w0/xxxx = f (3.333)
Integration
f
w0/xxx = x + c1 (3.334)
EJy
2
f x2 f x ℓx
w0/xx = + c1 x = − thanks to BC EJy w0/xx (ℓ) = 0
EJy 2 EJy 2 2
(3.335)
3 2

f x ℓx
w0/x = − + c2 (3.336)
EJy 6 4

f x4 ℓx 3
f x4 ℓx3 ℓ3 x
w0 = − + c2 x = − + thanks to BCs w0 (0) = w0 (ℓ) = 0
EJy 24 12 EJy 24 12 24
(3.337)
3-37
consider a Ritz-like form
w0 (x) = (x4 − 2ℓx3 + ℓ3 x)q = n(x)q (3.338)

2
w0/xx (x) = (12x − 12ℓx)q = n/xx (x)q (3.339)
Consider now the VWP:

Z Z
24
δWint = δw0/xx EJy w0/xx dx = δq n/xx (x)EJy n/xx (x) dxq = δq EJy ℓ5 q = δqKq (3.340)
ℓ ℓ 5
Z Z
31
δWext = − δw0 mẅ0 dx = −δq n(x)mn(x) dxq̈ = −δq mℓ9 q̈ = −δqM q̈ (3.341)
ℓ ℓ 630
The frequency is
r r
K EJy
ω= = 9.8767 (3.342)
M mℓ4
compared to the exact value, the error is 0.07%.

The bending moment vanishes at x = 0 and ℓ, thus the natural boundary conditions are complied
with.
Exercise 3.25 Proof of Power Method Applied to Bending of Simply-Supported Uniform

Beam
Consider an arbitrary linear combination of the bending mode shapes of a simply-supported uniform
beam,
∞
X x
n(0) (x) = ai sin πi , (3.343)
i=1
ℓ
under the assumption that a1 6= 0. Consider the solution of the static problem
(1)
EJy n/xxxx = m · n(0) (3.344)
i.e. the shear,

Z ∞
xX
(1) (1) ξ
EJy n/xxx (x) = EJy n/xxx (0) + m ai sin πi dξ
0 i=1
ℓ
∞ x
(1)
X ℓ
= EJy n/xxx (0) − m ai cos πi , (3.345)
i=1
πi ℓ
the bending moment,

Z ∞
(1) (1) ✟✟ (1)
xX
ℓ ξ
✟✟
EJy n/xx (x) = EJy n/xx (0) + EJy n/xxx (0) ·x−m ai cos πi dξ
0 i=1
πi ℓ
∞
(1)
X ℓ2 x
= EJy n/xxx (0) · x − m a i sin πi ; (3.346)
i=1
π 2 i2 ℓ
since EJy n/xx (ℓ) ≡ 0,

∞
X ℓ2 ✘= 0
✘
a sin✘
(1) (1) (1)
2 i2 i✘
EJy n/xx (ℓ) = EJy n/xxx (0) · ℓ − m (πi) → n/xxx (0) = 0; (3.347)
i=1
π
3-38
the slope,
Z ∞
xX
(1) (1) m ℓ2 ξ
n/x (x) = n/x (0) − ai sin πi dξ
EJy 0 i=1
π 2 i2 ℓ
∞
(1) m X ℓ3 x
= n/x (0) + a i cos πi , (3.348)
EJy i=1
π 3 i3 ℓ
the displacement;
Z ∞
✟
✟ m xX
ℓ3 ξ
n(1) (x) = ✟ ✟(0)
n(1)
(1)
+ n/x (0) · x + a i cos πi dξ
EJy 0 i=1
π 3 i3 ℓ
∞ 4 x
(1) m X ℓ
= n/x (0) · x + 4 4
ai sin πi ; (3.349)
EJy i=1
π i ℓ
since n(ℓ) ≡ 0,
∞
m X ℓ4 ✘= 0
✘
sin✘
(1) (1)
n(1) (ℓ) = n/x (0) · ℓ + ai✘ (πi) → n/x (0) = 0. (3.350)
EJy i=1 π 4 i4
The solution can be rewritten as

∞
!
(1) m ℓ4 x X ai 1 x
n (x) = a1 sin π + sin πi . (3.351)
EJy π 4 ℓ a i4
i=2 1
ℓ
Repeating the operation k times, one obtains

k ∞
!
(k) m ℓ4 x X ai 1 x
n (x) = a1 sin π + sin πi , (3.352)
EJy π 4 ℓ a i4k
i=2 1
ℓ
which implies
n(k) (x) m ℓ4 1
lim = = 2. (3.353)
k→∞ n(k−1) (x) EJy π 4 ω1
Exercise 3.26 Transverse Vibrations of Clamped-Free (Cantilever) Uniform Beam
BC: w0 (0) = 0, w0/x (0) = 0, EJy w0/xx (ℓ) = 0, −EJy w0/xxx (ℓ) = 0 (neglecting Iy ).
1 √0 √1 √1
    
 Ac   0 
0 − βω√
  
 βω βω√   As   0

√ √ =
βωEJy e βωℓ βωEJy e− βωℓ
 
 −βωEJy cos( βωℓ) −βωEJy sin( βωℓ)   Ap   0
√ √ √ √   
  
(βω)3/2 EJy sin( βωℓ) −(βω)3/2 EJy cos( βωℓ) (βω)3/2 EJy e βωℓ 3/2 − βωℓ Am 0
  
−(βω) EJy e
(3.354)
1 0 1 1
    
 Ac
   0 
0 1 1 −1
  
  As 0
   
√ √ √ √ = (3.355)
e√βωℓ e− √βωℓ
 
 − cos( βωℓ) − sin( βωℓ)   Ap  0 
√ √  

  
e βωℓ −e− βωℓ Am 0
  
sin( βωℓ) − cos( βωℓ)
with some manipulation

p p
det(·) = 1 + cos( βωℓ) cosh( βωℓ) = 0 (3.356)
graphical solution:
p 1
cos( βωℓ) = − √ (3.357)
cosh( βωℓ)
3-39
roughly
p
cos( βωℓ) ≈ 0− (3.358)
except for the lowest roots, which means

p π
βωℓ ≈ − + πi (3.359)
2
and thus
r
EJy 2
ωi = k (3.360)
mℓ4 i
and ki (i = 1,5) from the table, ki = (2i − 1)π/2 for i > 5.
approx numerical Ac As Ap Am
1
k1 2π 1.570796 1.875104 1.0000 -0.7341 -0.1330 -0.8670
3
k2 2π 4.712389 4.694091 -0.9819 1.0000 -0.0091 0.9909
5
k3 2π 7.853982 7.854757 1.0000 -0.9992 -0.0004 -0.9996
7
k4 2π 10.995574 10.995541 1.0000 -1.0000 0.0000 -1.0000
9
k5 2π 14.137167 14.137168 1.0000 -1.0000 0.0000 -1.0000
The coefficients Ac , As , Ap , Am are computed by finding the eigenvector of the matrix that corre-
sponds to the null eigenvalue. In this case, Ac ≈ 1, As ≈ −1, Ap ≈ 0 and Am ≈ −1.
Exercise 3.27 Cantilever Mode Via Polynomial Approximation
TODO
Exercise 3.28 Cantilever Mode Via Static Solution
TODO
Exercise 3.29 Free Vibrations of Free-Free Beam
BC: EJy w0/xx (0) = EJy w0/xx (ℓ) = 0, EJy w0/xxx (0) = EJy w0/xxx (ℓ) = 0. The equation and the
solution are the same of the cantilever case; the matrix is now
  
−βω 0 βω βω√ Ac 
√ √ √ 
 
 −βω cos( βωℓ) −βω sin( βωℓ) βωe βωℓ βωe− βωℓ   As 
  Ap  = 0
 
 0 −(βω)3/2 (βω)3/2 −(βω)3/2√
√ √ √ 
 

(βω)3/2 sin( βωℓ) −(βω)3/2 cos( βωℓ) (βω)3/2 e βωℓ −(βω)3/2 e− βωℓ Am
(3.361)
whose determinant is proportional to

p p
(βω)5 cos( βωℓ) cosh( βωℓ) − 1 = 0 (3.362)
and must vanish. √ √

Clearly, one root is β1 ω1 = 0; the others are closer and closer to βi ωi ℓ = π(1 + 2i)/2 the larger is
i ∈ N+ . √
The root with βω = 0 has multiplicity greater than 1; it corresponds to a rigid displacement and a
rigid rotation, a(x) = a0 + a1 x.
The others involve bending.
3-40
The frequency is
r
EJy 2
ωi = k (3.363)
mℓ4 i
with ki given in the table below, along with the corresponding elements of the eigenvector(s).
approx numerical Ac As Ap Am
k1 0 0.000000 0.000000 a0 + a1 x
3
k2 2π 4.712389 4.730041 1.0000 -0.9825 0.0087 0.9913
5
k3 2π 7.853982 7.853205 -0.9992 1.0000 0.0004 -0.9996
7
k4 2π 10.995574 10.995608 -1.0000 1.0000 0.0000 -1.0000
9
k5 2π 14.137167 14.137165 -1.0000 1.0000 0.0000 -1.0000
All deformable modes must be orthogonal to the rigid displacement and rotation; thus, the center of
mass of all deformable modes does not move.
Exercise 3.30 Free-Free Mode Approximated using Simply Supported Mode Shapes.
The second free-free mode is a “U”-shaped curve; the corresponding center of mass of the beam does not
move. It resembles a (negative) first bending mode resulting from simply supported boundary conditions,
after translating it upwards to eliminate the displacement of the center of mass. Notice that the latter
does not affect the strain energy (a rigid body motion does not alter the strain energy), but it affects
the kinetic energy.
Consider a displacement n(x) consisting of the first mode for simply supported BC, plus a constant
transverse displacement, w0 , namely
x
n(x) = sin π + w0 (3.364)
ℓ
Determine w0 such that the shape n is inertially decoupled from the sine, namely
Z ℓ
0= n(x)m · 1 dx
0
Z ℓ
x Z ℓ
= sin π m dx + w0 m dx
0 ℓ 0
x ℓ
ℓ
= − m cos π + w0 mx
π ℓ 0
ℓ
= 2 m + w0 mℓ (3.365)
π
which yields w0 = −2/π. Thus, the corresponding shape function is now
x 2
n(x) = sin π − (3.366)
ℓ π
3-41
The corresponding approximated frequency is
vR
u ℓ 2
u 0 n/xx EJ dx
ω = t Rℓ
0
n2 m dx
v
u !4
u Rℓ π
sin2 π xℓ dx
u
u 0
u EJ ℓ
=u u m ! !2
u R ℓ x 2
t
0
sin π − dx
ℓ π
v
u
u ℓ
u
u EJ 2
= π2 u 4
t mℓ ℓ 8ℓ 4ℓ
− +
2 π2 π2
r s
2 EJ 1
≈π 4
(3.367)
mℓ 1 − 8/π 2
The corresponding approximated k2 is 4.7620, which represents a 0.7% error (or a 1.4% error on the
frequency).
Exercise 3.31 Free-Free Mode Approximated using a Polynomial Function.
Homework 3.14 Use a single polynomial function to approximate (half of ) the second free-free bending
mode (the first non-rigid one.)
Note: choose the lowest order function that gives non-zero strain energy and is inertially orthogonal to a
rigid displacement.
Exercise 3.32 Free Vibrations of Simply Supported Beam (Continued)
BC: w0 (0) = w0 (ℓ) = 0, EJy w0/xx (0) = EJy w0/xx (ℓ) = 0. Without neglecting Iy , the equation is
EJy w0/xxxx + mẅ0 − Iy ẅ0/xx = 0 (3.368)
Variable separation:
w0 (x, t) = a(x)b(t) (3.369)
then
a/xxxx b̈ a/xx b̈
EJy + m − Iy =0
a b a b
a/xxxx a/xx b̈
EJy + m − Iy =0
a a b
a/xxxx
EJy b̈
a + =0 (3.370)
a/xx b
m − Iy
a
Assume b̈/b = −ω 2 (stable undamped oscillations); then

!
a/xxxx 2 a/xx
EJy − ω m − Iy =0 (3.371)
a a
3-42
Assume a = eλx ; then
λ4 EJy + λ2 ω 2 Iy − ω 2 m = 0 (3.372)
thus
s 2
2
ω Iy ω 2 Iy ω2 m
λ2 = − ± + = λ21,2 (3.373)
2EJy 2EJy EJy
Two roots: one negative, one positive; the modulus of the negative one is greater than the modulus of
the positive one. The square root of the positive one gives a positive and a negative exponential solution;
the square root of the negative one gives a sine and cosine solution:
v s 
u
u ω2 I 2
t y ω 2 Iy ω2 m 
a(x) = Ac cos  + + x
2EJy 2EJy EJy
v s 
u 2
u ω2 I 2
ω Iy 2
ω m 
t y
+ As sin  + + x
2EJy 2EJy EJy
v s
u 2
u ω2 I ω 2 Iy 2m
y
t−
2EJy + 2EJy +ω
EJy x
+ Ap e
v s
u 2
u ω2 I ω 2 Iy 2m
y
− − 2EJy +
t
2EJy +ω
EJy x
+ Am e
= Ac cos(γ1 x) + As sin(γ1 x) + Ap eλ2 x + Am e−λ2 x (3.374)
p
with γ1 = −λ21 . The smaller Iy with respect to m times the square of the wavelength, the more Iy can
be neglected.
BC:
    
1 0 1 1  Ac
 
 
 0 

eλ2 ℓ e−λ2 ℓ   As
 cos(γ1 ℓ)   
sin(γ1 ℓ) 0
  = (3.375)
 −γ12 0 λ22 λ22   Ap
 
  0 
2   
−γ12 sin(γ1 ℓ) 2 λ2 ℓ 2 −λ2 ℓ   
−γ1 cos(γ1 ℓ) λ2 e λ2 e Am 0
After some manipulation:
    
1 0 1 1  Ac
 
 
 0 

2 2   As   
 1 + γ 1 /λ2 0 0 0 0
  = (3.376)
 cos(γ1 ℓ) sin(γ1 ℓ) eλ2 ℓ e−λ2 ℓ   Ap
 
  0 
  
(1 + γ12 /λ22 ) cos(γ1 ℓ) (1 + γ12 /λ22 ) sin(γ1 ℓ)
  
0 0 Am 0
which yields
det(·) ÷ sin(γ1 ℓ) = 0 (3.377)
3-43
and
v s
u 2
u ω2 I ωi2 Iy ωi2 m πi
t i y
+ + =
2EJy 2EJy EJy ℓ
s 2 2
ωi2 Iy ωi2 Iy ωi2 m πi
+ + =
2EJy 2EJy EJy ℓ
2 2 4 2 2 2 2
ωi I y ωi2 m πi πi ωi I y ωi I y
+ = −2 +
2EJy EJy ℓ ℓ 2EJy 2EJy
4 2 2
ωi2 m πi πi ωi I y
= −
EJy ℓ ℓ EJy
4
m Iy πi
ωi2 1 + (πi)2 2 =
EJy mℓ ℓ
v
u
u EJy 2
u
u m πi
ωi = u (3.378)
t I y ℓ
1 + (πi)2 2
mℓ
In conclusion, Iy reduces the frequency; its effect is proportional to the ratio Iy /(mℓ2 ) and to the square
of the index i, which is roughly proportional to the frequency itself. It is interesting to note that, for
i → ∞, the frequency becomes proportional to i instead of i2 .
3.2.2 Coupled Bending-Torsion

Consider yA = zA = zM = 0, yM 6= 0, and write the internal and external work of a uniform cantilever
Euler-Bernoulli beam considering bending and torsion,
Z ℓ Z ℓ
T
δw/xx EJy w/xx + δϑT/x GJϑ/x dx = − T
δwCM mẅCM + δϑT Jp ϑ̈ dx (3.379)
0 0
with wCM = w + yM ϑ. Integration by parts yields

h iℓ Z ℓ
T T T

δw/x EJy w/xx − δw EJy w/xxx + δϑ GJϑ/x + δwT EJy w/xxxx − δϑT GJϑ/xx dx
0 0
Z ℓ
=− 2
δwT m ẅ + yM ϑ̈ + δϑT myM ẅ + Jp + myM ϑ̈ dx (3.380)
0
Kinematic BC: w(0) = 0, w/x (0) = 0, ϑ(0) = 0; natural BC: EJy w/xx (ℓ) = 0, EJy w/xxx (ℓ) = 0,
GJϑ/x (0) = 0.
Equilibrium:
EJy w/xxxx + mẅ + myM ϑ̈ = 0 (3.381)

2

−GJϑ/xx + Jp + myM ϑ̈ + myM ẅ = 0 (3.382)
Reorganize as

EJy 0 w/xxxx 0 0 w/xx m myM ẅ 0
+ + 2 =
0 0 ϑ/xxxx 0 −GJ ϑ/xx myM Jp + myM ϑ̈ 0
(3.383)
i.e.
D4 a/xxxx b + D2 a/xx b + D0 ab̈ = 0 (3.384)
3-44
with

w(x, t)
a(x)b(t) = (3.385a)
ϑ(x, t)

EJy 0
D4 = (3.385b)
0 0

0 0
D2 = (3.385c)
0 −GJ

m myM
D0 = 2 (3.385d)
myM Jp + myM
Since no damping is present, a solution b̈ = −ω 2 b is expected, thus

D4 a/xxxx + D2 a/xx − ω 2 D0 a b = 0 (3.386)
Disregarding the trivial solution b ≡ 0, the problem is
D4 a/xxxx + D2 a/xx − ω 2 D0 a = 0 (3.387)
Consider an exponential solution a = Aeαx :

α 4 D4 + α 2 D2 − ω 2 D 0 A = 0 (3.388)
A non-trivial (i.e. A 6= 0) solution is found when α is an eigenvalue of the problem, i.e.

4
α EJy − ω 2 m −ω 2 myM
=0 (3.389)
−ω 2 myM −α2 GJ − ω 2 Jp + myM 2
i.e.
2

6 4 2 Jp + myM m m Jp
α +α ω − α2 ω 2 − ω4 =0 (3.390)
GJ EJy EJy GJ
Six exponential solutions result; considering the sign changes, two negative and one positive value of α2
are expected, corresponding to the harmonic torsional and harmonic plus exponential bending solutions
in case of decoupled motion. For example, when yM ≡ 0, the problem becomes

Jp m m Jp Jp m
α6 + α4 ω 2 − α2 ω 2 − ω4 = α2 + ω 2 α4 − ω 2 =0 (3.391)
GJ EJy EJy GJ GJ EJy
i.e. the separate bending and torsion problems found earlier.

This equation expresses a relationship between the values of α, namely the ways the solution propagates
in space, and the values of ω, namely the frequencies of oscillation, i.e. α = α(ω). The spatial solution is
6
X
a(x) = Ai e α i x q i (3.392)
i=1
which can be rearranged as

 

 q1 

 


 q2 


 
q3
a(x) = A 1 e α1 x A2 e α 2 x A3 e α 3 x A4 e α 4 x A 5 e α5 x A 6 e α6 x (3.393)
 q4 
 
 


 q5 


 
q6
3-45
The boundary conditions yield:
a(0) = 0 (3.394a)

1 0 a/x (0) = 0 (3.394b)

GJ 0 1 a/x (ℓ) = 0 (3.394c)

EJy 1 0 a/xx (ℓ) = 0 (3.394d)

EJy 1 0 a/xxx (ℓ) = 0 (3.394e)
i.e.
A11 eα1 0 A12 eα2 0 A13 eα3 0 A14 eα4 0 A15 eα5 0 A16 eα6 0
 
q1 0
   

 A21 eα1 0 A22 eα2 0 A23 eα3 0 A24 eα4 0 A25 eα5 0 A26 eα6 0 
 q2





 0



A11 eα1 0 α1 A12 eα2 0 α2 A13 eα3 0 α3 A14 eα4 0 α4 A15 eα5 0 α5 A16 eα6 0 α6
  
 
 

 q3 0
   
=
GJA21 eα1 ℓ α1 GJA22 eα2 ℓ α2 GJA23 eα3 ℓ α3 GJA24 eα4 ℓ α4 GJA25 eα5 ℓ α5 GJA26 eα6 ℓ α6
 



 q4 
 
 0 

EJy A11 eα1 ℓ α2 EJy A12 eα2 ℓ α2 EJy A13 eα3 ℓ α2 EJy A14 eα4 ℓ α2 EJy A15 eα5 ℓ α2 EJy A16 eα6 ℓ α2 q5 0
  
 
 

 1 2 3 4 5 6  
 
 

q6 0
EJy A11 eα1 ℓ α3
1 EJy A12 eα2 ℓ α3
6
(3.395)
This is a homogeneous problem, which has non-trivial solutions when ω (and thus the corresponding αi )
are such that the matrix is singular.
3.3 Prestress
Prestress matrix:
 
σx0 I3×3 0
τxy I3×3 0
τxz I3×3
0
Σ̃0 = τxy
 I3×3 03×3 03×3  (3.396)
0
τxz I3×3 03×3 03×3
Differential operator matrix

 
∂
I3×3

 ∂x 

 ∂ 
G= I3×3  (3.397)

 ∂y 

∂
I3×3
∂z
Displacement gradient
 
 N q /x 
g = Gs = GN q = N q (3.398)
 /y 
N/z q
Prestress contribution to virtual work

Z
δWintσ = δg T Σ̃0 g dV
ZV Z Z

= δq T/x σx0 N T N dAq /x + 0
τxy N T N/y + τxz
0
N T N/z dAq dx
ℓ
Z Z A A

T 0 T 0 T
+ δq τxy N/y N + τxz N/z N dAq /x dx (3.399)
ℓ A
3-46
Define
 
1 0 0 z −y

 0 1 0 0 0 

σx0 N T N = σx0 
 0 0 1 0 0 
 (3.400a)
 z 0 0 z2 −yz 
−y 0 0 −yz y2
 
0 0 0 0 −1
T  0 0 0 0 0 
0
 
τxy N T N/y 0
= τxy T
N/y N 0 
= τxy  0 0 0 0 0

 (3.400b)
 0 0 0 0 −z 
0 0 0 0 y
 
0 0 0 1 0
T  0 0 0 0 0 
0
 
τxz N T N/z 0
= τxz T
N/z N 0 
= τxz  0 0 0 0 0

 (3.400c)
 0 0 0 z 0 
0 0 0 −y 0
Then
Z
σx0 N T N dA = Tx (3.401a)
A
Z Z T
0

τxy N T N/y + 0
τxz N T N/z dA = 0
τxy T
N/y N + 0
τxz T
N/z N dA = Tyz (3.401b)
A A
Recall that Σ̃0 = Σ̃0 (x, y, z, t). Thus

Z
δWintσ = δq T/x Tx q /x + Tyz q + δq T TTyz q /x dx
Zℓ h iℓ
T T
= δq − Tx q /x + Tyz q + Tyz q /x dx + δq T Tx q /x + Tyz q (3.402)
ℓ /x 0
3.3.1 Axial Prestress

0
Consider σx0 6= 0 and uniform (e.g. constant axial load), σxy 0
= σxz = 0. Then Tyz = 0 and
 
A 0 0 Az0 −Ay0

 0 A 0 0 0 

Tx = σx0 
 0 0 A 0 0 
 (3.403)
 Az0 0 0 Jy −Jyz 
−Ay0 0 0 −Jyz Jz
with
Z
Ay0 = y dA (3.404a)
A
Z
Az0 = z dA (3.404b)
ZA
Jy = z 2 dA (3.404c)
A
Z
Jyz = yz dA (3.404d)
A
Z
Jz = y 2 dA (3.404e)
A
3-47
Then the contribution to the equilibrium equations is

δu0 σx0 Au0/xx + Az0 θy/xx − Ay0 θz/xx (3.405a)
δv0 σx0 Av0/xx (3.405b)
δw0 σx0 Aw0/xx (3.405c)

δθy σx0 Az0 u0/xx + Jy θy/xx − Jyz θz/xx (3.405d)

δθz σx0 −Ay0 u0/xx − Jyz θy/xx + Jz θz/xx (3.405e)
and the contribution to the boundary conditions is

ℓ
δu0 σx0 Au0/x + Az0 θy/x + Ay0 θz/x 0 (3.406a)
ℓ
δv0 σx0 Av0/x 0 (3.406b)
ℓ
δw0 σx0 Aw0/x 0 (3.406c)
ℓ
δθy σx0 Az0 u0/x + Jy θy/x − Jyz θz/x 0 (3.406d)
ℓ
δθz σx0 −Ay0 u0/x − Jyz θy/x + Jz θz/x 0 (3.406e)
Assuming all points coincident in (0, 0), the equations become

EA + σx0 A u0/xx − mü0 + qx = 0 (3.407a)

GA + σx0 A v0/xx − GAθz/x − mv̈0 + qy = 0 (3.407b)

GA + σx0 A w0/xx + GAθy/x − mẅ0 + qz = 0 (3.407c)

EJy + σx0 Jy θy/xx − GA w0/x + θy − Iy θ̈y + my = 0 (3.407d)

EJz + σx0 Jz θz/xx + GA v0/x − θz − Iz θ̈z + mz = 0 (3.407e)
with BC contribution from internal work

ℓ
δu0 EA + σx0 A u0/x 0 (3.408a)
ℓ
δv0 GA + σx0 A v0/x − GAθz 0 (3.408b)
ℓ
δw0 GA + σx0 A w0/x + GAθy 0 (3.408c)
ℓ
δθy EJy + σx0 Jy θy/x 0 (3.408d)
ℓ
δθz EJz + σx0 Jz θz/x 0 (3.408e)
Note that a term like EA + σx0 A, for example for Aluminum alloys, is E ÷ 70 · 109 Pa, while σx0 ÷ 500 · 106
Pa at most, in order to remain in elastic field; thus the change of axial stiffness is at most of the order
of ±0.7%. The same applies to the change in bending stiffness, while the change in shear stiffness can
be up to three times larger.
Euler-Bernoulli: axial equilibrium remains the same, plus
J✟
σx0✟
0
EJy + ✟ y w0/xxxx − σx Aw0/xx + mẅ0 − Iy ẅ0/xx − my/x − qz = 0 (3.409a)
EJz + ✟ 0✟✟ 0
σx Jz v0/xxxx − σx Av0/xx + mv̈0 − Iz v̈0/xx + mz/x − qy = 0 (3.409b)
Exercise 3.33 Static Solution of Cantilever Uniform Beam with Axial Prestress, Loaded at
the Free End
BC: w0 (0) = 0, w0/x (0) = 0, transverse force fℓ at free end, N 0 = σx0 A.

VWP:
Z ℓ Z ℓ
T T
0 = δW = − δw0/xx EJw0/xx dx − δw0/x N 0 w0/x dx + δw0T (ℓ)fℓ (3.410)
0 0
3-48
After integration by parts:
Z ℓ

0= δw0T −EJw0/xxxx + N 0 w0/xx dx
0

+ δw0T (ℓ) EJw0/xxx (ℓ) − N 0 w0/x (ℓ) + fℓ

+ δw0T (0) −EJw0/xxx (0) + N 0 w0/x (0)
T

+ δw0/x (ℓ) −EJw0/xx (ℓ)
T

+ δw0/x (0) EJw0/xx (0) (3.411)
i.e.
EJw0/xxxx − N 0 w0/xx = 0 for x ∈ (0, ℓ) (3.412a)

0
EJw0/xxx (ℓ) − N w0/x (ℓ) + fℓ = 0 natural BC in ℓ (3.412b)
w0 (0) = 0 kinematic BC in 0 (3.412c)
EJw0/xx (ℓ) = 0 natural BC in ℓ (3.412d)
w0/x (0) = 0 kinematic BC in 0 (3.412e)
Assume w0 (x) = Ceαx ; then

α4 EJ − α2 N 0 w0 = 0 (3.413)
i.e.
α1,2 = 0 (3.414a)
r
N0
α3,4 = ± = ±γ (3.414b)
EJ
Assuming N 0 > 0, the solution is
w0 (x) = C1 + C2 x + C3 eγx + C4 e−γx (3.415)
Otherwise, for N 0 < 0, the solution would be
w0 (x) = C1 + C2 x + Cc cos(λx) + Cs sin(λx) (3.416)

p
with λ = −N 0 /EJ = −jγ.
Homework 3.15 Solve the case of N 0 < 0.
Then
w0/x = C2 + γC3 eγx − γC4 e−γx (3.417a)

2 γx 2 −γx
w0/xx = γ C3 e + γ C4 e (3.417b)
3 γx 3 −γx
w0/xxx = γ C3 e − γ C4 e (3.417c)
The boundary conditions become

EJγ 3 C3 eγℓ − C4 e−γℓ − N 0 C2 + γC3 eγℓ − γC4 e−γℓ + fℓ = 0 (3.418a)
C1 + C3 + C4 = 0 (3.418b)

EJγ C3 eγℓ + C4 e−γℓ = 0
2
(3.418c)
C2 + γC3 − γC4 = 0 (3.418d)
3-49
or
    
0 −N 0 EJγ 2 − N 0 γeγℓ − EJγ 2 − N 0 γe−γℓ 
 C1 
 
 −fℓ 

 1 0 1 1   C2   0 
  C3  =  0  (3.419)
 
 0 0 EJγ 2 eγℓ EJγ 2 e−γℓ  
    

0 1 γ −γ C4 0
which yields
   

 C1  
 1 − e2γℓ 

γ 1 + e2γℓ
  1  
C2
= fℓ (3.420)

 C3 
γℓ 2 0 0 2γℓ
γ [2e (EJγ − N ) + N (1 + e )] 
 −1 

  
e2γℓ

C4
Exercise 3.34 Static Solution of Simply-Supported Uniform Beam with Axial Prestress,
Loaded at Mid-span
TODO
Exercise 3.35 Free Vibrations of Simply Supported Beam with Axial Prestress
BC: w0 (0) = w0 (ℓ) = 0, EJy w0/xx (0) = EJy w0/xx (ℓ) = 0.

Equation:
EJy w0/xxxx − σx0 Aw0/xx + mẅ0 = 0 (3.421)
with EJy = EJy + σx0 Jy . Variable separation:
a/xxxx a/xx b̈
EJy − N0 +m =0 (3.422)
a a b
with N 0 = σx0 A. Assume b̈/b = −ω 2 ; then
EJy a/xxxx − N 0 a/xx − mω 2 a = 0 (3.423)
Assume a = eλx ; then
λ4 EJy − λ2 N 0 − mω 2 = 0 (3.424)
which yields
s 2
2 N0 N0 mω 2
λ = ± + = λ21,2 (3.425)
2EJy 2EJy EJy
with λ21 < 0 and λ22 > 0. Then

v s 
u
u N0 2
t N0 mω 2 
a(x) = Ac cos  − + + x
2EJy 2EJy EJy
v s 
u 2
u N0 N 0 2
mω 
t
+ As sin  − + + x
2EJy 2EJy EJy
s r 2
N0 N0 2
2EJy + 2EJy + mω
EJy x
+ Ap e
s r 2
N0 N0 2
− 2EJy + 2EJy + mω
EJy x
+ Am e
= Ac cos(γ1 x) + As sin(γ1 x) + Ap eλ2 x + Am e−λ2 x (3.426)
3-50
p
with γ1 = −λ21 . BC
    
1 0 1 1  Ac
 
 
 0 

eλ2 ℓ e−λ2 ℓ   As
 cos(γ1 ℓ)   
sin(γ1 ℓ) 0
  = (3.427)
 −γ12 0 λ22 λ22   Ap
 
  0 

 
−γ12 cos(γ1 ℓ) −γ12 sin(γ1 ℓ) λ22 eλ2 ℓ λ22 e−λ2 ℓ
  
Am 0
yields
det(·) = sin(γ1 ℓ) = 0 (3.428)
i.e.
v s
u 2
u
t N0 N0 mωi2 πi
− + + =
2EJy 2EJy EJy ℓ
s 2 2
N0 N0 mωi2 πi
− + + =
2EJy 2EJy EJy ℓ
2 4 2 2
N0 mωi2 πi πi N0 N0
+ = +2 +
2EJy EJy ℓ ℓ 2EJy 2EJy
4 2
mωi2 πi πi N0
= +
EJy ℓ ℓ EJy
2 r v
πi EJy uu N0
ωi = u1 + !2 (3.429)
ℓ m u πi
t EJy
ℓ
Specifically, when N 0 = −EJy (π/ℓ)2 the first (i ≡ 1) critical Euler load occurs, and the frequency
drops to zero (static instability). The impact of the prestress on the frequency reduces as i grows.
Low-frequency modes are more affected than high-frequency ones.
When prestressed wires are considered (e.g. EJy /(N 0 ℓ2 ) ≈ 0), as occurs in string musical instruments,
the frequency is
r
N0
ωi ≈ πi (3.430)
mℓ2
The corresponding wavelength is
r
N 0 2π 2ℓ
li ≈ = (3.431)
m ωi i
The first wavelength is 2ℓ, the second is ℓ, the third is (2/3)ℓ, the fourth is ℓ/2, the fifth is (2/5)ℓ, and
so on. Remember that every time a frequency doubles (or the wavelength halves), the same ‘key’ occurs,
but one octave higher. So the second wavelength corresponds to the same key one octave higher, the
third wavelength corresponds to the fifth key one octave higher, the fourth wavelength corresponds to
the same key two octaves higher, the fifth to the third key two octaves higher, and so on. These are the
natural harmonics of a string. The corresponding frequencies differ from those of the keys according to
twelve-tone equal temperament, where the ratio between two adjacent keys, k, is such that k 12 = 2 (k
= 1.05946309435930). As a consequence, for example, k 7 (a fifth) yields 1.4983 instead of the natural
value of 3/2 = 1.5 (−0.1% error), while k 4 (a third major) yields 1.2599 instead of the natural value of
5/4 = 1.25 (+0.8% error).
Exercise 3.36 Free Bending Vibrations of a Uniform Articulated Helicopter Blade
3-51
BC: w0 (0) = 0, EJy w0/xx (0) = EJy w0/xx (ℓ) = 0, EJy w0/xxx (ℓ) = 0, N 0 (x) is the result of qx =
Ω2 m(x + x0 ) (centrifugal loads; x0 is the offset of the flap hinge).
Axial force:
EAu0/xx = −qx = −Ω2 m(x + x0 ) (3.432a)

2
2 ℓ x2
EAu0/x = Ω m − + x0 ℓ − x0 x = N 0 (x) thanks to BC EAu0/x (ℓ) = 0 (3.432b)
2 2
Bending equation:

EJy w0/xxxx − N 0 (x)w0/x /x
+ mẅ0 = 0
EJy w0/xxxx − N 0 (x)w0/xx − N/x0
w0/x + mẅ0 = 0
2 2

ℓ x
EJy w0/xxxx − Ω2 m − + x0 ℓ − x0 x w0/xx + Ω2 m (x + x0 ) w0/x + mẅ0 = 0 (3.433)
2 2
Variable separation

a/xxxx ℓ2 x2 a/xx a/x b̈
EJy − Ω2 m − + x0 ℓ − x0 x + Ω2 m (x + x0 ) +m =0 (3.434)
a 2 2 a a b
Assuming b̈/b = −ω 2 , then

2
ℓ x2
EJy a/xxxx − Ω2 m − + x0 ℓ − x0 x a/xx + Ω2 m (x + x0 ) a/x − ω 2 ma = 0 (3.435)
2 2
Solving this equation is outside the scope of the present lecture.
3.4 Thermal Problems

3.4.1 Thermal Stress
Note: recall that “thermal stresses” is a misleading term; the effect of a temperature change is to
produce an attempt to change the volume (namely expand or shrink). Whenever such change in
volume is restrained, stresses are induced, in the form ∆σ = −Dα∆T . So “thermal stresses” actually
should be interpreted as “thermally induced stresses”.
Consider a temperature distribution T = T (x, y, z, t). Consider a thermal contribution to stresses

   
 σT x   βx 
σT = τT xy =− 0 T = −βT (3.436)
   
τT xz 0
that is characteristic of isotropic materials (i.e. only axial strain is induced by a temperature change).
The virtual internal work includes a term
Z Z Z
T T T
δWint T = δε σ T dV = − δq B βT dV − δq T/x N T βT dV (3.437)
V V V
But B T β ≡ 0 and
 

 β 

 

 0 

N T β = Nβ = 0 . (3.438)
 


 zβ 


 
−yβ
3-52
Assume T = Tyz (y, z)Tx (x, t); then
Z Z
T
δWint T = − δq /x Nβ Tyz dA Tx dx
ℓ A
Z ℓ Z Z
T T
= − δq Nβ Tyz dATx + δq Nβ Tyz dATx dx (3.439)
A 0 ℓ A /x
Exercise 3.37 Uniform temperature, clamped-free
Consider T = T0 ; then Tyz = 1, Tx = T0 , and

   ℓ

 Aβ 

 

 T

 0 
 

δWint T = −
δq  0 T0 
 (3.440)

 

 zT Aβ 



 
−yT Aβ 0
Assuming as usual yT = zT = 0, only the axial equation is affected. The contribution to the boundary
conditions becomes
ℓ
− [δu0 AβT0 ]0 (3.441)
The problem becomes
EAu0/xx = 0 (3.442a)
u0 (0) = 0 (3.442b)
EAu0/x (ℓ) − AβT0 = 0 (3.442c)
whose solution is
u0/xx = 0 (3.443a)
Aβ
u0/x = T0 BC: EAu0/x (ℓ) − AβT0 = 0 (3.443b)
EA
Aβ
u0 = T0 x BC: u0 (0) = 0 (3.443c)
EA
Exercise 3.38 Uniform temperature, clamped-clamped
Consider T = T0 . Same as above, but now the problem is
EAu0/xx = 0 (3.444a)
u0 (0) = 0 (3.444b)
u0 (ℓ) = 0 (3.444c)
whose solution is
u0/xx = 0 (3.445a)
Aβ N0
u0/x = T0 + (3.445b)
EA
EA
Aβ N0
u0 = T0 + x (3.445c)
EA EA
BCs imply u0 (0) = u(ℓ) = 0, thus u0 (x) = 0, which results from N0 = −AβT0 (for a positive temperature
increment, the rod is compressed).
Exercise 3.39 Section-wise Temperature Gradient, Clamped Free Beam
3-53
Consider Tyz = zT1z (t), Tx = 1; then
   ℓ

 zT Aβ 

 

 T

 0 
 

δWint T = −
 δq 0 T1z 
 (3.446)
 
 

 J yT β 



 
−JyzT β 0
Assuming as usual zT = 0 and JyzT = 0, only the bending equation about y is affected. The contribution
to the boundary conditions becomes
ℓ ℓ
− [δθy JyT βT1z ]0 = δw0/x JyT βT1z 0 (3.447)
The problem is
EJy w0/xxxx = 0 (3.448a)

w0 (0) = 0 (3.448b)
w0/x (0) = 0 (3.448c)
EJy w0/xx (ℓ) + JyT βT1z = 0 (3.448d)
EJy w0/xxx (ℓ) = 0 (3.448e)
The solution is
w0/xxxx = 0 (3.449a)
w0/xxx = 0 BC: EJy w0/xxx (ℓ) = 0 (3.449b)
JyT β
w0/xx = − T1z BC: EJy w0/xx (ℓ) + JyT βT1z = 0 (3.449c)
EJy
JyT β
w0/x =− T1z x BC: w0/x (0) = 0 (3.449d)
EJy
JyT β x2
w0 = − T1z BC: w0 (0) = 0 (3.449e)
EJy 2
Exercise 3.40 Spanwise Temperature Gradient, Clamped-Free Beam
Consider Tyz = 1, Tx = T0x (t) + xT1x (t) + x2 T2x (t); then, assuming as usual yT = zT = 0,
Z
ℓ
δWint T = − [δu0 AβTx ]0 + δu0 (AβTx )/x dx (3.450)
ℓ
The problem becomes
EAu0/xx − AβTx/x = 0 (3.451a)

u0 (0) = 0 (3.451b)
EAu0/x (ℓ) − AβTx (ℓ) = 0 (3.451c)
The solution is
Aβ
u0/xx = (T1x + 2xT2x ) (3.452a)
EA
Aβ
u0/x = T0x + xT1x + x2 T2x BC: EAu0/x (ℓ) − u0 AβTx (ℓ) = 0 (3.452b)
EA
Aβ x2 x3
u0 = xT0x + T1x + T2x BC: u0 (0) = 0 (3.452c)
EA 2 3
Exercise 3.41 Spanwise Temperature Gradient, Clamped-Clamped Beam
3-54
Consider Tyz = 1, Tx = T0x (t) + xT1x (t) + x2 T2x (t); same as before, but now the problem becomes
EAu0/xx − AβTx/x = 0 (3.453a)

u0 (0) = 0 (3.453b)
u0 (ℓ) = 0 (3.453c)
The solution is
Aβ
u0/xx = (T1x + 2xT2x ) (3.454a)
EA
Aβ
u0/x = xT1x + x2 T2x + c (3.454b)
EA
Aβ x2 x3
u0 = T1x + T2x + cx (since u0 (0) = 0) (3.454c)
EA 2 3
BC u0 (ℓ) = 0 implies

Aβ ℓ ℓ2
c=− T1x + T2x (3.455)
EA 2 3
i.e.

Aβ x2 x3 Aβ ℓ ℓ2
u0 (x) = T1x + T2x − T1x + T2x x
EA 2 3 EA 2 3
!
Aβ x (x − ℓ) x x 2 − ℓ2
= T1x + T2x (3.456)
EA 2 3
and
N (x) = EAu0/x − AβTx

2
ℓ ℓ2
= Aβ xT1x + x T2x − Aβ − Aβ T0x + T1x x + T2x x2
T1x + T2x
2 3

ℓ ℓ2
= −Aβ T1x + T2x − AβT0x
2 3

ℓ ℓ2
= −Aβ T0x + T1x + T2x [= −AβTxaverage !] (3.457)
2 3
3.4.2 Heat Problem

Internal work
Z
δWint = δT ρCv Ṫ dV (3.458)
V
External work
Z Z Z
δWext = δT ρR dV + Grad(δT )T Q dV + δT QTS N dS (3.459)
V V ∂V
3.4.3 Spanwise Heat Problem

Assume T (x, y, z, t) = T (x, t); then
   
 T/x   1 
Grad(T ) = 0 = 0 T (3.460)
    /x
0 0
3-55
and Q = {1; 0; 0}T Q. Thus
Z Z Z
δWint = δT ρCv dA Ṫ dx = δT AρCv Ṫ dx (3.461)
ℓ A ℓ
and
Z ZZ Z Z ℓ
δWext = δT
ρR dA dx + δT/x Q dA dx − δT QS dA
Zℓ A
Z ℓ A A 0
ℓ
= δT AρR dx + δT AKT/x /x dx − δT AQS + AKT/x 0 (3.462)
ℓ ℓ
assuming Q = −KT/x . The problem is

AρCv Ṫ − AKT/x /x = AρR (3.463a)

δT (0) AQ0 + AKT/x (0) = 0 (3.463b)

δT (ℓ) AQℓ + AKT/x (ℓ) = 0 (3.463c)
Exercise 3.42 Heat Balance, Imposed Temperature-Imposed Heat Flow at Ends
Consider T (0, t) = T0 , AQ(ℓ, t) = AQℓ . Problem:

AKT/x /x = 0 (3.464a)
T (0) = T0 (3.464b)
−AKT/x (ℓ) = AQℓ (3.464c)
Solution:

AKT/x /x
=0 (3.465a)
Z x
AKT/x (x) = AKT/x (ℓ) + 0 dξ = −AQℓ BC: −AKT/x (ℓ) = AQℓ (3.465b)
Z x ℓ
Qℓ
T (x) = T (0) + T/x (ξ) dξ = T0 − x BC: T (0) = T0 (3.465c)
0 K
Final temperature: T (ℓ) = T0 − Qℓ ℓ/K, i.e. the heat flow is positive from 0 to ℓ, as T (0) > T (ℓ).
Exercise 3.43 Heat Balance, Imposed Temperature at Ends
Consider T (0, t) = T0 , T (ℓ, t) = Tℓ . Problem:

AKT/x /x = 0 (3.466a)
T (0) = T0 (3.466b)
T (ℓ) = Tℓ (3.466c)
Solution:

AKT/x /x
=0 (3.467a)
Z x
AKT/x (x) = AKT/x (0) + 0 dξ = AKT/x (0) (3.467b)
0
Z x
T (x) = T (0) + T/x (ξ) dξ = T0 + T/x (0)x (3.467c)
0
Then T/x (0) = (Tℓ − T0 )/ℓ, and thus

T0 − Tℓ x x
T (x) = T0 − x= 1− T0 + Tℓ (3.468)
ℓ ℓ ℓ
and Q0 = −KT/x (0) = K(T0 − Tℓ )/ℓ.
3-56
Exercise 3.44 Thermal Eigensolutions
Consider T (0, t) = 0, AQ(ℓ, t) = 0; the heat balance equation is
AρCv Ṫ − AKT/xx = 0 (3.469)

T (0, t) = 0 (3.470)
−AKT/x (ℓ, t) = 0 (3.471)
Assume a solution T (x, t) = Zeαx+st , with s, the Laplace variable, a generic complex number, s = σ +jω.
Then

sAρCv − α2 AK T = 0; (3.472)
6 0,
for arbitrary T =
r
sρCv
α=± (3.473)
K
Then
√ √
T (x, t) = Zp e sρCv /Kx + Zm e− sρCv /Kx est (3.474)
The first BC yields
T (0, t) = (Zp + Zm ) est = 0 → Zm = −Zp (3.475)
The heat flow is then

r
sρCv √sρCv /Kx √
−AKT/x (x, t) = −AK e + e− sρCv /Kx Zp est
K
r r !
sρCv sρCv
= −2AK cosh x Zp est (3.476)
K K
The second BC yields

r r !
sρCv sρCv
−AKT/x (ℓ, t) = −2AK cosh ℓ Zp est = 0 (3.477)
K K
The hyperbolic cosine only vanishes when the argument is imaginary and equal to (2n − 1)π/2, i.e.
r
sn ρCv π
ℓ = j(2n − 1) (3.478)
K 2
Consider now the square of both sides,
sn ρCv 2 π 2
ℓ = −(2n − 1)2 (3.479)
K 2
thus
π 2 K
sn = −(2n − 1)2 <0 (3.480)
2 ρCv ℓ2
i.e. the coefficient that multiplies the time in the exponential solution must be real negative, and
π1
αn = ±j(2n − 1) (3.481)
2ℓ
The solution is thus
Z π x
n
Tn (x) = ej(2n−1)(π/2)(x/ℓ) − e−j(2n−1)(π/2)(x/ℓ) = sin (2n − 1) Zn (3.482)
2j 2ℓ
3-57
Exercise 3.45 Heat Transient for Prescribed Heat Flow
Consider T (0, t) = T0 , AQ(ℓ, t) = AQℓ step(t). Problem:
AρCv Ṫ − AKT/xx = 0 (3.483a)

T (0, t) = T0 (3.483b)
−AKT/x (ℓ, t) = AQℓ step(t) (3.483c)
Assume T (x, t) = a(x)b(t); then
ḃ a/xx
AρCv − AK =0 (3.484)
b a
Assume ḃ/b = −σ, with σ > 0; then
σρCv
a/xx + a=0 (3.485)
K
then, for a = eλx ,
σρCv
λ2 = − (3.486)
K
and thus
r
σρCv
λ = ±i = ±iγ (3.487)
K
and
a(x) = Ac cos(γx) + As sin(γx) (3.488)
Because T (0, t) = 0, Ac = 0; then, considering Qℓ = 0, since −AKT/x = 0,
−AKa/x (ℓ) = −AKγ cos(γℓ) = 0 (3.489)
i.e.
π
γn ℓ = (2n − 1) (3.490)
2
and thus
K π 2
σn = (2n − 1) (3.491)
ρCv ℓ2 2
Normalize modes for unit internal energy:
Z
AρCv A2si sin2 (γn x) dx = 1 (3.492)
ℓ
implies
r
2
Asi = (3.493)
AℓρCv
The generalized flow is
s
2A
Qn = (−1)n−1 Qℓ step(t) (3.494)
ℓρCv
3-58
The equations of motion are
s
K π 2 2A
q̇n + (2n − 1) qn = (−1)n−1 Qℓ step(t) (3.495)
ρCv ℓ2 2 ℓρCv
The time-dependent solution is

s s
−σn t 1 2A n−1 1 2A
qn (t) = Ce + (−1) Qℓ = (−1)n−1 Qℓ 1 − e−σn t (3.496)
σn ℓρCv σn ℓρCv
for t > 0, resulting from the initial condition q(0+ ) = 0. Thus the complete solution is
r ! s
∞ r
X 2 σn ρCv 1 2A
T (x, t) = sin x (−1)n−1 Qℓ 1 − e−σn t
n=0
AℓρCv K σn ℓρCv
∞
2ℓQℓ X (−1)n−1 π x 2
1 − e ρCv ℓ2 ( 2
− K π
(2n−1)) t
= !2 sin (2n − 1) (3.497)
K n=0 π 2 ℓ
(2n − 1)
2
Homework 3.16 Compute the heat flow for x = ℓ from the result of Eq. (3.497).
Homework 3.17 Compute the heat flow Q(x, t) from the result of Eq. (3.497) using direct recovery and
the thermal equivalent of “acceleration modes”.
Exercise 3.46 Heat Transient for Prescribed Temperature
Consider T (0, t) = T0 , T (ℓ, t) = T0 + Tℓ step(t).

The solution for t → +∞ is linear, as computed earlier in Eq. (3.468), i.e.
x
T (x, +∞) = T0 + (Tℓ − T0 ) (3.498)
ℓ
During the transient, the temperature thus corresponds to the asymptotic value plus the contribution of
all eigensolutions, namely
+∞
!
x X x σn t
T (x, t) = T0 + (Tℓ − T0 ) + sin nπ e θn (3.499)
ℓ n=1 ℓ
with σn < 0.
Homework 3.18 Compute eigensolution for prescribed temperature at both ends.
The value of the constants θn is determined by imposing the initial condition T (x, 0+ ) = T0 (or, to
be precise, T (x, 0+ ) = T0 + Tℓ step(x − ℓ)), i.e.
+∞
!
+ x X x σn 0
T (x, 0 ) = T0 + (Tℓ − T0 ) + sin nπ e θ n = T0 (3.500)
ℓ n=1 ℓ |{z}
=1
Such values are computed by “minimizing” the “error” function

+∞
!
x X x
e(x) = (Tℓ − T0 ) + sin nπ θn (3.501)
ℓ n=1 ℓ
3-59
in a least-squares sense, namely
Z ℓ
min e2 (x) dx (3.502)
θn 0
which yields
!
Rℓ x x
0
sin nπ (Tℓ − T0 ) dx
ℓ ℓ 2
θn = ! = (−1)n (Tℓ − T0 ) (3.503)
Rℓ 2 x nπ
0
sin nπ dx
ℓ
and thus
+∞
! !
x 2X1 n x σn t
T (x, t) = T0 + (Tℓ − T0 ) + (−1) sin nπ e (3.504)
ℓ π n=1 n ℓ
which for t → 0+ is proportional to step(x − ℓ).

The corresponding spanwise heat flow is
+∞
! !
Tℓ − T0 X x
Q(x, t) = −kT/x (x, t) = −k 1+2 (−1)n cos nπ e σn t (3.505)
ℓ n=1
ℓ
which for t → 0+ is proportional to δ(x − ℓ).

Exercise 3.47 Thermoelasticity of Rod [From the September 3, 2013 exam]
Consider a rod of length ℓ, clamped at both ends A and B, with thermal capacity c, thermal conductivity
k, Young’s modulus E, density ρ, thermal expansion coefficient α, section area A.
The initial temperature is T (x, 0) = 0; the temperature in B is TB (t) = 0; a heat flow QA (t) =
Q0 step(t) is prescribed in A.
11
00 00
11
00
11 c, k, E, ρ, α, A B 11
00
00
11A 00
11
QA 00
11 00
11
00
11 x 11
00
00
11 00
11
00
11 00
11
00
11 00
11
00
11 00
11
00
11 ℓ 00
11
00
11 00
11
00
11 00
11
a. compute the temperature T = T (x, t) during the thermal transient;
b. compute the axial stress σ = σ(x, t) during the thermal transient;
c. assuming the presence of structural damping, compute the axial stress limt→∞ σ(x, t) after the
transient faded away.
i) Thermal Problem. VWP:

Z ℓ
δWint = δT T AρcṪ dx (3.506)
0
Z ℓ
T
δWext = − δT/x AkT/x dx + δT (0)T AQA (3.507)
0
Integration by parts of the thermal conduction contribution to δWext :
Z ℓ Z ℓ
T
ℓ
δT/x AkT/x dx = δT T AkT/x 0 − δT T AkT/xx dx (3.508)
0 0
i.e., since δWint = δWext ,
−AkT/xx + AρcṪ = 0 (3.509)
−AkT/x (0, t) = AQA B.C.: prescribed heat flow in A (3.510)
T (ℓ, t) = 0 B.C.: prescribed temperature in B (3.511)
3-60
ii) Thermal Eigenproblem. Modal approach: for QA = 0, compute eigenvalues and eigenfunctions
∞
X
T (x, t) = qn eλn t+γn x (3.512)
n=0
Equilibrium:
−kγ 2 + ρcλ = 0 (3.513)
With λ < 0 (for asymptotic stability),

ρc
γ2 = λ<0 (3.514)
k
p
i.e. γ = ±i −λρc/k = ±iµ and
∞
X
T (x, t) = eλt (qnc cos(µn x) + qns sin(µn x)) (3.515)
n=0
p
µn = −λn ρc/k.
kT/x (0, t) = 0 → µn (−qnc sin(µn 0) + qns cos(µn 0)) = µn qns = 0 → qns = 0 (3.516)
i.e.
∞
X
T (x, t) = eλt qn cos(µn x) (3.517)
n=0
Then
2 2
1 π k 1 π
T (ℓ, t) = 0 → cos(µn ℓ) = 0 → µn = +n → λn = − +n (3.518)
2 ℓ ρc 2 ℓ2
P∞
iii) Thermal Response Problem. Back to VWP, with T (x, t) = n=0 cos(µn x)qn (t) = N (x)q(t):
Z ℓ
δWext = δq T N T/x AkN /x dx q = δq T Kq (3.519)
0
Z ℓ
δWint = −δq T
N T AρcN dx q̇ + δq T N T (0)AQA (t) = δq T (−Cq̇ + Q) (3.520)
0
Since N are eigenfunctions, the above matrices are diagonal:

Z ℓ 2 2
1 π 1 x 1 π ℓ
knn = Ak +n sin2 +n π dx = Ak +n (3.521)
0 2 ℓ 2 ℓ 2 ℓ 2
Z ℓ
1 x ℓ
cnn = Aρc cos2 +n π dx = Aρc (3.522)
0 2 ℓ 2
Qn = AQA (3.523)
The generic equation is
cnn q̇n + knn qn = Qn (3.524)
For Qn = AQA = AQ0 step(t) the response is

Q0
qn = 1 − eλn t (3.525)
knn
3-61
The temperature distribution is thus
∞
X 1 x Q0 2 π2
1 − e− ρc ( 2 +n)
k 1
t
T (x, t) = cos +n π !2 ℓ2 (3.526)
n=0
2 ℓ 1 π2 ℓ
k +n
2 ℓ2 2
After the transient is over (i.e. for t ≫ −1/λ0 ),

∞
X 1 x Q0 Q0 x
lim T (x, t) = cos +n π !2 ≡ 1− (3.527)
t→∞
n=0
2 ℓ 1 π2 ℓ k/ℓ ℓ
k +n
2 ℓ2 2
since
∞
X 1 π2
!2 = (3.528)
n=0 1 2
+n
2
TODO: re-compute temperature using “modes acceleration.”
iv) Structural Problem. The thermal problem acts as a forcing term for the structural problem.
The axial stress is σ(x, t) = E(ε(x, t) − αT (x, t)). The strain is ε = u/x ; according to the VWP,
Z
δWint = δεT σ dV
V
Z ℓ
= δεT EA (ε − αT ) dx
0
Z ℓ
= δuT/x EA u/x − αT dx
0
Z ℓ
ℓ
= δuT/x EA u/x − αT − δuT EA u/xx − αT/x dx (3.529)
0 0
Z
T
δWext =− δu ρü dV
V
Z ℓ
=− δuT mü dx (3.530)
0
thus, since δWint = δWext ,
−EAu/xx + mü = −EAαT/x (3.531)

u(0, t) = 0 B.C.: clamp in A (3.532)
u(ℓ, t) = 0 B.C.: clamp in B (3.533)
v) Structural Eigenproblem. Consider the homogeneous problem (i.e. T/x = 0); then
u(x, t) = U ejωt+ηx (3.534)
Equilibrium
−EAη 2 − mω 2 = 0 (3.535)
3-62
i.e.
r
m
η = ±iω = ±iζ (3.536)
EA
p
with ζ = ω m/EA. Then
∞
X
u(x, t) = e±jωn t (Unc cos(ζn x) + Uns sin(ζn x)) (3.537)
n=0
B.C.:
u(0, t) = 0 → Unc cos(0) + Uns sin(0) = 0 → Unc = 0 (3.538)
i.e.
∞
X
u(x, t) = e±jωn t Uns sin(ζn x) (3.539)
n=0
Then
r
π π EA
u(ℓ, t) = 0 → sin(ζn ℓ) = 0 → ζn = n → ωn = n (3.540)
ℓ ℓ m
P∞
vi) Structural Response Problem. Back to VWP, with u(x, t) = n=0 sin(ζn x)qsn (t) = N s (x)q s (t):
Z ℓ Z ℓ
δWint = δq Ts N Ts/x EAN s/x dx q s − δq Ts N Ts/x EAαT dx = δq Ts (Ks q s − β) (3.541)
0 0
Z ℓ
δWext = −δq Ts N Ts mN s dx q̈ s = −δq Ts Ms q̈ s (3.542)
0
Since N s are eigenfunctions, the above matrices are diagonal:

Z ℓ π 2 x π 2 ℓ
ksn = EA n cos2 nπ dx = EA n (3.543)
0 ℓ ℓ ℓ 2
Z ℓ x ℓ
ms n = m sin2 nπ dx = m (3.544)
0 ℓ 2
Z ℓ x
π
βn = EAαn cos nπ T (x, t) dx (3.545)
0 ℓ ℓ
P∞
Note that, since T (x, t) = j=0 cos((1/2 + j)πx/ℓ)qj , then
Z ℓ x X ∞
π 1 x
βn = EAαn cos nπ cos +j π qj dx
0 ℓ ℓ j=0 2 ℓ
∞
π X (−1)j−n
= EAαn qj
ℓ j=0 1 + 2(j − n)
∞
π X (−1)j−n Q0
= EAαn ! !2 1 − eλj t (3.546)
ℓ j=0 1 + 2(j − n) 1 π ℓ
k +j
2 ℓ 2
i.e.
∞
X
βn = βnref − βnj eλj t (3.547)
j=0
3-63
with
EA Q0 4n (−1)j−n
βnj = α (3.548)
ℓ k/ℓ π (1 + 2(j − n)) (1 + 2j)
∞
X
βnref = βnj (3.549)
j=0
In the end, we need to solve a set of ∞2 differential equations of the type
msn q̈snj + ksn qsnj = βnj eλj t (3.550)
and a set of ∞ algebraic equations
ksn qsnref = βnref (3.551)
such that the response is

∞
X
qsn (t) = qsnref − qsnj (3.552)
j=0
The solution of the algebraic equation that yields the static response is (trivially)
βnref
qsnref = (3.553)
ksn
The differential equations can be solved, for example, in terms of convolution of the impulse response
with the input.
The stresses at this stage are

σ(x, t) = E u/x (x, t) − αT (x, t)
 
∞
X ∞
X
=E ζn cos(ζn x)qsn (t) − α cos(µj x)qj (t) (3.554)
n=0 j=0
vii) Static solution. When the transient vanishes, because of structural damping not considered so
Q0
far, a static problem arises. In that case, as shown earlier, T (x) = k/ℓ (1 − x/ℓ). The static equilibrium
yields

−EA u/xx − αT/x = 0 (3.555)
i.e., by integrating twice in space, and noticing that T/x = −Q0 /k,
Q0
u/x + α x + d1 = 0 (3.556)
k
Q0 x 2
u+α + d1 x + d2 = 0 (3.557)
k 2
Considering the structural boundary conditions,
u(0) + d2 = 0 → d2 = 0 B.C.: u(0) = 0 (3.558)

2
Q0 ℓ Q0 ℓ
u(ℓ) + α + d1 ℓ = 0 → d1 = −α B.C.: u(ℓ) = 0 (3.559)
k 2 k 2
thus
α Q0
u(x) = x (ℓ − x) . (3.560)
2 k
3-64
The axial stress is thus

σ(x) = E u/x − αT

Q0 ℓ Q0 Q0
=E α −α x−α (ℓ − x)
k 2 k k
Q0 ℓ
= −Eα (3.561)
k 2
Notice that the stress does not depend on x; this is consistent with the expectation that any chunk of
the rod must be in equilibrium; since no external loads are applied, the internal force, N = Aσ, must
be constant spanwise. Moreover, the stress is negative; in fact, the rod is heated, thus tries to expand;
however, its expansion is prevented by the constraints at the ends.
TODO: approximate static solution with dynamic thermal stresses.
3.5 Approximation Techniques

3.5.1 Finite Element Approximation
Torsion
Consider

1−ξ 1+ξ 1−ξ 1+ξ θa
θ(x) = θ(ξ) = θa + θb = (3.562)
2 2 2 2 θb
with
2x − (xb + xa )
ξ= , (3.563)
xb − xa
x ∈ [xa , xb ], and

1 1 1 θa
θ/x = θ/ξ ξ/x = (θb − θa ) = − (3.564)
xb − xa xb − xa xb − xa θb
with ξ/x = 2/(xb − xa ) = 2/ℓ, ℓ = xb − xa .
Internal work contribution:
Z ℓ
δWint = δθ/x GJθ/x dx
0
T Z 1
δθa GJ −1 ℓ θa
= −1 1 dξ
δθb −1 ℓ 2 1 2 θb
T
δθa GJ 1 −1 θa
= (3.565)
δθb ℓ −1 1 θb
External work contribution:
Z ℓ
δWext = − δθI θ̈ dx
0
 
T Z1−ξ
1
δθa  2  1−ξ 1+ξ ℓ θ̈a
=−  I dξ
δθb −1 1+ξ 2 2 2 θ̈b
2
 
T 1 1
δθa  θ̈a
Iℓ  3 6 

= (3.566)
δθb 1 1 θ̈b
6 3
3-65
Clamped-Free, One Element
BC: θ(0) = 0, GJθ/x (ℓ) = 0 implies δθ0 = 0, thus
Iℓ GJ
θ̈1 + θ1 = 0 (3.567)
3 ℓ
i.e.
r
√ GJ
ω= 3 (3.568)
Iℓ2
with a 10.3% error with respect to the exact solution for the first mode.
Clamped-Free, Two Elements


ℓ 2/3 1/6 θ̈1 GJ 2 −1 θ1
I + (3.569)
2 1/6 1/3 θ̈2 ℓ/2 −1 1 θ2
i.e.
r r
24 √ GJ
ω1|2 = 5±3 2 (3.570)
7 Iℓ2
with a 2.6% error with respect to the exact solution for the first mode, and a 10.5% error with respect
to the exact solution for the second mode.
Clamped-Free, Three Elements

     
ℓ
2/3 1/6 0  θ̈1  GJ 2 −1 0  θ1 
I 1/6 2/3 1/6  θ̈ +  −1 2 −1  θ2 (3.571)
3  2  ℓ/3  
0 1/6 1/3 θ̈3 0 −1 1 θ3
i.e.
(r )r
54 √ √ GJ
ω1|2|3 = 11 ± 6 3 , 3 3 (3.572)
13 Iℓ2
with a 1.1% error with respect to the exact solution for the first mode, and a 10.2% error with respect
to the exact solution for the second mode, and a 20.0% error with respect to the exact solution for the
third mode.
3.5.2 Ritz-Like Approximation

Torsion for End-Applied Load Shape
Consider the static solution for end-applied load,
GJθ/xx = 0 (3.573a)
GJθ/x = Mℓ BC: GJθ/x (ℓ) = Mℓ (3.573b)
Mℓ
θ(x) = x BC: θ(0) = 0 (3.573c)
GJ
Rescale it accordingly: shape θ1 (x)
x
θ1 (x) = q1 (3.574)
ℓ
3-66
Internal work:
Z ℓ
0
Z ℓ
GJ
= δq1 dx q1
0 ℓ2
GJ
= δq1 q1 (3.575)
ℓ
External work:
Z ℓ
0
Z ℓ
I
= −δq1 x2 dx q̈1
0 ℓ2
Iℓ
= −δq1 q̈1 (3.576)
3
i.e. exactly the same equation as in the FEM case with one element.
Torsion for End- and Mid-Applied Load Shapes
Consider the static solution for midspan-applied load,
GJθ/xx = −Mℓ/2 δ(x − ℓ/2) (3.577a)

GJθ/x = Mℓ/2 (1 − step(x − ℓ/2)) BC: GJθ/x (ℓ) = 0 (3.577b)
Mℓ/2
θ(x) = (x − (x − ℓ/2)step(x − ℓ/2)) BC: θ(0) = 0 (3.577c)
GJ
Rescale it accordingly: shape θ2 (x)

x x 1 x 1
θ2 (x) = 2 − − step − q2 (3.578)
ℓ ℓ 2 ℓ 2
and
θ(x) = θ1 (x) + θ2 (x) (3.579)
Internal work:
Z ℓ
0
T Z ℓ
δq1 1/ℓ q1
= GJ 1/ℓ 2(1 − step(x/ℓ − 1/2)) dx
0δq2 2(1 − step(x/ℓ − 1/2)) q2
T Z ℓ/2
δq1 1/ℓ
= GJ 1/ℓ 2/ℓ dx
δq2 0 2/ℓ
Z ℓ !
1/ℓ q1
+ GJ 1/ℓ 0 dx
ℓ/2 0 q2
T
δq1 GJ 1 1 q1
= (3.580)
δq2 ℓ 1 2 q2
3-67
Mℓ
w(x, t)
q1 (t)
p(x, t) EJ
m
MC (t)
M0
FC (t)
1111111
0000000
q0 (t)
External work:
Z ℓ
0
T Z ℓ

δq1 x/ℓ q̈1
=− I x/ℓ N2 (x) dx
δq2 0 N2 (x) q̈2
T Z ℓ/2
δq1 x/ℓ
= I x/ℓ 2x/ℓ dx
δq2 0 2x/ℓ
Z ℓ !
x/ℓ q̈1
+ I x/ℓ 1 dx
ℓ/2 1 q̈2
T
δq1 1/3 11/24 q̈1
= Iℓ (3.581)
δq2 11/24 2/3 q̈2
This yields exactly the same eigenvalues as in the FEM case with two elements.
Homework 3.19 Why?
Homework 3.20 Try with solution for lumped, uniform, linear and parabolic load?
3.6 Exercises
3.6.1 Deformable Inverted Pendulum
Straight beam (EJ, m) of length ℓ, in vertical position, connected to a horizontal line by a roller in
x = 0; w(x, t) is the transverse displacement; M0 and Mℓ are masses respectively lumped at x = 0 and
x = ℓ; FC (t) and MC (t) are control forces and moments applied in x = 0; p(x, t) is a distributed lateral
force; g is the gravity acceleration.
VWP:
Z ℓ Z ℓ
T T
δw/xx (x, t)EJ(x)w/xx (x, t) dx + δw/x (x, t)N (x)w/x (x, t) dx
0 0
Z ℓ
=− δwT (x, t)m(x)ẅ(x, t) dx − δwT (0, t)M0 ẅ(0, t) − δwT (ℓ, t)Mℓ ẅ(ℓ, t)
0
Z ℓ
+ δwT (x, t)p(x, t) dx + δwT (0, t)FC (t) + δw/x
T
(0, t)MC (t) (3.582)
0
3-68
The axial equilibrium in the reference configuration w(x, t) ≡ 0 is
N/x (x) = mg (3.583)
with boundary condition N (ℓ) = −Mℓ g, which yields
Z ℓ Z ℓ
N/x (x) dx = mg dx (3.584)
x x
and thus
Z ℓ Z ℓ
N (x) = N (ℓ) − mg dx = −Mℓ g − mg dx. (3.585)
x x
When m/x = 0
N (x) = −Mℓ g − mg(ℓ − x) (3.586)
Express the transverse displacement as
P
X
w(x) = q0 (t) + xq1 (t) + φi (x)qi (t) = q0 (t) + xq1 (t) + φ(x)q(t) (3.587)
i=2
where q0 is the rigid lateral displacement and q1 is the rigid rotation about x = 0, while qi is a generic
coordinate associated with a deformation shape φi (x), under the assumption that φi (0) = 0 and φi/x (0) =
0; for example, φi (x) = xi , i = 2, 3, . . . , P .
Kinematics:
w(x, t) = q0 (t) + xq1 (t) + φ(x)q(t) (3.588a)
ẅ(x, t) = q̈0 (t) + xq̈1 (t) + φ(x)q̈(t) (3.588b)
w/x (x, t) = q1 (t) + φ/x (x)q(t) (3.588c)
w/xx (x, t) = φ/xx (x)q(t) (3.588d)
δw(x, t) = δq0 (t) + xδq1 (t) + φ(x)δq(t) (3.588e)
δw/x (x, t) = δq1 (t) + φ/x (x)δq(t) (3.588f)
δw/xx (x, t) = φ/xx (x)δq(t) (3.588g)
VWP becomes
Z ℓ
T
δq (t) φT/xx (x)EJφ/xx (x) dx q(t)
0
Z ℓ
+ δq1 (t) + δq T (t)φT/x (x) N (x) q1 (t) + q(t)φ/x (x) dx
0
Z ℓ
=− δq0 (t) + xδq1 (t) + δq T (t)φT (x) m (q̈0 (t) + xq̈1 (t) + φ(x)q̈(t)) dx
0

− δq0 (t)M0 q̈0 (t) − δq0 (t) + ℓδq1 (t) + δq T (t)φT (ℓ) Mℓ (q̈0 (t) + ℓq̈1 (t) + φ(ℓ)q̈(t))
+ δq0 (t)FC (t) + δq1 (t)MC (t)
Z ℓ
+ δq0 (t) + xδq1 (t) + δq T (t)φT (x) p(x, t) dx (3.589)
0
Collect terms in δq0 (t):

Z ℓ Z ℓ Z ℓ
0=− m dx q̈0 (t) − mx dx q̈1 (t) − mφ(x) dx q̈(t)
0 0 0
Z ℓ
− M0 q̈0 (t) − Mℓ (q̈0 (t) + ℓq̈1 (t) + φ(ℓ)q̈(t)) + FC (t) + p(x, t) dx (3.590)
0
3-69
Collect terms in δq1 (t):
Z ℓ Z ℓ
N (x) dx q1 (t) + N (x)φ(x) dx q(t)
0 0
Z ℓ Z ℓ Z ℓ
=− mx dx q̈0 (t) − mx2 dx q̈1 (t) − mxφ(x) dx q̈(t)
0 0 0
Z ℓ
2
− Mℓ ℓq̈0 (t) − Mℓ ℓ q̈1 (t) − Mℓ ℓφ(ℓ)q̈(t) + MC (t) + xp(x, t) dx (3.591)
0
Collect terms in δq T (t):
Z ℓ
φT/xx (x)EJφ/xx dx q(t)
0
Z ℓ Z ℓ
+ φT/x (x)N (x) dx q1 (t) + φT/x (x)N (x)φ/x dx q(t)
0 0
Z ℓ Z ℓ Z ℓ
=− φT (x)m dx q̈0 (t) − φT (x)mx dx q̈1 (t) − φT (x)mφ(x) dx q̈(t)
0 0 0
Z ℓ
− φT (ℓ)Mℓ q̈0 (t) − φT (ℓ)Mℓ ℓq̈1 (t) − φT (ℓ)Mℓ φ(ℓ)q̈(t) + φT (x)p(x, t) dx (3.592)
0
i.e.
 Rℓ Rℓ  Rℓ 
0
m dx + M0 + Mℓ mx dx + Mℓ ℓ
mφ(x) dx + Mℓ φ(ℓ)  q̈0 (t) 
 R ℓ0 2  R ℓ0
 0
mx dx + Mℓ ℓ2 dx + Mℓ ℓφ(ℓ)  q̈1 (t)
0
mxφ(x)
Rℓ  
sym. T
φ (x)mφ(x) dx + φ (ℓ)Mℓ φ(ℓ) T q̈(t)
0
  
0 0 0  q0 (t) 
 Rℓ Rℓ 
+ 0
N (x) dx 0
N (x)φ/x (x) dx  q1 (t)
Rℓ T Rℓ T  
sym. φ/xx (x)EJφ /xx (x) dx + φ/x (x)N (x)φ /x (x) dx q(t)
0 0
   Rℓ 
1 0   0
p(x, t) dx 

FC (t) Rℓ
= 0 1  + xp(x, t) dx (3.593)
MC (t) 
 Rℓ T
0 
0 0 φ (x)p(x, t) dx

0
In case of uniform properties
 
mℓ2 Rℓ
 mℓ + M 0 + M ℓ + M ℓ ℓ m 0
φ(x) dx + M ℓ φ(ℓ)  
  q̈0 (t) 
 23 
 mℓ Rℓ
  q̈1 (t) 

 + Mℓ ℓ 2 m 0 xφ(x) dx + Mℓ ℓφ(ℓ)
 3 Rℓ T
 q̈(t)
sym. m 0 φ (x)φ(x) dx + φT (ℓ)Mℓ φ(ℓ)
 
0 0 0  
 mgℓ 2 R   q0 (t) 
ℓ
+ − − Mℓ gℓ −g 0 (m(ℓ − x) + Mℓ ) φ/x (x) dx   q1 (t) 

 2 Rℓ T Rℓ T q(t)
sym. EJ 0 φ/xx (x)φ/xx (x) dx − g 0 φ/x (x) (m(ℓ − x) + Mℓ ) φ/x (x) dx
   Rℓ 
1 0   0
p(x, t) dx 

FC (t) Rℓ
= 0 1
  + xp(x, t) dx (3.594)
MC (t) 
 Rℓ T
0 
0 0 φ (x)p(x, t) dx

0
3-70
In case of rigid beam, q(t) ≡ 0; then
 
mℓ2  
mℓ + M + M + M ℓ 0 0
 0 ℓ
23
ℓ  q̈0 (t)  q0 (t)
  + mgℓ2
mℓ q̈1 (t) 0 − − Mℓ gℓ q1 (t)
sym. + Mℓ ℓ 2 2
3
( Rℓ )
1 0 FC (t) p(x, t) dx
= + R ℓ0 (3.595)
0 1 MC (t) xp(x, t) dx
0
In case φi (x) = xi :
Z ℓ Z ℓ
mℓi+1
m φi (x) dx + Mℓ φi (ℓ) = m xi dx + Mℓ ℓi = + Mℓ ℓ i (3.596a)
0 0 i+1
Z ℓ Z ℓ
m xφi (x) dx + Mℓ ℓφi (ℓ) = m xi+1 dx + Mℓ ℓℓi
0 0
i+2
mℓ
+ Mℓ ℓi+1
= (3.596b)
i+2
Z ℓ Z ℓ
m φj (x)φi (x) dx + Mℓ φj (ℓ)φi (ℓ) = m xj xi dx + Mℓ ℓj ℓi
0 0
mℓi+j+1
= + Mℓ ℓi+j (3.596c)
i+j+1
Z ℓ Z ℓ
−g (m(ℓ − x) + Mℓ ) φi/x (x) dx = −g (m(ℓ − x) + Mℓ ) ixi−1 dx
0 0
ℓi+1
= −mg − Mℓ gℓi (3.596d)
i+1
Z ℓ Z ℓ
−g φj/x (x) (m(ℓ − x) + Mℓ ) φi/x (x) dx = −g jxj−1 (m(ℓ − x) + Mℓ ) ixi−1 dx
0 0
ijℓi+j ijℓi+j−1
= −mg − Mℓ g (3.596e)
(i + j)(i + j − 1) i+j−1
Z ℓ Z ℓ
EJ φj/xx (x)φi/xx (x) dx = EJ j(j − 1)xj−2 i(i − 1)xi−2 dx
0 0
i(i − 1)j(j − 1)ℓi+j−3
= EJ (3.596f)
i+j−3
For example, with P = 2, i.e. with just one deformable mode,
 
mℓ2 mℓ3 2
mℓ + M 0 + M ℓ + M ℓ ℓ + M ℓ ℓ  

 23 34   q̈0 
 mℓ mℓ 
 + Mℓ ℓ 2 + Mℓ ℓ 3  q̈1
 3 4 
q̈ 2

 mℓ5 
sym. + Mℓ ℓ 4
5
 
0 0 0  
2 3   q0 
 mgℓ mgℓ 2
+
 − − Mℓ gℓ − − Mℓ gℓ 
q1
 2 3 4 3 


mgℓ 4Mℓ gℓ q2
sym. 4EJℓ − −
 Rℓ 3 3
 
1 0   R0 p(x, t) dx 

FC (t) ℓ
= 0 1  + xp(x, t) dx (3.597)
MC (t) 
 Rℓ 2
0 
0 0 x p(x, t) dx

0
3-71
3-72
Chapter 4
Specialization of VWP to 2-D

Continua
4.1 Kinematics
0
θx
θy
x
y
 
      u0 (x, y) 

 
 u(x, y, z)   u0 (x, y) + zθy (x, y)  1 0 0 0 z   v0 (x, y) 

s(x) = v(x, y, z) = v0 (x, y) − zθx (x, y) = 0 1 0 −z 0  w0 (x, y) (4.1)
     
w(x, y, z) w0 (x, y) 0 0 1 0 0  
 θx (x, y) 


 
θy (x, y)
   
 ∂u   ∂u0 ∂θy 

 
 
 +z 



 ∂x 




 ∂x ∂x 


  
 ∂v 
 
 ∂v0 ∂θx 

εx

 
 
 − z 









 ∂y





 ∂y ∂y !



 εy
 
 
 
 
 ∂u ∂v ∂θ ∂θy


∂u ∂v 0 0 x
ε= γxy = + = + −z − (4.2)
   ∂y ∂x   ∂y ∂x ∂x ∂y 

 γxz 
 
 
 
 


 
 
 ∂u ∂w 
 
 ∂w


γyz 

 + 




 θy +
0 




 ∂z ∂x 




 ∂x 



 ∂v ∂w 
 
 ∂w0 


 +  
  −θx +


∂z ∂y ∂y
This is the kinematical model of Mindlin’s plate, i.e. reference plane not normal to deformed transverse
line.
4-1
4.2 Kirchhoff ’s Plate Model
Assumptions: γxz ≈ 0, γyz ≈ 0 (the reason, much like for Euler-Bernoulli’s beam model analogous
assumption, is that the strain energy associated with shear is negligible compared to that associated
with bending and torsion); this implies θx = ∂w0 /∂y, θy = −∂w0 /∂x, and thus
 
 ∂u0 ∂ 2 w0 
  

 −z 2



 εx  

 ∂x ∂x
2


∂v0 ∂ w0 
ε= εy = −z

γxy
   ∂y ∂y 2 



 ∂u 0 ∂v 0 ∂ 2 w0 



 + − 2z 

∂y ∂x ∂x∂y
     
∂/∂x 0 0 0 0 −∂ 2 /∂x2  u0 
=  0 ∂/∂y 0  + z  0 0 −∂ 2 /∂y 2  v0 (4.3)
0 0 −2∂ 2 /∂x∂y
 
∂/∂y ∂/∂x 0 w0
We can separate membrane and flexural behavior.

Membrane behavior:
   
 εx  ∂/∂x 0
u0
εmembrane = εy = 0 ∂/∂y  (4.4)
  v0
γxy membrane ∂/∂y ∂/∂x
Flexural behavior:
   
 εx  ∂ 2 /∂x2
εflex = εy = −z  ∂ 2 /∂y 2  w0 (4.5)
2∂ 2 /∂x∂y
 
γxy flex
The virtual internal work is

Z
δWint = δεT σ dV (4.6)
V
with
 
 σx 
σ= σy (4.7)
 
τxy
Linear elastic constitutive properties (isotropic material in plane stress, E, ν, G = E/(2(1 + ν))):
 
  E νE
 σx   0  
 1 − ν2 1 − ν2   εx 
σ= σy =  νE E  εy = Dε (4.8)
   1 − ν 2 1 − ν 2 0   γxy 
 
τxy
0 0 G
Homework 4.1 Obtain the plane stress constitutive properties (of isotropic materials) from the general
case. Suggestion: write the compliance properties of an isotropic material; then, apply the assumptions
σz = τxz = τyz = 0.
All material properties may depend on position (non-homogeneous material).
Internal work:
   
Z Z  δw0/xx T Z t/2  w0/xx 
δWint = δεT Dε dV = δw0/yy z 2 D dz w dA (4.9)
V A   −t/2  0/yy 
2δw0/xy 2w0/xy
4-2
where t is the thickness of the plate, since w0 does not depend on z. In case the material properties do
not depend on z,
 
E νE
 0 
 1 − ν2 1 − ν2 
Z t/2 3

3  
2 t t 
z D dz = D=  νE E (4.10)
 
−t/2 12 12  1 − ν2 1 − ν2 0 

 
 
0 0 G
Define:
 
 ∂ 2 w0 

 − 




 ∂x2 




 
  

 ∂ 2 w0

  −w0/xx 
ε̂ = − = −w0/yy (4.11)

 ∂y 2 
 
−2w


 
 0/xy

 



 ∂ 2 w0 


 −2
 

∂x∂y
 
 εx 
ε = zε̂ = εy (4.12)
 
γxy
Rewrite the internal work as
   
Z  δw0/xx T Z t/2  w0/xx 
δWint = δw0/yy z 2 D dz w dA
A   −t/2  0/yy 
2δw0/xy 2w0/xy
Z Z t/2 Z Z
= δε̂T z 2 D dzε̂ dA = δε̂T D̂ε̂ dA = δε̂T σ̂ dA (4.13)
A −t/2 A A
where σ̂ = D̂ε̂ are the generalized stresses energetically conjugated with ε̂, and
Z t/2
D̂ = z 2 D dz. (4.14)
−t/2
As such, their definition is

Z t/2 Z t/2 Z t/2
σ̂ = z 2 D dzε̂ = zDε dz = zσ dz (4.15)
−t/2 −t/2 −t/2
The generalized stresses conjugated with the generalized strains dimensionally are (bending, torsion)
moments per unit span.
Consider now the virtual work for isotropic material:

Z !
3 3 3
T t E T t E T t E
δWint = δw0/xx w0/xx + νw0/yy + δw0/yy νw0/xx + w0/yy + δw0/xy w0/xy dA
A 12 1 − ν 2 12 1 − ν 2 3 2(1 + ν)
Z
t3 E
= b.c. + δw0T 2
w0/xxxx + 2w0/xxyy + w0/yyyy dA (4.16)
A 12 1 − ν
The corresponding external work is
Z Z
δWext = δw0T (p(x, y, −t/2) − p(x, y, t/2)) dA − δw0T tρẅ0 dA (4.17)
A A
4-3
where p(x, y, ±t/2) is the pressure acting on the upper/lower surface. The last term are the inertia forces.
The differential equilibrium equation is thus
t3 E
w0/xxxx + 2w0/xxyy + w0/yyyy + tρẅ0 + ∆p = 0 (4.18)
12 1 − ν 2
Note the similarity with the analogous equation for the Euler-Bernoulli beam, for which w0/y ≡ 0,
t3 /12 is the inertia moment per unit transverse dimension, ∂Jy /∂y, the plane stress material properties,
E/(1 − ν 2 ), are used instead of the axial stress ones, E, and tρ and ∆p are the mass and transverse load
per unit span per unit transverse dimension.
Exercise 4.1 Free Vibration of Simply Supported Rectangular Kirchhoff Plate
Consider a rectangular plate x ∈ [0, a], y ∈ [0, b], with simply supported sides (i.e. w0 (0, y) = w0 (a, y) = 0,
w0 (x, 0) = w0 (x, b) = 0 and w0/xx (0, y) = w0/xx (a, y) = 0, w0/yy (x, 0) = w0/yy (x, b) = 0).
Consider a solution of the form
x y
w0 (x, y, t) = sin iπ sin jπ qij (t) (4.19)
a b
with qij (t) harmonic, such that q̈ij = −ω 2 qij . The proposed solution implicitly complies with the
boundary conditions. Consider now the differential equilibrium equation; the required derivatives are
4
iπ
w0/xxxx = w0 (4.20)
a
2 2
iπ jπ
w0/xxyy = w0 (4.21)
a b
4
jπ
w0/yyyy = w0 (4.22)
b
ẅ0 = −ω 2 w0 (4.23)
The equilibrium equation becomes

4 2 2 4 ! !
t3 E iπ iπ jπ jπ
+2 + − ω 2 tρ w0 = 0 (4.24)
12 1 − ν 2 a a b b
The corresponding frequency is

s 2 2 !
2 t2 E i j
ωij = π + (4.25)
12 ρ(1 − ν 2 ) a b
Note the similarity with that of the Euler-Bernoulli beam for simply supported boundary conditions.
4.3 Prestress
Consider the prestress contribution associated with in-plane loads,
 
Iσx0 Iτxy0
0
 
 0 0

σ0 =  Iτ
 xy Iσ y 0 
 (4.26)
 
0 0 0
4-4
The gradient of the displacement is
 
 s/x 
g= s (4.27)
 /y 
s/z
with
 
 u0/x + zθy/x 
s/x = v − zθx/x (4.28)
 0/x 
w0/x
 
 u0/y + zθy/y 
s/y = v − zθx/y (4.29)
 0/y 
w0/y
 
 θy/z 
s/z = −θx/z (4.30)
 
0
s/z is irrelevant, because the corresponding presstress is zero. Neglect the in-plane displacement1 , u0
and v0 , and consider Kirchhoff’s assumption on the rotations, θx = w0/y and θy = −w0/x :
 
 −zw0/xx 
s/x = −zw0/yx (4.31)
 
w0/x
 
 −zw0/xy 
s/y = −zw0/yy (4.32)
 
w0/y
The internal work associated with prestrain is thus

   
T
σx0 δw0/xx T
w0/xx + δw0/xy w0/xy
   
Z  z 2  +τxy0 T T T
  
 δw0/xx w0/xy + δw0/xy w0/yy + w0/xx + δw0/yy w0/yx  
δWintσ0 =     dV
T
+σy0 δw0/xy T
 
V  w0/xy + δw0/yy w0/yy 
 
+ σx0 δw0/x
T 0
w0/x + τxy T
δw0/x T
w0/y + δw0/y w0/x + σy0 δw0/y
T
w0/y
(4.33)
One can easily show that contributions associated with second derivatives of w0 only provide a minimal
correction to stiffness coefficients, as already seen for the beam case. On the contrary, contributions
associated with first derivatives of w0 may provide a non-negligible contribution to the equilibrium
equation, namely

(integrand after integration by parts) = − σx0 w0/x + τxy
0
w0/y /x
− σy0 w0/y + τxy
0
w0/x /y
(4.34)
which, when the prestress does not depend on the position, yields
(integrand after integration by parts) = −σx0 w0/xx − 2τxy

0
w0/yx − σy0 w0/yy (4.35)
1 This is acceptable since the prestress only contributes to the in-plane membrane equation by slightly modifying the
Young’s modulus of the material, as discussed for the beam case.
4-5
The integral along the thickness does not affect w0 , but it turns the prestresses into forces per unit
length,
Z t/2
Nx = σx0 dz (4.36)
−t/2
Z t/2
0
Txy = τxy dz (4.37)
−t/2
Z t/2
Ny = σy0 dz (4.38)
−t/2
(4.39)
So the differential equilibrium equation becomes
t3 E
2
w0/xxxx + 2w0/xxyy + w0/yyyy −t σx0 w0/xx + 2τxy
0
w0/xy + σy0 w0/yy + tρẅ0 + ∆p = 0
12 1 − ν
(4.40)
Exercise 4.2 Free Vibration of Simply Supported Rectangular Kirchhoff Plate with Pre-
stress
Consider the same rectangular plate x ∈ [0, a], y ∈ [0, b] of the previous exercise, with simply sup-
ported sides (i.e. w0 (0, y) = w0 (a, y) = 0, w0 (x, 0) = w0 (x, b) = 0 and w0/xx (0, y) = w0/xx (a, y) = 0,
w0/yy (x, 0) = w0/yy (x, b) = 0), and tension prestress σx0 , σy0 , with null shear prestress, τxy
0
= 0.
Consider again a solution of the form
x y
w0 (x, y, t) = sin iπ sin jπ qij (t) (4.41)
a b
with qit (t) harmonic, such that q̈ij = −ω 2 qij . The proposed solution implicitly complies with the
boundary conditions. The additional required derivatives are
2
iπ
w0/xx = − w0 (4.42)
a
2
jπ
w0/yy = − w0 (4.43)
b
The equilibrium equation becomes

4 2 2 4 ! 2 2 ! !
t3 E iπ iπ jπ jπ iπ jπ
+2 + +t σx0 + σy0 2
− ω tρ w0 = 0
12 1 − ν 2 a a b b a b
(4.44)
The corresponding frequency is

v
u 2 2 !2 2
u t2 π 2 E
t i j σx0 i σy0 j 2
ωij = π + + + (4.45)
12 ρ(1 − ν 2 ) a b ρ a ρ b
Exercise 4.3 Transverse Load of Simply Supported Rectangular Membrane with Prestress
4-6
rectangular membrane made of isotropic material, prestressed by σx0 = σy0 = σ 0 , τxy 0
= 0, simply sup-
ported at all sides, and loaded by a uniformly distributed pressure ∆p(x, y, t) Approximate the transverse
displacement using Ritz (trigonometric functions).

X x y
w0 (x, y) = sin iπ sin jπ qij (4.46)
i,j
a b
which complies with the boundary conditions. The VWP yields

Z Z
T
tσ 0 δw0/x T
w0/x + δw0/y w0/y dA = δw0T p dA (4.47)
A A
Since
iπ x y
w0/x = cos iπ sin jπ qij (4.48)
a a b
jπ x y
w0/y = sin iπ cos jπ qij (4.49)
b a b
the internal work becomes
Z " 2 x y jπ 2 x y
#
X
0 iπ 2 2 2 2
δWi = δqij tσ cos iπ sin jπ + sin iπ cos jπ dA qij
ij A a a b b a b
" 2 #
2
0
X iπ ab jπ ab
= tσ δqij + qij
ij
a 4 b 4
π 2 X
b a
= tσ 0 δqij i2 + j 2 qij (4.50)
2 ij
a b
where the orthogonality of the trigonometric functions was exploited.

The external work yields
X Z x y
δWe = δqij sin iπ sin jπ p dA
ij A a b
X 4
= δqij ab p (4.51)
ij
π 2 ij
Thus, each multiplier is

1 ab
qij = !4 ! p. (4.52)
π b a tσ 0
ij i2 + j 2
2 a b
Clearly, the solution quickly converges as i and j grow.
Exercise 4.4 Transversely Loaded Clamped-Free Rectangular Kirchhoff Plate
Rectangular plate made of isotropic material with one side clamped, loaded by a uniformly distributed
pressure ∆p(x, y, t) with PSD2 Φpp (ω) = W/(α2 + ω 2 ). Approximate the transverse displacement using
Ritz; reduce the model in modal basis, and measure the acceleration at the free corners.
2 The second part of this exercise should be attempted after completing the part on response to non-deterministic inputs;
the first part (model definition) can be attempted at this stage.
4-7
Assume x = [0, a], y = [−b/2, b/2], with w0 (0, y) = 0, w0/x (0, y) = 0, w0/y (0, y) = 0. This requires
one to use shape functions like x2 (1, x, y, x2 , xy, y 2 , ...), such that w0 and its gradient are at least linear
in x.
X
w0 (x, y, t) = xi y j qij (t) = N ij (x, y)uij (t) (4.53)
i=2,Nx ;j=0,Ny
The virtual work is

   
Z  δw0/xx T 3  w0/xx  Z Z
t
δw0/yy Dp.s. w0/yy dA = − δw0T tρẅ0 dA + δw0T ∆p dA (4.54)
A   12   A A
2δw0/xy 2w0/xy
i.e., after defining
 
N/xx
B =  N/yy  , (4.55)
2N/xy
with
Nij/xx = i(i − 1)xi−2 y j (4.56)
i j−2
Nij/yy = j(j − 1)x y (4.57)
i−1 j−1
Nij/xy = ijx y (4.58)
the VW can be written as
Z 3 Z Z
t T T
δu T
B Dp.s. B dA u = −δu T
N tρN dA ü + δu T
NT ∆p(x, y) dA d(t) (4.59)
A 12 A A
| {z } | {z } | {z }
K M P
with p(x, y, t) = p(x, y)d(t). The final equations are
Mü + Ku = P d(t) (4.60)
The output is the acceleration at the free corners, (x, y) = (a, ±b/2), namely

ẅ0 (a, −b/2) N (a, −b/2)
y= = ü = Ca ü = Ca −M−1 Ku + M−1 Pd(t) (4.61)
ẅ0 (a, b/2) N (a, b/2)
From the homogeneous problem
Mü + Ku = 0 (4.62)
compute the eigensolutions
MUΩ2 = KU (4.63)
where U is the matrix that contains the eigenvectors, and Ω2 is the diagonal matrix that contains
the eigenvalues. Select an appropriate set of eigenvectors Us (for example, given the symmetry of the
problem, odd (i.e. anti-symmetric) functions in j can be omitted, since the corresponding elements of P
vanish); reduce the problem as
UT MUs q̈ + UTs KUs q = UTs P d(t) (4.64)
| s {z } | {z } | {z }
Ms Ks Ps
The output becomes
y = −Ca M−1 KUs q + Ca M−1 P d(t)
= −Ca Us M−1 −1
s Ks q + Ca Us Ms P s d(t) (4.65)
4-8
In state space form:

q̇ 0 I q 0
= + d(t) (4.66)
q̈ −M−1
s Ks 0 q̇ M−1
s Ps
| {z } | {z }
A Bd

q
y= −Ca Us M−1
s Ks 0 + Ca Us M−1 P s d(t) (4.67)
| {z } q̇ | {z s }
Cy Dyd
The disturbance d(t) can be interpreted as the output of a system H(s) forced by a white noise n(t)
of PSD Φww (ω) = W , namely
W 2 2
Φdd (ω) = = kH(jω)k Φnn = kH(jω)k W (4.68)
α2 + ω2
Consider H(s) = 1/(α + s); then
1
d= n (4.69)
α+s
i.e.
sd = −αd + n (4.70)
which can be realized in state space in time domain as
ẋd = −αxd + n (4.71)

d = xd (4.72)
The problem becomes
      
 q̇  0 I 0
 q  0
q̈ =  −M−1
s Ks M−1 0
s Ps
 q̇ + 0  n(t) (4.73)
   
ẋd 0 −α 0 xd 1
 
 q 
y = −Ca Us M−1
s K s 0 C a U s M −1
s P s q̇ (4.74)
 
xd
4-9
4.4 Mindlin’s Plate Model
γxz 6= 0, γyz 6= 0. Virtual work (isotropic material):
 T  

 zδθy/x 
 
 zE/(1 − ν 2 ) θy/x − νθx/y 

   2 
Z   −zδθx/y   zE/(1 − ν ) νθy/x − θx/y
  

δWint = −z δθx/x − δθy/y −zG θx/x − θy/y dV
V  δθ + δw

 
 G θy + w0/x



 y 0/x 
   

   
−δθx + δw0/y G −θx + w0/y
 T 2 2

δθy/x z E/(1 − ν ) θy/x − νθx/y

 +δθT z 2 E/(1 − ν 2 ) θx/y − νθy/x 
 x/y 
T

 +δθx/x z 2 G θx/x − θy/y 

Z  T 2

 +δθy/y z G θy/y − θx/x 
=  T
 dV
V  +δθ y G θ y + w 0/x 
T 

 +δw 0/x G w 0/x + θ y 

T

 +δθx G θx − w0/y 
T
+δw0/y G w0/y − θx
 
δθy/x (t3 /12)E/(1 − ν 2 ) θy/x − νθx/y
T

 +δθT (t3 /12)E/(1 − ν 2 ) θx/y − νθy/x 
 x/y 
T

 +δθx/x (t3 /12)G θx/x − θy/y 

Z  T 3

 +δθy/y (t /12)G θy/y − θx/x 
=  T
 dA (4.75)
A  +δθ y tG θ y + w 0/x 
T 

 +δw 0/x tG w 0/x + θ y 

T

 +δθx tG θx − w0/y 
T
+δw0/y tG w0/y − θx
with external work

Z Z
δWext = − ρẅ0 dV = − tρẅ0 dA (4.76)
V A
Term by term (setting boundary conditions aside for a moment):

integrand after integration by parts
3
t E t3
= δθx − θx/yy − νθy/xy − G θx/xx − θy/yx + tG θx − w0/y
12 1 − ν 2 12
3
t E t3
+ δθy − θ y/xx − νθ x/yx − G θ y/yy − θ x/xy + tG θ y + w 0/x
12 1 − ν 2 12

+ δw0 −tG w0/xx + θy/x − tG w0/yy − θx/y + tρẅ0 (4.77)
which yields
t2 E t2
G θx − w0/y = θ x/yy − νθ y/xy + G θx/xx − θy/yx
12 1 − ν 2 12
t2 E t2
= 2
θx/yy − θy/xy + Gθx/xx (4.78)
12 1 − ν 12
t2 E t2
G θy + w0/x = 2
θy/xx − νθx/yx + G θy/yy − θx/xy
12 1 − ν 12
t2 E t2
= θy/xx − θx/yx + Gθy/yy (4.79)
12 1 − ν 2 12

0 = G θx/y − w0/yy − G θy/x + w0/xx + ρẅ0 (4.80)
4-10
Exercise 4.5 Free Vibration of Simply Supported Rectangular Mindlin Plate
Consider the same rectangular plate x = [0, a], y = [0, b] of the previous exercise, with simply supported
sides (i.e. w0 (0, y) = w0 (a, y) = 0, w0 (x, 0) = w0 (x, b) = 0 and θy/x (0, y) = θy/x (a, y) = 0, θx/y (x, 0) =
θx/y (x, b) = 0).
x y
w0 (x, y, t) = sin iπ sin jπ W qij (t) (4.81)
x a by
θx (x, y, t) = sin iπ cos jπ Θx qij (t) (4.82)
ax yb
θy (x, y, t) = cos iπ sin jπ Θy qij (t) (4.83)
a b
with qit (t) harmonic, such that q̈ij = −ω 2 qij . The proposed solution implicitly complies with the
boundary conditions. The additional required derivatives are
iπ x y
w0/x = cos iπ sin jπ W qij (t) (4.84)
a a b
jπ x y
w0/y = sin iπ cos jπ W qij (t) (4.85)
b a b
2 x y
iπ
w0/xx = − sin iπ sin jπ W qij (t) (4.86)
a a b
2 x y
jπ
w0/yy = − sin iπ sin jπ W qij (t) (4.87)
b a b
x y
ẅ0 = −ω 2 sin iπ sin jπ W qij (t) (4.88)
a b
jπ x y
θx/y = − sin iπ sin jπ Θx qij (t) (4.89)
b a b
2 x y
iπ
θx/xx = − sin iπ cos jπ Θx qij (t) (4.90)
a a b
iπ jπ x y
θx/xy = − cos iπ sin jπ Θx qij (t) (4.91)
a b a b
2 x y
jπ
θx/yy = − sin iπ cos jπ Θx qij (t) (4.92)
b a b
iπ x y
θy/x = − sin iπ sin jπ Θx qij (t) (4.93)
a a b
2 x y
iπ
θy/xx = − cos iπ sin jπ Θx qij (t) (4.94)
a a b
iπ jπ x y
θy/xy = − sin iπ cos jπ Θx qij (t) (4.95)
a b a b
2 x y
jπ
θy/yy = − cos iπ sin jπ Θx qij (t) (4.96)
b a b
The equilibrium equations become
    
G + A(jπ/b)2 + B(iπ/a)2 −A(iπ/a)(jπ/b) −G(jπ/b)  Θx   0 
 −A(iπ/a)(jπ/b) G + A(iπ/a)2 + B(jπ/b)2 G(iπ/a)  Θy = 0
G((iπ/a)2 + (jπ/b)2 ) − ρωij
2    
−G(jπ/b) G(iπ/a) W 0
(4.97)
with A = t2 E/(12(1 − ν 2 )), B = t2 G/12. The value of ωij is found by setting to zero the determinant of
the matrix.
4-11
4-12
Chapter 5
Numerical Solution Through Modal

Expansion
Initial value problem. Options:

• direct solution in time domain (time marching integration);
• direct solution in frequency domain (Fourier transform, Fourier series, ...);
• (truncated) modal decomposition in time/frequency; optional recover of approximated solution
using modes acceleration.
Combinations of the above options are also possible.
5.1 Direct Solution in Time Domain

See Section 5.14.
5.2 Direct Solution Through Frequency Domain

Linear problem:
Mü(t) + Cu̇(t) + Ku(t) = f (t) (5.1)
If:
• the system is linear (ok, or after linearization),
• the system is asymptotically stable: according to Lyapunov’s theory, if E is a generalized energy,
then dE/dt < 0 indicates asymptotic stability; consider the total mechanical energy as the sum of
kinetic co-energy and potential energy,
1 T 1
E= u̇ Mu̇ + uT Ku (5.2)
2 2
then
dE
= u̇T Mü + u̇T Ku = u̇T (Mü + Ku) (5.3)
dt
thus for the autonomous1 problem associated with Eq. (5.1) dE/dt = −u̇T Cu̇ and dE/dt < 0 ∀u̇
only if C > 0 (sufficient condition; C ≥ 0 necessary condition);
1“Autonomous” in this context means not explicitly dependent on time.
5-1
Stability requires C ≥ 0, but we have not introduced it yet; it will be described soon. By
now, let us assume there exists a (positive (semi-)definite) damping matrix, and thus that the
problem is asymptotically stable when needed.
• the forcing term is limited in the sense

Z +∞
|f | dt < +∞ (5.4)
−∞
then the Fourier transform can be used.

Frequency domain: Fourier transform F(·),
Z ∞
∆
F(f (t)) = f (t)e−jωt dt (5.5)
−∞
then
F(u(t)) = u(jω) (5.6a)

F(u̇(t)) = jω u(jω) (5.6b)
F(ü(t)) = −ω 2 u(jω) (5.6c)
Homework 5.1 Prove that F(u̇(t)) = jω u(jω).
Homework 5.2 Prove that F(ü(t)) = −ω 2 u(jω).
Note that, for causality, if f (t) ≡ 0 (input, forcing term) for t < 0, then u(t) ≡ 0 (output, solution) for
t < 0 must hold true.
The problem in the Fourier domain becomes

−ω 2 M + jωC + K u(jω) = f (jω) (5.7)
whose solution is
−1
u(jω) = −ω 2 M + jωC + K f (jω) (5.8)
Homework 5.3 Under which circumstances could matrix (−ω 2 M + jωC + K) be singular? How can
such problem be circumvented?
The solution can formally be anti-transformed back in time domain:
Z +∞
−1 ∆ 1
u(t) = F (u(jω)) = u(jω)ejωt dω (5.9)
2π −∞
although such operation is usually non-trivial.

p
Example 5.1 Single DoF problem. Data: m = 1, k/m = ω0 , ξ = c/(2mω0 ), with 0 < ξ < 1,
f (t) = f1 step(t), x(0) = 0, ẋ(0) = 0.
The right-hand side is not integrable:

Z +∞ Z +∞ +∞
−jωt −jωt f1 −jωt
F(f (t)) = f1 step(t)e dt = f1 e dt = e (5.10)
−∞ 0 −jω
0
5-2
In this case, one could use the Laplace transform. Transform of right hand side
Z +∞ Z +∞
f1 −st +∞ f1
f (s) = f1 step(t)e−st dt = f1 e−st dt = − e 0
= (5.11)
0 0 s s
Laplace domain response
1 f1
u(s) = (5.12)
s2 m + sc + k s
Laplace transform manipulation
1 f1 f1 /m
=
s2 m + sc + k s (s + σ + jω)(s + σ − jω)s
f1 /m
=
((s + σ)2 + ω 2 )s
s+σ −βσ + γ ω α
=β + +
(s + σ)2 + ω 2 ω (s + σ)2 + ω 2 s
(β + α)s2 + (γ + 2ασ)s + α(σ 2 + ω 2 )
= (5.13)
((s + σ)2 + ω 2 )s
p
with σ = ω0 ξ, ω = ω0 1 − ξ 2 , which implies
f1 f1
α= 22 = k (5.14a)
m(σ + ω )
f1
β = −α = − (5.14b)
k
f1
γ = −2ασ = −2ω0 ξ (5.14c)
k
Laplace antitransform

−βσ + γ
L−1
− (u(s)) = β cos(ωt) + sin(ωt) e −σt
+ α step(t) (5.15)
ω
i.e.
! !
f1 p ξ p
u(t) = 1− cos(ω0 1 − ξ 2 t) + p sin(ω0 1 − ξ 2 t) e−ω0 ξt step(t) (5.16)
k 1 − ξ2
5.3 Modal Basis

Theoretically, the solution can be computed using analytical Fourier transform/antitransform. Practi-
cally:
• analytical antitransform impractical
• numerical integral mandatory
• inversion2 of (−ω 2 M + jωC + K) required for many frequencies
Modal representation:
Mü + Ku = 0 (5.17)
(Sturm-Liouville problem) solution
2
ω0i Mui = Kui (5.18)
2 Actually, we do not invert matrices; we solve linear problems of the form Ax = b by factoring the matrix A and then
performing the forward and backward substitutions needed to compute the solution x from the right-hand side b. Formally,
we still write x = A−1 b.
5-3
Mathematical interpretation of generalized eigenanalysis.
The mathematical interpretation of Eq. (5.18) is that there exist vectors ui such that the products
2
Mui and Kui yield two parallel vectors, whose scale factor is −ω0i .
Physical interpretation of generalized eigenanalysis.

The physical interpretation of Eq. (5.18) is that the inertia forces associated with displacements ui ,
2
namely f ini ÷ −Mui , need only to be scaled by a scalar constant −ω0i in order to balance the elastic
forces associated with the same displacements, f eli = −Kui .
The discrete solution is used as a means to practically perform the analysis. After defining u(t) =
Uq(t), with matrix U obtained by collecting the eigenvectors ui , the approximated, discretized yet
continuous solution of Eq. (2.1) is recovered as
s(x, y, z, t) = N(x, y, z)u(t) = N(x, y, z)Uq(t) (5.19)

2
All modes are collected together in matrix U: first rearrange Eq. (5.18) as Mui ω0i = Kui ; then
collect all solutions as
2
MUDiag ω0i = KU (5.20)
with U = [u1 , . . . , ui , . . .].
Orthogonality
orthogonality:
T
2
MU} Diag ω0i
|U {z = |UT{z
KU} (5.21)
Diag{mi } Diag{ki }
if ω0i 6= ω0j ∀i 6= j, implies

2 −1
Diag ω0i = Diag {mi } Diag {ki } = Diag {ki /mi } (5.22)
6 ω0j and
Proof: consider ω0i =
2

−ω0i M + K ui = 0 (5.23a)
2

−ω0j M + K uj = 0 (5.23b)
Consider now
2 T
−ω0i uj Mui + uTj Kui = 0 (5.24a)
2
−ω0j uTi Muj + uTi Kuj =0 (5.24b)
since MT ≡ M and KT ≡ K, then uTj Mui ≡ uTi Muj and uTj Kui ≡ uTi Kuj . As a consequence,
2 2
T
ω0i − ω0j uj Mui = 0 (5.25)
Since by assumption ω0i 6= ω0j when i 6= j, then uTj Mui ≡ 0 (and uTj Kui ≡ 0).
If i ≡ j, then uTi Mui = mi > 0, since M is assumed to be positive definite (M > 0). Likewise,
uTi Kui 2
= ki = ω0i mi ≥ 0, since K is assumed to be positive definite, or at least semi-definite (K ≥ 0).
When K is semi-definite, some eigenvalues are equal to zero. They correspond to rigid-body modes,
which by definition imply no straining of the problem.
5-4
Physical interpretation of orthogonality.
The physical interpretation of orthogonality is that the inertia forces associated with eigenvector ui ,
namely f ini ÷−Mui , only do work for the virtual displacement associated with the same eigenvector,
δu = ui δqi , i.e. δLinii ÷ −δqi uTi Mui < 0 for δqi > 0, whereas they do not do work for a virtual
displacement associated with any other eigenvector, i.e. δLinji ÷ −δqj uTj Mui ≡ 0, with j 6= i.
The same applies to the virtual work of the elastic forces: δLelii = −δqi uTi Kui ≤ 0 (where strict
equality only occurs in case of rigid mode), whereas δLelji = −δqj uTj Kui ≡ 0.
A special case, discussed later, occurs when i 6= j but ω0i ≡ ω0j .
If ω0i = ω0j despite being i 6= j (algebraic multiplicity of eigenvalues, with geometrical multiplicity
equal to algebraic multiplicity, i.e. all eigenvectors with same eigenvalue are independent),
uTj Mui may be 6= 0 when i 6= j (5.26)
In this case, we can re-orthogonalize3 the two eigenvectors, i.e. remove from vector uj its part that is
aligned with ui .
Define ũj = uj − αui , i.e. ũj is equal to uj after subtracting a vector parallel to ui ; determine the
factor α by requiring ũj to be orthogonal to ui , namely
ũTj Mui = uTj Mui − αuTi Mui = 0 (5.27)
which yields
uTj Mui
α= (5.28)
uTi Mui
and thus
uTj Mui
ũj = uj − ui (5.29)
uTi Mui
which (only for informational purposes; don’t try this at home!) can be reworked as

1 T
ũj = I − T ui ui M uj = (I − P) uj (5.30)
ui Mui
where P is an (oblique) projector4 . Note that ui uTi is a n × n matrix of rank 1, since it is the product
of a column times a(n identical) row.
Homework 5.4 Prove that P is a projector.
Homework 5.5 Prove that (I − P) is a projector, too.
Homework 5.6 What is the rank of P? What are its eigenvalues?
Proportional Damping
Problem structure unchanged if proportional damping is used:
C = αM + γK (5.31)
implies
UT CU = αDiag {mi } + γDiag {ki } = Diag {ci } = Diag {2mi ξi ω0i } (5.32)
3 The so-called Gram-Schmidt re-orthogonalization (see for example [3]).
4 Projector: a matrix P such that P2 = PP = P. It is oblique when PT 6= P.
5-5
and
2
ci ci αmi + γki αmi + γmi ω0i α γω0i
ξi = = = = = + (5.33)
cicrit 2mi ω0i 2mi ω0i 2mi ω0i 2ω0i 2
hyperbolic in mass, linear in stiffness (problems...; see for example [4])

Problem can be rewritten as
Diag {mi } q̈(t) + Diag {ci } q̇(t) + Diag {ki } q(t) = UT f (t) = Q(t) (5.34)
or

2
Diag {mi } q̈(t) + Diag {2mi ξi ω0i } q̇(t) + Diag mi ω0i q(t) = UT f (t) = Q(t) (5.35)
Unit Mass Normalization

After redefining the eigenvectors for unit modal mass,
UI = UDiag {di } (5.36)
such that
−T −1
Diag {mi } = UT MU = Diag {di } UTI MUI Diag {di } (5.37)
and requiring UTI MUI ≡ I,

−2
Diag {mi } = Diag {di } (5.38)
√
or di = 1/ mi . The problem becomes
2
q̈(t) + Diag {2ξi ω0i } q̇(t) + Diag ω0i q(t) = UTI f (t) = QI (t) (5.39)
As previously shown, now the problem can be “easily” solved using Fourier’s transform mode by mode,
since the problem is now scalar.
Useful Properties
Consider the homogeneous problem
Mü + Cu̇ + Ku = 0 (5.40)
Consider all the eigensolutions5

n √ 2 o
u(t) = UDiag e(−ξi +j 1−ξ )ω0i t q 0 (5.42)
where q 0 is a vector of arbitrary constants that linearly combine all eigensolutions to yield u(t). Since
the exponentials are always non-zero, and q 0 is arbitrary, the problem becomes
n p o n p o
MUDiag (−ξi + j 1 − ξ 2 )2 ω0i 2
+ CUDiag (−ξi + j 1 − ξ 2 )ω0i + KU = 0 (5.43)
5 Actually,the time-domain solution requires also the corresponding complex conjugate eigensolutions,
n √ o
2
u (t) = UDiag e(−ξi −j 1−ξ )ω0i t q 0 ,
∗
(5.41)
where u∗ = conj(u); one can easily prove that the same properties hold.
Homework 5.7 Prove it.
5-6
consider real and imaginary parts separately:

MUDiag (2ξi2 − 1)ω0i
2
− CUDiag {ξi ω0i } + KU = 0 real part (5.44a)
−MUDiag {2ξi ω0i } + CU = 0 imaginary part (5.44b)
which imply
2
KU = MUDiag ω0i (5.44b) in (5.44a) (5.45a)

ω0i
KU = CUDiag (5.45a) in (5.44a) (5.45b)
2ξi
(compute CU from Eq. (5.44b) and replace in Eq. (5.44a)).
5.4 Convergence of Reduced Models

In this section, we analyze how each mode contributes to the quality of the overall solution. A coordinate
change in which all modes are preserved formally gives a model that is exactly equivalent to the original
one, apart from truncation errors associated with the computation of the eigenvectors. However, whereas
it is extremely difficult to evaluate how much a single physical degree of freedom contributes to the quality
of the final solution, it is much easier to evaluate the contribution of a single modal coordinate. Such
knowledge constitutes the basis for model approximation by coordinate elimination.
Model reduction effective when nROM ≪ n. Diagonality not essential; thus, given C not proportional,
such that C = UT CU is not diagonal,

2
Diag {mi } q̈(t) + Cq̇(t) + Diag mi ω0i q(t) = UT f (t) (5.46)
For simplicity consider C diagonal. Problem in frequency domain

Diag s2 mi + s2mi ξi ω0i + mi ω0i
2
q(s) = UT f (s) (5.47)
solution

1
q(s) = Diag 2 2 UT f (s) (5.48)
s mi + s2mi ξi ω0i + mi ω0i
solution in physical space

1 X ui uTi
u(s) = UDiag 2 UT f (s) = 2 f (s)
s2 mi + s2mi ξi ω0i + mi ω0i i
s2 m i + s2mi ξi ω0i + mi ω0i
 
 
X 1
 ui uTi 

= 2 !2  f (s) (5.49)
 mi ω0i s s 
 i 
+ 2ξi + 1
ω0i ω0i
The system responds as the linear combination of n single degree of freedom systems. Convergence:
2
1/ω0i (neglecting damping) times the decay of the forcing term6 .
The term uTi f represents the work done by loads f for the displacement described by mode ui . This
work can be “small” (considerations, further convergence implications).
6 It is assumed that the energetic content of forcing terms f (s) is limited in frequency, such that lims→σ±j∞ kf (s)k = 0.
5-7
5.4.1 Direct Recovery of Internal Forces
Convergence of Solution
The solution is

1
u(s) = UDiag 2 UT f (s)
s2 mi + s2mi ξi ω0i + mi ω0i
 

 


 


 1 

1
= UDiag 2 !2 UT f (s) (5.50)

 m i ω 0i s s 

 

 + 2ξi + 1 

 ω 0i ω 
0i
then

1
us = lim u(s) = UDiag 2 UT f (0) (5.51)
s/ω0i →0 mi ω0i
2
The static solution us is converging to u(s) at least as 1/ω0i .
Convergence of Internal Forces

We assume Ku as a characteristic measure of internal forces.
The generalized elastic forces Ku resemble the force in a spring, e.g. related to k∆x rather than
the internal forces in a structure.
Consider the stressesa in a generic point, Σ(X, t); then
D
Σ(X, t) = C(X)∈(X, t) ∼
= C(X)∈(X, t) = C(X)B(X)u(t). (5.52)
1
The FE stiffness matrix of a 3D continuum results from integrating those stresses over the volume,
premultiplied by the transpose of matrix B(X), i.e.
Z
∆
K= B(X)T C(X)B(X) dV (5.53)
V
Then, an “internal force” is somehow defined as the integral of those stresses over a surface, possibly
weighted by some function (consider for example the case of the bending moment in a beam, where
axial stresses are integrated over the section surface, weighted by the distance from the flexure axis).
a The final form of the stress vector, Σ, is an approximation in the sense that it contains only the linear part of the
contribution resulting from discretization of the strains.
Homework 5.8 Define the internal force in a spring.
Homework 5.9 Define the internal forces (and moments) in a beam.
Convergence of internal forces computed according to “direct recovery”; in the Laplace domain

dr 1
Ku(s) = KUDiag 2 UT f (s) (5.54)
2
Recalling KU = MUDiag ω0i ,
2

dr ω0i
Ku(s) = MUDiag 2 UT f (s) (5.55)
5-8
Then
2

dr ω0i
Ku(s) = KUq(s) = MUDiag 2 UT f (s)
 

 


 


 1 

1
= MUDiag !2 UT f (s) (5.56)
 mi
 s s 

 

 + 2ξi + 1 

 ω0i ω0i 
and thus

dr 1
lim Ku(s) = MUDiag UT f (0) = MM−1 f (0) = f (0) (5.57)
s/ω0i →0 mi
Homework 5.10 Prove that UDiag {1/mi } UT ≡ M−1 .

The internal forces are exact when all modes are considered; however, the contribution of each mode is
of the same order, i.e. it does not scale with the frequency of the mode. This implies that even the static
internal forces are incorrect when the basis is truncated.
5.4.2 Modes Acceleration (for a More Accurate Recovery of Internal Forces)

“Acceleration” because inertia forces dominate in usual structural dynamics problems.
• Why? To have more accurate recover of internal forces.
• How? By splitting the solution in static part plus dynamic correction, and eventually statically
approximating part of the latter.
• When? Statically approximate only those modes that are not excited by the input, by having a
characteristic frequency beyond the band of the input.
What follows is mainly intended at showing the features of Modes Acceleration (MA). Practical MA is
shown at the end.
Convergence of Internal Forces

Consider a static solution where dynamic loads (i.e. inertia and dissipative forces, Mü and Cu̇) are
expressed using the solution of the problem, u(t), where the corresponding displacement, in the physical
basis, is expressed as a function of the modal coordinates q(t) as u(t) = Uq(t),
ma
Ku(t) = f (t) − Mü(t) − Cu̇(t) = f (t) − MUq̈(t) − CUq̇(t) (5.58)
Laplace domain:

ma 1
2
Ku(s) = f (s) − s M + sC UDiag 2 2 UT f (s)
2

s + s2ξi ω0i
= f (s) − MUDiag 2 2 UT f (s) [Eq. (5.44b) is used]
 !2 

 s s 



 + 2ξi  

 1 ω0i ω0i 
= f (s) − MUDiag !2 UT f (s) (5.59)

 m i s s 

 

 + 2ξi + 1 

 ω0i ω0i 
2
Internal forces converge at least as 1/ω0i , more likely 1/ω0i .
5-9
We will see later that in this case, truncation of the dynamic loads corresponds to considering the
static approximation of fast modes’ response.
As expected
ma
lim Ku(s) = f (0) (5.60)
s/ω0i →0
is the exact solution regardless of the number of modes considered.
Convergence of Solution
Consider now the physical solution as the combination of a static solution plus a dynamic correction,
u(t) = ustatic (t) + udynamic (t), namely
Müstatic + Müdynamic + Cu̇static + Cu̇dynamic + ✘

Ku ✘✘ + Kudynamic = f
✘static (5.61)
✓
The static solution is ustatic = K−1 f , with u̇static = K−1 ḟ and üstatic = K−1 f̈ ; it yields
Müdynamic + Cu̇dynamic + Kudynamic = −MK−1 f̈ − CK−1 ḟ (5.62)
in the Laplace domain:

s2 M + sC + K udynamic = − s2 M + sC K−1 f (5.63)
in modal coordinates

UT s2 M + sC + K Uq dynamic = −UT s2 M + sC UU−1 K−1 f

Diag s2 mi + s2mi ξi ω0i + ω0i
2
q dynamic = −Diag s2 + s2ξi ω0i Diag {mi } U−1 K−1 f (5.64)
| {z }
UT M

s2 + s2ξi ω0i
q dynamic = −Diag 2 UT MK−1 f (5.65)
but

T −1 T 1 T 1
U MK = U MUDiag 2 U = Diag 2 UT (5.66)
mi ω0i ω0i
2
or, alternatively, since KU = MUDiag ω0i ,

T
2 T T −1 1
U K = Diag ω0i U M → U MK = Diag 2 UT (5.67)
ω0i
thus

−1 s2 + s2ξi ω0i
u = ustatic + U q dynamic = K f − UDiag 2 2 ) UT f (5.68)
ω0i (s2 mi + s2mi ξi ω0i + mi ω0i
 
s2
 

 s 



 1 4 + 3 2ξ i



−1 ω ω
= K f − UDiag !2
0i 0i
UT f (5.69)

 mi s s 

 

 + 2ξi + 1 

 ω 0iω 0i

3 4
The convergence of the displacements is at least 1/ω0i , more likely 1/ω0i .
5-10
It is important to note that the value of u(s) from Eq. (5.69) is identical to that from Eq. (5.50)
when all modes are considered, i.e. no truncation takes place.
However, they show a radically different convergence rate to the exact solution when the contri-
bution of each mode is added separately.
2
Note: when s = jω > jω0i the convergence is 1/ω0i ; if we want more accuracy, we need to include the
4
dynamics of those modes. When s = jω < jω0i the convergence is 1/ω0i when the damping is negligible,
3
1/ω0i otherwise.
5.5 Reduced Model

(Or “Reduced Order Model”, ROM). Consider a partitioning of the modes such that U = [Us Uf ], where
matrix Us collects slow modes, whereas matrix Uf collects fast modes.
The notion of slow and fast is not related to the absolute value of the characteristic frequency
associated with each mode; it is rather related to the ratio between the excitation frequency, Im(s) =
Im(σ + jω) = ω, and the characteristic frequency of each mode.
Thus a fast mode is a mode whose characteristic frequency ω0i is large compared with the
frequency of the excitation (ω/ω0i ≪ 1), whereas a slow mode is a mode whose characteristic
frequency ω0i is smaller or not sensibly larger than the frequency of the excitation.
What matters is that only fast modes can be legitimately approximated (either by truncation
or static residualization), whereas slow modes need to be retained in the analysis to preserve the
quality of the solution.
Orthogonality is not essential; only, the modal approach is used to infer indications on the convergence,
because thanks to orthogonality expressions are simpler. Then

UTs MUs 0 Diag {mi }i∈s 0
Diag {mi } = UT MU = = (5.70)
0 UTf MUf 0 Diag {mi }i∈f
since by definition of orthogonality UTs MUf ≡ 0.

Similarly,

Diag {ki } = Diag mi ω0i2
= UT KU
T " 2
#
Us KUs 0 Diag mi ω0i i∈s 0 2
= = (5.71)
0 UTf KUf 0 Diag mi ω0i i∈f
Inverse of (positive definite) mass matrix: consider the simple problem
Mü = f (5.72)
T T
U MUq̈ = U f (5.73)
−1 T
q̈ = Diag {mi } U f (5.74)

1
ü = UDiag UT f = M−1 f (5.75)
mi
which implies

−1 1
M = UDiag UT (5.76)
mi
5-11
moreover,
UT MUq̈ = UT f (5.77)
implies
UTs MUs q̈ s = UTs f (5.78a)

UTf MUf q̈ f = UTf f (5.78b)
and thus
ü = Us q̈ s + Uf q̈ f

1 1
= Us Diag UTs f + Uf Diag UT f
mi i∈s mi i∈f f
!
1 1
= Us Diag UT + Uf Diag UT f (5.79)
mi i∈s s mi i∈f f
which implies

−1 1 1
M = Us Diag UTs + Uf Diag UTf = M+ +
s + Mf (5.80)
mi i∈s mi i∈f
where (·)+ indicates the pseudo-inverse (or Moore-Penrose Generalized Inverse) of a matrix [5, 6].
Homework 5.11 Look up and study the properties of the pseudo-inverse of a matrix.
5.5.1 Modes Acceleration Applied to a Reduced Order Model
u(s) = Uq(s)

1
= UDiag 2 UT f (s)

1 T 1
= Us Diag 2 U s f (s) + U f Diag 2 m + s2m ξ ω + m ω 2
UTf f (s)
s2 mi + s2mi ξi ω0i + mi ω0i i∈s s i i i 0i i 0i i∈f
   

 
 
 


 
 
 


 1 
 
 

1 T 1 1
= Us Diag 2 ! 2 U s f (s) + U f Diag 2 ! 2 UTf f (s)
 mi ω0i
 s s 
 
 m i ω 0i s s 

   

 + 2ξi + 1 
 + 2ξi + 1

 ω0i ω0i   ω0i ω0i 
i∈s i∈f
= us (s) + uf (s) (5.81)
Consider first a truncation; the response is

t
u(s) = us (s) = Uq s (s) (5.82)
Consider now a static approximation of the response associated with the fast modes,
 

 


 


 

 1 1  1
s T
q f (s) = Diag 2 Uf f (s) = Diag 2 UTf f (s) (5.83)
m ω ! 2 m ω
 i 0i i 0i i∈f
 
 s s✁ 



 + 2ξ i ✁ + 1



ω0i ✁ω0i
 
i∈f
5-12
the response is

s 1 1
u(s) = Us Diag 2 UTs f (s) + Uf Diag 2 UTf f (s) (5.84)
s2 mi + s2mi ξi ω0i + mi ω0i i∈s mi ω0i i∈f
adding and subtracting the static response associated with the slow part,

s 1 T 1
u(s) = Us Diag 2 U s f (s) − U s Diag 2 UTs f (s)
s2 mi + s2mi ξi ω0i + mi ω0i i∈s m i ω 0i i∈s

1 T 1 T
+ Us Diag 2 Us f (s) + Uf Diag 2 Uf f (s)
mi ω0i i∈s mi ω0i i∈f

1 1
= Us Diag 2 − m ω2 UTs f (s)
s2 mi + s2mi ξi ω0i + mi ω0i i 0i i∈s
!
1 T 1 T
+ Us Diag 2 Us + Uf Diag 2 Uf f (s)
mi ω0i i∈s mi ω0i i∈f

ma s2 + s2ξi ω0i
= −Us Diag 2 (s2 m + s2m ξ ω + m ω 2 ) UTs f (s) + K−1 f (s) (5.85)
ω0i i i i 0i i 0i i∈s
which is identical to Eq. (5.68).
The latter approach is practical, since it only requires K−1 , instead of Uf , while both require the
computation of Us (actually, of a suitable reduced basis, not necessarily a subset of the eigenvalues).
On the contrary, computing Uf would be impractical. (Caveat: K may be singular!)
Alternative way: consider the problem (neglecting dissipative forces, for ease of notation)
Mü + Ku = f (5.86)
The solution can be formally expressed as
u = us + uf = U s q s + U f q f (5.87)
consider only the slow part to produce a reduced order model:
UTs MUs q̈ s + UTs KUs q s = UTs f (5.88)
and solve it, to obtain q s (t), q̇ s (t), q̈ s (t). Statically approximate the dynamics of the fast modes,
ü = Us q̈ s + Uf q̈ f ∼
= Us q̈ s (5.89)
Compute the static solution with the approximated dynamic loads,
Ku = f − Mü ∼
= f − MUs q̈ s (5.90)
Compute now the work of the elastic forces for a virtual displacement δu,
δuT Ku = δuT f − δuT Mü

✘
✘✘
δq Ts UTs KUs q s + δq Tf UTf KUf q f ∼ UTf✘MU
= δq Ts UTs f − δq Ts UTs MUs q̈ s + δq Tf UTf f − δq Tf ✘ s q̈ s
(5.91)
5-13
i.e.
UTf KUf q f = UTf f , (5.92)
thus uf , the contribution of the fast modes to u, in addition to us , the contribution of the slow
modes, is
−1
uf = Uf UTf KUf UTf f (5.93)
whereas
us = U s q s
−1 −1
= Us UTs KUs UTs f − Us UTs KUs UTs MUs q̈ s
−1
1
= Us UTs KUs UTs f − Us Diag 2 q̈ s (5.94)
ω0i i∈s
Then
u = us + uf
−1 −1
1
= Uf UTf KUf UTf f + Us UTs KUs UTs f − Us Diag 2 q̈ s
ω0i i∈s
−1 −1
1
= Uf UTf KUf UTf + Us UTs KUs UTs f − K−1 KUs Diag 2 q̈ s
| {z } ω0i i∈s
| {z } MUs Diag{ω 2 } 0i i∈s
K−1
−1 −1
=K f −K MUs q̈ s (5.95)
i.e. the original expression.

−1 −1
Homework 5.12 Prove that Uf UTf KUf UTf + Us UTs KUs UTs = K−1
Homework 5.13 How would you use acceleration modes in the context of continuum dynamics?
Homework 5.14 Use acceleration modes in the context of rod/bar/beam dynamics.
5.5.2 Modes Acceleration vs. Direct Numerical Integration

For a discussion of the analogy between Modes Acceleration and Direct Numerical Integration with
unconditionally stable, algorithmically dissipative methods, see Section 5.14.5.
5.6 State-Space Representation

State-space representation of dynamical system:
ẋ = Ax + Bu (5.96)
y = Cx + Du (5.97)
(note: u above is the generic input vector, not the vector of nodal positions; C is the state output matrix,
not the damping matrix.)
5-14
States: position and velocity,

u
x= (5.98)
u̇
Complete Model. Problem: one of the possible representations is

u̇ 0 I u 0
= + f (5.99)
ü −M−1 K −M−1 C u̇ M−1
Possible outputs: position u, velocity u̇, acceleration ü, internal forces Ku:
     

 u  I 0 0
  
u̇ 0 I  u  0 
= −1 −1
 +  M−1  f
 (5.100)

 ü 

 −M K −M C  u̇
 
Ku K 0 0
This model is often impractical, since u is very large.

Homework 5.15 Try using the Modes Acceleration approach to express the internal forces in Eq. (5.100).
Reduced Order Model. Problem (u = Us q s ) in state-space form, with x = {q s ; q̇ s } and u = f :

q̇ s 0 I qs 0
= 2 + f (5.101)
q̈ s −Diag ω0i i∈s
−Diag {2ξi ω0i }i∈s q̇ s Diag {1/mi }i∈s UTs
Possible outputs (direct recovery): position u, velocity u̇, acceleration ü, internal forces Ku:
   

 u  Us 0
   0 Us
u̇ dr   qs
= 2


 ü 
 −Us Diag ω0i i∈s
−Us Diag {2ξi ω0i }i∈s  q̇ s
 
Ku KUs 0
 
0
 0 
+ Us Diag {1/mi } UTs  f
 (5.102)
i∈s
0
Possible outputs (modes acceleration): position u, velocity u̇, acceleration ü, internal forces Ku:
   

 u  Us 0
  0 Us
u̇ ma   qs
=  −Us Diag ω0i 2


 ü 
 i∈s
−Us Diag {2ξi ω0i }i∈s  q̇ s
 
Ku KUs 0
 −1 
K − Us Diag 1/(mi ω0i ) i∈s UTs
2
 0 
+ T
f (5.103)
 Us Diag {1/mi } U i∈s s

I − MUs Diag {1/mi }i∈s UTs
Notice that the only difference is in the first and the last block-row of matrix D, i.e. of the direct
transmission contribution of f to the output.
Homework 5.16 What is the meaning of the direct transmission correction of the output u in Eq. (5.103)?
Homework 5.17 What is the meaning of the direct transmission correction of the output Ku in Eq. (5.103)?
Homework 5.18 What is the matrix that makes up the direct transmission correction of the output Ku
in Eq. (5.103)?
5-15
Summary
• reduce the model (i.e. consider only the dynamics of the “slow” portion); only Us needed;
• compute the slow solution q s by solving the slow dynamics problem
• refine the solution and the internal forces (stresses and so on) using modes acceleration
Notes:
• output using direct recovery yields a strictly proper system (except for accelerations)
• output using modes acceleration possibly yields a proper system (not strictly proper) also for
displacements and internal forces, because of the direct transmission term associated with ustatic
• caveat: apparently, K−1 (actually, the capability to compute u = K−1 f ) is needed (K might be
singular)
5.7 Rigid Modes

Partition modes as

U = U r Ud (5.104)
thus
u = Uq = Ur q r + Ud q d (5.105)
Project modes acceleration equation Ku = f − MUq̈ − CUq̇ in the subspace of rigid modes
UTr Ku = UTr f − UTr MUr q̈ r − UTr MUd q̈ d − UTr Cu̇ (5.106)
By definition UTr MUd ≡ 0, KUr = 0 and CUr = 0 (assuming that damping is associated to straining
of structure only, e.g. C = βK)

1
q̈ r = Diag UT f (5.107)
mi i∈r r
If present, rigid-body equations and coordinates must always be included in the ‘slow’ part of the analysis.
When the forces corresponding to q̈ r , namely −MUr q̈ r , are considered, the rigid-body equilibrium is
guaranteed; thus, an arbitrary node or set of nodes can be constrained in order to yield a locally statically
determined problem with stiffness matrix K̃. At this point, K̃ can be factored, as it is guaranteed that
it is not singular although the constraint reactions associated with the additional constraints vanish.
5.8 Statically Determined Support

Consider a set of springs between the structure and the ground that determine a statically supported
system. For example, for 6 rigid-body degrees of freedom, 6 independent springs are needed. Let H be
the 6 × n matrix that defines the elongations d of the springs as a function of the coordinates u, namely
d = HT u (a legitimate choice would be H = Ur , or H = MUr (UTr MUr )−1 ).
Then, a generic displacement u = Ur q r + Ud q d produces elongations
d = HT Ur q r + HT Ud q d (5.108)
Such elongation vanishes, i.e. d = 0, when

−1
q r = − HT Ur H T Ud q d (5.109)
5-16
As such, a generic displacement can be decomposed as
−1
T T
u = U r q r + I − Ur H U r H Ud q d (5.110)
i.e. a rigid-body contribution and a deformable contribution that does not strain the springs in charge
of making the problem statically determined.
Homework 5.19 Check that H T u ≡ H T Ur q r
Homework 5.20 Check that uT Ku ≡ q T UTd KUd q d
The internal work of the springs that make the problem statically determined is
δLsd = δdT ksd d

= δuT Hksd HT u (5.111)
where ksd is the (diagonal) stiffness matrix of the springs that make the problem statically determined.
A statically determined variant of the original stiffness matrix is thus
K̃ = K + Hksd HT (5.112)
The internal work related to u and K̃ is
δLd = δuT K̃u

−1 T −1
= Ur δq r + I − U r HT U r HT Ud δq d K + Hksd HT Ur q r + I − U r H T U r H T Ud q d
= δq Td UTd KUd q d + δq Tr UTr Hksd HT Ur q r (5.113)
i.e. it is equivalent to the strain energy of the original problem, δuT Ku = δq Td UTd KUd q d , only when
q r ≡ 0.
5.9 Inertial Decoupling

In this section, we want to present how the rigid-body and deformable response of a system can be
decoupled, and modes acceleration can be used to improve the quality of the solution also when rigid-
body modes are present, and thus the stiffness matrix cannot be factored7 .
The original problem is
Ku = f − MUr q̈ r − MUd q̈ d (5.114)
The inertia relief consists in projecting the equations on the space of the rigid body motion,
✘ ✘✘
✘ = UT f − UT MU q̈ − UT MU ✘
UTr✘Ku
✘ r r r r ✘r✘✘ d q̈ d (5.115)
to compute the rigid-body accelerations corresponding to rigid-body inertia forces that balance the
external loads, i.e.
−1
q̈ r = UTr MUr UTr f (5.116)
7 The interested reader should also consult P. Mantegazza, “Tutorial on Attached-Mean Axes and Their Use in the
Calculation of Deformable Static and Damped-Undamped Vibration Modes of a Free-Free Structure”, ASDJournal (2011),
Vol. 2, No. 1, pp. 81–98, https://www.asdjournal.org/index.php/ASD/article/view/12.
5-17
The right-hand side of the problem with inertia relief is
−1
f̃ = f − MUr q̈ r − MUd q̈ d = I − MUr UTr MUr UTr f − MUd q̈ d (5.117)
The virtual work of the external forces is thus
δWe = δuT f̃
−1
= δq Tr UTr I − MUr UTr MUr UTr f − MUd q̈ d
−T −1
+ δq Td UTd I − H HT Ur UTr I − MUr UTr MUr UTr f − MUd q̈ d
= δq Td UTd (f − MUd q̈ d ) (5.118)
i.e. there is no contribution to the external work in δq r .
Homework 5.21 Check this expression.
The virtual work of the internal forces, considering the stiffness matrix K̃, modified in order to
be statically determined, is
δWd = δuT K̃u

−1 T −1
= Ur δq r + I − Ur HT Ur HT Ud δq d K + Hksd HT Ur q r + I − Ur H T U r HT U d q d
= δq Td UTd KUd q d + δq Tr UTr Hksd HT Ur q r (5.119)
Homework 5.22 Check this expression.
The problem with inertia relief and a statically determined stiffness matrix is thus
UTr Hksd HT Ur q r = 0 (5.120a)

UTd KUd q d = UTd (f − MUd q̈ d ) (5.120b)
i.e. q r ≡ 0, and
−1
q d = UTd KUd UTd (f − MUd q̈ d ) (5.121)
which correspond to
−1
T T
ũ = Ur✚q✚
r + I − U r H U r H Ud q d
−1 −1
= I − Ur HT Ur HT Ud UTd KUd UTd (f − MUd q̈ d ) (5.122)
This means that, by solving the problem with inertia relief as

−1
−1 T T −1
ũ = K̃ I − MUr Ur MUr Ur f − K̃ MUd q̈ d (5.123)
the stiffness of the additional springs ksd , which is needed to overcome the fact that K is not invertible,
making K̃ invertible, is not involved.
5-18
The solution ũ with an arbitrary statically determined constraint can be corrected to be inertially
decoupled, namely a rigid body motion Ur q̃ r can be further subtracted,
u = ũ − Ur q̃ r (5.124)
where q̃ r is determined by imposing that u be orthogonal to a rigid body displacement weighted using
the mass matrix,
UTr Mu = 0, (5.125)
namely
UTr Mũ = UTr MUr q̃ r (5.126)
It yields
−1
q̃ r = UTr MUr UTr Mũ (5.127)
which corresponds to
−1
u = I − Ur UTr MUr UTr M ũ
−1 −1
−1
= I − Ur UTr MUr UTr M K̃ I − MUr UTr MUr UTr f
−1
−1
− I − Ur UTr MUr UTr M K̃ MUd q̈ d (5.128)
i.e.
−1 −1
u = PT K̃ Pf − PT K̃ MUd q̈ d (5.129)
with
−1
P = I − MUr UTr MUr UTr (5.130)
an oblique projector. The above operation must not be practically performed; on the contrary, the result
can be efficiently obtained incrementally.
5.9.1 Attached and Mean Axes (Application to Cantilever Modes for Free
Symmetric Dynamics)
Consider a semi-span wing model,
Mss ü + (Kss + Kclamp ) u = 0 (5.131)
where Mss and Kss are the mass and stiffness matrices of the semi-span wing model, whereas Kclamp is
the formal stiffness matrix contribution that contains the penalty factors that are used to prescribe the
cantilever constraints.
From the eigenanalysis of this problem, we obtain a subset of normal modes in cantilever
configuration,
Ucntl , such that UTcntl Mss Ucntl = Diag {mi }cntl and UTcntl Kss Ucntl = Diag mi ωi2 cntl . Note that since
the location of the cantilever constraint does not move, UTcntl Kclamp Ucntl = 0.
Consider now a set of rigid-body modes, Ur , obtained for example from rigid body kinematics, i.e.

ui = I −xi × q r (5.132)

θi = 0 I qr (5.133)
5-19
for the displacement ui (and optionally the infinitesimal rotation θ i ) of the ith node, such that ur =
Ur = q r .
Combine the cantilever modes and the rigid body modes to form a reduced order free model,

Uaa = Ucntl Ur (5.134)
where the subscript “aa” stands for “attached axes”. In fact, the resulting model corresponds to using the
deformable modes in addition to a rigid-body motion; the latter changes the reference frame in which
the deformable modes are expressed. The resulting free model is
UTaa (Mss + Maf ) Uaa q̈ aa + UTaa Kss Uaa q aa = UTaa f (5.135)
where Maf is the mass matrix that contains the inertia of the airframe, which is lumped at the point
where the cantilever model was constrained. After expanding the modal basis, one obtains
M✟ M✟
T T

Ucntl (Mss + ✟ af ) Ucntl Ucntl (Mss + ✟ af ) Ur q̈ cntl
sym. UTr (Mss + Maf ) Ur q̈ r
✘
✘
K✘
T
✘✘
T
UTcntl
Ucntl Kss Ucntl ✘ ss Ur q cntl Ucntl f
+ ✘ss✘ ✘ = (5.136)
sym. UTr✘K
✘ Ur qr UTr f

Diag {mi }cntl UTcntl Mss Ur q̈ cntl
sym. Mr q̈ r
2
T
Diag mi ω0i cntl 0 q cntl Ucntl f
+ = (5.137)
sym. 0 qr UTr f
where Mr = UTr (Mss + Maf ) Ur is the rigid-body mass matrix of the rigid aircraft,

mI −S O ×
Mr = (5.138)
SO× JO
referred to point O. If the center of mass is chosen, the static moment S O vanishes, and JO is the inertia
matrix referred to the center of mass. Using attached axes, the stiffness and mass submatrices related
to the deformable modes are diagonal, but the inertial coupling between the deformable and the rigid
modes is non-zero.
Consider now a combination of the cantilever mode shapes and of the rigid modes, which yields the
generic deformable displacement as
u′ = (Ucntl + Ur Qr ) q ′cntl = U′cntl q ′cntl (5.139)
with matrix Qr defined in such a manner that the coupling between the rigid and the deformable modes
vanishes. This is obtained by prescribing that
UTr (Mss + Maf ) U′cntl = UTr (Mss + Maf ) (Ucntl + Ur Qr ) = 0 (5.140)
which yields
−1
Qr = − UTr (Mss + Maf ) Ur UTr (Mss + Maf ) Ucntl
= −M−1 T
r Ur (Mss + Maf ) Ucntl (5.141)
The new deformable modes are thus formally defined as

U′cntl = I − Ur M−1 T
r Ur (Mss + Maf ) Ucntl (5.142)
5-20
(remember that the sequence of matrix multiplications is much more efficient than the construction of
the above projector.) Define now the new basis for free reduced dynamics,

Uma = U′cntl Ur (5.143)
where the subscript “ma” stands for “mean axes”. In fact, now the original deformed shapes have been
combined with rigid-body motion in such a manner that the corresponding motion oscillates about the
undeformed configuration without actually moving the center of mass (this is the physical meaning of the
decoupling between the rigid and the deformable motion that was previously prescribed). The resulting
free model is now
UTma (Mss + Maf ) Uma q̈ ma + UTma Kss Uma q ma = UTma f (5.144)
After expanding the modal basis, one obtains

✭✭ # ′
T ✭✭ ✭✭✭
"
(U′cntl )T (Mss + Maf ) U′cntl (U✭ ′
)✭ (M + M ) U q̈
✭ ✭cntl ss af r cntl
sym. UTr (Mss + Maf ) Ur q̈ r
✭)✭T ✭✭✭

(U′cntl )T Kss U′cntl ✭ (U✭′
Kss Ur q ′cntl (U′cntl )T f
+ cntl
✘ss✘ ✘ = (5.145)
sym. UTr✘K
✘ Ur qr UTr f

Diag {mi }cntl − UTcntl Mss Ur M−1 T
r Ur Mss Ucntl 0 q̈ cntl
sym. Mr q̈ r

2
Diag mi ω0i cntl 0 q cntl (U′cntl )T f
+ = (5.146)
sym. 0 qr UTr f
Using mean axes, the mass submatrix related to the deformable modes is no longer diagonal, but the
coupling between the deformable and the rigid modes is now identically zero. Of course, since the rigid
and the deformable subproblems are now (inertially) decoupled, one could diagonalize the deformable
subproblem by performing a further modal decomposition.
Since the mean axes and the attached axes problems only differ by a linear transformation of the
coordinates, they have exactly the same eigenvalues. The latter is perhaps more practical because it
inertially decouples the rigid and the deformable subproblems.
Example: consider a uniform cantilever beam of length ℓ, stiffness EJ, and mass per unit span m. For
the deformation, consider a single shape n(x) = (x/ℓ)2 as an approximation of the first bending mode
(it complies with the kinematic boundary conditions n(0) = 0, n/x (0) = 0). Construct a two degrees of
freedom model with the previously mentioned deformable shape and the free vertical displacement using
attached and mean axes, including a mass M lumped at the location where the beam was originally
cantilevered.
The stiffness of the cantilever form is kss = 4EJ/ℓ3 , whereas the mass is mss = mℓ/5.
Attached Axes. Consider the ‘attached axes’ case. The unknown displacement is
x2
w(x, t) = qcntl (t) + 1 · qr (t) (5.147)
ℓ2
It complies with the kinematic boundary condition w/x (0) = 0. The stiffness matrix, by definition, is
Z ℓ
4/ℓ4 0 4EJ/ℓ3 0 kss 0
Kaa = EJ dx = = (5.148)
0 0 0 0 0 0 0
5-21
The inertia matrix is
Z ℓ 4 4
x /ℓ x2 /ℓ2 0 0 mℓ/5 mℓ/3
Maa = m dx + = (5.149)
0 x2 /ℓ2 1 0 M mℓ/3 mℓ + M
The frequencies are
ω1,2 = 0 (5.150a)
v v
u u
u M u mℓ
u 1+ u 1+
u mℓ EJ u M EJ
ω3,4 = u45 = u20 (5.150b)
t 9 M mℓ4 t 4 mℓ mℓ4
1+ 1+
4 mℓ 9M
Homework 5.23 What does the non-zero frequency look like when mℓ/M → 0? What when M/(mℓ) →
0? What do the two cases mean?
Mean Axes. Consider now the ‘mean axes’ case. The inertial decoupling of the deformable shape from
the rigid body motion entails
Z ℓ 2
x
1 · (m + 2M δ(x)) + 1 · Q r dx = 0 (5.151)
0 ℓ2
Homework 5.24 Why 2M δ(x)? How could the same problem be formulated otherwise?
I.e.
Z !−1 Z mℓ
ℓ ℓ
x2 3 1
Qr = − (m + 2M δ(x)) dx (m + 2M δ(x)) 2 dx = =
0 0 ℓ mℓ + M 3(1 + M/(mℓ))
(5.152)
The unknown is now
2
x 1
w(x, t) = − q ′ (t) + 1 · qr (t) (5.153)
ℓ2 3(1 + M/(mℓ)) cntl
It complies with the kinematic boundary condition w/x (0) = 0. The stiffness matrix, by definition, is
unchanged; i.e. Kma = Kaa . The inertia matrix is
 !2 
Z ℓ x2 1 x2 1
(m + 2M δ(x))  ℓ2 − 3 (1 + M/(mℓ)) −
 
Mma = ℓ2 3 (1 + M/(mℓ))  dx
0
sym. 1
 
M
 mℓ 1 + mℓ 
 0 
=  45
 9M 
 (5.154)
 1+ 
4 mℓ
0 mℓ + M
The frequencies are the same as in the attached
√ axes
p case. The two degrees
p of freedom are now decoupled.
Incidentally, the cantilever frequency is 20 EJ/(mℓ 4 ) ≈ 4.4721 EJ/(mℓ4 ); the ‘exact’ value of
p
the non-zero frequency is ≈ 3.5160 EJ/(mℓ4 ); the error is about 27%.
√ p p
4 4
p → 0, the non-zero frequency is 45 EJ/(mℓ ) ≈ 6.7082 EJ/(mℓ );
In the free case, with M/(mℓ)
the ‘exact’ value is ≈ 5.5933 EJ/(mℓ4 ); the error is about 20%. With mℓ/M → 0 the non-zero
frequency is again the same of the cantilever case.
Homework 5.25 Repeat using the static solution for uniformly distributed load as shape function.
5-22
5.10 Prescribed Motion
Assume that a subset of u needs to be prescribed.
Partition the variables (and the equations) in ‘constrained’, uc , and ‘free’, uf ,

M f f Mf c üf Cf f C f c u̇f Kf f Kf c uf ff
+ + =
Mcf Mcc üc Ccf Ccc u̇c Kcf Kcc uc fc
(5.155)
Free equations:
Mf f üf + Cf f u̇f + Kf f uf = f f − Mf c üc − Cf c u̇c − Kf c uc (5.156)
with uc , u̇c and üc prescribed as functions of time. Constrained equations:
f c = Mcf üf + Mcc üc + Ccf u̇f + Ccc u̇c + Kcf uf + Kcc uc (5.157)
recover reaction forces f c as a post-processing.

When considering a projection of u on the reduced basis, it may not be possible to strictly en-
force the constraint. One may want to consider some means to project the constraints; however, it is
usually preferable to expose the constrained degrees of freedom, e.g. using a Craig-Bampton approach
(substructuring).
5.11 Substructuring
Craig & Bampton’s (C-B) approach to substructuring. Consider a problem
Mü + Ku = f (5.158)
Partition the degrees of freedom in ‘reduced’ (r) and ‘interface’ (i),

Mrr Mri ür Krr Kri ur fr
+ = (5.159)
MTri Mii üi KTri Kii ui fi
The objective is to preserve the interface degrees of freedom and, at the same time, replace the ‘reduced’
degrees of freedom, possibly using a subspace obtained using a modal basis.
Static interface modes are obtained imposing ui = Iui and, considering the ‘reduced’ equations,
Krr ur + Kri ui = 0 (5.160)
one obtains

ur −K−1
rr Kri
= ui (5.161)
ui I
Consider now the normal modes obtained by analyzing the ‘reduced’ equation after eliminating the
interface degrees of freedom,
Mrr ür + Krr ur = 0 (5.162)
The ‘reduced’ eigenvectors Ur are used to express ur = Ur q r ; as a consequence

ur Ur
= qr (5.163)
ui 0
A reduced order model is obtained using the coordinate set

ur Ur −K−1 rr Kri qr
= (5.164)
ui 0 I ui
5-23
to transform the problem

UTr 0 Mrr Mri Ur −K−1
rr Kri q̈ r
T
−KTri K−1
rr I M ri M ii 0 I üi
T

Ur 0 Krr Kri Ur −K−1
rr Kri qr UTr 0 fr
+ =
T −1
−Kri Krr I KTri Kii 0 I ui −KTri K−1
rr I fi
(5.165)
i.e.
" #
Diag {mj }j∈r UTr Mri − Mrr K−1 rr Kri q̈ r
sym. Mii − MTri K−1 T −1 T −1 −1
rr Kri − Kri Krr Mri + Kri Krr Mrr Krr Kri
üi
" #
2
Diag mj ω0j j∈r
0 qr UTr 0 fr
+ = (5.166)
0 T −1
Kii − Kri Krr Kri ui −KTri K−1
rr I fi
The approach can be generalized to the modeling of several substructures that share portions of interface,
which can be assembled together yielding a larger system with a reduced number of degrees of freedom.
Homework 5.26 Formulate C-B for axial extension of a rod using clamped-clamped analytical modes
for ‘reduced’ dofs and static rod extension for interface dofs. The problem is discussed further in Sec-
tion 9.2.4.
5.12 Initial Conditions

Given u(0) = u0 , u̇(0) = u̇0 , we need to compute q(0) and q̇(0), i.e.
Us q s0 ∼
= u0 Us q̇ s0 ∼
= u̇0 (5.167)
When q are only a subset of all the modes, the problems are overdetermined.
5.12.1 Initial Conditions as a Least-Squares Problem

Error:
e = Us q s0 − u0 (5.168)
In a least-squares sense,
1 −1
min eT e → q s0 = UTs Us UTs u0 (5.169)
q s0 2
Weighted least-squares,
1 −1
min eT Ke → q s0 = UTs KUs UTs Ku0 (5.170)
q s0 2
(only valid when K > 0) However, note that

UTs KUs = Diag mi ω0i
2
i∈s
2
T
Us K = Diag ω0i i∈s UTs M (5.171)
thus
−1
1 2 1
q s0 = UTs KUs UTs Ku0 = Diag 2 Diag ω0i i∈s
UTs Mu0 = Diag UTs Mu0
mi ω0i i∈s mi i∈s
(5.172)
5-24
1
min eT Me (5.173)
q s0 2
Similarly, for q̇0 ,
1
min ėT Mė (5.174)
q̇ s0 2
with
ė = Us q̇ s0 − u̇0 (5.175)
the solution is
−1
q̇ s0 = UTs MUs UTs Mu̇0 (5.176)
Interpretation:
u0 = Us q s0 + Uf q f 0 (5.177)
then
−1
q s0 = UTs MUs UTs Mu0
−1
= UTs MUs UTs M Us q s0 + Uf q f 0
−1 −1
= UTs MUs UTs MUs q s0 + UTs MUs UT MUf q
| s {z } f 0
0
= q s0 (5.178)
5.12.2 Initial Conditions Resulting From Impulsive Forces

Problem:
Mü + Cu̇ + Ku = b0 δ(t) + b1 δ̇(t) (5.179)
First integral:
Z
Mu̇ + Cu + K u dt = b0 step(t) + b1 δ(t) (5.180)
Integration across 0 (from 0− to 0+ ):

M u̇(0+ ) − u̇(0− ) + C u(0+ ) − u(0− ) = b0 (5.181)
(assuming u is integrable from 0− to 0+ ; for example, up to discontinuous, but limited, like a step.)
Second integral:
Z Z Z
Mu + C u dt + K u dt dt = b0 ramp(t) + b1 step(t) (5.182)
Integration across 0 (from 0− to 0+ ):

M u(0+ ) − u(0− ) = b1 (5.183)
5-25
This yields
u(0+ ) = u(0− ) + M−1 b1 (5.184a)
+ − −1 −1 −1
u̇(0 ) = u̇(0 ) + M b0 − M CM b1 (5.184b)
Consider now the modal approach,

2
Diag {mi } q̈ + Diag {mi 2ξi ω0i } q̇ + Diag mi ω0i q = UT b0 δ(t) + UT b1 δ̇(t) (5.185)
Assuming u(0− ) = 0 and u̇(0− ) = 0,

1
q(0+ ) = Diag UT b 1 (5.186a)
mi

1
q̇(0+ ) = Diag UT b0 − Diag {mi 2ξi ω0i } q(0+ ) (5.186b)
mi
Recalling
Mu̇(0+ ) + Cu(0+ ) = b0 (5.187a)
+
Mu(0 ) = b1 (5.187b)
the modal equations become

1 1
q(0+ ) = Diag UT b1 = Diag UT Mu(0+ ) (5.188a)
mi mi

1
q̇(0+ ) = Diag UT b0 − Diag {mi 2ξi ω0i } q(0+ )
mi

1
= Diag UT Mu̇(0+ ) + UT Cu(0+ ) − Diag {mi 2ξi ω0i } q(0+ )
mi

1
= Diag UT Mu̇(0+ ) + Diag {2ξi ω0i } UT Mu(0+ ) − Diag {2ξi ω0i } UT Mu(0+ )
mi

1
= Diag UT Mu̇(0+ ) (5.188b)
mi
i.e. the least-squares approach to express the initial conditions in reduced modal basis is consistent with
the initial conditions resulting from impulsive forces.
Alternative approach:
...
Mü + Cu̇ + Ku = b0 δ(t) + b1 δ̇(t) + b2 δ̈(t) + b3 δ (t) [ + . . . ] (5.189)
− − − −1 − −
with pre-initial conditions u(0 ), u̇(0 ), such that ü(0 ) = −M (Cu̇(0 ) + Ku(0 )).
Solution of the type:
u(t) = w(t) + v(t)step(t) + u0 δ(t) + u1 δ̇(t) (5.190a)
u̇(t) = ẇ(t) + v̇(t)step(t) + v(0)δ(t) + u0 δ̇(t) + u1 δ̈(t) (5.190b)
...
ü(t) = ẅ(t) + v̈(t)step(t) + v̇(0)δ(t) + v(0)δ̇(t) + u0 δ̈(t) + u1 δ (t) (5.190c)
where w(t) is the solution of the homogeneous equation with initial conditions u(0− ), u̇(0− ), i.e. the
solution that would be in place should no right-hand side be present, whereas v(t) is a regular function
of time. Problem becomes
Mẅ + Cẇ + Kw = 0 ← [no specific function] (5.191a)
Mv̈ + Cv̇ + Kv = 0 ← step(t) (5.191b)
Mv̇(0) + Cv(0) + Ku0 = b0 ← δ(t) (5.191c)
Mv(0) + Cu0 + Ku1 = b1 ← δ̇(t) (5.191d)
Mu0 + Cu1 = b2 ← δ̈(t) (5.191e)
...
Mu1 = b3 ← δ (t) (5.191f)
5-26
which yields
u1 = M−1 b3 (5.192a)
−1
u0 = M (b2 − Cu1 ) (5.192b)
−1
v(0) = M (b1 − Cu0 − Ku1 ) (5.192c)
−1
v̇(0) = M (b0 − Cv(0) − Ku0 ) (5.192d)
The last two, v(0) and v̇(0), serve as initial conditions for the homogeneous equation of motion for
contribution v(t) to the solution, whereas w(t) is the contribution to the solution corresponding to the
homogeneous equation of motion with initial conditions u(0− ), u̇(0− ). Note that u(0+ ) = u(0− ) + v(0)
(where v(0) ≡ v(0+ ) since v(t) is regular); similarly, u̇(0+ ) = u̇(0− ) + v̇(0).
5.12.3 Initial Conditions From Impulsive Forces in the Laplace Domain
We define the Laplace transform L- (Laplace transform starting from 0− ) as

Z +∞
L- (f (t)) = f (t)e−st dt (5.193)
0−
such that the Laplace transform of the impulse directly results from the definition,
Z +∞
L- (δ(t)) = δ(t)e−st dt = 1. (5.194)
0−
As a consequence, the Laplace transform of the derivative of a function is

Z +∞
L- (f˙(t)) = f˙(t)e−st dt
0 −
Z +∞ Z +∞
d d
= f (t)e−st dt − f (t) e−st dt
0 − dt 0 − dt
Z +∞

−st +∞
= f (t)e 0−
+s f (t)e−st dt
0−
−
= −f (0 ) + sL- (f (t)) (5.195)
Homework 5.27 Using the definition of the Laplace transform, compute the transform of the
second-order derivative of a function, L- (f¨(t)).
Final value theorem:

lim f (t) = lim sL- (f (t)). (5.196)
t→+∞ s→0
Proof:
Z +∞
lim sL- (f (t)) = lim f (t)se−st dt
s→0 s→0 0−
Z +∞
d −st
= − lim e f (t)
dt
s→0 0−dt
Z +∞ Z +∞
d
= − lim f (t)e −st
dt + lim f˙(t)e−st dt
s→0 0− dt s→0 0−
Z +∞

−st +∞
= − lim f (t)e 0−
+ f˙(t) dt
s→0 0−
= −0 + f (0 ) + f (+∞) − f (0− ) = f (+∞)
−
(5.197)
5-27
Initial value theorem (or ‘post’-initial value theorem, as it yields the initial value after ‘trouble’ in
the origin):
lim f (t) = lim sL-sp (f (t)). (5.198)

t→0+ s→+∞
where L-sp (f (t)) is the ‘strictly proper’ (no ‘trouble’) Laplace transform from 0− .
Proof:
Z +∞
lim sL-sp (f (t)) = lim f˙(t)e−st dt + f (0− )
s→+∞ s→+∞ 0−
Z 0+ Z +∞
= lim f˙(t)e0 dt + lim f˙(t)e−st dt + f (0− )
s→+∞ 0− s→+∞ 0+
0+
= [f (t)]0− + 0 + f (0− )
= f (0+ ) − f (0− ) + 0 + f (0− ) = f (0+ ) (5.199)
under the assumption that no ‘trouble’ occurs across t = 0 (‘strictly proper’).
Consider now the same problem in the Laplace domain, where now v(t) is a function that combines the
previous v(t) and w(t), i.e. regular except in t = 0, where it can have discontinuities in the value and in
the slope; then:
L- (u) = L- (v) + L- (u0 δ(t)) + L- (u1 δ̇(t)) = v(s) + u0 + su1 (5.200a)

− 2
L- (u̇) = L- (v̇) + L- (u0 δ̇(t)) + L- (u1 δ̈(t)) = sv(s) − v(0 ) + su0 + s u1 (5.200b)
...
L- (ü) = L- (v̈) + L- (u0 δ̈(t)) + L- (u1 δ (t)) = s2 v(s) − sv(0− ) − v̇(0− ) + s2 u0 + s3 u1 (5.200c)
and

M s2 v − sv(0− ) − v̇(0− ) + s2 u0 + s3 u1 + C sv − v(0− ) + su0 + s2 u1 + K (v + u0 + su1 )
= b0 + sb1 + s2 b2 + s3 b3 (5.201)
where L- (f˙(t)) = sL- (f (t)) − f (0− ), i.e.

s2 M + sC + K v(s) = b0 + Mv̇(0− ) + Cv(0− ) − Ku0 + s b1 + Mv(0− ) − Cu0 − Ku1
+ s2 (b2 − Mu0 − Cu1 ) + s3 (b3 − Mu1 ) (5.202)
The terms in s2 and s3 yield non-strictly proper contributions to the solution; as a consequence,
u1 = M−1 b3 (5.203a)
−1 −1
u0 = M b2 − M Cu1 (5.203b)
The problem becomes:

(5.204)
According to the initial value theorem, lims→∞ sL-sp (f (t)) = f (0+ ) (where L-sp (f (t)) is the strictly
proper part of L- (f (t)), as the rest determines the response of impulsive-like right-hand side),
Mv(0+ ) = b1 + Mv(0− ) − Cu0 − Ku1 (5.205)
i.e.
v(0+ ) − v(0− ) = M−1 (b1 − Cu0 − Ku1 ) (5.206)
5-28
Proof:

(5.207)
becomes

1 1 1
M + C + 2 K v(s) = 2 b0 + Mv̇(0− ) + Cv(0− ) − Ku0
s s s
1
+ b1 + Mv(0− ) − Cu0 − Ku1 (5.208)
s
and
−1
1 1 1
v(s) = M + C + 2K 2
b0 + Mv̇(0− ) + Cv(0− ) − Ku0
s s s
−1
1 1 1
+ M + C + 2K b1 + Mv(0− ) − Cu0 − Ku1 (5.209)
s s s
thus
−1
1 1 1
sv(s) = M + C + 2K b0 + Mv̇(0− ) + Cv(0− ) − Ku0
s s s
−1
1 1
+ M + C + 2K b1 + Mv(0− ) − Cu0 − Ku1 (5.210)
s s
and

lim sv(s) = v(0+ ) = M−1 b1 + Mv(0− ) − Cu0 − Ku1 (5.211)
s→+∞
Solution derivative: recalling that L− (v̇) = sv(s) − v(0− ),

s2 M + sC + K sv(s) − v(0− ) = s b0 + Mv̇(0− ) + Cv(0− ) − Ku0

+ s2 b1 + Mv(0− ) − Cu0 − Ku1 − s2 M + sC + K v(0− )

= −Kv(0− ) + s b0 + Mv̇(0− ) − Ku0 + s2 (b1 − Cu0 − Ku1 )

= −Kv(0− ) + s b0 + Mv̇(0− ) − Ku0 + s2 M v(0+ ) − v(0− )

= −Kv(0− ) + s b0 + Mv̇(0− ) − Ku0

+ s2 M + sC + K v(0+ ) − v(0− ) − (sC + K) v(0+ ) − v(0− )

= −Kv(0+ ) + s b0 + Mv̇(0− ) − C v(0+ ) − v(0− ) − Ku0

+ s2 M + sC + K v(0+ ) − v(0− )

= −Kv(0+ ) + s b0 + Mv̇(0− ) − C v(0+ ) − v(0− ) − Ku0
+ non-strictly proper term (5.212)
The initial value theorem yields

Mv̇(0+ ) = b0 + Mv̇(0− ) − C v(0+ ) − v(0− ) − Ku0 (5.213)
i.e.

v̇(0+ ) − v̇(0− ) = M−1 b0 − C v(0+ ) − v(0− ) − Ku0 (5.214)
5-29
5.12.4 Direct Solution Through Duhamel’s Integral
Consider the problem
2
mi q̈i + 2mi ξi ω0i q̇i + mi ω0i qi = uTi f (t) (5.215)
and the associated unit impulse response problem
2 1
q̈i + 2ξi ω0i q̇i + ω0i qi = δ(t) (5.216)
mi
whose solution, assuming |ξi | < 1, is
q
1 1
qiδ (t) = p e−ξi ω0i t sin 1 − ξi2 ω0i t step(t), (5.217)
1 − ξi2 ω0i mi
since the corresponding initial conditions for qi (0− ) = 0 and q̇i (0− ) = 0 are qi (0+ ) = 0 and q̇i (0+ ) = 1/mi .
Homework 5.29 Prove it; how?
When |ξi | > 1, the solution is

√2 √2
e−(ξi − ξi −1)ω0i t − e−(ξi + ξi −1)ω0i t 1
qiδ (t) = p step(t)
2 ξi2 − 1ω0i mi
q
1 1
=p 2 e−ξi ω0i t sinh ξi2 − 1ω0i t step(t). (5.218)
ξi − 1ω0i mi
When |ξi | ≡ 1, the solution is

1
qiδ (t) = te−ξi ω0i t step(t). (5.219)
mi
It is worth noticing that the impulse response of a damped oscillator can be summarized as
 p
 sin 1 − ξ 2ω t

 i 0i


 p
2ω
|ξi | < 1


 1 − ξ i 0i


1 
−ξi ω0i t
qiδ (t) = step(t)e t |ξi | = 1 (5.220)
mi 


 p


 sinh ξ 2 − 1ω t

 i 0i


 p
2
|ξi | > 1
ξi − 1ω0i
For t = 0, the slope of the rightmost function is always 1.
Then one can prove that the solution of the original problem is
Z t
qi (t) = qiδ (τ )uTi f (t − τ ) dτ (5.221)
0
i.e. the convolution of the unit impulse response function and the original forcing term.
Homework 5.30 Prove it; how?
Homework 5.31 Generalize the unit impulse response to the discrete matrix problem of Eq. (5.1).
Homework 5.32 Compute the response to an input of the form uTi f (t) = δ̇(t).
5-30
5.13 Practical Eigenanalysis
Problem:
Mü + Ku = f (5.222)
We seek an efficient base u = Uq (e.g. low-frequency eigenmodes). To this end, we need to solve the
generalized eigenproblem
Ku = Muω 2 (5.223)
Canonical form:
Ax = xλ (5.224)
−1 2
with A = M K and λ = ω .
For more details the interested reader should consult [7].
5.13.1 Power Method

Consider the canonical form of Eq. (5.224) and a generic vector z. It can be expressed as the linear
combination of the eigenvectors xi , namely
N
X
z= xi αi (5.225)
i=1
where αi are generic coefficients. Let’s assume that x1 is the eigenvector associated with λ1 , such that
|λ1 | > |λi | for i > 1, and that α1 6= 0. Consider now the sequence
z (k+1) = Az (k) (5.226)
and express z (0) as a combination of the eigenvectors:
N
X N
X
z (1) = Az (0) = A xi αi = Axi αi (5.227)
|{z}
i=1 i=1 xi λi
Repeat the operation:
N
X N
X N
X
z (k) = Az (k−1) = Ak z (0) = Ak xi αi = Ak xi αi = xi λki αi (5.228)
i=1 i=1 i=1
This can be rewritten as

N k !
(k)
X λi
z = x1 α1 + xi αi λk1 ≈ x1 λk1 α1 (5.229)
i=2
λ1
since |λ1 | > |λi |. Thus, z (k) ≈ z (k−1) λ1 .

The practical algorithm is thus
1. generate z (0) as a random vector (and normalize it as appropriate, e.g. z ::= z/|z|);
2. compute z (k) = Az (k−1)
3. estimate the eigenvalue as
(z (k−1) )H z (k)
λ(k) = (5.230)
(z (k−1) )H z (k−1)
(which corresponds to the least-square solution of z (k−1) λ(k) − z (k) = 0);
4. normalize the vector, z (k) ::= z (k) /|z (k) |;

5. if k ≡ 1 or |λ(k) − λ(k−1) | > tolerance, go back to (2)
5-31
5.13.2 Smallest Module Eigenvalue: Inverse Power Method
In its standard form, the power method computes the largest module eigenvalue. In structural dynamics,
the smallest module one is likely needed; this can be obtained by recasting the problem in the form
1
A−1 x = x , (5.231)
λ
such that the eigenvector with the largest value of 1/λ is computed. In the case of structural dynamics,
this reads
1
K−1 Mu = u 2 (5.232)
ω
The practical algorithm becomes:
1. generate z (0) as a random vector (and normalize it as appropriate, e.g. z ::= z/|z|);
2. compute z (k) = A−1 z (k−1)
3. estimate the eigenvalue as
(z (k) )H z (k−1)
λ(k) = (5.233)
(z (k) )H z (k)
(which corresponds to the least-square solution of z (k) λ(k) − z (k−1) = 0);
4. normalize the vector, z (k) ::= z (k) /|z (k) |;
5. if k ≡ 1 or |λ(k) − λ(k−1) | > tolerance, go back to (2)
Note that matrix A must not be inverted. On the contrary, it can be factored once for all (for example,
a LU decomposition can be used if the matrix is not symmetric), yielding A = LU; then,
z (k) = A−1 z (k−1) = U−1 L−1 z (k−1) (5.234)
can be split into
w = L−1 z (k−1) (5.235a)
(k) −1
z =U w (5.235b)
for which only (forward/back-)substitutions are needed.
5.13.3 Positive Semi-Definite Stiffness Matrix: Shift

When matrix K is positive semi-definite, Eq. (5.232) cannot be inverted. The problem can be modified by
shifting the null frequencies that correspond to rigid body motion away from zero during the eigenvalue
computation phase. This is accomplished by adding Muα to both sides of Eq. (5.223),
Ku + Muα = Muω 2 + Muα (5.236)
which yields

(K + αM) u = Mu ω 2 + α (5.237)
Now the problem can be cast in inverse form as
−1 1
(K + αM) Mu = u 2 (5.238)
(ω + α)
since matrix (K + αM), the sum of a positive definite matrix, αM (provided α > 0), and a positive
semi-definite one, K, is itself positive definite.
Now the problem can be solved using the power method, after setting A = (K + αM)−1 M, and
λ = 1/(ω 2 + α). After convergence, the frequency can be computed as ω 2 = 1/λ − α.
5-32
5.13.4 Subsequent Eigenvalues: Orthogonalization
The power method can only compute the largest modulus eigenvalue and the corresponding eigenvector,
under the assumption that its multiplicity is 1 and it is well separated from the others.
After the largest modulus one has been computed, the following one can still be computed using the
same approach, provided the vector z (k) that is used in the iterative process is continuously modified to
make it orthogonal to the one already found.
Consider for simplicity the basic power method; consider a generic, random vector z (0) , which again
can be expressed a linear combination of the (yet unknown) eigenvectors of matrix A, as the one of
Eq. (5.225), namely
N
X
z= xi αi (5.239)
i=1
We want to modify it into vector z̃, making it orthogonal to x1 , namely
z̃ = z − x1 γ, (5.240)
by prescribing the orthogonality condition xH

1 z̃ = 0, which yields
0 = xH H H
1 z̃ = x1 z − x1 x1 γ (5.241)
whose solution is
xH1 z
γ= H
(5.242)
x1 x1
which yields

xH z 1
z̃ = z − x1 H1 = I − H x1 xH
1 z (5.243)
x1 x1 x1 x1
It is worth noticing that
N
X
xH H
1 z = x1 xi αi ≡ xH
1 x1 α 1 (5.244)
i=1
i.e. γ ≡ α1 .
In principle, the orthogonalization must only be performed once, at the beginning of the iterative
process; after z̃ is made orthogonal to x1 , the iteration should directly converge to the second largest
eigenvalue. In practice, however, even small numerical errors could make x1 surface again. For this
reason, it is appropriate to repeat the orthogonalization, not necessarily at each iteration.
The procedure can be repeated to compute further eigenvalues; in this case, the trial vector z must
be made orthogonal to all the already computed eigenvectors.
5.13.5 Subspace Iteration

Consider a subspace U such that u = Uq. Consider now an inverse power method block-iteration
U(k) = K−1 MU(k−1) (5.245)
(possibly with shift, in case the stiffness matrix is positive semi-definite). All vectors in the subspace U
would re-orient themselves as x1 , the eigenvector that corresponds to the largest modulus λ1 = 1/ω12 ;
re-orthogonalization is needed.
5-33
Rayleigh Coefficient
The Rayleigh coefficient is a parameter that expresses the ratio between some measure of elastic energy
and a corresponding measure of kinetic (co-)energy. Given a vector u, it is defined as
uT Ku
λR = . (5.246)
uT Mu
Whenever u is exactly an eigenvector, then λR is the corresponding eigenvalue: when u ≡ ui , then

λR ≡ ωi2 .
The Rayleigh coefficient is stationary in the vicinity of an eigenvalue. This can be shown by con-
sidering u = Uq, where U is the complete base of eigenvectors, with one element of q much larger in
modulus than the others. Consider, for example, qk = 1 much larger than all the remaining |qi | ≪ 1,
with i 6= k. Then
N
X
u = uk + ui q i (5.247)
i6=k
Thanks to the orthogonality of the eigenvectors with respect to the mass and stiffness matrices, the
Rayleigh coefficient is then
P T P
uk + ui qi K uk + i6=k ui qi
i6=k
λR = T
P P
uk + i6=k ui qi M uk + i6=k ui qi
P
uTk Kuk + i6=k qi2 uTi Kui
= T P
uk Muk + i6=k qi2 uTi Mui
P
mk ωk2 + i6=k qi2 mi ωi2
= P
mk + i6=k qi2 mi
!2
P m i ω i
1 + i6=k qi2
mk ω k
= ωk2 . (5.248)
P mi
1 + i6=k qi2
mk
One can easily show that the Rayleigh coefficient is stationary in the vicinity of an eigenvalue.
Consider, for example, its derivative with respect to a generic qj :
 !2 !2 
mj ω j P 2
mi ω i
 2qj 1 + i6=k qi 
∂λR  mk ω k mk ω k mj 
2 
= ωk  − !2 2qj 
∂qj  P 2
m i m m k 
 1 + i6=k qi P 2 i 
mk 1 + q
i6=k i
mk
 !2 !2 
ωj P m i ω i
 1 + i6=k qi2 
 ω k mk ω k  mj
2 
= ωk  − !2  2qj (5.249)
 m m  mk
 1 + i6=k qi2 i
P P i 
mk 1 + i6=k qi2
mk
For qj = 0, ∀j, ∂λR /∂qj = 0; thus, λR is stationary in the vicinity of an eigenvalue.
5-34
Eigenanalysis Via Subspace Iteration
Consider now the Rayleigh coefficient resulting from u expressed as a linear combination of the subspace
spanned by U at iteration k, namely u = Uq:
q T UT KUq
λR = . (5.250)
q T UT MUq
Define
K̃ = UT KU (5.251a)
T
M̃ = U MU (5.251b)
the corresponding reduced stiffness and mass matrices, such that
q T K̃q
λR = . (5.252)
q T M̃q
Since λR is stationary in the vicinity of an eigenvalue, consider
∂λR 1 q T K̃q
0= T
= 2K̃q − 2 2M̃q
∂q q T M̃q q T M̃q
 
2 
 q T K̃q 

= K̃ − T M̃ q
q T M̃q  q M̃q 
| {z }
λR
2
= K̃ − λR M̃ q. (5.253)
q T M̃q
This means that the vectors q that represent the eigenvectors of the reduced problem K̃q = λR M̃q are
also able to orthogonalize the subspace U.
The practical algorithm is:
1. generate U(0) as a random matrix and normalize each column as appropriate, e.g. ui ::= ui /|ui |;
2. compute U(k) = K−1 MU(k−1) (or U(k) = (K + αM)−1 MU(k−1) if shift is needed); the operation
is split in three phases, with K = LLT (viz. K + αM = LLT ) using Cholesky [8]:
(a) V = MU(k−1) ;
(b) W = L−1 V;
(c) U(k) = L−T W;
being L a (positive-definite) lower triangular matrix, only (forward/back-)substitutions are needed;
3. compute the reduced matrices K̃ = (U(k) )T KU(k) and M̃ = (U(k) )T MU(k)

(k) (k)
4. solve the (dense) eigenproblem K̃q = M̃qλR , which yields the eigenvalues λR and the eigenvec-
tors Q (Q is a square, non singular matrix);
5. (re-)orthogonalize the subspace as U(k) ::= U(k) Q;

(k) (k) (k)
6. normalize the subspace U(k) as ui ::= ui /|ui | (note that a suitable procedure in Octave/Matlab
is U(k) ::= U(k) diag(1./diag((U(k) )T U(k) )));
(k) (k−1)
7. if k ≡ 1 or |λR − λR | > tolerance, go back to (2). Note that a good indication of convergence
is given by the fact that matrices K̃ and M̃ tend to become diagonal.
5-35
The eigenvalues are ω 2 = λR . The eigenvectors are the columns of U.
Note that the eigenvectors associated with the smallest eigenvalues are the most accurate. For this
reason, it is advisable to compute a little bit more than the strictly desired ones, in order to operate on
a larger subspace. Assuming Neig are desired, a rule of thumb is to add another min(Neig , 20) vectors
to the base, or at least twice the number of eigenvalues in a foreseen cluster of eigenvalues one is mostly
interested in, or a number between 10 and 20 if no other indication is available.
Homework 5.36 How could one proceed if the requirement is to compute all eigenvalues whose frequency
is below a given threshold? (Note: see LDL decomposition, and Sturm’s method).
5.13.6 Non-Symmetric Problems

When dealing with non-symmetric problems of the type
Ax = Bxλ, (5.254)
subspace iteration is still possible; however, both the right- and the left-eigenvalue problem need to be
solved simultaneously:
Ax = Bxλr (5.255a)
T T
A y = B yλℓ (5.255b)
Of course, the two problems produce the same eigenvalues, i.e. λℓ ≡ λr = λ, but two different sets of
eigenvectors result.
In fact, assuming that the problem can be diagonalized, one can easily determine
AX = BXDiag {λ}r (5.256a)
T T
A Y = B YDiag {λ}ℓ (5.256b)
By pre-multiplying the first by YT , and post-multiplying the second by X after transposing it, one
obtains
YT AX = YT BXDiag {λ}r (5.257a)
YT AX = Diag {λ}ℓ YT BX (5.257b)
which yields
YT BXDiag {λ}r = Diag {λ}ℓ YT BX (5.258)
Since the matrix YT BX is clearly the same on both sides of the identity, the only possible solution
requires that YT BX is diagonal. Similarly, YT AX is also diagonal.
Furthermore, consider the right problem:
AX = BXDiag {λ}r → X−1 B−1 AX = Diag {λ}r (5.259)
Similarly, the left problem, transposed, yields
YT A = Diag {λ}ℓ YT B → YT AB−1 Y = Diag {λ}ℓ (5.260)
Introduce now, between matrices A and B−1 , two identities of the form
X−1 B−1 V−T VT AX = Diag {λ}r (5.261a)
T −1 −1
Y AWW B Y = Diag {λ}ℓ (5.261b)
where matrices V and W are such that they contribute to the diagonalization of matrices A and B,
namely
VT AX = VT BXDiag {λ}r (5.262a)
T T
Y AW = Diag {λ}ℓ Y BW (5.262b)
5-36
In fact, if matrices V and W do not diagonalize matrices A and B, along with the right- and left-
eigenvector matrices X and Y, then the identity Diag {λ}r ≡ Diag {λ}ℓ could not hold. An immediate
consequence is that W ≡ X and V ≡ Y.
In the case of the generalized eigenproblem, the generalized Rayleigh coefficient is defined as
y T Ax
λR = (5.263)
y T Bx
One can easily show that it is stationary in the vicinity of an eigenvalue.
If matrix B is singular, or the problem is not diagonalizable, a more sophisticated approach is needed.
This can be found in the so-called QZ decomposition, or Generalized Schur decomposition. Such decom-
position consists of two orthogonal matrices, Q and Z, such that QT Q = ZT Z = I, which transform real
matrices A and B into other real matrices
Aqz = QAZ (5.264a)

Bqz = QBZ (5.264b)
Matrix Bqz is upper triangular. Matrix Aqz is upper block-triangular, with 2 × 2 blocks on the diagonal
that correspond to complex conjugate eigenvalues. The eigenvectors can be computed by further trans-
formations that reduce as much as possible the off-diagonal coefficients of matrices Aqz and Bqz , at the
expense of the orthogonality of matrices Q and Z. This decomposition is rather robust.
Further details can be found in [7].
5.14 Direct time-integration methods

The modal approach may result in a significant reduction of the size of the problem without significantly
affecting the quality of the results, in terms of motion and also in terms of internal forces, when resorting
to modes acceleration. In some cases, however, when a reduced model is not needed to support the
synthesis of a controller, but only to reduce the cost of time integration, one may consider as an alternative
the possibility to directly integrate the complete system in time, trading the computational cost of time
integration of a large scale problem with that of partial eigenanalysis of the same system.
This section deals with the time integration of a problem obtained by discretizing in space a continuum
dynamics problem using the finite element method (or finite difference, or finite volume, or Ritz-like
methods with a very large number of degrees of freedom.
A generic Ordinary Differential Equation (ODE) can be written in the form
ẋ = f (x, t) x(t0 ) = x0 (5.265)
In the following, a scalar problem ẋ = f (x, t) will be considered without loss of generality. In fact, a
linear problem ẋ = Ax can easily be cast in scalar form by considering a coordinate transformation
that diagonalizes matrix A (i.e. its spectral decomposition, or eigenanalysis), thus the equations of the
problem after diagonalization are independent and can be treated individually as scalar equations.
The use of implicit methods requires repeated solutions of a linear problem. When the original
problem is linear and the time step is fixed, a single factorization suffices. A new factorization is needed
when the problem is nonlinear, or when the time step changes. A single factorization may be relatively
efficient, despite the large size of the problem (up to millions), when resorting to factorization techniques
that exploit the (often significant) sparsity of typical structural dynamics problems. This consideration
needs to be taken into account.
A difference-like direct integration method, known in the literature as Linear Multistep Methods
(LMM), is written as
r
X r
X
xk = αi xk−i + h βi ẋk−i , (5.266)
i=1 i=0
5-37
where h is the time step, xk is the state at time tk , and ẋk = f (xk , tk ). When xk does not indirectly
depend on its time derivative (i.e. β0 ≡ 0), the method is called explicit. This means that the state xk
can be directly determined from the values of the state at previous time steps. Otherwise, the method
is called implicit.
The formula of Eq. (5.266) contains finite-difference schemes, which result from specific definitions of
the coefficients αi and βi .
It is known from previous courses that explicit integration schemes are conditionally stable. This
means that there exists an upper limit for the time step that can be used to integrate the problem.
Larger time steps result in an unstable solution, i.e. the integration of a physically stable problem8
results in a diverging numerical solution.
The upper limit on the time step may pose a limitation on the efficiency of the solution when the time
scale of interest for the problem is much longer than the limit time step, or when the overall duration
of the analysis is quite long compared to the limit time step, or when the floating point precision used
in the analysis does not allow to detect solution changes associated with very small time steps. In those
cases, it might be preferable to determine the time step based on considerations not strictly related to
the stability of the numerical solution, resorting to unconditionally stable integration methods.
This requires one to use implicit integration schemes. They allow the time step to be chosen based
on the precision required by the time scale of interest. This means that if one needs to integrate the
largest frequency mode of the modal solution, of frequency fmaxint , with the precision guaranteed by the
time step 1/(kfmaxint ), where k indicates the number of subdivisions of the period of that mode, the
same time step can be used for the direct integration. The direct integration intrinsically computes the
static solution with good accuracy, since it can integrate all dynamics with frequency lower than fmaxint
with accuracy inversely proportional to the frequency. As a consequence, the direct integration of the
detailed problem intrinsically approaches a corresponding modal solution as illustrated earlier, including
the internal forces recovery provided by acceleration modes.
LMM suffer from some limitations, known as Dahlquist’s barriers. They state that explicit LMM
cannot be unconditionally stable, but implicit LMM can be conditionally stable; in fact, implicit LMM
of accuracy order higher than the second cannot be unconditionally stable. Additionally, among all
second-order accurate implicit LMM, the trapezoid rule (also known as Crank-Nicolson’s method) is the
most accurate.
The conditional stability of explicit methods requires one to integrate the problem using a time step
smaller than 1/(hfmax ), where fmax is the frequency of the largest mode that characterizes the problem,
whereas h is the method-specific factor required to ensure stability. In case of very fine spatial meshes,
fmax can be orders of magnitude larger than fmaxint .
As a consequence, the direct integration using explicit schemes is only acceptable when the problem
requires time steps comparable with 1/fmax , as typically occurs, for example, in high-speed impact prob-
lems. On the contrary, it is often impractical for typical thermoelastic problems, where the frequencies
of interest are much lower than the largest resulting from the very fine spatial discretization. For this
reason, implicit schemes are needed in most cases.
It is worth noting that often the computational cost associated with a single time step computed
using explicit schemes is much less than that associated with implicit schemes. Furthermore, in case
of explicit schemes there is no difference in computational cost between linear and nonlinear problems,
although specific nonlinearities, like contacts or hardening constitutive laws, might require further time
step reductions. Explicit methods fit into parallelization schemes more easily than implicit ones.
All these consideration should be taken into account when deciding how to approach the direct
integration of numerical problems.
In general, for the type of problems of interest in this course, with very fine spatial discretization but
focus mainly on low-frequency dynamics, implicit methods make it possible to use time steps way longer
than those required by explicit methods, thus making the latter rather inefficient.
In the case of linear problems, which formally can be decomposed into the corresponding complete
modal base, the stability of the properties of the integration method can be restricted to a single scalar
problem ẋ = ax, considering the possibility of complex values of the eigenvalue a. In fact, a generic
8 This definition strictly applies to linear problems only; for linear problems, the stability of a solution implies the
stability of the problem.
5-38
problem ẍ = −ω 2 x can be decomposed in two independent problems ẋ = ±jωx, with purely imaginary
eigenvalues. The generalization to arbitrary complex eigenvalues is straightforward.
The study of the numerical stability of an integration method is based on the analysis of the solutions
of a scalar difference equation, which results in the so-called characteristic equation. The general solution
of a difference equation xk = ρxk−1 is xk = ρk x0 . The solution is unconditionally stable when, for a
stable physical problem, kρk < 1 regardless of the integration time step.
Consider for example the Crank-Nicolson method. It solves the problem ẋ = f (x) as
h
xk = xk−1 + f (xk , tk ) + f (xk−1 , tk−1 ) . (5.267)
2
In case of a Linear Time Invariant (LTI) problem, ẋ = ax, the characteristic equation of the Crank-
Nicolson method is

h h
ρk 1 − a − ρk−1 1 + a = 0, (5.268)
2 2
whose solution is
2 + ah
ρ= . (5.269)
2 − ah
When a = −σ with σ > 0, i.e. the eigenvalue is real negative and thus the problem is asymptotically
stable, the modulus of ρ is
k2 − σhk
kρk = < 1, (5.270)
2 + σh
i.e. the numerical solution is stable. When a = jω with ω ∈ ℜ1 , i.e. the eigenvalue is imaginary and the
problem is stable, the modulus of ρ is

2 + jωh
kρk =
= 1, (5.271)
2 − jωh
i.e. the numerical solution is stable regardless of the time step.

The Crank-Nicolson method can be modified using the parametrization
xk = xk−1 + h (αf (xk , tk ) + (1 − α)f (xk−1 , tk−1 )) . (5.272)
The corresponding solution is
1 + (1 − α)ah
ρ= (5.273)
1 − α ah
which yields
• α = 0.5: Crank-Nicolson, the only second-order accurate method;
• α = 1: implicit Euler or backward differences;
• α = 0: explicit Euler or forward differences, an explicit method.
Considering 0.5 < α ≤ 1 yields an intermediate method with controlled algorithmic dissipation and
guaranteed unconditional stability, at the cost of reduced accuracy.
Eq. (5.273) shows how departing from Crank-Nicolson’s scheme towards a backward scheme (α from
0.5 to 1) reduces accuracy but increases stability, while the opposite (α from 0.5 to 0) also reduces
accuracy, but at the same time loses unconditional stability.
When Crank-Nicolson is used with a purely imaginary a, no error on the modulus of ρ occurs regardless
of the time step; only a phase error occurs. The value of ρ in Eq. (5.269) represents an approximation of
the exponential associated with the general integral eah . In any case, second-order accuracy is obtained,
5-39
and the coefficient that multiplies the residual of the second-order accurate numerical solution is the
smallest among all unconditionally stable multistep methods, according to Dahlquist’s theorems.
Various approaches can be considered to evaluate the accuracy of a numerical integration method.
In case of LMM accuracy is often evaluated in a polynomial sense, i.e. by evaluating the precision of
an equivalent Taylor series of the solution. A simple approach consists in verifying that Eq. (5.266)
produces an identity when applied to each term of a polynomial basis, x = 1, t, t2 , t3 , . . ., ti and its
derivative, ẋ = 0, 1, 2t, 3t2 , . . ., iti−1 , up to the order of the method. The last occurrence of i for which
the identity is verified, implying that the term (i + 1) does not verify it, indicates that the method is
i-th order accurate, and the (i + 1) order residual gives an estimate of the related error.
One can easily verify that Crank-Nicolson’s method yields an identity for x = 1, t, t2 and ẋ = 0, 1, 2t,
and thus is second-order accurate, while the residual corresponding to x = t3 and ẋ = 3t2 is proportional
to 1/2 and represents the smallest value that can be obtained by an unconditionally stable LMM, as
proven by Dahlquist.
In general, two types of unconditional stability are defined: A-stability and L-stability. A-stability
occurs when for an eigenvalue a in the left half-plane (i.e. an asymptotically stable problem) |ρ| ≤ 1
regardless of the value of |a|h. It is the definition of unconditional stability. L-stability occurs when the
method is A-stable and lim|a|h→∞ |ρ| → 0. L-stability, in addition to unconditional stability, algorithmi-
cally dissipates those contributions to the solution that the method cannot integrate accurately. First-
and second-order BDF (Backward Differentiation Formulæ) belong to the class of L-stable methods.
A-stability states that the numerical integration of a physically stable problem must be stable as well
regardless of the time step that is used. It guarantees that a method is unconditionally stable and that it
can integrate the problem accurately, within a reduced interval of frequencies of interest, even in presence
of eigenvalues with very large absolute value (highly damped systems or high frequencies). The choice
of a method with kρk < 1 is often appropriate, although it usually implies a loss of accuracy, since it
ensures that the contribution to the solution of the eigenvalues with large a are quickly eliminated (i.e.
the numerical integration scheme behaves like a low-pass filter). This occurs in exactly one time step
when L-stable methods are used, usually at the cost of a much larger loss of accuracy.
This property is very important when one chooses the integration time step according to the accuracy
desired for the frequencies of interest. The dynamics resulting from eigenvalues with frequency higher
that those of interest must only participate to the static response, and must not degrade the quality of
the solution.
A trade-off is needed, since A-stability gives a more accurate integration, but L-stability better cuts
high-frequency response. A fast, accurate (thus second-order), unconditionally stable and consistent
method is needed to guarantee convergence. It must be simple enough to use, by requiring a limited
number of steps, with the possibility to tune algorithmic dissipation by setting ρ∞ , the asymptotic value
that kρk assumes when kakh → ∞.
Exercise: based on Eq. (5.267), evaluate the accuracy of Crank-Nicolson’s method.

Consider x(t) = 1 and ẋ(t) = 0, with tk = h and tk−1 = 0; then
h
−1 + 1 + (0 + 0) = 0 (5.274)
2
Consider x(t) = t and ẋ(t) = 1, with tk = h and tk−1 = 0; then
h
−h + 0 + (1 + 1) = 0 (5.275)
2
Consider x(t) = t2 and ẋ(t) = 2t, with tk = h and tk−1 = 0; then
h
−h2 + 0 + (2h + 0) = 0 (5.276)
2
Consider x(t) = t3 and ẋ(t) = 3t2 , with tk = h and tk−1 = 0; then
h 1
−h3 + 0 + 3h2 + 0 = h3 6= 0 (5.277)
2 2
5-40
The method is third-order accurate; the third-order residual is 1/2
Exercise: interpret Crank-Nicolson’s expression of ρ, Eq. (5.269), in view of Padé’s approximation.

Consider a rational polynomial approximation of the McLaurin series of eah with respect to h,
truncated at the quadratic term, since only three coefficients need to be evaluated,
1 β1 h + β0
eah ∼
= 1 + ah + (ah)2 = (5.278)
2 h + α0
which yields
1
(h + α0 )(1 + ah + (ah)2 ) = β1 h + β0 (5.279)
2
and
1
(α0 − β0 ) + (1 + α0 a − β1 )h + (a + α0 a2 )h2 = O(h3 ) (5.280)
2
which implies
2
α0 = − (5.281a)
a
2
β0 = α0 = − (5.281b)
a
β1 = 1 + α0 a = −1 (5.281c)
and thus the expression of ρ according to Crank-Nicolson’s formula
Exercise: based on Crank-Nicolson’s expression of ρ, Eq. (5.269), evaluate the amplitude and
phase error.
Consider a = jω; then the module and phase of eah are
keah k = 1 (5.282a)
ah
∠e = ωh (5.282b)
The module and phase of Crank-Nicolson’s formula are

1 + jωh

2
=1 (5.283a)

jωh

1 −
2  
 
jωh  
1 + 2  −1

 ωh 

∠  = tan  !2  (5.283b)
 jωh   ωh 
1− 
1 −

2 2
i.e. there is no amplitude error, but there is a quadratic phase error
5-41
Consider now a = σ + jω, with σ < 0; then the module and phase of eah are
keah k = eσh (5.284a)

ah
∠e = ωh (5.284b)
The module and phase of Crank-Nicolson’s formula are

v
u !2 !2
u 1 + σh + ωh
u

1 + (σ + jω)h u
u 2 2
2 =u
u !2 !2

(σ + jω)h u

σh ωh
1 − t 1− +
2 2 2
v
u 2σh
=uu1 + !2 !2 (5.285a)
u
t σh ωh
1− +
2 2
   
(σ + jω)h σh ωh  !2 !2 
1 + 2   1+
2
+j
2  σh ωh
∠
  = ∠
  =∠ 1− − + jωh
(σ + jω)h  σh ωh  2 2
1− 1− −j
2  2 2 
 
 ωh 
−1  
= tan  !2 !2  (5.285b)
 σh ωh 
 
1− −
2 2
i.e. there are both an amplitude error and a phase error.
LMM require a start-up procedure when insufficient data at previous time step are available, although
further considerations allow to relax this requirement. However, in order to start-up the integration
process one can perform the first step using Crank-Nicolson’s scheme, which is self-starting (as it is a
single-step method) and second-order accurate. Subsequent steps can be performed using the LMM of
choice, with minimal impact on algorithmic dissipation and preserving second-order accuracy, although
this requires to regenerate and refactor the problem matrix when linear problems are integrated with
constant time step. Alternatively, the first step can be performed using an explicit scheme at least
second-order accurate. Since the explicit scheme is only used for one time step, the lack of unconditional
stability is not critical. Furthermore, since explicit methods only use the mass matrix, which is often
diagonal, their implementation is straightforward.
A- and L-stable methods with accuracy higher than second-order do exist, albeit necessarily implicit.
However, they do not belong to the LMM family; they can usually be cast into the broad family of
Implicit Runge-Kutta (IRK) methods. Although the essential points of the above discussion also apply
to IRK, the reader should refer to specialized textbooks for further details on their formulation as it is
usually more complex than that of LMM.
5.14.1 An Implicit Method with Tunable Algorithmic Dissipation

This section presents a two-step, implicit A-L-stable, variable time step integration method that can be
applied to first-order differential equations and can be extended to second-order ones:
xk = a1 xk−1 + a2 xk−2 + b0 ẋk + b1 ẋk−1 + b2 ẋk−2 . (5.286)
5-42
hc is the current time step, and hp is the previous one. The coefficients of the method are expressed as
functions of coefficients α, β, δ, the last two in turn functions of ρ∞ , which is associated with the desired
algorithmic dissipation,
hp
α= (5.287a)
hc
(2 + α)(1 − ρ∞ )2 + 2(1 + α)(2ρ∞ − 1)
β=α (5.287b)
2(1 + α) − (1 − ρ∞ )2
α (1 − ρ∞ )2
2
δ= (5.287c)
2(2(1 + α) − (1 − ρ∞ )2 )
and
a1 = 1 − β (5.288a)
a2 = β (5.288b)
δ α
b0 = h c ( + ) (5.288c)
α 2
β α δ
b1 = hc ( + − (1 + α) ) (5.288d)
2 2 α
β
b2 = hc ( + δ). (5.288e)
2
Although outside the scope of this discussion, which is limited to the numerical integration of linear
differential equations, in case of nonlinear problems the solution at each time step requires to reduce the
problem to a single unknown, e.g. ẋk . One needs to predict a first guess of the value of ẋk to be used
as the initial value for the iterative process that solves the nonlinear problem. This prediction should be
more accurate than the method used to integrate the problem in time. Among the many possible choices
a natural one is associated with an extrapolation performed using the Hermitian functions between two
points,
ẋk = m1 xk−1 + m2 xk−2 + n1 ẋk−1 + n2 ẋk−2 , (5.289)
with
−6α(1 + α)
m1 = −m2 = (5.290a)
hc
n1 = 1 + 4α + 3α2 (5.290b)
n2 = α(2 + 3α) (5.290c)
The choice of ρ∞ permits to determine the most appropriate trade-off between low-frequency accuracy
and high-frequency filtering. When ρ∞ = 1 and the time step is constant, an A-stable method without
algorithmic dissipation is obtained,

1 1
xk = xk − 2 + h f (xk , tk ) + f (xk−1 , tk−1 ) + f (xk−2 , tk−2 ) . (5.291)
2 2
It corresponds to the linear combination of two instances of Crank-Nicolson’s method applied to xk −xk−1
and xk−1 − xk−2 . When ρ∞ = 0 the L-stable second-order BDF (two-step backward finite differences)
result,
4 1 2
xk = xk−1 − xk−2 + hf (xk , tk ) .. (5.292)
3 3 3
√
A good trade-off between accuracy and filtering is found using ρ∞ = −4+ 21 ∼
= 0.58, which corresponds
to minimizing the residual of the method,
4(ρ∞ + (1 − ρ∞ )2 )
O(h3 ) = . (5.293)
4 − (1 − ρ∞ )2
5-43
1
0.8
abs(ρ)
0.6
0.4
Crank-Nicolson
Newmark
0.2 Implicit Euler
BDF
ms ρ=0.58
hht α=-0.26
0
0.01 0.1 1 10 100
h/T
Figure 5.1: Absolute value of the spectral radius, kρk, of various A-, L-, and A-L stable methods.
0.02
Crank-Nicolson
Newmark
Implicit Euler
BDF
0.015 ms ρ=0.58
hht α=-0.26
amplitude error
0.01
0.005
0
0 0.05 0.1 0.15 0.2
h/T
Figure 5.2: Amplitude error, 1 − kρk/kejωh k, of various A-, L-, and A-L stable methods.
The value of the residual is about 0.79, a value closer to Crank-Nicolson’s (1/2) than to BDF’s (4/3).
Figure 5.1 shows the absolute value of the spectral radius of various A-, L-, and A-L stable methods as
a function of the ratio between the time step, h, and the period associated with the problem, T = 2π/ω.
Crank-Nicolson’s method is A-stable; the absolute value of its spectral radius is always 1. The first-
and second-order BDF methods are L-stable. The related spectral radius goes to zero as h/T increases.
The first-order BDF (implicit Euler) drops below 1 too early, because of its intrinsic first-order accuracy.
The tunable algorithmic dissipation method, with optimal asymptotic spectral radius, shows a much less
pronounced drop of spectral radius modulus.
Figure 5.2 shows the amplitude error, i.e. 1 minus the ratio between the modulus of the spectral radius
of the method and the exact value (1 for an undamped problem). The error of Crank-Nicolson’s method
is exactly zero. That of the BDF methods quickly grows uncontrolled. That of the tunable algorithmic
dissipation method, with optimal asymptotic spectral radius, remains quite limited for relatively large
values of h/T .
Figure 5.3 shows the phase error, i.e. 1 minus the ratio between the phase of the spectral radius of the
method and the exact value (ωh for an undamped problem). The error of Crank-Nicolson’s method is
not zero; it is about a quarter of that of the BDF methods, which quickly grows uncontrolled. The error
5-44
0.14 Crank-Nicolson
Newmark
Implicit Euler
0.12 BDF
ms ρ=0.58
0.1 hht α=-0.26
phase error
0.08
0.06
0.04
0.02
0
0 0.05 0.1 0.15 0.2
h/T
Figure 5.3: Phase error, 1 − ∠(ρ)/(ωh), of various A-, L-, and A-L stable methods.
of the tunable algorithmic dissipation method, with optimal asymptotic spectral radius, is quite close
to that of Crank-Nicolson’s method. Note that T /h is the number of steps per period of the oscillation
associated with the problem. As a consequence, h/T = 0.05 (20 steps per period) are needed to keep
the phase error below 1% with the best methods, while h/T = 0.01 (100 steps per period) are needed to
make the error negligible.
The method can be extended to second-order differential equations by defining
u̇k = a1 u̇k−1 + a2 u̇k−2 + h (b0 ük + b1 ük−1 + b2 ük−2 )

= hb0 ük + vk−1,k−2 (5.294)
and
uk = a1 uk−1 + a2 uk−2 + h (b0 u̇k + b1 u̇k−1 + b2 u̇k−2 )

= a1 uk−1 + a2 uk−2 + h (b0 (a1 u̇k−1 + a2 u̇k−2 + h (b0 ük + b1 ük−1 + b2 ük−3 )) + b1 u̇k−1 + b2 u̇k−2 )
= a1 uk−1 + a2 uk−2 + h (b0 a1 + b1 ) u̇k−1 + h (b0 a2 + b2 ) u̇k−2 + h2 b20 ük + h2 b0 b1 ük−1 + h2 b0 b2 ük−2
= h2 b20 ük + uk−1,k−2 (5.295)
The generic structural problem
M ük + C u̇k + Kuk = Qk (5.296)
becomes

M + hb0 C + h2 b20 K ük = Qk − Cvk−1,k−2 − Kuk−1,k−2 (5.297)
The possibility to change the time step makes it possible to improve the accuracy of the solution for
example in the vicinity of sudden changes of the forcing term. However, it should be carefully considered
as a change in time step modifies the coefficient b1 , thus requiring a refactorization of the matrix.
The formulation of the numerical method could be alternatively expressed as a function of uk+1 instead
of ük+1 . As a consequence, the method can be used to integrate systems of mixed first- and second-order
differential equations, and thus it is appropriate for the direct integration of coupled thermo-structural
problems, and general systems of Differential-Algebraic Equations (DAE).
A self-starting procedure that addresses the start-up issue is now devised. A generic linear system
Ax = b can be solved using a modified matrix Â according to the iterative procedure

Âxi = Â − A xi−1 + b, (5.298)
5-45
which can be interpreted as the dynamics of a system in discrete (pseudo-)time. In analogy with similar
continuous time problems of the form Eẋ + Ax = b, the solution consists of the combination of a general
and a particular integral. The general integral of the discrete problem, associated with the homogeneous
problem Âxi = (Â − A)xi−1 , is xi = rρi , while the particular integral, xp , corresponds to the steady
solution that occurs when xi = xi−1 , namely xp = A−1 b. The solution is thus
xi = rρi + A−1 b, (5.299)
with r e ρ eigensolutions of the problem
−1
rρ = (I − Â A)r. (5.300)
As a consequence,
i
xi = RDiag {ρi } x0 + A−1 b, (5.301)
where R is the matrix of all eigenvectors r. This implies that xi converges to the actual solution when
max |ρ| < 1, and the more max |ρ| ≪ 1 the higher the convergence rate is.
Consider for the sake of simplicity the first-order system Cẋ + Kx = f . Its integration using Crank-
Nicolson’s method requires the solution of the system

h h
C + K ẋk = f k − K ẋk−1 + xk−1 (5.302)
2 2
which clearly shows that the integration can directly start for k = 0 when the initial conditions x0 and
ẋ0 = C−1 (f − Kx0 ) are known.
When the two step controlled algorithmic dissipation method is used, the recursive solution of
(C + hb0 K) ẋk = f k − K (a1 xk−1 + a2 xk−2 + hb1 ẋk−1 + hb2 ẋk−2 ) (5.303)
is needed, which is clearly not self-starting for k = 1, since it also needs x−1 and ẋ−1 .
The initialization of the integration using Crank-Nicolson without computing and factoring the related
matrix requires the use of the previously described iteration. In this specific case, the problem

h h
(C + hb0 K) ẋk = (C + hb0 K) − C + K ẋk−1 + f k − K ẋk−1 + xk−1 (5.304)
2 2
needs to be written. The convergence of the iterative procedure requires that the modulus of the largest
eigenvalue of the matrix is less than 1.
Consider a spectral decomposition of the original problem, Cẋ + Kx = 0, such that
UT CUq̇ + UT KUq = q̇ − Diag {λi } q = 0. (5.305)
By applying the same transformation to the iterative problem, one obtains

h
(I − hb0 Diag {λi }) q̇ k = (I − hb0 Diag {λi }) − I − Diag {λi } q̇ k−1 (5.306)
2
i.e.
  
 h 


 1 − λi  
q̇ k =  I − Diag 2  q̇ k−1 . (5.307)
 1 − hb0 λi 
  
 

The worst case scenario is obtained considering the BDF algorithm, as b0 grows monotonically from 1/2
to 2/3 as ρ∞ decreases from 1 to 0. In that case, the generic eigenvalue is
h
1 − λi
ρi = 1 − 2 (5.308)
2h
1 − λi
3
5-46
and limkλi k→0 ρi = 0, while limkλi k→∞ ρi = 1/4. As a consequence, in the worst case, the largest
eigenvalue, which tends to 1/4, allows to achieve a residual of 10−6 in 10 iterations. When ρ∞ ≈ 0.58,
however, and thus b1 ≈ 0.52, the largest eigenvalue tends to ≈ 0.043 and the same residual of 10−6 is
obtained in 5 iterations.
The cost of computing a single iteration is comparable with the cost of advancing the solution by a
single time step. As a consequence, the cost of this very rapidly converging iterative start-up procedure
becomes negligible as soon as a much larger number of time steps needs to be computed.
The fact that BDF (i.e. ρ∞ = 0) represent the worst case scenario should be intuitive, considering
that the largest eigenvalue of the iterative procedure is by definition zero when Crank-Nicolson (i.e. ρ∞
= 1) is used. Formulas resulting from the use of intermediate values of ρ∞ naturally yield eigenvalues of
the iterative procedure that are intermediate between 0 (Crank-Nicolson) and the largest absolute value
(BDF).
The two-step controllable algorithmic dissipation method with ρ∞ about 0.5, along with the above
illustrated self-starting capability, is in many aspects superior to other second-order accurate LMM.
As soon as the initial values are obtained from the self-start procedure, a constant time step integration
only requires the evaluation of the right-hand side and the back- and forward-substitution applied to the
factorization of the system matrix already factored for the start-up procedure.
A similar iteration can be formulated for a second-order differential problem,
2 !!
2 2 h h
M + hb0 C + (hb0 ) K ẍk = M + hb0 C + (hb0 ) K − M + C + K ẍk−1
2 2
+ right hand side (5.309)
which, in the worst case of BDF, results in an eigenvalue equal to 7/16 ≈ 0.44. This yields a somewhat
slower convergence, which significantly improves when the optimal spectral radius is used, resulting in
an eigenvalue of 0.085.
5.14.2 Integration Schemes from Weighted Residuals

Clearly, the previously presented one is not the only approach to generate numerical schemes for the direct
integration of thermo-elastic problems. A broad family of methods can be obtained by a rather general
weighted residuals approach, using parabolic Lagrange functions in time. After defining ξ = (t − tk )/h,
such that t = tk + ξh and thus t = tk−1 , tk , tk+1 when ξ = −1, 0, 1, the generic solution in the interval
[tk−1 , tk+1 ] can be written as
1 1
u(ξ) = (ξ + 1)ξuk+1 + (1 + ξ)(1 − ξ)uk + (ξ − 1)ξuk−1 . (5.310)
2 2
The corresponding time derivatives are

1 1 1
u̇ = ξ+ uk+1 − 2ξuk + ξ − uk−1 (5.311a)
h 2 2

1
ü = 2 uk+1 − 2uk + uk−1 . (5.311b)
h
By enforcing it in weak form one obtains
Z tk+1
w(t) (Mü + Cu̇ + Ku − Q) dt = 0 (5.312)
tk−1
where w(t) are appropriate weight functions. When w(t) = δ(t − tk+1 ), i.e. Dirac’s delta in t = tk+1 , the
BDF method is obtained. When w(t) = δ(t − tk ), i.e. Dirac’s delta in t = tk , the centered differences
result. The use of different weight functions generates a plethora of two-step methods, not necessarily
implicit and not necessarily A-L stable.
Later in this course the approach based on weighted residuals will be discussed as a general technique
for the solution of problems associated with differential and integral equations arising in aeroservoelas-
ticity.
5-47
Exercise: check that w(t) = δ(t − tk+1 ) yields the second-order BDF formula (use a first-order
differential problem for simplicity).
The integral
Z tk+1
(cẋ + kx − Q) dt = 0 (5.313)
tk−1
yields

c 3 1
xk+1 − 2xk + xk−1 + kxk+1 = Qk+1 (5.314)
h 2 2
By rearranging the original problem as

Q k
ẋ = − x = f (x) (5.315)
c c
one obtains

4 1 2 Qk+1 k 4 1 2
xk+1 = xk − xk−1 + h − xk+1 = xk − xk−1 + hf (xk+1 ) (5.316)
3 3 3 c c 3 3 3
i.e. the BDF formula
Exercise: check that w(t) = δ(t − tk ) yields the centered differences formula.
The integral
Z tk+1
(cẋ + kx − Q) dt = 0 (5.317)
tk−1
yields
c
(xk+1 − xk−1 ) + kxk = Qk (5.318)
2h
By rearranging the original problem as
Q k
ẋ = − x = f (x) (5.319)
c c
one obtains

Qk k
xk+1 = xk−1 + 2h − xk = xk−1 + 2hf (xk ) (5.320)
c c
5.14.3 The Newmark Method

Historically, the Newmark method has been a workhorse in the numerical integration of structural dy-
namics, since it was naturally formulated for second-order differential equations. The method is based
on an approximation in which velocity and position at time step k are computed assuming constant
acceleration, exploiting Cauchy’s generalized mean-value theorem. The mean acceleration results from
the weighting of the accelerations at times tk and tk−1 , thus intrinsically making the method implicit.
5-48
Different weights are often used to approximate the velocity and the position. The approximated position
and velocity are
1
uk = uk−1 + hu̇k−1 + h2 ((1 − 2β) ük−1 + 2β ük ) (5.321a)
2
u̇k = u̇k−1 + h ((1 − γ) ük−1 + γ ük ) . (5.321b)
These formulas allow to cast the generic structural problem in recursive form as

M + γhC + βh2 K ük = Qk

1 2
− C (u̇k−1 + (1 − γ)hük−1 ) − K uk−1 + hu̇k−1 + − β h ük−1 . (5.322)
2
The choice of the parameters β and γ influences the accuracy and the stability of the method.
Exercise: evaluate the spectral radius of Newmark’s method applied to a generic damped problem
ẍ + 2ξω ẋ + ω 2 x = 0 and specifically with ξ = 0.
Suggestion: express
   
 xk   xk−1 
ẋk =A ẋk−1 (5.323)
   
ẍk ẍk−1
rearranging the definitions of xk and ẋk and the formulation of the problem at tk . The spectral
radius is the eigenvalue of A of largest modulus
2
The Newmark method is unconditionally stable when γ ≥ 1/2 and β ≥ 1/4 (1/2 + γ) . When
γ = 1/2 and β = 1/4 no algorithmic dissipation is introduced, and the method is second-order accurate
both in velocity and position. One can easily show that this combination of parameters corresponds to
applying Crank-Nicolson’s scheme to both velocity and position. Otherwise, when γ > 1/2, algorithmic
dissipation is introduced, and the approximation of the velocity is no longer second-order accurate. As
a consequence, the method becomes first-order accurate. Recall that 0 ≤ β ≤ 1 and a typical9 value is
β = 1/4 (no algorithmic dissipation).
Exercise: determine Newmark’s algorithm by applying Crank-Nicolson’s one, modified by eval-

uating the derivative at a point offset by α from midpoint, to the approximation of velocity and
position.
Consider
xk = xk−1 + h (αẋk + (1 − α)ẋk−1 ) (5.324)
Its application to the approximation of the velocity yields
u̇k = u̇k−1 + h (αu̇ ük + (1 − αu̇ )ük−1 ) ; (5.325)
Newmark’s scheme is obtained by defining αu̇ = γ. Consider now the approximation of the position,
uk = uk−1 + h (αu u̇k + (1 − αu )u̇k−1 )

= uk−1 + h (αu (u̇k−1 + h (αu̇ ük + (1 − αu̇ )ük−1 )) + (1 − αu )u̇k−1 )
= uk−1 + hu̇k−1 + h2 (αu αu̇ ük + αu (1 − αu̇ )ük−1 ) ; (5.326)
Newmark’s scheme is obtained by defining αu = 1/2 and αu̇ = 2β
9 The values γ = 1/2 and β = 1/4 were originally proposed by Newmark when the method was first introduced.
5-49
5.14.4 The HHT Method
The HHT method, named after Hilbert, Hughes and Taylor and also called the α-method, is an evolution
of the Newmark method. It is often advertised as a method that allows to introduce algorithmic dissipa-
tion while preserving second-order accuracy, but as discussed earlier this is not true since the introduction
of dissipation implies the loss of accuracy on the velocity, as opposed to the initially discussed two-steps
formula.
The approximations of position and derivatives discussed earlier for the Newmark method do not
change; the choice of the parameters β and γ, however, is replaced by the choice of a single parameter
α, such that
1
γ= −α (5.327a)
2
(1 − α)2
β= (5.327b)
4
under the constraint
1
− ≤ α ≤ 0. (5.328)
3
A direct relationship can be established between α and ρ∞ ,
ρ∞ − 1
α= (5.329)
ρ∞ + 1
or, conversely,
1−α
ρ∞ = . (5.330)
1+α
To comply with the restriction of Eq. (5.328), a corresponding restriction on ρ∞ must be enforced,
1
≤ ρ∞ ≤ 1. (5.331)
2
This poses a limit on the amount of algorithmic dissipation that can be provided by the numerical scheme;
significantly, it cannot achieve L-stability.
Consider now the formula
Mük + C ((1 + α)u̇k − αu̇k−1 ) + K ((1 + α)uk − αuk−1 ) = (1 + α)Qk − αQk−1 (5.332)
which corresponds to evaluating the generic structural problem at time t = tk + αh, with −1/3 ≤
α ≤ 0, under the assumption of constant acceleration. After replacing Newmark’s expressions for the
approximations of position and velocity, one obtains

M + h(1 + α)γC + h2 (1 + α)βK ük = (1 + α)Qk − αQk−1

2 1
− C (u̇k−1 + h(1 + α)(1 − γ)ük−1 ) − K uk−1 + h(1 + α)u̇k−1 + h (1 + α) − β ük−1
2
(5.333)
This formula grants second-order accuracy to the method, which would otherwise only be first-order
accurate for α 6= 0, when physical damping is present, as Newmark’s is when γ 6= 1/2.
Homework 5.37 Evaluate the spectral radius of Newmark’s method applied to a generic damped problem
ẍ + 2ξω ẋ + ω 2 x = 0 and specifically with ξ = 0.
5-50
5.14.5 Modes Acceleration vs. Direct Numerical Integration
Consider a generic multi-step (A/L-stable) integration scheme,
y k = a1 y k−1 + a2 y k−2 + hb0 ẏ k + hb1 ẏ k−1 + hb2 ẏ k−2 (5.334)
where h is the time step. For example, BDF: a1 = 4/3, a2 = −1/3, b0 = 2/3, b1 = b2 = 0. Define:
u̇k = hb0 ük + hb1 ük−1 + a1 u̇k−1 + hb2 ük−2 + a2 u̇k−2

˙k
= hb0 ük + û (5.335)
uk = hb0 u̇k + hb1 u̇k−1 + a1 uk−1 + hb2 u̇k−2 + a2 uk−2
2
= (hb0 ) ük + h2 b0 b1 ük−1 + h (b0 a1 + b1 ) u̇k−1 + a1 uk−1 + h2 b0 b2 ük−2 + h (b0 a2 + b2 ) u̇k−2 + a2 uk−2
2
= (hb0 ) ük + ûk (5.336)
The problem at time tk becomes

˙ k + K (hb0 )2 ük + ûk = f (tk )
Mük + C hb0 ük + û (5.337)
i.e.

2 ˙ k − Kûk = f̂ (tk )
M + hb0 C + (hb0 ) K ük = f (tk ) − Cû (5.338)
Consider now a modal representation of the problem, u = Uq, (assuming proportional damping or, in
any case, diagonal damping):
n o
2
Diag mi 1 + hb0 2ξi ω0i + (hb0 ω0i ) q̈ k = UT f̂ (tk ) (5.339)
The time step, h, can be interpreted as the inverse of a reference frequency, ωf = 1/(hb0 ), that charac-
terizes the numerical integration; thus
  ! ! 2 
 ω0i ω0i 
Diag mi 1 + 2ξi +  q̈ k = UT f̂ (tk ) (5.340)
 ωf ωf 
For modes whose ω0i yields ω0i /ωf ≪ 1, inertia forces dominate the response; they correspond to “slow”
modes in relation with the accuracy that the time integration can guarantee; their dynamic contribution
to the solution is integrated accurately. For modes whose ω0i yields ω0i /ωf ≫ 1, elastic forces dominate
the response; they correspond to “fast” modes in relation with the accuracy that the time integration
can guarantee; their dynamic contribution to the solution is essentially lost; only the static contribution
remains. In this sense, numerical integration with an L-stable scheme filters out the dynamics of fast
modes, leaving in place only their static contribution. As a consequence, it produces a result that is
comparable to modes acceleration. In this case, the filtering is not “sharp” (modes contribute either
wholly or statically to the solution), but rather “blurred” (the larger the frequency of a mode with
respect to ωf , the less its dynamic contribution is preserved).
5.15 Experimental Modal Analysis

TODO
Consider a problem
Mü + Ku = 0, (5.341)
with K singular. To perform an experimental modal survey, the system needs to be supported by a
system with stiffness Ks . As a consequence, the “exact” modal analysis
ωe2 Mxe = Kxe (5.342)
5-51
becomes
ωs2 Mxs = (K + Ks ) xs (5.343)
As long as the stiffness of the support has a small impact on the results of the modal analysis, the
“supported” mode shapes xs can be used instead of the “exact” ones, xe ∼
= xs . Similarly, the “supported”
frequencies could be considered equivalent to the “exact” ones. However, a better estimate could be
computed considering
M̃s = XTs MXs = Diag {msi } (5.344a)

K̃s = XTs 2
(K + Ks ) Xs = Diag msi ω0si (5.344b)
and correcting it using the stiffness of the support, namely

ω̃ 2 Diag {msi } α = Diag msi ω0si2
− XTs Ks Xs α (5.345)
The frequencies ω̃ represent a better estimate of the exact ones, ωe , obtained by removing the support
stiffness, reduced using the supported modes, from the supported modal stiffness matrix. At the same
time, the corresponding eigenvectors α produce a better estimate of the exact eigenvectors obtained by
recombining the supported eigenvectors, X̃ = Xs α.
5-52
Chapter 6
Response to Non-Deterministic
Input
Although not commonly used,

perhaps a better term for this
ratio is factor of ignorance.
Anonymous, talking about the

safety factor.
6.1 Ergodic Multi-Dimensional Process

Objective: compute statistical properties of response from statistical properties of input.
Purpose: use statistical properties of output to evaluate probability density of response to input that
is only known in terms of its statistical properties (e.g. using Rice’s formula).
Assumptions:
• linear, time invariant (LTI) asymptotically stable system
• ergodic input
Homework 6.1 Why does the system need to be asymptotically stable?
6.1.1 Expected Value of a Stochastic Process: Mean Value

Consider N instances of a process xi (t), i ∈ [1, N ], at a certain time t. Then its expected value at time
t is
N
1 X
E [x(t)] = lim xi (t)
N →∞ N
i=1
= µx (t). (6.1)
The process is said to be (mean-)stationary if µx (t) = µx ∀t, i.e. the value of the mean does not depend
on the time t at which it is computed.
6-1
The process is said to be (mean-)ergodic if the average over the samples can be replaced by the
average over time, i.e. if
Z T
1
µx = lim x(t) dt. (6.2)
T →∞ 2T −T
Similar considerations apply to other statistical indicators, in particular to (co-)variance.
6.1.2 Expected Value of an Ergodic Process: Mean Value

Expected value of generic ergodic process (·)(t) (‘mean’ integral):
Z T
1
E [(·)(τ )] = lim (·)(t + τ ) dt
T →∞ 2T −T
Z
= M(·)(t + τ ) dt
= µ(·) ∀τ ∈ R (6.3)
Expected value of ergodic process x(t)

Z
E [x(τ )] = Mx(t + τ ) dt = µx ∀τ ∈ R (6.4)
6.1.3 Expected Value of a Stochastic Process: Covariance and Variance

Consider N instances of a process xi (t), i ∈ [1, N ], at a certain time t. Then its (auto-)covariance1 at
time t is
N
1 X
E x(t)xT (t + τ ) = lim ∆xi (t)∆xTi (t + τ )
N →∞ N − 1
i=1
= kxx (t, τ ), (6.6)
with ∆x(t) = x(t) − µx (t). The process is said to be stationary if kxx (t, τ ) = kxx (τ ) ∀t, i.e. the value
of the covariance does not depend on the time t at which it is computed.
The variance σ 2xx (t) is the covariance for τ = 0, σ 2xx (t) = kxx (t, 0). It is a symmetric matrix:
(σ xx (t))T = kTxx (t, 0) = kxx (t, 0) = σ 2xx (t).
2
6.1.4 Expected Value of an Ergodic Process: Covariance and Variance

Covariance (or autocovariance) of x(t):
Z
∆
kxx (τ ) = M∆x(t)∆xT (t + τ ) dt (6.7)
1 The unbiased sample covariance of (·)(t) is obtained as
N
1 X
k(·)(·) (t, τ ) = lim ∆(·)(t)∆(·)T (t + τ ), (6.5)
N →∞ N − 1 i=1
i.e. dividing by (N − 1), because one piece of information has already been “consumed” to compute the mean that is used
in ∆(·)(t). Intuitively, as N → ∞, dividing by N or by (N − 1) makes no difference.
6-2
with ∆x(t) = x(t) − µx . Covariance is an odd function: kxx (−τ ) = kTxx (τ ),
Z
kxx (−τ ) = M∆x(t)∆xT (t − τ ) dt
Z
ergo
= M∆x(t + τ )∆xT (t) dt
Z T
T
= M∆x(t)∆x (t + τ ) dt
= kTxx (τ ) (6.8)
Homework 6.2 kxx (τ ) is a matrix; evaluate the diagonal elements of kxx (−τ ), kxi xi (−τ ).
The variance σ 2xx is the covariance for τ = 0, σ 2xx = kxx (0). It is a symmetric matrix: (σ 2xx )T =
kTxx (0) = kxx (0) = σ 2xx .
Exercise 6.1 Compute the covariance of x(t) = A cos(ωt).
For the covariance of x(t) we need ∆x(t) = x(t) − µx which in turn requires, the mean of x(t), µx :
Z
µx = Mx(t) dt
Z T
1
= lim A cos(ωt) dt
T →∞ 2T −T
1 A T
= lim [sin(ωt)]−T
T →∞ 2T ω
sin(ωT )
= lim A
T →∞ ωT
=0 (6.9)
since sin(·) ∈ [−1, 1], and thus is limited.
6-3
The covariance is thus
Z
kxx (τ ) = Mx(t)xT (t + τ ) dt
Z T
1
= lim A cos(ωt)A cos(ω(t + τ )) dt
T →∞ 2T −T
Z
A2 T
= lim cos(ωt)(cos(ωt) cos(ωτ ) − sin(ωt) sin(ωτ )) dt
T →∞ 2T −T
Z
A2 T
= lim (cos2 (ωt) cos(ωτ ) − cos(ωt) sin(ωt) sin(ωτ )) dt
T →∞ 2T −T
Z
A2 T 1 + cos(2ωt) sin(2ωt)
= lim cos(ωτ ) − sin(ωτ ) dt
T →∞ 2T −T 2 2
Z T Z T !
A2 1 + cos(2ωt) sin(2ωt)
= lim cos(ωτ ) dt − sin(ωτ ) dt
T →∞ 2T −T 2 −T 2
T T !
A2 t sin(2ωt) cos(2ωt)
= lim cos(ωτ ) + − sin(ωτ ) −
T →∞ 2T 2 4ω 4ω
−T −T

2 2T sin(2ωT ) − sin(−2ωT ) cos(2ωT ) − cos(−2ωT )
= A lim cos(ωτ ) + cos(ωτ ) + sin(ωτ )
T →∞ 4T 8ωT 8ωT

2 2T sin(2ωT ) + sin(2ωT ) cos(2ωT ) − cos(2ωT )
= A lim cos(ωτ ) + cos(ωτ ) + sin(ωτ )
T →∞ 4T 8ωT 8ωT
A2
= cos(ωτ ) (6.10)
2
Homework 6.3 The question is: does it make sense to compute the covariance of this signal using the
mean integral?
Exercise 6.2 Compute the autocovariance of the signals xi (t) = Ai cos(ωt + ϕi ), eventually making
assumptions on the distributions of Ai and ϕi .
The expected value of xi is

N
1 X
E [xi (t)] = lim xi (t)
N →∞ N
i=1
N
1 X
= lim Ai cos(ωt + ϕi )
N →∞ N
i=1
N
1 X
= lim Ai [cos(ωt) cos ϕi − sin(ωt) sin ϕi ]
N →∞ N
i=1
1 X ✟✟✟ 1 X ✟✟ ✟
N N
= cos(ωt) lim A✟
i cos ϕi − sin(ωt) lim A✟
i sin ϕi (6.11)
N →∞ N ✟ N →∞ N ✟
✟
i=1 ✟
i=1
Both limits vanish for Ai and ϕi sufficiently randomly distributed (for example, if Ai are normally
distributed with zero mean, the limits vanish even if all ϕi are equal; if ϕi are uniformly distributed
in [0, 2π], the limits vanish even if all Ai are equal; in conclusion, if both are sufficiently randomly
distributed, the limits vanish).
6-4
Homework 6.4 Perform a numerical experiment, generating sufficiently large and random sets of Ai
and ϕi , and observe trends.
The expected value of the covariance of xi is

N
1 X
E [∆xi (t)∆xi (t + τ )] = lim ∆xi (t)∆xi (t + τ )
N →∞ N − 1
i=1
N
1 X
= lim Ai cos(ωt + ϕi )Ai cos(ωt + ωτ + ϕi )
N →∞ N − 1
i=1
N
1 X 2
= lim Ai cos(ωt + ϕi ) [cos(ωt + ϕi ) cos(ωτ ) − sin(ωt + ϕi ) sin(ωτ )]
N →∞ N − 1
i=1
N
1 X 2 2
= lim Ai cos (ωt + ϕi ) cos(ωτ ) − cos(ωt + ϕi ) sin(ωt + ϕi ) sin(ωτ )
N →∞ N − 1
i=1
N
1 X A2i
= lim {[1 + cos(2(ωt + ϕi ))] cos(ωτ ) − sin(2(ωt + ϕi )) sin(ωτ )}
N →∞ N − 1 2
i=1
 
N 2  cos(ωτ ) 
1 X Ai
= lim + [cos(2ωt) cos(2ϕi ) − sin(2ωt) sin(2ϕi )] cos(ωτ )
N →∞ N − 1 2  
i=1 − [sin(2ωt) cos(2ϕi ) + cos(2ωt) sin(2ϕi )] sin(ωτ )
 
N cos(ωτ )
1 X A2i  
= lim + cos(2ϕi ) [cos(2ωt) cos(ωτ ) − sin(2ωt) sin(ωτ )]
N →∞ N − 1 2  
i=1 − sin(2ϕi ) [sin(2ωt) cos(ωτ ) + cos(2ωt) sin(ωτ )]
 PN 

 cos(ωτ ) i=1 A2i 

1 1 PN 2
= lim + [cos(2ωt) cos(ωτ ) − sin(2ωt) sin(ωτ )] i=1 Ai cos(2ϕi )
N →∞ N − 1 2 
 − [sin(2ωt) cos(ωτ ) + cos(2ωt) sin(ωτ )] PN A2 sin(2ϕ )  
i=1 i i
 PN 

 cos(ωτ ) i=1 A2i 

1 1 PN 2
= lim + cos(ω(2t + τ )) i=1 Ai cos(2ϕi )
N →∞ N − 1 2 
 − sin(ω(2t + τ )) PN A2 sin(2ϕ )  
i=1 i i
N
1 1X 2
= cos(ωτ ) lim Ai
N →∞ N − 1 2
i=1
✟
1 1 X 2 ✟✟
N
+ cos(ω(2t + τ )) lim Ai ✟
cos(2ϕi )
N →∞ N − 1 2 ✟✟
✟
i=1
✟
1 1 X 2 ✟✟
N
− sin(ω(2t + τ )) lim Ai ✟
sin(2ϕi )
N →∞ N − 1 2 ✟✟
✟
i=1
µ 2
= cos(ωτ ) A
2
rA (0)
= cos(ωτ )
2
µ2A + σA2
= cos(ωτ ) (6.12)
2
The last two limits vanish for Ai and ϕi sufficiently randomly distributed. The first limit tends to half
of the average of A2i , i.e. half of the (auto-)correlation 2 of Ai .
This result is consistent with p the one previously computed under the assumption that x = A cos(ωt)
√
was ergodic, with A = rA = µ2A + σA 2.
2 See Section 6.1.8 for the definition of (auto-)correlation.
6-5
6.1.5 Probability Density
Given a scalar ergodic process, the probability of xlower ≤ x(t) ≤ xupper is
Z xupper
P (x ∈ [xlower , xupper ]) = p(x) dx (6.13)
xlower
where p(x) is the corresponding probability density function. By definition,

Z +∞
P (x ∈ [−∞, +∞]) = p(x) dx = 1 (6.14)
−∞
This property is also called normalization.

When the probability density of a scalar ergodic process is completely described by its mean µx and
2
variance σxx , it is called Gaussian. The probability density function of a Gaussian process is
2
1 −1
(x−µx )
2
p(x) = p e 2 σxx (6.15)
2
2πσxx
Probability density of Gaussian multi-dimensional ergodic process x(t):
1
e− 2 (x−µx ) (σxx ) (x−µx )
1 T 2 −1
p(x) = p
2
(6.16)
(2π)n/2 det(σ xx )
The Gaussian probability density defines the so-called distribution with normal probability density, or
normal distribution 3 .
Homework 6.5 Generate a normally distributed random dataset, using randn(), and numerically es-
timate its probability and probability density functions.
Homework 6.6 Generate a uniformly distributed random dataset, using rand(), and numerically esti-
mate its probability and probability density functions.
The statistical indicators can be obtained from the probability density as its higher order moments:
Z ∞
µx = xp(x) dx (6.17)
−∞
Z ∞
(mean square)x = x2 p(x) dx (6.18)
−∞
Z ∞
2
σxx = (x − µx )2 p(x) dx = (mean square)x − µ2x (6.19)
−∞
PN
The mean square, or quadratic mean, is the mean of the squares of the values, i=1 x2i /N . It corresponds
to the correlation rxx (τ ), defined later in Section 6.1.8, for τ = 0.
Homework 6.7 Prove the above formulas using the Gaussian probability density function of Eq. (6.15).
Homework 6.8 Compute mean and variance from a uniform probability density function, p(x) =
[step(x − a) − step(x − b)]/(b − a).
3 In Octave or Matlab, one can obtain a (pseudo-)random set of values with zero mean, unit variance, and normal
distribution using the command randn(); remember that rand() is an entirely different function, that gives values uniformly
distributed in the interval [0, 1].
For example, to obtain a normally distributed dataset of 1000 elements with mean µ and variance σ 2 , one needs to use
x = µ + σ * randn(1000, 1).
To obtain a dataset of 1000 elements uniformly distributed in the interval [a, b], one needs to use x = a + (b − a) *
rand(1000, 1).
6-6
6.1.6 Use of Statistical Indicators
As anticipated, we are interested in the probability that an adverse event occurs during the operation of
our system, in order to be able to size it accordingly. For example, we might be interested in determining
a safe value for the limit bending moment that our wing can carry, to be used in determining the so-called
safety factor of our design.
The safety factor, or factor of safety, sometimes indicated as F S, is the ratio between a value indi-
cating failure4 and the maximum allowable value of some performance indicator x:
∆ xfailure
FS = (6.20)
xallowable
It must be > 1 for a successful design.
The so-called safety margin, or margin of safety, sometimes indicated as M S, is the difference between
the failure index and the maximum allowable value, xfailure − xallowable , often normalized with respect to
the xallowable value, i.e.
∆ xfailure − xallowable
MS = = FS − 1 (6.21)
xallowable
It must be > 0 for a successful design.
In the present context, we are going to replace a deterministic xallowable , which cannot be determined,
with a non-deterministic, stochastic definition of those margins, in terms of probability that M S < 0,
i.e. the design fails.
We can proceed in two manners:
1. Cumulative probability: define xallowable as the mean of x, µx , plus a value corresponding to
2
enough multiples of the standard deviation of x, σxx (the square root of the variance σxx ), such
that, under the assumption that x is Gaussian, the probability of x > xallowable falls below a desired
threshold, i.e.
xallowable = µx + Aσxx such that P (x > xallowable ) = 1 − P (x ≤ xallowable ) < B (6.22)
For example:
A B
4 3.2 · 10−5
5 2.9 · 10−7
6 1.0 · 10−9
2. Frequency: use Rice’s formula

2
s 1 (x − µx )
−
1 σẋ2ẋ 2
N+ (x) = 2
e 2 σxx (6.23)
2π σxx
to estimate the frequency of adverse events, N (x)+ , i.e. the number of times the value x is exceeded
(crossed with positive derivative) per unit time. Dimensionally, it is indeed a frequency (t−1 ).
2
In this case, both the variance of x, σxx , and of ẋ, σẋ2ẋ , are needed. The latter is obviously defined
as
Z
∆
σẋ2ẋ = Mẋ2 (t) dt (6.24)
For example, one can determine the average recurrence time for the value x being exceeded using
the inverse of N+ (x),
1
R+ (x) = (6.25)
N+ (x)
4 It is worth recalling that failure indicators, like ultimate and yield stress values, are themselves defined statistically,
since they result from actual experiments conducted on a population of specimen, subject to several sources of uncertainty.
6-7
Such definitions of the probability of an adverse event should not be intended only as means to determine
appropriate “static” limit loads to be compared for instance with the ultimate strenght of the material.
They can also be used (actually, that is often their main use) to determine “equivalent” fatigue load
spectra for fatigue sizing and subsequent testing for certification purposes.
6.1.7 Intercovariance
Intercovariance of x(t) and y(t) (both ergodic processes):
Z
∆
kxy (τ ) = M∆x(t)∆y T (t + τ ) dt (6.26)
Intercovariance is an odd function: kxy (−τ ) = kTyx (τ ),

Z
kxy (−τ ) = M∆x(t)∆y T (t − τ ) dt
Z
ergo
= M∆x(t + τ )∆y T (t) dt
Z T
T
= M∆y(t)∆x (t + τ ) dt
= kTyx (τ ) (6.27)
6.1.8 Correlation
Autocorrelation of x(t) (ergodic process):
Z
∆
rxx (τ ) = Mx(t)xT (t + τ ) dt (6.28)
Covariance, mean and autocorrelation of ergodic processes are related by

Z
kxx (τ ) = M∆x(t)∆xT (t + τ ) dt
Z

= M(x(t) − µx ) xT (t + τ ) − µTx dt
Z Z Z Z
= Mx(t)x (t + τ ) dt − Mµx x (t + τ ) dt − Mx(t)µx dt + Mµx µTx dt
T T T
Z Z Z
ergo
= Mx(t)xT (t + τ ) dt − µx MxT (t) dt − Mx(t) dtµTx + µx µTx
= rxx (τ ) − µx µTx (6.29)
6.1.9 State of a Dynamic System

State as the convolution of input u(t) and impulse response5 hx (t) = Φ(t, τ )B (Duhamel’s integral),
Z +∞
x(t) = Φ(t, 0)x(0) + Φ(t, τ )Bu(τ ) dτ (6.30)
−∞
with u ≡ 0 for t < 0.

For stationary problems, Φ(t, τ ) = Φ(t − τ ); for LTI problems, Φ(t − τ ) = step(t − τ )eA(t−τ ) .
5 In general, we call h(t) an impulse response function. When the input-output relationship is intended, it indicates the
response in terms of the output y to an impulsive input u. When the input-state relationship is intended, it indicates the
response in terms of the state x to an impulsive input u. To disambiguate, the notation hy (t) and hx (t) is often used.
6-8
A noteworthy property of convolution is
Z +∞ Z +∞
f (τ )g(t − τ ) dτ = f (t − τ )g(τ ) dτ (6.31)
−∞ −∞
Proof: consider η = t − τ and thus τ = t − η; then dη = −dτ , and η → −∞ for τ → +∞ and vice
versa; the convolution becomes
Z +∞ Z −∞
f (τ )g(t − τ ) dτ = f (t − η)g(η) (−dη)
−∞ +∞
Z +∞
= f (t − η)g(η) dη (6.32)
−∞
i.e. we can exchange the arguments of g and f without changing the result.
Consider a LTI system in state space form,
ẋ = Ax + Bu (6.33a)
y = Cx + Du (6.33b)
The state is
Z +∞
x(t) = step(t)eAt x(0) + step(τ )eAτ Bu(t − τ ) dτ (6.34)
−∞
The expected value of the state is

Z +∞
E [x(t)] = step(t)e At
E [x(0)] + step(t − τ )eA(t−τ ) BE [u(τ )] dτ
−∞
Z t
A(t−τ )
= step(t)eAt µx (0) + e Bµu (τ ) dτ (6.35)
0
(Here we assume that the expected value of the initial conditions is equal to the mean of the state,
which is consistent with the assumption of ergodicity; this point is relatively moot because typically
our processes start with null initial conditions, for causality, or the effect of initial conditions quickly
vanishes, since the problem is assumed to be asymptotically stable.) Thus
∆x(t) = x(t) − µx
Z +∞
= step(t)eAt x(0) + step(t − τ )eA(t−τ ) Bu(τ ) dτ
−∞
Z +∞
− step(t)eAt µx − step(t − τ )eA(t−τ ) Bµu dτ
−∞
Z t
= step(t)e At
(x(0) − µx ) + eA(t−τ ) B (u(τ ) − µu ) dτ
0
Z t
At
= step(t)e ∆x(0) + eA(t−τ ) B∆u(τ ) dτ (6.36)
0
6.1.10 Covariance of the Output of a Dynamic System

Output of a dynamic system, y(t):
y(t) = Cx(t) + Du(t) (6.37)
6-9
Expected value of the output:
E [y(t)] = CE [x(t)] + DE [u(t)]

= Cµx + Dµu = µy (6.38)
Autocovariance: first we need ∆y(t),
∆y(t) = y(t) − µy
= Cx(t) + Du(t) − Cµx − Dµu
= C (x(t) − µx ) + D (u(t) − µu )
= C∆x(t) + D∆u(t) (6.39)
Note that for a process with D ≡ 0 with initial conditions x(0) = 0, whose input u starts at t = 0,
Z +∞ Z +∞
A(t−τ )
C step(t − τ )e Bµu dτ = C step(τ )eAτ B dτ µu (6.40)
−∞ −∞
Homework 6.9 Prove it using η = t − τ
Furthermore,
Z +∞ Z +∞
Aτ causality
C step(τ )e B dτ = C eAτ B dτ
−∞ 0
response to step input
z }| {
 Z +∞
1
eAτ Be−sτ dτ
 
= lim s · C 
s→0  s
|0 {z }
Laplace transform of impulse response
| {z }
final value theorem
h i+∞ 1
−1
= lim s · −C (sI − A) e−(sI−A)τ B
s→0 0 s

−1 1
= lim ✁s · C (sI − A) B
s→0
 ✁s 
= CA−1  ✘ ✘✘✘
A·(+∞) A·0 
− e|{z}
|e {z } B
asymptotic stability I
−1
= −CA B
= H(0) (6.41)
which corresponds to the result of the final value theorem for the response (of a strictly proper system)
to a unit step input.
Homework 6.10 Why can we safely assume that matrix A is invertible?
Homework 6.11 Compute H(s) from y(s) = H(s)u(s) for s = 0.
Note: in the expression above, the integral was interpreted as a Laplace transform with no specifi-
6 0, i.e. if the system is not strictly
cation of the initial time. The question is: what happens if D =
proper ?
6-10
In that case, H(0) = lims→0 C(sI − A)−1 B + D = −CA−1 B + D. This can still be obtained using
the convolution integral, considering
E [y(t)] = CE [x(t)] + DE [u(t)]

Z t
= lim Cstep(t)eAt µx + C eA(t−τ ) Bµu dτ + Dµu
t→+∞ 0−
Z +∞
= C eAτ B dτ + D µu
0 −
 
 Z +∞
1
CeAτ B + Dδ(τ ) e−sτ dτ
 
= lim ✁s ·  µ
s→0  0− s u
✁
| {z }
Laplace transform of impulse response, L−
= H(0)µu (6.42)
The limit for t → +∞ is required because to perform the mean integral for the computation of the
expected value we need t to vary from −∞ to +∞. The lower bound, towards −∞, is turned into
0 by the function step(t). We need to consider 0− to capture the effect of the direct transmission
term, D, whereas the exact lower bound is inessential with respect to the strictly proper part of the
problem.
In order to compute the expected values of state and output as functions of the expected value of the
input, consider the expected value of ẋ(t),
Z T
1
E [ẋ(t)] = lim ẋ(t) dt
T →∞ 2T −T
x(T ) − x(−T )
= lim
T →∞ 2T
=0 (6.43)
since x(t) is limited. Thus
E [ẋ(t)] = AE [x(t)] + BE [u(t)]

= Aµx + Bµu = 0 (6.44)
which implies
µx = −A−1 Bµu (6.45)
and

µy = −CA−1 B + D µu

−1
= lim C (sI − A) B + D µu
s→0
= H(0)µu (6.46)
Note: as already shown, D can actually be moved into the convolution using a Dirac’s delta as
Z t
At Aτ
y(t) = C e x(0) + e Bu(t − τ ) dτ + Du(t)
0
Z t
= CeAt x(0) + CeAτ B + Dδ(τ ) u(t − τ ) dτ (6.47)
0−
6-11
h(τ ) = step(τ )CeAτ B + Dδ(τ ) (6.48)
and assuming x(0) = 0 and u(t) = 0 for t < 0, the response can be rewritten as
Z +∞
y(t) = h(τ )u(t − τ ) dτ
−∞
Z t
causality
= h(τ )u(t − τ ) dτ (6.49)
0−
Or, alternatively,
Z +∞
y(t) = h(t − τ )u(τ ) dτ
−∞
Z t
causality
= h(t − τ )u(τ ) dτ (6.50)
0
Note: also in this case, it would be necessary to consider 0− as the lower integration boundary in
case u(t) starts with an impulse, i.e. u(t) = u0 δ(t) + ucontinuous (t).
Consider now a strictly proper system, such that the lower integration boundary of the convolution
can be exactly 0. Autocovariance of y(t):
Z
kyy (τ ) = M∆y(t)∆y T (t + τ ) dt
Z Z +∞ Z +∞
=M h(η)∆u(t − η) dη ∆uT (t + τ − ζ)hT (ζ) dζ dt
0 0
Z +∞ Z +∞ Z
= h(η) M∆u(t − η)∆uT (t + τ − ζ) dt hT (ζ) dζ dη
0 0
Z +∞ Z +∞ Z
ergo
= h(η) M∆u(t)∆uT (t + η + τ − ζ) dt hT (ζ) dζ dη
0 0
Z +∞ Z +∞
= h(η)kuu (η + τ − ζ)hT (ζ) dζ dη (6.51)
0 0
2
The variance, σ yy = kyy (0), is
Z +∞ Z +∞
2
σ yy = h(η)kuu (η − ζ)hT (ζ) dζ dη (6.52)
0 0
In conclusion, in order to formulate the probability density of the output, under the assumption it
is a Gaussian process, we need the mean µy and the variance σ 2yy of the output (Eq. (6.16)).
We have shown that the mean of the output, µy , can be computed directly as a function of the
mean of the input, µu (Eq. (6.46)).
On the contrary, to compute the variance of the output, σ 2yy , we need to go through a double
convolution with the autocovariance of the input, kuu (τ ) (Eq. (6.52)).
Exercise 6.3 Compute the covariance kyy (τ ) of the output y(t) of a system whose impulse response is
h(t) = A step(t)e−αt , α > 0 (asymptotic stability), subjected to an input with zero mean and covariance
kuu (t) = wδ(t) (a white noise, as discussed later).
6-12
Homework 6.12 Write the equation of this problem in state-space form.
2
Homework 6.13 Is the variance of the input, σuu , defined?
Output covariance:
Z
kyy (τ ) = My(t)y(t + τ ) dt
Z +∞ Z +∞
= h(η)kuu (η + τ − ζ)h(ζ) dζ dη
−∞ −∞
Z +∞ Z +∞
= A step(η)e−αη wδ(η + τ − ζ)A step(ζ)e−αζ dζ dη
−∞ −∞
Z +∞
2
=A w step(η)e−αη step(η + τ )e−α(η+τ ) dη [δ eliminated for ζ = η + τ ]
−∞
Z +∞
causality
= A2 w e−αη e−α(η+τ ) dη [because both η > 0 and η + τ > 0 must hold]
max(0,−τ )
Z +∞
= A2 we−ατ e−2αη dη
max(0,−τ )
−2αη +∞

e
= A2 we−ατ
−2α max(0,−τ )

 1 τ ≥0
A2 w −ατ
= e
2α
e2ατ

τ <0
2
A w −α|τ |
= e (6.53)
2α
Output variance:
2 A2 w
σyy = kyy (0) = (6.54)
2α
Note: the function e−α|τ | resembles δ(τ ) for α → ∞. It is continuously differentiable, except in τ = 0;
however, in τ = 0 the average of the left- and right- derivatives is zero.
6.1.11 Power Spectral Density

Power Spectral Density (PSD): Fourier transform of covariance
Z +∞
Φxx (ω) = F(kxx (t)) = kxx (t)e−jωt dt (6.55)
−∞
covariance: inverse Fourier transform of PSD

Z +∞
1
kxx (t) = F −1 (Φxx (ω)) = Φxx (ω)ejωt dω (6.56)
2π −∞
variance:
Z +∞
1
σ 2xx = kxx (0) = Φxx (ω) dω (6.57)
2π −∞
6-13
The coefficients on the diagonal of Φxx (ω) are real, since kxx (−t) = kTxx (t), which implies
kxi xi (−t) = kxi xi (t); thus, only the cosine term in e−jωt = cos(ωt) + j sin(ωt) does not vanish, i.e.
Z +∞
Φxi xi (ω) = kxi xi (t)e−jωt dt
−∞
✘
✘✘✘
Z +∞ Z +∞
= kxi xi (t) cos(ωt) dt + j kxi✘ ✘ ✘
xi (t) sin(ωt) dt
−∞ ✘✘ ✘
✘−∞
Z +∞
= kxi xi (t) cos(ωt) dt (6.58)
−∞
Nothing can be said of Φxi xk (ω) for k 6= i.
Homework 6.14 Show that the integral of an even function times an odd function is zero.
What is Φxx (−ω)?

Z +∞
Φxx (−ω) = kxx (t)e+jωt dt
−∞
Z −∞
=− kxx (−η)e−jωη dη [with η = −t]
+∞
Z +∞
= kxx (−η)e−jωη dη
−∞
Z +∞
= kTxx (η)e−jωη dη [since kxx (−η) = kTxx (η)]
−∞
T
= Φxx (ω) (6.59)
but Φxx (−ω) = Φxx (ω), i.e. changing the sign of ω (of the imaginary part of the argument of a
complex function) turns Φxx (ω) into its complex conjugate; thus ΦTxx (ω) = Φxx (ω), which means
that Φxx (ω) is Hermitian (i.e. it is equal to the complex conjugate of its transpose: Φxx (ω) =
T
Φxx (ω)).
6-14
Note that the ‘transpose’ operator in Octave and Matlab (the single quote “ ’ ”) applied to
complex data performs the conjugate transpose:
octave:1> A = (1 + j)*[11, 12; 21, 22]
A =
11 + 11i 12 + 12i
21 + 21i 22 + 22i
octave:2> A’
ans =
11 - 11i 21 - 21i
12 - 12i 22 - 22i
One needs to use the special operator “ .’ ” to simply compute the transpose of a complex
datum:
octave:3> A.’
ans =
11 + 11i 21 + 21i
12 + 12i 22 + 22i
Homework 6.15 How is the real part of a Hermitian matrix? How is the imaginary part?
Homework 6.16 How are the eigenvalues of a Hermitian matrix? How are its eigenvectors?
The PSD of the output of a linear system is

Z +∞ Z +∞ Z +∞
Φyy (ω) = h(η)kuu (η + τ − ζ)hT (ζ) dζ dη e−jωτ dτ (6.60)
−∞ 0 0
define a new variable ξ = η + τ − ζ and thus τ = −η + ξ + ζ, with dτ = dξ; then

Z +∞ Z +∞ Z +∞
Φyy (ω) = h(η)kuu (η + τ − ζ)hT (ζ) dζ dηe−jωτ dτ
−∞ 0 0
Z +∞ Z +∞ Z +∞
= h(η)kuu (ξ)hT (ζ)e−jω(−η+ξ+ζ) dζ dη dξ
−∞ 0 0
Z +∞ Z +∞ Z +∞
= h(η)e−jω(−η) kuu (ξ)e−jωξ hT (ζ)e−jωζ dζ dη dξ
−∞ 0 0
Z +∞ Z +∞ Z +∞
= h(η)e −j(−ω)η
dη kuu (ξ)e −jωξ
dξ hT (ζ)e−jωζ dζ
0 −∞ 0
Z +∞ Z +∞ Z +∞
causality
= h(η)e−j(−ω)η dη kuu (ξ)e−jωξ dξ hT (ζ)e−jωζ dζ
−∞ −∞ −∞
= H(−ω)Φuu (ω)HT (ω)

= H(ω)Φuu (ω)HT (ω) (6.61)
where H(ω) is the complex conjugate of H(ω). As a consequence,

Z +∞
2 1
σ yy = Φyy (ω) dω
2π −∞
Z +∞
1
= H(−ω)Φuu (ω)HT (ω) dω (6.62)
2π −∞
6-15
2
Exercise 6.4 Compute the variance σyy of the output y(t) of a system whose impulse response is h(t) =
−αt
A step(t)e , α > 0, subjected to an input with covariance kuu (t) = wδ(t) (a white noise, as discussed
later), using the PSD.
The PSD of the input is

Z +∞
Φuu (ω) = wδ(t)e−jωt dt
−∞
=w (6.63)
The frequency response function of the system is

Z +∞
H(jω) = h(t) e−jωt dt
−∞
Z +∞
= A step(t)e−αt e−jωt dt
−∞
Z +∞
=A e−(α+jω)t dt
0
A h i+∞
= e−(α+jω)t
−(α + jω) 0
A
= (6.64)
α + jω
Alternatively, the transfer function of the system is

Z +∞
H(s) = h(t) e−st dt
0−
Z +∞
= Astep(t)e−αt e−st dt
0−
Z +∞
=A e−(α+s)t dt
0−
A h i+∞
= e−(α+s)t
−(α + s) 0−
A
= (6.65)
α+s
The PSD of the output is
Φyy (ω) = H(−ω)Φuu (ω)H(ω)

A A
= w
α − jω α + jω
A2 w
=
(α − jω)(α + jω)
A2 w
= 2 (6.66)
α + ω2
6-16
The covariance of the output is
Z +∞
1 A2 w jωτ
kyy (τ ) = e dω
2π −∞ α2 + ω 2
Z
A2 w +∞ ejωτ ejωτ
= + dω
4απ −∞ α + jω α − jω
A2 w −α|τ |
= e (6.67)
2α
2
and the variance is σyy = kyy (0) = A2 w/(2α).
Homework 6.17 If one does not remember how to compute the integral in Eq. (6.67), they can check
the result by computing the PSD of Eq. (6.67) and comparing it with Eq. (6.66).
6.1.12 Direct Computation of the Variance of the Output

In time domain, for a zero-mean process6 ,
Z
σ 2yy = My(t)y T (t) dt
Z
T
= M[Cx(t) + Du(t)] [Cx(t) + Du(t)] dt
Z Z Z Z
= MCx(t)x (t)C dt + MCx(t)u (t)D dt + MDu(t)x (t)C dt + MDu(t)uT (t)DT dt
T T T T T T
Z Z Z Z
= C Mx(t)xT (t) dt CT + C Mx(t)uT (t) dt DT + D Mu(t)xT (t) dt CT + D Mu(t)uT (t) dt DT
= Cσ 2xx CT + Cσ 2xu DT + Dσ 2ux CT + Dσ 2uu DT (6.68)
This requires the computation of σ 2xx and σ 2xu (recall that σ 2ux = (σ 2xu )T ).
The state of a linear system with x(0) = 0 is
Z t
x(t) = eAτ Bu(t − τ ) dτ (6.69)
0
In order to compute σ 2xx consider

Z Z
Mẋ(t)xT (t) dt = M[Ax(t) + Bu(t)] xT (t) dt [this is σ 2ẋx ]
Z Z
= A Mx(t)x (t) dt + B Mu(t)xT (t) dt
T
= Aσ 2xx + Bσ 2ux (6.70)
Now,
Z Z Z
d x(t)xT (t)
T T
Mẋ(t)x (t) dt + Mx(t)ẋ(t) dt = M dt [can be interpreted as σ̇ 2xx ]
dt
1 T
= lim x(t)xT (t) −T
T →∞ 2T
1
= lim x(T )xT (T ) − x(−T )xT (−T )
T →∞ 2T
=0 (6.71)
6 For a zero-mean process ∆u(t) ≡ u(t), thus ∆x(t) ≡ x(t) and ∆y(t) ≡ y(t)
6-17
since x(t) is limited. This implies that σ 2xẋ is skew-symmetric. As a consequence,
Z Z
0 = Mẋ(t)xT (t) dt + Mx(t)ẋ(t)T dt
T T
= Aσ 2xx + Bσ 2ux + σ 2xx AT + σ 2ux BT (6.72)
i.e. Lyapunov’s equation, which yields σ 2xx as long as σ 2xu is known, i.e.
Z
σ xu = Mx(t)uT (t) dt
2
Z Z t
=M Φ(τ )Bu(t − τ ) dτ uT (t) dt
0
Z +∞ Z
= Φ(τ )B Mu(t − τ )uT (t) dt dτ
0
Z +∞
= Φ(τ )Bkuu (τ ) dτ (6.73)
0
Lyapunov’s equation is a matrix equation, i.e. a system of n2 equations. The problem itself is symmetric
by construction; as a consequence, only n(n + 1)/2 equations need to be actually solved, as the unknown
σ 2xx is symmetric (positive semi-definite).
6.1.13 Variance of Output in Response to White Noise

A noteworthy case occurs when kuu (τ ) = Wδ(τ ), where matrix W is constant, symmetric, and positive
(semi-)definite. In that case, the input is called white noise.
White noise is a signal that is self-uncorrelated except for τ = 0. For a white noise, u(t) = w(t); then
the PSD is constant (remember: the Fourier transform of the correlation, i.e. Φδδ (ω) = F(δ(τ )) = 1).
An alternative definition of white noise is a signal with constant PSD.
Homework 6.18 Generate a random signal with normal distribution (i.e. using randn()), numer-
ically estimate its correlation (using xcorr()), and plot it as a function of τ .
The PSD of the input is

Z +∞
Φww (ω) = kuu (τ )e−jωτ dτ
−∞
Z +∞
= Wδ(τ )e−jωτ dτ
−∞
=W (6.74)
The intercovariance of x and u is

Z +∞
σ 2xu = Φ(τ )Bkuu (τ ) dτ
0
Z +∞
= step(τ )eAτ BWδ(τ ) dτ
0
1
= BW (6.75)
2
6-18
The latter expression contains 1/2 because it corresponds to evaluating Φ(τ ) = step(τ )eAτ in τ = 0,
∆
where step(0) = 1/2. This boils down to evaluating
Z +∞ Z 0+
step(τ )δ(τ ) dτ = step(τ )δ(τ ) dτ
−∞ 0−
Z 0+
d1
= step2 (τ ) dτ
0− dτ
2
0+
1 2
= step (τ )
2 0−
1
= (6.76)
2
The rationale is that physical initial conditions (i.e. the state of the system before the analysis starts)
are logically defined at 0− , while mathematically a Cauchy’s problem requires the knowledge of the
conditions at 0+ . The two do not differ as long as the solution is regular, i.e. it represents the output of
a forcing term with at most step-like discontinuities.
As a consequence, recalling that (σ 2xx )T = σ 2xx , Lyapunov’s equation becomes
0 = Aσ 2xx + σ 2xx AT + BWBT (6.77)
In this case, matrix D must be zero, i.e. the problem must be expressed by a strictly proper transfer
function, otherwise σ 2yy is unbounded, since it contains a Dirac’s delta:
σ 2yy = Cσ 2xx CT + Cσ 2xu DT + Dσ 2ux CT + Dσ 2uu DT

1 1
= Cσ 2xx CT + CBWDT + DWBT CT + DWDT lim δ(τ ) (6.78)
2 2 τ →0
i.e. if D 6= 0 the variance of the output is infinite. Otherwise, if D ≡ 0,
σ 2yy = Cσ 2xx CT (6.79)
Exercise 6.5 Consider A = −α, B = 1, C = A, kuu (τ ) = Wδ(τ ) = wδ(τ ), which corresponds to the
previously formulated exercise. Compute the variance of the output using Lyapunov’s equation for white
noise input.
Lyapunov’s equation becomes

2 2
0 = −ασxx − σxx α+w (6.80)
which yields
2 w
σxx = (6.81)
2α
and
2 2 A2 w
σyy = Aσxx A= (6.82)
2α
6-19
6.1.14 Alternative Derivation of Lyapunov’s Equation
Consider the definition of the variance of an ergodic process x(t), subjected to a white noise input u(t)
such that kuu (t) = Wδ(t),
Z
σ xx = M∆x(t)∆xT (t) dt
2
Z Z +∞ Z +∞
T
=M Aη
step(η)e B∆u(t − η) dη step(ζ)∆uT (t − ζ)BT eA ζ dζ dt
−∞ −∞
Z +∞ Z +∞ Z
T
= step(η)step(ζ)eAη B M∆u(t − η)∆uT (t − ζ) dt BT eA ζ dη dζ
−∞ −∞
| {z }
kuu (η−ζ)
Z +∞ Z +∞
T
= step(η)step(ζ)eAη BWδ(η − ζ)BT eA ζ
dη dζ [δ eliminated for ζ = η]
−∞ −∞
Z +∞
T
= step(η)eAη BWBT eA η
dη (6.83)
−∞
The variance of an ergodic process is constant, thus (after replacing η with t)

d 2
0= σ
dt xx
Z +∞ Z +∞ Z +∞
T T T
= δ(t)eAt BWBT eA t dt + step(t)AeAt BWBT eA t
dt + step(t)eAt BWBT eA t AT dt
−∞ −∞ −∞
Z +∞ Z +∞
T T
= BWBT + A step(t)eAt BWBT eA t
dt + step(t)eAt BWBT eA t
dt AT
−∞ −∞
= BWBT + Aσ 2xx + σ 2xx AT (6.84)
where
d At
e = AeAt = eAt A (6.85)
dt
has been exploited.
Alternatively, consider
Z +∞
T
σ 2xx = step(t)eAt BWBT eA t dt
−∞
Z +∞
T
= eAt BWBT eA t
dt
0
Z +∞
= P(t) dt (6.86)
0
T
with P(t) = eAt BWBT eA t . The derivative of P is
Ṗ = AP + PAT (6.87)
The integral of Ṗ yields

Z +∞
Ṗ dt = P(+∞) − P(0)
0
asymptotic stability
= 0 − BWBT (6.88)
6-20
Moreover,
Z +∞ Z +∞
Ṗ dt = AP + PAT dt
0 0
Z +∞ Z +∞
=A P dt + P dtAT
0 0
2 2 T
= Aσ xx + σ xx A (6.89)
thus
Aσ 2xx + σ 2xx AT = −BWBT (6.90)
Exercise 6.6 Given a system
ẋ(t) = ax(t) + bw(t) (6.91)
2
with a < 0 (for asymptotic stability) and w(t) corresponding to white noise, compute σxx .
A) Impulse response: consider
h(t) = step(t)eat b (6.92)
Response to white noise:
Z +∞
x(t) = h(τ )w(t − τ ) dτ (6.93)
−∞
Mean:
µx = E[x(t)]
Z
= Mx(t) dt
Z +∞ Z
= h(τ ) Mw(t − τ ) dt dτ
−∞
| {z }
≡0
=0 (6.94)
6-21
Variance:
2
σxx = E[x(t)x(t)]
Z
= Mx(t)x(t) dt
Z Z +∞ Z +∞
=M h(η)w(t − η) dη h(ζ)w(t − ζ) dζ dt
−∞ −∞
Z +∞ Z +∞ Z
= h(η)h(ζ) Mw(t − η)w(t − ζ) dt dη dζ
−∞ −∞
Z +∞ Z +∞
= h(η)h(ζ) kww (η − ζ) dη dζ
−∞ −∞ | {z }
≡W δ(η−ζ)
Z +∞
=W h(η)2 dη
−∞
Z +∞
=W step2 (η)e2aη b2 dη
−∞
Z +∞
= b2 W e2aη dη
0
+∞
e2aη
= b2 W
2a 0
b2 W
=− (6.95)
2a
B) Frequency response:
Z +∞
2 1
σxx = Φxx (ω) dω (6.96)
2π −∞
Consider
2
Φxx (ω) = |H(ω)| Φww (ω) (6.97)
with
Z +∞
Φww (ω) = kww (t)e−jωt dt
−∞
Z +∞
= W δ(t)e−jωt dt
−∞
=W (6.98)
and since sx = ax + bw, then
x(s)
H(s) =
w(s)
b
= . (6.99)
s−a
Thus
2 b2
|H(ω)| = . (6.100)
a2 + ω2
6-22
As a consequence
Z +∞
2 1 b2
σxx = W dω
2π −∞ a + ω 2
2
Z
b2 W +∞ 1 dω
= !2
2πa −∞ ω a
1+
a
Z −∞
b2 W 1
= dω
2πa +∞ 1 + ω 2
b2 W −1 −∞
= tan (ω) +∞
2πa
b2 W h π π i
= − −
2πa 2 2
b2 W
=− (6.101)
2a
C) Lyapunov’s equation:
2 2
aσxx + σxx a + bW b = 0 (6.102)
yields
2 b2 W
σxx =− (6.103)
2a
Exercise 6.7 Consider a mass-spring-damper system of mass m, stiffness c, and damper characteristic
c, subjected to a white noise disturbance d whose PSD is Φdd (ω) = W . Compute the variance of the force
transmitted to the ground by the spring and the damper, f = kq + cq̇, where q and q̇ are the displacement
and the velocity of the mass.
The equation of motion is

mq̈ + cq̇ + kq = d (6.104)
which can be recast in state space form

q̇ 0 1 q 0
= + d (6.105)
q̈ −k/m −c/m q̇ 1/m

q
y= k c (6.106)
q̇
The Lyapunov equation, Aσ 2xx + σ 2xx AT + BWBT = 0, yields

2 2
0 1 σqq σq2q̇ σqq σq2q̇ 0 −k/m 0 0 0 0
+ + =
−k/m −c/m σq2q̇ σq̇2q̇ σq2q̇ σq̇2q̇ 1 −c/m 0 W/m2 0 0
(6.107)
i.e.
2σq2q̇ = 0 (6.108)
k 2 c
− σ − σ 2 + σq̇2q̇ = 0 (6.109)
m qq m qq̇
k c W
−2 σq2q̇ − 2 σq̇2q̇ + 2 = 0 (6.110)
m m m
6-23
Note that σq2q̇ = 0 is expected, as the intervariance of an ergodic signal and its derivative is zero by
definition.
Thus,
W
σq̇2q̇ = (6.111)
2cm
2 W
σqq = (6.112)
2ck
The variance of the output is
 
W !
 0 k W k c
2
σyy = k c  2ck 
 = + (6.113)
W c 2 c m
0
2cm
Homework 6.20 Assign arbitrary numerical values to the data and check the solution numerically, e.g.
using function lyap() in Octave or Matlab.
Exercise 6.8 Consider a system made of two identical point masses of mass m, connected one another
by a spring of stiffness k and a damper of characteristic c. The second mass is subjected to a white noise
disturbance d of PSD Φdd (ω) = W . The system is not otherwise constrained to the ground. Compute the
variance σf2 f of the force in the spring, f = k(q2 − q1 ).
TODO
6.1.15 Shape Filter

In order to use Lyapunov’s equation, the input must be a white noise. If the input is not a white noise,
and its PSD is known, one may design an “auxiliary system” (called shape filter 7 ) such that its output’s
PSD is the PSD of the original input when the auxiliary system’s input is a white noise.
For example, consider a plant described by
ẋp = Ap xp + Bp u (6.114)
y = Cp xp + Dp u. (6.115)
The objective is to compute the variance of y when the PSD of u, Φuu (w), is not constant, using
Lyapunov’s equation, which requires the input to be a white noise.
Conceive an auxiliary system
ẋf = Af xf + Bf w (6.116)
D✚
y f = Cf xf + ✚f w, (6.117)
such that u = y f , whose input is a white noise, w, with Φww (ω) = I. Then, one can write
D✚
ẋp = Ap xp + Bp y f = Ap xp + Bp Cf xf + Bp✚fw (6.118)
D✚
y = Cp xp + Dp y f = Cp xp + Dp Cf xf + Dp✚fw (6.119)
7 In the sense that it filters the PSD of the white noise, which is constant, into the shape, with respect to the frequency,
of the PSD of the actual noise.
6-24
and combine the two cascaded systems in one,

ẋp Ap Bp Cf xp Bp✚D✚
f
= + w (6.120)
ẋf 0 Af xf Bf

xp
y = Cp D p Cf + Dp✚D✚fw (6.121)
xf
Now, Lyapunov’s equation can be applied to the extended system, since the input is a white noise.
From the discussion above, it is clear that the filter must be strictly proper (i.e. Df ≡ 0), otherwise
the variance of y is not defined.
The filter must be a minimal phase, asymptotically stable realization of a system that yields the PSD
Φuu (ω) when the input is a white noise of PSD Φww = I, such that
Φuu (ω) = Hf (−ω)Φww (ω)HTf (ω)
= Hf (−ω)HTf (ω) (6.122)
When the PSD is polynomial rational, a canonical realization can be used.
Exercise: shape filter. Consider the PSD of the output

ω2
Φxx (ω) = (6.123)
(1 + ω 2 )(1 + 4ω 2 )
Compute the corresponding shape filter and verify it by computing the variance kxx (0) using Lyapunov.
Consider
jω
H(ω) = (6.124)
(1 + jω)(1 + j2ω)
such that
2
|H(ω)| = H(−ω)H(ω)
−jω jω
=
(1 − jω)(1 − j2ω) (1 + jω)(1 + j2ω)
−(jω)2
=
(1 − jω)(1 + jω)(1 − j2ω)(1 + j2ω)
ω2
= (6.125)
(1 + ω 2 )(1 + 4ω 2 )
In Laplace domain
x(s) = H(s)w(s)
s
= w(s)
(1 + s)(1 + 2s)
s
= w(s)
1 + 3s + 2s2
1
s
= 2 w(s) (6.126)
3 1
s2 + s +
2 2
A possible corresponding realization is

ẋ1 −3/2 −1/2 x1 1
= + w (6.127a)
ẋ2 1 0 x2 0

x1
x = 1/2 0 (6.127b)
x2
6-25
Consider now Lyapunov’s equation
2 2
2 2

−3/2 −1/2 σ11 σ12 σ11 σ12 −3/2 1 1 0 0 0
2 2 + 2 2 + = (6.128)
1 0 σ12 σ22 σ12 σ22 −1/2 0 0 0 0 0
i.e.
3 2 1 2 3 2 1 2
− σ11 − σ12 − σ11 − σ12 +1=0 (6.129a)
2 2 2 2
3 2 1 2 2
− σ12 − σ22 + σ11 =0 (6.129b)
2 2
2 2
σ12 + σ12 =0 (6.129c)
or
2 1
σ11 = (6.130a)
3
2
σ12 =0 (6.130b)
2 2
σ22 = (6.130c)
3

2
1/3 0 1/2
σxx = 1/2 0
0 2/3 0
1
= (6.131)
12
Antitransform of PSD:
ω2 A B
= +
(1 + ω 2 )(1 + 4ω 2 ) 1 + ω2 1 + 4ω 2
A + 4Aω 2 + B + Bω 2
=
(1 + ω 2 )(1 + 4ω 2 )
(A + B) + (4A + B)ω 2
= (6.132)
(1 + ω 2 )(1 + 4ω 2 )
i.e. A = 1/3, B = −1/3.
Z +∞
2 1 1 1 1
σxx = − dω
2π −∞ 3 1 + ω 2 1 + 4ω 2
Z +∞ Z +∞ !
1 1 1 d(2ω)
= 2
dω − 2
6π −∞ 1 + ω −∞ 1 + (2ω) 2

1 −1 +∞ 1 −1 +∞
= tan (ω) −∞ − tan (2ω) −∞
6π 2

1 hπ πi 1 hπ πi
= + − +
6π 2 2 2 2 2
1 π
= π−
6π 2
1
= (6.133)
12
Exercise: compute the solution of the Lyapunov equation from the previous exercise using the diag-
onalization of matrix A.
6-26
Solution of Lyapunov’s equation using diagonalization:
X−1 AXX−1 σ 2 X−T + X−1 σ 2 X−T XT AT X−T + X−1 BWBT X−T = 0 (6.134)
when X are the eigenvectors of A, then
ΛΣ + ΣΛ + β = 0 (6.135)
with Σ = X−1 σ 2 X−T , β = X−1 BWBT X−T , and Λ are the eigenvalues of A.
Consider

−1/2 −1
X= (6.136a)
1 1

2 2
X−1 = (6.136b)
−2 −1

−1/2 0
Λ= (6.136c)
0 −1
The problem becomes

−1/2 0 Σ11 Σ12 Σ11 Σ12 −1/2 0
+
0 −1 Σ12 Σ22 Σ12 Σ22 0 −1

2 2 1 0 2 −2 0 0
+ = (6.137)
−2 −1 0 0 2 −1 0 0
or

−1/2 0 Σ11 Σ12 Σ11 Σ12 −1/2 0 4 −4 0 0
+ + =
0 −1 Σ12 Σ22 Σ12 Σ22 0 −1 −4 4 0 0
(6.138)
which yields
1 1
− Σ11 − Σ11 + 4 = 0 (6.139a)
2 2
1
− Σ12 − Σ12 − 4 = 0 (6.139b)
2
−Σ22 − Σ22 + 4 = 0 (6.139c)
and thus
Σ11 = 4 (6.140a)
8
Σ12 =− (6.140b)
3
Σ22 =2 (6.140c)
The variance is
2 2

σ11 σ12
σ2 = 2 2
σ12 σ22

−1/2 −1 4 −8/3 −1/2 1 1/3 0
= XΣXT = = (6.141)
1 1 −8/3 2 −1 1 0 2/3
6-27
Exercise: consider the PSD of Dryden’s vertical gust model8
!2
Lw
1 + 12 ω
2σw2
Lw V
Φww (ω) =  ! 2 2
πV
Lw
1 + 4 ω 
V
1 + b2 ω 2
=A 2 (6.142)
(1 + a2 ω 2 )
2
√
with A = 2σw Lw /(πV ), b = 2 3Lw /V , a = 2Lw /V . Consider the transfer function
√ 1 + bs
H(s) = A (6.143)
(1 + as)2
such that
√ 1 − jbω √ 1 + jbω
H(−ω)H(ω) = A A
(1 − jaω)2 (1 + jaω)2
(1 − jbω)(1 + jbω)
=A
(1 − jaω)2 (1 + jaω)2
1 + b2 ω 2
=A (6.144)
(1 + a2 ω 2 )2
In Laplace’s domain
√ √
Ab A
2
s+ 2
H(s) = a a (6.145)
2 1
s2 + s + 2
a a
thus a possible realization is

−2/a −1/a2
A= (6.146a)
1 0

1
B= (6.146b)
0
√ √
C= Ab/a2 A/a2 (6.146c)
V∞ θ
L
vG e
1111
0000
z
0000
1111
Exercise: compute the variance of the error θ − ż/V∞ of an angle of attack sensor, where the vehicle
is subjected to vertical velocity ż of PSD
1
Ψżż (ω) = Wżż (6.147)
ω 2 + α2
8 From http://www.mathworks.it/help/toolbox/aeroblks/drydenwindturbulencemodelcontinuous.html.
6-28
and to gusts vG of PSD
ω2
ΨvG vG (ω) = WvG vG (6.148)
(ω 2 + a21 ) (ω 2 + a22 )
with kαk ≪ ka1 k < ka2 k.
The equation of motion is
J θ̈ = −eL (6.149)
where e is the distance between the hinge and the aerodynamic center of the aerodynamic surface. It is
assumed that the center of mass is located in the position of the hinge. The lift L is
1 2
L= ρV SCL (α) = qSCL (α) ∼
= qSCL/α α (6.150)
2 ∞
and the angle of attack is
ż − vG − eθ̇
α=θ− (6.151)
V∞
The aerodynamic moment is zero, under the assumption that a symmetric airfoil is used. The equation
of motion becomes
q q
J θ̈ + SCL/α e2 θ̇ + qSCL/α eθ = SCL/α e (ż − vG ) (6.152)
V∞ V∞
i.e.
e K
J θ̈ + K θ̇ + Kθ = (ż − vG ) (6.153)
V∞ V∞
or

2 2 ż vG
θ̈ + 2ξω θ̇ + ω θ = ω − (6.154)
V∞ V∞
p q
K e
with ω = K/J and ξ = J 2V∞ . Note that
r r
K ρSCL/α e
ω= =V (6.155)
J 2J
r r
e K e ρSCL/α e
ξ= = (6.156)
2V∞ J 2 2J
i.e. the frequency is proportional to the freestream velocity V∞ , but the damping does not depend on it.
The system, in state space form, is

θ̇ 0 1 θ 0 ż 0 vG
= + − (6.157)
θ̈ −ω 2 −2ξω θ̇ ω 2 V∞ ω 2 V∞
The PSD of the transverse velocity represents the output of a system Hż (s) subjected to a white
noise input wż of PSD Wżż , with
1
Hż (s) = . (6.158)
s+α
Its realization in state space form is
z̈ = −αż + wż (6.159)
6-29
The PSD of the gust velocity represents the output of a system HvG (s) subjected to a white noise input
wvG of PSD WvG vG , with
s s
HvG (s) = = 2 . (6.160)
(s + a1 )(s + a2 ) s + s(a1 + a2 ) + a1 a2
The white noise wvG is uncorrelated from wż . Its realization in state space form is

v̇G −(a1 + a2 ) −a1 a2 vG 1
= + wvG (6.161)
ẋ 1 0 x 0
The covariance of the error measure is

Z
kyy (τ ) = My(t)y T (t + τ ) dt (6.162)
The angle is
Z t
ż(t − τ ) + vG (t − τ )
θ(t) = h(τ ) dτ , (6.163)
0 V∞
where h(t) is the impulse response function, thus the error becomes
ż(t)
y(t) = θ(t) −
V∞
Z t
ż(t − τ ) + vG (t − τ ) ż(t)
= h(τ ) dτ −
0 V ∞ V∞
Z t
ż(t − τ ) + vG (t − τ ) ż(t)
= h(τ ) − δ(τ ) dτ
0 V∞ V∞
Z t
ż(t − τ ) vG (t − τ )
= (h(τ ) − δ(τ )) + h(τ ) dτ (6.164)
0 V∞ V∞
Its covariance thus becomes
t Z t+τ T
v T (t + τ − ζ)
Z Z
ż(t − η) vG (t − η) ż (t + τ − ζ)
kyy (τ ) = M (h(η) − δ(η))
+ h(η) dη (h(ζ) − δ(ζ))T + G h(ζ)T dζ dt
0 V∞ V∞ 0 V∞ V∞
Z t Z t+τ Z T
ż(t − η) ż (t + τ − ζ)
= (h(η) − δ(η)) M dt (h(ζ) − δ(ζ))T dη dζ
0 0 V∞ V∞
Z t Z t+τ Z T
ż(t − η) vG (t + τ − ζ)
+ (h(η) − δ(η)) M dt h(ζ)T dη dζ
0 0 V ∞ V∞
Z t Z t+τ
vG (t + τ − ζ) ż T (t + τ − ζ)
Z
+ h(η) M dt (h(ζ) − δ(ζ))T dη dζ
0 0 V∞ V∞
Z t Z t+τ Z T
vG (t + τ − ζ) vG (t + τ − ζ)
+ h(η) M dt h(ζ)T dη dζ
0 0 V ∞ V∞
Z t Z t+τ
= (h(η) − δ(η)) kżż (η + τ − ζ) (h(ζ) − δ(ζ))T dη dζ
0 0
Z t Z t+τ
+ (h(η) − δ(η)) kżvG (η + τ − ζ)h(ζ)T dη dζ
0 0
Z t Z t+τ
+ h(η)kvG ż (η + τ − ζ) (h(ζ) − δ(ζ))T dη dζ
0 0
Z t Z t+τ
+ h(η)kvG vG (η + τ − ζ)h(ζ)T dη dζ (6.165)
0 0
but kżvG = 0 and kvG ż = 0, since they originate from uncorrelated white noises. As a consequence,
Z t Z t+τ
T
kyy (τ ) = (h(η) − δ(η)) kżż (η + τ − ζ) (h(ζ) − δ(ζ)) dη dζ
0 0
Z t Z t+τ
+ h(η)kvG vG (η + τ − ζ)h(ζ)T dη dζ (6.166)
0 0
6-30
and thus
Z tZ t
2 T
σyy = (h(η) − δ(η)) kżż (η − ζ) (h(ζ) − δ(ζ)) dη dζ
0 0
Z t Z t
+ h(η)kvG vG (η − ζ)h(ζ)T dη dζ (6.167)
0 0
2
As a consequence, σyy can be computed by separately computing the contribution to the variance repre-
sented by each input for the respective transfer function (h(η) − δ(η) for the vertical velocity and h(η) for
the gust) after writing each input as the output of a shape filter forced by a white noise, using Lyapunov’s
equation.
The transfer function from wż to θ, in state space form, is

      
 θ̇  0 1 0  θ  0
θ̈ =  −ω 2 −2ξω ω 2 /V∞  θ̇ +  0  wż (6.168)
   
z̈ 0 0 −α ż 1
The error is
 
 θ 
y= 1 0 −1/V∞ θ̇ (6.169)
 
ż
The Lyapunov equation that expresses the variance of the state yields
2x12 = 0 (6.170a)
2 2
x22 − ω x11 − 2ξωx12 + ω x13 /V∞ = 0 (6.170b)
x23 − αx13 = 0 (6.170c)
2 2
−2ω x12 − 4ξωx22 + 2ω x23 /V∞ = 0 (6.170d)
2 2
−ω x13 − 2ξωx23 + ω x33 /V∞ − αx23 = 0 (6.170e)
−2αx33 + Wż ż = 0 (6.170f)
Its solution yields
x12 = 0 (6.171a)
Wżż
x33 = (6.171b)
2α
ω 2 Wżż 1
x23 = (6.171c)
2V∞ ω 2 + 2ξωα + α2
ω 2 Wżż 1
x13 = (6.171d)
2αV∞ ω 2 + 2ξωα + α2
ω 3 Wżż 1
x22 = 2 ω 2 + 2ξωα + α2
(6.171e)
4ξV∞
ωWżż α + 2ξω
x11 = (6.171f)
4ξαV∞ ω + 2ξωα + α2
2 2

2 2 1
σyy = x11 − x13 + 2 x33
V∞ V∞

Wżż ω α − 2ξω
= 2
1 +
2αV∞ 2ξ ω 2 + 2ξωα + α2
Wżż 2α + (4ξ + 1/ξ)ω
= 2 ω 2 + 2ξωα + α2
(6.172)
4V∞
6-31
√
The variance is “flat” for 1/ 2 < ξ < 1, and decreases for ω > α.
The same needs to be done with the disturbance gust, to find the best trade off for ω and ξ. The
transfer function from wvG to θ, in state space form, is
      

 θ̇ 
 0 1 0 0 
 θ 
 0
−ω 2 −2ξω −ω 2 /V∞
     θ̇  
θ̈ 0 0 
=   + w (6.173)

 v̇G 
 0 0 −(a1 + a2 ) −a1 a2    vG 

 1  vG
   
ẋ 0 0 1 0 x 0
Since vG is a disturbance, the variance to be minimized is now directly that of the rotation θ.
TBC
(Note: numerical solution in nc_aoa.m)
Exercise: variance of root torsional moment of uniform bar (GJ, I, L) for end-applied moment m(t)
with Dryden’s PSD and input PSD w.
GJθ/xx − I θ̈ = 0 (6.174a)
θ(0, t) = 0 (6.174b)
GJθ/x (L, t) = m(t) (6.174c)
1 + (bω)2
Φmm (ω) = A 2 (6.174d)
(1 + (aω)2 )
Solution of homogeneous problem (m(t) = 0)
θ(x, t) = a(x)b(t) (6.175)
Equation becomes
a/xx b̈
GJ −I =0 (6.176)
a b
assume b̈/b = −ω 2 ; then

a/xx I
= −ω 2 = −α2 (6.177)
a GJ
Solution:
a(x) = Ac cos(αx) + As sin(αx) (6.178a)

a/x = −αAc sin(αx) + αAs cos(αx) (6.178b)
2 2
a/xx = −α Ac cos(αx) − α As sin(αx) (6.178c)
BC:
a(0) = Ac cos(0) + As sin(0) = 0 Ac = 0 (6.179a)

2 π
GJa(L) = −GJα (Ac cos(αL) + As sin(αL)) αn = (2n − 1) (6.179b)
2L
Then
r
π GJ
ωn = (2n − 1) (6.180)
2 IL2
6-32
Shape function:
Nn (x) = Asn sin(αn x) (6.181)
Unit mass normalization:

Z L Z L
L
1= 2
INn dx = IA2sn sin2 (αx) dx = IA2sn (6.182)
0 0 2
i.e.
r
2
Asn = (6.183)
IL
does not depend on index n, and
r
2
Nn (x) = sin(αn x) (6.184)
IL
The torsional rotation is thus
r
2 X
θ(x, t) = sin(αn x)qn (t) (6.185)
IL n
The generalized force is

r
2
Qn (t) = (−1)n−1 m(t) (6.186)
IL
The generic equation of motion is
r
2
q̈n + 2ξn ωn q̇n + ωn2 qn = (−1)n−1 m(t) (6.187)
IL
In state space form,
      

 q̇1  0 ... 0 1 ... 0 
 q1 
 0


   ..
.. 
  .. .. .. .. ..  .. 
  .. 

 . 
 . . . . . .  .

  . 

  
  
 r  
q̇n  0 ... 0 0 ... 1  qn
 2  0 
=
 −ω12
 +   m(t)

 q̈1   ... 0 −2ξ1 ω1 ... 0 
 q̇1 
 IL 
 1 


 .. 
  . .. .. .. .. ..  .. 
  .. 
  ..
  


 .  . . . . . 

 . 


 . 
   
q̈n 0 ... −ωn2 0 ... −2ξn ωn q̇n (−1)n−1
(6.188)
The torsional moment at the root, using the direct recovery, is

r r
2 X 2 X
Mt (0, t) = GJθ/x (0, t) = GJ αn cos(αn 0)qn (t) = GJ αn qn (t)
IL n IL n
 

 q1  


 .. 


 . 
r 
 
 

2 qn
= GJ α1 . . . αn 0 . . . 0 (6.189)
IL  q̇1 
 
 ... 

 

 

 

 
q̇n
6-33
Using the modes acceleration the torsional moment is
Z Z r
2 X
GJθ/x (x, t) = I θ̈(x, t) dx + c1 = I sin(αn x)q̈n dx + c1
IL n
r Z
2I X
= sin(αn x) dxq̈n + c1
L n
r
2I X 1
=− cos(αn x)q̈n + c1 (6.190)
L n αn
Since GJθ/x (L, t) ≡ m(t), then c1 = m(t); thus

r
2I X 1
GJθ/x (x, t) = m(t) − cos(αn x)q̈n (6.191)
L n αn
and for x = 0
r
2I X 1
GJθ/x (0, t) = m(t) − q̈n (6.192)
L n αn
Since
r
2
q̈n = −ωn2 qn − 2ξn ωn q̇n + (−1)n−1 m(t), (6.193)
IL
then
r r !
2I X 1 2 2 n−1
GJθ/x (0, t) = m(t) − −ωn qn − 2ξn ωn q̇n + (−1) m(t)
L n αn IL
r r !
2I X ωn2 2I X 2ξn ωn 2 X (−1)n−1
= qn + q̇n + 1 − m(t)
L n αn L n αn L n αn
 

 q1  


 .. 

r


 . 
 !
2I ω12 ωn2 2ξ1 ω1 2ξn ωn

qn
 2 X (−1)n−1
= ... ... + 1− m(t)
L α1 αn α1 αn  q̇1 
  L n αn
 ... 

 

 

 

 
q̇n
 

 q1  


 .. 


r 

 . 

 !
2I 2ξ1 2ξn 
qn
 2 X (−1)n−1
= GJ α1 . . . αn √ ... √ + 1− m(t)
L I GJ I GJ   q̇1  L n αn

 . 

 .. 


 

 
q̇n
(6.194)
where the coefficient that multiplies m(t) represents the matrix D in a state space representation of the
problem and tends to 0 as n → ∞.
The torsional moment from direct recovery is very similar to the one obtained using modes acceler-
ation. The part that depends on qn is identical, while the one obtained using modes acceleration also
contains a contribution from q̇n and a direct contribution from m(t) that tends to 0 as n → ∞. Indeed,
the direct recovery does not present a contribution from q̇n because the structural damping has been
6-34
added to the modal equations of motion, without any reference to the constitutive properties of the
structural model.
The dynamics of the system have been cast in the form
ẋ = Ax + Bu (6.195a)
y = Cx + Du (6.195b)
with y = Mt (0, t) and u = m(t). The filter has been computed in the previous exercise; its dynamics
can be cast in the form
ẋf = Af xf + Bf w (6.196a)
u = Cf xf (6.196b)
The dynamics of the system, augmented by the filter, becomes

ẋ A BCf x 0
= + w (6.197a)
ẋf 0 Af xf Bf

x
y = C DCf (6.197b)
xf
The variance of the output σ yy results from the solution of the problem
T T
Âσ xx + σ xx Â + B̂WB̂ = 0 (6.198a)
T
σ yy = Ĉσ xx Ĉ (6.198b)
Exercise: consider the problem ẋ = −ax + n, where the PSD of n is
ω2
Φnn (ω) = (6.199)
ω2 + 1
2
Compute σxx in time domain using the convolution, and verify it using Lyapunov’s equation.
The problem can be decomposed in:

• find the shape filter that gives Φnn from a unit PSD white noise, w;
• find the autocovariance of n;
• compute the variance of x from the covariance of n using the convolution;
• compute the variance of x using Lyapunov’s equation applied to the problem augmented with the
shape filter.
The autocovariance of n can be found by applying the inverse Fourier transform to the PSD or by
applying the convolution to the shape filter impulse response.
The shape filter in Laplace’s domain is

s 1
n(s) = w=w− w (6.200)
s+1 s+1
so its state space representation is
ẋn = −xn + w (6.201a)

n = w − xn (6.201b)
6-35
Considering hxn w (t) = e−t , the convolution yields
Z
knn (τ ) = M(w(t) − xn (t)) (w(t + τ ) − xn (t + τ )) dt
Z Z t Z t+τ
= M w(t) − e−ξ w(t − ξ) dξ w(t + τ ) − e−η w(t + τ − η) dη dt
0 0
Z Z Z t+τ Z Z t
−η
= Mw(t)w(t + τ ) dt − Mw(t) e w(t + τ − η) dη dt − M e−ξ w(t − ξ) dξ w(t + τ ) dt
0 0
Z Z t Z t+τ
−ξ
+M e w(t − ξ) dξ e−η w(t + τ − η) dη dt
0 0
Z +∞ Z Z +∞ Z
−η −ξ
= kww (τ ) − e Mw(t)w(t + τ − η) dt dη − e Mw(t − ξ)w(t + τ ) dt dξ
0 0
Z +∞ Z +∞ Z
+ e−ξ e−η Mw(t − ξ)w(t + τ − η) dt dη dξ
0 0
Z +∞ Z +∞
= kww (τ ) − e−η kww (τ − η) dη − e−ξ kww (ξ + τ ) dξ
0 0
Z +∞ Z +∞
+ e−ξ e−η kww (ξ + τ − η) dη dξ (6.202)
0 0
Considering kww (τ ) = δ(τ ), each term becomes
Z +∞ Z +∞
kwxn (τ ) = e−η kww (τ − η) dη = e−η δ(τ − η) dη = step(τ )e−τ (6.203)
0 0
since 0 ≤ η < +∞,
Z +∞ Z +∞
kxn w (τ ) = e−ξ kww (ξ + τ ) dξ = e−ξ δ(ξ + τ ) dξ = step(−τ )eτ (6.204)
0 0
since 0 ≤ ξ < +∞ (note that kwxn (−τ ) = kxn w (τ )); the combination of the two yields
kwxn (τ ) + kxn w (τ ) = e−|τ | (6.205)
Then
Z +∞ Z +∞
kxn xn (τ ) = e−ξ e−η kww (ξ + τ − η) dη dξ
0 0
Z +∞ Z +∞
= e−ξ e−η δ(ξ + τ − η) dη dξ
0 0
Z +∞
= e−ξ e−(ξ+τ ) dξ
max(0,−τ )
Z +∞
−τ
=e e−2ξ dξ
max(0,−τ )
−τ
e −2ξ +∞

=− e max(0,−τ )
2
−τ
e 1 τ ≥0
=
2 e2τ τ ≤0
e−|τ |
= (6.206)
2
In conclusion,
e−|τ |
knn (τ ) = δ(τ ) − e−|τ | +
2
e−|τ |
= δ(τ ) − (6.207)
2
6-36
As an alternative, one could consider directly hnw (t) = δ(t) − e−t , yielding
Z +∞ Z +∞
knn (τ ) = δ(ξ) − e−ξ δ(ξ + τ − η) δ(η) − e−η dη dξ (6.208)
0 0
The impulse response of x is hxn (t) = e−at . The variance of x is

Z +∞ Z +∞
2
σxx = kxx (0) = e−aξ knn (ξ − η)e−aη dη dξ
0 0
Z +∞ Z +∞
e−|ξ−η|
= e−aξ δ(ξ − η) − e−aη dη dξ
0 0 2
Z +∞ Z +∞
= e−aξ δ(ξ − η)e−aη dη dξ
0 0
Z +∞ Z ξ −ξ+η Z +∞ Z +∞
−aξ e eξ−η −aη
−aη
− e e dη dξ −
e dη dξ e−aξ
0 0 2 0 ξ 2
Z +∞ Z Z Z Z
1 +∞ −(a+1)ξ ξ −(a−1)η 1 +∞ −(a−1)ξ +∞ −(a+1)η
= e−2aξ dξ − e e dη dξ − e e dη dξ
0 2 0 0 2 0 ξ
Z +∞ Z +∞
1 1 1
= − e−(a+1)ξ 1 − e−(a−1)ξ dξ − e−(a−1)ξ e−(a+1)ξ dξ
2a 2(a − 1) 0 2(a + 1) 0
Z +∞ Z +∞
1 1 1
= − e−(a+1)ξ − e−2aξ dξ − e−2aξ dξ
2a 2(a − 1) 0 2(a + 1) 0
1 1 1 1
= − + −
2a 2(a − 1)(a + 1) 4a(a − 1) 4a(a + 1)
2(a − 1)(a + 1) − 2a + a + 1 − a + 1
=
4a(a − 1)(a + 1)
1
= (6.209)
2(a + 1)
The augmented system is
ẋn = −xn + w (6.210)

ẋ = −ax − xn + w (6.211)
In state space form,

ẋn −1 0 xn 1
= + w (6.212)
ẋ −1 −a x 1
Lyapunov’s equation is
2
−1 0 σ xn xn σx2n x σx2n xn σx2n x −1 −1 1 1 0 0
+ + = (6.213)
−1 −a σx2n x σxx2
σx2n x σxx2
0 −a 1 1 0 0
i.e.
−2σx2n xn + 1 = 0 (6.214a)
−σx2n x − σx2n xn − aσx2n x +1=0 (6.214b)
−2σx2n x − 2
2aσxx +1=0 (6.214c)
6-37
or
1
σx2n xn = (6.215a)
2
1
σx2n x = (6.215b)
2(a + 1)
2 1
σxx = (6.215c)
2(a + 1)
2
i.e. the same result for σxx obtained using the convolution.
An alternative state space realization of the augmented problem can be obtained by considering the
transfer function from the white noise to x,
1 s s
Hxw (s) = Hxn (s)Hnw (s) = = 2 (6.216)
s+as+1 s + s(a + 1) + a
Its canonical controllability form is

ẋ1 −(a + 1) −a x1 1
= + w (6.217a)
ẋ2 1 0 x2 0

x1
x= 1 0 (6.217b)
x2
which can be obtained from the original one considering the state transformation

xn −1 −a x1
= . (6.218)
x 0 1 x2
As a further alternative, consider the state space model of the augmented problem. The impulse
response of x as a function of the white noise w is
hxw (t) = CeAt B (6.219)
The exponential of matrix A can be written using a spectral decomposition of A,
A = VΛV−1 , (6.220)
with

−a 0
Λ= (6.221)
0 −1

0 1−a
V= (6.222)
1 1

1 1 a−1
V−1 = (6.223)
a − 1 −1 0
(of course when a 6= 1, otherwise the solution changes a bit without altering the essence of the discussion).
Then, considering C = [0, 1], B = [1; 1],
hxw (t) = CVeAt V−1 B

1 e−at 0 a
= 1 1
a−1 0 e−t −1
−at −t
ae −e
= . (6.224)
a−1
6-38
The variance of x is thus
Z +∞ Z +∞
2 ae−aξ − e−ξ ae−aη − e−η
σxx = kxx (0) = δ(ξ − η) dη dξ
0 0 a−1 a−1
Z +∞ −aξ 2
ae − e−ξ
= dξ
0 a−1
Z +∞
1 2 −2aξ −(a+1)ξ −2ξ
= a e − 2ae + e dξ
(a − 1)2 0

1 a 2a 1
= 2
− +
(a − 1) 2 a+1 2
a2 + a − 4a + a + 1
=
2(a + 1)(a − 1)2
a2 − 2a + 1
=
2(a + 1)(a − 1)2
1
= (6.225)
2(a + 1)
Note: an alternative way to compute the impulse response function hxw (t) is to compute the transfer
function in Laplace’s domain,
1 s
Hxw (s) = Hxn (s)Hnw (s) = , (6.226)
s+as+1
reduce it using Heaviside’s rule,
A B (A + aB) + s(A + B)
Hxw (s) = + = (6.227)
s+a s+1 (s + a)(s + b)
which yields
a
A= (6.228a)
a−1
1
B=− (6.228b)
a−1
and then

−1 −1 a 1 −1 1 1
hxw (t) = L (Hxw (s)) = L +L −
a−1s+a a−1s+1
a −at 1 −t
= e − e
a−1 a−1
ae−at − e−t
= (6.229)
a−1
Note: a further alternative way to compute the impulse response function hxw (t) from w to x is as
follows. Consider hxn (t) = e−at and hnw (t) = δ(t) − e−t . The noise n(t) is thus
Z t Z t

n(t) = hnw (ξ)w(t − ξ) dξ = δ(ξ) − e−ξ w(t − ξ) dξ (6.230)
0 0
while x(t) is
Z t Z t
x(t) = hxn (ξ)n(t − ξ) dξ = e−aξ n(t − ξ) dξ (6.231)
0 0
6-39
By combining the two one obtains
Z t Z t−ξ
x(t) = e−aξ δ(η) − e−η w(t − ξ − η) dη dξ (6.232)
0 0
In order to compute the impulse response, consider now the impulsive input w(t) = δ(t); then integration
by η and subsequently by ξ yields
Z t Z t−ξ
−aξ

x(t) = e δ(η) − e−η δ(t − ξ − η) dη dξ
0 0
Z t
= e−aξ δ(t − ξ) − e−(t−ξ) dξ
0
Z t Z t
= e−aξ δ(t − ξ) dξ − e−t e−(a−1)ξ dξ
0 0
e−t h −(a−1)ξ it
= e−at + e
a−1 0
−t
e
= e−at + e−(a−1)t − 1
a−1
−at
ae − e−t
= (6.233)
a−1
i.e. the same function previously obtained using eAt .
When a = 1, the impulse response degenerates in a 0/0 form. The ‘right’ solution can be determined
using de l’Hopital’s rule,
∂
ae−at − e−t (ae−at − e−t )
lim = lim ∂a = lim e−at − ate−at = (1 − t)e−t (6.234)
a→1 a−1 a→1 ∂ a→1
(a − 1)
∂a
However, the same result can be obtained considering the spectral decomposition in Jordan form,

−1 0 0 −1 −1 1 0 1
A= = = WJW−1 (6.235)
−1 −1 1 0 0 −1 −1 0
Then

e−t te−t
eJt = (6.236)
0 e−t
The impulse response function is
hxw (t) = CeAt B = CWeJt W−1 B

−t
0 −1 e te−t 0 1 1
= 0 1
1 0 0 e−t −1 0 1
−t −t

e te 1
= 1 0
0 e−t −1
= (1 − t)e−t (6.237)
Exercise: consider a vehicle, modeled as a point mass of mass m, whose vertical displacement is h.
It is in contact with the ground in a point, the wheel, through a suspension of stiffness k and damping
coefficient c. The vertical profile of the ground is z(x); its second derivative, z/xx = z ′′ , has PSD
6-40
Φz′′ z′′ (ω) = W . The vehicle is moving with constant horizontal velocity V∞ . Compute the damping
coefficient c that minimizes the variance of the acceleration of the mass.
TODO
Assuming x as the horizontal position of the suspension, its elongation is ε = h − z(x).
The virtual work is
δL = −δhT mḧ − δεT kε − δεT cε̇ = 0 (6.238)
with
δε = δh (6.239a)
ε̇ = ḣ − ż(x) (6.239b)
The problem becomes

mḧ + c ḣ − ż(x) + k (h − z(x)) = 0 (6.240)
Define a new variable
q = h − z(x) (6.241)
such that the acceleration of the center of mass is
ḧ = q̈ + z̈ (6.242)
and the problem can be rewritten as
mq̈ + cq̇ + kq = −mz̈(x) (6.243)
The second time derivative of the ground profile can be put in relation with z/xx considering that the
vehicle is moving at constant velocity, thus x = V∞ t, and
dz dz dx
= = V∞ z ′ (6.244)
dt dx dt
and
2
d2 z d2 z dx 2 ′′
2
= = V∞ z (6.245)
dt dx2 dt
The acceleration of the center of mass is
2 ′′
ḧ = q̈ + V∞ z (x)
k c 2✟✟ 2✟✟
= − q − q̇ − ✟ V∞ z ′′ + ✟
V∞ z ′′ (6.246)
m m
The problem in state space form is

q̇ 0 1 q 0
= + 2 z ′′ (6.247)
q̈ −k/m −c/m q̇ −V∞

q
ḧ = −k/m −c/m (6.248)
q̇
Lyapunov’s equation yields

2
0 1 σqq σq2q̇ 2
σqq σq2q̇ 0 −k/m 0 2
0 0
+ + W 0 −V∞ =
−k/m −c/m σq2q̇ σq̇2q̇ 2
σqq̇ σq̇2q̇ 1 −c/m −V∞2
0 0
(6.249)
6-41
i.e.
2σq2q̇ = 0 (6.250a)
k 2 c
− σqq − σq2q̇ + σq̇2q̇ = 0 (6.250b)
m m
k 2 c 2 4
−2 σqq̇ − 2 σq̇q̇ + V∞ W =0 (6.250c)
m m
which yields
m 4
σq̇2q̇ = V W (6.251a)
2c ∞
2 m2 4
σqq = V W (6.251b)
2ck ∞
The variance of the acceleration is
 
m2 4
V∞ W 0 −k/m
σ 2 = −k/m −c/m  2ck
 
ḧḧ m 4  −c/m
0 V W
2c ∞
4 k c
= V∞ W + (6.252)
2c 2m
To minimize it, compute

∂σḧ2 ḧ 4 k 1
= V∞ W − 2+ =0 (6.253)
∂c 2c 2m
which yields
√
c = ± km (6.254)
Only the positive root is acceptable, to guarantee asymptotic stability. The second derivative,
∂ 2 σḧ2 ḧ 4 k
= V∞ W >0 (6.255)
∂c2 c3
√
when c = km√> 0, thus the solution is a minimum. Note that that value of damping is half the critical
value, ccrit = 2 km.
Exercise: consider a vehicle, modeled as a rigid body of mass m and inertia J about the center of
mass, whose vertical displacement is h, and the pitch rotation is θ. It is in contact with the ground
in two points, the front and rear wheels, through two identical suspensions of stiffness k and damping
coefficient c. The horizontal component of the distance of the suspensions from the center of mass is ℓ/2.
The vertical profile of the ground is z(x); its second derivative, z/xx = z ′′ , has PSD Φz′′ z′′ (ω) = W . The
vehicle is moving with constant horizontal velocity V∞ . Compute the variance of the acceleration of the
center of mass.
Assuming x as the horizontal position of the front suspension, its elongation is zf = h + θℓ/2 − z(x).
The elongation of the rear suspension is zr = h − θℓ/2 − z(x − ℓ).
The virtual work is
δL = −δhT mḧ − δθT J θ̈ − δzfT kzf − δzrT kzr − δzfT cżf − δzrT cżr = 0 (6.256)
6-42
with
δzf = δh + δθℓ/2 (6.257a)
δzr = δh − δθℓ/2 (6.257b)
żf = ḣ + θ̇ℓ/2 − ż(x) (6.257c)
żr = ḣ − θ̇ℓ/2 − ż(x − ℓ) (6.257d)
The problem becomes

ż(x) + ż(x − ℓ) z(x) + z(x − ℓ)
mḧ + 2c ḣ − + 2k h − =0 (6.258a)
2 2
ℓ ℓ
J θ̈ + c ℓθ̇ − (ż(x) − ż(x − ℓ)) + k (ℓθ − (z(x) − z(x − ℓ))) = 0 (6.258b)
2 2
Define two new variables
z(x) + z(x − ℓ)
qh = h − (6.259a)
2
qθ = ℓθ − (z(x) − z(x − ℓ)) (6.259b)
such that the problem can be rewritten as
z̈(x) + z̈(x − ℓ)
mq̈h + 2cq̇h + 2kqh = −m (6.260a)
2
J c k J
q̈θ + q̇θ + qθ = − 2 (z̈(x) − z̈(x − ℓ)) (6.260b)
ℓ2 2 2 ℓ
The second time derivative of the ground profile can be put in relation with z/xx considering that the
vehicle is moving at constant velocity, thus x = V∞ t, and
dz dz dx
= = V∞ z ′ (6.261)
dt dx dt
and
2
d2 z d2 z dx 2 ′′
= = V∞ z (6.262)
dt2 dx2 dt
The problem in the Laplace domain is
ℓ
2
1 + e− V∞ s 2 ′′
s m + 2sc + 2k qh = −m V∞ z (6.263a)
2
J c k J ℓ

s2 2 + s + qθ = − 2 1 − e − V∞ s V ∞2 ′′
z (6.263b)
ℓ 2 2 ℓ
ℓ
where L(z(V∞ (t − ℓ/V∞ ))) = e− V∞ s L(z(V∞ t)), i.e. the distance ℓ in space is transformed into the
corresponding time delay ℓ/V∞ .
The acceleration of the center of mass is
2 z ′′ (x) + z ′′ (x − ℓ)
ḧ = q̈h + V∞ (6.264)
2
In the Laplace domain,
ℓ
1 + e− V∞ s 2 ′′
s 2 h = s 2 qh + V∞ z
2
ℓ ℓ
m 1 + e− V∞ s 2 ′′ 1 + e− V∞ s 2 ′′
= −s2 2 V∞ z + V∞ z
s m + 2sc + 2k 2 2
ℓ
2sc + 2k 1 + e− V∞ s 2 ′′
= 2
V∞ z (6.265)
s m + 2sc + 2k 2
6-43
The PSD of the center of mass acceleration is thus
Φḧḧ (ω) = H(−ω)Φz′′ z′′ (ω)H T (ω)

ℓ ℓ
−j2ωc + 2k 1 + e j V∞ ω 2 j2ωc + 2k 1 + e−j V∞ ω 2
= V ∞ W V∞
−ω 2 m − j2ωc + 2k 2 −ω 2 m + j2ωc + 2k 2

V4W (2k)2 + (2ωc)2 ℓ
= ∞ 1 + cos ω
2 (2k − ω 2 m)2 + (2ωc)2 V∞

4 (2k)2 + (2ωc)2 2 ℓ
= V∞ W cos ω (6.266)
(2k − ω 2 m)2 + (2ωc)2 2V∞
The variance of the center of mass acceleration can be computed as

Z +∞
1
σḧ2 ḧ = Φ (ω) dω (6.267)
2π −∞ ḧḧ
Notice that the PSD vanishes for ω = (1 + 2n)πV∞ /ℓ, with n ∈ N0 , i.e. when the cosine evaluates to -1.
This means that at such odd harmonics of the fundamental frequency πV∞ /ℓ, the excitation does not
produce an acceleration of the center of mass. Ideally, this is the case of a roughness wavelength such
that at that speed the average of the ground profile at both contact points is zero.
For completeness, the pitch angular acceleration is
sc/2 + k/2 ℓ
V2
s2 θ = 1 − e − V∞ s ∞ ′′
z (6.268)
s2 J/ℓ2 + sc/2 + k/2 ℓ
The PSD of the pitch acceleration is thus

4

4V∞ W (k/2)2 + (ωc/2)2 ℓ
Φθ̈θ̈ (ω) = sin2 ω (6.269)
ℓ (k/2 − ω 2 J/ℓ2 )2 + (ωc/2)2 2V∞
It vanishes for ω = 2nπV∞ /ℓ, with n ∈ N0 . Ideally, this is the case of a roughness wavelength such that
at that speed the difference of the ground profile at both contact points is zero.
6-44
Chapter 7
Optimal Control
7.1 Preamble
7.1.1 Direct State Feedback
System to be controlled:
ẋ = Ax + Bu u + Bd d (7.1)
y = Cy x + Dyu u + Dyd d + Dyr r (7.2)
where x is the state, u are the (controllable) inputs, d are the (uncontrollable, often even unmeasurable)
disturbances, y is the output (in the sense of the sensor measurements), r is the measurement error.
Direct state feedback (under the assumption that the state x is known):
u = −Gx (7.3)
The closed loop system becomes
ẋ = (A − Bu G) x + Bd d. (7.4)
Objective: determine G such that the closed loop system has the desired properties in terms of:
• stability
• performance
Performance z, in general, can be expressed as a linear function of the state and of the input:
z = Cz x + Dzu u + Dzd d (7.5)
The system must be controllable, i.e. all states must be reachable through the control input matrix Bu .
Alternatively, the system must be stabilizable, i.e. the states that cannot be reached through the
control input matrix must be asymptotically stable1 .
7.1.2 State Estimation: Observer

To implement direct state feedback control, the state x must be known; it can be estimated using a state
observer. Consider a system
ȯ = Âo + B̂u u + Ly (7.6)

1 Stabilizability is a requirement, but it may not be desirable, because often the control is not used merely to grant
stability, but rather to modify the performances of the system. Thus, the performances of a merely stabilizable system
may not be modified as desired.
7-1
“forced” by the output of the original system (e.g. by the measures of its sensors). The system produces
an estimate of the output
y o = Ĉy o + D̂yu u (7.7)
Observation error:
e=x−o (7.8)
Note that such error is purely abstract — it cannot be assessed, since the state x by definition is unknown.
However, we can estimate its properties. Consider the derivative of the error,
ė = ẋ − ȯ
= Ax + Bu u + Bd d − Âo − B̂u u − Ly

= Âe + A − LCy − Â x + Bu − LDyu − B̂u u + (Bd − LDyd ) d − LDyr r (7.9)
By choosing
Â = A − LCy (7.10)
B̂u = Bu − LDyu (7.11)
the dynamics of the error depends neither on the state x nor on the input u, but is only a consequence
of the disturbance d and of the measurement noise r.
By choosing L such that Â is asymptotically stable, the error tends to zero, as a consequence of its
perturbation operated by the disturbance and by the measurement error.
The choice of L needs to be the result of a trade-off between the requirements of:
• asymptotic stability of Â
• minimal sensitivity to the disturbance d
• minimal sensitivity to the measurement error r
Notice that the observed state dynamics of Eq. (7.6) can be rewritten as
ȯ = (A − LCy ) o + (Bu − LDyu ) u + Ly

| {z } | {z }
Â B̂u
 
 
= Ao + Bu u + L y − (Cy o + Dyu ua) (7.12)
| {z }
yo
The system must be observable, i.e. it must be possible to estimate all states from the measurement
matrix Cy .
Alternatively, the system must be detectable, i.e. any state that cannot be estimated through the
measurement matrix Cy must be asymptotically stable2 .
7.1.3 Direct State Feedback with Observed State

Since the state x is not readily available, and all we have is its observed estimate o, the control input
becomes
u = −Go (7.13)
2 Detectability is a requirement, but it might not be sufficient, since non-observable states cannot be used to evaluate
the performances of the system.
7-2
The controlled system becomes
ẋ = Ax + Bu u + Bd d
= Ax − Bu Go + Bd d (7.14)
ȯ = (A − LCy ) o + (Bu − LDyu ) u + Ly
= (A − LCy − (Bu − LDyu ) G) o + Ly (7.15)
The problem needs to be considered from different points of view:

1. regulator as subcomponent: Eq. (7.15) represents the dynamics of the observer; the regulator,
i.e. the subsystem that provides the control input u = −Go as a function of the measurements y,
is
ȯ = (A − LCy − (Bu − LDyu ) G) o + Ly (7.16)

u = −Go (7.17)
or, in the Laplace domain,

−1
u = −G [sI − (A − LCy − (Bu − LDyu ) G)] Ly (7.18)
The subsystem itself must be asymptotically stable. Recall that the observer (i.e. the above equation
with G ≡ 0) was designed (i.e. L was chosen) such that A − LCy is asymptotically stable.
2. coupled system: Eqs. (7.14) and (7.15) must be considered together, also considering the defini-
tion of the output y, namely
ẋ = Ax − Bu Go + Bd d (7.19)
ȯ = (A − LCy − (Bu − ✘
LD ✘) G) o + L (Cy x − ✘
✘yu ✘ + Dyd d + Dyr r)
✘Go
Dyu
= (A − LCy − Bu G) o + LCy x + LDyd d + LDyr r (7.20)
The problem, rewritten in matrix form, becomes

ẋ A −Bu G x Bd 0
= + d+ r (7.21)
ȯ LCy A − LCy − Bu G o LDyd LDyr
How can we assess the stability of the complete system, consisting of the interaction between
the original system with direct state feedback control and the observed state? Consider a state
transformation

x x I 0 x
= = (7.22)
o x−e I −I e
and apply it to the coupled system:

ẋ A − Bu G Bu G x Bd 0
= + d+ r (7.23)
ė 0 A − LCy e Bd − LDyd −LDyr
which clearly shows that the coupled system has the same eigenvalues of the controlled system
(those of A − Bu G) and of the observer (those of A − LCy ).
Since the change of basis represents a unit transformation, the eigenvalues of the transformed
matrix are the same of the original matrix.
The last result indicates that the controller and the observer can be designed separately. As long as both
are asymptotically stable, the coupled system remains asymptotically stable. However, such analysis
does not give any indication about the robustness of the stability of the coupled system. In practice,
using an estimate of the state obtained through an observer usually reduces the robustness of the coupled
system.
7-3
Note: the robustness of the stability can be evaluated using the conventional phase and gain margins
by independently opening each feedback loop, with the remaining ones closed using the nominal gains,
and looking at the resulting loop transfer function as if the resulting system were SISO.
It is often convenient to use the least possible number of loops; for example, if the system has less
inputs than outputs, the loop should be opened at the inputs, and vice versa.
For example:
1. loop opened at the inputs:
u = −Go (7.24)
ȯ = LCy x + (A − LCy − Bu G) o (7.25)
ẋ = Ax + Bu u (7.26)
or, in the Laplace domain:
u = −Go (7.27)
−1
o = (sI − (A − LCy − Bu G)) LCy x (7.28)
−1
x = (sI − A) Bu u (7.29)
which yields
−1 −1
u = −G (sI − (A − LCy − Bu G)) LCy (sI − A) Bu u (7.30)
2. loop opened at the outputs:
y = Cy x − Dyu Go (7.31)
ẋ = Ax − Bu Go (7.32)
ȯ = Ly + (A − LCy − (Bu − LDyu ) G) o (7.33)
or, in the Laplace domain:

−1
x = − (sI − A) Bu Go (7.34)
−1
o = (sI − (A − LCy − (Bu − LDyu ) G)) Ly (7.35)
y = Cy x − Dyu Go (7.36)
which yields

−1 −1
y = − Cy (sI − A) Bu + Dyu G (sI − (A − LCy − (Bu − LDyu ) G)) Ly (7.37)
We need a systematic strategy to design G in order to obtain the desired performance from the
control system. At the same time, we need a systematic strategy to design L in order to obtain a valid
estimate of the state.
7.1.4 Verification
Consider a control/observer designed using the state xp , which is a subset of the complete state x of
the model; the remainder of the state is xv , namely x = {xp ; xv }. For simplicity, assume that the
two subsets of the state are decoupled (i.e. they span independent subspaces of the eigenmodes of the
complete problem); neglecting disturbances and errors, the problem is

ẋp Ap 0 xp Bp
= + u (7.38)
ẋv 0 Av xv Bv

xp
y = Cp Cv + Du (7.39)
xv
7-4
After adding the observer and the control u = −Go the controlled problem becomes
    
 ẋp  Ap 0 −Bp G  xp 
ẋv = 0 Av −Bv G  xv (7.40)
   
ȯ LCp LCv Ap − LCp − Bp G o
 
 xp 
y = Cp Cv −DG xv (7.41)
 
o
or, using the observation error in the state,
    
 ẋp  A p − Bp G 0 Bp G  xp 
ẋv =  0 − Bv G Av Bv G  xv (7.42)
   
ė 0 0 − LCv Ap − LCp e
 
 xp 
y = Cp − DG Cv DG xv (7.43)
 
e
The presence of states that were not modeled during the design of controller and observer modifies the
eigenvalues of the controlled system, possibly destroying its asymptotic stability. Measures need to be
taken to mitigate the impact of unmodeled dynamics (‘spillover’) on stability and performance of the
controlled system.
Homework 7.1 Formulate the problem of spillover without assuming separation of ‘design’ and ‘verifi-
cation’ states.
7.1.5 Direct Measure Feedback

An alternative strategy is the direct feedback of the output, i.e.
u = −Gy (7.44)
This aspect will be discussed separately.
7.2 Direct State Feedback

7.2.1 Pole Assignment
Exercise 7.1 Pole assignment of spring/mass.
Equation:
mq̈(t) + q(t) = u(t) (7.45)
assuming k = 1. In state space:

q̇ 0 1 q 0
= + u(t) (7.46)
q̈ −ω 2 0 q̇ ω2
with ω 2 = k/m = 1/m, i.e.

q(t)
x(t) = (7.47a)
q̇(t)

0 1
A= (7.47b)
−ω 2 0

0
B= (7.47c)
ω2
7-5
The problem is controllable:

0 ω2
[B, AB] = (7.48)
ω2 0
is not singular; under the assumption that the state x is known, consider a direct state-feedback input
of the form

q(t)
u(t) = −Gx(t) = g1 g2 (7.49)
q̇(t)
The closed-loop problem becomes

0 1 0 q(t)
ẋ = (A − BG) x = − g 1 g 2
−ω 2 0 ω2 q̇(t)

0 1 q(t)
= (7.50)
−ω 2 (1 + g1 ) −ω 2 g2 q̇(t)
The eigenvalues of the controlled problem (assuming they remain complex conjugate) are
r !
ω ω 2
λ = ω − g2 ± j 1 + g1 − g2 (7.51)
2 2
To prescribe
q the eigenvalue, for example with a frequency ω and a damping factor ξ, such that λ =
2
ω(−ξ ± j 1 − ξ ),
ω2
g1 = −1 (7.52)
ω2
ω
g2 = 2ξ 2 (7.53)
ω
Note: a simple way to assign poles is to compute the determinant of matrix (sI − (A − BG)) and
make the coefficients of the resulting polynomial match those of the desired characteristic polynomial.
In the previous example,
|sI − (A − BG)| = s2 + sω 2 g2 + ω 2 (1 + g1 ) (7.54)
In order to obtain a frequency ω and a damping factor ξ we want a polynomial (s2 + 2ξωs + ω 2 ), i.e.
2ξω = ω 2 g2 (7.55)
2 2
ω = ω (1 + g1 ) (7.56)
which requires
ω2
g1 = −1 (7.57)
ω2
ω
g2 = 2ξ 2 (7.58)
ω
This method yields a linear, determined problem in gi for single input systems.
Robustness: consider a perturbation of the problem, where the control is designed based on ω0 , the
nominal value of ω. The eigenvalues of the problem with the actual value, ω, and the control designed
on the nominal value, ω0 , are
 s 
2
ω  ω ω
λ=ω −ξ ±j 1− ξ  (7.59)
ω0 ω0 ω0
7-6
The actual frequency of the controlled system is ωω/ω0 , and the actual damping factor is ξ = ξω/ω0 .
As a consequence, when ω < ω0 both the frequency and the damping factor decrease.
Exercise 7.2 Formulate the pole assignment problem for a 2 degree of freedom undamped oscillator.
Consider a system made of two masses. Mass m1 is grounded by spring k1 , and mass m2 is connected
to mass m1 by spring k2 . An external control force f is applied to mass m2 . Using pole assignment,
design a direct state feedback control that does not change the characteristic frequencies of the problem
but adds 20% damping to all modes.
Equations of motion:
m1 q̈1 + (k1 + k2 )q1 − k2 q2 = 0 (7.60a)

m2 q̈2 − k2 q1 + k2 q2 = f (7.60b)
State space representation:

      

 q̇1 
 0 0 1 0   q1 
 0
    
q̇2 0 0 0 1  q2  0 
= −(k1 + k2 )/m1
 +
 0 f
 (7.61)

 q̈ 1 
 k2 /m1 0 0  q̇ 1 

   
q̈2 k2 /m2 −k2 /m2 0 0 q̇2 1/m2
Eigenvalues:
s 2
k1 + k2 k2 k1 + k2 k2 k1 k2
{ω12 , ω22 } = + ∓ + − (7.62)
2m1 2m2 2m1 2m2 m1 m2
Control input:
 

 q1 
 q2 
f =− G1 G2 G3 G4 (7.63)
 q̇1 
 
 
q̇2
State space representation of controlled system:

    

 q̇1 
 0 0 1 0  q1
 

     q2 
q̇2 0 0 0 1
= −(k1 + k2 )/m1
 (7.64)

 q̈ 1 
 k 2 /m 1 0 0   q̇1
 

   
q̈2 (k2 − G1 )/m2 −(k2 + G2 )/m2 −G3 /m2 −G4 /m2 q̇2
Controlled system characteristic polynomial:

s 0 1 0

0 s 0 1
0=
(k 1 + k 2 )/m 1 −k 2 /m 1 s 0

−(k2 − G1 )/m2 (k2 + G2 )/m2 G3 /m2 s + G4 /m2

4 3 1 2 k1 + k2 k2 1
=s +s G4 + s + + G2
m2 m1 m2 m2

k2 k1 + k2 k2 k1 + k2 k1 k2
+s G3 + G4 + G1 + G2 + (7.65)
m1 m2 m1 m 2 m 1 m2 m1 m2 m1 m2
The desired characteristic polynomial can be obtained by multiplying the first order binomials associated
with each desired pole. For real poles, the binomials take the form (s − p); for complex conjugated pole
pairs, the product p
of the two binomials associated
p p of common real part −ωξ and opposite
with the poles
imaginary part ±ω 1 − ξ 2 , (s−ω(−ξ+j 1 − ξ 2 ))(s−ω(−ξ−j 1 − ξ 2 )), takes the form (s2 +2ξωs+ω 2 ).
7-7
In the case at hand, with two pairs of complex conjugated poles of frequencies ω1 , ω2 , and the same
damping coefficient ξ, the desired characteristic polynomial takes the form

0 = s2 + 2ξω1 s + ω12 s2 + 2ξω2 s + ω22
= s4 + s3 2ξ(ω1 + ω2 ) + s2 (ω12 + ω22 + 4ξ 2 ω1 ω2 ) + s2ξω1 ω2 (ω1 + ω2 ) + ω12 ω22 (7.66)
The synthesis problem becomes

1
G4 = 2ξ(ω1 + ω2 ) (7.67a)
m2
k1 + k2 k2 1
+ + G2 = ω12 + ω22 + 4ξ 2 ω1 ω2 (7.67b)
m1 m2 m2
k2 k1 + k2
G3 + G4 = 2ξω1 ω2 (ω1 + ω2 ) (7.67c)
m1 m2 m1 m2
k2 k1 + k2 k1 k2
G1 + G2 + = ω12 ω22 (7.67d)
m1 m2 m1 m2 m1 m2
or
  
0 0 0 1/m2 
 G1 

 

 0 1/m 2 0 0 
 G2
 0 0  G3
k2 /(m1 m2 ) (k1 + k2 )/(m1 m2 )   

 
k2 /(m1 m2 ) (k1 + k2 )/(m1 m2 ) 0 0 G4
 

 2ξ(ω1 + ω2 ) 

 2
ω1 + ω22 + 4ξ 2 ω1 ω2 − (k1 + k2 )/m1 − k2 /m2

= (7.68)

 2ξω1 ω2 (ω1 + ω2 ) 

ω12 ω22 − k1 k2 /(m1 m2 )
 
For example, setting k1 = k2 = 100 N/m, m1 = m2 = 1 kg, ξ = 0.2 (20% damping ratio), one obtains
ω1 = 6.1803 rad/s, ω2 = 16.1803 rad/s, G = [−32.0 N/m, 16.0 N/m, −8.9443 Ns/m, 8.9443 Ns/m], and
s1a,b = −1.2361 ± j6.0555 rad/s, s2a,b = −3.2361 ± j15.8534 rad/s.
7.2.2 Optimal Control: Deterministic Case

The so-called “optimal control” formulates a direct state feedback control whose control gain matrix G is
the result of the minimization of a quadratic function. For this reason, this type of control is also called
Linear-Quadratic Regulator (LQR), since it produces a regulator that is linear in the state as the result
of minimizing a quadratic function.
ẋ = Ax + Bu u (7.69a)
z = Cz x + Dzu u (7.69b)
with initial conditions x(0) = x0 .

Define a cost function
Z tf
1 T T T

f= xf Pf xf + z Wzz z + u Wuu u dt (7.70)
2 0
The objective is to minimize the functional f of Eq. (7.70), with z defined according to Eq. (7.69b),
subjected to Eq. (7.69a), which will be strictly enforced as a constraint; xf = x(tf ).
Matrices Pf , Wzz , and Wuu are symmetric, positive (semi-)definite, thus making the functional f
convex by construction. The functional f is thus minimized when its perturbation vanishes, i.e. δf ≡ 0.
Later on, a requirement on a combination of matrices Wzz and Wuu being strictly positive definite
will be formulated and justified.
7-8
The integrand of Eq. (7.70) can be reformulated using Eq. (7.69b) as
T
z T Wzz z + uT Wuu u = (Cz x + Dzu u) Wzz (Cz x + Dzu u) + uT Wuu u
T
x CTz Wzz Cz CTz Wzz Dzu x
=
u DTzu Wzz Cz DTzu Wzz Dzu + Wuu u
T
x Q S x
= T (7.71)
u S R u
Matrix R = DTzu Wzz Dzu + Wuu , which is symmetric by construction, must be positive definite, as later
on it needs to be inverted.
The cost function of Eq. (7.70) is rewritten as
Z tf T !
1 T x Q S x
f= xf Pf xf + dt (7.72)
2 0 u ST R u
To enforce Eq. (7.69a) as a constraint, the cost function is augmented using the Lagrange multipliers λ
as
Z tf T ! !
1 T x Q S x T
f= xf Pf xf + + 2λ (Ax + Bu u − ẋ) dt (7.73)
2 0 u ST R u
Considering the symmetry of matrices Pf , Q, and R, its perturbation yields

Z T !
tf
δx Q S x
δf = δxTf Pf xf + + δλT (Ax + Bu u − ẋ) + λT (Aδx + Bu δu − δ ẋ) dt
0 δu ST R u
(7.74)
Integration by parts transforms the term λT δ ẋ into

Z tf Z tf
tf
−δ ẋT λ dt = − δxT λ 0 + δxT λ̇ dt (7.75)
0 0
but δx(0) ≡ 0, since the initial conditions are prescribed. Thus, the perturbation of the cost function
can be written as
δf = δxTf (Pf xf − λf )
Z tf
+ δxT Qx + Su + AT λ + λ̇ + δuT ST x + Ru + BTu λ + δλT (Ax + Bu u − ẋ) dt
0
(7.76)
Since δf must be zero ∀ t, the following equations result:
P f x f = λf (7.77a)
ẋ = Ax + Bu u (7.77b)
λ̇ = −Qx − AT λ − Su (7.77c)

u = −R−1 ST x + BTu λ (7.77d)
Eq. (7.77a) represents a final condition between x and λ. Eq. (7.77d) has been directly solved for the
input u since it is algebraic. Eqs. (7.77b) and (7.77c) represent a system of differential equations in x
and λ, in which the input u can be eliminated, resulting in

ẋ = A − Bu R−1 ST x − Bu R−1 BTu λ (7.78a)

λ̇ = − Q − SR−1 ST x − AT − SR−1 BTu λ (7.78b)
7-9
or
ẋ = Āx − R̄λ (7.79a)

T
λ̇ = −Q̄x − Ā λ (7.79b)
The problem can be recast as the solution of a boundary value problem

ẋ Ā −R̄ x
= T (7.80)
λ̇ −Q̄ −Ā λ
with boundary conditions
x(0) = x0 (7.81a)
λ(tf ) = Pf x(tf ) (7.81b)
The solution of a problem v̇ = Hv is in the form v(t) = Φ(t, τ )v(τ ); for linear, time invariant prob-
lems, Φ(t, τ ) = eH(t−τ ) , which results from the solution of the problem Φ̇(t, τ ) = HΦ(t, τ ) with initial
conditions Φ(τ, τ ) = I.
Assuming v = {x; λ}, we obtain

Φxx (t, τ ) Φxλ (t, τ )
Φ(t, τ ) = (7.82)
Φλx (t, τ ) Φλλ (t, τ )
Our problem can be rewritten as
x(t) = Φxx (t, τ )x(τ ) + Φxλ (t, τ )λ(τ ) (7.83a)

λ(t) = Φλx (t, τ )x(τ ) + Φλλ (t, τ )λ(τ ) (7.83b)
For τ = tf , using the final condition of Eq. (7.81b), these equations yield
x(t) = Φxx (t, tf )x(tf ) + Φxλ (t, tf )λ(tf ) = [Φxx (t, tf ) + Φxλ (t, tf )Pf ] x(tf ) (7.84a)
λ(t) = Φλx (t, tf )x(tf ) + Φλλ (t, tf )λ(tf ) = [Φλx (t, tf ) + Φλλ (t, tf )Pf ] x(tf ) (7.84b)
Open Loop
Eq. (7.84a), evaluated in t = 0, yields
x(0) = [Φxx (0, tf ) + Φxλ (0, tf )Pf ] x(tf ) (7.85)
it can be used to compute x(tf ) as

−1
x(tf ) = [Φxx (0, tf ) + Φxλ (0, tf )Pf ] x(0) (7.86)
which, substituted in Eqs. (7.84), yields

−1
x(t) = [Φxx (t, tf ) + Φxλ (t, tf )Pf ] [Φxx (0, tf ) + Φxλ (0, tf )Pf ] x(0) (7.87a)
−1
λ(t) = [Φλx (t, tf ) + Φλλ (t, tf )Pf ] [Φxx (0, tf ) + Φxλ (0, tf )Pf ] x(0) (7.87b)
Using Eq. (7.77d), the control input u(t) can now be computed as a function of x(t) and λ(t).
Closed Loop
Eq. (7.84a) can also be used directly to formally evaluate x(tf ) as a function of x(t) at a generic time t,
−1
x(tf ) = [Φxx (t, tf ) + Φxλ (t, tf )Pf ] x(t) (7.88)
7-10
After replacing it in Eq. (7.84b), we obtain
−1
λ(t) = [Φλx (t, tf ) + Φλλ (t, tf )Pf ] [Φxx (t, tf ) + Φxλ (t, tf )Pf ] x(t) = P(t)x(t) (7.89)
Using Eq. (7.77d), the control input can now be written as

u(t) = −R−1 ST + BTu P(t) x(t) = −G(t)x(t) (7.90)
We can prove that matrix P(t) is symmetric, positive (semi-)definite. Thus, we have established a formal
procedure that provides the control input u as proportional to the state x through a time-dependent
gain matrix.
Closed Loop by Way of Riccati Equation

Consider the time derivative of λ = Px,
λ̇ = Ṗx + Pẋ (7.91)
Replace ẋ with Eq. (7.79a) and λ̇ with Eq. (7.79b),

T
−Q̄x − Ā λ = Ṗx + P Āx − R̄λ (7.92)
and then make use of λ = Px:

T
Ṗx + Q̄x + Ā Px + PĀx − PR̄Px = 0 (7.93)
i.e.

T
Ṗ + Q̄ + Ā P + PĀ − PR̄P x = 0 (7.94)
This equation is homogeneous; to be valid whatever the value of x, it implies

T
Ṗ = −Q̄ − Ā P − PĀ + PR̄P (7.95)
This is a differential Riccati equation. It is symmetric, which implies that the solution, P(t), is symmetric
as well, as long as we start from initial conditions P(tf ) = Pf that are symmetric. The equation must
be integrated backwards in time from t = tf to t = 0.
TODO: prove that P(t) is positive (semi-)definite.
Infinite Horizon Closed Loop by Way of Riccati Equation

Consider the case of tf = +∞, with Pf = 0. If the solution is asymptotically stable, then Ṗ tends to
zero as t tends to 0. The Riccati equation becomes algebraic (Continuous Algebraic Riccati Equation,
CARE):
T
Ā P + PĀ − PR̄P + Q̄ = 0 (7.96)
This equation may be solved using Kleinman’s method [9]. Consider its linearization, in case of S = 0
and thus Ā = A, Q̄ = Q, and R̄ = Bu R−1 BTu ,
∆PA + AT ∆P − ∆PR̄P − PR̄∆P + PA + AT P − PR̄P + Q = 0 (7.97)
which can be re-organized as

T
∆P A − R̄P + A − R̄P ∆P + PA + AT P − PR̄P + Q = 0 (7.98)
7-11
where A − R̄P = A − Bu G is the controlled system’s matrix.
This is a Lyapunov equation, which is linear, and can be solved provided matrix A − R̄P has all
eigenvalues with negative real part, and matrix PA+AT P−PR̄P+Q is positive semi-definite. Initiating
the solution process is trivial when the uncontrolled system is already asymptotically stable, since an
initial value P = 0 suffices. Otherwise, one needs to guess an initial value of matrix P that makes the
controlled system asymptotically stable.
Kleinman’s algorithm [9] is actually formulated in a recursive manner as
Gi = R−1 BTu Pi (7.99)

T
Pi+1 (A − Bu Gi ) + (A − Bu Gi ) Pi+1 + GTi RGi + Q = 0 (7.100)
considering Pi+1 = Pi + ∆P.
Structure of Solution
v̇ = Hv (7.101)
with

Ā −R̄
H= T (7.102)
−Q̄ −Ā
Matrix H is called ‘Hamiltonian’, since it is similar to −HT .
Two matrices are similar when they are related by a similarity transformation,
−HT = T−1 HT (7.103)
In this case, the transformation matrix is

0 I
T= (7.104)
−I 0
Similar matrices have the same eigenvalues. But since transposition does not change the eigenvalues of a
matrix, H being Hamiltonian implies that its eigenvalues must appear in opposite pairs (for each real λ,
a corresponding −λ must be present); complex conjugated ones must appear in quadruplets of opposite
complex conjugated values (for each pair of complex conjugated σ ± jω, a corresponding pair −σ ± jω
must be present).
Assuming that matrix H is diagonalizable3 , its spectral decomposition yields
H = VΛV−1 = VΛU (7.105)
where V is the matrix of the eigenvectors of H, with U = V−1 , whereas Λ is the diagonal matrix of the
eigenvalues of H.
3 It is worth noticing that in case matrix H is not diagonalizable, more sophisticated decompositions need to be used
instead of a simple spectral decomposition. The Schur decomposition can be used, which produces a form H = QSQT ,
with Q orthogonal (i.e. QT Q = I), and S upper block triangular, with 2×2 diagonal blocks that correspond to complex
conjugated eigenvalues. The details are outside the scope of this document.
7-12
The state transition matrix is thus
eHt = VeΛt U (7.106)
Since the eigenvalues can be partitioned in half with negative real part, Λ− , and the corresponding half
with positive real part, Λ+ , the state transition matrix can be rewritten as
" Λ− t #
Ht Vx,− Vx,+ e 0 U−,x U−,λ
e = + (7.107)
Vλ,− Vλ,+ 0 eΛ t U+,x U+,λ
Thus the solution can be written as

− +
(t−τ ) (t−τ )
x(t) = Vx,− eΛ [U−,x x(τ ) + U−,λ λ(τ )] + Vx,+ eΛ [U+,x x(τ ) + U+,λ λ(τ )] (7.108)
The second contribution to the right-hand side contains exponentials with positive real part exponent;
as a consequence, their coefficient must vanish in order to have an asymptotically stable solution. Thus,
λ(τ ) = −U−1
+,λ U+,x x(τ ) (7.109)
i.e. P = −U−1
+,λ U+,x with P constant and, after substitution in Eq. (7.108),
−

x(t) = Vx,− eΛ (t−τ ) U−,x − U−,λ U−1
+,λ U+,x x(τ ) (7.110)
One can easily prove that U−1 −1

+,λ U+,x = −Vλ,− Vx,− .

As such, only the knowledge of (left and right) eigenvectors associated with eigenvalues with negative
real part is needed to compute P = Vλ,− V−1x,− and the state transition matrix,
−
x(t) = Vx,− eΛ (t−τ )
U−,x + U−,λ Vλ,− V−1
x,− x(τ ) (7.111)
Evaluating Eq. (7.111) in t = τ = 0 yields

−
x(0) = Vx,− eΛ 0
U−,x + U−,λ Vλ,− V−1 −1
x,− x(0) = Vx,− U−,x + U−,λ Vλ,− Vx,− x(0) (7.112)
i.e.

Vx,− U−,x + U−,λ Vλ,− V−1
x,− = I (7.113)
which implies that
U−,x + U−,λ Vλ,− V−1 −1

x,− = Vx,− (7.114)
As a consequence,
−
x(t) = Vx,− eΛ (t−τ )
V−1
x,− x(τ ) (7.115)
But the impulse response of the controlled system can also be written as
x(t) = e(A−Bu G)(t−τ ) x(τ ) (7.116)
which implies
−
e(A−Bu G)(t−τ ) = Vx,− eΛ (t−τ )
V−1
x,− (7.117)
and
A − Bu G = Vx,− Λ− V−1
x,− (7.118)
7-13
i.e. the eigenvalues of the Hamiltonian matrix H with negative real part are also the eigenvalues of the
controlled system. Consequently, the controlled system is asymptotically stable. However, this is only
true if all eigenvalues of the Hamiltonian matrix have non-null real value (regardless of being positive or
negative, because for each positive value there exists a corresponding negative one). Such requirement
poses some constraints on the matrices of the problem: the system must be controllable (requirement
on A and Bu , and the cost function must be such that the system is observable (requirement on A
and Cz ). This latter requirement should be easily met, since the user has (nearly) complete freedom in
formulating the performance measure z, and thus matrix Cz .
Exercise 7.3 Optimal control of scalar problem.

Consider the problem ẋ = ax + bu with x(0) = 1; consider the functional
Z 1
1 2 2
f= wf x f + (x − u) dt
2 0
Z 1
1 2
= wf x2f + (x − u) + 2λ (ax + bu − ẋ) dt (7.119)
2 0
The perturbation yields
Z 1
δf = δxf wf xf + (δx (x − u) + δu (u − x) + δλ (ax + bu − ẋ) + δxaλ + δubλ − δ ẋλ) dt
0
Z 1
= δxf wf xf + δx (x − u) + δu (u − x) + δλ (ax + bu − ẋ) + δxaλ + δubλ + δxλ̇ dt − δxλ|10
0
Z 1
= δxf (wf xf − λf ) + δx x − u + aλ + λ̇ + δu (u − x + bλ) + δλ (ax + bu − ẋ) dt (7.120)
0
since δx(0) ≡ 0 because the initial conditions are prescribed, whereas δx(1) = δxf . Then
x(0) = x0 (7.121)
λ f = wf x f (7.122)
λ̇ = −aλ − x + u (7.123)
ẋ = ax + bu (7.124)
u = x − bλ (7.125)
Replace u in the differential equations:
λ̇ = −aλ − x + x − bλ = −(a + b)λ (7.126)
2 2
ẋ = ax + bx − b λ = (a + b)x − b λ (7.127)
The equation in λ does not depend on x; it can be solved directly:
λ(t) = e−(a+b)(t−1) λf = e−(a+b)(t−1) wf xf (7.128)
The equation in x becomes
ẋ = (a + b)x − b2 e−(a+b)(t−1) wf xf (7.129)
then x becomes
Z t
(a+b)t
x(t) = e x(0) −e(a+b)τ b2 wf xf e−(a+b)(t−τ −1) dτ
0
Z t
= e(a+b)t − b2 wf xf e−(a+b)(t−1) e2(a+b)τ dτ
0
b2 wf xf −(a+b)(t−1) 2(a+b)t
= e(a+b)t − e e −1
2(a + b)
b2 wf xf (a+b) −(a+b)t
= e(a+b)t + e e − e(a+b)t (7.130)
2(a + b)
7-14
Homework 7.4 Check that for t = 0 the value of x(t) is consistent with the initial conditions.
1. open-loop control u = x − bλ:
b2 wf xf (a+b) −(a+b)t
u(t) = e(a+b)t + e e − e(a+b)t − be−(a+b)(t−1) wf xf
2(a + b)

b
= e(a+b)t + be(a+b) e−(a+b)t − e(a+b)t − e−(a+b)t wf xf (7.131)
2(a + b)
2. closed-loop control: u(t) = −G(t)x(t); strategy:
• compute λ(t) = Φλλ (t, tf )λf

• compute x(t) = Φxx (t, tf )xf + (convolution of impulse response and λ(t))xf
• invert it to express xf = Φ−1
x (t, tf )x(t)
• use xf to express λ(t) = p(t)x(t).
To this end, re-compute x(t) from the final time,

Z t
x(t) = e(a+b)(t−1) xf − e(a+b)(t−τ ) b2 wf xf e−(a+b)(τ −1) dτ
1
Z t
(a+b)(t−1)
= e − b wf e(a+b)(t+1)
2
e−2(a+b)τ dτ xf
1

(a+b)(t−1) b2 wf e(a+b)(t+1) −2(a+b)t −2(a+b)
= e + e −e xf
2(a + b)

b2 wf −(a+b)(t−1)
= e(a+b)(t−1) + e − e(a+b)(t−1) xf (7.132)
2(a + b)
Note that x(1) = xf . Now compute xf as a function of x(t) and replace it in λ:
2(a + b)
xf = x(t)
2(a + b)e(a+b)(t−1)
+ b2 w
f e
−(a+b)(t−1) − e(a+b)(t−1)
2(a + b)
= 2 −(a+b)(t−1)
x(t) (7.133)
b wf e + (2(a + b) − b2 wf ) e(a+b)(t−1)
2(a + b)wf e−(a+b)(t−1)
λ(t) = x(t) = p(t)x(t) (7.134)
b2 wf e−(a+b)(t−1) + (2(a + b) − b2 wf ) e(a+b)(t−1)
The control input becomes
u(t) = (1 − bp(t)) x(t) = −G(t)x(t) (7.135)
3. solution of the Riccati equation: replace λ = px in the differential equation for λ,
λ̇ = ṗx + pẋ = −(a + b)λ = −(a + b)px (7.136)
Replace the definition of ẋ,
ṗx + pax + pbu = −(a + b)px (7.137)
Replace the definition of u,
ṗx + pax + pb(1 − bp)x = −(a + b)px (7.138)
7-15
i.e.

ṗ + 2(a + b)p − b2 p2 x = 0 (7.139)
This equation must be valid ∀x,

dp
= b2 p2 − 2(a + b)p (7.140)
dt
it is the differential Riccati equation. It can be integrated by variable separation,

dp A B
dt = 2 2 = + 2 dp (7.141)
b p − 2(a + b)p p b p − 2(a + b)
with A = −1/(2(a + b)) and B = b2 /(2(a + b)), i.e.

1 1 b2
dt = − + 2 dp (7.142)
2(a + b) p b p − 2(a + b)
thus
Z t Z p
1 b2
2(a + b) dt = 2(a + b)(t − 1) = − + 2 dp
1 wf p b p − 2(a + b)
2
p b p − 2(a + b)
= − log + log 2 (7.143)
wf b wf − 2(a + b)
recall that p(1) = wf , since λ(t) = p(t)x(t), and λf = wf xf . Consider now the exponential of both
sides of the equation,
wf b2 p − 2(a + b)
e2(a+b)(t−1) = (7.144)
p b2 wf − 2(a + b)
with some manipulation, we obtain
2(a + b)wf
p=
b2 wf + (2(a + b) − b2 wf ) e2(a+b)(t−1)
2(a + b)wf e−(a+b)(t−1)
= (7.145)
b2 wf e−(a+b)(t−1) + (2(a + b) − b2 wf ) e(a+b)(t−1)
i.e. the same expression computed before.
Let’s now recognize the quantities introduced in the general presentation:
A=a B=b (from ẋ = ax + bu) (7.146)

C=1 D = −1 (from (x − u) in the functional) (7.147)
Wzz = 1 Wuu = 0 (from (x − u)2 in the functional) (7.148)
P f = wf (from wf x2f in the functional) (7.149)
T T
Q = C Wzz C = 1 S = C Wzz D = −1 R = DT Wzz D + Wuu = 1 (7.150)
−1 T −1 T 2 −1 T
Ā = A − BR S =a+b R̄ = BR B =b Q̄ = Q − SR S =0 (7.151)
that is
ṗ = b2
|{z} p2 − 2 (a + b) p− 0
|{z} (7.152)
| {z }
R̄=BR−1 BT Ā=A−BR−1 ST Q̄=Q−SR−1 ST
7-16
7.2.3 Optimal Control: Revised Deterministic Case
Problem:
ẋ = Ax + Bu u + Bd d (7.153)
z = Cz x + Dzu u + Dzd d (7.154)
State feedback:
u = −Gx (7.155)
The problem becomes
ẋ = (A − Bu G) x + Bd d (7.156)
z = (Cz − Dzu G) x + Dzd d (7.157)
Deterministic disturbance:
d = d0 δ(t) (7.158)
corresponds to a perturbation of the initial conditions,
ẋ = (A − Bu G) x + Bd d0 δ(t) (7.159)
Z 0+
ẋ dt = x(0+ ) − x(0− )
0−
Z 0+ Z 0+
= (A − Bu G) x dt + Bd d0 δ(t) dt
0− 0−
= Bd d 0 (7.160)
assuming x(0− ) independent from d0 , then
x(0+ ) = x(0− ) + Bd d0 = x0 (7.161)
The solution is
x(t) = e(A−Bu G)t x0 (7.162)
Assuming Dzd ≡ 0, the cost function is
Z +∞

f= z T Wzz z + uT Wuu u dt
0
Z +∞
T
= xT (Cz − Dzu G) Wzz (Cz − Dzu G) + GT Wuu G x dt
0
Z +∞
T T
= xT0 e(A−Bu G) t (Cz − Dzu G) Wzz (Cz − Dzu G) + GT Wuu G e(A−Bu G)t dt x0
0
Z +∞
= xT0 W(G, t) dt x0
0
T
= x0 P x0 (7.163)
with
T

T
W(G, t) = e(A−Bu G) t
(Cz − Dzu G) Wzz (Cz − Dzu G) + GT Wuu G e(A−Bu G)t (7.164)
and
Z +∞
P= W(G, t) dt (7.165)
0
with P = P(G).
7-17
The “trace” operator tr(·):
n
X
tr (A) = Aii A ∈ Rn×n (7.166)
i=1
Useful properties:

tr AT = tr (A) A ∈ Rn×n (7.167)
n×m m×n
tr (AB) = tr (BA) A∈R ,B ∈ R (7.168)

∂tr ABT
=A A ∈ Rn×m , B ∈ Rn×m (7.169)
∂B
Homework 7.5 Verify those properties.
Exploiting the properties of the trace, the cost function can be rewritten as
f = xT0 Px0 = tr(xT0 Px0 ) = tr(Px0 xT0 ) = tr(PX0 ) (7.170)
with X0 = x0 xT0 symmetric positive definite4 .

W(G, t) cannot be integrated analytically; however, consider the time derivative of its integral:
Z Z +∞
d +∞ dW(G, t)
W(G, t) dt = dt
dt 0 0 dt
Z limt→+∞ W(G,t)
= dW(G, t)
W(G,0)
= lim W(G, t) − W(G, 0) (7.171)

t→+∞
moreover,
dW(G, t) T
= (A − Bu G) W(G, t) + W(G, t) (A − Bu G) (7.172)
dt
thus
Z +∞ Z +∞ Z +∞
dW(G, t) T
dt = (A − Bu G) W(G, t) dt + W(G, t) (A − Bu G) dt
0 dt 0 0
Z +∞ Z +∞
T
= (A − Bu G) W(G, t) dt + W(G, t) dt (A − Bu G)
0 0
T
= (A − Bu G) P + P (A − Bu G) (7.173)
Assuming that the controlled system is asymptotically stable (which is a requirement for limt→+∞ W(G, t) =
0 and one of the objectives of the control), i.e. the eigenvalues of matrix A − Bu G have negative real
part,
T
(A − Bu G) P + P (A − Bu G) + W(G, 0) = 0 (7.174)
i.e.
T T
(A − Bu G) P + P (A − Bu G) + (Cz − Dzu G) Wzz (Cz − Dzu G) + GT Wuu G = 0 (7.175)
4 Symmetric by construction; positive definite after assuming that each state can be perturbed independently, i.e.
X0 = x 0 x T T
P
0 = i wi ei ei , where ei is the generic element of a complete base for x, and wi > 0.
7-18
The cost function then becomes
f = tr (PX0 )

T T
+ tr Λ (A − Bu G) P + P (A − Bu G) + (Cz − Dzu G) Wzz (Cz − Dzu G) + GT Wuu G
(7.176)
Its minimization requires the derivative of f with respect to P, Λ, and G. Exploiting the property of
the derivation of the trace, the result is
∂f T
= X0 + Λ (A − Bu G) + (A − Bu G) Λ = 0 (7.177a)
∂P
∂f T T
= (A − Bu G) P + P (A − Bu G) + (Cz − Dzu G) Wzz (Cz − Dzu G) + GT Wuu G = 0
∂Λ
(7.177b)
∂f
= −2BTu PΛ − 2DTzu Wzz (Cz − Dzu G) Λ + 2Wuu GΛ
∂G
= −2 BTu P + DTzu Wzz (Cz − Dzu G) − Wuu G Λ = 0 (7.177c)
The last gradient, ∂f /∂G (Eq. (7.177c)), considering Λ > 0, yields the feedback matrix G as a function
of P,
−1
G = DTzu Wzz Dzu + Wuu BTu P + DTzu Wzz Cz = R−1 BTu P + ST (7.178)
7-19
The second gradient, ∂f /∂Λ (Eq. (7.177b)), after replacing G, yields
∂f T
= A − Bu R−1 ST − Bu R−1 BTu P P + P A − Bu R−1 ST − Bu R−1 BTu P
∂Λ
T
+ Cz − Dzu R−1 ST − Dzu R−1 BTu P Wzz Cz − Dzu R−1 ST − Dzu R−1 BTu P

+ (S + PBu ) R−1 Wuu R−1 ST + BTu P
T
= A − Bu R−1 ST P − PBu R−1 BTu P + P A − Bu R−1 ST − PBu R−1 BTu P
+ CTz Wzz Cz − SR−1 DTzu Wzz Cz − PBu R−1 DTzu Wzz Cz
− CTz Wzz Dzu R−1 ST + SR−1 DTzu Wzz Dzu R−1 ST + PBu R−1 DTzu Wzz Dzu R−1 ST
− CTz Wzz Dzu R−1 BTu P + SR−1 DTzu Wzz Dzu R−1 BTu P + PBu R−1 DTzu Wzz Dzu R−1 BTu P
+ SR−1 Wuu R−1 ST + PBu R−1 Wuu R−1 ST + SR−1 Wuu R−1 BTu P + PBu R−1 Wuu R−1 BTu P
T
= A − Bu R−1 ST P + P A − Bu R−1 ST − PBu R−1 BTu P + CTz Wzz Cz − SR−1 ST
− SR−1 ST + SR−1 DTzu Wzz Dzu R−1 ST + SR−1 Wuu R−1 ST
− SR−1 BTu P + SR−1 DTzu Wzz Dzu R−1 BTu P + SR−1 Wuu R−1 BTu P
− PBu R−1 ST + PBu R−1 DTzu Wzz Dzu R−1 ST + PBu R−1 Wuu R−1 ST
− PBu R−1 BTu P + PBu R−1 DTzu Wzz Dzu R−1 BTu P + PBu R−1 Wuu R−1 BTu P
T

+ S −R−1 + R−1 DTzu Wzz Dzu + Wuu R−1 ST # [= 0]

+ S −R−1 + R−1 DTzu Wzz Dzu + Wuu R−1 BTu P # [= 0]

+ PBu −R−1 + R−1 DTzu Wzz Dzu + Wuu R−1 ST # [= 0]

+ PBu −R−1 + R−1 DTzu Wzz Dzu + Wuu R−1 BTu P # [= 0]
T
T
= A P + PA − PRP + Q
=0 (7.179)
i.e. the Riccati equation that determines P as needed to compute G.
The first gradient, ∂f /∂P (Eq. (7.177a)), would give the multipliers’ matrix Λ as the solution of a
Lyapunov equation for a given set of initial conditions X0 , which is not relevant and can be ignored.
7.2.4 Optimal Control: Revised Stochastic Case

The cost function is represented by the variance of the performance index, weighted by matrix Wzz ,
with an additional cost on the variance of the control input, weighted by matrix Wuu ,

f = tr Wzz σ 2zz + tr Wuu σ 2uu (7.180)
The variance of the performance index is
Z
σ 2zz = Mzz T dt
Z
T
= (Cz − Dzu G) MxxT dt (Cz − Dzu G)
T
= (Cz − Dzu G) σ 2xx (Cz − Dzu G) (7.181)
7-20
How do we get to a form like tr(Wzz σ 2zz )? Consider the (scalar) performance index z T Wzz z; under
the assumption of ergodicity, its expected value is
Z

E z T Wzz z = Mz T Wzz z dt
Z
scalar
= Mtr z T Wzz z dt
Z

= Mtr Wzz zz T dt
Z
= tr Wzz Mzz T dt

= tr Wzz σ 2zz (7.182)
Consider a white noise disturbance d = w with covariance Wdd δ(τ ). Then σ 2xx is subjected to Lyapunov’s
equation
T
(A − Bu G) σ 2xx + σ 2xx (A − Bu G) + Bd Wdd BTd = 0 (7.183)
The variance of the control input is
Z
σ 2uu = MuuT dt
Z
= G MxxT dt GT
= Gσ 2xx GT (7.184)
The cost function becomes

T
f = tr Wzz (Cz − Dzu G) σ 2xx (Cz − Dzu G) + tr Wuu Gσ 2xx GT

T
+ tr Λ (A − Bu G) σ 2xx + σ 2xx (A − Bu G) + Bd Wdd BTd (7.185)
Its gradient with respect to Λ, σ 2xx , and G yields

∂f T
= (A − Bu G) σ 2xx + σ 2xx (A − Bu G) + Bd Wdd BTd = 0 (7.186)
∂Λ
∂f T T
= (Cz − Dzu G) Wzz (Cz − Dzu G) + GT Wuu G + Λ (A − Bu G) + (A − Bu G) Λ = 0
∂σ 2xx
(7.187)
∂f
= −2DTzu Wzz (Cz − Dzu G) σ 2xx + 2Wuu Gσ 2xx − 2BTu Λσ 2xx
∂G
= −2 DTzu Wzz (Cz − Dzu G) − Wuu G + BTu Λ σ 2xx = 0 (7.188)
Assuming σ 2xx > 0, the last gradient yields the feedback matrix
−1
G = DTzu Wzz Dzu + Wuu BTu Λ + DTzu Wzz Cz = R−1 BTu Λ + ST (7.189)
where now Λ plays the role of P in the deterministic case. Similarly, replacing G in the second gradient
gives again the Riccati equation
T
A − Bu R−1 ST Λ + Λ A − Bu R−1 ST − ΛBu R−1 BTu Λ + CTz Wzz Cz − SR−1 ST = 0
(7.190)
that yields the value of Λ that is needed to determine the feedback matrix G.
7-21
7.2.5 Criteria for the Choice of the Performance Indicators
Normalization. Each performance measure is normalized using an appropriate value,
−1
z = diag (ziref ) (Cz x + Dzu u) (7.191)
then, each of them receives an appropriate non-dimensional weight in matrix Wzz .
Shift. Consider a modified state x̂ = xeαt and a modified input û = ueαt , such that
˙ = ẋeαt + αxeαt = ẋeαt + αx̂.

x̂ (7.192)
Then
ẋ = Ax + Bu u (7.193)
becomes
˙ −αt − αx̂e−αt = Ax̂e−αt + Bu ûe−αt

x̂e (7.194)
i.e.
˙ = (A + αI) x̂ + Bu û
x̂ (7.195)
Computing the control for the above problem yields a control matrix G such that the control is û = −Gx̂.
Then the controlled system, which is guaranteed to be asymptotically stable under the appropriate
conditions, becomes
˙ = (A + αI − Bu G) x̂.
x̂ (7.196)
When applied to the original system to produce u = −Gx, it yields
ẋ = (A − Bu G) x (7.197)
The eigenvalues of the controlled matrix are equal to those of the modified controlled matrix minus α:
(A − Bu G) x = xλ (7.198)
(A + αI − Bu G) x = xλ̂ (7.199)

(A − Bu G) x = x λ̂ − α (7.200)
which implies λ = λ̂ − α. Note: this criterion cannot be cast into an equivalent set of matrices Cz , Dzu .
Implicit Model Following. Consider the desired dynamics for the controlled system
ẋd = Ad x (7.201)
and use as performance measure the difference between the actual and the desired state derivative,
z = ẋ − ẋd = (A − Ad ) x + Bu u (7.202)
i.e. Cz = A − Ad and Dzu = Bu .
Note on how to formulate Ad (TODO).
7-22
Partial Implicit Model Following. Consider now a subspace of the state as y = Cx; let its desired
dynamics be
ẏ d = Âd y = Âd Cx (7.203)
use as performance measure the difference between the actual and the desired dynamics of the subspace
of the state,

z = Cẋ − ẏ d = CA − Âd C x + CBu u (7.204)
i.e. Cz = CA − Âd C and Dzu = CBu .
Frequency Weighting. Consider the problem
ẋ = Ax + Bu (7.205)
z = Cx + Du (7.206)
consider the input u as the output of a dynamic system (input filter)
ẋu = Au xu + Bu uf (7.207)
u = Cu xu + Du uf (7.208)
which, in the frequency domain, can be expressed as

−1
u(jω) = Cu (jωI − Au ) Bu + Du uf (jω) = Hu (jω)uf (jω). (7.209)
Consider also a filtered performance measure as the output5 of the dynamic system (performance filter)
ẋz = Az xz + Bz z (7.210)
z f = Cz x z + D z z (7.211)
which, in the frequency domain, can be expressed as

−1
z f (jω) = Cz (jωI − Az ) Bz + Dz z(jω) = Hz (jω)z(jω). (7.212)
By substituting u and z, the problem can be rearranged as follows:
ẋu = Au xu + Bu uf (7.213)
u = Cu xu + Du uf (7.214)
ẋ = Ax + BCu xu + BDu uf (7.215)
z = Cx + DCu xu + DDu uf (7.216)
ẋz = Az xz + Bz Cx + Bz DCu xu + Bz DDu uf (7.217)
z f = Cz xz + Dz Cx + Dz DCu xu + Dz DDu uf (7.218)
or, in matrix form,

      
 ẋz  Az Bz C Bz DCu  xz  Bz DDu
ẋ = 0 A BCu  x +  BDu  uf (7.219)
   
ẋu 0 0 Au xu Bu
 
 xz 
zf = Cz Dz C Dz DCu x + Dz DDu uf (7.220)
 
xu
5 Note that Cz above is not the usual Cz , but rather the output matrix of the filtered performance.
7-23
Parseval’s theorem: given a vector of (causal, i.e. zero for t < 0) Fourier-integrable signals w(t),
Z +∞ Z +∞ Z +∞
T T 1
w (t)Ww(t) dt = w (t)Ww(t) dt = wH (jω)Ww(jω) dω (7.221)
0 −∞ 2π −∞
where wH is the conjugate-transpose of w. Proof:

Z +∞ Z +∞ Z +∞
1
wT (t)Ww(t) dt = wT (t)W w(jω)ejωt dω dt
−∞ −∞ 2π −∞
Z +∞ Z +∞
1
= wT (t)e−(−jωt) dt Ww(jω) dω
2π −∞ −∞
Z +∞
1
= wT (−jω)Ww(jω) dω
2π −∞
Z +∞
1
= wH (jω)Ww(jω) dω (7.222)
2π −∞
Using the above matrices to design the LQR requires one to minimize the function
Z
1 +∞ T
f= z f Wzz z f + uTf Wuu uf dt (7.223)
2 0
which, according to Parseval’s theorem,
Z +∞
1
f= zH H
f (jω)Wzz z f (jω) + uf (jω)Wuu uf (jω) dω (7.224)
4π −∞
Using the frequency domain form of the filter transfer functions, f can be rewritten as
Z +∞
1
f= z H (jω)HH H −H −1
z (jω)Wzz Hz (jω)z(jω) + u (jω)Hu (jω)Wuu Hu (jω)u(jω) dω
4π −∞
(7.225)
i.e. the control designed using the matrices of the filtered system is formally equivalent to designing the
control for the original input u and output z using frequency-dependent weight matrices
Wzz (jω) = HH
z (jω)Wzz Hz (jω) (7.226a)
Wuu (jω) = H−H −1
u (jω)Wuu Hu (jω), (7.226b)
namely
Z +∞
1
f= z H (jω)Wzz (jω)z(jω) + uH (jω)Wuu (jω)u(jω) dω (7.227)
4π −∞
Sensitivity-Weighted LQR (SWLQR). An attempt to make the control insensitive to changes in

a generic parameter p (e.g. because it is uncertain) is made by weighting the sensitivity of the state to
the parameter, x/p .
ẋ = Ax + Bu u. (7.228)
Its sensitivity yields
ẋ/p = A/p x + Ax/p + Bu/p u (7.229)
Assuming that the dynamics of the controlled system is independent of p, then ẋ/p ≡ 0. As a consequence,
x/p = −A−1 A/p x − A−1 Bu/p u (7.230)
−1 −1
i.e. Cz = −A A/p and Dzu = −A Bu/p .
7-24
Spillover. Consider the problem
ẋ = Ax + Bu (7.231)
ẋv = Av xv + Bv u (7.232)
where xv is an additional set of states that are not used in the model for the design of the control, as
discussed when the notion of spillover was presented. No direct coupling between x and xv is considered
for simplicity.
It is worth noticing that the control u also acts on the equation of xv . As such, it would be desirable
to mitigate the effect of the control on those equations, namely to minimize Bv u. This can be achieved
by considering a contribution of the form
Z
1 +∞ T T
f= u Bv Wvv Bv u dt. (7.233)
2 0
This term produces a direct contribution BTv Wvv Bv to matrix R. When the states xv are separated
from those used in the control, x, in terms of characteristic frequencies, it might be more effective to use
frequency weighting instead.
Exercise 7.4 LQR of spring/mass.
Equation:
mq̈(t) + q(t) = u(t) (7.234)
assuming k = 1. In state space:

q̇ 0 1 q 0
= + u(t) (7.235)
q̈ −ω 2 0 q̇ ω2
with ω 2 = 1/m, i.e.

q(t)
x(t) = (7.236a)
q̇(t)

0 1
A= (7.236b)
−ω 2 0

0
B= (7.236c)
ω2
Equilibrium: q(t) = 0.
Objective: find u(t) that minimizes q(t). Since the objective is to affect q(t), namely

q
z=q= 1 0 = Cz x + Dzu u, (7.237)
q̇
the weight matrix is

1 0
Q= CTz Wzz Cz = , (7.238)
0 0
with Wzz = 1. Since there is a single input, set R = DTzu Wzz Dzu + Wuu = ρ (with ρ > 0).
The function to be minimized is
Z +∞

J= q 2 + ρu2 dt (7.239)
0
7-25
Assume

x1 (t)
u(t) = −Gx(t) = − g1 g2 (7.240)
x2 (t)
Algebraic Riccati equation:
1
AT P + PA + Q − PBBT P = 0 (7.241)
ρ
i.e.

0 −ω 2 p11 p12 p11 p12 0 1 1 0
+ +
1 0 p12 p22 p12 p22 −ω 2 0 0 0

1 p11 p12 0 2
p11 p12 0 0
− 0 ω = (7.242)
ρ p12 p22 ω2 p12 p22 0 0
which may be written as
1
−2ω 2 p12 + 1 − ω 4 p212 = 0 (7.243a)
ρ
1
−ω 2 p22 + p11 − ω 4 p12 p22 = 0 (7.243b)
ρ
1
2p12 − ω 4 p222 = 0 (7.243c)
ρ
Roots are
s
1
−ρ ± ρ 1 +
ρ
p12 = 2
(what sign?) (7.244a)
√ ω
2ρp12
p22 =+ negative root not acceptable (P > 0 → p12 > 0) (7.244b)
ω2
1
p11 = ω 2 p22 + ω 4 p12 p22 (7.244c)
ρ
Thus
s 
ρ  1
p12 = 2 1 + − 1 (7.245a)
ω ρ
v s 
u
u 1
ρ u 
p22 = 3 t2 1 + − 1 (7.245b)
ω ρ
s r
ρ 1 1
p11 = 2 1+ 1+ −1 (7.245c)
ω ρ ρ
The direct feedback matrix is

1 p11 p12 ω2
G = R−1 BT P = g1 g2 = 0 ω2 = p12 p22 (7.246)
ρ p12 p22 ρ
(p11 needs not be computed) i.e.
r
1
g1 = 1 + − 1 (7.247a)
ρ
v s 
u
u 1
1u 
g2 = t2 1 + − 1 (7.247b)
ω ρ
7-26
Closed-loop dynamics:
ẋ(t) = (A − BG) x(t) (7.248)
i.e.

q̇ 0 1 0 q
= − g1 g2
q̈ −ω 2 0 ω2 q̇
 
0 v s1
 s u  
 1 u 1  q
= u  (7.249)
 −ω 2 1 + −ω t2  1 + − 1  q̇
ρ ρ
The eigenvalues are

 s s r 
r
1 1 1 1
λ = ω − 1+ −1 ±j 1+ +1  (7.250)
2 ρ 2 ρ
√
For ρ → +∞ then λ = ±jω, while for ρ → 0 then λ → −∞ ± j∞ as λ ≈ (−1 ± j)/ 4 ρ.
Robustness: consider a perturbation of the problem, where the control is designed based on ω0 , the
nominal value of ω. The eigenvalues of the problem with the actual value, ω, and the control designed
on the nominal value, ω0 , are
 s r sr 
2
2
ω 1 1 1 1 ω 1 ω
λ = ω − 1+ −1 ±j 1+ 1− +  (7.251)
ω0 2 ρ ρ 2 ω02 2 ω02
when ω > ω0 the damping is larger than the nominal value; when ω < ω0 the damping is smaller.
However, there is no possibility that the real part of λ becomes positive. In fact,
v
u !s
u
u ω02 1
u 2 2−1 1+ +1
ℑ(λ) u ω ρ
= −uu s (7.252)
ℜ(λ) u 1
t 1+ −1
ρ
thus ω < ω0 implies that the absolute value of the ratio increases (recall that the sign is negative just
because the real part is negative), thus bringing the eigenvalue closer to the imaginary axis.
Exercise 7.5 Same as above, with performance z = q̇.
Now Cz = [ 0 1 ], Dzu = 0, thus

0 0
Q = CTz Wzz Cz = (7.253)
0 1
and the algebraic Riccati equation
1
AT P + PA + Q − PBBT P = 0 (7.254)
ρ
7-27
becomes

0 −ω 2 p11 p12 p11 p12 0 1 0 0
+ +
1 0 p12 p22 p12 p22 −ω 2 0 0 1

1 p11 p12 0 2
p11 p12 0 0
− 0 ω = (7.255)
ρ p12 p22 ω2 p12 p22 0 0
which may be written as

1
−2ω 2 p12 − ω 4 p212 = 0 (7.256a)
ρ
2 1 4
−ω p22 + p11 − ω p12 p22 = 0 (7.256b)
ρ
1 4 2
2p12 − ω p22 + 1 = 0 (7.256c)
ρ
Roots are

 0
p12 = ρ (7.257a)
 −2 (not acceptable)
ω2
√
ρ
p22 =+ 2 negative root not acceptable (7.257b)
ω
√
p11 = ρ (7.257c)
The direct feedback matrix is

−1 T
1 2
p11 p12 ω2
G=R B P= g1 g2 = 0 ω = p12 p22 (7.258)
ρ p12 p22 ρ
(p11 needs not be computed) i.e.
g1 = 0 (7.259a)
1
g2 = √ (7.259b)
ρ
Closed-loop dynamics:
ẋ(t) = (A − BG) x(t) (7.260)
i.e.

q̇ 0 1 0 q
= − g1 g2
q̈ −ω 2 0 ω2 q̇

0 1 q
= √ (7.261)
−ω 2 −ω 2 / ρ q̇
The eigenvalues are

 s 
2
ω ω
λ = ω − √ ± j 1 − √  (7.262)
2 ρ 2 ρ
For ρ → +∞ then λ = ±jω, while for ρ → 0 then λ1 → −∞, λ2 → 0. For ρ < ω 2 /4 the eigenvalues are
real-valued.
7-28
Note that ρ is dimensional. In the equation of the problem, the input u was a displacement; in fact,
multiplied by a stiffness, it yielded the control force. In the functional, the square of the input was
added to the square of the velocity; thus, dimensionally ρ must be the inverse of a time squared. In
√
fact, in the expression of the eigenvalues, ρ divides ω, and the result is non-dimensional.
Exercise 7.6 Same as above, with performance z = q̈.
Then

q̇ q
z = q̈ = 0 1 = Cẋ = C (Ax + Bu) = −ω 2 0 + ω2 u (7.263)
q̈ q̇
thus Cz = [ −ω 2 0 ] and Dzu = ω 2 . Set Wzz = 1, Wuu = ρ; then

ω4 0
Q= (7.264a)
0 0
4

−ω
S= (7.264b)
0
R = ω4 + ρ (7.264c)

0 1
Ā = (7.264d)
−ω 2 ρ/(ω 4 + ρ) 0

0 0
R̄ = (7.264e)
0 ω 4 /(ω 4 + ρ)
4
ω ρ/(ω 4 + ρ) 0
Q̄ = (7.264f)
0 0
The Riccati equation corresponds to
ω2 ρ ω4 2 ω4 ρ
−2 p 12 − p + =0 (7.265a)
ω4 + ρ ω 4 + ρ 12 ω 4 + ρ
ω2 ρ ω4
p11 − 4 p22 − 4 p12 p22 = 0 (7.265b)
ω +ρ ω +ρ
ω4
2p12 − 4 p2 = 0 (7.265c)
ω + ρ 22
Assuming ω 2 + ρ > 0, one obtains

r
2ρ ρ ρ 2
p212 + 2 p12 − ρ = 0 → p12 =− 2 + +ρ (7.266a)
ω ω ω2
v !
u r
ω4 + ρ u ω4 + ρ ρ ρ 2
p222 − 2 p12 = 0 → p22 =+ 2
t − 2± +ρ (7.266b)
ω4 ω4 ω ω2
(p11 not needed)
Matrix G then becomes

ω2
G = R−1 ST + BTu P = p12 − ω 2 p22 (7.267)
ω4 +ρ
7-29
The controlled system matrix is
 
0 1v
 s s √ u s 
A − Bu G =  ρ ρ 2 u ρ  (7.268)
−ω 2
 4 t 
−2ω 1 −
ω4 + ρ ω4 + ρ 2 ω4 + ρ
The characteristic frequency is
s
4 ρ
ωc = ω (7.269)
ω4 + ρ
The damping factor is
v
√ u s
u
2t ρ
ξc = 1− 4
(7.270)
2 ω +ρ
Exercise 7.7 Same as above, with implicit model following.
Consider

0 1
Ad = (7.271)
−ωd2 −2ξd ωd
with ωd = αω (possibly α = 1).
z = ẋ − ẋd

0 1 0 1 q 0
= − + u
−ω 2 0 −ωd2 −2ωd ξd q̇ ω2

0 0 q 0
= + u (7.272)
−ω 2 (1 − α2 ) 2αωξd q̇ ω2
Since the first element of z is zero, we can directly consider only the last one,

q
z= 2
−ω (1 − α ) 2
2αωξd + ω2 u (7.273)
q̇
7-30
Then, assuming α = 1:

Cz = 0 2ωξd (7.274)
2
Dzu = ω (7.275)
Wzz = 1 (7.276)
Wuu = ρ (7.277)

0 0
Q= (7.278)
0 4ω 2 ξd2

0
S= (7.279)
2ω 3 ξd
R = ω4 + ρ (7.280)

0 1 0 0 0 1
A= − = (7.281)
−ω 2 0 0 2ω 5 ξd /(ω 4 + ρ) −ω 2 −2ω 5 ξd /(ω 4 + ρ)

0 0 2 2 4ω 6 ξd2 0 0 4ω 2 ξd2 ρ
Q= 4ω ξd − 4 = (7.282)
0 1 ω +ρ 0 1 ω4 + ρ
4
0 0 ω
R= (7.283)
0 1 4
ω +ρ
1
G= 4 0 2ω 3 ξd + ω 2 p12 ω 2 p22 (7.284)
ω +ρ
(i.e. p11 is not needed.) Riccati:

p11 p12 0 1 −ω 2 p12 p11 − 2p12 ω 5 ξd /(ω 4 + ρ)
PA = =
p12 p22 −ω 2 −2ω 5 ξd /(ω 4 + ρ) −ω 2 p22 p12 − 2p22 ω 5 ξd /(ω 4 + ρ)
(7.285)
2

ω p12
PBu = (7.286)
ω 2 p22

p212 p12 p22 ω4
PRP = (7.287)
p12 p22 p222 ω4 + ρ
Thus
ω4
−2ω 2 p12 − p2 = 0 (7.288)
ω 4 + ρ 12
ω 5 ξd ω4
p11 − 2 4 p12 − ω 2 p22 − 4 p12 p22 = 0 (7.289)
ω +ρ ω +ρ
ω 5 ξd ω4 ω2 ξ2 ρ
2p12 − 4 4 p22 − 4 p222 + 4 4 d = 0 (7.290)
ω +ρ ω +ρ ω +ρ
First equation: the root p12 = 0 is the “right” one; then
ξd2 ρ
p222 + 4ωξd p22 − 4 =0 (7.291)
ω2
which yields
r
ξd2 ρ only positive root acceptable 1 p
p22 = −2ωξd ± 4ω 2 ξd2 + 4 = 2ωξd −1 + 2 ω 4 + ρ (7.292)
ω2 ω
Recall that p11 in this case is not needed to compute G.
The control matrix is
2ω 3 ξd + ω 2 p22 ωξd
G= 0 1 4
= 0 1 p (7.293)
ω +ρ ω4 + ρ
7-31
The controlled system matrix is
 
0 1
A − Bu G =  1  (7.294)
−ω 2 −2ωξd p
1+ ρ/ω 4
The matrix approaches the desired value when ρ → 0, namely when the cost of control vanishes.
Exercise 7.8 Optimal control of scalar first-order problem
Consider the problem q̇ = aq + bu with Wzz = 1, Wuu = ρ, PT = 0.
Consider a finite horizon T ; the functional is

Z T
1
f= q 2 + ρu2 + 2λ (aq + bu − q̇) dt (7.295)
2 0
Its variation yields

Z T
δf = (δqq + δuρu + δλ (aq + bu − q̇) + δqaλ + δubλ − δ q̇λ) dt = 0 (7.296)
0
Integration by parts of δ q̇λ yields

Z T Z T
T
δ q̇λ dt = δqλ|0 − δq λ̇ dt (7.297)
0 0
so the variation of the functional becomes

Z T
−δq(T )λ(T ) + δq q + aλ + λ̇ + δλ (aq + bu − q̇) + δu (ρu + bλ) dt (7.298)
0
The algebraic relationship between the input u and the Lagrange multiplier λ allows to express the
former as
b
u=− λ (7.299)
ρ
After eliminating the control input the problem becomes
b2
q̇ = aq − λ (7.300a)
ρ
λ̇ = −aλ − q (7.300b)
q(0) = q0 (7.300c)
λ(T ) = 0 (7.300d)
The differential problem, cast in matrix form, is

q̇ a −b2 /ρ q
= (7.301)
λ̇ −1 −a λ
Its eigenvalues result from the solution of the characteristic equation,

2
s − a b2 /ρ
= s 2 − a2 − b = 0 (7.302)
1 s+a ρ
7-32
i.e.
s
b2
s=± a2 + (7.303)
ρ
The corresponding eigenvector matrix is

p p
a2 + b2 /ρ − a − a2 + b2 /ρ − a
U= (7.304)
1 1
Its inverse is
p
−1 1 1 pa2 + b2 /ρ + a
U = p (7.305)
2 a2 + b2 /ρ −1 a2 + b2 /ρ − a
The transition matrix Φ(t, τ ) is
Φ(t, τ ) = UeΛ(t−τ ) U−1 (7.306)
Consider the transition matrix for this specific problem within t and T :

q(t) x(T )
= Φ(t, T ) (7.307)
λ(t) λ(T )
Since λ(T ) = 0, then
x(t) = Φxx (t, T )x(T ) (7.308a)

λ(t) = Φλx (t, T )x(T ) (7.308b)
and thus
λ(t) = Φλx (t, T )Φ−1

xx (t, T )x(t) = P (t)x(t) (7.309)
Therefore, since
" √ #
a2 +b2 /ρ(t−T )
p p e− √ 0 1 1
Φxx (t, T ) = a2 + b2 /ρ −a − a2 + b2 /ρ −a p
0 e a2 +b2 /ρ(t−T ) 2 a2 + b2 /ρ −1
1 p √ 2 2 p √ 2 2

= p a2 + b2 /ρ − a e− a +b /ρ(t−T ) + a2 + b2 /ρ + a e a +b /ρ(t−T )
2 a2 + b2 /ρ
(7.310a)
" √ 2 2 #
e− a +b /ρ(t−T ) 1
√ 2 02 1

Φλx (t, T ) = 1 1 p
0 e a +b /ρ(t−T ) 2 2
2 a + b /ρ −1
1 √ 2 2 √ 2 2
= p e− a +b /ρ(t−T ) + e a +b /ρ(t−T ) (7.310b)
2 a2 + b2 /ρ
thus
√
√ 2 2
a2 +b2 /ρ(t−T )
e−
+ e a +b /ρ(t−T )
λ(t) = p √ p √ q(t) = P (t)q(t)
2 2 2 2
a2 + b2 /ρ − a e− a +b /ρ(t−T ) + a2 + b2 /ρ + a e a +b /ρ(t−T )
(7.311)
The asymptotic behavior is

1 ρ p 2 2 /ρ + a

lim P (t) = p = a + b (7.312)
t→−∞
a2 + b2 /ρ − a b2
7-33
The control input is thus
b ρ p 2
2 /ρ + a q = −
1 p 2
2 /ρ + a q
u=− a + b a + b (7.313)
ρ b2 b
and the controlled problem becomes

p p
q̇ = aq + bu = aq − a2 + b2 /ρ + a q = − a2 + b2 /ρq (7.314)
which is asymptotically stable and with the desired performance regardless of the sign of a.
Note that by directly writing the Continuous Algebraic Riccati Equation, one obtains
1
ap + pa + 1 − pb bp = 0 (7.315)
ρ
aρ ρ
p2 − 2 p− 2 =0 (7.316)
b2 b
Its roots are
r s !
aρ a2 ρ2 ρ ρ b2
p= 2 ± + 2 = 2 a± a2 + (7.317)
b b4 b b ρ
In order for p to be positive, the acceptable root is

s !
ρ 2
b2
p= 2 a+ a + (7.318)
b ρ
which is identical to the one obtained directly from the analytical solution of the differential boundary
value problem resulting from the minimization of the functional.
Exercise 7.9 Compute the state transition matrix of a spring-mass-damper system.
The equation of motion is mq̈ + cq̇ + kq = 0; in state space form, ẋ = Ax:

q̇ 0 1 q 0 1 q
= = , (7.319)
q̈ −k/m −c/m q̇ −ω 2 −2ξω q̇
p √
with ω = k/m and ξ = c/(2 mk). The state transition matrix is
Φ(t, 0) = eAt (7.320)
Consider a spectral decomposition of matrix A = VΛV−1 , with, assuming |ξ| < 1,

p
−ξω + j 1 − ξ 2 ω 0
Λ= p (7.321)
0 −ξω − j 1 − ξ 2 ω

1 1
V= p p (7.322)
−ξω + j 1 − ξ 2 ω −ξω − j 1 − ξ 2 ω
p p
j −ξω − jp 1 − ξ 2 ω −1 1 2
V−1 = p = p p1 − ξ ω − jξω −j
(7.323)
2 1 − ξ2ω ξω − j 1 − ξ 2 ω 1 2 1 − ξ2ω 1 − ξ 2 ω + jξω j
7-34
The state transition matrix becomes
Φ(t, 0) = eAt = VeΛt V−1 (7.324)
Consider
" √ #
1−ξ 2 )t
e(−ξω+j 0√
eΛt = 2
0 e(−ξω−j 1−ξ )t
 p p 
e−ξωt cos 1 − ξ 2 ωt + j sin 1 − ξ 2 ωt 0
= p p 
0 e−ξωt cos 1 − ξ 2 ωt − j sin 1 − ξ 2 ωt
(7.325)
Then
 ! 
p ξ p 1 p
 cos( 1− ξ 2 ωt) +p sin( 1 − ξ 2 ωt) p sin( 1 − ξ 2 ωt) 
1 − ξ2 1 − ξ2ω
VeΛt V−1 
  −ξωt
! e
 ω p p ξ p 
−p sin( 1 − ξ 2 ωt) 2
cos( 1 − ξ ωt) − p 2
sin( 1 − ξ ωt)
 
1 − ξ2 1 − ξ2
(7.326)
Homework 7.6 Compute the state transition matrix in case of supercritical (|ξ| > 1) and critical (|ξ| ≡
1) damping.
Exercise 7.10 Stabilize a system consisting of a single mass m controlled by a force û(t).
Equation of motion:
1
q̈(t) = û(t) (7.327)
m
Include the mass in the definition of the control force, u(t) = û(t)/m. In state space form the problem
becomes

q̇ 0 1 q 0
= + u(t) (7.328)
q̈ 0 0 q̇ 1
In order to stabilize the system, a cost is attributed to both the position and the velocity by choosing

α 0
Q= (7.329)
0 β
which corresponds to minimizing αq 2 + β q̇ 2 , in addition to a cost R = ρ associated with the control

force.
The Riccati equation becomes

0 0 p11 p12 p11 p12 0 1 α 0
+ +
1 0 p12 p22 p12 p22 0 0 0 β

p11 p12 0 1 p11 p12 0 0
− 0 1 = (7.330)
p12 p22 1 ρ p12 p22 0 0
i.e.

0 0 0 p11 α 0 1 p212 p12 p22 0 0
+ + − = (7.331)
p11 p12 0 p12 0 β ρ p12 p22 p222 0 0
7-35
which corresponds to solving the problem
1
α − p212 = 0 (7.332a)
ρ
1
p11 − p12 p22 = 0 (7.332b)
ρ
1
2p12 + β − p222 = 0 (7.332c)
ρ
The solution is
√
p12 = ± αρ (7.333a)
p
p22 = ± ρ(2p12 + β) (7.333b)
1
p11 = p12 p22 (7.333c)
ρ
In order for P to be positive (semi-)definite p22 ≥ 0 and p11 ≥ 0, which implies p12 ≥ 0.
The feedback matrix is
 s v s 
u
1 √ p √ α t u α β 
G = R−1 BT P = αρ ρ(2 αρ + β) =  2 + (7.334)
ρ ρ ρ ρ
The closed-loop matrix is

 
0 v s1
 s u 
Ac = A − BG =  α u α β  (7.335)
 − − t2 + 
ρ ρ ρ
As one would expect, α/ρ affects the frequency of the controlled system, while both α/ρ and β/ρ affect
the damping. The characteristic frequency of the controlled system is
r
α
ωc = 4 (7.336)
ρ
and the corresponding damping coefficient is
√ s
2 1 β
ξc = 1+ √ (7.337)
2 2 αρ
Consider now the analytical solution. The problem matrix is

 
0 1 0 0
A −BR−1 BT  0 0 0 −1/ρ 
Â = T =  (7.338)
−Q −A  −α 0 0 0 
0 −β −1 0
Its characteristic equation is
β α
s4 − s2 + =0 (7.339)
ρ ρ
the corresponding eigenvalues are
v v
u u !2
u
uβ u t β α
s = ±t ± − (7.340)
2ρ 2ρ ρ
7-36
When α ≡ 0, i.e. only the velocity q̇ is penalized and thus only damping is added to the problem, the
eigenvalues become
s
β
s1,2 = 0 s3,4 = ± (7.341)
ρ
The first two eigenvalues are coincident, i.e. their algebraic multiplicity is 2; however, their geometric
multiplicity is 1. Consider the Schur decomposition of the matrix,
Â = USUT (7.342)
Owing to the structure of the matrix, the eigenvalues always appear in pairs, in the form
s = ±σ s = ±σ ± jω (7.343)
The Schur decomposition can be ordered such that all eigenvalues with negative real part, Λ− , appear
first, followed by those with positive real part, Λ+ . The decomposition is thus structured as
T
Uxx Uxλ S−− S−+ Uxx UTλx
Â = (7.344)
Uλx Uλλ 0 S++ UTxλ UTλλ
The exponential of matrix S preserves its structure,
S (t−τ )
e −− Σ(t − τ )
eS(t−τ ) = (7.345)
0 eS++ (t−τ )
Since submatrix Σ(t − τ ) is analogous to an exponential with positive real-value exponents, it grows in
analogy with eS++ (t−τ ) when t − τ > 0. As a consequence, what multiplies it from the right must be
zero.
Consider now

x(T ) x(t)
= Ψ(T, t)
λ(T ) λ(t)
S (T −t) T
Uxx Uxλ e −− Σ(T − t) Uxx UTλx x(t)
= (7.346)
Uλx Uλλ 0 eS++ (T −t) UTxλ UTλλ λ(t)
with λ(t) = P(t)x(t); then, to make what multiplies eS++ (T −t) from the right go to zero,

UTxλ + UTλλ P(t) x(t) = 0 (7.347)
i.e., regardless of the value of x(t),
P(t) = −U−T T
λλ Uxλ (7.348)
(strictly speaking, this yields P(t) with t → +∞).

Also, what remains is

x(T ) Uxx
= eS−− (T −t) UTxx + UTλx P(t) x(t) (7.349)
λ(T ) Uλx
which, under the assumption that the sequence of matrices at the right hand side can be inverted, yields
−1
x(t) = Uxx eS−− (T −t) UTxx + UTλx P(t) x(T ) (7.350)
and
−1
λ(T ) = Uλx eS−− (T −t) UTxx + UTλx P(t) Uxx eS−− (T −t) UTxx + UTλx P(t) x(T )
= Uλx U−1
xx x(T ) (7.351)
7-37
Note that, since UT U = I, then
Uλx U−1 −T T
xx = −Uλλ Uxλ (7.352)
Exercise 7.11 Find the optimal control of a helicopter along the heave axis in hover.
The (extremely simplified) equation of motion is
M z̈ = Z(ż, θ) (7.353)
Its linearization about hover is
M z̈ = Zw ż + Zθ θ (7.354)
In state space, the problem is

ż 0 1 z 0
= + θ (7.355)
ẇ 0 Zw /M w Zθ /M
Consider as a performance measure the altitude z of the helicopter, i.e.

z
z= 1 0 (7.356)
w
with Wzz = 1 and Wuu = ρ > 0. As a consequence,

0
S= (7.357)
0
R=R=ρ (7.358)

1 0
Q=Q= (7.359)
0 0
and the Riccati equation is

p11 p12 0 1 p11 p12 0 0
+
p12 p22 0 Zw /M p12 p22 1 Zw /M
2

Zθ /M p12 p12 p22 1 0 0 0
− + = (7.360)
ρ p12 p22 p222 0 0 0 0
i.e.
(Zθ /M )2 2
− p12 + 1 = 0 (7.361a)
ρ
(Zθ /M )2
p11 + p12 Zw /M − p12 p22 = 0 (7.361b)
ρ
(Zθ /M )2 2
2p12 + 2Zw /M p22 − p22 = 0 (7.361c)
ρ

Z /M
θ
G = R−1 ST + BT P = p12 p22 (7.362)
ρ
7-38
so p11 is not needed. The required elements of matrix P are
√
ρ
p12 = (7.363a)
Zθ /M
s 2 √ 3
2 Z w /M 2
Zw /M ρ
p22 = ρM 2
+ ρM 2
+2 (7.363b)
(Zθ /M ) (Zθ /M ) Zθ /M
and the controlled matrix is

 
0 s 1
 Z /M Zθ /M 
Ac = A − BG =  θ  (7.364)
− √ − (Zw /M )2 + 2 √
ρ ρ
The controlled system now behaves like a spring-mass-damper system, with increased damping.
Consider now as a performance measure the vertical velocity w, i.e.

z
z= 0 1 (7.365)
w
with Wzz = 1 and Wuu = ρ > 0. As a consequence,

0
S= (7.366)
0
R=R=ρ (7.367)

0 0
Q=Q= (7.368)
0 1
and the Riccati equation is

p11 p12 0 1 p11 p12 0 0
+
p12 p22 0 Zw /M p12 p22 1 Zw /M
2

Zθ /M p12 p12 p22 0 0 0 0
− + = (7.369)
ρ p12 p22 p222 0 1 0 0
i.e.
(Zθ /M )2 2
− p12 = 0 (7.370a)
ρ
(Zθ /M )2
p11 + p12 Zw /M − p12 p22 = 0 (7.370b)
ρ
(Zθ /M )2 2
2p12 + 2Zw /M p22 − p22 + 1 = 0 (7.370c)
ρ
The control matrix is again
Z /M
θ
G = R−1 ST + BT P = p12 p22 (7.371)
ρ
so p11 is not needed. The required elements of matrix P are
p12 = 0 (7.372a)
s 2
Zw /M Zw /M ρ
p22 = ρ + ρ + (7.372b)
(Zθ /M )2 (Zθ /M )2 (Zθ /M )2
7-39
and the controlled matrix is
 
0 s 1
 
Ac = A − BG =  (Zθ /M )2  (7.373)
0 − (Zw /M )2 + 2
ρ
The controlled system is not asymptotically stable; in fact, the system is not entirely observable:

C 0 1
= . (7.374)
CA 0 Zw /M
The only effect of the control is to increase the amount of damping. This is the case of a system where
only a vertical velocity measure (e.g. a variometer) is available.
Exercise 7.12 Find the optimal control of an inverted pendulum mounted on a slider.
Consider the problem of the deformable inverted pendulum exercise, with only the base displacement q0
and the rigid rotation q1 , with the base mass M0 and the tip mass ML , namely
1 1
Ec = M0 q̇02 + ML q̇02 + 2L cos(q1 )q̇0 q̇1 + L2 q̇12 (7.375)
2 2
Ep = ML gL cos(q1 ) (7.376)
δW = δq0 FC (7.377)
According to the Lagrange formalism, the equations of motion are
M0 q̈0 + ML q̈0 + ML L cos(q1 )q̈1 − ML L sin(q1 )q̇12 = FC (7.378)

2
ML L cos(q1 )q̈0 + ML L q̈1 − ML gL sin(q1 ) = 0 (7.379)
Their linearization yields
(M0 + ML )q̈0 + ML Lq̈1 = FC (7.380)

2
ML Lq̈0 + ML L q̈1 − ML gLq1 = 0 (7.381)
Consider now the change of variables q0 = y, q1 = (z − y)/L, which yields
(M0 + ML )ÿ + ML (z̈ − ÿ) = FC (7.382)

g
ML ÿ + ML (z̈ − ÿ) − ML (z − y) = 0 (7.383)
L
Subtract the second equation from the first one, and divide each equation by the mass associated with
the corresponding acceleration:
ML g 1
ÿ − (y − z) = FC (7.384)
M0 L M0
g
z̈ − (z − y) = 0 (7.385)
L
     


 ẏ  0 0 1 0   y 
 0
     1 
ż 0 0 0 1  z  0 u

= 2
 + (7.386)

 ÿ 

 αω −αω 2 0 0  ẏ 
 M0  1 
−ω 2 ω2
   
z̈ 0 0 ż 0
7-40
with α = ML /M0 and ω 2 = g/L.
The system is controllable:
 
0 1/M0 0 αω 2 /M0
2 3
 0 0 0 −ω 2 /M0 
B AB A B A B =  (7.387)
 1/M0 0 αω 2 /M0 0 
0 0 −ω 2 /M0 0
The performance cost matrix Q = CT Wzz C must be the result of an observable system. Consider, for
example, a performance index based only on the rotation q1 , consisting of

C = −1 1 0 0 (7.388)
The observability matrix is

   
C −1 1 0 0
 CA   0 0 −1 1 
 CA2  =  −(α + 1)ω 2 (7.389)
   
(α + 1)ω 2 0 0 
CA3 0 0 −(α + 1)ω 2 (α + 1)ω 2
This observation matrix does not correspond to an observable system. As a consequence, it will not
allow to stabilize the system.
Consider now a matrix

1 0 0 0
C= (7.390)
0 1 0 0
The observability matrix is

 
1 0 0 0
C  0 1 0 0 
=  (7.391)
CA  0 0 1 0 
0 0 0 1
The system now is observable. Consider

β 0
Wzz = (7.392)
0 γ
The corresponding matrix Q is

 
β 0 0 0
 0 γ 0 0 
Q=  0 0
 (7.393)
0 0 
0 0 0 0
TBC
Exercise 7.13 Minimize variance of total acceleration of spring-mass moving on a surface.
Minimize variance of total acceleration of spring-mass moving on surface s, whose spatial derivative
s′′ = d is approximable with white noise of covariance Wdd δ(τ ), possibly restricting the control to the
addition of the equivalent of a damper, i.e. u = −g ẋ, where x is the relative displacement.
Equation of motion:
m(ẍ + s̈) + kx = u (7.394a)

z = ẍ + s̈ (7.394b)
7-41
In state space form

ẋ 0 1 x 0 0
= + u+ d (7.395a)
ẍ −ω 2 0 ẋ 1/m −V 2

x 1
z = −ω 2 0 + u (7.395b)
ẋ m
p
with ω = k/m and s̈ = V 2 s′′ = V 2 d, i.e.

x
x= (7.396a)
ẋ
u=u (7.396b)
d = s′′ = d (7.396c)
z=z (7.396d)

0 1
A= (7.396e)
−ω 2 0

0
Bu = (7.396f)
1/m

0
Bd = (7.396g)
−V 2

Cz = −ω 2 0 (7.396h)
Dzu = 1/m (7.396i)
State feedback:
u = −Gx (7.397)
Controlled system:
ẋ = (A − Bu G) x + Bd d (7.398a)
z = (Cz − Dzu G) x (7.398b)
Variance of performance:
Z
σ 2zz = Mzz T dt
Z
T
= M(Cz − Dzu G) xxT (Cz − Dzu G) dt
Z
T
= (Cz − Dzu G) MxxT dt (Cz − Dzu G)
T
= (Cz − Dzu G) σ 2xx (Cz − Dzu G) (7.399)
Variance of state:
T
(A − Bu G) σ 2xx + σ 2xx (A − Bu G) + Bd Wdd BTd = 0 (7.400)
Approach:
2
1. find control that gives minimum variance σzz , weighted by matrix Wzz , i.e.
min tr(Wzz σ 2zz ) (7.401)

G
constrained by the Lyapunov equation of the variance of the state, if possible; otherwise,
7-42
2. penalize control by adding its weighted variance Wuu σ 2uu to understand design trends; otherwise
3. modify cost function.
The variance of the control is
Z
σ uu = MuuT dt
2
Z
= MGxxT GT dt
Z
= G MxxT dt GT
= Gσ 2xx GT (7.402)
Case (1): consider first the case of optimal control that minimizes the variance of the performance
index. After setting Wzz = 1 and Wuu = ρ = 0 it corresponds to usual optimal control with
4
T ω 0
Q = Cz Wzz Cz = (7.403)
0 0

−ω 2 /m
S = CTz Wzz Dzu = (7.404)
0
R = DTzu Wzz Dzu = 1/m2 (7.405)

0 1
A = A − Bu R−1 ST = (7.406)
0 0

0 0
R = Bu R−1 BTu = (7.407)
0 1

0 0
Q = Q − SR−1 ST = (7.408)
0 0
Since Q ≡ 0 the problem cannot be solved.
Case (2): consider now Wuu = ρ > 0; then

R = DTzu Wzz Dzu + Wuu = 1/m2 + ρ (7.409)

0 1
A = A − Bu R−1 ST = (7.410)
−ω 2 /(1 + 1/(m2 ρ)) 0

0 0
R = Bu R−1 BTu = (7.411)
0 1/(1 + m2 ρ)
4
ω /(1 + 1/(m2 ρ)) 0
Q = Q − SR−1 ST = (7.412)
0 0
The problem can be solved; it yields

p11 p12 0 1 0 −ω 2 /(1 + 1/(m2 ρ)) p11 p12
+
p12 p22 −ω 2 /(1 + 1/(m2 ρ)) 0 1 0 p12 p22
4
p11 p12 0 0 p11 p12 ω /(1 + 1/(m2 ρ)) 0 0 0
− + =
p12 p22 0 1/(1 + m2 ρ) p12 p22 0 0 0 0
(7.413)
i.e.

−ω 2 /(1 + 1/(m2 ρ))p12 p11 −ω 2 /(1 + 1/(m2 ρ))p12 −ω 2 /(1 + 1/(m2 ρ))p22
+
−ω 2 /(1 + 1/(m2 ρ))p22 p12 p11 p12
2
4
1 p12 p12 p22 ω /(1 + 1/(m2 ρ)) 0 0 0
− + =
1 + m2 ρ p12 p22 p222 0 0 0 0
(7.414)
7-43
and thus
2ω 2 1 2 ω4
− p12 − p 12 + =0 (7.415a)
1 1 + m2 ρ 1
1+ 2 1+ 2
m ρ m ρ
2
ω 1
p11 − p22 − p12 p22 = 0 (7.415b)
1 1 + m2 ρ
1+ 2
m ρ
1
2p12 − p2 = 0 (7.415c)
1 + m2 ρ 22
whose solution is
 s 
1
p12 = ω 2 m2 ρ −1 + 1+ 2  (7.416a)
m ρ
v
u
u ! s 
u 1 1
p22 = ωm2 ρt2 1 + −1 + 1 +  (7.416b)
m2 ρ m2 ρ
(p11 is not relevant, as shown below). The feedback matrix is

m
G = R−1 ST + BTu P = 2
−ω 2 + p12 p22 (7.417)
1+m ρ
i.e. the controlled matrix is

0 1
Ac =
−ω 2 /(1 + 1/(m2 ρ)) − p12 /(1 + m2 ρ) −p22 /(1 + m2 ρ)
 
0 1
 
 v  s  
 u 
u 2 −1 + 1 + 1  
 u 

= u 2
m ρ 
 (7.418)

 ω2 u
u 
 −s −ω u 

1 t 1 

1+ 2 1 + 
m ρ m2 ρ
The controlled frequency and damping are

ω
ωc = s (7.419a)
4 1
1+ 2
m ρ
v s
u
u −1 + 1 + 1
u
u
u m2 ρ
ξc = u s (7.419b)
u
t 1
2 1+ 2
m ρ
The variance of the state is

2 2
0 1 σxx σx2ẋ σxx σx2ẋ 0 a21 0 0 0 0
+ + = (7.420)
a21 a22 σx2ẋ σẋ2ẋ σx2ẋ σẋ2ẋ 1 a22 0 V 4 Wdd 0 0
7-44
i.e.

σx2ẋ σẋ2ẋ σx2ẋ 2
a21 σxx + a22 σx2ẋ 0 0 0 0
+ + =
a21 σxx + a22 σx2ẋ
2
a21 σxẋ + a22 σẋ2ẋ
2
σẋ2ẋ a21 σxẋ + a22 σẋ2ẋ
2
0 V 4 Wdd 0 0
(7.421)
where a21 and a22 refer to the corresponding coefficients of matrix Ac , which yields
2σx2ẋ = 0 (7.422a)
σẋ2ẋ + a21 σxx
2
+ a22 σx2ẋ =0 (7.422b)
2a21 σx2ẋ + 2a22 σẋ2ẋ + V 4 Wdd =0 (7.422c)
namely
σx2ẋ = 0 (as expected) (7.423a)

V 4 Wdd
σẋ2ẋ =− (recall that a22 < 0) (7.423b)
2a22
4
2 V Wdd
σxx = (recall that a21 < 0 as well) (7.423c)
2a22 a21
and thus, since

Cz − Dzu G = a21 a22 (7.424)
then the variance of the performance is

2 V 4 Wdd a21
σzz = a221 σxx
2
+ a222 σẋ2ẋ = − a22
2 a22
s
1
3 1+ −2
4
V Wdd m2 ρ
= ωv (7.425)
2 u
u
! s 
u 1 1
t2 1 + −1 + 1+ 2 
m2 ρ m ρ
Case (3): as an alternative, consider ρ = 0 but add a performance cost to the position with a
parametric weight α, i.e.

−ω 2 0
Cz = (7.426a)
1 0

1/m
Dzu = (7.426b)
0

1 0
Wzz = (7.426c)
0 α
7-45
The problem becomes

ω4 + α 0
Q= CTz Wzz Cz = (7.427)
0 0

−ω 2 /m
0
R = DTzu Wzz Dzu = 1/m2 (7.429)

0 1
A = A − Bu R−1 ST = (7.430)
0 0

0 0
R = Bu R−1 BTu = (7.431)
0 1

α 0
Q = Q − SR−1 ST = (7.432)
0 0
The Riccati equation is

0 p11 0 0 p212 p12 p22 α 0 0 0
+ − + = (7.433)
0 p12 p11 p12 p12 p22 p222 0 0 0 0
i.e.
−p212 + α = 0 (7.434a)
p11 − p12 p22 = 0 (7.434b)
2p12 − p222 = 0 (7.434c)
which yields
p11 = 21/2 α3/4 (7.435a)

1/2
p12 = α (7.435b)
1/2 1/4
p22 = 2 α (7.435c)

G = m −ω 2 + α1/2 21/2 α1/4 (7.436)
and the controlled system matrix becomes

0 1
Ac = (7.437)
−α1/2 −21/2 α1/4
The damping of the controlled system is structurally

√
ξc = 1/ 2 ∼
= 0.7 (7.438)
By choosing α = ω 4 the frequency of the system is unchanged. This corresponds to the manual selection
of the damping that minimizes the variance of the output.
Exercise 7.14 Given the system ẋ = u, with initial condition x(0) = 1, find the control u(t) that
minimizes the cost function
Z 1
1 2 2 2

f= x (1) + x + u dt (7.439)
2 0
7-46
Augment the cost function with the equation of the system,
Z 1
1 2 2 2

f= x (1) + x + u + 2λ (u − ẋ) dt (7.440)
2 0
The perturbation of the cost function yields

Z 1
δf = δx(1) · x(1) + (δx · x + δu · u + δλ (u − ẋ) + δu · λ − δ ẋ · λ) dt (7.441)
0
Integration by parts of the term in δ ẋ yields

Z 1
δf = δx(1) (x(1) − λ(1)) + δx x + λ̇ + δu (u + λ) + δλ (u − ẋ) dt (7.442)
0
which implies
x(1) = λ(1) (7.443)

λ̇ = −x (7.444)
ẋ = u (7.445)
u = −λ (7.446)
After replacing u and deriving the equation in ẋ, one obtains
ẍ − x = 0 (7.447)
whose general integral is x(t) = Ae−t + Bet . Since λ = −ẋ, then λ(t) = Ae−t − Bet . The initial condition
yields
x(0) = A + B = 1, (7.448)
while the final condition yields
x(1) = Ae−1 + Be = Ae−1 − Be = λ(1). (7.449)
The latter condition implies B = 0, while the former one yields A = 1; as a consequence, x(t) = e−t and
u(t) = −e−t .
A more formal solution consists in writing the differential Riccati equation associated with the control
problem,
ṗ = 1 − p2 (7.450)
The solution of a generic differential Riccati equation ṗ = q + 2ap − (bp)2 /r is found by setting
r ẏ
p= (7.451)
b2 y
which implies

r ÿ ẏ 2
ṗ = 2 − 2 (7.452)
b y y
After substituting this solution into the equation, one obtains

r ÿ ẏ 2 r ẏ r ẏ 2
− = q + 2a − (7.453)
b2 y y 2 b2 y b2 y 2
7-47
i.e.
qb2
ÿ − 2aẏ − y=0 (7.454)
r
In the present case (q = 1, a = 0, b = 1, r = 1) the underlying linear differential equation is
ÿ = y (7.455)
whose general solution is
y = Aet + Be−t (7.456)
Then
Aet − Be−t
p= (7.457)
Aet + Be−t
With the final condition p(1) = 1 one obtains B = 0 and thus p(t) = 1. The control input is u(t) =
−p(t)x(t) = −x(t).
Alternatively, the differential Riccati equation can be integrated considering variable separation,

dp 1 dp dp
dt = = − (7.458)
1 − p2 2 p+1 p−1
whose integral yields
2t + C = log (p + 1) − log (p − 1) (7.459)
or
p+1
eC e2t = (7.460)
p−1
Then
1 + eC e2t
p(t) = (7.461)
1 − eC e2t
Considering the final condition p(1) = 1, the solution is p(t) = 1 (C = −∞).
7.3 Full State Observer

State-space equation:
ẋ = Ax + Bu (7.462a)
y = Cx + Du (7.462b)
Full state observer: dynamic system with observed state o reconstructed from output y (and input u),
ȯ = Âo + B̂u + Ly (7.463)
Error e = x − o yields
ė = ẋ − ȯ
= Ax + Bu − Âo − B̂u − Ly (7.464)
7-48
Since o = x − e and y = Cx + Du,
ė = Ax + Bu − Âx + Âe − B̂u − LCx − LDu

= Âe + A − LC − Â x + B − LD − B̂ u (7.465)
Ideally, the error vanishes for t → +∞ if

Â asymptotically stable (7.466a)
Â = A − LC (7.466b)
B̂ = B − LD (7.466c)
Thus the observer is
ȯ = (A − LC) o + (B − LD) u + Ly (7.467)
The controller-observer problem needs to be considered from different points of view:
• local stability: the observer itself must be a stable subsystem; this is guaranteed by the require-
ment of Eq. (7.466a);
• non-intrusivity: the complete system is twice the size of the original one:

ẋ A 0 x B
= + u (7.468)
ȯ LC A − LC o B
As one would expect, the coupling is one way only; the eigenvalues of the system are those of matrix
A (the original problem, which is not modified) and those of matrix A − LC, which are defined by
designing the observer. So the stability of the original problem is not affected by the presence of
the observer, and the stability of the observer is not affected by the system. If the original system
is unstable, the observer is able to estimate its state.
The non-intrusivity is even more apparent when the state transformation

x I 0 x
= (7.469)
o I −I e
is considered, which yields

ẋ A 0 x B
= + u (7.470)
ė 0 A − LC e 0
which shows that the error is decoupled from the system’s state, and a state transformation does
not change the eigenvalues of the system.
Exercise 7.15 Full state observer by pole assignment of spring/mass with position measurement.
Equation:
mq̈(t) + q(t) = u(t) (7.471)

q̇ 0 1 q 0
= + u(t) (7.472a)
q̈ −ω 2 0 q̇ ω2

q
y= 1 0 (7.472b)
q̇
with ω 2 = 1/m. The system is observable.
7-49
Homework 7.7 Check it.
Observer matrix: L = [ l1 l2 ]T yields

0 1 l1 −l1 1
Â = A − LC = − 1 0 = (7.473)
−ω 2 0 l2 −(ω 2 + l2 ) 0
The characteristic equation is
λ2 + λl1 + ω 2 + l2 = 0 (7.474)
The poles are

s
2
l1 l1
λ=− ± − ω 2 − l2 (7.475)
2 2
Assuming it is desired to measure the position and velocity with a band much broader than that of the
system, e.g. ω = kω (k > 1) and ξ ≈ 0.7, one obtains
s 2 q
l1 l1 2
λ = − ± j ω 2 + l2 − = ω −ξ ± j 1 − ξ (7.476)
2 2
with
p
ω= ω 2 + l2 (7.477a)
l1
ξ= √ 2 (7.477b)
2 ω + l2
The design of the observer yields
l1 = 2ξω (7.478a)
l2 = ω 2 − ω 2 (7.478b)
In Laplace domain, the transfer function of the state reconstruction is

−1
o = sI − Â (Bu + Ly) (7.479)
i.e.

q̂(s) 1 s 1 0 2ξω
ˆ = u(s) + q(s) (7.480)
q̇(s) s + 2ξωs + ω 2
2 −ω 2 s + 2ξω ω2 ω2 − ω2
ignoring the input u(t), the TFs are
2ξωs + ω 2 − ω 2
q̂(s) = q(s) (7.481a)
s2 + 2ξωs + ω 2

ω 2 − ω 2 s − 2ξωω 2
ˆ =
q̇(s) q(s) (7.481b)
s2 + 2ξωs + ω 2
The static response is
q̂(s) ω 2
lim =1− ≈1 (7.482a)
s→0 q(s) ω
ˆ
q̇(s) ω 2
lim = −2ξω ≪ ω when ω ≫ ω (7.482b)
s→0 q(s) ω
7-50
As long as ω ≫ ω, the zero of the position TF is s ≈ −ω/(2ξ), about coincident with the poles as long
as ξ ≈ 0.5, while the zero of the velocity TF is s ≈ 2ξω 2 /ω ≪ ω; as a consequence, the derivator-like
behavior starts approximately at ωη (and ends at approximately ω/η, because of the two poles), with
η = ω/ω = 1/k.
Note: this observer might not have good disturbance rejection characteristics; for this purpose, it is
always advisable to use an optimal observer.
7.3.1 Optimal Filtering: Revised Full State Observer

The so-called “optimal filtering” formulates a state observer whose gain matrix L is the result of the
minimization of a quadratic function. For this reason, this type of state observer is also called Linear-
Quadratic Estimator (LQR), since it produces an estimator that is linear in the measure as the result of
minimizing a quadratic function.
Problem:
ẋ = Ax + Bu u + Bd d (7.483)
Observer:
ȯ = Ao + Bu u + L (y − Cy o − Dyu u)
= (A − LCy ) o + (Bu − LDyu ) u + Ly (7.485)
Observation error: e = x − o; it yields
ė = Ax + Bu u + Bd d − (A − LCy ) o − (Bu − LDyu ) u − L (Cy x + Dyu u + Dyd d + Dyr r)

= (A − LCy ) e + (Bd − LDyd ) d − LDyr r

d
= (A − LCy ) e + (Bd − LDyd ) −LDyr (7.486)
r
7.3.2 Optimal Filtering: Revised Deterministic Case

Consider impulsive disturbances d and measurement errors r, namely d(t) = d0 δ(t) and r(t) = r 0 δ(t).
The corresponding observation error is

d0
e(t) = e(A−LCy )t (Bd − LDyd ) −LDyr = eAo t B(L)d0 t>0 (7.487)
r0
The cost function is a square function of the error, weighted by matrix Wee ,
Z +∞
f= eT Wee e dt
0+
Z +∞
T T
= d0 B(L)T eAo t Wee eAo t dt B(L)d0
0+
Z +∞
T
= d0 B(L)T W(L, t) dt B(L)d0
0+
T T
= d0 B(L) P(L)B(L)d0
T
= tr d0 B(L)T P(L)B(L)d0
T

= tr P(L)B(L)d0 d0 B(L)T (7.488)
7-51
with
T
W(L, t) = eAo t Wee eAo t t>0 (7.489)
and
Z +∞
P= W(L, t) dt (7.490)
0+
Matrix P(L) cannot be computed analytically; however, consider

Z +∞ Z +∞ Z +∞
dP d dW(L, t)
= W(L, t) dt = dt = dW(L, t) = W(L, +∞) − W(L, 0+ )
dt dt 0+ 0+ dt 0+
(7.491)
Since
dW(L, t)
= ATo W(L, t) + W(L, t)Ao (7.492)
dt
then
Z +∞
dW(L, t)
dt = ATo P + PAo (7.493)
0+ dt
Assuming that the observer is asymptotically stable, i.e. the eigenvalues of matrix Ao have negative real
part, W(L, +∞) ≡ 0, whereas W(L, 0+ ) = Wee ; thus
ATo P + PAo + Wee = 0 (7.494)
i.e. the Lyapunov equation

T
(A − LCy ) P + P (A − LCy ) + Wee = 0 (7.495)
The cost function becomes

Wdd Wdr T
f = tr P (Bd − LDyd ) −LDyr (Bd − LDyd ) −LDyr
WTdr Wrr

T
+ tr Λ (A − LCy ) P + P (A − LCy ) + Wee (7.496)
The gradients of f with respect to Λ, P, and L are

∂f T
= (A − LCy ) P + P (A − LCy ) + Wee = 0 (7.497)
Λ
∂f Wdd Wdr T
= (Bd − LDyd ) −LDyr (Bd − LDyd ) −LDyr
P WTdr Wrr
T
+ Λ (A − LCy ) + (A − LCy ) Λ = 0 (7.498)

∂f Wdd Wdr T
= −2P (Bd − LDyd ) −LDyr Dyd Dyr − 2PΛCTy = 0 (7.499)
L WTdr Wrr
Assuming P > 0, the last gradient ∂f /∂L,

Wdd DTyd + Wdr DTyr
0 = (Bd − LDyd ) −LDyr + ΛCTy
WTdr DTyd + Wrr DTyr

= Bd Wdd DTyd + Wdr DTyr + ΛCTy − L Dyd Wdd DTyd + Wdr DTyr + Dyr WTdr DTyd + Wrr DTyr
= S + ΛCTy − LR (7.500)
7-52
yields the observer matrix L as a function of the Lagrange multipliers matrix, Λ,

L = S + ΛCTy R−1 (7.501)
with

S = Bd Wdd DTyd + Wdr DTyr (7.502a)

R = Dyd Wdd DTyd + Wdr DTyr + Dyr WTdr DTyd + Wrr DTyr

Wdd Wdr T
= Dyd Dyr Dyd Dyr (7.502b)
WTdr Wrr
The second gradient, ∂f /∂P, after replacing L, yields
BTd − DTyd R−1 ST − DTyd R−1 Cy Λ

Wdd Wdr
Bd − SR−1 Dyd − ΛCTy R−1 Dyd −SR−1 Dyr − ΛCTy R−1 Dyr

0=
WTdr Wrr −DTyr R−1 ST − DTyr R−1 Cy Λ
T
+ Λ A − SR−1 Cy − ΛCTy R−1 Cy + A − SR−1 Cy − ΛCTy R−1 Cy Λ
= Bd − SR−1 Dyd − ΛCTy R−1 Dyd −SR−1 Dyr − ΛCTy R−1 Dyr ×

Wdd BTd − DTyd R−1 ST − DTyd R−1 Cy Λ − Wdr DTyr R−1 ST − DTyr R−1 Cy Λ

WTdr BTd − DTyd R−1 ST − DTyd R−1 Cy Λ − Wrr DTyr R−1 ST − DTyr R−1 Cy Λ
T
+ Λ A − SR−1 Cy − ΛCTy R−1 Cy Λ + A − SR−1 Cy Λ − ΛCTy R−1 Cy Λ

= Bd Wdd BTd − Bd Wdd DTyd + Wdr DTyr R−1 ST − Bd Wdd DTyd + Wdr DTyr R−1 Cy Λ

− SR−1 Dyd Wdd + Dyr WTdr BTd

+ SR−1 Dyd Wdd DTyd + Wdr DTyr + Dyr WTdr DTyd + Wrr DTyr R−1 ST

+ SR−1 Dyd Wdd DTyd + Wdr DTyr + Dyr WTdr DTyd + Wrr DTyr R−1 Cy Λ

− ΛCTy R−1 Dyd Wdd + Dyr WTdr BTd

+ ΛCTy R−1 Dyd Wdd DTyd + Wdr DTyr + Dyr WTdr DTyd + Wrr DTyr R−1 ST

+ ΛCTy R−1 Dyd Wdd DTyd + Wdr DTyr + Dyr WTdr DTyd + Wrr DTyr R−1 Cy Λ
T

= Bd Wdd BTd − SR−1 ST − SR−1 Cy Λ

− SR−1 ST
+ SR−1 ST
+ SR−1 Cy Λ
− ΛCTy R−1 ST
+ ΛCTy R−1 ST
+ ΛCTy R−1 Cy Λ
T

T
= Λ A − SR−1 Cy + A − SR−1 Cy Λ − ΛCTy R−1 Cy Λ + Bd Wdd BTd − SR−1 ST

T
= ΛA + AΛ − ΛRΛ + Q (7.503)
i.e. the Riccati equation that gives the value of Λ required to determine the observation matrix L, with
A = A − SR−1 Cy (7.504a)
R= CTy R−1 Cy (7.504b)
Q= Bd Wdd BTd − SR −1 T
S (7.504c)
7-53
7.3.3 Optimal Filtering: Revised Stochastic Case
When a LQE is used to estimate the state required by a LQR, the so-called Linear-Quadratic Gaussian
control is obtained, i.e. a control that is linear in the state and formulated by minimizing a quadratic
function; the state, in turn, is linear in the measurement and is reconstructed by minimizing another
quadratic function. Buth the regulator and the estimator are optimal in rejecting white-noise distur-
bances and measurement errors with Gaussian probability distribution.
The cost function is the variance of the error,

f = tr Wee σ 2ee (7.505)
Homework 7.8 Show how the above definition of f is equivalent to an integral quadratic form of the
error, weighted by matrix Wee .
The variance of the error must satisfy the Lyapunov equation

T Wdd Wdr T
(A − LCy ) σ 2ee + σ 2ee (A − LCy ) + Bd − LDyd −LDyr Bd − LDyd −LDyr =0
WTdr Wrr
(7.506)
The cost function then becomes

f = tr Wee σ 2ee

T Wdd Wdr BTd − DTyd LT
+ tr Λ (A − LCy ) σ 2ee + σ 2ee (A − LCy ) + Bd − LDyd −LDyr
WTdr Wrr −DTyr LT
(7.507)
The gradients with respect to σ 2ee , Λ, and L yield

∂f T
= Wee + Λ (A − LCy ) + (A − LCy ) Λ = 0 (7.508)
∂σ 2ee
∂f T
= (A − LCy ) σ 2ee + σ 2ee (A − LCy )
∂Λ
Wdd Wdr T
+ Bd − LDyd −LDyr Bd − LDyd −LDyr =0 (7.509)
WTdr Wrr
T
∂f Wdd Wdr Dyd
= −2Λσ 2ee CTy − 2Λ Bd − LDyd −LDyr =0 (7.510)
∂L WTdr Wrr DTyr
Assuming that Λ > 0, the last gradient,

Wdd DTyd + Wdr DTyr

0 = σ 2ee CTy + Bd − LDyd −LDyr
WTdr DTyd + Wrr DTyr

= σ 2ee CTy + Bd Wdd DTyd + Wdr DTyr − L Dyd Wdd DTyd + Wdr DTyr + Dyr WTdr DTyd + Wrr DTyr
= σ 2ee CTy + S − LR (7.511)
gives the observation matrix,

L = σ 2ee CTy + S R−1 (7.512)
where σ 2ee is used instead of Λ as in the deterministic case.

The second gradient, after replacing L is identical to that obtained in the deterministic case, resulting
in the Riccati equation
T
σ 2ee A − SR−1 Cy + A − SR−1 Cy σ 2ee − σ 2ee CTy R−1 Cy σ 2ee + Bd Wdd BTd − SR−1 ST = 0
(7.513)
7-54
The equivalence between optimal control and optimal filtering is striking. In the design of the control,
we need to explicitly add a cost for the control action u through the weight matrix Wuu . In the
observation, this is embedded in the measure of the error, which is the consequence of the simultaneous
action of the disturbances d and of the measurement errors r. If we attribute no cost to either, matrix
R might be singular.
Exercise 7.16 Design an optimal observer for the scalar problem ẋ = ax + b(u + d), y = cx + r.
Solution: ȯ = (a − Lc)o + bu + Ly, with:
L = (S + P Cy ) R−1 (7.514a)
T
AP + P A − P RP + Q = 0 (7.514b)
−1
A = A − SR Cy (7.514c)
R= CyT R−1 Cy (7.514d)
−1 T
Q = Q − SR S (7.514e)
T T

S= Bd Wdd Dyd + Wdr Dyr (7.514f)

Wdd Wdr T
R= Dyd Dyr T Dyd Dyr (7.514g)
Wdr Wrr
Q = Bd Wdd BdT (7.514h)
Since
A=a (7.515a)
Bu = b (7.515b)
Bd = b (7.515c)
Cy = c (7.515d)
Dyu = 0 (7.515e)
Dyd = 0 (7.515f)
Dyr = 1 (7.515g)
and we decide to choose
Wdd = α (7.516a)
Wdr = 0 (7.516b)
Wrr = ρ, (7.516c)
then
(7.517a)
2
Q = αb (7.517b)
R=ρ (7.517c)
S=0 (7.517d)
2
Q = αb (7.517e)
2
c
R= (7.517f)
ρ
A=a (7.517g)
c
L= p (7.517h)
ρ
7-55
and
ρa αρb2
p2 − 2 2
p− 2 =0 (7.518)
c c
whose positive definite solution (the negative root has been discarded) is
r
ρa ρa 2 αρb2
p= 2 + + (7.519)
c c2 c2
The observer matrix is
s
a a 2 α 2
L= + + b (7.520)
c c ρ
and the observation system matrix is
s 2
α bc
Ao = a − Lc = − |a| 1+ (7.521)
ρ a
Considerations:
• it is the ratio α/ρ = Wdd /Wrr that matters, not the specific penalty on disturbance (α) or noise
(ρ);
• the observation system is asymptotically stable regardless of the sign of a;
• the modulus of the pole of the observation system is larger than that (|a|) of the original system;
its magnitude increases with α and decreases with ρ;
• consider a naı̈ve estimate of the state, directly obtained from the output relationship:
1
x̃ = y (7.522)
c
the output of the system, in the Laplace domain, is
cb
y = cx + r = (u + d) + r (7.523)
s−a
so the naı̈ve state estimation is
b 1
x̃ = (u + d) + r (7.524)
s−a c
7-56
The observed state is
b L
o= u+ y
s − (a − Lc) s − (a − Lc)

b L cb
= u+ (u + d) + r
s − (a − Lc) s − (a − Lc) s − a

1 Lc L cb L
= 1+ bu + d+ r
s − (a − Lc) s−a s − (a − Lc) s − a s − (a − Lc)
✭− ✭✭
✭Lc)
1 ✭
s−✭(a L cb L
=
✭ ✭✭
✭Lc) bu + d+ r
✭
s ✭
− (a − s − a s − (a − Lc) s − a s − (a − Lc)
v !
u 2
a u a α
+t + b2
b c c ρ cb

= u+ s d+r
s−a α s−a
s + a2 + (cb)2
ρ
v !2
u
u α cb
a + |a| 1 +
t
b ρ a
b 1

= u+ v d + r (7.525)
s−a u !2 s − a c
u α cb
s + |a| 1 +
t
ρ a
i.e. thanks to the observer, the naı̈ve estimation of the state is filtered by a filter whose pole is
negative (i.e. the observer is asymptotically stable) and, in modulus, larger than the pole of the
original system. The cutoff frequency of the filter can be chosen in such a manner that a higher
cutoff frequency better captures the effect of the disturbance d on the state estimate, at the cost of
letting the high-frequency noise r affect the estimate more and more. On the other hand, a lower
cutoff frequency loses high-frequency effects of the disturbance on the state estimate, but better
rejects the high-frequency noise;
• the contribution of the disturbance d to observed state in Eq. (7.525) has two poles; in fact, the
observer can be interpreted as a filter of the same order of the original system, which filters the
output of the original system, so in the end its transfer function between the disturbance of the
original system, d, and the observed state, o, has order twice that of the original system.
Exercise 7.17 Design an optimal observer for a 1 dof spring-mass system,
mq̈ + kq = u + d (7.526)
(k ≡ 1 for simplicity) considering a position measure, y = q.
The system in state space form is

q̇ 0 1 q 0 0
= + u + d (7.527)
q̈ −ω 2 0 q̇ ω2 ω2
with ω 2 = 1/m.
The complete output is

q
y =q+r = 1 0 + r = Cy x + Dyr r (7.528)
q̇
7-57
where Dyd ≡ 0 under the assumption that the disturbance can directly affect the measurement only
when the input also can, i.e. when Dyu 6= 0. Is the system observable?

T T T
1 0
γo = C A C = ; (7.529)
0 1
yes, it is observable.
Consider a disturbance PSD Wdd = α and a measurement error PSD Wrr = ρ. Then

0 0
Q = Bd Wdd BTd = (7.530)
0 αω 4
0
S = Bd Wdd DTyd + Wdr DTyr = (7.531)
0
R = Dyd Wdd DTyd + Dyd Wdr DTyr + Dyr WTdr DTyd + Dyr Wrr DTyr = ρ (7.532)

1 p11
L = S + PCTy R−1 = (7.533)
ρ p12
The Algebraic Riccati equation
AP + PAT − PCTy R−1 Cy P + Q = 0 (7.534)
becomes

0 1 p11 p12 p11 p12 0 −ω 2
+
−ω 2 0 p12 p22 p12 p22 1 0

1 p11 p12 1 0 p11 p12 0 0 0 0
− + = (7.535)
ρ p12 p22 0 0 p12 p22 0 αω 4 0 0
i.e.
1
2p12 − p211 = 0 (7.536a)
ρ
1
p22 − ω 2 p11 − p11 p12 = 0 (7.536b)
ρ
1
−2ω 2 p12 − p212 + αω 4 = 0 (7.536c)
ρ
The roots are
p
p12 = −ω 2 ρ ± ω 2 ρ 1 + α/ρ (only the positive value is acceptable) (7.537a)
r
p
p11 = ±ωρ 2 1 + α/ρ − 1 (only the positive value is acceptable) (7.537b)
(p22 is not needed to compute L). Matrix L is

 r 
p
 ω 2 1 + α/ρ − 1 
L= p  (7.538)
ω2 1 + α/ρ − 1

 r 
p
−ω 2 1 + α/ρ − 1 1 
Ao = A − LCy =  p . (7.539)
−ω 2 1 + α/ρ 0
7-58
Its eigenvalues are
 sp sp 
1 + α/ρ − 1 1 + α/ρ + 1
λ = ω − ±j  (7.540)
2 2
For α/ρ → 0 (Wrr /Wdd → +∞) the eigenvalues are λ = ±jω; for α/ρ → +∞ (Wdd /Wrr → +∞) √ the
eigenvalues are λ = −∞ ± j∞, i.e. the asymptotic value of the damping factor is limα/ρ→+∞ ξ = 2/2.
When ρ, the PSD of the measure error, reduces
p or α, the PSD of the disturbance, increases, the
bandwidth of the observer broadens, i.e. |λ| = ω 4 1 + α/ρ. In fact, in those cases the observation relies
more on the output measure than on the integration of the dynamics of the system.
This example clearly shows that it is not the actual value of the disturbance or measure error PSD that
matters, but rather their relative value, namely the confidence one has in the quality of the measurement
compared to the amount of disturbance expected in the process.
mq̈ + kq = mu + md (7.541)
(k ≡ 1 for simplicity) considering a velocity measure.
The system in state space form is identical to that of the previous problems; the output now is

q
y = q̇ + r = 0 1 + r = Cy x + Dyr r (7.542)
q̇
Is the system observable?

T T T
0 −ω 2
γo = C A C = ; (7.543)
1 0
yes, it is observable.
Consider a disturbance PSD Wdd = 1 and a measurement error PSD Wrr = ρ. Then

0 0
Q = Bd Wdd BTd = (7.544)
0 ω4
0
0

T −1 1 p12
L = S + PCy R = (7.547)
ρ p22
AP + PAT − PCTy R−1 Cy P + Q = 0 (7.548)
becomes

0 1 p11 p12 p11 p12 0 −ω 2
+
−ω 2 0 p12 p22 p12 p22 1 0

1 p11 p12 0 0 p11 p12 0 0 0 0
− + = (7.549)
ρ p12 p22 0 1 p12 p22 0 ω4 0 0
7-59
i.e.
1
2p12 − p212 = 0 (7.550a)
ρ
1
p22 − ω 2 p11 − p12 p22 = 0 (7.550b)
ρ
1
−2ω 2 p12 − p222 + ω 4 = 0 (7.550c)
ρ
The roots are
p12 = 0 (the root p12 = 2ρ is ignored) (7.551a)

2√
p22 = ±ω ρ (only the positive value is acceptable) (7.551b)

0
L= √ (7.552)
ω2 / ρ

0 1
Ao = A − LCy = √ . (7.553)
−ω 2 −ω 2 / ρ
Its eigenvalues are

 s 
ω ω2
λ = ω − √ ± j 1 −  (7.554)
2 ρ 4ρ
For ρ → +∞ the eigenvalues are λ = ±jω; for ρ → 0 the eigenvalues are λ = −∞, 0.
mq̈ + kq = mu + md (7.555)
(k ≡ 1 for simplicity) considering an acceleration measure.
The dynamics of the system is identical to that of the previous problems; the output now is

q
y = q̈ + r = −ω 2 0 + ω 2 u + ω 2 d + r = Cy x + Dyu u + Dyd d + Dyr r (7.556)
q̇
with ω 2 = 1/m.
The observation matrix is the same of the position case, so the system remains observable.
Consider a disturbance PSD Wdd = 1 and a measurement error PSD Wrr = ρ. Then

T 0 0
Q = Bd Wdd Bd = (7.557)
0 ω4
0
T T
S = Bd Wdd Dyd + Wdr Dyr = (7.558)
ω2
R = Dyd Wdd DTyd + Dyd Wdr DTyr + Dyr WTdr DTyd + Dyr Wrr DTyr = ω 2 + ρ (7.559)
7-60
The modified matrices are
 
0 1
A = A − SR−1 Cy =  ω2 ρ  (7.560)
− 4 0
ω +ρ
 
0 0
Q = Q − SR−1 ST =  ω4 ρ  (7.561)
0
ω4 + ρ

T

−1 ω2 p11
L = S + PCy R = − 4 (7.562)
ω + ρ p12 − ω 2
T
AP + PA − PCTy R−1 Cy P + Q = 0 (7.563)
yields
s !
ρ ω4
p12 = 2 −1 + 1 + (7.564a)
ω ρ
s
2 ω 4 + ρ p12
p11 = (7.564b)
ω4
 s p 
2 ω 4 /ρ + 1 − 1
 − 
L=
 ω2 ω 4 /ρ + 1 
(7.565)

 1 
1− p
4
ω /ρ + 1
 s p 
ω 4 /ρ + 1 − 1
 −ω 2 1 

Ao = A − LCy =  ω 4 /ρ + 1 
. (7.566)
 ω2 
−p 0
ω 4 /ρ + 1
The frequency and the damping of the observer are
ω
ωo = p (7.567a)
4
ω 4 /ρ + 1
qp
√
2 ω 4 /ρ + 1 − 1
ξo = p (7.567b)
2 4
ω 4 /ρ + 1
Exercise 7.20 Slowly varying disturbance.
Consider the (scalar) system
ẋ = ax + bu + bd (7.568a)
y = cx (7.568b)
7-61
with a < 0, b > 0, c > 0; design an extended optimal observer for the state and the disturbance and a
feedforward control that cancels a slowly varying disturbance (i.e. Φdd (ω) = W/(ω 2 + α2 ) with |α| ≪ |a|.
Augment the system’s state with a new state od that represents the (slowly varying) disturbance,
excited by the (unknown) disturbance itself. The augmented system becomes

ẋ a b x b b
= + u+ d (7.569)
ȯd 0 0 od 0 1
where od plays the role of the “slow” disturbance of PSD Φdd . The measurement is
y = cx + r

x
= c 0 +r (7.570)
od
To design the extended observer, consider:

a b
A= (7.571)
0 0

b
Bu = (7.572)
0

b
Bd = (7.573)
1

Cy = c 0 (7.574)
Dyu = 0 (7.575)
Dyd = 0 (7.576)
Dyr = 1 (7.577)
and Wdd = 1, Wrr = ρ.

Is the system observable? The observability matrix is

c ac
Γ o = C T AT C T = (7.578)
0 bc
The system is observable. Is the system “excitable” by the disturbance? The reachability (by the
disturbance) matrix is

b ab
Γc = Bd ABd = (7.579)
1 0
The system is excitable.

Then
2
b b
Q= (7.580)
b 1

0
S= (7.581)
0
R = ρ, (7.582)
thus
A=A (7.583)
Q=Q (7.584)
2

c 1 0
R= (7.585)
ρ 0 0
7-62
The algebraic Riccati equation,
T
AP + PA − PRP + Q = 0 (7.586)
corresponds to

ap11 + bp12 ap12 + bp22 ap11 + bp12 0
+
0 0 ap12 + bp22 0
2
2
2
c p11 p11 p12 b b 0 0
− + = (7.587)
ρ p11 p12 p212 b 1 0 0
with

c p11
L= S+ PCTy R −1
= (7.588)
ρ p12
i.e.
c2 2
2ap11 + 2bp12 − p + b2 = 0 (7.589a)
ρ 11
c2
ap12 + bp22 − p11 p12 + b = 0 (7.589b)
ρ
c2
− p212 + 1 = 0 (7.589c)
ρ
whose roots are
√
ρ
p12 = ± (only positive root acceptable) (7.590a)
c 
s 2
|a|ρ a bc 1 2bc
p11 = 2  ± 1+ + √  (only positive root acceptable) (7.590b)
c |a| a ρ a2 ρ
(p22 not needed for matrix L). The observer matrix is

  v !2  
u
a u bc 1 2bc
 |a|  + t1 + + √  0 
a b  |a| a ρ a2 ρ 
Ao = A − LCy = − 
0 0 
 c 
√ 0
ρ
 s 
2
(bc) 2bc
 − a2 + +√ b 
=
 ρ ρ 
(7.591)

 c 
−√ 0
ρ
Asymptotically, with u = −od ,
0 = ax − bod + bd; (7.592)
the expected state, with feedforward control, is x ≡ 0; then
od = d, (7.593)
the disturbance estimated by the extended observer. The feedforward controller is thus
 s   s ! 
2 2
(bc) 2bc 1 (bc) 2bc
 − a2 + +√ b   a + a2 + +√ 
ȯ  ρ ρ  o b  c ρ ρ 
=  + u+ y
ȯd  c  od 0  1 
−√ 0 √
ρ ρ
(7.594)
u = −od (7.595)
7-63
The transfer function between the input u and output y of the system and the observed disturbance
is
bc s−a
−√ u + √ y
ρ ρ
od = s (7.596)
2
(bc) 2bc bc
s 2 + s a2 + +√ +√
ρ ρ ρ
Exercise 7.21 Consider the (scalar) system ẋ = −ax + u, a > 0. Design an observer that reconstructs
x and its integral, xi , such that ẋi = x, from a measure of x.
The augmented system becomes

ẋ −a 0 x 1 1
= + u+ d (7.597a)
ẋi 1 0 xi 0 0

x
y= 1 0 +r (7.597b)
xi
As one could expect, the system is not observable; in fact,

1 −a
K o = C T AT C T = ; (7.598)
0 0
this will be dealt with later.
Consider a disturbance weight Wdd = 1 and a measure weight Wrr = ρ, with Wdr = 0. Then

T 1 0
Q = Bd Wdd Bd = (7.599)
0 0

0
0

T −1 1 p11
L = S + PCy R = (7.602)
ρ p12
AP + PAT − PCTy R−1 Cy P + Q = 0 (7.603)
becomes

−a 0 p11 p12 p11 p12 −a 1
+
1 0 p12 p22 p12 p22 0 0

1 p11 p12 1 0 p11 p12 1 0 0 0
− + = (7.604)
ρ p12 p22 0 0 p12 p22 0 0 0 0
i.e.
1
−2ap11 − p211 + 1 = 0 (7.605a)
ρ
1
p11 − ap12 − p11 p12 = 0 (7.605b)
ρ
1
2p12 − p212 = 0 (7.605c)
ρ
7-64
The roots are
p
p11 = −ρa ± ρ2 a2 + ρ (only the positive value is acceptable) (7.606a)
p12 = 0 (the root p12 = 2ρ is ignored) (7.606b)
(p22 does not even appear in the equations, but in any case it is not needed to compute L). Matrix L is
p
−a + a2 + 1/ρ
L= (7.607)
0

p
− a2 + 1/ρ 0
Ao = A − LCy = . (7.608)
1 0
p
The matrix is singular; its eigenvalues are λ = − a2 + 1/ρ and 0. As a consequence, the observer matrix
is not asymptotically stable.
It can be stabilized by introducing a pseudo-integrator, which behaves like an integrator above a

threshold frequency represented by a stable pole as a replacement for the pure integrator pole in 0. The
definition of the integrator becomes ẋi = x − αxi with α much smaller than the frequencies that must
be integrated accurately. The augmented system becomes

ẋ −a 0 x 1 1
= + u+ d (7.609a)
ẋi 1 −α xi 0 0

x
y= 1 0 +r (7.609b)
xi
The system remains unobservable; in fact,

1 −a
K o = C T AT C T = . (7.610)
0 0
Consider a disturbance weight Wdd = 1 and a measure weight Wrr = ρ, with Wdr = 0. Then

1 0
Q = Bd Wdd BTd = (7.611)
0 0
0
0

T −1 1 p11
L = S + PCy R = (7.614)
ρ p12
AP + PAT − PCTy R−1 Cy P + Q = 0 (7.615)
becomes

−a 0 p11 p12 p11 p12 −a 1
+
1 −α p12 p22 p12 p22 0 −α

1 p11 p12 1 0 p11 p12 1 0 0 0
− + = (7.616)
ρ p12 p22 0 0 p12 p22 0 0 0 0
7-65
i.e.
1
−2ap11 − p211 + 1 = 0 (7.617a)
ρ
1
p11 − αp12 − ap12 − p11 p12 = 0 (7.617b)
ρ
1
2p12 − 2αp22 − p212 = 0 (7.617c)
ρ
The roots are
p
p11 = −ρa ± ρ2 a2 + ρ (only the positive value is acceptable) (7.618a)
p
− a + a2 + 1/ρ
p12 =ρ p (7.618b)
α + a2 + 1/ρ

 p 
−a + a2 + 1/ρ
 
 
L= p
2  (7.619)
 − a + a + 1/ρ 
p
α + a2 + 1/ρ

 p 
− a2 + 1/ρ 0
 
 
Ao = A − LCy =  p . (7.620)
 a − a2 + 1/ρ 
p −α
α + a2 + 1/ρ
p
The matrix is no longer singular; its eigenvalues are λ = − a2 + 1/ρ, like before, and λ = −α. As a
consequence, the observer matrix is now asymptotically stable.
7.3.4 Observer in the Frequency Domain

The nature of the observer can be further understood by looking at the transfer functions that yield the
observed state o as a function of the input u, the disturbance d, and the measurement noise, r.
System:
ẋ = Ax + Bu u + Bd d (7.621)
In Laplace domain:
−1
x = (sI − A) (Bu u + Bd d)
−1 −1
= (sI − A) Bu u + (sI − A) Bd d (7.623)
| {z }
Hx (s)

−1 −1
y = Cy (sI − A) Bu + Dyu u + Cy (sI − A) Bd + Dyd d + Dyr r (7.624)
| {z } | {z }
yd yr
Observer:
ȯ = (A − LCy ) o + (Bu − LDyu ) u + Ly (7.625)
7-66
In Laplace domain:
−1
o = (sI − (A − LCy )) ((Bu − LDyu ) u + Ly)
−1
= (sI − (A − LCy )) Bu u

−1 −1 −1
+ (sI − (A − LCy )) L Cy (sI − A) Bu u + Cy (sI − A) Bd + Dyd d + Dyr r
−1
= (sI − A) Bu u
| {z }
Hx (s)

−1 −1
+ (sI − (A − LCy )) L Cy (sI − A) Bd + Dyd d
| {z }| {z }
Ho (s) yd
−1
+ (sI − (A − LCy )) L Dyr r
| {z } | {z }
Ho (s) yr
= Hx (s)u + Ho (s) (y d + y r ) (7.626)
with
−1
Hx (s) = (sI − A) Bu (7.627a)
−1
Ho (s) = (sI − (A − LCy )) L (7.627b)

−1
y d = Cy (sI − A) Bd + Dyd d (7.627c)
y r = Dyr r (7.627d)
i.e. the state o reconstructed by the observer is equal to the state of the original system as if there were
no disturbance, Hx (s)u, plus the contributions of the disturbance d and of the measure error r to the
measure y, both filtered by the transfer function of the observer, Ho (s).
7.3.5 Partial State Observer

Given a dynamical system in state space, with measurements directly corresponding to a portion of the
state,

ẋ1 A11 A12 x1 B1u B1d
= + u+ d (7.628a)
ẋ2 A21 A22 x2 B2u B2d
y = x1 + Dyr r (7.628b)
design a partial state observer for the remaining portion of the state, x2 .
The partial state observer dynamics is
ȯ = A21 y + A22 o + B2u u + L (y − y o ) (7.629)
however, the observed output y o ≡ 0, because no other measure is available. The observer dynamics is
thus
ȯ = A22 o + (A21 + L) x1 + B2u u + (A21 + L) Dyr r (7.630)
The observation error dynamics is
ė = ẋ2 − ȯ = A21 x1 + A22 x2 + B2u u + B2d d − A22 o − (A21 + L) x1 − B2u u − (A21 + L) Dyr r
= A22 e + B2d d − Lx1 − (A21 + L) Dyr r (7.631)
7-67
Note that the dynamics of the error is not affected by matrix L; as a consequence, the subsystem
consisting of submatrix A22 must be asymptotically stable, and its dynamics cannot be modified by the
design of the partial observer.
The variance of the error is σ 2ee ; Assuming that r, d and x1 are uncorrelated (in principle, x1 and d
can be correlated, since d contributes to the input of x1 ), σ 2ee must comply with Lyapunov’s equation
A22 σ 2ee + σ 2ee AT22
  BT2d

Wdd 0 0
T
−L
 
+ B2d −L − (A21 + L) Dyr  0 Wxx 0   = 0 (7.632)
T T T
0 0 Wrr −Dyr A21 + L
The minimization with respect to L of a functional f consisting of the trace of Wee σ 2ee plus the above
Lyapunov equation multiplied by a matrix Λ that represents Lagrange multiplies yields
   
0 0
∂f
= −2Λ B2d −L − (A21 + L) Dyr  Wxx  +  0  = 0 (7.633)
∂L T
0 Wrr Dyr
which, for non-singular Λ, yields
−1
L = −A21 Dyr Wrr DTyr Wxx + Dyr Wrr DTyr (7.634)
The partial observer dynamics is thus

−1
ȯ = A22 o + A21 Wxx Wxx + Dyr Wrr DTyr y + B2u u (7.635)
Exercise 7.22 Consider a spring-mass-damper with position measurement; design a partial observer for
the velocity.
The system is

q̇ 0 1 q 0 0
= + u+ d (7.636a)
q̈ −ω 2 −2ξω q̇ ω2 ω2
y =q+r (7.636b)
with Wxx = 1, Wrr = ρ one obtains
ω2
ȯ = −2ξωo − y + ω2 u (7.637)
1+ρ
In order to analyze the performance of the observer, consider
ω2
y + ω2 u
−
1+ρ
o=
s + 2ξω
ω2 ω2
− q− r + ω2 u
1+ρ 1+ρ
=
s + 2ξω
1 −ω 2 q + ω 2 u + ρω 2 u 1 ω2
= − r
1+ρ s + 2ξω 1 + ρ s + 2ξω
1 (s − 2ξω) sq + ρω 2 u 1 ω2
= − r
1+ρ s + 2ξω 1 + ρ s + 2ξω
1 s − 2ξω ρ ω2 1 ω2
= sq + u− r (7.638)
1 + ρ s + 2ξω 1 + ρ s + 2ξω 1 + ρ s + 2ξω
7-68
This expression shows that the first contribution of the observed partial state corresponds to sq, namely
the velocity in Laplace’s domain, weighted by 1/(1 + ρ) and by a unit-gain function that corresponds to
a first-order Padé approximation of a time delay with τ = −1/(ξω) (a lead instead of a lag, es/(ξω) ). The
second term corresponds to the input force, pseudo-integrated by a pole placed in s = −2ξω. The last
term consists of the pseudo-integration of the measure error. When ρ = 0, the measure is fully trusted,
since no cost is attributed to the measure error r (or, in other words, its variance is assumed to be zero),
thus magnifying its effect. When ρ = +∞, the measure is not trusted at all, since an infinitely large cost
is given to the measure error; in this case the observation is essentially open-loop, and thus pointless.
7.4 Direct Measure Feedback

A.k.a. “Sub-Optimal Control”. A control of the type u = −Gy, where y is a measure as it is obtained
directly from a set of sensors. The knowledge of the state is no longer necessary; as such, no observer is
needed. The control is much simpler. However, performances can be significantly limited, compared to
those that can be obtained with a corresponding direct state feedback control designed using the same
performance indicator z and the same weights Wzz and Wuu .
Consider a simple output relationship y = Cy x; then the control input becomes
u = −Gy = −GCy x (7.639)
One can easily show that it is no longer possible to obtain a Riccati equation by minimizing the cost
function. As such: (a) there is no guarantee that a minimum solution exists; (b) there is no guarantee
that only one relative minimum solution exists, an exhaustive, non gradient-based search is needed to
locate the smallest minimum, if it exists.
7.4.1 Co-located Control

A special case of interest is that of co-located control, in which the sensors are exactly located in corre-
spondence of (and ideally energetically conjugated to) the actuators.
Consider a structural dynamics problem
Mq̈ + Cq̇ + Kq = Bu + f (7.640)
(note that in this context matrix B does not correspond to matrix B of a state space representation.)
A position measure can be expressed as y p = Cp q. A velocity measure can be expressed as y v = Cp q̇.
An acceleration measure can be expressed as y a = Cp q̈.
A direct measure feedback control can be formulated as
u = −Ga y a − Gv y v − Gp y p
= −Ga Ca q̈ − Gv Cv q̇ − Gp Cp q (7.641)
The controlled system becomes
Mq̈ + Cq̇ + Kq = B (−Ga Ca q̈ − Gv Cv q̇ − Gp Cp q) + f (7.642)
or
(M + BGa Ca ) q̈ + (C + BGv Cv ) q̇ + (K + BGp Cp ) q = f (7.643)
The virtual work of the actuators, expressed in terms of the virtual displacement of the actuator location,
δy, and of the actuator force, u, is δWact = δy T u. The actuator force, in the coordinate space, is
f act = Bu. Thus, the same actuator virtual work, in the coordinate space, is δWact = δq T f act = δq T Bu,
implying that δy = BT δq.
7-69
Consider now the case of co-located sensors and actuators; if the sensors are located in correspondence
of the actuators, then y p = BT q, y v = BT q̇, and y a = BT q̈, which implies that Cp = BT , Cv = BT ,
and Ca = BT . As a consequence, the controlled problem becomes

M + BGa BT q̈ + C + BGv BT q̇ + K + BGp BT q = f (7.644)
The control matrices are now symmetric by construction, provided the gain matrices Gp , Gv , and Ga
are symmetric. If the gain matrices are positive definite, the resulting control matrices are also positive
definite, or at most positive semi-definite, depending on wether the number of sensors/actuators is greater
than or equal to, or less than the number of coordinates, and whether matrix B is full rank.
Consider for example the case of C = 0, Ga = 0, and Gp = 0, with M > 0, K > 0, and Gv > 0
in addition to being symmetric. Then BGv BT is symmetric, positive definite or at most semi-definite.
According to Lyapunov, this is a sufficient condition for stability, although only a necessary one for
asymptotic stability.
If matrix Gv (or any other of the above described gain matrices, for what it concerns) is diagonal,
then the control is truly co-located, in the sense that the force of each actuator only depends on that
actuator’s motion. The control is then also fully decentralized. Its practical implementation is thus quite
straightforward: each control unit consists of an actuator and its related co-located sensor(s), which acts
irrespective of any other unit.
There are practical issues related to this type of control. First of all, its effectiveness can be quite
limited, compared to that of a full state feedback control. Furthermore, stability may not be exactly
guaranteed as the previous discussion seemed to imply. In fact, the actual actuator force may depend on
the actuator’s own internal dynamics, i.e. it represents the output of a dynamical system:
ẋact = Aact xact + Bact (−Gy) (7.645a)
u = Cact xact (7.645b)
Furthermore, the measure might need some manipulation before being fed into the actuator; for example,
a velocity feedback, which postulates a control force proportional to a velocity measure, needs integration
when only acceleration sensors are available. As such, a frequency dependent magnitude and time delay
in the response of the actuator may appear, reducing the stability margins of the controlled system when
the gain is excessively increased.
Exercise 7.23 Consider the simple undamped oscillator mq̈ + kq = u + d with a white noise disturbance
d = w (i.e. such that Φww = W ). Consider a direct feedback on a velocity measure, u = −Gq̇. Determine
G that minimizes the variance of the velocity, q̇, with a penalty on the variance of the control force, u.
Compare it with the corresponding optimal control for the same cost function.
The function to be minimized is f = σq̇2q̇ + ρσuu

2
; the control force is u = [0, −G]{q; q̇}; thus, the variance
of the control force is
2
2
σqq σq2q̇ 0
σuu = 0 −G = G2 σq̇2q̇ (7.646)
sym. σq̇2q̇ −G
The function is thus f = (1 + ρG2 )σq̇2q̇ .
The variance of the velocity can be computed using Lyapunov’s equation

Ac σ 2xx + σ 2xx ATc + Bu W BTu = 0, (7.647)
i.e.
2

0 1 σqq σq2q̇ 2
σqq σq2q̇ 0 −k/m
+
−k/m −G/m sym. σq̇2q̇ sym. σq̇2q̇ 1 −G/m

0 0 0
+ W 0 1/m = (7.648)
1/m 0 0
7-70
2σq2q̇ = 0 (7.649)
k 2 G
σq̇2q̇ − σqq − σq2q̇ = 0 (7.650)
m m
k 2 G 2 W
−2 σqq̇ − 2 σq̇q̇ + 2 = 0 (7.651)
m m m
or
σq2q̇ = 0 (7.652)
W
σq̇2q̇ = (7.653)
2mG
2 W
σqq = (7.654)
2kG
The function to be minimized is thus
W
f = 1 + ρG2
2mG
1 W
= + ρG (7.655)
G 2m
whose stationary point is obtained when

∂f 1 W
= − 2 +ρ =0 (7.656)
∂G G 2m
√
i.e. G = ±1/ ρ (the negative root is not acceptable).
The corresponding optimal control yields
Wzz = 1 (7.657)
Wuu = ρ (7.658)

Cz = 0 1 (7.659)
Dzu = 0 (7.660)

0 0
Q= CTz Wzz Cz = (7.661)
0 1

0
0
R = DTzu Wzz Dzu + Wuu =ρ (7.663)
1
G = R−1 BTu P = p12 p22 (7.664)
ρm
Matrix P is the solution of the Riccati equation
PA + AT P − PBu R−1 BTu P + Q = 0, (7.665)
i.e.

p11 p12 0 1 0 −k/m p11 p12
+
p12 p22 −k/m 0 1 0 p12 p22

1 p212 p12 p22 0 0 0 0
− + = (7.666)
ρm2 p12 p22 p222 0 1 0 0
7-71
k 1 2
−2 p12 − p =0 (7.667)
m ρm2 12
k 1
p11 − p22 − p12 p22 = 0 (7.668)
m ρm2
1 2
2p12 − p +1=0 (7.669)
ρm2 22
whose positive definite solution is
p12 = 0 (7.670)
√
p22 = m ρ (7.671)
√
p11 = k ρ (inessential for G) (7.672)
The resulting control matrix, G, is
1 1 √ √
G= p12 p22 = 0 m ρ = 0 1/ ρ (7.673)
ρm ρm
i.e. exactly the same control force obtained with the direct measure feedback approach; as a consequence,
the value of f is the same with the two approaches.
2 2
Exercise 7.24 Same as before, but now consider a cost function f = σqq + ρσuu .
The problem is the same; only, now the cost function also depends on another element of the variance
2
of the state, i.e. f = σqq + ρG2 σq̇2q̇ .
The previously obtained variance of the state is still valid; the resulting cost function is

1 ρG W
f= + (7.674)
kG m 2
Its minimum is obtained when

∂f 1 ρ W
= − 2+ = 0, (7.675)
∂G kG m 2
p
i.e. for G = ±1/ ρk/m (the negative root is not acceptable). The value of the functional is
r
ρ
fdmf = W. (7.676)
mk
The corresponding optimal control yields

Wzz = 1 (7.677)
Wuu = ρ (7.678)

Cz = 1 0 (7.679)
Dzu = 0 (7.680)

1 0
Q = CTz Wzz Cz = (7.681)
0 0

0
0
R = DTzu Wzz Dzu + Wuu =ρ (7.683)
1
G = R−1 BTu P = p12 p22 (7.684)
ρm
7-72
Matrix P is the solution of the Riccati equation
PA + AT P − PBu R−1 BTu P + Q = 0, (7.685)
i.e.

p11 p12 0 1 0 −k/m p11 p12
+
p12 p22 −k/m 0 1 0 p12 p22

1 p212 p12 p22 1 0 0 0
− + = (7.686)
ρm2 p12 p22 p222 0 0 0 0
k 1 2
−2 p12 − p +1=0 (7.687)
m ρm2 12
k 1
p11 − p22 − p12 p22 = 0 (7.688)
m ρm2
1 2
2p12 − p =0 (7.689)
ρm2 22
whose positive definite solution is

 s 
2
k k 1 
p12 = ρm2 − ± + (the negative root is not acceptable) (7.690)
m m ρm2
v  s 
u
u 2
u k k 1 
p22 = ±ρm2 t2 − + + (the negative root is not acceptable) (7.691)
m m ρm2
p11 = . . . (inessential for G) (7.692)
The resulting control matrix, G, is

G = G1 G2
1
= p12 p22
ρm
 v   v  v  
u !2 u u !2
1  u
k u k 1 k u k 1
=  ρm2 − + t +  ρm2 u
t 2 − + t +  

ρm m m ρm2 m m ρm2
  s v s  
u
1 √ u 1
=  k −1 + 1 +  2mk t−1 + 1 + 2 
k2 ρ k ρ
√ √
= kφ 2mk φ (7.693)
with
s
1
φ = −1 + 1+ (7.694)
k2 ρ
i.e. now the control force is rather different from the one obtained with the direct measure feedback
approach; as a consequence, the value of f differs.
The value of the functional with the DSF approach requires the computation of the variance of the
7-73
state of the controlled system, i.e.
2
0 1 σqq σq2q̇
−(k + G1 )/m −G2 /m sym. σq̇2q̇
2
σqq σq2q̇ 0 −(k + G1 )/m
+
sym. σq̇2q̇ 1 −G2 /m

0 0 0
+ W 0 1/m = (7.695)
1/m 0 0
2σq2q̇ = 0 (7.696)
k + G1 2 G2 2
σq̇2q̇ − σqq − σ =0 (7.697)
m m qq̇
k + G1 2 G2 W
−2 σqq̇ − 2 σq̇2q̇ + 2 = 0 (7.698)
m m m
or
σq2q̇ = 0 (7.699)
W
σq̇2q̇ = (7.700)
2mG2
2 W
σqq = (7.701)
2(k + G1 )G2
The functional is thus
2 2
fdsf = σqq + ρσuu
2
= σqq + ρGσ 2xx GT
2

= σqq + ρ G21 σqq 2
+ G22 σq̇2q̇
W W
= 1 + ρG21 + ρG22
2(k + G1 )G2 2mG2

1 + ρG21 ρG2 W
= +
(k + G1 )G2 m 2

2
m 1 + ρG1 + (k + G1 )ρG22 W
=
(k + G1 )G2 m 2
2 2

m 1 + ρk φ + (k + kφ)ρ2mkφ W
= √ √
(k + kφ) 2mk φm 2
1 + 2ρk 2 φ + 3ρk 2 φ2 W
= √ √
k(1 + φ) 2mk φ 2
1 p √
p
2
√ + ρk 2 φ (2 + 3φ) r
ρk φ ρ
= √ W
(1 + φ)2 2 mk
 s 
1 p √ 1
p √ + ρk 2 φ −1 + 3 1 + 2  r
ρk 2 φ ρk
ρ
= s W (7.702)
1 √ mk
1 + 22 2
ρk
It can be shown that 0 ≤ fdsf /fdmf ≤ 1; limρ→0 fdsf /fdmf = 0; limρ→+∞ fdsf /fdmf = 1. The direct state
feedback can be much better than the direct measure feedback when the penalty on the control force is
small.
7-74
Consider the problem ẋ = Ax + Bu u + Bd d, where d is a scalar disturbance of PSD Φdd (ω) =
b2 W/(a2 + ω 2 ). Design a direct measure feedback u = −Gy, with a measurement y = Cx x, that
minimizes the variance of a performance indicator z = Cz x + Dzd d.
The controlled problem is

ẋ = (A − Bu GCy ) x + Bd d (7.703)
The disturbance is the output of a shape filter
b
d = H(s)n = n (7.704)
a+s
and n is a white noise of PSD Φnn (ω) = W . The disturbance dynamics is thus
d˙ = −ad + bn (7.705)
and the problem can be rewritten as

ẋ A − Bu GBu Bd x 0
= + n (7.706a)
d˙ 0 −a d b

x
z = Cz Dzd (7.706b)
d
or
˙ = Âx̂ + B̂n n
x̂ (7.707a)
z = Ĉz x̂ (7.707b)
where matrix Â depends on matrix G.
The determination of matrix G requires the minimization of
T

f (G) = tr Wzz σ 2zz = tr Wzz Ĉz σ 2x̂x̂ Ĉz (7.708)
subjected to
T T
Âσ 2x̂x̂ + σ 2x̂x̂ Â + B̂n W B̂n = 0 (7.709)
The problem cannot be transformed into the solution of an algebraic Riccati equation.
Solve the previous problem considering a measure y = Cy x + Dyu u + Dyd d.
Consider u = −Gy; the measure becomes

y = Cy x − Dyu Gy + Dyd d (7.710)
i.e.
(I + Dyu G) y = Cy x + Dyd d (7.711)
or
−1
y = (I + Dyu G) (Cy x + Dyd d) (7.712)
Replace it in the dynamics equation:

−1 −1
ẋ = A − Bu G (I + Dyu G) Cy x + Bd − Bu G (I + Dyu G) Dyd d (7.713)
From now on, the solution is the same, with matrix Â redefined accordingly.
7-75
7.5 Balanced Truncation
Dynamical system represented in state-space form:
ẋ = Ax + Bu (7.714)
y = Cx + Du (7.715)
Control and Observation Gramians:

Z +∞
T
GC = eAt BBT eA t
dt (7.716)
0
Z +∞
T
GO = eA t CT CeAt dt (7.717)
0
GC is based on the state resulting from independently impulsive inputs, U(t) = Iδ(t), with null initial
conditions:
Z t
X(t) = eAτ BIδ(t − τ ) dτ = eAt B (7.718)
0
Z +∞
GC = X(t)XT (t) dt (7.719)
0
GO is based on the output resulting from independently unit initial conditions,
Y (t) = CeAt I (7.720)
Z +∞
GO = YT (t)Y(t) dt (7.721)
0
Gramians can be computed using Lyapunov’s equation:
Z +∞
d d At T

GC = e BBT eA t dt
dt 0 dt
Z +∞
T T
= AeAt BBT eA t + eAt BBT eA t AT dt
0
Z +∞ Z +∞
T T
=A eAt BBT eA t dt + eAt BBT eA t dtAT
0 0
T
= AGC + GC A
h T
i+∞
= eAt BBT eA t
0
= −BBT (7.722)
thus
AGC + GC AT + BBT = 0 (7.723)
7-76
Similarly,
Z +∞
d d AT t T At
GO = e C Ce dt
dt 0 dt
Z +∞
T T
= AT eA t CT CeAt + eA t CT CeAt A dt
0
Z +∞ Z +∞
T T
= AT eA t CT CeAt dt + eA t CT CeAt dtA
0 0
= A T GO + GO A
h T i+∞
= eA t CT CeAt
0
T
= −C C (7.724)
thus
A T GO + GO A + C T C = 0 (7.725)
Gramians are symmetric positive definite or semi-definite; in the latter case the system is not control-
lable/observable.
Consider an invertible state transformation T such that x = Tx̂ (and thus x̂ = T−1 x); the system
becomes
˙ = ATx̂ + Bu
Tx̂ (7.726)
y = CTx̂ + Du (7.727)
or
˙ = T−1 ATx̂ + T−1 Bu
x̂ = Âx̂ + B̂u (7.728)
y = CTx̂ + Du = Ĉx̂ + Du (7.729)
i.e.
Â = T−1 AT A = TÂT−1 (7.730)

−1
B̂ = T B B = TB̂ (7.731)
−1
Ĉ = CT C = ĈT (7.732)
Consider now the Lyapunov equation associated with the controllability Gramian:
T T
TÂT−1 GC + GC T−T Â TT + TB̂B̂ TT = 0 (7.733)
After pre-multiplication by T−1 and post-multiplication by T−T :

T T
ÂT−1 GC T−T + T−1 GC T−T Â + B̂B̂ = 0 (7.734)
or, after defining
ĜC = T−1 GC T−T (7.735)
and thus
GC = TĜC TT (7.736)
T T
ÂĜC + ĜC Â + B̂B̂ = 0 (7.737)
7-77
Consider now a spectral decomposition of the controllability Gramian:
GC = VC Λ2C VTC (7.738)
Λ2C are the eigenvalues of GC (and also its singular values); states associated with zero-valued ΛC can
be eliminated (as long as they are asymptotically stable) because they are not controllable. Assume that
all Λ2C > 0; consider
GC = TĜC TT = VC Λ2C VTC (7.739)
then, by choosing T = VC ΛC one can make ĜC ≡ I. Moreover, by computing unit norm VC , then
V−1 T
C = VC and thus T
−1
= (VC ΛC )−1 = Λ−1 T
C V .
Consider now the Lyapunov equation associated with the observability Gramian:
T T
T−T Â TT GO + GO TÂT−1 + T−T Ĉ ĈT−1 = 0 (7.740)
After pre-multiplication by TT and post-multiplication by T:

T T
Â TT GO T + TT GO TÂ + Ĉ Ĉ = 0 (7.741)
or, after defining
ĜO = TT GO T (7.742)
and thus
GO = T−T ĜO T−1 (7.743)
T T
Â ĜO + ĜO Â + Ĉ Ĉ = 0 (7.744)
The observability Gramian becomes
ĜO = TT GO T = ΛC VTC GO VC ΛC (7.745)
Consider now a spectral decomposition of the new observability Gramian,

2 T
ĜO = V̂O Λ̂O V̂O (7.746)
−1 T
with unit-norm V̂O , such that V̂O = V̂O , and use it to define a new transformation x̂ = T̂x̃ with
−1/2
T̂ = V̂O Λ̂O , such that
T
G̃O = T̂ ĜO T̂
−1/2 T 2 T −1/2
= Λ̂O V̂O V̂O Λ̂O V̂O V̂O Λ̂O
= Λ̂O (7.747)
and
−1 −T
G̃C = T̂ ĜC T̂
1/2 T 1/2
= Λ̂O V̂O IV̂O Λ̂O
= Λ̂O (7.748)
7-78
The complete transformation chain is thus
x = Tx̂ (7.749)
x̂ = T̂x̃ (7.750)
x = TT̂x̃ = T̃x̃ (7.751)
with
−1/2
T̃ = VC ΛC V̂O Λ̂O (7.752)
Alternatively, consider
GC GO = TĜC TT T−T ĜO T−1 = VΛ2B V−1 (7.753)
where since GC GO is no longer symmetric V−1 6= VT . However, since both GC and GO are symmetric,
positive definite (or semi-definite at most), the diagonal elements of Λ2B are positive (or zero, at most),
and V are real. Moreover,
VT GO V = ΛO (7.754)
−1 −T
V GC V = ΛC (7.755)
use the first relationship to compute ΛO without the need to invert V.

Construct the transformation
T = VΞ (7.756)
where Ξ is a diagonal matrix; then
T−1 = Ξ−1 V−1 (7.757)

−T −T −1
T =V Ξ (7.758)
T T
T = ΞV (7.759)
and evaluate
TT GO T = ĜO = ΞVT GO VΞ = ΞΛO Ξ = diag(ΛOi Ξ2i ) (7.760)

−1 −T −1 −1 −T −1 −1 −1
T GC T = ĜC = Ξ V GC V Ξ =Ξ ΛC Ξ = diag(ΛCi /Ξ2i ) (7.761)
Now,
T−1 GC GO T = T−1 TĜC TT T−T ĜO T−1 T

= ΛC ΛO
= diag(ΛCi /Ξ2i )diag(ΛOi Ξ2i )
= T−1 VΛ2B V−1
= Ξ−1 V−1 VΛ2B V−1 VΞ
= Ξ−1 Λ2B Ξ
= Λ2B (7.762)
p p
By setting either Ξi = ΛCi /ΛBi or Ξi = ΛBi /ΛOi (the latter is preferred so that V−1 must not be
computed), the transformation is
p
T = Vdiag( ΛBi /ΛOi ) (7.763)
7-79
Exercise: balance the state of the system q̈ + 2ζω q̇ + ω 2 q = ω 2 u, y = q, with ω > 0 and ζ > 0.

0 1
A= (7.764)
−ω 2 −2ζω

0
B= (7.765)
ω2

C= 1 0 (7.766)
Controllability Gramian:
 
ω
 4ζ 0 
GC =   (7.767)
 ω3 
0
4ζ
The system is controllable.
Observability Gramian:
 
ζ 1 1
 ω + 4ζω 2ω 2 
GO =   (7.768)
 1 1 
2ω 2 4ζω 3
The system is observable.
Consider GC = VC Λ2C VTC , with

1 0
VC = (7.769)
0 1

ω/(4ζ)
diag(Λ2C ) = (7.770)
ω 3 /(4ζ)
then
p
ω/(4ζ) p 0
T = VC ΛC = (7.771)
0 ω 3 /(4ζ)
The transformed observability Gramian is

(4ζ 2 + 1)/(16ζ|ζ|) 1/(8|ζ|)
ĜO = TT GO T = (7.772)
1/(8|ζ|) 1/(16ζ|ζ|)
2 T
Its spectral decomposition, ĜO = V̂O Λ̂O V̂O , is
p
2 (2ζ 2 − 2ζ pζ 2 + 1 + 1)/(16ζ|ζ|)
diag(Λ̂O ) = (7.773)
(2ζ 2 + 2ζ ζ 2 + 1 + 1)/(16ζ|ζ|)
p p
ζ − ζ2 + 1 ζ + ζ2 + 1
V̂O = (7.774)
1 1
Alternative:
GC GO = VΛ2B V−1 (7.775)
7-80
with
p
(2ζ 2 − 2ζ pζ 2 + 1 + 1)/(16ζ 2 )
diag(Λ2B ) = (7.776)
(2ζ 2 + 2ζ ζ 2 + 1 + 1)/(16ζ 2 )
p p
(ζ − ζ 2 + 1)/ω (ζ + ζ 2 + 1)/ω
V= (7.777)
1 1
The eigenvalues ΛBi never vanish. Then

p p
T (4ζ 4 − 4ζ 3 pζ 2 + 1 + 5ζ 2 − 3ζ pζ 2 + 1 + 1)/(2ω 3 ζ)
diag(ΛO ) = diag(V GO V) = . (7.778)
(4ζ 4 + 4ζ 3 ζ 2 + 1 + 5ζ 2 + 3ζ ζ 2 + 1 + 1)/(2ω 3 ζ)
7-81
7-82
Chapter 8
Aeroelasticity
8.1 Static Aeroelasticity

8.1.1 Typical Section
Equilibrium and Divergence
Torsion equilibrium of “rigid” semispan wing, “grounded” (at the fuselage? At the wind tunnel wall?) by
a torsional spring:
Kθ θ = qSeCL (α) + qScCMAC (8.1)
where:
• Kθ is the stiffness of the spring
• θ is the torsion of the spring (and the rigid rotation of the semispan wing)
2
• q is the dynamic pressure (1/2ρV∞ )
• S is the surface of the semispan wing
• CL is the lift coefficient
• CMAC is the aerodynamic moment coefficient with respect to the aerodynamic center (AC)
• α is the angle of attack
• c is the chord
• e is the offset between the spring pivot axis, or “feathering axis” (the “elastic axis” in the following),
and the aerodynamic center, positive when the aerodynamic center lies in front of the elastic axis.
Homework 8.1 Formulate Eq. (8.1) from scratch using the Virtual Work Principle.
Linearization:

Kθ θ = qSe CL0 + CL/α θ + qScCMAC (8.2)
since CMAC /α ≡ 0 by definition of aerodynamic center, i.e.

Kθ − qSeCL/α θ = qS (eCL0 + cCMAC ) (8.3)
For (static) stability:
Kθ − qSeCL/α > 0 (8.4)
8-1
Since q, S, CL/α , and Kθ are greater than zero, that condition yields
Kθ
q< (8.5)
SeCL/α
for e > 0; no restriction otherwise.
The limit value of the dynamic pressure, if it exists (i.e. it is positive), determines the so-called
“divergence” condition:
Kθ
qD = (8.6)
SeCL/α
Divergence is a static instability phenomenon.
Aeroelastic solution:
qS (eCL0 + cCMAC )
θ= (8.7)
Kθ − qSeCL/α
Non-aeroelastic solution:
qS (eCL0 + cCMAC )
θR = (8.8)
Kθ
This is the “conventional” solution: the loads are computed in the undeformed configuration, and applied
to the structure-only problem.
Aeroelastic correction: ratio between torsion with and without the aeroelastic contribution
qS (eCL0 + cCMAC )
θ Kθ − qSeCL/α Kθ 1 1
= = = = (8.9)
θR qS (eCL0 + cCMAC ) K θ − qSeC L/α qSeCL/α q
1− 1−
Kθ Kθ qD
Homework 8.2 Compute the aeroelastic correction as the ratio between the aerodynamic moment of a
flexible and a torsionally rigid wing.
Control Surfaces
Consider the dependence of the aerodynamic coefficients on the rotation β of a control surface (e.g. a
trailing edge one, like an aileron, an elevator, or a rudder); their linearization yields
CL (α, β) = CL0 + CL/α θ + CL/β β (8.10a)

CMAC (β) = CMAC0 + CMAC /β β (8.10b)
Coefficient increment with respect to the previously computed reference configuration:
∆CL (α, β) = CL/α ∆θ + CL/β β (8.11a)

∆CMAC (β) = CMAC /β β (8.11b)
Considering perturbations only, the original equilibrium equation becomes

Kθ ∆θ = qSe CL/α ∆θ + CL/β β + qScCMAC /β β (8.12)
i.e.

Kθ − qSeCL/α ∆θ = qS eCL/β + cCMAC /β β (8.13)
8-2
The left-hand side is identical to that of the previous case. The right-hand side is proportional to the
control surface deflection, β. Typically, CL/β > 0, whereas CMAC /β < 0. The right-hand side coefficient
can be positive or negative, depending on the values of the involved parameters.
Static stability is required; thus, for e > 0, q < qD is needed. The solution is

qS eCL/β + cCMAC /β
∆θ = β (8.14)
Kθ − qSeCL/α
Control Reversal
For the control surface to be effective, the CL increment resulting from a positive deflection must be
positive. Considering the aeroelastic solution,
∆CL (α, β) = CL/α ∆θ + CL/β β

!
qS eCL/β + cCMAC /β
= CL/α + CL/β β (8.15)
Kθ − qSeCL/α
In the ideal case of perfectly rigid wing, the lift coefficient increment is
∆CLR = CL/β β (8.16)
The ratio between the rigid and the deformable case yields

∆CL CL/α qS eCL/β + cCMAC /β
= +1 (8.17)
∆CLR CL/β Kθ − qSeCL/α
This ratio vanishes for

e CL/β
qCR = −qD (8.18)
c CMAC /β
which yields
∆CL 1 − q/qCR
= (8.19)
∆CLR 1 − q/qD
8.1.2 Static Aeroelasticity Problems as Eigenproblems

Divergence
The torsional equilibrium yields

Kθ − qSeCL/α θ = qS (eCL0 + cCMAC ) (8.20)
Its homogeneous part is

Kθ − qSeCL/α θ = 0 (8.21)
which can be interpreted as a generalized eigenproblem, the eigenvalue being the divergence dynamic
pressure q.
Control Reversal
Consider the linear system of equations represented by the torsional equilibrium perturbation and by the
lift increment definition,

Kθ − qSeCL/α ∆θ = qS eCL/β + cCMAC /β β (8.22a)
∆L = qSCL/α ∆θ + qSCL/β β (8.22b)
8-3
In matrix form, a direct solution (lift increment, ∆L, and incidentally wing torsion, ∆θ, as functions of
the prescribed control deflection, β) results from the problem

Kθ − qSeCL/α 0 ∆θ qS eCL/β + cCMAC /β
= β (8.23)
−qSCL/α 1 ∆L qSCL/β
(This problem can be solved in a staggered manner, as done earlier, since the matrix is triangular, so
the two equations are independent.)
Consider now an inverse problem (control deflection, β, and incidentally wing torsion, ∆θ, for a given
lift increment, ∆L); in matrix form, by rearranging the columns and the variables of the previous one:

Kθ − qSeCL/α −qS eCL/β + cCMAC /β ∆θ 0
= ∆L (8.24)
−qSCL/α −qSCL/β β −1
This problem can be solved, provided the matrix is non-singular. However, when the requested lift
increment vanishes, it degenerates into an eigenvalue problem,

Kθ 0 SeCL/α S eCL/β + cCMAC /β ∆θ 0
−q = (8.25)
0 0 SCL/α SCL/β β 0
whose solutions are two values of q. One of them is exactly zero, which corresponds to moving the control
surface when the aircraft is sitting on the ground, with zero airstream velocity and thus no aerodynamic
loads. Indeed, it meets the requirement of control reversal, i.e. a control deflection does not produce any
lift increment! The other one is identical to the value of qCR computed earlier.
Homework 8.3 Compute the eigenvalues of the problem.
8.1.3 Continuum, Exact Solution

Divergence
NOTE: this is NOT the way problems are usually solved. This is merely an example of how, under special
circumstances (constant properties, extremely simple structural and aerodynamic models) we can obtain
an analytical solution of problems formulated as differential equations.
Consider a cantilever, rectangular, uniform straight wing, modeled as a beam with strip theory (steady
approximation). Internal work:
Z b Z b
T T
δWint = δθ/x GJθ/x dx + δw/xx EJw/xx dx
0 0
Z b
b
= δθT GJθ/x 0 − δθT GJθ/xx dx
0
h ib Z b
T
b
+ δw/x EJw/xx − δwT EJw/xxx 0 + δwT EJw/xxxx dx (8.26)
0 0
External work:
Z b
T

δWext = q δwAC cCL + δθT c2 CMAC dx
0
Z Z !
b b
T T 2
=q δw cCL dx + δθ ceCL + c CMAC dx (8.27)
0 0
8-4
i.e.
Z b
δW = δθT GJθ/xx + q ecCL + c2 CMAC dx [torsion continuum equation]
0

+ δθ(0)T GJθ/x (0) [torsion BC at 0]

+ δθ(b)T −GJθ/x (b) [torsion BC at b]
Z b

+ δwT −EJw/xxxx + qcCL dx [bending continuum equation]
0

+ δw/x (0)T EJw/xx (0) [bending moment BC at 0]

+ δw/x (b)T −EJw/xx (b) [bending moment BC at b]

+ δw(0)T −EJw/xxx (0) [shear force BC at 0]

+ δw(b)T EJw/xxx (b) [shear force BC at b] (8.28)
Since CM A is constant and CL only depends on θ, CL = CL/α θ, the torsion problem does not depend
on the transverse displacement w, so the two problems of torsion and bending can be decoupled, and
torsion can be solved first.
Consider
GJθ/xx + qecCL/α θ = 0 (8.29)
with θ = Aejχx ; then

−χ2 GJ + qecCL/α θ = 0 (8.30)
thus
θ(x) = Ac cos(χx) + As sin(χx) (8.31)
The boundary condition θ(0) = 0 implies that Ac ≡ 0. The other boundary condition, GJθ/x (b) = 0,
requires
χGJ cos(χb) = 0, (8.32)
i.e.
π
χi = (2i − 1), i ∈ N+ (8.33)
2b
The corresponding dynamic pressures are
GJ π 2 GJ
qi = χ2i = (2i − 1) (8.34)
ecCL/α 2b ecCL/α
The smallest positive is qD , the one associated with divergence,
π 2 GJ/b
qD = . (8.35)
4 ebcCL/α
Note that GJ/b is the stiffness of a bar of length b, and bc = S is the surface of the rectangular wing.
The torsional shape that corresponds to divergence is
π x
θD (x) = sin (8.36)
2b
Although of little use, the bending shape that corresponds to divergence is readily computed by
solving the problem
EJw/xxxx = qcCL/α θD (x) (8.37)
8-5
i.e.
EJw/xxxx = qcCL/α sin(χ1 x) (8.38a)
cCL/α
EJw/xxx = q (− cos(χ1 x)) [considering EJw/xxx (b) = 0] (8.38b)
χ1
cCL/α
EJw/xx = q (− sin(χ1 x) + 1) [considering EJw/xx (b) = 0] (8.38c)
χ21
cCL/α
w/x = q (cos(χ1 x) + χ1 x − 1) [considering w/x (0) = 0] (8.38d)
EJχ31
2

cCL/α 2x
w=q sin(χ1 x) + χ1 − χ1 x [considering w(0) = 0] (8.38e)
EJχ41 2
Control Reversal
NOTE: this is NOT the way problems are usually solved. This is merely an example of how, under special
circumstances (constant properties, extremely simple structural and aerodynamic models) we can obtain
an analytical solution of problems formulated as differential and integro-differential equations.
Same problem as as above; consider now the deflection of a trailing edge surface that extends from
xβ to the tip of the wing, such that CL = CL/α θ + CL/β β, CMAC = CMAC /β β.
Steps:
• compute shape functions (same as above);
• through VWP generate equations;
• add the definition of the lift and set it to zero.
Consider
n
X
θ(x) = sin(χi x)γi (8.39)
i=1
with n → ∞. VWP:
Z b Z b
T

δθ/x GJθ/x dx = q δθT ecCL/α θ + step(x − xβ ) ecCL/β + c2 CMAC /β β dx (8.40)
0 0
i.e.
Z !
b
δγjT T
χj cos(χj x) GJχi cos(χi x) dx γi
0
Z ! Z !
b b
= δγjT q T
sin(χj x) ecCL/α sin(χi x) dx γi + δγjT q sin(χj x) T 2
ecCL/β + c CMAC /β dx β
0 xβ
(8.41)
The first two integrals are non-zero only when j ≡ i, thus
b 2 bc cos(χi xβ )
χi GJγi = qe CL/α γi + q ecCL/β + c2 CMAC /β β (8.42)
2 2 χi
i.e.

cos(χi xβ )b ecCL/β + c2 CMAC /β
cos(χi xβ ) π3
q ecCL/β + c2 CMAC /β (2i − 1)3 GJ/b
χi 16
γi = β=q β (8.43)
b 2 bc 1 q
χ GJ − qe CL/α 1−
2 i 2 (2i − 1)2 qD
8-6
The total lift is
Z b

L=q c CL/α θ + step(x − xβ )CL/β β dx
0
n Z b ! Z ! !
X b
=q cCL/α sin(χi x) dx γi + cCL/β dx β
i=1 0 xβ
n
!
X cCL/α
=q γi + xβ cCL/β β (8.44)
i=1
χi
The control reversal dynamic pressure is the value of q that makes L = 0 ∀β; alternatively, it is the
smallest positive eigenvalue q of the problem
 
b 2
χ1 GJ ... 0 ... 0
 2 
.. .. .. ..
 
 

 . . . . 

 b 2 
 0 ... χ GJ ... 0 
 2 i 
.. .. ..
 
 .. 
 . . . . 
0 ... 0 ... 0
  
ebc cos(χ1 xβ ) 
ecCL/β + c2 CMAC /β

CL/α ... 0 ... 
 γ1



 2 χ1  
 




 .. .. .. ..  
 ..


.   

 . . . 
 

 .




ebc cos(χi xβ )
 
  
−q 2 =0 (8.45)
0 ecCL/β + c CMAC /β 

... CL/α ... γi
 2 χi  
 



 .. .. .. ..

 
 ..



 . . . .  
 .


  
 

cCL/α cCL/α  
  

β 
 
... ... xβ cCL/β 
χ1 χi
8.1.4 Discrete Problem

Divergence
Consider the virtual work of a slender, straight wing (torsion only, since we learned that for straight
wings static bending and torsion are decoupled):
Z ℓ Z ℓ Z ℓ
T T
δW = − δθ/x GJθ/x dx + δwAC qcCL dx + δθT qc2 CMAC dx (8.46)
0 0 0
The transverse displacement of the aerodynamic center, wAC , is
wAC = eθ (8.47)
since only torsion is considered, which yields
Z ℓ Z ℓ
T

δW = − δθ/x GJθ/x dx + q δθT ecCL + c2 CMAC dx (8.48)
0 0
Consider an approximated torsional rotation
θ(x) = N (x)q (8.49)
and a linearized lift coefficient, CL = CL0 + CL/α θ. The virtual work becomes
Z ℓ Z ℓ Z ℓ

δW = −δq T N T/x GJN /x dx q + qδq T N T ecCL0 + c2 CMAC dx +qδq T N T ecCL/α N dx q
0 0 0
| {z } | {z } | {z }
K fa Ka
(8.50)
8-7
i.e.
(K − qKa ) q = qf a (8.51)
The (static) solution is
−1
q = (K − qKa ) qf a (8.52)
The divergence problem results from considering the homogeneous part,
(K − qKa ) q = 0 (8.53)
which has as many eigenvalues as the order of the problem. The divergence dynamic pressure is the
smallest positive one.
Control Reversal
Consider the perturbation of the previously written virtual work, including the dependence of the aero-
dynamic coefficients on the control surface deflection,
Z ℓ Z ℓ
T
δW = −δq T
N /x GJN /x dx ∆q + qδq T
N T ecCL/α N dx ∆q
|0 {z } |0 {z }
K Ka
Z ℓ
+ qδq T N T ecCL/β + c2 CMAC /β dx β (8.54)
|0 {z }
fβ
where it is assumed that the coefficients’ derivatives with respect to β vanish where there is no control
surface.
The lift increment can be computed by considering the work done by the lift per unit span for a
uniform virtual displacement of the aerodynamic center,
Z ℓ
T
δWL = δwAC qc∆CL dx (8.55)
0
with δwAC = 1 · δqL . Then

Z ℓ Z ℓ
T T T
δqL ∆L = qδqL cCL/α N dx ∆q + qδqL cCL/β dx β (8.56)
|0 {z } | 0 {z }
Lq Lβ
i.e.
∆L = qLq ∆q + qLβ β (8.57)
The direct problem is now

K − qKa 0 ∆q qf β
= β (8.58)
−qLq 1 ∆L qLβ
The corresponding inverse problem is

K − qKa −qf β ∆q 0
= ∆L (8.59)
−qLq −qLβ β −1
The eigenproblem that computes the control reversal dynamic pressure is

K 0 Ka f β ∆q 0
−q = (8.60)
0 0 Lq Lβ β 0
This problem yields as many eigenvalues (dynamic pressures) as the number of structural degrees of
freedom, plus one, which is zero by definition. Of the non-zero eigenvalues, the smallest positive one is
the control reversal dynamic pressure.
8-8
8.1.5 Roll Problem
This problem illustrates the correction introduced by static aeroelasticity to the flight dynamics of an
aircraft.
The virtual work includes contributions from inertia forces, elasticity, and aerodynamics:
• inertia forces: fin = −mẅCM
T
• elasticity: torsion (δθ/ξ GJθ/ξ ) and bending (δhT/ξξ EJh/ξξ )
• aerodynamics:
∂L
= qcCL = qc CL/α α + CL/β β (8.61a)
∂ξ
∂MAC
= qc2 CMAC = qc2 CMAC /β β (8.61b)
∂ξ
with α ≈ θ − ḣ/V∞ .
It is assumed from the beginning that the wing torsion, θ(ξ), is statically approximated, i.e. its time
derivatives are neglected: θ̇(ξ) = 0, θ̈(ξ) = 0. The transverse displacement of the elastic axis, h, is
decomposed in a rigid body motion, associated with the bank angle, ϕ, and a bending deformation, ĥ,
i.e.
h(ξ) = y(ξ)ϕ + ĥ(ξ) (8.62)
where y(ξ) is the distance of the point of coordinate ξ from the roll axis (in our simple kinematic model,
y(ξ) ≡ ξ). The bending deformation is statically approximated as well, i.e.
˙ ✚
ĥ(ξ)
ḣ(ξ) = y(ξ)ϕ̇ + ✚ = yp (8.63a)
¨✚
ĥ(ξ)
ḧ(ξ) = y(ξ)ϕ̈ + ✚ = y ṗ (8.63b)
with p = ϕ̇, but
δh(ξ) = y(ξ)δϕ + δ ĥ(ξ) (8.64)
and
h/ξξ (ξ) = ĥ/ξξ (ξ) (8.65)
since the roll motion, being rigid, does not participate in bending strain.
Virtual work:
0 = δW
Z b Z b Z b Z b
=− T
δwCM mẅCM dξ − δθ Jp✟θ̈✟ dξ −
T T
δθ/ξ GJθ/ξ dξ − δhT/ξξ EJh/ξξ dξ
0 0 0 0
Z b Z b
T

+q δwAC c CL/α α + CL/β β dξ + q δθT c2 CMAC /β β dξ (8.66)
0 0
The kinematic quantities that appear in the virtual work are

wCM = h − d · θ = yϕ + ĥ − d · θ (8.67a)
wAC = h + e · θ = yϕ + ĥ + e · θ (8.67b)
which, according to the previously stated assumptions, imply
¨✚
ẅCM = ḧ − d · ✟θ̈✟ = y ϕ̈ + ✚ĥ = y ṗ (8.68a)
δwCM = δh − d · δθ = yδϕ + δ ĥ − d · δθ (8.68b)
δwAC = δh + e · δθ = yδϕ + δ ĥ + e · δθ (8.68c)
8-9
Furthermore,
yp
α≈θ− (8.69)
V∞
The virtual work becomes
0 = δW
Z b T Z b Z b
T
=− yδϕ + δ ĥ − d · δθ my ṗ dξ −
δθ/ξ GJθ/ξ dξ − δ ĥT/ξξ EJ ĥ/ξξ dξ
0 0
Z b " ! # 0 Z b
T yp
+q yδϕ + δ ĥ + e · δθ c CL/α θ − + CL/β β dξ + q δθT c2 CMAC /β β dξ
0 V∞ 0
" Z Z b Z b Z b !#
b
T 2 2 p
= δϕ − my dξ ṗ + q ycCL/α θ dξ − y cCL/α dξ + ycCL/β dξ β
0 0 0 V∞ 0
Z b Z b
T
− δ ĥ my dξ ṗ − δ ĥT/ξξ EJ ĥ/ξξ dξ
0 0
Z b Z b Z b !
T T p T
+q δ ĥ cCL/α θ dξ − δ ĥ ycCL/α dξ + δ ĥ cCL/β dξ β
0 0 V∞ 0
Z b Z b
− δθT (−myd) dξ ṗ − T
δθ/ξ GJθ/ξ dξ
0 0
Z b Z b Z b !
T T p T
2

+q δθ ecCL/α θ dξ − δθ yecCL/α dξ + δθ ecCL/β + c CMAC /β dξ β (8.70)
0 0 V∞ 0
None of the forces depend1 on ĥ; as such, the equations that result from the virtual work for a virtual
displacement δ ĥ can be solved separately, after the rest of the problem is solved.
Rigid Body Roll Equation. The contribution that does work for δϕ is the rigid body roll equation.
It contains the usual terms:
• half of the wing’s contribution to the roll inertia, which can be transformed into half of the entire
aircraft’s roll inertia by adding half of the airframe’s roll inertia,
Z b
Jx Jairframe
= + my 2 dξ (8.71)
2 2 0
• half of the roll moment stability derivative with respect to the roll rate,
Z b
ℓ/p
=− y 2 cCL/α dξ (8.72)
2 0
• half of the roll moment control derivative with respect to the aileron deflection,
Z b
ℓ/β
= ycCL/β dξ (8.73)
2 0
assuming that CL/β is non-zero only in the portion of span occupied by the aileron,
and, additionally,
˙
1 This is true because we statically approximated aeroelasticity, thus neglecting the contribution of ĥ to the angle of
attack, and because the wing is not swept; a later Section will show how wing sweep calls for the participation of wing
bending to the determination of the angle of attack even in static problems.
8-10
• a term that represents the torsion correction,
Z b
ℓθ
= ycCL/α θ dξ (8.74)
2 0
The resulting equation is

p
Jx ṗ = qℓ/p + qℓ/β β + qℓθ (8.75)
V∞
The term ℓθ vanishes in case of infinitely stiff wing, yielding the usual rigid body roll dynamics equation2 .
In order to be able to solve the problem, let us discretize the torsion as θ(ξ) = N (ξ)q. The torsion
correction to the roll dynamics equation becomes
Z b
ℓθ ℓq
= ycCL/α N dξ q = q (8.76)
2 0 2
Torsion Equation. After discretization, the torsion equation becomes

Z b Z b
N T (−myd) dξ ṗ + N T/ξ GJN /ξ dξ q
0 0
Z Z Z !
b b b
T T p T
2

=q N ecCL/α N dξ q − N yecCL/α dξ + N ecCL/β + c CMAC /β dξ β
0 0 V∞ 0
(8.77)
Its contributions are

• a static moment,
Z b
SqT = N T (−myd) dξ (8.78)
0
which expresses the generalized torsional moment caused by the roll rate ṗ; it vanishes when the
center of mass is on the elastic axis, and thus d = 0;
• the elastic torsional stiffness,
Z b
K= N T/ξ GJN /ξ dξ (8.79)
0
(the same that was already met in the clamped wing case);
• the aerodynamic “torsional stiffness”,
Z b
Ka = N T ecCL/α N dξ (8.80)
0
(Note a formal analogy with the mass matrix of the bar, namely the integrand consisting of
N T (·)N .)
• the generalized torsional moment caused by the deflection of the control surface,
Z b
f /β = N T ecCL/β + c2 CMAC /β dξ (8.81)
0
2 This equation is missing the contribution of the tail surfaces to the moment stability derivative with respect to the roll
rate, which is here neglected for simplicity.
8-11
• the generalized torsional moment caused by the roll rate,
Z b
f /p = − N T yecCL/α dξ (8.82)
0
The resulting equation is

T p
(K − qKa ) q = −Sq ṗ + q f /p + f /β β (8.83)
V∞
whereas the roll equation is now
p
Jx ṗ = qℓ/p + qℓ/β β + qℓ/q q (8.84)
V∞
Those two equations represent a system of differential-algebraic equations3 (DAE).
Roll Dynamics with Static Aeroelastic Correction. The roll dynamics problem with static aeroe-
lastic correction can be formulated by solving the torsional moment equation, which is static,

−1 p
q = (K − qKa ) −SqT ṗ + q f /p + f /β β (8.85)
V∞
and by replacing its solution in the roll dynamics equation,

p −1 p
Jx ṗ = qℓ/p + qℓ/β β + qℓ/q (K − qKa ) −SqT ṗ + q f /p + f /β β (8.86)
V∞ V∞
which yields
p
−1 −1
Jx + qℓ/q (K − qKa ) SqT ṗ = q ℓ/p + ℓ/q (K − qKa ) qf /p
V
∞
−1
+ q ℓ/β + ℓ/q (K − qKa ) qf /β β (8.87)
i.e. the roll dynamics equation with static aeroelastic corrections to Jx , ℓ/p , and ℓ/β .
Consistent problems arise when the problem is rewritten in the form

T
K − qKa Sq f /p p f /β 0
q+ ṗ − q −q β= (8.88)
−qℓ/q Jx ℓ/p V∞ ℓ/β 0
In this case, p and ṗ are considered independent variables; the problem has n + 1 equations (where n is
the number of torsion generalized coordinates, q) and n + 3 variables: q, p, ṗ, and β.
Consistent Problems
Consistent problems are obtained by arbitrarily setting to zero one of the variables p, ṗ, or β, and
prescribing the value of another one. For example:
a) initial roll acceleration ṗ for prescribed aileron deflection β. This case occurs when the aircraft is
not rolling, and the aileron is suddenly actuated. Assume p = 0; the problem becomes

K − qKa SqT q f /β
=q β (8.89)
−qℓ/q Jx ṗ ℓ/β
The matrix must be non-singular. Consider the eigenproblem

K SqT Ka 0 q 0
−q = (8.90)
0 Jx ℓ/ q 0 ṗ 0
The lowest positive eigenvalue q represents the divergence dynamic pressure specific for this ma-
neuver.
3 Of index 1, to be precise. For a definition of index of a DAE see for example [10].
8-12
b) aileron deflection β for prescribed initial roll acceleration ṗ. This problem gives the amount of
aileron deflection that is required to obtain the desired initial roll acceleration when the aircraft is
not rolling. Assume p = 0; the problem becomes
T
K − qKa −qf /β q Sq
=− ṗ (8.91)
−qℓ/q −qℓ/β β Jx

K 0 Ka f /β q 0
−q = (8.92)
0 0 ℓ/q ℓ/β β 0
The lowest positive eigenvalue q represents the control reversal dynamic pressure specific for this
maneuver.
c) asymptotic roll rate p for prescribed aileron deflection β. This problem gives the asymptotic roll
rate that can be obtained by deflecting the aileron by a given amount. Assume ṗ = 0; the problem
becomes

K − qKa −qf /p q f /β
=q β (8.93)
−qℓ/q −qℓ/p p/V∞ ℓ/β

K 0 Ka f /p q 0
−q = (8.94)
0 0 ℓ/q ℓ/p p/V∞ 0
The lowest positive eigenvalue q represents the divergence dynamic pressure specific for this ma-
neuver.
d) aileron deflection β for prescribed asymptotic roll rate p. This problem gives the amount of aileron
deflection that is required to obtain the desired asymptotic roll rate, i.e. when the aircraft is no
longer accelerating in roll. Assume ṗ = 0; the problem becomes

K − qKa −qf /β q f /p p
=q (8.95)
−qℓ/q −qℓ/β β ℓ/p V∞
The matrix must be non-singular. The eigenproblem is the same of that of case (b).
e) initial roll acceleration ṗ for prescribed initial roll rate p. This problem gives the roll acceleration
that is obtained when the aircraft is rolling with the given roll rate and the aileron is suddenly
brought back to neutral position. Assume β = 0; the problem becomes

K − qKa SqT q f /p p
=q (8.96)
−qℓ/q Jx ṗ ℓ/p V∞
The matrix must be non-singular. The resulting eigenproblem is the same of that of case (a).
f) roll rate p required for prescribed roll acceleration ṗ. This problem gives the initial roll rate that
is necessary for instantaneous equilibrium when the aircraft is accelerating with the given roll
acceleration and the aileron is in neutral position4 . Assume β = 0; the problem becomes
T
K − qKa −qf /p q Sq
=− ṗ (8.97)
−qℓ/q −qℓ/p p/V∞ Jx
The matrix must be non-singular. The eigenproblem is the same of that of case (c).
At this point, if needed, one can compute the bending deformation by discretizing and solving the
bending equation resulting from the terms in δ ĥ in the virtual work of Eq. (8.70)
Homework 8.4 Discretize and solve the bending equation.

4 Admittedly, this problem seems to make very little sense.
8-13
8.1.6 Swept Wing
V∞ b
ĉ
Figure 8.1: Swept wing
Angle of Attack, Lift Coefficient

Classical Approach Airfoils are aligned with V∞ ; the angle of attack is the rotation about an axis
orthogonal to V∞ . Rotation about the elastic axis: θ(ŷ). Transverse displacement of elastic axis: w(ŷ).
Rotation associated with bending about an axis normal to the elastic axis: w/ŷ . The projection of the
rotation along axis y yields
α = cos(Λ)θ − sin(Λ)w/ŷ . (8.98)
So the rotation associated with wing bending, w/ŷ , produces a contribution that is negative when the
wing is swept backwards (positive sweep angle Λ). On the contrary, in case forward sweep (negative
sweep angle Λ) the rotation associated with wing bending, w/ŷ , produces a positive contribution to the
angle of attack.
Lift per unit span:
∂L 1 2
= ρV∞ cCL (α) (8.99)
∂y 2
with CL (α) defined for an airfoil that lies in a plane parallel to V∞ .
When considering unsteady boundary conditions, the angle of attack also includes a contribution
−ẇBC /V∞ . The 3/4 chord point should be used for wBC , i.e. ẇBC = ẇ + (e − c/2)(cos(Λ)θ̇ − sin(Λ)ẇ/ŷ ).
V∞
y
θ ŷ
w/ŷ
Figure 8.2: Swept wing: angle of attack
8-14
V∞
y
Λ sin(Λ)V∞
−w/ŷ sin(Λ)V∞
ŷ
w/ŷ
ŷ
cos(Λ)V∞
sin(Λ)V∞
V∞
Figure 8.3: Swept wing: velocity composition
Alternative Approach Airfoils are normal to the elastic axis; the angle of attack is the angle formed
by the components of the velocity that lie in the plane of the airfoil. The component of the velocity in
the plane of the airfoil is V⊥ = cos(Λ)V∞ . The component of the velocity parallel to the elastic axis is
Vk = sin(Λ)V∞ . After bending, the component of Vk that is orthogonal to the wing is Vk⊥ = −w/ŷ Vk .
The contribution of Vk⊥ to the angle of attack is Vk⊥ /V⊥ . The angle of attack is thus
α̂ = θ + Vk⊥ /V⊥ = θ − tan(Λ)w/ŷ . (8.100)
Lift per unit span:

∂L 1 2
= ρ (cos(Λ)V∞ ) ĉĈL (α̂) (8.101)
∂ ŷ 2
with ĈL (α̂) defined for an airfoil that lies in the plane of section, and ĉ = cos(Λ)c.
The two approaches must give the same amount of lift:

∂L ∂L
dy = dŷ (8.102)
∂y ∂ ŷ
with dŷ = dy/ cos(Λ), i.e.
1 2 1 2
ρV∞ cCL (α)dy = ρ (cos(Λ)V∞ ) ĉĈL (α̂)dŷ
2 2
dy
cCL (α)dy = cos2 (Λ) cos(Λ)cĈL (α̂)
cos(Λ)
CL (α) = cos2 (Λ)ĈL (α̂) (8.103)
Consider a linearization of the lift coefficients:
CL/α α = cos2 (Λ)ĈL/α̂ α̂ (8.104)
Note that

α = cos(Λ)θ − sin(Λ)w/ŷ = cos(Λ) θ − tan(Λ)w/ŷ = cos(Λ)α̂ (8.105)
8-15
Table 8.1: Swept wing: summary of approaches.
Classical Approach Alternative Approach
Span b b̂ = b/ cos(Λ)
Spanwise axis dy dŷ = dy/ cos(Λ)
Chord c ĉ = cos(Λ)c
Dynamic pressure q = 12 ρV∞
2
q̂ = 12 ρ(cos(Λ)V∞ )2 = cos2 (Λ)q
Angle of attack α = cos(Λ)θ − sin(Λ)w/ŷ α̂ = θ − tan(Λ)w/ŷ = α/ cos(Λ)
Lift coefficient slope CL/α (≈ 2π) ĈL/α̂ = CL/α / cos(Λ)
So
CL/α cos(Λ)α̂ = cos2 (Λ)ĈL/α̂ α̂ (8.106)
i.e. ĈL/α̂ = CL/α / cos(Λ).

When considering unsteady boundary conditions, the angle of attack also includes a contribution
−ẇBC /(cos(Λ)V∞ ). The 3/4 chord point should be used for wBC , i.e. ẇBC = ẇ+(ê−ĉ/2)(θ̇−tan(Λ)ẇ/ŷ ).
Virtual Work Principle

Internal Work
Z b̂ Z b̂
T T
δWint = δθ/ŷ GJθ/ŷ dŷ + δw/ŷ ŷ EJw/ŷ ŷ dŷ (8.107)
0 0
Aerodynamic Work Classical approach: consider the rotation about the section, θ̃ = cos(Λ)θ −
sin(Λ)w/ŷ (currently identical to α; we use a different name to avoid confusion later in the dynamic case)
and the displacement of the aerodynamic center, w̃AC = w + e(cos(Λ)θ − sin(Λ)w/ŷ ). The virtual work
of a section dy is
∂δW ∂MaAC T ∂L
dy = δ θ̃T dy + δ w̃AC dy
∂y ∂y ∂y

∂L ∂MaAC ∂L ∂MaAC ∂L
= δwT T
− δw/ŷ sin(Λ) +e + δθT cos(Λ) +e dy
∂y ∂y ∂y ∂y ∂y
(8.108)
Consider now the alternative approach; the displacement of the aerodynamic center is wAC = w + êθ.
The virtual work of a section dŷ is
∂δW ∂ M̂aAC T ∂ L̂
dŷ = δθT dŷ + δwAC dŷ
∂ ŷ ∂ ŷ ∂ ŷ
!!
∂ L̂
T ∂ M̂aAC ∂ L̂
= δw + δθT + ê dŷ
∂ ŷ ∂ ŷ ∂ ŷ
!!
∂ L̂ ∂ M̂aAC ∂ L̂ dy
= δwT + δθT + cos(Λ)e (8.109)
∂ ŷ ∂ ŷ ∂ ŷ cos(Λ)
Equating the two works yields
∂L ∂ L̂ 1
= (8.110)
∂y ∂ ŷ cos(Λ)
!
∂MaAC ∂L ∂ M̂aAC ∂ L̂ 1
cos(Λ) +e = + cos(Λ)e (8.111)
∂y ∂y ∂ ŷ ∂ ŷ cos(Λ)
8-16
V∞
y
Λ
− tan(Λ)∂ M̂ /∂ ŷ
∂ M̂ /∂ ŷ ŷ
Figure 8.4: Swept wing: aerodynamic moment in alternative approach.
i.e.
∂ L̂ ∂L
= cos(Λ) (8.112)
∂ ŷ ∂y
∂ M̂aAC ∂MaAC
= cos2 (Λ) (8.113)
∂ ŷ ∂y
The latter implies ĈMAC = CMAC / cos2 (Λ).

It also appears that a term is missing from our simplified description of the alternative approach,
i.e. the term that works for the virtual rotation δw/ŷ . This indicates that the spanwise flow is actually
producing a moment as a consequence of the bending slope; such moment,
!
∂MaAC ∂L ∂ M̂aAC ∂ L̂ 1
− sin(Λ) +e = − tan(Λ) + ê (8.114)
∂y ∂y ∂ ŷ ∂ ŷ cos(Λ)
is exactly what is required about the chord to produce a moment about the axis normal to V∞ , i.e. to
“straighten up” the aerodynamic moment.
External Work (Aerodynamics Only): Classical Approach

Z b Z b
a ∂MaAC
T T ∂L
δWext = δ θ̃ dy + δ w̃AC dy
0 ∂y 0 ∂y
Z b T
= cos(Λ)δθ − sin(Λ)δw/ŷ qc2 CMAC dy
0
Z b
T
+ δw + e cos(Λ)δθ − e sin(Λ)δw/ŷ qc CL0 + CL/α cos(Λ)θ − sin(Λ)w/ŷ dy
0
Z b
=q δθT cos(Λ) c2 CMAC + ecCL0 + cos2 (Λ)ecCL/α θ − cos(Λ) sin(Λ)ecCL/α w/ŷ dy
0
Z b
+q δwT cCL0 + cos(Λ)cCL/α θ − sin(Λ)cCL/α w/ŷ dy
0
Z b
+q T
δw/ŷ − sin(Λ) c2 CMAC + ecCL0 − sin(Λ) cos(Λ)ecCL/α θ + sin2 (Λ)ecCL/α w/ŷ dy
0
(8.115)
8-17
External Work (Aerodynamics Only): Alternative Approach
Z b̂ Z b̂
a ∂MaAC ∂L
δWext = δθT dŷ + T
δwAC dŷ
0 ∂ ŷ 0 ∂ ŷ
Z b̂
= δθT q̂ĉ2 ĈMAC dŷ
0
Z b̂
T
+ (δw + êδθ) q̂ĉ ĈL0 + ĈL/α̂ θ − tan(Λ)w/ŷ dŷ
0
Z b̂
T

− δw/ŷ tan(Λ) q̂ĉ2 ĈMAC + êq̂ĉ ĈL0 + ĈL/α̂ θ − tan(Λ)w/ŷ dŷ
0
Z b̂
= q̂ δθT ĉ2 ĈMAC + êĉĈL0 + êĉĈL/α̂ θ − êĉĈL/α̂ tan(Λ)w/ŷ dŷ
0
Z b̂
+ q̂ δwT ĉĈL0 + ĉĈL/α̂ θ − tan(Λ)ĉĈL/α̂ w/ŷ dŷ
0
Z b̂
T
− q̂ δw/ŷ tan(Λ)ĉ2 ĈMAC + tan(Λ)êĉĈL0 + tan(Λ)êĉĈL/α̂ θ − tan2 (Λ)êĉĈL/α̂ w/ŷ dŷ
0
Z b
=q δθT cos(Λ) c2 CMAC + ecCL0 + cos2 (Λ)ecCL/α θ − cos(Λ) sin(Λ)ecCL/α w/ŷ dy
0
Z b
+q δwT cCL0 + cos(Λ)cCL/α θ − sin(Λ)cCL/α w/ŷ dy
0
Z b
+q T
δw/ŷ − sin(Λ) c2 CMAC + ecCL0 − sin(Λ) cos(Λ)ecCL/α θ + sin2 (Λ)ecCL/α w/ŷ dy
0
(8.116)
i.e. the two approaches give the same expressions.
Exact solution Integration by parts:

b̂ b̂ b̂
δWint = δθT GJθ/ŷ 0 + δw/ŷ
T
EJw/ŷŷ − δwT EJw/ŷŷŷ 0

0
Z b̂ Z b̂
− δθT GJθ/ŷŷ dŷ + δwT EJw/ŷŷŷŷ dŷ (8.117)
0 0
TODO
Approximated Solution
w(ŷ) = N w (ŷ)q w (8.118)
θ(ŷ) = N θ (ŷ)q θ (8.119)
Internal work:
Z b̂ Z b̂
δWint = δq Tθ N Tθ/ŷ GJN θ/ŷ dŷq θ + δq Tw N Tw/ŷŷ EJN w/ŷŷ dŷq w (8.120)
0 0
i.e.
Z b̂
Kθθ = N Tθ/ŷ GJN θ/ŷ dŷ (8.121)
0
Z b̂
Kww = N Tw/ŷŷ EJN w/ŷŷ dŷ (8.122)
0
8-18
External work: aerodynamics
Z b̂
a
δWext = qδq Tθ N Tθ cos2 (Λ) c2 CMAC + ecCL0 dŷ
0
Z b̂
+ qδq Tθ N Tθ cos3 (Λ)ecCL/α N θ dŷq θ
0
Z b̂
− qδq Tθ N Tθ cos2 (Λ) sin(Λ)ecCL/α N w/ŷ dŷq w
0
Z b̂
+ qδq Tw N Tw cos(Λ)cCL0 dŷ
0
Z b̂
+ qδq Tw N Tw cos2 (Λ)cCL/α N θ dŷq θ
0
Z b̂
− qδq Tw N Tw cos(Λ) sin(Λ)cCL/α N w/ŷ dŷq w
0
Z b̂
− qδq Tw N Tw/ŷ cos(Λ) sin(Λ) c2 CMAC + ecCL0 dŷ
0
Z b̂
− qδq Tw N Tw/ŷ cos2 (Λ) sin(Λ)cCL/α N θ dŷq θ
0
Z b̂
+ qδq Tw N Tw/ŷ cos(Λ) sin2 (Λ)cCL/α N w/ŷ dŷq w (8.123)
0
i.e.
Z b̂
f aθ = N Tθ cos2 (Λ) c2 CMAC + ecCL0 dŷ (8.124a)
0
Z b̂ Z b̂
f aw = N Tw cos(Λ)cCL0 dŷ − N Tw/ŷ cos(Λ) sin(Λ) c2 CMAC + ecCL0 dŷ (8.124b)
0 0
Z b̂
Kaθθ = N Tθ cos3 (Λ)ecCL/α N θ dŷ (8.124c)
0
Z b̂
Kaθw = − N Tθ cos2 (Λ) sin(Λ)ecCL/α N w/ŷ dŷ (8.124d)
0
Z b̂ Z b̂
Kawθ = N Tw cos2 (Λ)cCL/α N θ dŷ − N Tw/ŷ cos2 (Λ) sin(Λ)cCL/α N θ dŷ (8.124e)
0 0
Z b̂ Z b̂
Kaww = − N Tw cos(Λ) sin(Λ)cCL/α N w/ŷ dŷ + N Tw/ŷ cos(Λ) sin2 (Λ)cCL/α N w/ŷ dŷ
0 0
(8.124f)
Inertia forces: wCM = w + dθ

Z b̂ Z b̂
i
δWext =− δθT Jp θ̈ dŷ − T
δwCM mẅCM dŷ
0 0
Z Z !
b̂ b̂
= −δq Tθ N Tθ Jp + d2 m N θ dŷq̈ θ + N Tθ dmN w dŷq̈ w
0 0
Z Z !
b̂ b̂
− δw T
N Tw dmN θ dŷq̈ θ + N Tw dmN w dŷq̈ w (8.125)
0 0
8-19
i.e.
Z b̂
Mθθ = N Tθ Jp + d2 m N θ dŷ (8.126)
0
Z b̂
Mθw = N Tθ dmN w dŷ (8.127)
0
Z b̂
Mwθ = N Tw dmN θ dŷ = MTθw (8.128)
0
Z b̂
Mww = N Tw dmN w dŷ (8.129)
0
The approximated problem is

Mθθ Mθw q̈ θ Kθθ 0 Kaθθ Kaθw qθ f aθ
+ −q =q
MTθw Mww q̈ w 0 Kww Kawθ Kaww qw f aw
(8.130)
When Λ = 0, the problem reduces to

Mθθ Mθw q̈ θ Kθθ 0 Kaθθ 0 qθ f aθ
+ −q =q ,
MTθw Mww q̈ w 0 Kww Kawθ 0 qw 0
(8.131)
i.e. as it was already pointed out the torsion equations do not depend on bending, and thus can be solved
separately for the torsion variables, q θ , which are subsequently used to solve the bending equations for
the bending variables, q w .
8.2 Unsteady Aerodynamics

So far, we only used steady aerodynamics, i.e. we assumed that aerodynamic loads instantaneously
adapt to time-varying changes of the boundary conditions (e.g. the angle of attack, α, when the strip
theory is considered). Such an approximation is valid only when the changes in boundary conditions are
significantly slower than the intrinsic dynamics of the aerodynamic loads.
In the following, the notion of unsteady aerodynamics will be presented. Subsequently, the steps
required to correctly connect an unsteady aerodynamics model and the corresponding structural problem
will be detailed, to produce a well-formulated aeroelastic problem.
A parameter that gives an important indication of whether unsteadiness is important in aerodynamics
is the so-called reduced frequency, a nondimensional frequency that expresses the relative scale of a
structural dynamics frequency with respect to what can be interpreted as a characteristic scale of the
dynamics of the aerodynamic loads.
The reduced frequency is usually indicated with k. In a more general sense, it is worth considering
the nondimensional Laplace variable,
ℓ
p= s (8.132)
V∞
which is conventionally non-dimensionalized using the airstream velocity, V∞ , and a reference length ℓ
(often the half-chord, ℓ = c/2).
It can be decomposed in its real and imaginary parts,
ℓ ℓ ℓ
p = h + jk = s= σ+j ω (8.133)
V∞ V∞ V∞
where h is the reduced real part5 of the Laplace variable, whereas k is the previously mentioned reduced
frequency.
5 Not to be confused with the variable that indicates the heave — or plunge — motion, nor with the impulse response
function!
8-20
Ignoring the initial value contribution, differentiation with respect to time in the Laplace domain
corresponds to multiplication by s, namely L(f˙(t)) = sf (s); as such,
V∞
L(f˙(t)) = sf (s) = pf (p) (8.134)
ℓ
Similar considerations apply to the Fourier transform,
V∞
F(f˙(t)) = jωf (jω) = jkf (jk) (8.135)
ℓ
8.2.1 Unsteady Strip Theory

This section is intended to exemplify how unsteadiness can be handled in 2D aerodynamic models; it
should not be used as a compendium of unsteady aerodynamics theory, which is better dealt with in
dedicated books.
The term strip theory indicates a simple aerodynamic model which assumes that each airfoil produces
aerodynamic loads as a consequence of the boundary conditions (airfoil motion, in terms of angle of attack
and heave — or plunge — motion) affecting itself, without any influence from the neighboring ones. It
is neglected, for example, that circulation about other airfoils, which is shed in form of vorticity in the
wake, induces a variation of angle of attack. The flow is assumed to be truly two-dimensional; the wing
span is assumed to extend enough to make tip three-dimensional effects negligible far enough from the
wing tip.
Steady and Quasi-Steady Approximations
Typically, we formulate dynamical systems in two forms:
• a time-domain representation, which is here presented in state-space form,
ẋ = Ax + Bu (8.136a)
y = Cx + Du (8.136b)
whose solution is
Z th i
y = CeAt x0 + CeA(t−τ ) B + Dδ(t − τ ) u(τ ) dτ (8.137)
0
i.e. the convolution of the input u with the impulse response function of the system, in addition to
the contribution given by the initial conditions x0 (not relevant in the present context);
• a frequency-domain representation,
y(s) = H(s)u(s) (8.138)
which takes the form

−1
H(s) = C (sI − A) B+D (8.139)
when originating from the problem of Eqs. (8.136).
Homework 8.5 Show that the Laplace transform of y(t) from Eq. (8.137), omitting the initial conditions
part, yields y(s) of Eq. (8.138), with the transfer function of Eq. (8.139).
8-21
Steady approximation. A steady approximation of a dynamic system neglects the dynamics of the
response. In practice, we assume ẋ to be negligible, yielding
s
✓
ẋ = Ax + Bu (8.140)
which implies
s
x(t) = −A−1 Bu(t) (8.141)
and thus
s
y(t) = −CA−1 B + D u(t) (8.142)
This solution is not static. The input u varies in time, and the state x and the output y vary accordingly.
Only, it does so instantaneously, without any transient. This approximation poses very strict limitations
on the dynamics of the input, i.e. on how rapidly the input varies.
In frequency domain, it corresponds to evaluating the transfer matrix H(s) at zero frequency, namely
s
y(s) = H(0)u(s) = −CA−1 B + D u(s) (8.143)
Homework 8.6 Write the equation of motion of a damped oscillator of mass m, stiffness k and damping
coefficient c, forced by f (t), and formulate the steady approximation of the corresponding displacement.
Quasi-Steady Approximations. A quasi-steady approximation is a higher-order approximation than

the steady one. In time domain, one can interpret it according to the following procedure:
• consider a time derivative of the dynamics relationship
ẍ = Aẋ + Bu̇ (8.144)
• neglect the highest order derivative of the state (ẍ in the present case),
qs1
✓
ẍ = Aẋ + Bu̇ (8.145)
• replace all occurrences of intermediate derivatives of the state, making use of the original dynamics
relationship (and any of its intermediate derivatives, in case of higher-order approximations),
qs1
0 = A (Ax + Bu) + Bu̇ (8.146)
This yields
qs1
x = −A−1 Bu − A−2 Bu̇ (8.147)
and
qs1
y = −CA−1 B + D u − CA−2 Bu̇ (8.148)
Higher-order approximations yield

n
qs-n X di u
y = −CA−1 B + D u − CA−(1+i) B i (8.149)
i=1
dt
In frequency domain it corresponds to computing a McLaurin series expansion of the transfer function,

∂H s2 ∂ 2 H
H(s) = H(0) + s + + ... (8.150)
∂s s=0 2 ∂s2 s=0
8-22
which after truncation (for example at order 2) yields

qs2 ∂H s2 ∂ 2 H
y(s) = H(0) + s + u(s)
∂s s=0 2 ∂s2 s=0

∂H s2 ∂ 2 H
= H(0)u(s) + s u(s) + u(s)
∂s s=0 2 ∂s2 s=0

∂H 1 ∂ 2 H
= H(0)u(s) + su(s) + s2 u(s) (8.151)
∂s s=0 2 ∂s2 s=0
In practice, the transfer functions and matrices associated with aerodynamic loads are seldom known in
terms of the Laplace variable s, or its non-dimensional counterpart, p. More commonly, they are only
known in terms of the reduced frequency, k, namely for p = jk. As such, the partial derivatives required
for the quasi-steady approximation need to exploit the property of analiticity 6 , which must be assumed
when a proof of its existence is not available.
The anti-transform of the input-output relationship of Eq. (8.151) is thus

qs2 ∂H 1 ∂ 2 H
y(t) = H(0)u(t) + u̇(t) + ü(t) (8.152)
∂s s=0 2 ∂s2 s=0
The matrices that appear in the previous expression must be real-valued. Such property will be discussed
later in Section 8.2.8.
Homework 8.7 Prove that

1 ∂ n H
= −CA−(1+n) B (8.153)
n! ∂sn s=0
for n > 0.
It is worth noticing an interesting time-domain interpretation of the matrices that appear in the quasi-
steady approximation. Consider the impulse response matrix h(t), which is the time domain equivalent
of the transfer matrix H(s). According to its definition,
H(s) = L(h(t))
Z +∞
= h(t) e−st dt (8.154)
0−
Then
Z +∞
H(0) = h(t) dt (8.155)
0−
i.e. the integral of the impulse response function.

Furthermore, the derivative of the transfer function with respect to s yields
Z +∞
∂H
=− t h(t) e−st dt (8.156)
∂s 0−
Then
Z +∞
∂H
= − t h(t) dt (8.157)
∂s s=0 0−
i.e. the first-order moment of the impulse response function.

6 Recall that a complex function f of complex variable s is analytic when its derivative with respect to the complex
variable does not depend on the direction, i.e. ∂f /∂s = ∂f /∂(jω).
8-23
Similarly, the second-order derivative of the transfer function with respect to s yields
Z +∞
∂2H
= t2 h(t) e−st dt (8.158)
∂s2 0−
Then
Z +∞
∂ 2 H
= t2 h(t) dt (8.159)
∂s2 s=0 0−
i.e. the second-order moment of the impulse response function, and so on.
Homework 8.8 Consider the problem ẋ = ax + bu, y = cx, with a < 0. Formulate its impulse response
function, h(t), and its transfer function, H(s). Then compute H(0), ∂H/∂s, ∂ 2 H/∂s2 using both the
Laplace and the time domain representations.
Homework 8.9 Consider the generic problem ẋ = Ax + Bu, y = Cx + Du, assuming asymptotic
stability. Formulate its impulse response matrix, h(t), and its transfer matrix, H(s). Then compute
H(0), ∂H/∂s, ∂ 2 H/∂s2 using both the Laplace and the time domain representations.
Homework 8.10 Obtain the quasi-steady approximation from the convolution integral, after replacing
the input with a corresponding McLaurin series computed with respect to τ .
These moments provide some physical insight into the meaning of the quasi-steady approximation.
They are the integral of the impulse response multiplied by increasing powers of time. Interpreting the
impulse response function as a response density, the moment of order zero, Eq. (8.155), corresponds
to the mean of the response of the system. It equally weighs the response density at all times. The
subsequent moments, Eqs. (8.157) and (8.159), weigh the response density increasingly with time. Thus,
the faster the system responds, and the sooner the response density vanishes, the least important higher-
order moments are. The longer it takes to respond, the lower the fundamental frequency of the system
is, and the more likely it is that its dynamics are not negligible, resulting in less negligible higher-order
coefficients.
Steady Approximation of Strip Theory. The steady strip theory uses time-dependent boundary
conditions with the aerodynamics coefficients computed or measured in static conditions. As such, the
dynamics of the aerodynamics is completely neglected.
In the literature, this approximation is often called quasi-steady, presumably because the correspond-
ing aerodynamic loads may depend on time. However, such denomination is believed to be incorrect,
since the resulting approximate loads do not contain any information about the dynamics of the aero-
dynamics. Their dependence on time is related only to the fact that the boundary conditions vary with
time.
Consider the usual lift coefficient, CL , which is typically considered as a function of the angle of
attack, CL = CL (α). Its value is formally correct only for angles of attack that are constant in time.
According to the thin airfoil model, a constant angle of attack means that the angle formed by the
incoming airstream velocity and the thin airfoil with no camber is uniform along the reference line.
The same is true for zero angle of attack and constant plunge velocity: formally, a constant positive
angle of attack α and a corresponding constant, normalized downwards plunge velocity ḣ/V∞ share the
same, uniform velocity component normal to the airfoil, and thus are legitimaly expected to produce the
same CL .
When the angle is no longer constant, i.e. α̇ 6= 0 or, equivalently, when the heave velocity varies, i.e.
ḧ 6= 0, each point along the reference line of the airfoil experiences a different normal component of the
incoming airstream velocity. As such, the statically computed or measured aerodynamic coefficient is no
longer able to provide the correct force coefficient.
One must realize that using unsteady boundary conditions within a steady aerodynamic model pro-
duces a steady approximation. Unsteadiness of the aerodynamics is in the memory of the previous
motion, in the capability to produce loads with the correct delay from the input, not in the fact that the
input itself varies!
8-24
For the quasi-steady approximation of lift and pitch moment some authors report (for example [11])

1 1 c
CL = 2π α − ḣ + −a α̇ (8.160a)
V∞ 2 2V∞
π c
CMAC = − α̇ (8.160b)
4 2V∞
where the half-chord, c/2, is used as the natural reference length within this context.
It is worth noticing that the contribution of α̇ to the lift coefficient vanishes when a = 1/2, i.e. when
the pitch axis of the airfoil is located at 3/4 of the chord. This corresponds to considering a contribution
to the effective angle of attack from the transverse component of the velocity that is measured at 3/4 of
the chord, v⊥ = ḣ − (1/2 − a)(c/2)α̇.
Moreover, the aerodynamic moment coefficient referred to the pitch axis, which is located at ac/2
from mid-chord (rearwise for a positive), is

1 1
CMa = CMAC + + a CL (8.161)
2 2
The contribution that depends on the pitch rate, α̇, is

π c 1 1 1 c
C Ma = − α̇ + + a 2π −a α̇
4 2V∞ 2 2 2 2V∞
c
= −πa2 α̇ (8.162)
2V∞
i.e. the moment coefficient does not depend on the pitch rate when the pitch axis is exactly at mid-chord.
The notion of CM (and CL ) being dependent on α̇ because the time-dependent pitch motion creates
a sort of an equivalent, virtual camber that can be explained without resorting to unsteadiness of aero-
dynamic loads is incorrect, as illustrated in [12]. The argument is further developed when discussing the
quasi-steady approximation of the Theodorsen unsteady aerodynamics model, in the subsequent section.
As already mentioned, the above reported coefficients are better called steady, rather than quasi-
steady as often reported in some literature, as they do not account for any source of unsteadiness of
the aerodynamics other than the time-dependent boundary conditions.
Theodorsen’s theory
Theodorsen’s theory provides aerodynamic coefficients for an airfoil undergoing harmonic motion in
incompressible flow conditions. Assuming harmonic pitch, α, and plunge, h, motion at reduced frequency
k, the resulting coefficients are

c 1 1 ca 1 1 c
CL (k) = π − 2 ḧ + α̇ − 2
α̈ + 2π − ḣ + α + − a α̇ C(k) (8.163a)
2 V∞ V∞ 2V∞ V∞ 2 2V∞

πc a 1 1 1 c
CM1/2 (k) = − 2 ḧ − −a α̇ − + a2 α̈
22 V∞ 2 V∞ 8 2V 2
∞
1 1 1 c
+π +a − ḣ + α + −a α̇ C(k) (8.163b)
2 V∞ 2 2V∞
where, as shown in Fig. 8.5, a is the distance of the pitch axis aft of the mid-chord point, normalized by
half-chord (i.e. a = −1 refers to the leading edge, a = 1 to the trailing edge, a = −1/2 to the nominal
aerodynamic center, and so on).
It is worth noticing that, in Theodorsen’s original work, the heave motion h was positive downwards
(and thus correctly termed “plunge” rather than “heave”); here it has been reformulated with h
positive upwards.
8-25
α
V∞ h
a
b = c/2
Figure 8.5: Airfoil kinematics in Theodorsen’s unsteady aerodynamics model (note: with respect to
Theodorsen’s original work, the sign of h has been reversed).
Considering our conventional notation of e as the distance between the elastic axis and the nominal
aerodynamic center, a = 1/2 − 2e/c.
The first terms in the above coefficients correspond to the so-called non-circulatory or apparent mass
effects, i.e. contributions associated with fluid mass acceleration. As such, they do not show any delay
in the generation of loads. The second terms correspond to the creation of circulation around the airfoil
i.e. a circulatory effect.
The complex-valued function C(k) = F (k) + jG(k) is the so-called Theodorsen function, which is
expressed in form of Hankel functions that depend on the reduced frequency k, namely
(2)
H1 (k)
C(k) = (2) (2)
(8.164)
H1 (k) + jH0 (k)
It is shown in Fig. 8.6. Figure 8.6(c) specifically shows that the maximum phase delay occurs in the
vicinity of k = 0.3, whereas the maximum magnitude reduction is achieved asymptotically for k → +∞
and C(+∞) = 1/2.
In Octave or Matlab, Theodorsen’s function can be computed as
> k = linspace(0, 2, 201);

> C = besselh(1, 2, k)./(besselh(1, 2, k) + j*besselh(0, 2, k));
i.e. a vector spanning k ∈ [0, 2] with 201 elements is used to generate the corresponding Hankel
functions, which in turn are used to build the Theodorsen function.
Notice that the steady approximation of Eq. (8.160a) corresponds to neglecting the apparent mass
contribution in Eq. (8.163a), and evaluating the circulatory part for k = 0, since C(0) = 1.
Replacing time derivatives with the corresponding non-dimensionalized Fourier transform derivatives,
Theodorsen’s coefficients become

22 2 1
2

CL (k) = π k h + jk + k a α + 2π −jk h + 1 + jk −a α C(k) (8.165a)
c c 2

π 2 2a 1 1
CM1/2 (k) = k h + −jk − a + k2 + a2 α
2 c 2 8

1 2 1
+π + a −jk h + 1 + jk −a α C(k) (8.165b)
2 c 2
8-26
1
0.9
0.8
0.7
0.6
real(C)
0.5
0.4
0.3
0.2
0.1
0 0.5 1 1.5 2
k
(a) Real part of C(k).
0.5
0.4
0.3
0.2
0.1
imag(C)
-0.1
-0.2
-0.3
-0.4
-0.5
0 0.5 1 1.5 2
k
(b) Imaginary part of C(k).
0.5
0.4
0.3
0.2
0.1
imag(C)
k = 0.0
0
-0.1
-0.2
k = 0.2
-0.3
-0.4
-0.5
0 0.2 0.4 0.6 0.8 1

real(C)
(c) Imaginary vs. real part of C(k).
Figure 8.6: Theodorsen’s function C(k).
8-27
which can be proficiently rewritten as

2 1
CL (k) = π k 2 − 2jkC(k) h(k) + π jk + k 2 a + 2 1 + jk −a C(k) α(k) (8.166a)
c 2

a 1 2
CM1/2 (k) = π k 2 − jk + a C(k) h(k)
2 2 c

π 1 1 1 1
+ −jk − a + k2 + a2 + +a 1 + jk −a C(k) α(k) (8.166b)
2 2 8 2 2
i.e. in terms of transfer functions between the airfoil motion and the aerodynamic load coefficients.
Similar transfer functions can be considered for the aerodynamic coefficients associated with the
motion of control surfaces, like trailing edge flaps. The contribution of the control surface motion to the
lift and moment coefficients are added, along with the coefficients associated with the control surface
equation (e.g. hinge aerodynamic moment for a trailing edge flap). See [14, 15] for a complete description
and reformulation of Theodorsen’s coefficients in matrix form, including a trailing edge surface and the
corresponding contribution to the hinge moment equilibrium equation.
The transfer functions are not polynomial, so their anti-transformation in time domain is not feasible;
approximation techniques are required.
Homework 8.11 Compute the steady approximation of Theodorsen’s coefficients.
Homework 8.12 Compute the quasi-steady approximation of order 1 of Theodorsen’s coefficients.
Homework 8.13 Compute the quasi-steady approximation of order 2 of Theodorsen’s coefficients.
Consider the quasi-steady approximation of the Theodorsen model for aerodynamic loads. Consider
for example the dependence of CL on the angle α. The first-order term requires

∂CL 1 1 ∂C(k)
= π j + 2ka + 2j − a C(k) + 2 1 + jk −a (8.167)
∂k k=0 2 2 ∂k k=0
Recall that C(0) = 1. The contribution of the partial derivative of C(k) with respect to k requires
some further analysis.
First of all, the derivative of the real part should be 0 for k = 0; according to Fig. 8.6(a),
this does not seem to be true. In fact, it assumes a sharp slope for k = 0, which is associated
with incompressibility and smooths out when M > 0. The expected value ∂Re(C)/∂k|k=0 = 0 is
recovered by defining
∂Re(C(k)) ∂Re(C(k))

∂Re(C(k)) limk→0− + limk→0+
= ∂k ∂k ∆
=0 (8.168)
∂k
k=0 2
in continuity for M → 0.
However, it can be shown that in the 2-dimensional oscillatory airfoil theory the imaginary part
of C(k) tends to 0 as k log(|k|); thus,
∂Im(C(k))
≈ 1 + log(|k|) (8.169)
∂k
i.e.
∂Im(C(k))
lim = −∞ (8.170)
k→0 ∂k
As such, the feasibility of a quasi-steady approximation of this unsteady aerodynamics model, ac-
cording to its definition, is at least questionable (see [12] for a more detailed discussion).
8-28
Notice that, despite being the coefficient of the quasi-steady approximation undefined, the
velocity-dependent force converges to a finite value for k → 0: limk→0 CL (k) = 2πα
A practical means to numerically obtain the derivatives of the quasi-steady approximation, which
is discussed in detail later, makes use of finite differences, namely

∂Im(C(k)) Im(C(k0 )) − Im(C(−k0 ))
≈ (8.171)
∂k
k=0 2k0
where 0 < k0 ≪ 1 is a “small” but otherwise arbitrary value of the reduced frequency. Since by
∆
construction Im(C(−k)) = −Im(C(k)), then

∂Im(C(k)) Im(C(k0 ))
≈ ≈ log(k0 ) (8.172)
∂k
k=0 k0
Th finite difference approximation is valid under the assumption that it tends to the expected value
for k0 → 0+ , which is not the case here. The value of the derivative is quite sensitive to the choice
of k0 , making a careless numerical approximation potentially dangerous.
Indicial response, its approximation and state-space representation

Indicial response is the time-domain response to a step input. The time history of aerodynamic coefficients
(for example, the lift coefficient, CL ) that results from a step variation of the input (for example, the
angle of attack, α) is considered in the following.
Wagner’s Problem. Wagner (1925) provided a solution in time domain for the lift coefficient resulting
from a step variation of angle of attack α(t) = α0 step(t) in incompressible flow,
π 2V∞
CL (t) = δ(t) + 2πα0 φ(s) s= t, t ≥ 0 (8.173)
2V∞ c
c
where δ(t) is the impulse function (Dirac’s delta) that takes into account the non-circulatory term
associated with the apparent mass, and s is the distance traveled by the airfoil in terms of semichords.
Function φ(s) describes the transient in lift coefficient; it tends to 1 for s → +∞ (and thus t → +∞).
A numerical approximation of φ(s), attributed to R. T. Jones (1938, 1940), is
φ(s) ≈ 1 − 0.165e−0.0455s − 0.335e−0.3s (8.174)
Another one, attributed to W. P. Jones (1945), is
φ(s) ≈ 1 − 0.165e−0.041s − 0.335e−0.32s (8.175)
Both comply with Wagner’s exact result φ(0) = 1/2.

Garrick (1938) suggested an algebraic approximation,
s+2
φ(s) ≈ (8.176)
s+4
The exponential approximations not only are more accurate than the algebraic one; they also can be
easily and effectively transformed in a form that is very practical and efficient, as shown in a subsequent
section.
State-Space Representation. As previously shown, the nondimensional indicial lift response for
incompressible flow7 can be approximated by a combination of exponential functions (usually two, but
7 Similar approximations are valid in general, although the ones discussed here are only valid for incompressible flow.
8-29
more could be used to improve accuracy),
2V∞ 2V∞
φ(t) ≈ 1 − A1 e−b1 c t
− A2 e−b2 c t
(8.177)
where it is assumed that a unit step variation of the angle of attack occurred at t = 0, i.e. α(t) =
step(t). In the exponential functions, b1 , b2 are the exponents that characterize the response, whereas
s = (2V∞ /c)t is the non-dimensional time parameter (in number of semi-chords traveled by the airfoil).
The indicial response may be seen as the convolution integral of an impulse response function, h(t),
and the step input, i.e.
Z t Z t
φ(t) = h(τ )step(t − τ ) dτ = h(τ ) dτ (8.178)
0 0
As such, the impulse response function h(t) is the time derivative of the indicial function, h(t) = φ̇(t);
in the case of Eq. (8.177), one obtains
2V∞ −b1 2V∞ t 2V∞ −b2 2V∞ t
h(t) = A1 b1 e c + A2 b2 e c (8.179)
c c
A possible state-space realization of this function for the lift coefficient CL would be

ẋ1 2V∞ −b1 0 x1 1
= + α(t) (8.180a)
ẋ2 c 0 −b2 x2 1

2V∞ x1
CL (t) = CL/α A1 b1 A2 b2 (8.180b)
c x2
where the indicial lift response has been transformed into a lift coefficient by multiplying it by the static
lift coefficient slope CL/α .
An alternative state-space realization, as presented by J. G. Leishman in Section 8.14.2 of [11], is

ẋ1 0 1 x1 0
= 2 + α(t) (8.181a)
ẋ2 −b1 b2 2Vc∞ − (b1 + b2 ) 2Vc∞ x2 1
h i
2V
2 2V x1
CL (t) = CL/α b1 b2 c ∞
(A1 b1 + A2 b2 ) c ∞ (8.181b)
2x
The output relationship of this state-space representation can be arranged to account for the non-
circulatory term,
h i
2V
2 2V x 1
CL (t) = CL/α (A1 + A2 ) b1 b2 c∞ (A1 b1 + A2 b2 ) c∞ + (1 − A1 − A2 ) α(t)
x2
(8.182)
by adding a direct transmission term. It is worth recalling that the corresponding impulse response
function is
2V∞ −b1 2V∞ t 2V∞ −b2 2V∞ t
h̄(t) = A1 b1 e c + A2 b2 e c + (1 − A1 − A2 ) δ(t) (8.183)
c c
and the lift coefficient is the result of the convolution integral
Z t
CL (t) = CL/α h̄(τ )α(t − τ ) dτ (8.184)
0
Homework 8.14 Compute the steady approximation of the exponential approximations of Wagner’s
function.
Homework 8.15 Compute the quasi-steady approximation of order 1 of the exponential approximations
of Wagner’s function.
8-30
Homework 8.16 Compute the quasi-steady approximation of order 2 of the exponential approximations
of Wagner’s function.
Homework 8.17 Compute the impulse response function that corresponds to Garrick’s algebraic ap-
proximation of Wagner’s indicial response function, Eq. (8.176).
Homework 8.18 Compute the quasi-steady approximation of order 1 of Garrick’s algebraic approxima-
tion of Wagner’s indicial response function, Eq. (8.176).
Analogy Between Angle of Attack and Heave Motion. In the thin airfoil theory, the time
derivative of the normalized heave motion8 , ż = ḣ/V∞ , is in strict analogy with the angle of attack,
since it implies the same distribution of normal velocity on the airfoil. As such, one can consider the
previously introduced impulse response function, obtained from the indicial response to a step change of
angle of attack, and use it with the normalized heave velocity as input, namely
Z t
CL (t) = CL/α h(t − τ )[−ż(τ )] dτ
0
Z t Z t
d d
= −CL/α [h(t − τ )z(τ )] dτ − [h(t − τ )] z(τ ) dτ
0 dτ 0 dτ

✭
Z t
✭ ✭ ✭✭ t
= −CL/α ✭ ✭
[h(t − τ )z(τ )] 0 + ḣ(t − τ )z(τ ) dτ (8.185)
0
since dh(t − τ )/dτ = −dh(η)/dη. The product h(t − τ )z(τ ) vanishes at τ = 0 because the input is
zero before the initial time (assuming 0− as the initial time), and at τ = t because h(t − τ ) is zero for
non-positive arguments (causality).
Considering the approximate expression of Eq. (8.183), the presence of the impulsive part of function
h̄(t) is dealt with as follows:
Z t
CL (t) = −CL/α ˙ − τ )z(τ ) dτ
h̄(t
0
Z t
= −CL/α ˙ )z(t − τ ) dτ
h̄(τ
0
Z t" 2 2 #
2V∞ −b1 2Vc∞ τ 2V∞ −b2 2Vc∞ τ
= −CL/α −A1 b1 e − A2 b2 e + (1 − A1 − A2 ) δ̇(τ ) z(t − τ ) dτ
0 c c
(Z " 2 2 #
t
2V∞ 2V∞ 2V ∞ 2V∞
= −CL/α −A1 b1 e−b1 c τ − A2 b2 e−b2 c τ z(t − τ ) dτ
0 c c
)
✭
Z t
✭ ✭ ✭ d
+ (1 − A1 − A2 ) ✭
[δ(τ ✭ − τ )]0 − (1 − A1 − A2 )
✭)z(t
t
δ(τ ) z(t − τ ) dτ
0 dτ
(Z " #
t 2 2
2V∞ 2V∞ 2V ∞ 2V∞
= −CL/α −A1 b1 e−b1 c τ − A2 b2 e−b2 c τ z(t − τ ) dτ
0 c c
Z t )
+ (1 − A1 − A2 ) δ(τ )ż(t − τ ) dτ
0
(Z " 2 2 #
t
2V∞ −b1 2Vc∞ τ 2V∞ −b2 2Vc∞ τ
= −CL/α −A1 b1 e − A2 b2 e z(t − τ ) dτ
0 c c
)
+ (1 − A1 − A2 ) ż(t) (8.186)
8 The heave motion h is here indicated with z after normalization with respect to the asymptotic airstream velocity V ,
∞
to avoid confusion with the impulse response function h(t).
8-31
where the property
Z b Z b
b
δ̇(t − η)f (t) dt = [δ(t − η)f (t)]a − δ(t − η)f˙(t) dt = −f˙(η) for a < η < b (8.187)
a a
has been exploited.
8.2.2 Aeroelastic Interface

Steps for consistent aeroelastic interface between structural dynamics and unsteady aerodynamics:
• formulate the compatibility condition between the structural motion and the flow velocity at the
surface, including the contribution induced by pressure distribution;
• write an aerodynamic problem that yields the aerodynamic pressure distribution as a function of
structural deformation (requires an unsteady aerodynamics model);
• compute generalized aerodynamic loads from pressure distribution.
The generalized aerodynamic loads as functions of the structural motion provide the unsteady aerody-
namics matrix Ham (k, M ).
8.2.3 Boundary Conditions

Normal component of airstream, w, equal to normal component of body velocity, v (inviscid flow),
w·n=v·n (8.188)
Perturbation of compatibility condition yields linearized boundary condition:
nT0 ∆w + wT0 ∆n = nT0 ∆v + v T0 ∆n (8.189)
Normal
Body surface described by x = x(ξ, η, t) = x0 (ξ, η) + u(ξ, η, t). Velocity: v = ẋ = u̇, since ẋ0 = 0.
Normal:
x/ξ × x/η x/ξ × x/η
x/ξ × x/η =
n= (8.190)
T 1/2
Perturbation of normal:
 
 x/ξ × x/η 
∆n = ∆  (8.191)
T 1/2 
Consider a generic vector b; the perturbation of the inverse of its norm is

 
 1  1 1 T bT ∆b
∆  1/2  = − ✁b ∆b = −
3/2 2 (8.192)
✁ bT b
3/2
2
bT b bT b
8-32
Then the perturbation of the corresponding unit vector, b/(bT b)1/2 , is
 
 b  ∆b 1 b T
∆  1/2  = 1/2 − 2 3/2 2b ∆b
T T T
b b b b b b
∆b b bT ∆b
= 1/2 − 1/2 1/2 1/2
bT b bT b bT b bT b
 
 b bT  ∆b
= I − 1/2 1/2  1/2 (8.193)
bT b bT b bT b
Setting b = x/ξ × x/η and n = b/(bT b)1/2 , then

∆b
∆n = I − nnT 1/2
bT b
−x0/η × u/ξ + x0/ξ × u/η
∼
= I − n0 nT0 1/2 (∆u ≡ u since it is “small,” a perturbation)
bT0 b0
(8.194)
since ∆b = −x/η × ∆x/ξ + x/ξ × ∆x/η ∼
= −x0/η × u/ξ + x0/ξ × u/η .
Perturbation of body velocity:
∆v = u̇ (∆u̇ ≡ u̇ since u is “small,” a perturbation, and x0 is constant) (8.195)
Consider again the perturbation of the compatibility condition:
✟
nT0 ∆w + wT0 ∆n = nT0 ∆v + ✟v T0✟
∆n (8.196)
The last term vanishes because the reference velocity of the body, v 0 = ẋ0 , is zero. The expression can
be rearranged as
nT0 ∆v − wT0 ∆n = nT0 ∆w (8.197)
with the kinematics of the body (deformation, ∆n, and velocity, ∆v) on the left and the perturbation
of the airstream velocity (∆w) on the right; w0 is the reference velocity of the airstream on the generic
point of the surface.
Exercise 8.1 Consider a straight rectangular wing, of chord c (along x) and semispan b (along
y), described by the beam model, such that w(x, y, t) = w(y, t) − xϑ(y, t). Formulate the boundary
condition of Eq. (8.197).
ϑ
V∞ z, n0 , w
g edge y, η
leadin
s
c axi
elasti
ng edge
traili
x, ξ
8-33
Assume w0 = {V∞ ; 0; 0}; x0 = {ξ; η; 0}; x0/ξ = {1; 0; 0}; x0/η = {0; 1; 0}. Then n0 = (x0/ξ ×
x0/η )/kx0/ξ × x0/η k = {0; 0; 1}. Assume u = {0; 0; w(x, y, t)}; then u/ξ = u/x = {0; 0; −ϑ},
u/η = u/y = {0; 0; w/y − xϑ/y }, and v = u̇ = {0; 0; ẇ − xϑ̇}.
         
 0  0 0 1  0  0 0 0  0 
∆n = I − 0 0 0 1  −  0 0 0  0 + 0 0 −1  0 
1 −1 0 0 −ϑ 0 1 0 w/y − xϑ/y
     
 
 ϑ 
= w − xϑ/y (8.198)
 /y
0

The boundary condition, non-dimensionalized dividing by V∞ , becomes

   
0 ϑ
nT0 v wT0 ∆n 1   1  
− = 0 0 1 0 − V∞ 0 0 −w/y + xϑ/y
V∞ V∞ V∞   V∞  
ẇ − xϑ̇ 0
ẇ − xϑ̇
= − ϑ. (8.199)
V∞
As one would expect, the boundary condition is a combination of a “static” term, the pitch ϑ(y, t)
which only depends on the spanwise station, and a “kinematic” term, the transverse velocity at a
generic point ẇ(y, t) − xϑ̇(y, t).
Homework 8.19 In the transverse displacement w(x, y, t) also consider the rotation of the aileron,
β(t), defined spanwise from yβ to b and chordwise from xβ to xTE .
Exercise 8.2 Consider a swept wing, with sweep angle Λ, and constant chord. Consider a local
reference frame with axis η along the wing axis, and axis ξ orthogonal to the wing axis, along the
chord, from the leading to the trailing edge. Describe the deformation of the wing using the beam
model, considering the transverse displacement of the elastic axis, w(η, t), and the rotation about the
elastic axis, ϑ(η, t). Formulate the boundary condition of Eq. (8.197).
Assume w0 = {V∞ ; 0; 0}; x0 = {cos(Λ)ξ + sin(Λ)η; − sin(Λ)ξ + cos(Λ)η; 0}; x0/ξ =

{cos(Λ); − sin(Λ); 0}; x0/η = {sin(Λ); cos(Λ); 0}. Then n0 = (x0/ξ × x0/η )/kx0/ξ × x0/η k = {0; 0; 1}.
Assume u = {0; 0; w(ξ, η, t)}; then u/ξ = {0; 0; −ϑ}, u/η = {0; 0; w/η − ξϑ/η }, and v = u̇ =
{0; 0; ẇ − ξ ϑ̇}.
    
0 0 cos(Λ)  0 
    − 0 0 − sin(Λ)  0 
 0   
− cos(Λ) sin(Λ) 0 −ϑ
   
∆n = I − 0 0 0 1     
 0 0 − sin(Λ) 0  
1
    
 + 0 0 − cos(Λ)  0 
sin(Λ) cos(Λ) 0 w/η − ξϑ/η
 
 
 cos(Λ)ϑ − sin(Λ) w/η − ξϑ/η 
= − sin(Λ)ϑ − cos(Λ) w/η − ξϑ/η (8.200)
0
 
8-34
 
0
nT0 v wT0 ∆n 1  
− = 0 0 1 0
V∞ V∞ V∞  
ẇ − ξ ϑ̇
 
1  cos(Λ)ϑ − sin(Λ) w/η − ξϑ/η 
− V∞ 0 0 − sin(Λ)ϑ − cos(Λ) w/η − ξϑ/η
V∞  
0
ẇ − ξ ϑ̇
= − cos(Λ)ϑ + sin(Λ) w/η − ξϑ/η . (8.201)
V∞
For ξ = 0, notice the similarity with the opposite of the swept wing angle of attack intuitively
obtained in a previous section.
Exercise 8.3 Consider the same problem as above, but now formulate the problem in the reference
frame rotated by the sweep angle.
Assume w0 = {cos(Λ)V∞ ; sin(Λ)V∞ ; 0}; x0 = {ξ; η; 0}; x0/ξ = {1; 0; 0}; x0/η = {0; 1; 0}. Then
n0 = (x0/ξ × x0/η )/kx0/ξ × x0/η k = {0; 0; 1}. Assume u = {0; 0; w(ξ, η, t)}; then u/ξ = {0; 0; −ϑ},
u/η = {0; 0; w/η − ξϑ/η }, and v = u̇ = {0; 0; ẇ − ξ ϑ̇}.
         
 0  0 0 1  0  0 0 0  0 
∆n = I − 0 0 0 1  −  0 0 0  0 + 0 0 −1  0 
1 −1 0 0 −ϑ 0 1 0 w/η − ξϑ/η
     
 
 ϑ 
= − w/η − ξϑ/η (8.202)
0
 

 
0
nT0 v wT0 ∆n 1  
− = 0 0 1 0
V∞ V∞ V∞  
ẇ − ξ ϑ̇
 
 ϑ 
1
− cos(Λ)V∞ sin(Λ)V∞ 0 − w/η − ξϑ/η
V∞  
0
ẇ − ξ ϑ̇
= − cos(Λ)ϑ + sin(Λ) w/η − ξϑ/η . (8.203)
V∞
As expected, it yields the same result of the previous approach. The previous approach is preferable,
since it writes the boundary conditions in the reference frame (x, y), which is the aircraft’s reference
frame.
Homework 8.20 Add an aileron to the swept wing case.
Note: when the linearized potential theory is used,

w = V∞ ~i + ∇ϕ , (8.204)
8-35
so

w0 = V∞ ~i + ∇ϕs (8.205)
∆w = V∞ ∆(∇ϕu ) (8.206)
where ϕ(x, y, z, t) = ϕs (x, y, z) + ϕu (x, y, z, t), i.e. the steady and the unsteady portions of the potential
are clearly separated.
8.2.4 Lifting Surface

Consider a simplified geometry consisting of a flat surface (e.g. the projection of the shape of a lifting
body on a flat surface). Consider an aerodynamic model that yields the perturbation of the unsteady
portion of the airstream, w(ξ, η, k), as a consequence of a pressure jump across the surface, ∆cp (ξ ′ , η ′ , k),
in relation to a given reduced frequency, k = ωℓ/V∞ :
Z
w(ξ, η, k)
= K (ξ, η, ξ ′ , η ′ , k, M ) ∆cp (ξ ′ , η ′ , k) dξ ′ dη ′ (8.207)
V∞ S
where w = nT0 ∆w, i.e. the component of the airstream velocity normal to the reference surface; K is the
“kernel” of the method; it expresses the nondimensional downwash at (ξ, η) for unit pressure coefficient
∆cp at (ξ ′ , η ′ ) oscillating at reduced frequency k for a given Mach number M .
The airstream velocity w is decomposed in a reference contribution and a perturbative, unsteady one
resulting from the lifting surface model, w = w0 + ∆wls .
Eventually, when gust perturbation will be considered, the gust velocity v G will also contribute to
the airstream velocity, w = w0 + ∆wls + v G .
8.2.5 Application of the Lifting Surface Model

Discretize the motion of the surface, u, as a function of the motion of the structure, s, using a set of
discrete coordinates q:
s(X, t) = Ns (X)q(t) (8.208)
u(ξ, η, t) = Ns (X(ξ, η))q(t) (8.209)
Recall that ∆v = u̇, i.e. ∆v(ξ, η, t) = Ns (X(ξ, η))q̇.
Discretize the unknown aerodynamic load as a function of a discrete set of aerodynamic load unknowns
a in a way that resembles the Finite Element Approach:
∆cp (ξ, η, t) = Na (ξ, η)a(t) (8.210)
According to the subsonic unsteady lifting surface model, the downwash at point (ξ, η), as a function
of the discrete aerodynamic load parameters a(k), in the frequency domain is
Z
w(ξ, η, k)
= K (ξ − ξ ′ , η − η ′ , k, M ) Na (ξ ′ , η ′ ) dξ ′ dη ′ a(k) (8.211)
V∞ S
The corresponding motion is
nT0 ∆v(ξ, η, t) − wT0 ∆n(ξ, η, t) =
−x0/η × Ns/ξ (X(ξ, η)) + x0/ξ × Ns/η (X(ξ, η))
nT0 Ns (X(ξ, η))q̇(t) − wT0 I − n0 nT0
x0/ξ × x0/η q(t) (8.212)
which needs to be expressed in the frequency domain, like the induced velocity, yielding
1
nT0 ∆v(ξ, η, t) − wT0 ∆n(ξ, η, t) =
V∞
!
jω T 1 T T −x0/η × Ns/ξ (X(ξ, η)) + x0/ξ × Ns/η (X(ξ, η))

n Ns (X(ξ, η)) − w I − n0 n0 q(jω)
V∞ 0 V∞ 0 x0/ξ × x0/η
(8.213)
8-36
Notice that the term w0 /V∞ in Eq. (8.213) is actually nondimensional, since w0 is the reference airstream
velocity (often V∞ times a unit vector).
Aerodynamic “compatibility” needs to be enforced. Several techniques can be used:
• Collocation: evaluate aerodynamic compatibility at n suitably chosen points of coordinates (ξi , ηi )

whose number is equal to the number of aerodynamic unknowns:
1 T 1 T w(ξi , ηi , k)
n ∆v(ξi , ηi , k) − w ∆n(ξi , ηi , k) =
V∞ 0 V∞ 0 V∞
Z
= K (ξi − ξ ′ , ηi − η ′ , k, M ) Na (ξ ′ , η ′ ) dξ ′ dη ′ a(k) (8.214)
S
i.e.

jω
F + G q = A(ωℓ/V∞ )a (8.215)
V∞
with
 
nT0 Ns (X(ξ1 , η1 ))
F= ...  (8.216)
T
n0 Ns (X(ξn , ηn ))
 
w0 T
− x0/η × Ns/ξ (X(ξ1 , η1 )) + x0/ξ × Ns/η (X(ξ1 , η1 ))
 V I − n0 n 0
x0/ξ × x0/η

 ∞ 
 
G = − ... 
 
 w0 − x0/η × Ns/ξ (X(ξ n , η n )) + x0/ξ × Ns/η (X(ξ n , η n )) 
I − n0 nT0
V∞ x0/ξ × x0/η
(8.217)
 R ′ ′ ′ ′ ′ ′

S
K (ξ1 − ξ , η1 − η , k, M ) Na (ξ , η ) dξ dη
A(k, M ) =  R ...  (8.218)
′ ′ ′ ′ ′ ′
S
K (ξn − ξ , ηn − η , k, M ) Na (ξ , η ) dξ dη
Notice that w0 /V∞ in the definition of matrix G is non-dimensional: it represents the direction of
the reference velocity. The choice of the point locations can be critical.
• Overcollocation: A number of points n′ > n can be used, resulting in an overcollocation of the

problem. Matrix A now is rectangular, with more rows than columns. A least-squares solution is
needed.
• Galerkin-like approach: both sides of the problem are multiplied by the transpose of the aero-
dynamic shape functions Na and integrated over the domain of definition of the lifting surface:
Z Z
1
NTa nT0 ∆v(ξ, η, k) − wT0 ∆n(ξ, η, k) dξdη = NTa w(ξ, η, k) dξdη (8.219)
V∞ S S
The same expression of the collocation case is obtained, but now with
Z
F= NTa (ξ, η)nT0 Ns (X(ξ, η)) dξdη (8.220)
S
Z
w0 − x0/η × Ns/ξ (X(ξ, η)) + x0/ξ × Ns/η (X(ξ, η))
G=− NTa (ξ, η) I − n0 nT0 dξdη
S V∞ x0/ξ × x0/η
(8.221)
Z Z
A(k, M ) = NTa (ξ, η) K (ξ − ξ ′ , η − η ′ , k, M ) Na (ξ ′ , η ′ ) dξ ′ dη ′ dξdη (8.222)
S S
8-37
Then

−1 jω
a=A F+G q (8.223)
V∞
Actually, in case of overcollocation a least-square solution is needed; define an error measure

jω
e = Aa − F + G q; (8.224)
V∞
then minimize eT e with respect to a:

∂ jω
eT e = 2AT Aa − 2AT F + G q = 0, (8.225)
∂a V∞
which yields
−1
jω
a = AT A AT F + G q. (8.226)
V∞
This corresponds to replacing A−1 with its pseudo-inverse A+ = (AT A)−1 AT . If the square of the error
is weighted using a (symmetric, positive definite) weight matrix W, then A+ T
W = (A WA)
−1 T
A W.
8.2.6 Aerodynamic Loads

Aerodynamic loads are computed by applying the Virtual Work Principle to the pressure jump, n0 ∆Cp ,
Z
a
δWext =q δsT n0 ∆cp (ξ, η, k) dξdη
S
Z
= qδq T
NTs (X(ξ, η))n0 Na (ξ, η) dξdη a = qδq T Ha (8.227)
S
The unsteady aerodynamic loads matrix Ham (k, M ) is thus

jω
Ham (k, M ) = HA−1 F+G (8.228)
V∞
and the configuration-dependent aerodynamic loads are
f am (jω) = qHam (ωℓ/V∞ , M )q(jω) (8.229)
Sources of unsteadiness:
• in (jω/V∞ )F+G, unsteadiness is related to boundary conditions, i.e. to the motion of the structure;
this term is similar to the one arising when time-varying boundary conditions are considered along
with steady aerodynamics;
• in A, unsteadiness comes from:
– wake: vorticity shed, i.e. released, at a given time persists (according to the potential model),
thus the wake induces velocity at the surface in a time-dependent fashion;
– compressibility: disturbances propagate in a finite, direction dependent time;
8-38
z
x V∞
y
vG ẑ
ŷ
x̂
Figure 8.7: Gust reference systems.
8.2.7 Gust
With reference to Fig. 8.7, consider a spatially distributed gust velocity v G (x̂) which is steady with respect
to a reference frame x̂ŷẑ fixed on the ground. Usually, we assume that ∂v G /∂ ŷ ∼ = 0 and ∂v G /∂ ẑ ∼
= 0,
with ŷ = −y and ẑ = z, i.e. the characteristic length scale of the gust is large compared to the wing span
and the height of the aircraft, so the gust velocity only depends on x̂.
Often, the scale of a gust is defined in terms of the so-called gust-gradient distance, namely the
horizontal distance along the flight path from the “edge” of a gust to the point at which the gust reaches
its maximum speed.
Since the aircraft moves with speed V∞ , the gust seen from the aircraft changes with time according
to x̂ = V∞ t.
Consider now an axis x attached on the airframe along the airstream direction, positive nose to tail.
The point at x = 0 (and thus at the time-dependent absolute location x̂ = V∞ t) sees a gust velocity
v G (0, t) = v G (V∞ t). A point at a generic distance x (and thus at x̂ = V∞ t − x) sees the same velocity
of point x = 0 after a time τ = x/V∞ , namely v G (x, t) = v G (0, t − x/V∞ ).
The Laplace transform of the gust velocity seen at point x is thus
v G (x, s) = v G (0, s)e−τ s = v G (0, s)e−(x/V∞ )s (8.230)
i.e. there is a time delay τ = x/V∞ in the propagation of the gust velocity along axis x that is proportional
to x itself.
The gust velocity must be added to the airstream velocity when expressing the aerodynamic compat-
ibility, i.e. vG = nT0 v G must be considered too in w. Thus, w becomes ~iV∞ + wls + v G , and Eq. (8.197)
becomes
nT0 ∆v − wT0 ∆n − nT0 v G = nT0 ∆w (8.231)
For example, when using collocation:

 −(x(ξ ,η )/V )jω T 
e 1 1 ∞
n0 (ξ1 , η1 )
1  .. 
g=−  .  (8.232)
V∞
e−(x(ξn ,ηn )/V∞ )jω nT0 (ξn , ηn )
when using the Galerkin-like approach:

Z
1
g=− NT (ξ, η)e−(x(ξ,η)/V∞ )jω nT0 (ξ, η) dξdη (8.233)
V∞ S a
which yield
HaG (k, M ) = HA−1 g (8.234)
8-39
Functions in matrix (actually, vector) HaG (k, M ) clearly have the same denominator (resulting from the
inversion of matrix A) of matrix Ham (k, M ).
The gust loads are thus
f aG (jω) = qHaG (ωℓ/V∞ , M )vG (jω) (8.235)
where vG (jω) indicates the gust velocity seen at x = 0, namely vG (0, jω).
This form of the gust-related unsteady boundary conditions is particularly useful when dealing with
non-deterministic gusts, which are often known in terms of power spectral density.
Consider the von Kármán gust power spectral densities,
2 2Lx 1 Lx ω
ΦvGx (ω) = σxx kx = (8.236a)
π 2
5/6 V∞
1 + (1.339 kx )
8 2
1+ (2.678 ky )
2 2Ly 3 Ly ω
ΦvGy (ω) = σyy ky = (8.236b)
π 2
11/6 V∞
1 + (2.678 ky )
8 2
2L 1 + (2.678 kz ) Lz ω
2
ΦvGz (ω) = σzz
z 3 kz = (8.236c)
π 2
11/6 V∞
1 + (2.678 kz )
where the nondimensional frequencies kx , ky , kz are normalized using characteristic spatial lengths
Lx , Ly , Lz and the aircraft speed, V∞ . Since the PSDs are not purely rational in the nondimensional
frequencies, without further approximations they cannot be easily realized in state-space form to
produce shape filters.
Consider now the Dryden gust power spectral densities,
2 2Lx 1 Lx ω
ΦvGx (ω) = σxx kx = (8.237a)
π 1 + kx2 V∞
2 2Ly
1 + 12 ky2 Ly ω
ΦvGy (ω) = σyy ky = (8.237b)
π 1 + 4 k2 2 V∞
y
2
2 2L z 1 + 12 k z Lz ω
ΦvGz (ω) = σzz kz = (8.237c)
π (1 + 4 kz2 )2 V∞
Since they are purely rational in the nondimensional frequencies kx , ky , kz , they can be easily realized
in state-space form.
8.2.8 Practical Computation of Quasi-Steady Approximation

The aerodynamics matrix Ham is usually known as a function of the reduced frequency k. In principle,
it depends on the reduced Laplace variable p = sℓ/V∞ , with s = σ + jω and p = h + jk, but with most
unsteady aerodynamics models (e.g. the lifting surface) we are forced to neglect the dependence on the
real part of p; hence, Ham (p) ≈ Ham (k).
We want to expand Ham in Taylor series with respect to s about k = 0,

∼ ∂Ham 1 ∂ 2 Ham
Ham (s) = Ham (0) + s+ s2
∂s s=0 2 ∂s2 s=0
2
∂Ham ∂p 1 ∂ 2 Ham ∂p
= Ham (0) + s + s2 (8.238)
∂p p=0 ∂s 2 ∂p2 p=0 ∂s
8-40
with ∂p/∂s = ℓ/V∞ .
We assume that Ham is an analytic function of p; as such, its derivative does not depend on the
direction, i.e.
∂ (·) ∂ (·) 1 ∂ (·) ∂ (·)
= = = −j (8.239)
∂p ∂(jk) j ∂k ∂k
As a consequence,
2
∂Ham ℓ 1 ∂ 2 Ham ℓ
Ham (s) ∼
= Ham (0) − j s − s2 (8.240)
∂k k=0 V∞ 2 ∂k 2 k=0 V∞
Since Ham (k) is a transfer function (a matrix of transfer functions), it can be thought as the Fourier
transform of an impulse response function, ham (τ ), with τ = tV∞ /ℓ the nondimensional time, since
kV∞ tV∞
jωt = j t = jk = jkτ, (8.241)
ℓ ℓ
i.e.
Z +∞
Ham (jk) = ham (τ )e−jkτ dτ
0
Z +∞
= ham (τ ) (cos(−kτ ) + j sin(−kτ )) dτ
0
Z +∞ Z +∞
= ham (τ ) cos(kτ ) dτ − j ham (τ ) sin(kτ ) dτ (8.242)
0 0
The real part is an even function (= symmetric with respect to the imaginary axis), since it is the integral
of a real function multiplied by an even function, cos(kτ ). The imaginary part is an odd function (=
symmetric with respect to the origin), since it is the integral of a real function multiplied by an odd
function, sin(kτ ).
As such,
✘

∂Ham ∂Re(Ham ✘)✘ ∂Im(Ham )
= ✘ ✘ +j (8.243a)
∂k k=0 ✘✘ ∂k

k=0 ∂k
k=0
) ✘✘

∂ 2 Ham ∂ 2 Re(Ham ) ∂ 2 Im(Ham
✘ ✘✘
∂k 2 k=0
=
∂k 2 + j ✘
✘✘ ∂k 2 (8.243b)
k=0 k=0
where the cancellations are related to the symmetry/antisymmetry of the functions for k = 0 (assuming
both functions are regular in k = 0, which may not be guaranteed9 ).
When Ham can only be determined numerically for a given set of reduced frequencies k, the matrix
derivatives of the quasi-steady approximation can be estimated using finite differences. It is assumed that
matrix Ham (0) and Ham (k1 ), k1 > 0, are known. Then Ham (−k1 ) = conj(Ham (k1 )) = Re(Ham (k1 )) −
jIm(Ham (k1 )).
The first derivative is estimated using centered differences as

∂Ham ∼ Ham (k1 ) − Ham (−k1 )
=
∂k k=0 2k1
✭ ✭ ✭ ✭(k✭✭
✭ ✭✭am (k1 )) + jIm(Ham (k1 )) − ✭
Re(H ✭✭am
Re(H 1 )) + jIm(Ham (k1 ))
=
2k1
Im(Ham (k1 ))
=j . (8.245)
k1
9 An example of function that is not regular for k = 0 is Theodorsen’s C(k), whose real part presents a discontinuity in
the derivative. However, it is symmetric, thus the property

∂Re(C(k)) 1 ∂Re(C(k)) ∂Re(C(k))
= lim + lim =0 (8.244)
∂k
k=0 2 k→0+ ∂k k→0− ∂k
is preserved, since the two limits produce opposite results.
8-41
Owing to the fact that the imaginary part of Ham is an odd function of k, and thus Im(Ham (0)) ≡ 0,
✘✘✘
the centered differences are equivalent to the forward differences, (Im(Ham (k1 )) − ✘ ✘✘am (0)))/k1 .
Im(H
Similarly, the second derivative is estimated using the centered second-order finite differences,

∂ 2 Ham ∼ Ham (k1 ) − 2Ham (0) + Ham (−k1 )
=
∂k 2
k=0 k12
✭✭ ✭ ✭✭ ✭
Re(Ham (k1 )) + ✭ ✭✭✭
jIm(H am (k1 )) − 2Ham (0) + Re(Ham (k1 )) − ✭ ✭ ✭✭
jIm(H am (k1 ))
=
k12
Re(Ham (k1 )) − Ham (0)
=2 (8.246)
k12
The smaller k1 , the closer to the actual value; but k1 needs not be too small for numerical precision
issues.
In the end,
2
∼ ∂Im(Ham ) ℓ 1 ∂ 2 Re(Ham ) ℓ
Ham (s) = Ham (0) + s− s2 (8.247)
∂k
k=0 V∞ 2 ∂k 2
k=0 V∞
The approximated aerodynamic loads in the Laplace domain are

2 !
∂Im(Ham ) ℓ 1 ∂ 2 Re(Ham ) ℓ
f a (s) = q Ham (0) + s− 2
s2 q(s) (8.248)
∂k
k=0 V ∞ 2 ∂k
k=0 V ∞
and their anti-transformation in the time domain yields

2
ℓ ∂Im(Ham ) ℓ 1 ∂ 2 Re(Ham )
f a (t) = qHam (0)q + q q̇ − q q̈ (8.249)
V∞ ∂k
k=0 V∞ 2 ∂k 2
k=0
2
The term that multiplies q̈ does not really depend on the airstream velocity, since q/V∞ = ρ/2.
Homework 8.21 Compute the quasi-steady approximation of the aerodynamic matrix Ham (k, M ) that
results from the lifting surface model.
8.3 Flutter
Consider the aeroelastic problem

s2 M + sC + K − qHam (sℓ/V∞ , M ) q = qHaG v G + f (8.250)
Stability is studied by computing the eigenvalues of the associated homogeneous problem

s2 M + sC + K − qHam (sℓ/V∞ , M ) q = 0 (8.251)
Asymptotic stability requires that all the eigenvalues s have negative real part.
8.3.1 Flutter Analysis

The study of flutter is performed by computing the eigenvalues s parameterized over the Mach number
and the dynamic pressure. The flutter speed, VF , is defined as the airspeed at which, for given values of
density and Mach number, the real part of at least one of the eigenvalues vanishes.
Definition of flutter: sF = jωF , thus

−ωF2 M + jωF C + K − qF Ham (jωF ℓ/VF , MF ) q F = 0 (8.252)
8-42
with qF = ρF VF2 /2, MF = VF /cF (ρF and cF — the sound celerity at flutter — are temperature-
dependent parameters that are chosen for the specific flight condition that is considered for the flutter
analysis at hand).
In principle, one could directly solve the flutter problem by seeking the airstream velocity that yields
a pair of purely imaginary conjugated eigenvalues, or a single zero-valued eigenvalue. However, such
analysis is impractical and of little use, because it does not provide enough information about how
eigenvalues depend on the airstream velocity in the vicinity of the flutter condition.
In practice, all the (desired) eigenvalues are computed for a range of airstream velocities, and their real
part is evaluated. This not only allows the analyst to check for flutter clearance, but also to determine
the stability margin, i.e. how the separation of the eigenvalues’ real part from zero evolves with the
airstream velocity.
Within the context of fixed-wing aircraft aeroelasticity, this information is usually presented in the
so-called V −g diagram. The horizontal axis is either the airstream velocity, V∞ , or the dynamic pressure,
q. The vertical axis is the parameter g of each eigenvalue, which is defined as
Re(s)
g=2 (8.253)
Im(s)
Notice that g tends to ±∞ for real-valued eigenvalues.

It is worth recalling that in rotary-wing aeroelasticity, the same information is presented in more
conventional plots that report the damping factor ξ of each eigenvalue as a function of the airstream
velocity, which is defined as
Re(s)
ξ=− (8.254)
|s|
resulting in rather different representations of the same phenomenon.
8.3.2 Eigenanalysis
The solution of the eigenproblem associated with flutter is not trivial. It cannot be performed using
conventional techniques because matrix Ham depends on the eigenvalue in non-polynomial form.
Several techniques have been proposed to address this problem. We will present two of them.
In general, as discussed earlier, although matrix Ham formally depends on p, and thus on s, it is only
known for values of p along the imaginary axis, i.e. for p = jk. It is thus assumed that its dependence
on the real part of p is negligible. This approximation may sound hard to accept; however, one should
consider that far from the flutter condition, i.e. when Re(s) < 0, small departures from the correct value
should be irrelevant. On the contrary, when Re(s) ≈ 0, i.e. when we are close to flutter, the evaluation
of Ham for p ≈ jk is close to the exact value.
The p–k Method

The so-called p–k method consists in iteratively solving the eigenproblem for fixed values of the reduced
frequency k, each of which is obtained from the previous iteration.
The algorithm can be formulated as
1. for each eigenvalue si , for a given value V∞ of the airstream velocity (and a corresponding Mach
number, M ):
2. start from an initial guess si = si0 ;
3. consider its imaginary part, ωi = Im(si );
4. consider its reduced counterpart, ki = ωi ℓ/V∞ ;
5. evaluate matrix Ham (ki , M );
6. solve the eigenproblem (s2 M+sC+K−qHam (ki , M ))q = 0, in which matrix Ham is now constant;
8-43
7. identify the eigenvalue that represents the evolution of si ; if it is “close enough” to the previous
value, stop; otherwise, repeat from step 3.
Eigenvalues
are complex
numbers; as such, their comparison can only be performed in terms of norm,
i.e. sinew − siorig < tol.
Sometimes, when eigenvalues tend to coalesce, it might not be easy to correctly track which of the
newly computed eigenvalues represents the evolution of an original one. In such cases, one should also
compare the eigenvectors.
The above algorithm must be repeated for all eigenvalues and for all values of airstream velocity of
interest. This may require one to solve a large number of eigenproblems, of the order of nV · ns · niter ,
each of which only yields one eigenvalue at a time.
Eigenanalysis as a Nonlinear Algebraic Problem


s2 M + sC + K − qHam (sℓ/V∞ , M ) q = 0 (8.255)
It is a complex-valued system of n nonlinear equations in n + 1 complex unknowns: the n components
of the eigenvector q, and the eigenvalue s, which can be summarized as
f (q, s) = F(s)q = 0 (8.256)
However, by definition eigenvectors are defined in excess of a (complex) constant. As such, the problem
can be determined by adding an eigenvector normalization equation, e.g.
qH q = 1 (8.257)
where conjugate transposition is used.
This system of nonlinear equations can be solved iteratively using for example the Newton-Raphson
algorithm. Starting from an initial guess of the eigenvalue and of the eigenvector, e.g. the values obtained
from the structural problem for q ≡ 0, one can compute
∂f ∂f
∆q + ∆s = −f (q i , si ) (8.258a)
∂q ∂s
2q H H
i ∆q = 1 − q i q i (8.258b)
where q i and si represent the eigensolution at the ith iteration. Given the structure of the problem,
∂f
= F(si ) (8.259a)
∂q
!
∂f ∂Ham
= 2si M + C − q qi (8.259b)
∂s ∂s si
and, as discussed earlier,

∂Ham ∂Ham ∂p ∂Ham ℓ ∂Ham ℓ
= = = −j (8.260)
∂s ∂p ∂s ∂(jk) V∞ ∂k V∞
The resulting linearized system,
 !    
∂Ham  ∆q   −f (q i , si ) 
 F(si ) 2si M + C − q qi 
 ∂s  = (8.261)
si
1 − qH
   
2q H 0 ∆s i qi
i
can be solved iteratively, updating the matrix and the right-hand side at each iteration after incrementing
the solution as
q i+1 = q i + ∆q (8.262a)
si+1 = si + ∆s (8.262b)
8-44
The operation must be repeated for each eigenvalue and airstream velocity of interest. It is worth noticing
that the cost of each iteration is related to computing and factoring a matrix, rather than solving an
eigenproblem, whose cost is one order of magnitude larger.
Continuation
To progress from one airstream velocity to the next one, an accurate prediction of the initial guess can
significantly reduce the number of iterations required for convergence.
The simplest way to formulate the initial guess is a zero-order prediction, which consists in using as
initial guess the converged solution at the previous airstream velocity.
More accurate, higher-order predictions can be formulated using the sensitivity of the solution with
respect to the airstream velocity, q /V∞ and s/V∞ .
Such sensitivity can be determined by computing the derivative of the eigenproblem at convergence
with respect to V∞ , namely
∂f
=0 (8.263a)
∂V∞
∂
qH q − 1 = 0 (8.263b)
∂V∞
i.e.
∂F ∂F
Fq /V∞ + s/V∞ = − q (8.264a)
∂s ∂V∞
2q H q /V∞ = 0 (8.264b)
or
 !   
∂Ham
  ∂F 
 q /V∞   − q 

 F(si ) 2si M + C − q qi  ∂V ∞
 ∂s  = (8.265)
si    
2q H 0 s/V∞ 
 

i 0
It is worth noticing that the problem’s matrix is identical to that that was used to solve the eigenproblem;
only the right-hand side needs to be modified, with
∂F ∂q
= Ham (sℓ/V∞ , M ) = ρV∞ Ham (sℓ/V∞ , M ) (8.266)
∂V∞ ∂V∞
Moreover, the problem is now linear in the unknowns q /V∞ and s/V∞ .
The prediction of the new initial guess value can be performed using a first-order extrapolation,
q Vi+1 = q Vi + ∆V · q /V∞ (8.267a)

sVi+1 = sVi + ∆V · s/V∞ (8.267b)
Higher-order extrapolations can be used, as long as the sensitivity derivatives are available for more than
one velocity.
Note that the sensitivity of the eigensolution can also be computed with respect to any parameter.
This makes it possible to evaluate how a change in a given parameter (e.g. a lumped mass, a stiffness
parameter, or any other parameter of interest) affects eigenvalues and eigenvectors.
8.4 Internal Loads Recovery

Consider the case of a beam model for the structure of the wing.
8-45
8.4.1 Direct Recovery
Consider for example the internal forces definitions for an Euler-Bernoulli model, Tz = −EJw/xxx ,
My = EJw/xx , Mt = GJθ/x . Their recovery trivially consists in replacing the kinematic variables with
their approximations, i.e.
Tz = −EJNw/xxx q (8.268a)
My = EJNw/xx q (8.268b)
Mt = GJNθ/x q (8.268c)
where Nw (x) and Nθ (x) are the shape functions that respectively describe the transverse displacement
of the elastic axis and the torsion of the structure.
8.4.2 Acceleration Modes

Acceleration modes stem from the consideration that a higher quality solution in terms of internal forces is
obtained by solving the static differential equilibrium problem of elasticity with dynamic loads computed
according to the approximated solution.
In the present case, consider for example the transverse shear equilibrium equation of an Euler-
Bernoulli model, Tz/x = −EJw/xxxx = −qz . In the case at hand, the distributed forces (per unit span)
stem from inertia and aerodynamic loads, namely
Z
qz (x, s) = −ms2 wCM (x, s) + q∆cp (x, y, s) dy
c
Z
= −mNCM (x)s2 q(s) + q Na (x, y) dy a(s)
Z c
2 −1 sℓ
= −mNCM (x)s q + q Na (x, y) dy A F + G q(s) + g vG (s)
c V∞
Z Z
−1 sℓ
2
= −mNCM (x)s + q Na (x, y) dy A F + G q(s) + q Na (x, y) dy A−1 g vG (s)
c V∞ c
= Qzq (x, s)q(s) + QzG (x, s)vG (s). (8.269)
Recall that A depends on k = Im(s)ℓ/V∞ (and on the Mach number, M ), as well as a does. Also, recall
that q is known as a function of the input through the solution of the reduced dynamic problem, i.e.
−1
q(s) = s2 M + sC + K − qHam (k, M ) qHaG (k, M )vG (s)
= Z(s)vG (s), (8.270)
thus
qz (x, s) = Qzq (x, s)q(s) + QzG (x, s)vG (s)

h −1 i
= Qzq (x, s) s2 M + sC + K − qHam (k, M ) qHaG (k, M ) + QzG (x, s) vG (s)

= Qzq (x, s)Z(s) + QzG (x, s) vG (s). (8.271)
The transverse shear force is determined by directly integrating these loads,

Z x
Tz (x) = Tz (b) − qz (η, s) dη
b
Z x Z x
= Tz (b) − Qzq (η, s) dη Z(s) + QzG (η, s) dη vG (s), (8.272)
b b
8-46
whereas the bending moment is obtained by further integrating the shear (assuming no distributed
bending moments are present), namely
Z x
My (x) = My (b) + Tz (η ′ ) dη ′
b
Z Z ′ !
x η
= My (b) + Tz (b) − qz (η, s) dη dη ′ . (8.273)
b b
In the case at hand, distributed moments could be of inertial nature, although they are usually neglected.
Homework 8.22 Express the torsional moment according to the modes acceleration paradigm.
Homework 8.23 Express the transverse shear and the bending moment according to the modes acceler-
ation paradigm using the unsteady strip theory aerodynamic model.
Homework 8.24 Express the torsional moment according to the modes acceleration paradigm using the
unsteady strip theory aerodynamic model.
Exercise 8.4 Express the bending moment in the time domain, using a quasi-steady approximation of
order 2 of the aerodynamic loads resulting from the lifting surface model.
Consider the bending moment at spanwise point x:

Z x Z η′ !
M✘
My (x) = ✘ ✘ Tz✟✟
(b) − qz (η, s) dη dη ′ ,
y (b) + ✟ (8.274)
b b
assuming My (b) = 0 and Tz (b) = 0 (unloaded wing tip).

Consider the expression of the distributed transverse loads
qz (x, s) = Qzq (x, s)q(s) + QzG (x, s)vG (s)

Z
2 −1 sℓ
= −mNCM (x)s + q Na (x, y) dy A F + G q(s)
c V∞
Z
+ q Na (x, y) dy A−1 g vG (s) (8.275)
c
Replace it in the expression of the bending moment,

Z x Z η′ Z
2 −1 sℓ
My (x, s) = − −mNCM (η)s + q Na (η, y) dy A F + G q(s) dη dη ′
b b c V∞
Z x Z η′ Z
− q Na (η, y) dy A−1 g vG (s) dη dη ′
b b c
Z x Z η′
= mNCM (η) dη dη ′ s2 q(s)
b b
Z x Z η′ Z
sℓ
−q Na (η, y) dy dη dη ′ A−1 F + G q(s)
b b c V∞
Z x Z η′ Z
−q Na (η, y) dy dη dη ′ A−1 g vG (s)
b b c

−1 sℓ
2
= Miq (x) s q(s) − qMaq (x)A F + G q(s) − qMaG (x)A−1 g vG (s), (8.276)
V∞
i.e. space and Laplace variable dependence are clearly separated also after space integration, and the
bending moment at an arbitrary position x can be expressed as an explicit function of the motion q(s)
and the disturbance vG (s).
8-47
In order to compute a quasi-steady approximation (for example of order 1) of the moment M (x, s),
recalling that matrix A depends on the reduced frequency, one needs to consider the contributions

−1 sℓ qs −1 −1 ∂A −1 −1 ℓ
A F + G = A|0 G + j A|0 A|0 G + A|0 F s (8.277a)
V∞ ∂k 0 V∞

qs −1 −1 ∂A −1 −1 ∂g ℓ
A−1 g = A|0 g|0 + j A|0 A|0 g|0 − j A|0 s (8.277b)
∂k 0 ∂k 0 V∞

Recall that the partial derivative of the inverse of a matrix stems from the property of the inverse
A−1 A = I (8.278)
thus
∂ ∂I
A−1 A = =0 (8.279)
∂k ∂k
which yields
∂ ∂
A−1 A + A−1 (A) = 0 (8.280)
∂k ∂k
and thus
∂ ∂
A−1 = −A−1 (A) A−1 (8.281)
∂k ∂k
Recall that in matrix g the dependence on the reduced frequency k is given by contributions of the
form e−jωx/V∞ , i.e. e−jkx/ℓ (Section 8.2.7), which express the “time” (actually, position) delay of the gust
velocity resulting from the relative motion between the aircraft and the ground-fixed gust model. After
either collocation, or numerical integration with respect to x as when the Galerkin approach is used,
when differentiated with respect to k, those exponentials give contributions of the form
∂g ∂ −jkx/ℓ x
÷ e = −j e−jkx/ℓ (8.282)
∂k ∂k ℓ
The time-domain representation of the quasi-steady approximation is thus
qs
My (x, s) = Miq (x) q̈

−1 −1 ∂A −1 −1 ℓ
− qMaq (x) A|0 Gq + j A|0 A| G + A|0 F q̇
∂k 0 0 V∞

−1 −1 ∂A −1 −1 ∂g ℓ
− qMaG (x) A|0 g|0 v G + j A|0 A| g|0 − j A|0 v̇G (8.283)
∂k 0 0 ∂k 0 V∞
The inertia contribution, dependent on q̈, does not need to go through the process of quasi-steady
approximation, since its exact form is known. The aerodynamic contributions, instead, need to pass
through the approximation of matrix A’s inverse, and the approximation of the way the kinematic
boundary conditions, including the gust, are applied to the aerodynamic problem.
It is worth recalling that the quasi-steady approximation of the aerodynamic loads requires the time
derivative of the gust velocity, which might not seem to be easily available.
However, whenever a deterministic gust is considered, the derivative is steadily available, whereas
when a stochastic gust needs to be considered, it usually comes in form of a Power Spectral Density,
which can be represented in the time domain as the output of a shape filter that is fed with a white
noise. As such,
Nf (s)
vG (s) = Hf (s)n(s) = n(s) (8.284)
Df (s)
8-48
with the denominator’s order that is greater than that of the numerator. As such, as much as one obtains
the gust velocity in the time domain through the time-domain state-space representation of the filter, one
can obtain the derivative of the gust velocity by producing the time-domain state-space representation
of
sNf (s)
svG (s) = sHf (s)n(s) = n(s) (8.285)
Df (s)
which is guaranteed to exist and to be at least proper if not strictly proper.
Homework 8.25 Express the torsional moment in the time domain, using a quasi-steady approximation
of order 2 of the aerodynamic loads resulting from the lifting surface model.
8.4.3 Direct Summation of Forces

TODO (trivial: see Eqs. (8.287) and (8.289).)
Homework 8.26 Express the transverse shear and the bending moment in terms of direct summation
of forces.
Homework 8.27 Express the torsional moment in terms of direct summation of forces.
8.4.4 Equivalence Between Direct Force Summation and Modes Acceleration

Consider the shear force at a generic spanwise station, Tz (x). Using an Euler-Bernoulli beam model,
Tz (x) = My/x = −EJw/xxx . As such, it can be computed by integrating the differential equilibrium
equation, Tz/x = −EJw/xxxx = −qz , where the generic transverse distributed force qz is typically given,
for example, by the inertia and the aerodynamic loads. It yields
Z x
Tz (x) = Tz (b) − qz (η) dη (8.286)
b
where integration is considered from the free end (x = b) to the generic point x to exploit the fact that
at the free end the shear force Tz (b) is known (i.e. it is either zero, or prescribed).
Similarly, one could consider “cutting” the outer portion of the wing, adding the internal forces at
the cut, and computing the values that grant equilibrium. For the transverse shear, this yields
Z x
Tz (x) = Tz (b) − qz (η) dη, (8.287)
b
i.e. exactly the same expression as before.
Consider now the bending moment My (x); according to Euler-Bernoulli’s model, the modes acceler-
ation approach yields
Z x
My (x) = My (b) + Tz (η ′ ) dη ′
b
Z Z ′ !
x η
= My (b) + Tz (b) − qz (η) dη dη ′ , (8.288)
b b
whereas direct summation of forces would yield

Z x
My (x) = My (b) − (b − x) Tz (b) + (η ′ − x) qz (η ′ ) dη ′ . (8.289)
b
In order to show that the two expressions are identical, consider

Z η′ ! Z η′
d ′
η q z (η) dη = 1 · qz (η) dη + η ′ qz (η ′ ), (8.290)
dη ′ b b
8-49
thus
!
Z η′ Z η′
d ′
qz (η) dη = ′ η qz (η) dη − η ′ qz (η ′ ). (8.291)
b dη b
Then, consider
Z x Z η′ Z x Z x
qz (η) dη dη ′ = x qz (η) dη − η ′ qz (η ′ ) dη ′
b b b b
Z x
= (x − η ′ ) qz (η ′ ) dη ′ . (8.292)
b
Thus the modes acceleration form can be rewritten as

Z x
My (x) = My (b) + Tz (η ′ ) dη ′
b
Z x Z x Z η′
= My (b) + Tz (b) dη ′ − qz (η) dη dη ′
b
Z bx b
= My (b) + (x − b) Tz (b) − (x − η ′ ) qz (η ′ ) dη ′
b
Z x
= My (b) − (b − x) Tz (b) + (η ′ − x) qz (η ′ ) dη ′ , (8.293)
b
thus the two forms are exactly identical.
8-50
Chapter 9
Exercises
9.1 Dynamics of Lumped Parameter Systems

9.1.1 Actuator Feedthrough and Admittance
Consider a generic actuator. The actual displacement is x, the requested displacement is xc , the force
acting on the actuator1 is f .
In practical applications, the actuator is characterized by performing simple experiments in the fre-
quency domain (i.e. by measuring its response to harmonic inputs). The feedthrough hc (s) is character-
ized by requesting a displacement xc and by measuring the actual displacement,
x(s)
= hc (s), (9.1)
xc (s)
with zero applied load f . The admittance (dynamic compliance) hf (s) is measured by prescribing a load
f and by measuring the actual displacement,
x(s)
= hf (s), (9.2)
f (s)
with zero requested displacement xc . The functions hc (s) and hf (s) are thus obtained by ‘fitting’ the
experimental behavior, often obtained directly in terms of frequency response by measuring the response
to harmonic inputs at various frequencies.
The displacement of the actuator is thus written as a linear combination of the feedthrough and of
the admittance contributions,
x(s) = hc (s)xc (s) + hf (s)f (s) (9.3)
Actuators often need to be modeled within a dynamic model of a system. Models usually consist of
equations of motion, namely force and moment equilibria. To this end, the actuator force is needed,
which can be formally obtained by extracting f from the previous equation,
f (s) = h−1
f (s) (x(s) − hc (s)xc (s)) (9.4)
Hydraulic Actuator
Equation of motion of the piston2
mp ẍ = f + Ap (p1 − p2 ) (9.5)
1“Force acting on the actuator” means the internal force f that acts with opposite sign on both sides of the actuator
after the actuator is cut in two pieces. From a different point of view, such force is energetically conjugated with the virtual
perturbation of the elongation of the actuator, δx, i.e. δW = δx · f .
2 Here it is assumed that the cylinder is grounded, so that x is the absolute displacement of the piston, and thus the
corresponding inertia force acting on the piston is −mẍ. Whenever the cylinder can move as well (as it occurs, for example,
when the cylinder is connected to a vehicle, e.g. in aircraft), care must be taken in writing the inertia forces acting on all
parts of the system; see notes at the end of this section.
9-1
Mass balance in chambers, considering compressible fluid, and internal and external losses
ṗ1
V1 + Ap ẋ = Cv Av (pa − p1 ) − Ci Ai (p1 − p2 ) − Ce Ae (p1 − pe ) (9.6a)
β
ṗ2
V2 − Ap ẋ = Cv Av (ps − p2 ) + Ci Ai (p1 − p2 ) − Ce Ae (p2 − pe ) (9.6b)
β
or
ṗ1
V1 + (Cv Av + Ci Ai + Ce Ae ) p1 − Ci Ai p2 = −Ap ẋ + Cv Av pa + Ce Ae pe (9.7a)
β
ṗ2
V2 + (Cv Av + Ci Ai + Ce Ae ) p2 − Ci Ai p1 = Ap ẋ + Cv Av ps + Ce Ae pe (9.7b)
β
pa is the feed pressure, ps is the discharge pressure, pe is the external pressure; Av = Lv xv is the section
of the valve, where xv is commanded to control the flow into the piston3 .
Consider the Laplace transform of the problem:
s2 mp x = f + Ap (p1 − p2 ) (9.8)
and

V1
s + Cv Lv xv + Ci Ai + Ce Ae p1 − Ci Ai p2 = −sAp x + Cv Lv pa xv + Ce Ae pe (9.9)
β

V2
s + Cv Lv xv + Ci Ai + Ce Ae p2 − Ci Ai p1 = sAp x + Cv Lv ps xv + Ce Ae pe . (9.10)
β
The terms xv p1 and xv p2 are second-order when perturbations about a steady condition are considered.
Without excessive loss of generality, consider the difference between Eq. (9.9) and Eq. (9.10), with
the piston in centered position, such that V1 = V2 = Vc ,

Vc
s +✘ ✘ ✘ ✘
Cv Lv xv + 2Ci Ai + Ce Ae (p1 − p2 ) = −s2Ap x + Cv Lv (pa − ps ) xv (9.11)
β
The term Cv Lv xv is neglected in the left-hand side because it would result in a second-order term after
linearization. The difference between the pressures in the chambers can be replaced in the equation of
motion of the piston,
 
 s2Ap Cv Lv (pa − ps ) 
s2 mp x = f + Ap 
− x+ .
xv  (9.12)
Vc Vc
s + 2Ci Ai + Ce Ae s + 2Ci Ai + Ce Ae
β β
Consider a mechanical feedback such that xv = (xc − x)/2; then
! !
2 Vc 2 pa − ps
s mp s + 2Ci Ai + Ce Ae + s2Ap + Ap Cv Lv x
β 2
!
pa − ps Vc
= Ap Cv Lv xc + s + 2Ci Ai + Ce Ae f. (9.13)
2 β
The displacement of the piston can be written as

bc3 bf 2 s + bf 3
x= xc + 3 f
s 3 + a1 s 2 + a2 s + a3 s + a1 s 2 + a2 s + a3
= hc xc + hf f, (9.14)
3 Notice that in principle x < 0 is meaningless. However, it is intended that thanks to a spool valve, when x < 0
v v
chamber 1 gets connected to the discharge pressure ps , and chamber 2 gets connected to the supply pressure pa . As a
consequence, the linearized formulas remain valid.
9-2
with
β
a1 = (2Ci Ai + Ce Ae ) (9.15)
Vc
2A2p β
a2 = (9.16)
mp V c
Ap Cv Lv (pa − ps ) β
a3 = (9.17)
2mp Vc
Ap Cv Lv (pa − ps ) β
bc3 = (9.18)
2mp Vc
1
bf 2 = (9.19)
mp
β
bf 3 = (2Ci Ai + Ce Ae ) (9.20)
mp V c
The two transfer functions share the same denominator, and thus the same poles, as one would expect.
This may not be exactly verified when the transfer functions are separately identified from experimental
data, and thus should be enforced in the identification process. (Homework: formulate the actuator in
non-centered configuration, using p1 and p2 instead of p1 − p2 ).
Note that the above analysis suffers from the fact that the transfer functions of the actuator are
formulated in a fixed reference frame. When the actuator is on board of a maneuvering vehicle, the
inertia forces associated with mp must be associated with the absolute acceleration of the piston. A
correction may be needed; if z is the absolute displacement of the support, zr is the absolute displacement
of the piston, and x = zr − z is the relative displacement of the piston:
• when z and zr are chosen as independent coordinates, and thus x = zr − z, −f must be added to
the equation of motion of the support, and f − mp z̈ must be added to the equation of motion of
the piston (since −mp ẍ is already in f );
• when z and x are chosen as independent coordinates, and thus zr = z + x, −mp z̈r must be added
to the equation of motion of the support, and f − mp z̈ must be added to the equation of motion
of the piston (since −mp ẍ is already in f ).
(Homework: check the above considerations using the VWP).
Alternatively, the inertia forces can be singled out from the actuator model, and handled separately.
However, this is not possible in an experiment. (Homework: reformulate the hydraulic actuator without
mass mp ).
DC Motor
The torque of a DC motor is Cm = Ki, where i is the current in the motor winding; consider a simple
problem in which the stator is grounded and the rotor, with inertia J, is disturbed by a torque c, namely
J θ̈ = Ki + c (9.21)
The tension equation is
di
L + Ri + K θ̇ = ea (9.22)
dt
where K θ̇ is the induced tension, and ea is the prescribed voltage that is used to control the motor.
Consider a proportional feedback control on the voltage ea = G(θc − θ). In the Laplace domain, the
problem is
s2 Jθ − Ki = c (9.23a)
(sL + R)i + (sK + G)θ = Gθc (9.23b)
9-3
After eliminating the current i, the problem becomes
[s2 J(sL + R) + K(sK + G)]θ = KGθc + (sL + R)c (9.24)
The rotation of the rotor is thus

KG sL + R
θ= θc + 3 c (9.25)
s3 JL + s2 JR + sK 2 + KG s JL + s2 JR + sK 2 + KG
where the function that multiplies θc is the analogous of hc , whereas the function that multiplies c is the
analogous of hf .
The virtual work of the actuator is δW = −δθ · c. The torque c is
s3 JL + s2 JR + sK 2 + KG KG
c= θ− θc (9.26)
sL + R sL + R
Notice that the structure is perfectly analogous to that of the force produced by the hydraulic actuator.
Static residualization of the dynamics of the electrical part: L → 0; the torque becomes

r K2 KG KG
c = s2 J + s + θ− θc (9.27)
R R R
Time Domain Representation

A time domain representation of the force is desirable for many applications; possible approaches and
simplifications are described in the following.
State-Space Representation. As long as a rational polynomial representation of hc (s), hf (s) is

available, the time domain representation of f can be obtained with the usual means (e.g. canonical
realizations in state-space).
Consider the inverse of the admittance, h−1
f (s). This function multiplies the actuator elongation, x(s).
The latter, in turn, is usually associated with the displacements of the system; as a consequence, these
variables and their time derivatives up to second order are readily available, as they already participate
in the equations of motion of the system. Since hf (s) is legitimately supposed to be a strictly proper
transfer function (i.e. whose denominator’s order is greater than that of the numerator), its inverse would
be not proper. However, one can write
h−1 2
f (s) = hx sp (s) + dx0 + sdx1 + s dx2 + ... (9.28)
where hx sp (s) is the strictly proper transfer function resulting from the long division (polynomial division)
of the denominator of hf by its numerator. As long as the order of the denominator exceeds by at most
2 that of the numerator, the time derivatives of the “input” (the actuator displacement, x) up to 2nd
order are readily available.
This, in turn, can be expressed in state-space form using a canonical realization for hx sp (s) that,
through matrices Ax , Bx , Cx , and the state xx , gives
ẋx = Ax xx + Bx x (9.29a)
fx = Cx xx + dx0 x + dx1 ẋ + dx2 ẍ (9.29b)
Things should be somewhat simpler with function h−1 f (s)hc (s), since hc (s) is also expected to be a
strictly proper function; thus, the above assumptions on the properness of hf (s) make h−1 f (s)hc (s) closer
−1 4
to strict properness than hf (s) alone . Under broad assumptions, one can write
h−1
f (s)hc (s) = hc sp (s) + dc0 (9.30)
4 Recall that the numerator of h−1
f (s)hc (s) is that of hc (s), whereas its denominator is the numerator of hf (s).
9-4
A corresponding state space representation yields
ẋc = Ac xc + Bc xc (9.31a)
fc = Cc xc + dc0 xc (9.31b)
In the end, the force is
f = fx − fc
= Cx xx − Cc xc + dx0 x + dx1 ẋ + dx2 ẍ − dc0 xc (9.32)
and the dynamics of the actual, Eq. (9.29a), and prescribed actuator displacement, Eq. (9.31a), need to
be added to the system.
Example: Hydraulic Actuator. Force:

s 3 + a1 s 2 + a2 s + a3 bc3
f= x− xc
bf 2 s + bf 3 bf 2 s + bf 3
1 3 a1 2 a2 a3 bc3
s + s + s+
bf 2 bf 2 bf 2 bf 2 bf 2
= x− xc
bf 3 bf 3
s+ s+
bf 2 bf 2
!
b̂1 b̂c1
= dˆ2 s2 + dˆ1 s + dˆ0 + x− xc . (9.33)
s + â1 s + â1
One can write

1
y= b̂1 x − b̂c1 xc (9.34)
s + â1
which yields
ẏ + â1 y = b̂1 x − b̂c1 xc (9.35)
and
f = dˆ2 ẍ + dˆ1 ẋ + dˆ0 x + y. (9.36)
(Homework: compute the coefficients of Eq. (9.36).)
(Homework: use the force of Eq. (9.36) to actuate a simple mass-spring-damper system, with the actuator
in parallel with the spring and the damper.)
Example: DC Motor. Consider the transfer function in Eq. (9.26) that expresses the contribution
to the torque c as a function of the angle θ, and perform a so-called “long division,” i.e. divide the
numerator by the denominator to single out a strictly proper transfer function and a polynomial in the
Laplace variable, s:
K2 K 2R
s3 JL + s2 JR + sK 2 + KG s2 J(sL + R) + (sL + R) + KG −
= L L
sL + R sL + R
K 2 KG − K 2 R/L
= s2 J + + (9.37)
L sL + R
KG − K 2 R/L
ψ= θ (9.38a)
sL + R
KG
ψc = θc (9.38b)
sL + R
9-5
one obtains

2 K2
c= s J+ θ + ψ − ψc (9.39)
L
Or, noticing that the transfer functions of ψ and ψc in Eqs. (9.38) share the same denominator, one could
write instead

1 K 2R
φ= KG − θ − KGθc (9.40)
sL + R L
and thus Eq. (9.39) would be replaced by

K2
c= s2 J + θ+φ (9.41)
L
The time realization in the context of the dynamics of a system of inertia Js , subjected to a torque
cs in addition to that of the actuator, is thus

K 2R
Lψ̇ + Rψ − KG − θ=0 (9.42)
L
Lψ˙c + Rψc = KGθc (9.43)
or

K 2R
Lφ̇ + Rφ − KG − θ = −KGθc (9.44)
L
plus the equation of motion that results from the virtual work principle,
0 = δW = −δθ · Js θ̈ + δθ · cs − δθ · c (9.45)
i.e.
Js θ̈ = cs − c (9.46)
Considering a time realization of the motor torque of Eq. (9.41),
K2
c(t) = J θ̈ + θ+φ (9.47)
L
one obtains
K2
(Js + J) θ̈ + θ + φ = cs (9.48a)
L
K 2R
Lφ̇ + Rφ − KG − θ = −KGθc (9.48b)
L
If, on the contrary, the dynamics of the electrical part is neglected from the beginning, using the
motor torque from Eq. (9.27), there is no need to introduce ψ and ψc ; the problem becomes
K2 KG KG
(Js + J) θ̈ + θ̇ + θ = cs + θc (9.49)
R R R
In both cases, the total inertia of the problem is recovered exactly.
9-6
Steady Approximation of Admittance. In many practical applications, the admittance can be
s
approximated by the static compliance, namely hf (s) = 1/ka which is the steady approximation of the
admittance. (Homework: compute the static compliance associated with Eq. (9.36) and compare it with
that directly computed from Eq. (9.14)).
The feedthrough function typically behaves as a low-pass filter; based on the notion of dominant
pole(s), first- or second-order approximations can be used, for example
1
hc (s) ≈ (9.50)
1 + s/ωc
or
1
hc (s) ≈ (9.51)
1 + 2ξs/ωc + (s/ωc )2
Consider for example the latter case, along with the steady approximation of the admittance. The
expression of the force is thus

1
f (s) = ka x(s) − xc (s) (9.52)
1 + 2ξs/ωc + (s/ωc )2
Its time domain realization is straightforward considering

1
y(s) = xc (s) (9.53)
1 + 2ξs/ωc + (s/ωc )2
i.e.

1 + 2ξs/ωc + (s/ωc )2 y(s) = xc (s) (9.54)
which yields
1 2ξ
ÿ + ẏ + y = xc (t). (9.55)
ωc2 ωc
The force in the time domain is thus
f (t) = ka (x(t) − y(t)) , (9.56)
with y(t) resulting from the integration of Eq. (9.55).

Note that Eq. (9.55) must be integrated to obtain y(t), but it is not coupled to the system unless
xc (t) is a function of the state (e.g. in case of feedback control). When xc (t) is prescribed, in principle
the corresponding y(t) could be integrated offline and subsequently fed to the system.
Special case — infinite compliance: ka → ∞, then x is no longer a degree of freedom, but rather
takes the prescribed value y whatever the force required: Eq. (9.56) can be written as
f (t)
= x(t) − y(t), (9.57)
ka
which, for ka → ∞ yields x(t) = y(t).
9.1.2 Reaction Mass Actuation

Consider a single degree of freedom system made of a mass m grounded by a spring k. A reaction mass
mr is connected to the mass m by a spring kr and by an actuator in parallel with the spring, that
provides a force fr according, for example, to the force f of Eq. (9.56).
The absolute displacement of m is z; the absolute displacement of mr is zr ; the relative displacement
between mr and m is x = zr − z.
9-7
The virtual work associated with the system is
0 = δW = −δzkz − δxkr x − δzmz̈ − δzr mr z̈r + δxfr

= −δzkz − (δzr − δz) kr (zr − z) − δzmz̈ − δzr mr z̈r + (δzr − δz) fr
= δz (−kz − kr (z − zr ) − mz̈ − fr ) + δzr (−kr (zr − z) − mr z̈r + fr ) (9.58)
For the arbitrariness of the virtual displacements, the equations of motion of the system are

m 0 z̈ k + kr −kr z −1
+ = fr (9.59)
0 mr z̈r −kr kr zr 1
Consider now the expression of force fr according to Eq. (9.56),
fr = −ka (x − y)
= −ka (zr − z − y) (9.60)
and that of y given by Eq. (9.55); the problem becomes

     
m 0 0  z̈  0 0 0  ż 
 0 mr 0  z̈r + 0 0 0  żr
1/ωc2
   
0 0 ÿ 0 0 2ξ/ωc ẏ
    
k + kr + ka −(kr + ka ) ka  z  0
+  −(kr + ka ) kr + ka −ka  zr =  0  xc (9.61)
 
0 0 1 y 1
(Homework: repeat the exercise considering z and x as coordinates, with zr = z + x).
9.1.3 Note on Matrix Approach

TODO
9.2 Dynamics
9.2.1 Beam and chord with lumped mass and damper
The left end of the beam in figure on the left is connected to the ground by a slider joint. The end
on the right is connected to the ground by a chord of negligible mass. The length of the beam and of
the chord is L. The bending stiffness of the beam is EJ, and the mass per unit span is m. The chord
is axially preloaded by an axial force N . The beam carries a mass M lumped at the right end, at the
connection with the chord. That point is also connected to a damper of characteristic C, whose other
end is grounded. A force f (t) acts on the right end of the beam.
0110 EJ, m M
f (t)
N 11
00
1010
111111111111111111
000000000000000000 00
11
00
11
1010 L L
C
11
00
The lateral displacement of the beam is w(x, t). The lateral displacement of the string is v(x, t). The
axial load is N (x) = N in both the beam and the string.
9-8
1) Analytical eigenvalues and eigenvectors.
The equilibrium equations are
EJw/xxxx − N w/xx + mẅ = 0 (9.62)

−N v/xx = 0 (9.63)
The boundary conditions are
w/x (0, t) = 0 (9.64)

−EJw/xxx (0, t) = 0 (9.65)
w(L, t) = v(0, t) (9.66)
EJw/xx (L, t) = 0 (9.67)
−EJw/xxx (L, t) + N w/x (L, t) − N v/x (0, t) = −M ẅ(L, t) − C ẇ(L, t) (9.68)
v(L, t) = 0 (9.69)
The chord equation is static. Its solution is
v/x = c1 (9.70)
v = c1 x + c2 (9.71)
The boundary conditions yield
v(0, t) = c2 = w(L, t) (9.72)

w(L, t)
v(L, t) = c1 L + w(L, t) = 0 → c1 = − (9.73)
L
and thus
x
v(x, t) = 1 − w(L, t) (9.74)
L
Note that the same solution could be obtained by simply considering that since the mass of the string
is negligible, it behaves like an equivalent spring that applies a shear force −kw(L, t) = −w(L, t)N/L at
the end of the beam.
The solution of the beam equation is
w(x, t) = a(x)b(t) (9.75)
which yields
a/xxxx a/xx b̈
EJ −N +m =0 (9.76)
a a b
In the following it is assumed that kN k ≪ EJ/L2 , such that the contribution of the prestress to the
overall bending stiffness is negligible. The equation reduces to
a/xxxx b̈
EJ +m =0 (9.77)
a b
Since the problem contains a damper, the time solution is
ḃ = sb = (σ + jω)b (9.78)
thus the problem reduces to
b̈
= s2 (9.79)
b
a/xxxx m 2
=− s = α4 (9.80)
a EJ
9-9
i.e.
r
m
α= 4
−s2 = ±µ ± jν µ ≥ 0, ν ≥ 0 (9.81)
EJ
and5
α2 = µ2 − ν 2 ± j2µν (9.82)
thus
r r r
2 EJ EJ EJ
s = ±jα = ±j(µ2 − ν 2 ± j2µν) = −2µν ± j(µ2 − ν 2 ) (9.83)
m m m
i.e.
r
EJ
σ = −2µν (9.84a)
m
r
EJ
ω = ±(µ2 − ν 2 ) (9.84b)
m
A solution can be found in the form
a(x) = A1 eµx cos(νx) + A2 eµx sin(νx) + A3 e−µx cos(νx) + A4 e−µx sin(νx) (9.85)
with
a/x (x) = A1 eµx [µ cos(νx) − ν sin(νx)] + A2 eµx [µ sin(νx) + ν cos(νx)]

+ A3 e−µx [−µ cos(νx) − ν sin(νx)] + A4 e−µx [−µ sin(νx) + ν cos(νx)] (9.86a)

a/xx (x) = A1 eµx µ2 − ν 2 cos(νx) − 2µν sin(νx)

+ A2 eµx µ2 − ν 2 sin(νx) + 2µν cos(νx)

+ A3 e−µx µ2 − ν 2 cos(νx) + 2µν sin(νx)

+ A4 e−µx µ2 − ν 2 sin(νx) − 2µν cos(νx) (9.86b)

a/xxx (x) = A1 eµx µ µ2 − 3ν 2 cos(νx) − ν 3µ2 − ν 2 sin(νx)

+ A2 eµx µ µ2 − 3ν 2 sin(νx) + ν 3µ2 − ν cos(νx)

+ A3 e−µx −µ µ2 − 3ν 2 cos(νx) − ν 3µ2 − ν 2 sin(νx)

+ A4 e−µx −µ µ2 − 3ν 2 sin(νx) + ν 3µ2 − ν 2 cos(νx) (9.86c)
or
a(x) = N1 (x)A1 + N2 (x)A2 + N3 (x)A3 + N4 (x)A4 (9.87a)

a/x (x) = N1/x (x)A1 + N2/x (x)A2 + N3/x (x)A3 + N4/x (x)A4 (9.87b)
a/xx (x) = N1/xx (x)A1 + N2/xx (x)A2 + N3/xx (x)A3 + N4/xx (x)A4 (9.87c)
a/xxx (x) = N1/xxx (x)A1 + N2/xxx (x)A2 + N3/xxx (x)A3 + N4/xxx (x)A4 (9.87d)

µ ν −µ ν
    
A1 0
−EJµ µ2 − 3ν 2 −EJν 3µ2 − ν 2 EJµ µ2 − 3ν 2 −EJν 3µ2 − ν 2
   
   
A2 0
    
=
 
EJN1/xx (L) EJN2/xx (L) EJN3/xx (L) EJN4/xx (L) A3 0
 
  
 
 

A4 0
   
−EJN1/xxx (L) + ZN1 (L) −EJN2/xxx (L) + ZN2 (L) −EJN3/xxx (L) + ZN3 (L) −EJN4/xxx (L) + ZN4 (L)
(9.88)
with Z = s2 M + sC + N/L.
5 According to de Moivre’s identity ej(nθ) = (ejθ )n ; so z n = (ρejθ )n = |z|n (cos(nθ) + j sin(nθ)); one can easily prove
that for n = 4, θ = π/2 ± π/2 ± ψ yield ej4θ = cos(4ψ) ± j sin(4ψ).
9-10
The eigenvalues (and the corresponding eigenvectors, in the form of the coefficients Ai for each
eigenvalue) are the roots of the determinant of the matrix. Note that as a consequence of the presence
of λ in Z the determinant is a complex number. As a consequence, its vanishing requires the real and
imaginary parts to simultaneously vanish, resulting in two equations that need to be solved for µ and ν.
The problem greatly simplifies by assuming C = 0; in this case,
b̈
= −ω 2 (9.89)
b
and
a/xxxx m
= ω2 = α4 (9.90)
a EJ
i.e.
r
√ m
α = ± ±1 4 (9.91)
EJ
which implies
a(x) = A1 cos(αx) + A2 sin(αx) + A3 eαx + A4 e−αx (9.92a)

αx −αx

a/x (x) = α −A1 sin(αx) + A2 cos(αx) + A3 e − A4 e (9.92b)
2 αx −αx

a/xx (x) = α −A1 cos(αx) − A2 sin(αx) + A3 e + A4 e (9.92c)
3 αx −αx

a/xxx (x) = α A1 sin(αx) − A2 cos(αx) + A3 e − A4 e (9.92d)

    
0 α α −α  A1   0 
EJα3 −EJα3 3
  
 
0 EJα A2 0
    
=
−EJα2 cos(αL) −EJα2 sin(αL) EJα2 eαL EJα2 e−αL
 
   A3   0 
−EJα3 sin(αL) + Z cos(αL) EJα3 cos(αL) + Z sin(αL) −EJα3 + Z eαL EJα3 + Z e−αL
  
 
A4 0
  
(9.93)
with Z = −ω 2 M + N/L.
Again, the eigenvalues (and the corresponding eigenvectors, in the form of the coefficients Ai for each
eigenvalue) are the roots of the determinant of the matrix.
2) Initial value problem after Ritz-like approximation.

Consider an approximation of the beam transverse displacement in the form
N
X
w(x, t) = q0 (t) + xq1 (t) + xi qi (t). (9.94)
i=2
The first derivative,
N
X
w/x (x, t) = q1 (t) + ixi−1 qi (t), (9.95)
i=2
to comply with the BC w/x (0, t) = 0 requires q1 (t) = 0. Consider N = 2 for simplicity.
VWP:
δWint = δWext (9.96)
9-11
with
Z L Z L Z L
δWint = δw/xx EJw/xx dx + δw/x N w/x dx + δv/x N v/x dx
0 0 0
Z L Z L Z L
N
= δq2 4EJq2 dx + δq2 4x2 N q2 dx + δq0 + δq2 L2 2 q0 + q2 L2 dx
0 L
0 0
N
= δq0 q0 + N Lq2 + δq2 N Lq0 + N L3 + 4EJL q2 (9.97)
L
end
Z L
δWext = − δwmẅ dx − δw(L)M ẅ(L) − δw(L)C ẇ(L) + δw(L)f (t)
0
Z L

=− δq0 + x2 δq2 m q̈0 + x2 q̈2 dx
0

+ δq0 + L2 δq2 −M q̈0 + L2 q̈2 − C q̇0 + L2 q̇2 + f (t)

mL3 2 2
= δq0 − (mL + M ) q̈0 − + M L q̈2 − C q̇0 − CL q̇2 + f (t)
3

mL3 2 mL5 4 2 4 2
+ δq2 − + M L q̈0 − + M L q̈2 − CL q̇0 − CL q̇2 + L f (t) (9.98)
3 5
i.e.
 
mL3 2
mL + M + M L  q̈0 C CL2 q̇0
 3 +
mL3 mL5 CL2 CL4
 
q̈2 q̇2
+ M L2 + M L4
3 5 
N
N L q0 1
+  L  = f (t) (9.99)
q2 L2
N L N L3 + 4EJL
Consider f (t) = f0 δ(t)+fs step(t) with qi (0− ) = 0, q̇i (0− ) = 0. The impulse modifies the initial conditions
on the velocity, i.e. qi (0+ ) = qi (0− ) = 0, while
 −1 
mL3   

q̇0 (0+ )
mL + M + ML   1 
2  −1  3f0

= 35 f0 = 5 (9.100)
q̇2 (0+ ) mL3 mL 
 2    2(6M + mL)
+ M L2 + M L4 L L2
3 5
9.2.2 Time Response of Rod — Analytical Solution

Consider the rod of Fig. 9.1, of length ℓ, axial stiffness EA, and mass per unit length m. With reference
to Section 3.1.1, and specifically the rod problem (a beam subjected only to axial loads and straining),
consider the case of a rod clamped in x = 0 and free in x = ℓ, loaded in x = ℓ by a time-varying
force Fxℓ = F0 · step(t). Using the analytically computed normal vibration modes as the displacement
basis, determine the solution and the axial force using the direct recovery and the acceleration modes
approaches.
Procedure.
i. Solve the corresponding homogeneous problem to determine the analytical frequencies and mode
shapes of the normal vibration modes;
ii. write the ‘discrete’ equations of motion using the analytical normal vibration modes;
iii. solve the ‘discrete’ equations of motion;
9-12
qx
11111111111111111111111111111111
00000000000000000000000000000000
00000000000000000000000000000000
11111111111111111111111111111111
00000000000000000000000000000000
11111111111111111111111111111111
Fx 0 Fx ℓ
x
0 ℓ
Fx 0 N (x) N (x) Fx ℓ
Figure 9.1: Rod Model
iv. compute the axial force using the direct recovery approach;
v. compute the axial force using the acceleration modes approach;
vi. (re-)compute the solution using the acceleration modes approach.
i) Solution of homogeneous problem. Boundary conditions: u(0, t) = 0, N (ℓ, t) = 0. This problem

has already been solved; the solution is
∞
X
u(x, t) = sin (λk x) ejωk t ck (9.101)
k=0
with
1 π
λk = + kπ (9.102)
2r ℓ
EA π r EA
ωk = λ k = + kπ (9.103)
m 2 mℓ2
and ck arbitrary constants.
ii) Equations of motion in modal basis. Let

∞
X ∞
X
u(x, t) = nk (x)qk (t) = sin (λk x) qk (t) = n(x)q(t) (9.104)
k=0 k=0
be the ‘discretized’ displacement. The VWP yields

Z ℓ Z ℓ
0 = δL = − δεT EAε dx − δuT mü dx + δuT (ℓ)Fℓ (9.105)
0 0
with ε = u/x . Using the proposed ‘discretization’ one obtains

Z ℓ Z ℓ
T T

δε EAε dx = δq nT/x EAn/x dx q = δq T Kq = δq T Diag mk ωk2 q (9.106)
0 0
Z ℓ Z ℓ
δuT mü dx = δq T nT mn dx q̈ = δq T Mq = δq T Diag (mk ) q̈ (9.107)
0 0
δuT (ℓ)Fℓ = δq T n (ℓ)Fℓ = δq T f ℓ
T
(9.108)
9-13
Since the shape functions n(x) are the exact normal vibration modes, the matrices are diagonal by
definition (homework: check).
A set of independent equations results:
Z ℓ Z ℓ
2
nk (x)m dx q̈k (t) + n2k/x (x)EA dx qk (t) = nk (ℓ)Fℓ (9.109)
0 0
with
Z ℓ Z ℓ
1
n2k (x)m dx = m sin2 (λk x) dx = mℓ [modal mass] (9.110)
0 0 2
Z ℓ Z ℓ
1
n2k/x (x)EA dxqk (t) = EAλ2k cos2 (λk x) dx = EAλ2k ℓ [modal stiffness] (9.111)
0 0 2
nk (ℓ)Fℓ = sin (λk ℓ) Fℓ = (−1)k Fℓ [modal load] (9.112)
i.e.
1 1
mℓq̈k + EAλ2k ℓqk = (−1)k Fℓ (9.113)
2 2
(Homework: normalize the mode shapes for unit modal mass; how does the problem change?)
iii) Solution of the equations of motion. The solution consists of the combination of a particular
and a general integral. For Fℓ = F0 step(t), the particular integral is
2(−1)k F0
qkp = constant = (9.114)
EAλ2k ℓ
whereas the general integral is
qkg = ckc cos (ωk t) + cks sin (ωk t) . (9.115)
Since the solution must comply with the initial conditions u(x, 0) = 0 and u̇(x, 0) = 0, all the solutions
nk (x)qk (t) must independently comply with the boundary conditions qk (0) = 0, q̇k (0) = 0, since by
definition the coordinates qk multiply functions that are spatially independent (the shape functions
nk (x) are independent because they are orthogonal with respect to mass and stiffness). Then
2(−1)k F0
qk (t) = + ckc cos (ωk t) + cks sin (ωk t) (9.116)
EAλ2k ℓ
q̇k (t) = −ωk ckc sin (ωk t) + ωk cks cos (ωk t) (9.117)
Prescribing the initial conditions
2(−1)k F0 2(−1)k F0
qk (0) = 0 = 2 + ckc cos (ωk · 0) + cks sin (ωk · 0) = + ckc (9.118)
EAλk ℓ EAλ2k ℓ
q̇k (0) = 0 = −ωk ckc sin (ωk · 0) + ωk cks cos (ωk · 0) = ωk cks (9.119)
one obtains
2(−1)k F0
ckc = − (9.120)
EAλ2k ℓ
cks = 0 (9.121)
and thus
2(−1)k F0
qk (t) = (1 − cos (ωk t)) (9.122)
EAλ2k ℓ
9-14
Substituting the expressions of λk , ωk , one obtains
!!
2(−1)k F0 π r EA
qk (t) = !2 1 − cos + kπ t . (9.123)
EA π 2 mℓ2
+ kπ
ℓ 2
This solution is intended for t ≥ 0 (ideally, it is multiplied by step(t)). The magnitude of the contribution
of the kth mode to the solution is inversely proportional to k 2 .
The complete solution is thus
∞
X
u(x, t) = sin (λk x) qk (t)
k=0
∞
F0 X 2(−1)k
= !2 sin (λk x) (1 − cos (ωk t))
EA/ℓ π
k=0
+ kπ
2
∞ ∞
F0 X 2(−1)k F0 X 2(−1)k
= !2 sin (λk x) − !2 sin (λk x) cos (ωk t) (9.124)
EA/ℓ π EA/ℓ π
k=0 k=0
+ kπ + kπ
2 2
iv) Direct recovery of axial force. The axial force is
N (x, t) = EAε(x, t) (9.125)
After ‘discretization’ one obtains
N (x, t) = EAn/x q (9.126)
i.e.
∞
X
N (x, t) = EA λk cos (λk x) qk (t)
k=0
∞
X 2(−1)k F0
= EA λk cos (λk x) (1 − cos (ωk t))
EAλ2k ℓ
k=0
∞
F0 X 2(−1)k
= cos (λk x) (1 − cos (ωk t))
ℓ λk
k=0
∞
X 2(−1)k
= F0 cos (λk x) (1 − cos (ωk t))
k=0
π
+ kπ
2
∞ ∞
X 2(−1)k X 2(−1)k
= F0 cos (λk x) − F0 cos (λk x) cos (ωk t) (9.127)
k=0
π k=0
π
+ kπ + kπ
2 2
v) Axial force computed using acceleration modes. The indefinite equilibrium yields
N/x = mü (9.128)
Using the ‘discretized’ solution for the configuration-dependent loads, one obtains
N/x = mn(x)q̈(t) (9.129)
9-15
Let us integrate the axial force starting from the free end:
Z x
N (x, t) = N (ℓ, t) + mn(ξ)q̈(t) dξ
ℓ
Z x ∞
X
= F0 + m sin (λk ξ) ωk2 qkp cos(ωk t) dξ
ℓ k=0
∞
X ω2 k x 2(−1)k F0
= F0 + m [− cos (λk ξ)]ℓ cos(ωk t)
λk EAλ2k ℓ
k=0
EA✓
∞ λ2 ✓ k
✓m cos (λk x) 2(−1) F0 cos(ωk t)
X k
= F0 − ✚
m
λk ✟✟λ2 ℓ
EA
k=0 k
∞
X 2(−1)k
= F0 − F0 cos (λk x) cos(ωk t) (9.130)
k=0
π
+ kπ
2
The difference between the two solutions yields
✘✘✘
∞
2(−1)k
x)✘
X
Nam − Nrd = F0 · 1 − F0 cos
✘ ✘k✘
(λ cos(ωk t)
π ✘✘✘
✘✘ ✘
k=0 + kπ
2
✘
✘✘ ✘
∞ ∞
X 2(−1)k X 2(−1)k ✘
− F0 cos (λk x) + F0 cos ✘
(λ ✘x) cos (ω t)
π ✘✘ ✘✘
k k
π
✘
✘✘2 + kπ
k=0 + kπ k=0
 2 
∞
 X 2(−1)k 
= F0  1 − cos (λk x) (9.131)

k=0
π 
+ kπ
2
where the summation converges to 1. Thus, the acceleration modes and the direct recovery approaches
yield the same contribution to the portion of internal forces that depends on the dynamic loads of the
problem. However, only at convergence does the direct recovery yield the portion of internal forces that
depends on the static loads; on the contrary, such portion is intrinsically exact when computed using the
acceleration modes approach.
vi) Solution using acceleration modes. Let us consider

∞
N F0 F0 X 2(−1)k
u/x = = − cos (λk x) cos(ωk t) (9.132)
EA EA EA π
k=0 + kπ
2
Its integration starting from the clamped end yields
Z x
N (ξ)
uam (x, t) = u(0, t) + dξ
0 EA
∞ Z
F0 F0 X 2(−1)k x
=0+ x− cos (λk ξ) dξ cos(ωk t)
EA EA π 0
k=0 + kπ
2
∞
F0 x F0 X 2(−1)k
= − !2 sin (λk x) cos(ωk t) (9.133)
EA/ℓ ℓ EA/ℓ π
k=0
+ kπ
2
9-16
The difference between the original solution and the one computed using the acceleration modes yields
F0 X
∞
2(−1)k
∞
F0 X 2(−1)k ✘✘ ✘
u − uam = ✘ ✘ ✘(ω
!2 sin (λk x) − !2 sin✘(λ
✘ k x) cos k t)
EA/ℓ π EA/ℓ π ✘ ✘✘
✘✘+✘kπ
k=0 k=0
+ kπ
2 ✘✘ 2
✘✘✘
∞
F0 x F0 X 2(−1)k
− + !2 sin✘(λ
✘ x)✘
k✘ cos(ω k t)
EA/ℓ ℓ EA/ℓ
k=0 π ✘✘✘✘
✘+ kπ
✘✘✘2
 
 
∞
F0 X 2(−1)k x
=  !2 sin (λk x) −  (9.134)
EA/ℓ  π ℓ 
k=0 
+ kπ
2
The summation converges to x/ℓ. Again, the solution obtained using the acceleration modes approach
exactly contains the contribution of the static loads, whereas the one computed directly converges to the
desired value only for k → ∞.
9.2.3 Torsion of Shafts
Consider the problem sketched in Figure 9.2, with θi = θi (xi , t). Since R1 θ1 (0) = R2 θ2 (0), then θ2 (0) =
τ θ1 (0), with τ = R1 /R2 . The latter condition can be enforced using Lagrange multipliers. Virtual work:
J2 J2
GJ2 , I2 , L2
R2
Kt2
Kt1 GJ1 , I1 , L1
R1
J1 J1
Figure 9.2: Shafts
Z 0 Z L2
(δθ1′ )T GJ1 θ1′ dx + (δθ2′ )T GJ2 θ2′ dx + δθ1T (−L1 )Kt1 θ1 (−L1 ) + δθ2T (L2 )Kt2 θ2 (L2 )
−L1 0
Z 0 Z L2
=− δθ1T I1 θ̈1 dx − δθ2T I2 θ̈2 dx
−L1 0
− δθ1T (−L1 )J1 θ̈1 (−L1 ) − δθ1T (0)J1 θ̈1 (0) − δθ2T (0)J2 θ̈2 (0) − δθ2T (L2 )J2 θ̈2 (L2 )
+ δλT (R1 θ1 (0) − R2 θ2 (0)) + δθ1 (0)T R1 λ − δθ2 (0)T R2 λ. (9.135)
9-17
The last terms represent the torques applied to each disk by the reaction force λ that enforces the gearing
ratio τ . Integration by parts:
Z 0
− δθ1T (−L1 )GJ1 θ1′ (−L1 ) + δθ1T (0)GJ1 θ1′ (0) − δθ1T GJ1 θ1′′ dx
−L1
Z L2
− δθ2T (0)GJ2 θ2′ (0) + δθ2T (L2 )GJ2 θ2′ (L2 ) − δθ2T GJ2 θ2′′ dx
0
Z 0 Z L2
+ δθ1T (−L1 )Kt1 θ1 (−L1 ) + δθ2T (L2 )Kt2 θ2 (L2 ) =− δθ1T I1 θ̈1 dx − δθ2T I2 θ̈2 dx
−L1 0
− δθ1T (−L1 )J1 θ̈1 (−L1 ) − δθ1T (0)J1 θ̈1 (0) − δθ2T (0)J2 θ̈2 (0) − δθ2T (L2 )J2 θ̈2 (L2 )
+ δλT (R1 θ1 (0) − R2 θ2 (0)) + δθ1 (0)T R1 λ − δθ2 (0)T R2 λ (9.136)
i.e.

δθ1T (−L1 ) −GJ1 θ1′ (−L1 ) + Kt1 θ1 (−L1 ) + J1 θ̈1 (−L1 )

+ δθ1T (0) GJ1 θ1′ (0) + J1 θ̈1 (0) − R1 λ

+ δθ2T (0) −GJ2 θ2′ (0) + J2 θ̈2 (0) + R2 λ

+ δθ2T (L2 ) GJ2 θ2′ (L2 ) + Kt2 θ2 (L2 ) + J2 θ̈2 (L2 )
− δλT (R1 θ1 (0) − R2 θ2 (0))
Z 0
− δθ1T GJ1 θ1′′ − I1 θ̈1 dx
−L1
Z L2
− δθ2T GJ2 θ2′′ − I2 θ̈2 dx = 0 (9.137)
0
Since all virtual displacements are allowed, this corresponds to
−GJ1 θ1′ (−L1 ) + Kt1 θ1 (−L1 ) + J1 θ̈1 (−L1 ) = 0 (9.138a)

GJ1 θ1′ (0) + J1 θ̈1 (0) − R1 λ = 0 (9.138b)
−GJ2 θ2′ (0) + J2 θ̈2 (0) + R2 λ = 0 (9.138c)
GJ2 θ2′ (L2 ) + Kt2 θ2 (L2 ) + J2 θ̈2 (L2 ) = 0 (9.138d)
−R1 θ1 (0) + R2 θ2 (0) = 0 (9.138e)
GJ1 θ1′′ − I1 θ̈1 = 0 (9.138f)
GJ2 θ2′′ − I2 θ̈2 = 0 (9.138g)
The two differential problems are identical, GJθ′′ − I θ̈; thus, considering variable separation θ(x, t) =
a(x)b(t),
a′′ b̈
GJ −I =0 (9.139)
a b
The solution consists of an undamped oscillation; thus b̈/b = −ω 2 , and
a′′ I b̈ I 2
= =− ω = −α2 (9.140)
a GJ b GJ
The generic solution is
ai (x) = Aci cos(αi x) + Asi sin(αi x) (9.141)
9-18
and the first derivative is
a′i (x) = αi (−Aci sin(αi x) + Asi cos(αi x)) (9.142)
The boundary equations, considering θ̈i = −ω 2 θi , become

−GJ1 θ1′ (−L1 ) + Kt1 − ω 2 J1 θ1 (−L1 ) = 0 (9.143a)
GJ1 θ1′ (0) − ω 2 J1 θ1 (0) − R1 λ =0 (9.143b)
−GJ2 θ2′ (0) − ω 2 J2 θ2 (0) + R2 λ =0 (9.143c)

GJ2 θ2′ (L2 ) + Kt2 − ω 2 J2 θ2 (L2 ) =0 (9.143d)
−R1 θ1 (0) + R2 θ2 (0) = 0 (9.143e)
At this stage, θi (x) can be replaced by the corresponding ai (x),

−GJ1 α1 (−Ac1 sin(−α1 L1 ) + As1 cos(−α1 L1 )) + Kt1 − ω 2 J1 (Ac1 cos(−α1 L1 ) + As1 sin(−α1 L1 )) = 0

(9.144a)
GJ1 α1 As1 − ω 2 J1 Ac1 − R1 λ = 0
(9.144b)
−GJ2 α2 As2 − ω 2 J2 Ac2 + R2 λ = 0
(9.144c)
GJ2 α2 (−Ac2 sin(α2 L2 ) + As2 cos(α2 L2 )) + Kt2 − ω 2 J2 (Ac2 cos(α2 L2 ) + As2 sin(α2 L2 )) = 0

(9.144d)
−R1 Ac1 + R2 Ac2 = 0
(9.144e)
i.e., in matrix form,

−GJ1 α1 s1 + (Kt1 − ω 2 J1 )c1 −GJ1 α1 c1 − (Kt1 − ω 2 J1 )s1
 
0 0 0
  
 Ac1   0 
−ω 2 J1
   
GJ1 α1 0 0 −R1 As1 0
    
  
 
 

−ω 2 J2 Ac2 = 0
 
 0 0 −GJ2 α2 R2 
−GJ2 α2 s2 + (Kt2 − ω 2 J2 )c2 GJ2 α2 c2 + (Kt2 − ω 2 J2 )s2 As2 0
    
0 0 0
  
 
 

   
λ 0
   
−R1 0 R2 0 0
(9.145)
with si = sin(αi Li ) and ci = cos(αi Li ). Recalling that αi is proportional to ω, the problem consists
in finding the value of ω that makes the matrix singular. With obvious meaning of the symbols, the
determinant is

det = R22 τ 2 a12 (a33 a44 − a34 a43 ) − a44 (a11 a22 − a12 a21 ) (9.146)
A numerical approach is likely needed.
9-19
9.2.4 Substructuring
Objective: develop an analytical model of a substructure, according to Craig-Bampton’s approach, of a
rod, considering one end clamped and the axial displacement at the other end as the interface degree of
freedom. Then use the resulting model to compute the eigenvalues of a clamped-free rod, truncating the
analytical modes accordingly.
Consider a rod of length ℓ, with EA, m defined as usual, clamped at x = 0. Consider the displacement
at x = ℓ as the interface. The corresponding static interface solution is u(x, t) = (x/ℓ)us (t) = ns (x)us (t).
The generic dynamic solution of the internal domain results from the eigenanalysis of the uniform rod
with boundary conditions u(0) = u(ℓ) = 0, i.e.
u(x, t) = (Ac cos(αx) + As sin(αx))b(t) (9.147)
p
with α = ωpm/EA. Considering the boundary conditions, Ac = 0 and sin(αℓ) = 0, i.e. αi = iπ/ℓ, and
ωi = (iπ/ℓ) EA/m, with i ∈ N. The mass matrix is
 
mss ms1 . . . msi
 m1s m11 . . . 0 
 
M= . . .. ..  (9.148)
 .. .. . . 
mis 0 ... mii
with
Z ℓ Z ℓ
x2 mℓ
mss = mn2s (x) dx =2
dx = m (9.149a)
0 0 ℓ 3
Z ℓ Z ℓ x mℓ
mii = mn2i (x) dx = m sin2 iπ dx = (9.149b)
0 0 ℓ 2
Z ℓ Z ℓ
x x
msi = mis = mns (x)ni (x) dx = m sin iπ dx
0 0 ℓ ℓ
✘
x ✘
x ℓ Z ℓ m ✘
=− m
x ℓ
cos iπ + ✘
cos✘✘iπ dx = (−1)i−1
mℓ
(9.149c)
ℓ iπ ℓ 0 ✘0✘iπ ✘ ℓ iπ
mij = mji = 0 (i 6= j) (9.149d)
The stiffness matrix is
 
kss ks1 . . . ksi
 k1s k11 . . . 0 
 
K= . .. .. ..  (9.150)
 .. . . . 
kis 0 ... kii
with
Z ℓ Z ℓ
EA EA
kss = EAn2s/x (x) dx = 2
dx = (9.151a)
0 0 ℓ ℓ
Z ℓ 2
iπ EAℓ
kii = EAn2i/x (x) dx = ωi2 mii = (9.151b)
0 ℓ 2
Z ℓ Z ℓ x
EA iπ
ksi = kis = EAns/x (x)ni/x (x) dx = cos iπ dx = 0 (9.151c)
0 0 ℓ ℓ ℓ
kij = kji = 0 (i 6= j) (9.151d)
The right-hand side is
 

 fs 
 
 f1 
f= .. (9.152)


 . 


 
fi
9-20
with
Z ℓ Z ℓ
x
fs (t) = ns (x)qx (x, t) dx = qx (x, t) dx (9.153a)
0 0 ℓ
Z ℓ Z ℓ x
fi (t) = ni (x)qx (x, t) dx = sin iπ qx (x, t) dx (9.153b)
0 0 ℓ
Consider for example a load applied at the end of the rod, qz = δ(x−ℓ)fℓ (t); then fs (t) = fℓ (t), fi (t) = 0.
Consider only one mode, and fℓ (t) = f step(t). The problem is
   
mℓ mℓ EA
 3  q̈s 0  qs f
π +
 ℓ
= step(t) (9.154)
 mℓ mℓ  q̈
1
 π 2 EA  q1 0
0
π 2 2ℓ
Compute the eigenvalues of the new system first; after setting γ = λ2 mℓ2 /EA, one obtains

γ γ
+1 1 1 1 π2 π2
3 π 2
2 = − γ + + γ+ =0 (9.155)
γ γ π 6 π 2 2 6 2
+
π 2 2
p
∼ ∼ ∼ 2 ∼
p are γ1 = −2.4895 and γ2 = −30.335, corresponding to λ1 = ±j 1.5778 EA/(mℓ ) and λ2 =
whose roots
±j 5.5077 EA/(mℓ2 ), or ω1 /ω1 exact ∼ = 1.0045 and ω2 /ω2 exact ∼
= 1.1688, i.e. the error for ω1 is 0.4%, and
the error for ω2 is 16.9%. The eigenvectors, normalized for unit mass matrix, are u1 = {1.4241; 0.3058}
and u2 = {2.3714; −2.2378}. Thus, UT f = {1.4241; 2.3714}f .
9.2.5 Wing-Mounted Engine

Consider a FE model of a cantilevered semi-span wing, formulated using beam elements (see Section 9.3.1
for details). The model yields the lumped parameters dynamics equation
Mü + Ku = f (t) (9.156)
where vector u contains, for each node i along the wing span, the transverse nodal displacement of the
elastic axis, wi , the nodal rotation about the chord, ϕi , and the nodal rotation about the elastic axis of
the wing, θi .
Indeed, the dynamics equation is the result of formulating the Virtual Work Principle for the wing,
Z Z Z Z
T T T
0 = δW = − δw/xx EJw/xx dx − δθ/x GJθ/x dx − δwCM mẅCM dx − δθT Jp θ̈ dx + δWf
ℓ ℓ ℓ ℓ
(9.157)
and subsequently discretizing the transverse displacement w(x, t) and the twist rotation θ(x, t) using
appropriate shape functions that interpolate the nodal displacements and rotations, such that the virtual
work principle yields
0 = δW = δuT (−Mü − Ku + f (t)) (9.158)
The engine is connected to the wing by a rigid pylon at the spanwise station xp . Assume that such
spanwise station corresponds to that of node p (or, in other words, the wing is discretized in such a
manner that a node is placed at the connection point between the wing and the pylon). As such, the
kinematics of the attachment point between the wing and the pylon is completely described by the nodal
displacement and rotations of node p, namely wp , ϕp , θp .
Assume that the engine can be approximated using a point mass M . Then, the contribution of the
engine to the virtual work is
δWengine = −δsTengine M s̈engine (9.159)
9-21
where sengine is the vector that expresses the displacement of the engine.
Consider the right semispan wing of a straight wing aircraft; consider a local reference frame whose x
axis goes towards the wing tip, whereas the y axis is aligned with the chord, positive towards the leading
edge, and the z axis points upwards.
Assume that the location of the engine relative to the elastic axis, in such reference frame, is
{xp , h, −v}, i.e. it is ahead of the elastic axis by the distance h, and below it by the distance v.
Then, the displacement of the engine as a function of the motion of node p is
    
 −vϕp  0 −v 0  wp 
sengine = vθp = 0 0 v  ϕp = Z p up (9.160)
   
wp + hθp 1 0 h θp
Notice that, formally, one could define a matrix Z such that the displacement of the engine can be
expressed as a function of the entire coordinate set, u, namely
 

 u0 


 .. 


 . 
 

sengine = 0 . . . Zp . . . 0 up = Zu (9.161)

 . 

 .. 

 
 

 
un
although, in practice, it is more convenient to consider the “slim” form Zp up to avoid unnecessary
operations with zeros.
The presence of the engine thus yields a virtual work contribution of the form
δWengine = −δsTengine M s̈engine = −δuT ZT M Zü = −δuT Mengine ü (9.162)
which modifies the dynamics equation by adding a contribution Mengine to the overall mass matrix.
Such contribution takes the form
δWengine = −δuT Mengine ü

   

 δu0  0 ... 0 ... 0  ü0 
 .   . . ..

..  

.. 

 . 
 . .. 
 

 .   . . .  .
   
 
=− δup  0 ...
 ZTp M Zp ... 0  ü
 p  (9.163)

 .
.

  . .. .. ..   .. 



 . 

  .. . . .  

. 


 
 
 

δun 0 ... 0 ... 0 ün
where the block-diagonal contribution ZTp M Zp is

 T    
0 −v 0 0 −v 0 1 0 h
ZTp M Zp =  0 0 v  M 0 0 v =M 0 v2 0  (9.164)
1 0 h 1 0 h h 0 v 2 + h2
“Exact” Discretized Solution Reduced Order Model

An “exact” reduced order model can be obtained using a subset of the normal vibration modes of the
problem that includes the inertia contribution of the engine, by solving the problem
(M + Mengine ) ü + Ku = 0 (9.165)
One obtains
2
(M + Mengine ) Uwe Diag ωwe = KUwe (9.166)
where the subscript “we” means “with engine”.
9-22
Considering only a subset of the normal vibration modes Uwe , a reduced order model is obtained by
the coordinate transformation u ≈ Uwe q. The resulting dynamics equation is
UTwe (M + Mengine ) Uwe q̈ + UTwe KUwe q = UTwe f (9.167)
whose matrices, by construction, are diagonal, i.e.
Diag {mwe } q̈ + Diag {kwe } q = UTwe f (9.168)
Corrected “A Posteriori” Reduced Order Model

Consider now the case of an a posteriori corrected model, in which the engine mass is attached to a
reduced order model originally formulated without it.
The original model is described by Eq. (9.156); a subset of its normal vibration modes is obtained by
solving the problem
2
MUcl Diag ωcl = KUcl (9.169)
where the subscript “cl” stands for “clean” (i.e. no engine mass).
Considering only a subset of the normal vibration modes Ucl , a reduced order model is obtained by
the coordinate transformation u ≈ Ucl q. The resulting dynamics equation is
UTcl MUcl q̈ + UTcl KUcl q = UTcl f (9.170)
whose matrices, by construction, are diagonal, i.e.
Diag {mcl } q̈ + Diag {kcl } q = UTcl f (9.171)
The mass of the engine is added by considering the related virtual work directly in the reduced set of
coordinates, i.e. by setting
sengine ≈ ZUcl q (9.172)
and thus
δWengine = −δsTengine M s̈engine ≈ −δq T UTcl ZT M ZUcl q̈ = −δq T mengine q̈ (9.173)
which yields the reduced order model
(Diag {mcl } + mengine ) q̈ + Diag {kcl } q = UTcl f (9.174)
This model differs from the one of Eq. (9.168); incidentally, by construction its mass matrix is no longer
diagonal. It is less accurate, but it has the great advantage that the mass and the location of the engine
can be easily changed without the need to recompute the normal vibration modes, provided the “clean”
normal modes still represent a “good” approximation of the exact ones.
Homework 9.1 What happens in terms of quality of the solution if one uses the entire clean normal
vibration modes set Ucl ?
The advantages of the “a posteriori” correction can be preserved while, at the same time, reducing
the loss of quality by taking some precautions, for example one of
• adding specially crafted “static” shapes to the model reduction base;
• using the notion of “interface” nodes (or degrees of freedom) mutuated from substructuring (see
Section 5.11);
• using the so-called “fictitious masses” (or boundary masses) approach.
9-23
Static Shapes
The effect of appending a large mass to the wing consists in introducing a lumped force, the inertia force
of the engine, and its moment resulting from the offset components v and h.
The normal modes in the “clean” configuration do not contain the corresponding “jump” (discontinu-
ity) in the shear force and in the bending and torsional moments. For this reason, they are unable to
correctly capture the effect of the lumped mass addition.
The reduced coordinate base can be enhanced by adding static shapes that take care of introducing
such jump. Consider for example the set of external loads that do virtual work for the virtual motion of
node p:
 T  

 δu0 
 0
    .. 
   ..  
 
 fp    .     .   fp 
δWf = δwpT fp + δϕTp mp + δθpT tp = δuTp mp = δup  I 

T
  mp  = δu Sf p

tp
   . 

.. 
 .  tp


 
  .. 

 

δun 0
(9.175)
The corresponding static problem is
Ku = Sf p (9.176)
KUst q = Sf p (9.177)
by introducing the set of static shapes Ust that represent the static solution for independent unit loads
applied at node p, i.e.
Ust = K−1 S (9.178)
These shapes, possibly after normalization, can be added to the selection of normal vibration modes one
wants to use to reduce the order of the model:

UROM = Ucl Ust (9.179)
The resulting ROM is
UTROM (M + Mengine ) UROM q̈ + UTROM KUROM q = UTROM f (9.180)
with
T
UTROM (M + Mengine ) UROM = Ucl Ust (M + Mengine ) Ucl Ust

UTcl (M + Mengine ) Ucl UTcl (M + Mengine ) Ust
=
UTst (M + Mengine ) Ucl UTst (M + Mengine ) Ust

Diag {mcl } + mengine UTcl (M + Mengine ) Ust
= (9.181)
UTst (M + Mengine ) Ucl UTst (M + Mengine ) Ust
T
UTROM KUROM = Ucl Ust K Ucl Ust
T
Ucl KUcl UTcl KUst
=
UTst KUcl UTst KUst

Diag {kcl } UTcl S
= (9.182)
ST Ucl ST K−1 S
The new reduced order model is an enhancement of the original one. Its capability to correctly capture
solutions dominated by lumped loads introduced into the pylon is guaranteed by the presence of the
static shapes.
Homework 9.2 Improve the quality of the “static” shapes by correcting them with inertia relief. How
does the structure of the matrices change?
9-24
Substructuring
TODO
Boundary Masses
TODO
9.3 Aeroelasticity
9.3.1 Static aeroelasticity of straight wing — steady aerodynamics
Assume elastic axis and center of mass axis coincident.
Finite element model for torsion

θ(x, t) = N θ (x)q θ (t); use linear shape functions
1
N θ (ξ) = (1 − ξ) (1 + ξ) (9.183)
2

θi
q θij = (9.184)
θj
for the torsion between nodes i and j.
Internal work:
Z xj
T
δWint = δθ/x GJθ/x dx (9.185)
xi
For the internal work, we need to compute θ/x = N θ/x q θij , but we only have N θ (ξ). We can compute
N θ/x = N θ/ξ (∂ξ/∂x), but we need (∂ξ/∂x).
Two-node isoparametric one-dimensional element. Assume node i in xi and node j in xj ; then

xi
x(ξ) = N θ (ξ) (9.186)
xj
is a linear interpolation of x between xi and xj based on the same shape functions defined for θ as
functions of the non-dimensional abscissa ξ. The derivative of x with respect to x itself is 1, x/x = 1:

∂x ∂x ∂ξ ∂N θ xi ∂ξ
1= = = (9.187)
∂x ∂ξ ∂x ∂ξ xj ∂x
which implies
−1
∂ξ ∂N θ xi
= (9.188)
∂x ∂ξ xj
Since N θ/ξ = [−1, 1]/2, then

−1
∂ξ 1 xi 2 2
= [−1, 1] = = (9.189)
∂x 2 xj xj − xi Lij
where Lij is the length of the element between nodes i and j.
9-25
The internal work is
Z 1 T
∂ξ ∂ξ ∂x
δWint = N θ/ξ δq θij GJ N θ/ξ q θij dξ
−1 ∂x ∂x ∂ξ
Z 1
∂ξ T
= δq Tθij N θ/ξ GJN θ/ξ dξ q θij
−1 ∂x
Z 1
T 2 −1/2
= δq θij GJ −1/2 1/2 dξ q θij
−1 Lij 1/2
Z 1
T GJ 1 −1
= δq θij dξ q θij (assuming uniform GJ)
2Lij −1 −1 1

GJ 1 −1 1
= δq Tθij ξ|−1 q θij
2Lij −1 1

T GJ 1 −1
= δq θij q θij (9.190)
Lij −1 1
i.e. the well-known stiffness matrix of a bar.
External work (inertia only for now):
Z xj
i
δWext =− δθT Jp θ̈ dx
xi
Z 1
∂x
= −δq Tθij N Tθ Jp N θ
dξ q̈ θij
−1 ∂ξ
Z
Lij 1 (1 − ξ)/2
= −δq Tθij Jp (1 − ξ)/2 (1 + ξ)/2 dξ q̈ θij
2 −1 (1 + ξ)/2
Z 1
T Lij Jp (1 − ξ)2 (1 + ξ)(1 − ξ)
= −δq θij dξ q̈ θij (assuming constant Jp )
8 −1 (1 + ξ)(1 − ξ) (1 + ξ)2
1
Lij Jp ξ − ξ 2 + ξ 3 /3 ξ − ξ 3 /3
= −δq Tθij q̈
8 ξ − ξ 3 /3 ξ + ξ 2 + ξ 3 /3 −1 θij

1/3 1/6
= −δq Tθij Lij Jp q̈ θij (9.191)
1/6 1/3
Homework 9.3 Formulate a three-node isoparametric torsion finite element using parabolic shape func-
tions.
Assembly: divide the wing in segments; compute the stiffness and the mass matrices for each segment
9-26
and assemble them, noting that adjacent elements share one node. For example, for two segments:
δWint = δWint0,1 + δWint1,2

GJ 1 −1 GJ 1 −1
= δq Tθ0,1 q θ0,1 + δq Tθ1,2 q θ1,2
L0,1 −1 1 L1,2 −1 1
T T
δθ0 GJ 1 −1 θ0 δθ1 GJ 1 −1 θ1
= +
δθ1 L0,1 −1 1 θ1 δθ2 L1,2 −1 1 θ2
 T       
 δθ0  1 −1 0 0 0 0  θ0 
= δθ1  GJ  −1 1 0  + GJ  0 1 −1  θ1
  L0,1 L1,2  
δθ2 0 0 0 0 −1 1 θ2
 T   
 δθ0  GJ/L0,1 −GJ/L0,1 0  θ0 
= δθ1  −GJ/L0,1 GJ/L0,1 + GJ/L1,2 −GJ/L1,2  θ1 (9.192a)
   
δθ2 0 −GJ/L1,2 GJ/L1,2 θ2
i i i
δWext = δWext 0,1
+ δWext 1,2

1/3 1/6 1/3 1/6
= −δq Tθ0,1 L0,1 Jp q̈ θ0,1 − δq Tθ1,2 L1,2 Jp q̈ θ1,2
1/6 1/3 1/6 1/3
T T
δθ0 1/3 1/6 θ̈0 δθ1 1/3 1/6 θ̈1
=− L0,1 Jp − L1,2 Jp
δθ1 1/6 1/3 θ̈1 δθ2 1/6 1/3 θ̈2
 T       
 δθ0  1/3 1/6 0 0 0 0  θ̈0 
=− δθ1 L0,1 Jp  1/6 1/3 0  + L1,2 Jp  0 1/3 1/6  θ̈
   1 
δθ2 0 0 0 0 1/6 1/3 θ̈2
 T   
 δθ0  L0,1 Jp /3 L0,1 Jp /6 0  θ̈0 
=− δθ1  L0,1 Jp /6 L0,1 Jp /3 + L1,2 Jp /3 L1,2 Jp /6  θ̈ (9.192b)
   1 
δθ2 0 L1,2 Jp /6 L1,2 Jp /3 θ̈2
To model the clamp at the wing root, eliminate from each matrix the row and the column related to the
node at x = 0, i.e.
T
δθ1 GJ/L0,1 + GJ/L1,2 −GJ/L1,2 θ1
δWint = δ δ (9.193a)
δθ2 −GJ/L1,2 GJ/L1,2 θ2
T
i δθ1 L0,1 Jp /3 + L1,2 Jp /3 L1,2 Jp /6 θ̈1
δWext =− (9.193b)
δθ2 L1,2 Jp /6 L1,2 Jp /3 θ̈2
Finite element model for bending

w(x, t) = N w (x)q w ; use cubic shape functions that (at boundaries, i.e. at nodes) are continuous at least
up to first derivative (C1 ; Hermitian shape functions):
   

 wi    wi 
    

wi/x ϕi
qw = = (9.194)

 wj    wj 
    

wj/x ϕj
2 3
′
N w (ξ) = 1 ξ ξ ξ A (9.195)
2
′
N w/ξ (ξ) = 0 1 2ξ 3ξ A (9.196)
The square matrix A′ combines the powers of ξ to yield the desired shape functions. To compute it:
       

 w(−1)   N w (−1) 
 wi 
 
 wi  
      
w/ξ (−1) N w/ξ (−1) 
 A′ w i/ξ wi/ξ
= = (9.197)
 w(1) 
   N w (1)    wj 
  wj 
      

w/ξ (1) N w/ξ (1) wj/ξ wj/ξ
9-27
which implies
 −1  −1  
N w (−1) 1 −1 1 −1 1/2 1/4 1/2 −1/4
′
 N w/ξ (−1)   0 1 −2 3   −3/4 −1/4 3/4 −1/4 
 N w (1)  =  1
A =    =  (9.198)
1 1 1   0 −1/4 0 1/4 
N w/ξ (1) 0 1 2 3 1/4 1/4 −1/4 1/4
Since we need the shape functions associated with the derivatives with respect to x,
       

 w(−1)   N w (−1) 
 wi   
 wi  
     wi/x   wi/x 
w/x (−1) (∂ξ/∂x)N w/ξ (−1)
=   wj  =  wj 
A (9.199)

 w(1) 

 N w (1)  
      

w/x (1) (∂ξ/∂x)N w/ξ (1) wj/x wj/x
which implies
 −1  −1
N w (−1) 1 −1 1 −1
 (∂ξ/∂x)N w/ξ (−1)   0 2/Lij −4/Lij 6/Lij 
A=  = 
 N w (1)   1 1 1 1 
(∂ξ/∂x)N w/ξ (1) 0 2/Lij 4/Lij 6/Lij
 
1/2 Lij /8 1/2 −Lij /8
 −3/4 −Lij /8 3/4 −Lij /8 
=  (9.200)
 0 −Lij /8 0 Lij /8 
1/4 Lij /8 −1/4 Lij /8
and

1 Lij Lij
Nw = 3
(2 − 3ξ + ξ ) (1 − ξ − ξ + ξ ) 2 3
(2 + 3ξ − ξ ) 3 2
(−1 − ξ + ξ + ξ ) 3 (9.201)
4 2 2
Internal work:
Z xj
T
δWint = δw/xx EJw/xx dx (9.202)
xi
where
2
∂ξ 1 Lij Lij
w/xx = N w/xx q wij = N w/ξξ q wij = 6ξ (−2 + 6ξ) −6ξ (2 + 6ξ) q wij
∂x L2ij 2 2
(9.203)
Then (assuming uniform EJ)
Z 1 4
∂ξ ∂x
T
δWint = δq wij N Tw/ξξ EJN w/ξξ dξ q wij
−1 ∂x ∂ξ
 
6ξ
Z 1 L 
EJ  (−2 + 6ξ) ij 
T 2  L Lij
 6ξ (−2 + 6ξ) ij

= δq wij 3  −6ξ (2 + 6ξ) dξ q wij
2Lij −1  −6ξ  2 2
 
Lij
(2 + 6ξ)
2
(9.204)
The matrix under the integral is
 
36ξ 2 −6ξ + 18ξ 2 Lij −36ξ 2 6ξ + 18ξ 2 Lij
 1 − 6ξ + 9ξ 2 L2ij 6ξ − 18ξ 2 Lij −1 + 9ξ 2 L2ij 
K=  (9.205)
 36ξ 2 − 6ξ + 18ξ 2 Lij 
sym. 1 + 6ξ + 9ξ 2 L2ij
9-28
Its integration yields
 1
Z 12ξ 3 −3ξ 2 + 6ξ 3 Lij −12ξ 3 3ξ 2 + 6ξ 3 Lij
1  ξ − 3ξ 2 + 3ξ 3 L2ij 3ξ − 6ξ 3 Lij
2
−ξ + 3ξ 3 L2ij 
K dξ =  
−1
 12ξ 3 − 3ξ 2 + 6ξ 3 Lij 
sym. ξ + 3ξ 2 + 3ξ 3 L2ij −1
 
24 12Lij −24 12Lij
 8L2ij −12Lij 4L2ij 
=  (9.206)
 24 −12Lij 
sym. 8L2ij
Thus
 
12 6Lij −12 6Lij
EJ  4L2ij −6Lij 2L2ij 
δWint = δq Twij  q (9.207)
L3ij  12 −6Lij  wij
sym. 4L2ij
i.e. the well-known stiffness matrix of an engineering beam.
Homework 9.4 Using the elemental stiffness matrix of Eq. 9.207, apply clamped-free boundary condi-
tions, compute the solution for end-applied loads and compare it with the analytical solution of Exer-
cise 3.17.
External work (inertia only for now):

Z xj
i
δWext =− δwT mẅ dx
xi
Z 1
∂x
= −δq Twij N Tw mN w dξ q̈ wij
−1 ∂ξ
(2 − 3ξ + ξ3 )
 
Lij
(1 − ξ − ξ2 + ξ3 )
 
 " #
T mLij Z 1   Lij Lij
= −δq w 2 (2 − 3ξ + ξ3 ) (1 − ξ − ξ2 + ξ3 ) (2 + 3ξ − ξ3 ) (−1 − ξ + ξ2 + ξ3 ) dξ q̈ w
 
ij (2 + 3ξ − ξ3 ) ij
 
32 −1 


 2 2
Lij
(−1 − ξ + ξ2 + ξ3 )
 
2
 
156 22Lij 54 −13Lij
mLij  4L2ij 13Lij −3L2ij 
= −δq Twij   q̈ (9.208)
420  156 −22Lij  wij
sym. 4L2ij
This is the so-called consistent mass matrix. A condensed form is obtained by replacing the mass matrix
with a diagonal matrix that preserves the inertia associated with rigid-body motion.
Homework 9.5 Formulate the problem in case the center of mass is offset by d along the chord, re-
sulting in inertial coupling between transverse displacement and twist rotation of the beam. Write the
corresponding entries of the mass matrix of the system.
Homework 9.6 Formulate a two-node isoparametric bending finite element with linear shape functions
using Timoshenko’s beam model. In the clamped-free case for end applied transverse force, how does the
approximate solution differ from the exact one of Exercise 3.13?
Homework 9.7 Formulate a three-node isoparametric bending finite element with parabolic shape func-
tions using Timoshenko’s beam model. In the clamped-free case for end applied transverse force, how
does the approximate solution differ from the exact one of Exercise 3.13?
9-29
Homework 9.8 Formulate a four-node isoparametric bending finite element with cubic shape functions
using Timoshenko’s beam model. In the clamped-free case for end applied transverse force, how does the
approximate solution differ from the exact one of Exercise 3.13?
Note: if vertical displacement is allowed (symmetric boundary conditions, i.e. δw(0) 6= 0 but δw/x (0) ≡
0), half of the mass of the airframe needs to be added to the diagonal element of the mass matrix cor-
responding to w(0), i.e. δWheave = −δwT (0)(M/2)ẅ(0); if roll is allowed (anti-symmetric boundary
conditions, i.e. δw(0) ≡ 0 but δw/x (0) 6= 0), half of the roll inertia of the airframe needs to be added to
T
the diagonal element of the mass matrix corresponding to w/x (0), i.e. δWroll = −δw/x (0)(Ixx /2)ẅ/x (0).
Steady aerodynamics
External work (aerodynamic loads, strip theory):
Z xj
a

δWext = δθT MaAC + δwACT
L dx (9.209)
xi
with wAC = w + eθ, MaAC = qc2 CM AC (β), L = qcCL (α, β), α = θ − ẇ/V∞ . Define:

qw
wAC = w + eθ = N w eN θ
qθ
 

 wi  
 wi/x 
 

 

 θi 
= Nw1 Nw1/x eNθ1 Nw2 Nw2/x eNθ2 (9.210)

 wj  
 wj/x 
 

 

 
θj
the external work becomes
Z xj
a

δWext = δθT (MaAC + eL) + δwT L dx
xi
Z xj

=q δθT c2 CM AC + ecCL + δwT cCL dx (9.211)
xi
Consider linearized coefficients CM AC = CM AC/β β, CL = CL/α (θ − ẇ/V∞ ) + CL/β β.
Contribution to torsion equations:

Z xj Z xj Z xj
aθ T q T

δWext = q δθ ecCL/α θ dx − δθ ecCL/α ẇ dx + q δθT ecCL/β + c2 CM AC/β β dx
xi V∞ xi xi
(9.212)
with (assuming constant c, e, CL/α , CL/β , CM AC/β ):
Z xj Z 1
∂x
T T
δθ ecCL/α θ dx = δq θij N Tθ ecCL/α N θ dξ q θij
xi −1 ∂ξ

T 1/3 1/6
= δq θij Lij ecCL/α q θij (9.213)
1/6 1/3
(for analogy with the mass matrix case)
Z xj Z 1
∂x
T T
δθ ecCL/α ẇ dx = δq θij N Tθ ecCL/α N w dξ q̇ wij
xi −1 ∂ξ
Lij
Z 1
(1 − ξ) Lij Lij
= δq T
θij ecCL/α (2 − 3ξ + ξ3 ) (1 − ξ − ξ2 + ξ3 ) (2 + 3ξ − ξ3 ) (−1 − ξ + ξ2 + ξ3 ) dξ q̇ wij
16 −1 (1 + ξ) 2 2

Lij 21 3Lij 9 −2Lij
= δq Tθij ecCL/α q̇ wij (9.214)
60 9 2Lij 21 −3Lij
9-30
Z xj Z 1
∂x
δθT ecCL/β + c2 CM AC/β β dx = δq Tθij N Tθ ecCL/β + c2 CM AC/β dξ β
xi −1 ∂ξ
Z 1
Lij (1 − ξ)/2
= δq Tθij ecCL/β + c2 CM AC/β dξ β
2 −1 (1 + ξ)/2
1
Lij ξ/2 − ξ 2 /4
= δq Tθij ecCL/β + c2 CM AC/β β
2 ξ/2 + ξ 2 /4 −1

Lij 1
= δq Tθij ecCL/β + c2 CM AC/β β (9.215)
2 1
Contribution to bending equations:

Z xj Z xj Z xj
aw T q T
δWext = q δw cCL/α θ dx − δw cCL/α ẇ dx + q δwT cCL/β β dx (9.216)
xi V∞ xi xi
with
Z xj Z 1
∂x
T
δw cCL/α θ dx = δq Twij N Tw cCL/α N θ dξ q θij
xi −1 ∂ξ
 
21 9
Lij  3Lij 2Lij 
= δq Twij cCL/α q (9.217)
60  9 21  θij
−2Lij −3Lij
(by chance, it is analogous to the transpose of the cross-coupling term of the torsion equations...)
Z xj Z 1
∂x
δwT cCL/α ẇ dx = δq Twij N Tw cCL/α N w dξ q̇ wij
xi −1 ∂ξ
 
156 22Lij 54 −13Lij
2
cC L/α L ij  4L 13L ij −3L2ij 
= δq Twij  ij  q̇ w (9.218)
420  156 −22Lij  ij
sym. 4L2ij
(by analogy with the mass matrix)
Z xj Z 1
∂x
δwT cCL/β β dx = δq Twij N Tw cCL/β
dξ β
xi −1 ∂ξ
 
(2 − 3ξ + ξ 3 )
Z 1 L 
 (1 − ξ − ξ 2 + ξ 3 ) ij
T cCL/β Lij

= δq wij
 2 
 dξ β
(2 + 3ξ − ξ 3 )

8 −1  
 
Lij
(−1 − ξ + ξ 2 + ξ 3 )
  2
6
cCL/β Lij 
 Lij  β

= δq Twij  6  (9.219)
12
−Lij
Assembly
Consider the following subproblems:

1
Mθθ q̈ θ + Kθθ q θ = q Kaθθ q θ + Caθw q̇ w + Kaθβ β (9.220)
V∞

1
Mww q̈ w + Kww q w = q Kawθ q θ + Caww q̇ w + Kawβ β (9.221)
V∞
9-31
To study the static aeroelasticity of the roll motion, reduce the bending displacement to the rigid roll
by defining w(x, t) = N w q wϕ ϕ, with q wϕ defined by setting each wi/x = 1 and each wi = xi . The
assembled problem becomes

1
Mθθ q̈ θ + Kθθ q θ = q Kaθθ q θ + Caθw q wϕ ϕ̇ + Kaθβ β (9.222)
V∞
✘✘

✘q 1 T
q Twϕ Mww q wϕ ϕ̈ + ✘
q Twϕ
✘K✘ww T
wϕ ϕ = q q wϕ Kawθ q θ + q Caww q wϕ ϕ̇ + q Twϕ Kawβ β (9.223)
V∞ wϕ
Define p = ϕ̇, neglect q̈ θ , and rewrite the problem as

0 Kθθ Kaθθ q Caθw q wϕ Kaθβ
ṗ + −q qθ = p+q β
q Twϕ Mww q wϕ 0 q Twϕ Kawθ V∞ q Twϕ Caww q wϕ q Twϕ Kawβ
(9.224)
9.3.2 Pull-Up Maneuver

Consider a simple model, made of a rigid wing connected to the fuselage by a torsional spring KT .
Equilibrium along the vertical
0 = P + Pc − (M + m)gN (9.225)
Equilibrium about the center of mass
0 = aP − bPc + MaAC + MaACc (9.226)
Equilibrium of wing about elastic axis
KT θ = eP + MaAC + dmgN (9.227)
with
P = P0 + qSCL/α (∆α + ∆θ) (9.228)

Pc = Pc0 + qSc CLc/α ∆α + CLc/δ ∆δe (9.229)
N = 1 + ∆N (9.230)
MaAC and MaACc are the aerodynamic moments of the wing and of the tail surface, both referred to the
respective aerodynamic centers. As such, they do not depend on the angle of attack, thus they do not
participate in the perturbative equations6 .
Perturbation
    
−qSc CLc/δ −q SCL/α + Sc CLc/α −qSCL/α  ∆δe   − (M + m) g 
 qbSc CLc/δ −q aSCL/α − bSc CLc/α −qaSCL/α  ∆α = 0 ∆N
   
0 −qeSCL/α KT − qeSCL/α ∆θ dmg
(9.231)
Consider a rigid wing (i.e. omit the last equation and the last column of the matrix):

−qSc CLc/δ −q SCL/α + Sc CLc/α ∆δe − (M + m) g
= ∆N (9.232)
qbSc CLc/δ −q aSCL/α − bSc CLc/α ∆α 0
6 Actually, M
aACc depends on the elevator deflection; however, the contribution of the tail lift to the pitch moment
equilibrium is multiplied by the tail arm, b, whereas the contribution of the tail aerodynamic moment is multiplied by the
tail chord, cc , with cc /b ≪ 1. As such, for the sake of simplicity, the dependence of the tail aerodynamic moment on the
elevator deflection is neglected in the following.
9-32
With controls locked (∆δe = 0) the matrix must be positive definite, i.e. (aSCL/α − bSc CLc/α ) < 0 for
static stability; assuming CL/α ∼
= CLc/α , a < bSc /S; then one obtains

∆δe aSCL/α − bSc CLc/α (M + m) g
= (9.233)
∆N q(a + b)Sc CLc/δ SCL/α
∆α b (M + m) g
= (9.234)
∆N q (a + b) SCL/α
Note that ∆δe /∆N < 0 since the numerator is negative for static stability.
With deformable wing:

∆δe qSCL/α Sc CLc/α (be(M + m) + d(a + b)m) + KT aSCL/α − bSc CLc/α (M + m)
= g (9.235)
∆N qKT (a + b)SCL/α Sc CLc/α
∆α KT b(M + m) − qSCL/α (be(M + m) + d(a + b)m)
= g (9.236)
∆N qKT (a + b)SCL/α
∆θ be(M + m) + d(a + b)m
= g (9.237)
∆N KT (a + b)
Now the condition for static stability is that with locked controls (∆δe = 0) the matrix of

−q aSCL/α − bSc CLc/α −qaSCL/α ∆α 0
= ∆N (9.238)
−qeSCL/α KT − qeSCL/α ∆θ dmg
must be positive definite,
KT
q< (9.239)
eSCL/α

KT aSCL/α
q< 1− (9.240)
eSCL/α bSc CLc/α
where the coefficient in brackets is positive for static stability of the rigid aircraft.
Structural flexibility alters the effectiveness of the command:
∆δe qSCL/α Sc CLc/α (be(M + m) + d(a + b)m)

=1+ (9.241)
∆δe0 KT aSCL/α − bSc CLc/α (M + m)
which is less than 1 because the denominator is negative for static stability. This means that a given
load factor is obtained with less control than in the case of rigid wing, i.e. elasticity is making control
“easier and easier” as q increases.
Control reversal occurs when the determinant of the complete matrix vanishes (in fact, this means
that arbitrary deflection of the control, with the corresponding ∆θ and ∆α, does not cause any load
factor perturbation, ∆N = 0). This is not possible with the current model.
By changing the order of the unknowns,

    
− (M + m) g q SCL/α + Sc CLc/α qSCL/α  ∆N   −qSc CLc/δ 
 0 q aSCL/α − bSc CLc/α qaSCL/α  ∆α = qbSc CLc/δ ∆δ
    e
−dmg −qeSCL/α KT − qeSCL/α ∆θ 0
(9.242)
9-33
which yields
∆N KT SCL/α Sc CLc/δ (a + b)
=q
∆δe KT aSCL/α − bSc CLc/α (M + m) g + qSCL/α Sc CLc/α (be(M + m) + d(a + b)m)
(9.243)

∆α ScCLc/δ KT b(M + m) − qSCL/α (be(M + m) + d(a + b)m)
=
(9.244)
∆θ Sc CLc/δ SCL/α (be(M + m) + d(a + b)m)
=q
(9.245)
The corresponding result for rigid wing is
∆N Sc CLc/δ SCL/α (a + b)
=q (9.246)
∆δe aSCL/α − bSc CLc/α (M + m)g
∆α bSc CLc/δ
= (9.247)
∆δe aSCL/α − bSc CLc/α
Divergence under pull-up occurs when the determinant of the matrix vanishes (in fact, this means that
an arbitrary load factor, with corresponding ∆θ and ∆α, can occur with controls locked, ∆δe = 0),

KT aSCL/α − bSc CLc/α (M + m)
q=− (9.248)
SCL/α Sc CLc/α (be(M + m) + d(a + b)m)
which is the dynamic pressure for which the numerator of ∆δe vanishes.
9.3.3 Flutter of straight clamped wing - steady aerodynamics
w(x, t) = Nw (x)q w (t) (9.249a)

θ(x, t) = Nθ (x)q θ (t) (9.249b)

w qw
wAC = w + eθ = 1 e = Nw eNθ (9.249c)
θ qθ
" ! # " ! #
c c w c qw
w3/4 = w − −e θ = 1 − −e = Nw − − e Nθ
2 2 θ 2 qθ
(9.249d)

w qw
wCM = w − dθ = 1 −d = Nw −dNθ (9.249e)
θ qθ
CL = CL/α αe (9.250)
" ! #
ẇ3/4 qw 1 c q̇ w
αe = α0 + θ − = α0 + 0 Nθ − Nw − − e Nθ (9.251)
V∞ qθ V∞ 2 q̇ θ
Internal work
Z L Z L
T T
δWint = δw/xx EJw/xx dx + δθ/x GJθ/x dx
0 0
T Z L T
δq w Nw/xx 0 EJ 0 Nw/xx 0 qw
= dx
δq θ 0 0 Nθ/x 0 GJ 0 Nθ/x qθ
T
δq w Kww 0 qw
= (9.252)
δq θ 0 Kθθ qθ
9-34
External work
Z L Z L Z L Z L Z L
δWext = δθT qc2 CM AC dx + T
δwAC qcCL dx − T
δwCM mg dx − δθT Jp θ̈ dx − T
δwCM mẅCM dx
0 0 0 0 0
T Z L Z L
δq w T T
= q 0 Nθ c2 CM AC dx + q Nw eNθ cCL/α α0 dx
δq θ 0 0
Z L
T qw
+q Nw eNθ cCL/α 0 Nθ dx
0 qθ
Z L " ! #
q T c q̇ w
− Nw eNθ cCL/α Nw − − e Nθ dx
V∞ 0 2 q̇ θ
Z L
T
−g Nw −dNθ m dx
0
Z L !
T T q̈ w
− 0 Nθ Jp 0 Nθ + Nw −dNθ m Nw −dNθ dx
0 q̈ θ
(9.253)
9.3.4 Typical section

Consider w = qw , θ = qθ , with lumped stiffnesses at the root of the wing, and uniform wing properties.
Then

mL −dmL q̈w kww 0 qw SCL/α α0
+ = q
−dmL Jp L + md2 L q̈θ 0 kθθ qθ eSCL/α α0 + cSCM AC

0 SCL/α qw q SCL/α −(c/2 − e)SCL/α q̇w mL
+q − −g
0 eSCL/α qθ V∞ eSCL/α −e(c/2 − e)SCL/α q̇θ −dmL
(9.254)
with S = cL.
9.3.5 Rigid-body decoupling

Consider a uniform beam of mass per unit span m, a mass M and an inertia J lumped P at midspan.
N
Compute the mass matrix associated with a set of polynomial deformation shapes u(x, t) = i=0 xi qi (t)
and decouple them from the rigid body motion consisting of uR (x, t) = q0 (t) + xq1 (t).
Consider N = 2; then
Z L/2 XN N
X
δWext = xi δqi m xj q̈j dx + δq0T M q̈0 + δq1T J q̈1
−L/2 i=1 j=0
 T       
 δq0  Z L/2 1 M 0 0  q̈0 
= δq1   x m 1 x x2 dx +  0 J 0  q̈1
x2
  −L/2  
δq2 0 0 0 q̈2
 
mL3
 T  mL + M 0  
 δq0   3
12 
  q̈0 
 mL 
= δq1  0 +J 0  q̈1 (9.255)

δq2
 
 mL3 12 
q̈ 2

mL5 
0
12 80
The rigid body modes are
 
1 0
UR =  0 1  (9.256)
0 0
9-35
The decoupling from the rigid modes is obtained by considering
UTR M (u + UR a) = 0 (9.257)
which yields
−1
a = − UTR MUR UTR Mu (9.258)
and thus
−1 −1
ũ = u − UR a = u − UR UTR MUR UTR Mu = I − UR UTR MUR UTR M u (9.259)
Consider
 
 0 
u= 0 (9.260)
 
1
then
 
mL + M 0
UTR MUR =  mL3  (9.261)
0 +J
12
and
 
 mL3 
UTR Mu = (9.262)
 12
0 
Thus
 
 mL3 

 



 − 12 



 mL + M 

ũ = (9.263)

 0 


 


 


 

1
As a consequence
 
mL3
 2 12 
x − mL + M  q̃2 (t)
u(x, t) = q0 (t) + xq1 (t) +  (9.264)

9.3.6 Inertia relief

Consider a cantilever uniform beam (EJ, L) subjected to pure bending. Consider a static deformation
corresponding to a transverse force f lumped at the free end. Compute the inertia relief and decouple
from rigid-body motion.
Static shape due to force f :

2
f x L x3
n(x) = − (9.265)
EJ 2 6
9-36
Normalized for unit tip displacement: yields
f L3
n(L) = =1 (9.266)
3EJ
and thus f = 3EJ/L3 , which yields
3 x 2 1 x 3
n(x) = − (9.267)
2 L 2 L
The rigid body acceleration associated with transverse force f is
f
q̈0 = (9.268)
mL
and the corresponding distributed inertia forces are
f 3EJ
fin = −mq̈0 = − =− 4 (9.269)
L L
The resulting deformed shape is
3EJ
EJw/xxxx = − (9.270a)
L4
3EJ 3EJ
EJw/xxx = − 4 x + c1 EJw/xxx (L) = 0 implies c1 = (9.270b)
L L3
3EJ x2 3EJ 3EJ
EJw/xx = − 4 + 3 x + c2 EJw/xx (L) = 0 implies c2 = − 2 (9.270c)
L 2 L 2L
1 3 3 2 3
w/x = − 4 x + x − x because w/x (0) = 0 (9.270d)
2L 2L3 2L2
1 1 3 3 2
w = − 4 x4 + x − x because w(0) = 0 (9.270e)
8L 2L3 4L2
The shape function with inertia relief is thus
1 x 4 3 x 2
n̂(x) = n(x) + w(x) = − + (9.271)
8 L 4 L
The decoupling from rigid-body motion corresponding to rigid transverse displacement consists in adding
a constant term to the shape such that the center of mass does not move, namely ñ(x) = n̂(x) + q0 such
that
Z L Z L 2
3 x 1 x 4
0= mñ(x) dx = m − + q0 dx
0 0 4 L 8 L
L L
x3 x5 L 9
= m 2 − m + mq0 x|0 = m L + mq0 L (9.272)
4L 0 40L4 0 40
which implies q0 = −9/40 and thus
1 x 4 3 x 2 9
ñ(x) = − + − (9.273)
8 L 4 L 40
TODO: try with a lumped mass M in x = 0.
9.3.7 Flutter of clamped straight wing with aileron and unsteady aerody-
namics (quasi-steady approximation)
Inertia per unit span (2D mass matrix). Spanwise abscissa: y; chordwise abscissa: ξ. Transverse
displacement:
w(y, ξ, t) = w(y, t) − ξθ(y, t) − (ξ − ξβ )step(ξ − ξβ )step(y − yβ )β(t)
= w − ξθ − (ξ − ξβ )step(ξ − ξβ )β (9.274)
9-37
Work of inertia forces per unit span:
Z
∂Winertia
= − δwT (ξ)m(ξ)ẅ(ξ) dξ
∂y
Zc
= − (δw − ξδθ − (ξ − ξβ )step(ξ − ξβ )δβ) m(ξ) ẅ − ξ θ̈ − (ξ − ξβ )step(ξ − ξβ )β̈ dξ
c
Z Z Z !
ξTE
= −δw m(ξ) dξ ẅ − m(ξ)ξ dξ θ̈ − m(ξ)(ξ − ξβ ) dξ β̈
c c ξβ
Z Z Z !
ξTE
2
+ δθ m(ξ)ξ dξ ẅ − m(ξ)ξ dξ θ̈ − m(ξ)ξ(ξ − ξβ ) dξ β̈
c c ξβ
Z Z Z !
ξTE ξTE ξTE
2
+ δβ m(ξ)(ξ − ξβ ) dξ ẅ − m(ξ)ξ(ξ − ξβ ) dξ θ̈ − m(ξ)(ξ − ξβ ) dξ β̈
ξβ ξβ ξβ

= −δw mẅ − mdθ̈ − mβ dβ β̈ − δθ −mdẅ + Iθ θ̈ + Iθβ β̈ − δβ −mβ dβ ẅ + Iθβ θ̈ + Iβ β̈
 T     T  
 δw  m −md −mβ dβ  ẅ   δw   ẅ 
=− δθ  Iθ Iθβ  θ̈ =− δθ M2 θ̈ (9.275)
       
δβ sym. Iβ β̈ δβ β̈
Usually, the aileron is balanced such that dβ = 0, which means that a vertical acceleration ẅ does not
produce a moment about the aileron’s hinge, while Iθβ is often neglected.
The unsteady aerodynamics can be described by a matrix H2amAC (k, M ), where k = ℓω/V∞ is the
reduced frequency and M is the Mach number, such that
    
 L  hww (k, M ) hwθ (k, M ) hwβ (k, M )  wAC 
MAC = q  hθw (k, M ) hθθ (k, M ) hθβ (k, M )  θ (9.276)
   
Mβ hβw (k, M ) hβθ (k, M ) hββ (k, M ) β
with wAC = w + eθ; thus
    
 wAC  1 e 0  w 
θ = 0 1 0  θ (9.277)
   
β 0 0 1 β
and
 T  
 δwAC   L 
δWaero = δθ MAC
   
δβ Mβ
 T     
 δw  1 0 0 hww (k, M ) hwθ (k, M )
hwβ (k, M ) 1 e 0  w 
=q δθ  e 1 0  hθw (k, M ) hθθ (k, M )
hθβ (k, M )   0 1 0  θ
   
δβ 0 0 1 hβw (k, M ) hβθ (k, M )
hββ (k, M ) 0 0 1 β
 T   
 δw  hww hwθ + ehww hwβ  w 
=q δθ  hθw + ehww hθθ + e(hwθ + hθw ) + e2 hww hθβ + ehwβ  θ
   
δβ hβw hβθ + ehβw hββ β
 T  
 δw   w 
=q δθ H2am θ (9.278)
   
δβ β
The typical section problem results when a uniform rectangular wing of semi-span b is considered,
such that M = bM2 and Ham = bH2am , and three springs are considered, such that
 
Kw 0 0
K =  0 Kθ 0  (9.279)
0 0 Kβ
9-38
(a possible meaning of Kβ will be explained later; by now, it can be interpreted as a static approximation
of the pilot’s reaction to a deflection of the aileron). The problem is

s2 M + K − qHam (s, M ) q = f . (9.280)
A generic problem arises when the transverse displacement and the torsion are expressed as w(y, t) =
Nw (y)q w (t) and θ(y, t) = Nθ (y)q θ (t) using a Ritz-like approach. Virtual work:
Z b Z b
′′ T ′′
(δw ) EJw dy + (δθ′ )T GJθ′ dy + δβKβ β
0 0
 T      
Z b  δw   w  Z b  δw T  w 
= −s2 δθ M2 θ dy + q δθ H2am θ dy (9.281)
0  δβ  
β
 0  δβ  
β

Consider
    
 w(y, t)  Nw (y) 0 0  q w (t) 
θ(y, t) = 0 Nθ (y) 0  q (t) = N(y)q(t) (9.282)
   θ 
β(t) 0 0 1 β(t)
The problem becomes
 T       ′′     
 δq w  Z b N′′w 0 0 T EJ 0 0 Nw 0 0 0 0 0  qw 
′
N′θ
 
δq θ  0 Nθ 0   0 GJ 0   0 0  dy +  0 0 0  q
 θ 

  0
δβ 0 0 0 0 0 0 0 0 0 0 0 Kβ β
Z b Z b
= −δq T s2 NT M2 N dyq + δq T q NT H2am N dyq (9.283)
0 0
i.e.

s2 M + K − qHam q = f (9.284)
where f is a generic disturbance term. When the motion of the aileron is prescribed, the corresponding
equation is eliminated, and the column corresponding to β moves to the right hand side.
Otherwise, for a servo-control trasfer function
Mβ
β = Hβ (s)βc − (9.285)
Kβ
one can express the moment acting on the aileron as
Mβ = Kβ Hβ (s)βc − Kβ β (9.286)
and thus add the servo-actuator stiffness contribution Kβ to the stiffness matrix on the diagonal of the
aileron equation, while the term Kβ Hβ (s)βc appears on the right hand side of the aileron equation. In
case Hβ (s) is a strictly proper transfer function, e.g.
1
Hβ (s) = , (9.287)
s s2
1 + 2ξ + 2
ω0 ω0
the problem can be modified by writing
Mβ = Kβ (z − β) (9.288)
1
z= βc (9.289)
s s2
1 + 2ξ + 2
ω0 ω0
9-39
The new variable z becomes part of the state, and represents the actual output of the function Hβ ; the
second equation becomes
!
s s2
1 + 2ξ + 2 z = βc (9.290)
ω0 ω0
i.e.
1 2ξ
z̈ + ż + z = βc (9.291)
ω02 ω0
or
z̈ + 2ξω0 ż + ω02 z = ω02 βc . (9.292)
The overall problem becomes

    
0
   ..  

 2 M 0 0 0

 (K − qHam )

 . 


 q f 0
s +s + 0 = + βc
ω02
  
 0 1 0 2ξω0   z 0
  −Kβ 
0 ω02
(9.293)
9.3.8 Flutter Suppression using Direct State Feedback

To design our direct state feedback we need to formulate the model in time domain as a linear, constant
coefficient problem. For this reason, we need to develop a constant coefficient time domain representation
of the unsteady aerodynamic loads in matrix Ham (sℓ/V∞ ).
Consider a second-order quasi-steady approximation of matrix Ham :
∂Ham (0, M ) k 2 ∂ 2 Ham (0, M )

Ham (k, M ) ∼
= Ham (0, M ) + k +
∂k 2 ∂k 2
∂ℑ (Ham (0, M )) k 2 ∂ 2 ℜ (Ham (0, M ))
= ℜ (Ham (0, M )) + jk + 2
∂k 2 ∂k

2
ℓ ∂ℑ (Ham (0, M )) 2 ℓ 1 ∂ 2 ℜ (Ham (0, M ))
= ℜ (Ham (0, M )) + jω −ω 2 − (9.294)
V∞ ∂k V∞ 2 ∂k 2
Then
Ka = ℜ (Ham (0, M )) (9.295a)

∂ℑ (Ham (0, M ))
Ca = (9.295b)
∂k
1 ∂ 2 ℜ (Ham (0, M ))
Ma = − (9.295c)
2 ∂k 2
and
ℓ ℓ2
f a = qKa q + qCa q̇ + qMa 2 q̈ (9.296)
V∞ V∞
9-40
Consider
" 2
#
M − qMa Vℓ 2 0
M̃ = ∞ (9.297a)
0 1

−qCa Vℓ∞ 0
C̃ = (9.297b)
0 2ξω0
   
0
  ..  

 K − qKa

 . 



K̃ =   0   (9.297c)
 
 −Kβ 
0 ω02

I
F̃d = (9.297d)
0

0
F̃β = (9.297e)
ω02

q
q̃ = (9.297f)
z
A state-space realization is
" # " # " #
q̃˙ 0 I q̃ 0 0
= −1 −1 + −1 f+ −1 βc (9.298)
¨q̃ −M̃ K̃ −M̃ C̃ q̃˙ M̃ F̃d M̃ F̃β
For the purpose of active flutter suppression, accelerometric measurements may be desirable. Consider for
example Na accelerometers placed at spanwise station yai and chordwise stations ξai . The measurement
output of accelerometer i is7
ẅai = ẅ(yai , ξai , t) = ẅ(yai , t) − ξai θ̈(yai , t) = Nw (yai )q̈ w (t) − ξai Nθ (yai )q̈ θ (t)
 

 q̈ w 

 q̈ θ 
= Nw (yai ) −ξai Nθ (yai ) 0 0 = Ỹi ¨q̃ (9.299)

 β̈ 
 
z̈
The complete measurement output is thus
   
 ẅa1 
  Ỹ1
..  . ¨ ¨
ỹ =
 .  =  ..  q̃ = Ỹq̃
 
ẅaNa ỸNa
h i q̃ −1 −1
−1 −1
= −ỸM̃ K̃ −ỸM̃ C̃ ˙q̃ + ỸM̃ F̃ d f + ỸM̃ F̃ β βc + r (9.300)
where r represents a possible measurement error. The problem takes the standard structure
ẋ = Ax + Bu u + Bd d (9.301a)
y = Cy x + Dyu u + Dyd d + Dyr r (9.301b)
As a performance index, one can consider the position portion of the state, q̃, with
z = Cz x (9.302)

Cz = I 0 (9.303)
7 The value of ẅ
ai is the actual acceleration. The output of an accelerometer is likely the result of some filtering, operated
by the dynamics of the instrument. Additional filtering might be needed for signal conditioning. The dynamics of the
instrument and of any filters may be taken in due account by introducing the related states and matrices in the model, as
indicated when frequency weighting was discussed.
9-41
and Wzz diagonal and scaled in such a manner that a higher cost is given to specific flutter-prone
combinations of the deformation coordinates q w , q θ (e.g. those corresponding to the lower torsion modes),
plus the requirement of having the real part of all eigenvalues less than a prescribed value −σ0 . This
requires to solve the Riccati equation
T
(A + σ0 I) P + P (A + σ0 I) − PBu W−1 T T
uu Bu P + Cz Wzz Cz = 0 (9.304)
and compute G = W−1 T

uu Bu P, such that the controlled system matrix is A − Bu G. The control cost
Wuu acting on βc , a scalar, can be as large as desired, since the requirement posed by σ0 guarantees
that at least the desired amount of damping is prescribed.
The control must be designed for a reasonable range of values of dynamic pressure q, to allow the
scheduling of the control. Verification is needed with a finer range, to guarantee stability away from
design dynamic pressures.
9.3.9 Roll-Ratcheting
Roll-ratcheting is an instability caused by the interaction of the vehicle with the pilot. Roll angular
acceleration causes involuntary lateral motion of the control stick, which further excites roll by causing
an unwanted deflection of the ailerons. A mishap related to a C-17 military transport aircraft caught on
camera during in-flight refueling is available here https://www.youtube.com/watch?v=ETP5Mqxm4to.
Consider the roll of a straight wing aircraft; the structure of the wing is modeled using the beam
model; unsteady aerodynamics are modeled using the strip theory.
Consider the involuntary action of the pilot on the lateral motion of the stick, βc , caused by the
lateral acceleration of the vehicle, ay , at the cockpit, described by the feedthrough function
βc (s) Kp
= 2 , (9.305)
ay (s) s + 2ξp ωp s + ωp2
with Kp < 0. In case of a rigid aircraft model, the acceleration ay is the result of the roll angular
acceleration multiplied by a vertical offset h of the pilot’s hand with respect to the roll axis, positive
upwards, such that ay = −hṗ. Otherwise, in case for example of a finite element model of the aircraft,
such acceleration can be the lateral component of the acceleration of a FE node located in the cockpit,
namely ay = C y q̈, where matrix Cy extracts the appropriate combination of coordinates from vector q
(e.g. C y = [0, . . . , h, . . . , 0] in case of rigid aircraft).
The aircraft aeroelastic model is

s2 M + sC + K − qHam (sℓ/V∞ ) q(s) = qHaβ (sℓ/V∞ )β(s) (9.306)
Consider a flight control system with a delay between the commanded rotation βc and the actual aileron
rotation β of the form β(s) = e−τ s βc (s). The problem becomes

2 −τ s Kp 2
s M + sC + K − q Ham (sℓ/V∞ ) + Haβ (sℓ/V∞ )e s Cy q(s) = 0 (9.307)
s2 + 2ξp ωp s + ωp2
The stability of the coupled pilot-vehicle system can be studied as a regular flutter problem (the eigen-
values s and eigenvectors q can be computed using specific methods, like the P-K one, or by solving the
associated nonlinear homogeneous problem, see Section 8.3 for details), taking into account the transfer
function of the feedthrough and the time delay introduced by the flight control system.
9-42
Bibliography
[1] G. L. Ghiringhelli, P. Masarati, M. Morandini, and D. Muffo, “Integrated aeroservoelastic analysis

of induced strain rotor blades,” Mechanics of Advanced Materials and Structures, vol. 15, no. 3,
pp. 291–306, 2008. doi:10.1080/15376490801907822.
[2] K. B. Petersen and M. S. Pedersen, The Matrix Cookbook. 2008.
[3] C. G. Liang and G. M. Lance, “A differentiable null space method for constrained dynamic analysis,”
J. of Mech. Trans., vol. 109, no. 3, pp. 405–411, 1987. doi:10.1115/1.3258810.
[4] A. M. Kabe and B. H. Sako, “Issues with proportional damping,” AIAA Journal, vol. 54, no. 9,
pp. 2864–2868, 2016. doi:10.2514/1.J054080.
[5] E. H. Moore, “On the reciprocal of the general algebraic matrix,” Bulletin of the American Mathe-
matical Society, vol. 26, pp. 394–395, 1920.
[6] R. Penrose, “A generalized inverse for matrices,” Proceedings of the Cambridge Philosophical Society,
vol. 51, pp. 406–413, 1955.
[7] G. H. Golub and C. F. Van Loan, Matrix Computations. Baltimore and London: The Johns Hopkins
University Press, 3rd ed., 1996.
[8] C. Benoit, “Note sur une méthode de résolution des équations normales provenant de l’application
de la méthode des moindres carrés à un systéme d’équations linéaires en nombre inférieur à celui
des inconnues (procédé du commandant Cholesky),” Bulletin géodésique, vol. 2, pp. 67–77, 1924.
[9] D. Kleinman, “On an iterative technique for Riccati equation computations,” IEEE Transactions on
Automatic Control, vol. 13, pp. 114–115, Feb 1968. doi:10.1109/TAC.1968.1098829.
[10] K. E. Brenan, S. L. V. Campbell, and L. R. Petzold, Numerical Solution of Initial-Value Problems

in Differential-Algebraic Equations. New York: North-Holland, 1989.
[11] J. G. Leishman, Principles of Helicopter Aerodynamics. Cambridge, UK: Cambridge University

Press, 2nd ed., 2006.
[12] G. J. Hancock, J. R. Wright, and A. Simpson, “On the teaching of the principles of
wing flexure-torsion flutter,” The Aeronautical Journal, vol. 89, pp. 285–305, October 1985.
doi:10.1017/S0001924000015050.
[13] E. G. Broadbent, “The elementary theory of aeroâĂŘelasticity: A series of articles written from the
standpoint of a structural engineer for students and junior members of aircraft design teams,” Aircraft
Engineering and Aerospace Technology, vol. 26, no. 3, pp. 70–79, 1954. doi:10.1108/eb032400.
[14] T. Theodorsen, “General theory of aerodynamic instability and the mechanism of flutter,” Report
No. 496, NACA, 1940.
[15] B. Perry, III, “Comparison of Theodorsen’s unsteady aerodynamic forces with doublet lattice gen-
eralized aerodynamic forces,” TM 2017-219667, NASA, September 2017.
9-43

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Dynamics and Control of Flexible Aircraft

(was: Dynamics and Control of Structures and Fundamentals of Aeroelasticity

Dinamica e Controllo di Strutture e Fondamenti di Aeroelasticità)

Unofficial notes by Pierangelo Masarati

Revision June 5, 2018

1 Virtual Work Principle 1-1

2 Numerical Approximation Techniques 2-1

3 Specialization of VWP to 1-D Continua 3-1

4 Specialization of VWP to 2-D Continua 4-1

5 Numerical Solution Through Modal Expansion 5-1

6 Response to Non-Deterministic Input 6-1

7 Optimal Control 7-1

8.1 Swept wing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-14

9.1 Rod Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-13

8.1 Swept wing: summary of approaches. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-16

5.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-2

3.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-8

4.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-4

6.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-3

7.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-5

8.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-33

1.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-2

2.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-3

3.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-11

4.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-2

5.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-2

6.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-1

7.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-5

8.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-1

9.1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-23

Homework 0.1 Recall the VWP.

Mq̈ + Cq̇ + Kq = Q∗ (t) (4)

with M, C, K ∈ Rn×n and Q∗ ∈ Rn×1 .

Q∗ (s) = Qa (s) + Qe (s). (5)

Qa (s) = q (Ham (M, p)q + HaG (M, p)v G ) (6)

Virtual Work Principle

1.1 Mechanical Problem

Homework 1.2 Compute the polar decomposition of an arbitrary square matrix.

Indefinite equilibrium (compact tensorial notation):

Indefinite equilibrium (index tensorial notation):

Virtual work (index tensorial notation):

Derivative of function product:

Divergence (or Stokes’) theorem:

Product “:” is the second-order tensor equivalent of vector “dot” product:

a · b = a i bi vector dot product (1.12)

Piola-Kirchhoff II (PKII) stress tensor:

Homework 1.3 Show that the PKII stress tensor is symmetric.

Green-Lagrange (GL) strain tensor:

whereas the square of the norm before straining is

Their difference yields

hence the definition.

Grad(δs) : ΣT = δF : FΣ (recall that Σ = ΣFT , i.e. ΣT = FΣ;

Since Σ is symmetric (from momenta moment equilibrium of non-polar continua)

Proof: a generic tensor A can be decomposed in symmetric and skew-symmetric parts

The property A : B = AT : BT has been used.

Homework 1.6 Prove that A : B = AT : BT .

δs = 0, s = s where constrained (“kinematic” or “imposed” BC) (1.31)

Σij = Cijℓm ∈ℓm −βij (T − T0 ) (1.34)

Note: the thermoelastic constitutive law is usually expressed as

∈ = C−1 : Σ + α(T − T0 ) (1.35)

1.2 Thermal Problem

Derivative of function product:

δT · Div(Q) = Div (δT · Q) − Grad(δT ) · Q (1.41)