Staggered Solution Procedures

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1 . 7 Staggered Solution Procedures 7 1

2 Chapter 7: STAGGERED SOLUTION PROCEDURES 7 2 TABLE OF CONTENTS Page 7.1. Partition Strategies Staggered Algebraic Partition Implementation Corrective Iteration Staggered Differential Partition Implementation Notes and. Bibliography References

3 STAGGERED ALGEBRAIC PARTITION 7. STAGGERED SOLUTION PROCEDURES 7.1. Partition Strategies Two partition strategies may be used to construct staggered solution procedures. Algebraic Partitioning. The full system is treated with an implicit integration operator as described previously. The resulting algebraic system is partitioned in accordance with a field separation. Finally, a predictor is applied to the state vector that appears on the right hand side. Differential Partitioning. The matrices appearing in the differential system are partitioned. The right hand side is treated with a predictor. Finally, an integrator operator is applied to the predicted differential system. The distinction between these two strategies can be more easily remembered through three letter acronyms paired with the formulation steps. Algebraic partitioning: integrate-partition-predict or IPP. Differential partitioning: partition-predict-integrate, or PPI. Anticipating results, it is emphasized that the two strategies do not lead to the same results. However, for certain predictor choices thay can be made to coalesce. Historically, differential partition was the original approach used in the derivation of staggered solution procedures for fluid-structure interaction, and remains a natural way to handle physically diverse systems. Algebraic partitioning was initially formulated for structure-structure and control-structure interaction to provide additional flexibility of implementation Staggered Algebraic Partition To keep the notation comparatively simple we assume that the same integration operator has been used on both u and v. We therefore start from the algebraic system resulting from the discretization of Mü + C u + Ku = f (t), and split the coefficient matrix as where H = H 1 + H 2, (7.1) H 1 = M + δc 1 = δ 2 K 1, H 2 = δc 2 + δ 2 K 2. (7.2) The term involving H 2 is then transferred to tyhe right-hand side and a predictor is applied: H 1 u n+1 = g n+1 H 2 u P n+1. (7.3) To complete the specification of the time integration procedure, the configuration of the matrices C 1 through K 2 must be defined. For the case of two partitions, with field state vectors xbold and y, a staggered solution procedure is obtained if we select [ ] [ ] Cxx 0 0 Cxy C = C 1 + C 2 = +, C yx C yy [ Kxx 0 K = K 1 + K 2 = K yx K yy ] [ 0 Kxy 0 0 Note that the mass matrix M is not partitioned. It must be stressed, however, that the staggered partition is only one a myriad of possible partitions. This numberes increases rapidly. For three fields the number of possible matrix partitions rises to 120, and to 2520 for four fields [7.20]. 7 3 ]. (7.4)

4 Chapter 7: STAGGERED SOLUTION PROCEDURES Implementation Having decided upon a staggered solution procedure, it remains to work out the implementation details. By this it is meant the selection of auxiliary vectors, computational paths, and predictor formula. The latter two can be be crucial to the success of the solution method, whereas the former affects computational efficiency and ease of programming of tasks such as starting and stepsize changing procedures. As regards the choice of auxiliary vector and computational paths, the discussion of Chapter 6 applies with only formal changes. These changes pertain to the mechanics of going through calculation sequences such as those illustrated in that Chapter, and breaking down the computations in accordance with the partitions (7.4). To fix the ideas, Figure 7.1 details the calculation sequence associated with the (J0) formulation. Recall that this identification corresponds to pairing the computational path (0) with the (J) choice of auxiliary vector v. Since u is partitioned into x and y, v is partitioned into two subvectors p and q as per the definition [ ] p v = = M u + Cu. (7.5) q In partitioned form this becomes p = M xx ẋ + C xx x + C xy y, q = M yy ẏ + C yx x + C yy y. (7.6) In Figure 7.1, the computations pertaining to the x and y fields are placed on the right and left columns, respectively. Steps associated with single field (decoupled field) analysis calculations are enclosed in solid line boxes. Steps required on account of field coupling are displayed in dashed boxes. Thus Figure 7.1 helps to answer the question; given a specific partition and computational path, what extension to the single-field analysis programs are necessary? In this respect, Figure 7.1 is more detailed than the largely conceptual advancing diagrams presented in Chapter 2. For formulations other than (J0) only a few computational steps in the upper half of Figure 7.1 have to be modified. The reader is referred to Tables 6.1 and 6.2 for details. Note that the question: which predictor? has not been answered. Decisions in this respect must wait until the next Chapter. Therein we shall see that the selection of computational path and predictor are strongly linked Corrective Iteration A corrective iteration cycle may be implemented in Figure 7.1 (and also in Figure 7.2) by re-entering the predict box on the right column, and replacing yn+1 P with the last computed y n+1. This is called a corrective iteration, which can be obviously extended to more cycles. This may be useful, for instance, if the y field contains hard nonlinearities, for example in free-boundary, moving interface or contact problems. For linear and midly nonlinear problems, it has been our experience than cutting the time step is more effective than iterating. There is a notable exception, however. If the response of the coupled mechanical system is dominated by rigid body motions, a staggered partition treatment may induce significant accuracy degradation on x-field components near the partition boundary [7.62]. In such case, a one-cycle iteration may result in significant accuracy improvement at modest cost. Another way 7 4

5 STAGGERED DIFFERENTIAL PARTITION x field r xy n = K xy y n y field n n + 1 ṗ n = fn x K xxx n rn xy p n = h p n 1 + δ pṗ n hn p = h m β p ṗ n i+1 m α p p n i+1 hn x = h m β x ẋ n i+1 m i=1 αx i x n i+1 gn+1 x = M xxhn x + δ phn p + δ pδ x fn+1 x H xx = M xx + δ p C xx + δ p δ x K xx q n = fn y K yyy n rn yx q n = h q n 1 + δ q q n h q n = h m q i=1 βq i n i+1 m hn y = h m ẏ n i+1 m β y g y n+1 = M xxh y n + δ qh q n + δ qδ y f y n+1 H yy = M yy + δ q C yy + δ q δ y K yy q i=1 αq i n i+1 i=1 αy i y n i+1 n n + 1 x n+1 = H 1 xx (gx n+1 gxy n+1 ) ẋ n+1 = (x n+1 h x n )/δ x Predict y P n+1 g xy n+1 = (δ qc xy + δ q δ y K xy )y P r yx n+1 = K yxx n+1 g n+1 = δ p C yx x n+1 + δ x δ p r yx n+1 y n+1 = H 1 yy (gy n+1 gyx n+1 ) ẏ n+1 = (y n+1 h y n )/δ y Figure 7.1. (J0) implementation of algebraic partitioned staggered solution procedure. out is to use three-field partitions, in which the boundary between x and y is treated as a separate field. Variants of the three-field partitions, such as the element-by-element variant, preserve exactness of rigid body motions [7.62,7.65] but demand a more complex implementation than staggered procedures Staggered Differential Partition In this approach we start from the governing differential equations. Introduce the splittings C = C 1 +C 2, K = K 1 + K 2 of the damping and stiffness matrices, and transfer the terms involving C 2 and K 2 to the right hand side: Mü + C 1 u + K 1 u = f C 2 u K 2 u. (7.7) The next step is to apply a predictor at t = t n+1 : Mü n+1 + C 1 u n+1 + K 1 u n+1 = f n+1 C 2 u P n+1 K 2 up n+1. (7.8) The right hand side of (7.8) can be viewed as a pseudo- or effective-force vector ˆf n+1 : Mü n+1 + C 1 u n+1 + K 1 u n+1 = ˆf n+1. (7.9) Finally, (7.10) is treated with a LMS integrator. This step produces the difference system H 1 u n+1 = g n+1, (7.10) where, for the case of a common integration formula and v = AM u + Bu, H 1 = M + δc 1 + δ 2 K 1, g n+1 = M δ(c 1 A 1 B)h u n + A 1 h v n + δ2ˆf n+1. (7.11) 7 5

6 Chapter 7: STAGGERED SOLUTION PROCEDURES 7 6 x field y field ṗ n = fn x K xxx n rn xy p n = h p n 1 + δ pṗ n hn p = h m β p ṗ n i+1 m α p p n i+1 hn x = h m β x ẋ n i+1 m i=1 αx i x n i+1 gn+1 x = M xxhn x + δ phn p + δ pδ x fn+1 x q n = f y n K yyy n r yx n q n = h q n 1 + δ q q n h q n = h m i=1 βq i q n i+1 m h y n = h m β y ẏ n i+1 m i=1 αq i q n i+1 i=1 αy i y n i+1 n n + 1 H xx = M xx + δ p C xx + δ p δ x K xx g y n+1 = M xxh y n + δ qh q n + δ qδ y f y n+1 H yy = M yy + δ q C yy + δ q δ y K yy n n + 1 ˆf x n+1 = f n+1 x + f xy n+1 x n+1 = H 1 xx (gx n+1 + δ pδ u f xy x n+1 = (x n+1 hn x )/δ x n+1 ) Predict y P n+1 and ẏp n+1 f xy n+1 = C xyẏ P n+1 K xyy P n+1 r yx n+1 = K yxx n+1 g n+1 = δ p C yx x n+1 + δ x δ p r yx yx n+1 y n+1 = H 1 yy (gy n+1 gyx n+1 ) ẏ n+1 = (y n+1 h y n )/δ y Figure 7.2. (J0) implementation of differential partitioned staggered solution procedure Implementation As in the case of the staggered algebraic partition, the implementation of the time advancing step is completed through the selection of auxiliary vector, computational path and predictors. Figure 7.2 illustrates the calculation sequence involved in the programming of the (J0) formulation. This results from combining path (0) with the auxiliary vector selection [ ] p v = = M u + C q 1 u. (7.12) which in partitioned form is p = M xx ẋ + C xx x (7.13) q = M yy ẏ + C yx x + C yy y. Note that (7.13) is not generally equivalent to the auxiliary vector definition for the algebraic partition unless the coupled damping terms C xy and C yx vanish. The calculation sequence in Figure 7.2 displays more anisotropy in the treatment of the fields than that of Figure 7.1. This results primarily from the pseudo-force treatment; that is, embodying predicted terms in ˆf x, which is later reused in the calculation of ṗ. Another distinctive feature is the need for two predictors, one for y n+1 and one for yn+1 P, whereas in the algebraic staggered procedure only one predictor is necessary. However for many application problems only one of the terms occur. Notes and Bibliography The appearance of staggered solution procedures in what is now called a differential partition form, is outlined in the Notes and Bibliography of Chapter 2. The distinction between algebraic and differential partitions emerged later when other applications such as structure-structure interaction were considered. Further analysis of both partition types may be found in [7.20,7.61,7.62,7.65,7.66]. 7 6

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8 Chapter 7: STAGGERED SOLUTION PROCEDURES 7 8 [7.23] Felippa, C. A. and T. L. Geers, Partitioned analysis of coupled mechanical systems, Engrg. Comput., 5, , [7.24] Felippa, C. A., Recent advances in finite element templates, Chapter 4 in Computational Mechanics for the Twenty-First Century, ed. by B.H.V. Topping, Saxe-Coburn Publications, Edinburgh, 71 98, [7.25] Felippa, C. A., Park, K. C. and Farhat, C., Partitioned analysis of coupled mechanical systems, Invited Plenary Lecture, 4th World Congress in Computational Mechanics, Buenos Aires, Argentina, July 1998, expanded version in Comp. Meths. Appl. Mech. Engrg., 190, , [7.26] Felippa, C. A., A study of optimal membrane triangles with drilling freedoms, Comp. Meths. Appl. Mech. Engrg., 192, , [7.27] Gantmacher, F., The Theory of Matrices, Vol. II, Chelsea, New York, [7.28] Gear, C. W., Numerical Initial value Problems in Ordinary Differential Equations, Prentice-Hall, Englewood Cliffs, N.J., [7.29] Geers, T., L., Residual potential and approximate methods for three-dimensional fluid-structure interaction, J. Acoust. Soc. Am., 45, , [7.30] Geers, T. L., Doubly asymptotic approximations for transient motions of general structures, J. Acoust. Soc. Am., 45, , [7.31] Geers, T. L. and Felippa, C. A., Doubly asymptotic approximations for vibration analysis of submerged structures, J. Acoust. Soc. Am., 73, , [7.32] Geers, T. L., Boundary element methods for transient response analysis, in: Chapter 4 of Computational Methods for Transient Analysis, ed. by T. Belytschko and T. J. R. Hughes, North-Holland, Amsterdam, , [7.33] Grcar, J., Birthday of Modern Numerical Analysis, sepp@california.sandia.gov, 2003 [7.34] Griffiths, D. and Sanz-Serna, J., On the scope of the method of modified equations. SIAM J. Sci. Statist. Comput., 7, , [7.35] Hairer, E., Backward analysis of numerical integrators and symplectic methods, Annals Numer. Math., 1, , [7.36] Hairer, E., Norsett, S. P. and Wanner, G., Solving Ordinary Differential Equations I: Nonstiff Problems, Springer, Berlin, [7.37] Hairer, E. and Wanner, G., Solving Ordinary Differential Equations II: Stiff and Difference-Algebraic Problems, Springer, Berlin, [7.38] Hairer, E., Lubich, C. and Wanner, G., Geometric Numerical Integration: Structure Preserving Algorithms for Ordinary Differential Equations, Springer Verlag, Berlin, [7.39] Henrici, P., Discrete Variable Methods for Ordinary Differential Equations, Wiley, New York, [7.40] Henrici, P., Error Propagation for Difference Methods, Wiley, New York, [7.41] Henrici, P., Applied and Computational Complex Analysis, Vol II, Wiley, New York, [7.42] Hermite, C., Sur le nombre des racines d une équation algébrique comprise entre des limites données, J. Reine Angew. Math. 52, 39 51, [7.43] Hirt, C. W., Heuristic stability theory for finite difference equations, J. Comp. Physics, 2, , [7.44] Hughes, T. J. R. and Liu, W.-K., Implicit-explicit finite elements in transient analysis: I. Stability theory; II. Implementation and numerical examples, J. Appl. Mech., 45, , [7.45] Hughes, T. J. R., Pister, K. S. and Taylor, R. L., Implicit-explicit finite elements in nonlinear transient analysis, Comp. Meths. Appl. Mech. Engrg., 17/18, , [7.46] Hughes, T. J. R. and Stephenson, R. S., Stability of implicit-explicit finite elements in nonlinear transient analysis, Int. J. Engrg. Sci., 19, , [7.47] Hughes, T. J. R., The Finite Element Method Linear Static and Dynamic Finite Element Analysis, Prentice-Hall, Englewood Cliffs, N.J.,

9 References [7.48] Hurwitz, A., Über die Bedingungen, unter welchen eine Gleichung nur Wurzeln mit negativen reellen Theilen besitz, Math. Ann., 46, , English translation: On the conditions under which an equation has only roots with negative real part, in Selected papers on Mathematical Trends in Control Theory, ed. by R. Bellman and R. Kalaba, Dover, New York, 72 82, [7.49] Jensen, P. S., Transient analysis of structures by stiffly stable methods, Computers & Structures, 4, , [7.50] Jury, E. I., Inners and Stability of Dynamic Systems, 2nd ed., Krieger, Malabar, FA, [7.51] Kloeden, P. E. and Palmer, K. J. (eds), Chaotic Numerics, American Mathematical Society, Providence, RI, [7.52] Lagrange, J. L., Méchanique Analytique, Chez le Veuve Desaint, Paris, 1788; 1965 Édition compléte, 2 vol., Blanchard, Paris. [7.53] Lambert, J., Computational Methods in Ordinary Differential Equations, Wiley, London, [7.54] Lapidus, L.andSeinfield, J.H.,Numerical Solutions of Ordinary Differential Equations, Academic Press, New York, [7.55] LaSalle, R. D., The Stability of Dynamic Systems, Society for Industrial and Applied Mathematics, Providence, RI, [7.56] LaSalle, R. D., The Stability and Control of Dynamic Processes, Springer, Berlin, [7.57] Liénard, A. and Chipart, M. H., Sur la signe de la partie reelle des racines d une équation algebrique, J. Math. Pure Appl., 10, , [7.58] Lomax, H., Kutler, P. and Fuller, F. B., The numerical solution of partial differential equations governing convection, AGARDograph 146, [7.59] Park, K. C., Felippa, C. A. and DeRuntz, J. A., Stabilization of staggered solution procedures for fluidstructure interaction analysis, in: Computational Methods for Fluid-Structure Interaction Problems, ed. by T. Belytschko and T. L. Geers, AMD Vol. 26, American Society of Mechanical Engineers, New York, , [7.60] Park, K. C. and Felippa, C. A., Computational aspects of time integration procedures in structural dynamics, Part II: Error propagation, J. Appl. Mech., 45, , [7.61] Park, K. C., Partitioned transient analysis procedures for coupled-field problems: stability analysis, J. Appl. Mech., 47, , [7.62] Park, K. C. and Felippa, C. A., Partitioned transient analysis procedures for coupled field problems: accuracy analysis, J. Appl. Mech., 47, , [7.63] Park, K. C. and Flaggs, D. L., An operational procedure for the symbolic analysis of the finite element method, Comp. Meths. Appl. Mech. Engrg., 46, 65 81, [7.64] Park, K. C. and Flaggs, D. L., A Fourier analysis of spurious modes and element locking in the finite element method, Comp. Meths. Appl. Mech. Engrg., 42, 37 46, [7.65] Park, K. C. and Felippa, C. A., Partitioned analysis of coupled systems, Chapter 3 in Computational Methods for Transient Analysis, T. Belytschko and T. J. R. Hughes, eds., North-Holland, Amsterdam New York, , [7.66] Park, K. C. and Felippa, C. A., Recent advances in partitioned analysis procedures, in: Chapter 11 of Numerical Methods in Coupled Problems, ed. by R. Lewis, P. Bettess and E. Hinton, Wiley, Chichester, , [7.67] Park, K. C. and Belvin, W. K., A partitioned solution procedure for control-structure interaction simulations, J. Guidance, Control and Dynamics, 14, 59 67, [7.68] Park, K. C. and Felippa, C. A., A variational principle for the formulation of partitioned structural systems, Int. J. Numer. Meth. Engrg., 47, , [7.69] Park, K. C., Felippa, C. A. and Ohayon, R., Partitioned formulation of internal fluid-structure interaction problems via localized Lagrange multipliers, Comp. Meths. Appl. Mech. Engrg., 190, , [7.70] Parlett, B. N., Very early days of matrix computations, SIAM News, 36, No. 9, Nov

10 Chapter 7: STAGGERED SOLUTION PROCEDURES 7 10 [7.71] Peaceman, D. W. and Rachford Jr., H. H., The numerical solution of parabolic and elliptic differential equations, SIAM J., 3, 28 41, [7.72] Piperno, S. and Farhat, C., Design of efficient partitioned procedures for the transient solution of aeroelastic problems, Revue Européenne Eléments Finis, 9, , [7.73] Piperno, S. and Farhat, C., Partitioned procedures for the transient solution of coupled aeroelastic problems: an energy transfer analysis and three-dimensional applications, Comp. Meths. Appl. Mech. Engrg., 190, , [7.74] Press, W. H., Flannery, B. P., Teukolsky, S. A. and Vetterling, W. T., Numerical Recipes in Fortran, Cambridge Univ. Press, 2nd ed., [7.75] Richtmyer, R. L. and Morton, K. W., Difference Methods for Initial Value Problems, 2nd ed., Interscience Pubs., New York, [7.76] Roache, P. J., Computational Fluid Mechanics, Hermosa Publishers, Albuquerque, [7.77] Routh, E. J., A Treatise on the Stability of a Given State of Motion Adams Prize Essay, Macmillan, New York, [7.78] Schuler, J. J. and Felippa, C. A., Superconducting finite elements based on a gauged potential variational principle, I. Formulation, II. Computational results, J. Comput. Syst. Engrg, 5, , [7.79] Schur, I., Über Potenzreihen die in Inners des Einheitkreises besehränkt sind, J. Für Math., 147, , [7.80] Sewell, G., The Numerical Solutions of Ordinary & Partial Differential Equations, Academic Press, [7.81] Shampine, L. F., Numerical Solution of Ordinary Differential Equations, CRC Press, [7.82] Straughan, B., Energy Method, Stability and Nonlinear Convection, Springer, Berlin, [7.83] Stuart, A. M. and Humphries, A. R., Dynamic Systems and Numerical Analysis, Cambridge Univ. Press, Cambridge, [7.84] Turing, A. M., Rounding-off errors in matrix processes, Quart. J. Mech, 1, , [7.85] Uspenky, J. V., Theory of Equations, McGraw-Hill, New York, [7.86] von Neumann, J. and Goldstine, H. Numerical inverting of matrices of high order, Bull AMS, [7.87] Waltz, J. E., Fulton, R. E. and Cyrus, N. J., Accuracy and convergence of finite element approximations, Proc. Second Conf. on Matrix Methods in Structural Mechanics, WPAFB, Ohio, Sep. 1968, in AFFDL TR , , [7.88] Warming, R. F. and Hyett, B. J., The modified equation approach to the stability and accuracy analysis of finite difference methods, J. Comp. Physics, 14, , [7.89] Wilkinson, J. H., Error analysis of direct methods of matrix inversion, J. ACM 8, , [7.90] Wilkinson, J. H., Rounding Errors in Algebraic Processes, Prentice-Hall, Englewood Cliffs, N.J., [7.91] Wilkinson, J. H., The Algebraic Eigenvalue Problem, Oxford Univ. Press, Oxford, [7.92] Wolfram, S., The Mathematica Book, Wolfram Media Inc., 5th ed [7.93] Yanenko, N. N., The Method of Fractional Steps, Springer, Berlin,

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