Numerical Continuum Mechanics-De Gruyter (2012)

De Gruyter Studies in Mathematical Physics 15
Editors
Michael Efroimsky, Bethesda, USA
Leonard Gamberg, Reading, USA
Dmitry Gitman, São Paulo, Brasil
Alexander Lazarian, Madison, USA
Boris Smirnov, Moscow, Russia
Vladimir N. Kukudzhanov
Numerical Continuum
Mechanics
De Gruyter
Physics and Astronomy Classification 2010: 46.15.-x, 02.70.Bf, 02.60.Lj, 46.05.+b, 46.50.+a,
46.35.+z, 46.70.De, 46.70.Hg, 83.60.Df, 62.20.-x, 61.72.Lk, 81.40.Cd
ISBN 978-3-11-027322-9
e-ISBN 978-3-11-027338-0
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Preface
The book is devoted to computational methods in continuum thermomechanics and is

based on the lecture course the author delivered for 15 years to students of the Moscow
Institute of Physics and Technology and the Tsiolkovskii Russian State Technological
University.
The book has a dual purpose: educational, to introduce the reader to advanced
foundations of computational mechanics, and scientific, to acquaint the reader, by
more complex examples, with the state-of-the-art directions of research and lead them
to an independent research work in this area of continuum mechanics.
The presentation of the material is intended for engineering physicists rather than
computational mathematicians. The book does not aim to give rigorous substantia-
tion of methods. Proofs of theorems are often avoided. Presentation of ideas and
qualitative considerations, illustrated by specific examples related to important appli-
cations, is preferred to rigorous exposition of theorems with detailed statements of
all conditions imposed on the functions involved. At the same time, the conditions
and limitations that are essential for practical applications of methods are discussed
quite thoroughly. Insufficient attention to such conditions can result in serious errors.
This style of presentation is justified by the fact that the book is primarily intended
for engineers and physicists, who are more interested in the essence of the problem in
question rather than a formally rigorous approach to its solution. Along with the solu-
tion of typical examples, illustrating the application of methods, conditions that may
lead to inefficiency of the methods are discussed and possible ways of overcoming
drawbacks are suggested.
The book is organized into parts, chapters and sections, which are numbered se-
quentially. The formulas and figures have double numbering, with the first number
indicating the section and the second showing the number within the section. The
facultative information – such as proofs of theorems, subtleties of the application of
methods, and so on – is given in smaller type and may be skipped at first reading.
Part I, consisting of Chapter 1, covers issues and statements of problems that differ
from traditional approaches in the modern nonlinear continuum mechanics and are
rarely included in the educational literature or differ in the formulation of equations
specially adapted for efficient numerical analysis. Discussed in Chapter 1 are integral
and divergence forms of conservation laws, variational principles and generalized so-
lutions of continuum mechanics, the thermodynamic theory of continuous media with
internal variables allowing the description of material structure, constitutive equations
of composite media with complex rheology, elastoviscoplastic media with damage,
vi Preface
and the theory of large elastoplastic deformations. Also discussed are nonclassical
methods of describing the motion of continua, including mixed Lagrangian–Eulerian
methods and description in arbitrary adaptable moving coordinates. The presentation
is performed in such a way that the reader does not have to use additional literature to
learn the material. The chapter can be useful to more advanced readers as well.
Part II, comprising Chapters 2 to 4, outlines the basics of numerical methods for the
solution of finite difference equations. This part is close to the content of traditional
courses on numerical methods with focus on efficient methods for nonlinear prob-
lems of continuum mechanics. Solution methods for stiff and singularly perturbed
boundary-value problems and nonlinear wave unsteady problems are discussed. Sta-
bility analysis methods using differential approximations are outlined.
Part III (Chapters 5 to 8) gives the description and development of special numer-
ical methods of continuum mechanics and also discusses their application to solving
certain classes of one-dimensional and multidimensional unsteady dynamic problems
and generalization to two- or three-dimensional problems for elastic and elastovis-
coplastic media. Finite difference schemes for unsteady problems with discontinuous
solutions are analyzed by the method of differential approximations. The methods
of splitting in directions and physical processes for media with complex rheological
relations are developed; these methods allow one to reduce complex problems to suc-
cessive solution of problems for simpler media. Efficient numerical-analytical meth-
ods for elastoplastic and elastoviscoplastic problems in two or more dimensions are
suggested. Special methods are considered that allow one to solve problems involv-
ing large or very large deformations of elastoplastic solids under extreme thermome-
chanical loads. These methods are based on nonclassical mixed Lagrangian–Eulerian
approaches to the description of the motion of continuous media, adaptable moving
grid techniques, and the particle-in-cell technique and its modifications. Solutions of
several problems are given: penetration of a rigid indenter into an elastoplastic ma-
terial with fracture, formation of a cumulative jet under the action of a detonation
wave, indentation of a sine-shaped rigid stamp into an elastoplastic material, fracture
of an elastic layer (glass) when impacted by a steel cylinder, impact of a deformable
cylindrical projectile on a deformable slab at a supersonic speed and their fracture,
and some others.
Chapter 8 deals with damage and continuum fracture of elastoplastic and elasto-
viscoplastic media with defects, under quasistatic and dynamic thermomechanical ac-
tions.
Also included in Chapters 5 to 8 are new results, which only appear in journal pub-
lications and are not included in the educational literature. The new methods can be
useful to the advanced readers who specialize in numerical simulation of continuum
mechanical problems as well as to postgraduate and PhD students.
At the end of Chapters 2 to 7, there are numerous exercises designed to supplement
the text and consolidate the concepts discussed. They serve to stimulate the reader to
further study and to reinforce and develop practical skills.
Preface vii
The book has an extended table of contents to help the reader quickly locate the
desired information. The brief list of notations includes symbols and terms most
frequently used in computational mathematics and mechanics. The bibliography in-
cludes references cited in the text to indicate the authors who contributed to the results
and refer the interested reader to more detailed information and other educational lit-
erature.
The book is intended for graduate and postgraduate students in the area of applied
mathematics, mechanics, and engineering sciences, who are acquainted with the ba-
sics of mechanics of continuous media and main concepts of computational mathe-
matics. The first two parts of the book aim at extending the reader’s knowledge in
these disciplines. The book may also be helpful for a wide range of engineers, sci-
entists, university teachers, and PhD students engaged in the fields of computational
mathematics and mechanics of continuous media.
I am very grateful to my colleagues and pupils Nikolai Burago, Alexander Lev-
itin, and Sergei Lychev for their valuable comments and fruitful discussions, which
helped improve the book. I would also like to thank Alexei Zhurov for translating the
manuscript into English thoroughly and conscientiously.
Moscow, October 2012 Vladimir Kukudzhanov

Contents
Preface v
I Basic equations of continuum mechanics
1 Basic equations of continuous media 3
1.1 Methods of describing motion of continuous media . . . . . . . . . . . . . . . 3
1.1.1 Coordinate systems and methods of describing motion of
continuous media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.2 Eulerian description . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.1.3 Lagrangian description . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.4 Differentiation of bases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.5 Description of deformations and rates of deformation of a
continuous medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2 Conservation laws. Integral and differential forms . . . . . . . . . . . . . . . . 9
1.2.1 Integral form of conservation laws . . . . . . . . . . . . . . . . . . . . . . 9
1.2.2 Differential form of conservation laws . . . . . . . . . . . . . . . . . . . 11
1.2.3 Conservation laws at solution discontinuities . . . . . . . . . . . . . . 13
1.2.4 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.3 Thermodynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.3.1 First law of thermodynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.3.2 Second law of thermodynamics . . . . . . . . . . . . . . . . . . . . . . . . 16
1.3.3 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.4 Constitutive equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.4.1 General form of constitutive equations. Internal variables . . . . 18
1.4.2 Equations of viscous compressible heat-conducting gases . . . . 21
1.4.3 Thermoelastic isotropic media . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.4.4 Combined media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.4.5 Rigid-plastic media with translationally isotropic hardening . . 24
1.4.6 Elastoplastic model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.5 Theory of plastic flow. Theory of internal variables . . . . . . . . . . . . . . . 26
1.5.1 Statement of the problem. Equations of an
elastoplastic medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.5.2 Equations of an elastoviscoplastic medium . . . . . . . . . . . . . . . . 30
x Contents
1.6 Experimental determination of constitutive relations under

dynamic loading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.6.1 Experimental results and experimentally obtained
constitutive equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.6.2 Substantiation of elastoviscoplastic equations on the basis of
dislocation theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
1.7 Principle of virtual displacements. Weak solutions to
equations of motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
1.7.1 Principles of virtual displacements and velocities . . . . . . . . . . 40
1.7.2 Weak formulation of the problem of continuum mechanics . . . 42
1.8 Variational principles of continuum mechanics . . . . . . . . . . . . . . . . . . . 43
1.8.1 Lagrange’s variational principle . . . . . . . . . . . . . . . . . . . . . . . . 43
1.8.2 Hamilton’s variational principle . . . . . . . . . . . . . . . . . . . . . . . . 44
1.8.3 Castigliano’s variational principle . . . . . . . . . . . . . . . . . . . . . . . 45
1.8.4 General variational principle for solving
continuum mechanics problems . . . . . . . . . . . . . . . . . . . . . . . . 46
1.8.5 Estimation of solution error . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
1.9 Kinematics of continuous media. Finite deformations . . . . . . . . . . . . . 49
1.9.1 Description of the motion of solids at large deformations . . . . 49
1.9.2 Motion: deformation and rotation . . . . . . . . . . . . . . . . . . . . . . . 50
1.9.3 Strain measures. Green–Lagrange and
Euler–Almansi strain tensors . . . . . . . . . . . . . . . . . . . . . . . . . . 52
1.9.4 Deformation of area and volume elements . . . . . . . . . . . . . . . . 53
1.9.5 Transformations: initial, reference, and
intermediate configurations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
1.9.6 Differentiation of tensors. Rate of deformation measures . . . . 55
1.10 Stress measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
1.10.1 Current configuration. Cauchy stress tensor . . . . . . . . . . . . . . . 57
1.10.2 Current and initial configurations. The first and second
Piola–Kirchhoff stress tensors . . . . . . . . . . . . . . . . . . . . . . . . . . 57
1.10.3 Measures of the rate of change of stress tensors . . . . . . . . . . . . 59
1.11 Variational principles for finite deformations . . . . . . . . . . . . . . . . . . . . 60
1.11.1 Principle of virtual work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
1.11.2 Statement of the principle in increments . . . . . . . . . . . . . . . . . . 60
1.12 Constitutive equations of plasticity under finite deformations . . . . . . . 61
1.12.1 Multiplicative decomposition. Deformation gradients . . . . . . . 61
1.12.2 Material description . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
1.12.3 Spatial description . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
1.12.4 Elastic isotropic body . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
Contents xi
1.12.5 Hyperelastoplastic medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

1.12.6 The von Mises yield criterion . . . . . . . . . . . . . . . . . . . . . . . . . . 66
II Theory of finite-difference schemes

2 The basics of the theory of finite-difference schemes 71
2.1 Finite-difference approximations for differential operators . . . . . . . . . . 71
2.1.1 Finite-difference approximation . . . . . . . . . . . . . . . . . . . . . . . . 71
2.1.2 Estimation of approximation error . . . . . . . . . . . . . . . . . . . . . . 73
2.1.3 Richardson’s extrapolation formula . . . . . . . . . . . . . . . . . . . . . 77
2.2 Stability and convergence of finite difference equations . . . . . . . . . . . . 78
2.2.1 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
2.2.2 Lax convergence theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
2.2.3 Example of an unstable finite difference scheme . . . . . . . . . . . 79
2.3 Numerical integration of the Cauchy problem for systems of equations 81
2.3.1 Euler schemes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
2.3.2 Adams–Bashforth scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
2.3.3 Construction of higher-order schemes by series expansion . . . 85
2.3.4 Runge–Kutta schemes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
2.4 Cauchy problem for stiff systems of ordinary differential equations . . 88
2.4.1 Stiff systems of ordinary differential equations . . . . . . . . . . . . 88
2.4.2 Numerical solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
2.4.3 Stability analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
2.4.4 Singularly perturbed systems . . . . . . . . . . . . . . . . . . . . . . . . . . 91
2.4.5 Extension of a rod made of a nonlinear viscoplastic material . . 92
2.5 Finite difference schemes for one-dimensional
partial differential equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
2.5.1 Solution of the wave equation in displacements.
The cross scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
2.5.2 Solution of the wave equation as a system of
first-order equations (acoustics equations) . . . . . . . . . . . . . . . . 96
2.5.3 The leapfrog scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
2.5.4 The Lax–Friedrichs scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
2.5.5 The Lax–Wendroff Scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
2.5.6 Scheme viscosity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
2.5.7 Solution of the wave equation. Implicit scheme . . . . . . . . . . . . 100
2.5.8 Solution of the wave equation. Comparison of explicit and
implicit schemes. Boundary points . . . . . . . . . . . . . . . . . . . . . . 100
2.5.9 Heat equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
2.5.10 Unsteady thermal conduction. Explicit scheme
(forward Euler scheme) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
xii Contents
2.5.11 Unsteady thermal conduction. Implicit scheme

(backward Euler scheme) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
2.5.12 Unsteady thermal conduction. Crank–Nicolson scheme . . . . . 103
2.5.13 Unsteady thermal conduction. Allen–Cheng explicit scheme . 103
2.5.14 Unsteady thermal conduction. Du Fort–Frankel
explicit scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
2.5.15 Initial-boundary value problem of unsteady thermal
conduction. Approximation of boundary conditions
involving derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
2.6 Stability analysis for finite difference schemes . . . . . . . . . . . . . . . . . . . 106
2.6.1 Stability of a two-layer finite difference scheme . . . . . . . . . . . . 107
2.6.2 The von Neumann stability condition . . . . . . . . . . . . . . . . . . . . 107
2.6.3 Stability of the wave equation . . . . . . . . . . . . . . . . . . . . . . . . . . 108
2.6.4 Stability of the wave equation as a system of first-order
equations. The Courant stability condition . . . . . . . . . . . . . . . . 109
2.6.5 Stability of schemes for the heat equation . . . . . . . . . . . . . . . . 112
2.6.6 The principle of frozen coefficients . . . . . . . . . . . . . . . . . . . . . . 113
2.6.7 Stability in solving boundary value problems . . . . . . . . . . . . . . 115
2.6.8 Step size selection in an implicit scheme in solving
the heat equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
2.6.9 Step size selection in solving the wave equation . . . . . . . . . . . . 117
2.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
3 Methods for solving systems of algebraic equations 122
3.1 Matrix norm and condition number of matrix . . . . . . . . . . . . . . . . . . . . 122
3.1.1 Relative error of solution for perturbed right-hand sides.
The condition number of a matrix . . . . . . . . . . . . . . . . . . . . . . . 122
3.1.2 Relative error of solution for perturbed coefficient matrix . . . . 123
3.1.3 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
3.1.4 Regularization of an ill-conditioned system of equations . . . . . 125
3.2 Direct methods for linear system of equations . . . . . . . . . . . . . . . . . . . 126
3.2.1 Gaussian elimination method. Matrix factorization . . . . . . . . . 126
3.2.2 Gaussian elimination with partial pivoting . . . . . . . . . . . . . . . . 127
3.2.3 Cholesky decomposition. The square root method . . . . . . . . . . 128
3.3 Iterative methods for linear system of equations . . . . . . . . . . . . . . . . . . 130
3.3.1 Single-step iterative processes . . . . . . . . . . . . . . . . . . . . . . . . . . 130
3.3.2 Seidel and Jacobi iterative processes . . . . . . . . . . . . . . . . . . . . . 131
3.3.3 The stabilization method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
3.3.4 Optimization of the rate of convergence of a
steady-state process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
3.3.5 Optimization of unsteady processes . . . . . . . . . . . . . . . . . . . . . 137
Contents xiii
3.4 Methods for solving nonlinear equations . . . . . . . . . . . . . . . . . . . . . . . 140

3.4.1 Nonlinear equations and iterative methods . . . . . . . . . . . . . . . . 140
3.4.2 Contractive mappings. The fixed point theorem . . . . . . . . . . . . 141
3.4.3 Method of simple iterations. Sufficient convergence condition 143
3.5 Nonlinear equations: Newton’s method and its modifications . . . . . . . 145
3.5.1 Newton’s method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
3.5.2 Modified Newton–Raphson method . . . . . . . . . . . . . . . . . . . . . 147
3.5.3 The secant method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
3.5.4 Two-stage iterative methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
3.5.5 Nonstationary Newton method. Optimal step selection . . . . . . 149
3.6 Methods of minimization of functions (descent methods) . . . . . . . . . . 152
3.6.1 The coordinate descent method . . . . . . . . . . . . . . . . . . . . . . . . . 152
3.6.2 The steepest descent method . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
3.6.3 The conjugate gradient method . . . . . . . . . . . . . . . . . . . . . . . . . 155
3.6.4 An iterative method using spectral-equivalent operators or
reconditioning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
3.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
4 Methods for solving boundary value problems for systems of equations 160
4.1 Numerical solution of two-point boundary value problems . . . . . . . . . 160
4.1.1 Stiff two-point boundary value problem . . . . . . . . . . . . . . . . . . 160
4.1.2 Method of initial parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
4.2 General boundary value problem for systems of linear equations . . . . . 163
4.3 General boundary value problem for systems of nonlinear equations . . 164
4.3.1 Shooting method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
4.3.2 Quasi-linearization method . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
4.4 Solution of boundary value problems by the sweep method . . . . . . . . . 166
4.4.1 Differential sweep . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
4.4.2 Solution of finite difference equation by the sweep method . . . 170
4.4.3 Sweep method for the heat equation . . . . . . . . . . . . . . . . . . . . . 171
4.5 Solution of boundary value problems for elliptic equations . . . . . . . . . 172
4.5.1 Poisson’s equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
4.5.2 Maximum principle for second-order
finite difference equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
4.5.3 Stability of a finite difference scheme for Poisson’s equation . 176
4.5.4 Diagonal domination . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
4.5.5 Solution of Poisson’s equation by the matrix sweep method . . 178
4.5.6 Fourier’s method of separation of variables . . . . . . . . . . . . . . . 181
xiv Contents
4.6 Stiff boundary value problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183

4.6.1 Stiff systems of differential equations . . . . . . . . . . . . . . . . . . . . 183
4.6.2 Generalized method of initial parameters . . . . . . . . . . . . . . . . . 185
4.6.3 Orthogonal sweep . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
4.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
III Finite-difference methods for solving nonlinear evolution

equations of continuum mechanics
5 Wave propagation problems 197
5.1 Linear vibrations of elastic beams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
5.1.1 Longitudinal vibrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
5.1.2 Explicit scheme. Sufficient stability conditions . . . . . . . . . . . . 197
5.1.3 Longitudinal vibrations. Implicit scheme . . . . . . . . . . . . . . . . . 199
5.1.4 Transverse vibrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
5.1.5 Transverse vibrations. Explicit scheme . . . . . . . . . . . . . . . . . . . 202
5.1.6 Transverse vibrations. Implicit scheme . . . . . . . . . . . . . . . . . . . 203
5.1.7 Coupled longitudinal and transverse vibrations . . . . . . . . . . . . 204
5.1.8 Transverse bending of a plate with shear and rotational inertia 206
5.1.9 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
5.2 Solution of nonlinear wave propagation problems . . . . . . . . . . . . . . . . 209
5.2.1 Hyperbolic system of equations and characteristics . . . . . . . . . 209
5.2.2 Finite difference approximation along characteristics.
The direct and semi-inverse methods . . . . . . . . . . . . . . . . . . . . 211
5.2.3 Inverse method. The Courant–Isaacson–Rees
grid-characteristic scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
5.2.4 Wave propagation in a nonlinear elastic beam . . . . . . . . . . . . . 212
5.2.5 Wave propagation in an elastoviscoplastic beam . . . . . . . . . . . 215
5.2.6 Discontinuous solutions. Constant coefficient equation . . . . . . 219
5.2.7 Discontinuous solutions of a nonlinear equation . . . . . . . . . . . 220
5.2.8 Stability of difference characteristic equations . . . . . . . . . . . . . 222
5.2.9 Characteristic and grid-characteristic schemes for solving
stiff problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
5.2.10 Stability of characteristic and grid-characteristic schemes for
stiff problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
5.2.11 Characteristic schemes of higher orders of accuracy . . . . . . . . 225
5.3 Two- and three-dimensional characteristic schemes and their
application . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
5.3.1 Spatial characteristics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
5.3.2 Basic equations of elastoviscoplastic media . . . . . . . . . . . . . . . 229
Contents xv
5.3.3 Spatial three-dimensional characteristics for semi-linear

system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
5.3.4 Characteristic equations. Spatial problem . . . . . . . . . . . . . . . . . 235
5.3.5 Axisymmetric problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
5.3.6 Difference equations. Axisymmetric problem . . . . . . . . . . . . . 238
5.3.7 A brief overview of the results. Further development and
generalization of the method of spatial characteristics and its
application to the solution of dynamic problems . . . . . . . . . . . 244
5.4 Coupled thermomechanics problems . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
5.5 Differential approximation for difference equations . . . . . . . . . . . . . . . 248
5.5.1 Hyperbolic and parabolic forms of differential approximation . 248
5.5.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
5.5.3 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250
5.5.4 Analysis of dissipative and dispersive properties . . . . . . . . . . . 251
5.5.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 253
5.5.6 Analysis of properties of finite difference schemes for
discontinuous solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
5.5.7 Smoothing of non-physical perturbations in a calculation on a
real grid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
5.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260
6 Finite-difference splitting method for solving dynamic problems 263
6.1 General scheme of the splitting method . . . . . . . . . . . . . . . . . . . . . . . . 263
6.1.1 Explicit splitting scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
6.1.2 Implicit splitting scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264
6.1.3 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
6.2 Splitting of 2D/3D equations into 1D equations
(splitting along directions) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
6.2.1 Splitting along directions of initial-boundary value problems
for the heat equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
6.2.2 Splitting schemes for the wave equation . . . . . . . . . . . . . . . . . . 268
6.3 Splitting of constitutive equations for complex rheological models into
simple ones. A splitting scheme for a viscous fluid . . . . . . . . . . . . . . . 270
6.3.1 Divergence form of equations . . . . . . . . . . . . . . . . . . . . . . . . . . 270
6.3.2 Non-divergence form of equations . . . . . . . . . . . . . . . . . . . . . . 272
6.3.3 One-dimensional equations. Ideal gas . . . . . . . . . . . . . . . . . . . 273
6.3.4 Implementation of the scheme . . . . . . . . . . . . . . . . . . . . . . . . . 275
6.4 Splitting scheme for elastoviscoplastic dynamic problems . . . . . . . . . . 276
6.4.1 Constitutive equations of elastoplastic media . . . . . . . . . . . . . . 276
6.4.2 Some approaches to solving elastoplastic equations . . . . . . . . . 277
6.4.3 Splitting of the constitutive equations . . . . . . . . . . . . . . . . . . . . 279
xvi Contents
6.4.4 The theory of von Mises type flows. Isotropic hardening . . . . . 281
6.4.5 Drucker–Prager plasticity theory . . . . . . . . . . . . . . . . . . . . . . . 283
6.4.6 Elastoviscoplastic media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
6.5 Splitting schemes for points on the axis of revolution . . . . . . . . . . . . . . 286
6.5.1 Calculation of boundary points . . . . . . . . . . . . . . . . . . . . . . . . . 286
6.5.2 Calculation of axial points . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
6.6 Integration of elastoviscoplastic flow equations by variation inequality 290
6.6.1 Variation inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290
6.6.2 Dissipative schemes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292
6.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
7 Solution of elastoplastic dynamic and quasistatic problems with finite
deformations 298
7.1 Conservative approximations on curvilinear Lagrangian meshes . . . . . 298
7.1.1 Formulas for natural approximation of spatial derivatives . . . . 298
7.1.2 Approximation of a Lagrangian mesh . . . . . . . . . . . . . . . . . . . . 299
7.1.3 Conservative finite difference schemes . . . . . . . . . . . . . . . . . . . 301
7.2 Finite elastoplastic deformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
7.2.1 Conservative schemes in one-dimensional case . . . . . . . . . . . . 303
7.2.2 A conservative two-dimensional scheme for an elastoplastic
medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
7.2.3 Splitting of the equations of a hypoelastic material . . . . . . . . . 306
7.3 Propagation of coupled thermomechanical perturbations in gases . . . . 307
7.3.1 Basic equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 307
7.3.2 Conservative finite difference scheme . . . . . . . . . . . . . . . . . . . . 307
7.3.3 Non-divergence form of the energy equation. A completely
conservative scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 309
7.4 The PIC method and its modifications for solid mechanics problems . 311
7.4.1 Disadvantages of Lagrangian and Eulerian meshes . . . . . . . . . 311
7.4.2 The particle-in-cell (PIC) method . . . . . . . . . . . . . . . . . . . . . . . 311
7.4.3 The method of coarse particles . . . . . . . . . . . . . . . . . . . . . . . . . 314
7.4.4 Limitations of the PIC method and its modifications . . . . . . . . 315
7.4.5 The combined flux and particle-in-cell (FPIC) method . . . . . . 316
7.4.6 The method of markers and fluxes . . . . . . . . . . . . . . . . . . . . . . 317
7.5 Application of PIC-type methods to solving elastoviscoplastic
problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
7.5.1 Hypoelastic medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318
7.5.2 Hypoelastoplastic medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319
7.5.3 Splitting for a hyperelastoplastic medium . . . . . . . . . . . . . . . . . 321
Contents xvii
7.6 Optimization of moving one-dimensional meshes . . . . . . . . . . . . . . . . 324

7.6.1 Optimal mesh for a given function . . . . . . . . . . . . . . . . . . . . . . 325
7.6.2 Optimal mesh for solving an initial-boundary value problem . . 326
7.6.3 Mesh optimization in several parameters . . . . . . . . . . . . . . . . . 327
7.6.4 Heat propagation from a combustion source . . . . . . . . . . . . . . . 328
7.7 Adaptive 2D/3D meshes for finite deformation problems . . . . . . . . . . . 330
7.7.1 Methods for reorganization of a Lagrangian mesh . . . . . . . . . . 330
7.7.2 Description of motion in an arbitrary moving
coordinate system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
7.7.3 Adaptive meshes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 333
7.8 Unsteady elastoviscoplastic problems on moving adaptive meshes . . . 335
7.8.1 Algorithms for constructing moving meshes . . . . . . . . . . . . . . 335
7.8.2 Selection of a finite difference scheme . . . . . . . . . . . . . . . . . . . 337
7.8.3 A hybrid scheme of variable order of approximation at
internal nodes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339
7.8.4 A grid-characteristic scheme at boundary nodes . . . . . . . . . . . . 341
7.8.5 Calculation of contact boundaries . . . . . . . . . . . . . . . . . . . . . . . 344
7.8.6 Calculation of damage kinetics . . . . . . . . . . . . . . . . . . . . . . . . . 346
7.8.7 Numerical results for some applied problems with finite
elastoviscoplastic strains . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 347
7.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 352
8 Modeling of damage and fracture of inelastic materials and structures 354
8.1 Concept of damage and the construction of models of damaged media 354
8.1.1 Concept of continuum fracture and damage . . . . . . . . . . . . . . . 354
8.1.2 Construction of damage models . . . . . . . . . . . . . . . . . . . . . . . . 355
8.1.3 Constitutive equations of the GTN model . . . . . . . . . . . . . . . . . 361
8.2 Generalized micromechanical multiscale damage model . . . . . . . . . . . 363
8.2.1 Micromechanical model. The stage of plastic flow
and hardening . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 364
8.2.2 Stage of void nucleation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
8.2.3 Stage of the appearance of voids and damage . . . . . . . . . . . . . . 366
8.2.4 Relationship between micro and macro parameters . . . . . . . . . 367
8.2.5 Macromodel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
8.2.6 Tension of a thin rod with a constant strain rate . . . . . . . . . . . . 373
8.2.7 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 375
8.3 Numerical modeling of damaged elastoplastic materials . . . . . . . . . . . 375
8.3.1 Regularization of equations for elastoplastic materials
at softening . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 375
8.3.2 Solution of damage problems . . . . . . . . . . . . . . . . . . . . . . . . . . 376
8.3.3 Inverse Euler method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 377
xviii Contents
8.3.4 Solution of a boundary value problem. Computation

of the Jacobian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
8.3.5 Splitting method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
8.3.6 Integration of the constitutive relations of the GTN model . . . . 382
8.3.7 Uniaxial tension. Computational results . . . . . . . . . . . . . . . . . . 386
8.3.8 Bending of a plate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387
8.3.9 Comparison with experiment . . . . . . . . . . . . . . . . . . . . . . . . . . 389
8.3.10 Modeling quasi-brittle fracture with damage . . . . . . . . . . . . . . 390
8.4 Extension of damage theory to the case of an arbitrary
stress-strain state . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
8.4.1 Well-posedness of the problem . . . . . . . . . . . . . . . . . . . . . . . . . 394
8.4.2 Limitations of the GTN model . . . . . . . . . . . . . . . . . . . . . . . . . 395
8.4.3 Associated viscoplastic law . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
8.4.4 Constitutive relations in the absence of porosity
(k < 0:4, f D 0, r D 0) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
8.4.5 Fracture model. Fracture criteria . . . . . . . . . . . . . . . . . . . . . . . . 397
8.5 Numerical modeling of cutting of elastoviscoplastic materials . . . . . . . 398
8.5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
8.5.2 Statement of the problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
8.6 Conclusions. General remarks on elastoplastic equations . . . . . . . . . . . 406
8.6.1 Formulations of systems of equations for elastoplastic media . 406
8.6.2 A hardening elastoplastic medium . . . . . . . . . . . . . . . . . . . . . . 406
8.6.3 Ideal elastoplastic media: a degenerate case . . . . . . . . . . . . . . . 407
8.6.4 Difficulties in solving mixed elliptic-hyperbolic problems . . . . 408
8.6.5 Regularization of an elastoplastic model . . . . . . . . . . . . . . . . . 408
8.6.6 Elastoplastic shock waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 409
Bibliography 411
Index 421
Chapter 1
Basic equations of continuous media
Chapter 1 presents the main equations of continuum mechanics as well as some mod-
els of continuous media that will be required in subsequent sections of the book.
These equations and models will not be discussed in detail, since the author presumes
that the reader is already familiar with them from a main university course of con-
tinuum mechanics taught to engineering students; for example, see [38, 49, 59]. The
current chapter should therefore be treated as a summary of facts required for numer-
ical modeling of problems arising in continuum mechanics rather than a guide to the
systematic study of continuum mechanics.
Modern computational continuum mechanics studies and solves complete systems
of equations for not only the classical models of continua, such as elastic or elastoplas-
tic media or viscous thermally conductive fluids, but also recent nonclassical models
with complex rheologies and damage as well as fracture models of elastoviscoplastic
materials and more. Chapter 1 gives a brief description of the methods for construct-
ing such models. Also outlined are benefits of representing the basic equations of
continuum mechanics in different forms, as integral or differential relations or vari-
ational principles; these are important for the discrete approach and will be used in
subsequent sections.
Let us begin with the common ways of describing motion of continuous media and
different forms of representation of conservation laws.
1.1 Methods of describing motion of continuous media

1.1.1 Coordinate systems and methods of describing motion of
continuous media
The conventional approach to describing the motion of a continuous medium is to
introduce a frame of reference, conditionally accepted to be fixed, and consider the
motion relative to this frame. The simplest kind of a reference frame is a rectangular,
Cartesian coordinate system with orthonormal basis vectors ei such that
ei ej D ıij ;
where ıij is the Kronecker delta (ıij D 1 if i D j and ıij D 0 if i ¤ j ). The dot
between vectors denotes the scalar product.
Other general reference frames include curvilinear and skew coordinate systems.
In this case, apart from the main, covariant basis ei , it is convenient to use the con-
4 Chapter 1 Basic equations of continuous media
travariant basis ej , which orthogonal to ei :
ei ej D ıij ; ei ej ¤ ıij ;
In such bases, an arbitrary vector v can be represented as
v D v˛ e˛ D v ˇ eˇ ; v˛ D v e ˛ ; v ˇ D v eˇ ; (1.1)
where the v˛ are covariant coordinates of v and vˇ are its contravariant coordinates.
An arbitrary tensor can be represented in terms of its covariant, contravariant,
and mixed components as
D ij ei ej D ˛ˇ e˛ eˇ D ˇ˛ e˛ eˇ D ˛ˇ e˛ eˇ : (1.2)
The squared distance between two infinitely near points is
ds 2 D d r d r D e˛ eˇ dx ˛ dx ˇ D g˛ˇ dx ˛ dx ˇ ; (1.3)
where the g˛ˇ are covariant components of the metric tensor g D g˛ˇ e˛ eˇ or
g D g˛ˇ e˛ ˝ eˇ . In what follows, the dyadic (tensor) product of vectors a and b
will conventionally be denoted ab or a ˝ b.
Formulas for various transformations of covariant and contravariant basis vectors,
including differentiation, as well as those for tensor transformations are the subject
matter of vector and tensor analysis, which is widely used in continuum mechanics.
1.1.2 Eulerian description

Given a Cartesian coordinate system (reference frame) xi , all changes of physical
quantities (fields) that occur as the medium moves can be characterized in the coordi-
nate space xi and time t . All physical fields are functions of xi and t :
a D f .x; t /:
With such a description, known as Eulerian, all quantities are assumed to be func-
tions of a fixed point in space (cell) through which various points of the medium
(particles) pass. In order to track changes in the quantities associated with a moving
particle, the position vector of the particle, r D r.x; t /, must be introduced, whose
components ri D xi .t / determine the path along which the particle moves in the
reference frame xi . This path is determined by the velocity field as
dx ˇ
D v.x; t /; xˇ tD0 D x0 :
dt
Section 1.1 Methods of describing motion of continuous media 5
1.1.3 Lagrangian description

An alternative approach to describing the motion of a medium is to characterize the
motion of each individual particle. With this description, known as Lagrangian, par-
ticle’s characteristics – for example, its coordinates x0 at t D 0 and time t – are
taken to be the independent variables. Let i denote Lagrangian coordinates and let
all quantities associated with the motion of the medium be functions of i and t :
ˇ
a D a.; t / with D xˇ tD0 :
Any quantity a (whether it is a scalar, vector, or tensor field) that depends of the Eu-
lerian variables, a D a.x; t /, can be treated as a composite function of the Lagrangian
variables, a.x; t / D a.x.; t /; t /. Conversely, any function defined in terms of the
Lagrangian variables can be treated as a composite function of the Eulerian variables,
a.; t / D a..x; t /; t /. Accordingly, the partial derivatives with respect to time are
taken at i D const in the Lagrangian description and xi D const in the Eulerian de-
scription. A partial derivative at i D const, called a material derivative, is a quantity
that has a physical meaning; it determines the rate of change of the quantity a asso-
ciated with a particle. The relationship between the partial derivatives at xi D const
and i D const follows from the chain rule:
ˇ ˇ ˇ
@a.x.; t /; t / ˇˇ @a ˇˇ @a @xi @a ˇˇ @a
ˇ D ˇ C D ˇ C vi : (1.4)
@t @t x @xi @t @t x @xi
The material derivative is also known as the Lagrangian, substantial, or full deriva-
tive. The first term on the right-hand side in (1.4) is the partial derivative with respect
to t , while the second term represents the convective derivative [47, 157].
Apart from the above two approaches to describing the motion of a continuous me-
dium, it is possible to introduce infinitely many descriptions in an arbitrary moving
reference frame i whose law of motion is prescribed relative to a fixed reference
frame, i D i .x; t /. Such arbitrary coordinate systems will be discussed later on, in
connection with the construction of optimal (in a sense) coordinate systems and asso-
ciated computational grids. These kinds of characterization are intermediate between
the Eulerian description in a fixed reference frame and the Lagrangian description in
a frame moving together with the particle.
1.1.4 Differentiation of bases

The vectors and tensors used to characterize the motion of a medium with both kinds
of description can be referred to the basis of a fixed frame or any other basis unrelated
to the motion. If one chooses the moving basis vectors of a Lagrangian coordinate
system, then one says that a “frozen” (or convective) frame and a “frozen” basis are
used. In a frozen basis, the coordinates of a moving particle remain constant, while
the basis vectors change.
The vectors of a frozen basis are written as

@r
ei . j ; t / D ;
@ i
where r. i ; t / D i ei is the position vector in the Lagrangian coordinate system.

The differentiation of the basis vectors is performed as follows:
ˇ ˇ
@ ˇˇ @ ˇˇ @r.; t / @v @
ˇ ei D ˇ i
D i D i .v ˛ e˛ / D e˛ ri v ˛ e˛ v;i˛ ; (1.5)
@t @t @ @ @
where ri v ˛ is the covariant derivative of the contravariant ˛-component of the vec-

tor v; also
ˇ
@ ˇˇ j
e D ri v j ei D e˛ r˛ v j :
@t ˇ
Using the above formulas for differentiating a vector field a D a˛ e˛ with respect
to time, one obtains
ˇ ˛ ˇ ˇ
@ ˇˇ @a .; t / ˇˇ ˇ ˛ @a˛ .; t / ˇˇ ˇ
a D C a r v e D a r v e˛ : (1.6)
@t ˇ ˇ ˇ
ˇ ˛ ˇ ˛
@t @t
Likewise, one can obtain the formulas for the material derivatives of a tensor written
in a frozen basis [157].
The differentiation formulas for Eulerian curvilinear basis vectors eQ i with respect
to t are as follows:
ˇ ˇ
@ ˇˇ ˇ ˛ @ ˇˇ j j
eQ i D vQ ˇ i eQ ˛ ; eQ D Qei iˇ vQ ˇ (1.7)
@t ˇ @t ˇ
where the ˇ˛i are the triple-index Christoffel symbols of the second kind.
A vector a is differentiated in an Eulerian basis using the formula
ˇ ˇ
@ ˇˇ @aQ i .x; t / ˇˇ j
a D a
Q v
Q
j k ki e Qi : (1.8)
@t ˇ @t ˇ

Formulas (1.5)–(1.8) will subsequently be used in deriving the objective rates of

change of vectors and tensors.
In a similar way, the vectors and tensors used to characterize the motion of a me-
dium can be referred to the basis vectors of any other coordinate system i D i .x; t /.
If the vector and tensor fields are referred to the basis of the same coordinate system
where the motion is described, then the equations acquire their simplest form. See
Section 7.7 in Chapter 7.
Section 1.1 Methods of describing motion of continuous media 7
1.1.5 Description of deformations and rates of deformation of a

continuous medium
The description of the kinematics of a medium as well as the selection of deformation
measures and deformation rate measures depends on the approach used to characterize
the motion, reference frames, and the basis to which the tensor quantities are referred.
Here and henceforth, we use orthogonal Cartesian coordinates in calculations for
simplicity and write out final results in invariant, indexless form. Invariant form is
valid for any required coordinates and not only in continuous but also discrete rep-
resentation, allowing one to use known discrete relations (see Section 7.1). This ap-
proach is perhaps the simplest and most convenient for numerical solution.
The deformation of a medium is determined by the change in the distance between
two infinitely near points along a selected direction by formula (1.3). Let us write out
the change of the squared distance in terms of the Lagrangian variables:
@x˛ @x˛
ds 2 ds02 D dxi dxi d i d i D d i d j d i d i D 2Eij d i d j ;
@i @j
(1.9)
where the Eij are components of the Green–Lagrange finite strain tensor in the La-
grangian coordinates with

1 @x˛ @x˛ 1
Eij D ıij D Fi˛ F˛j ıij : (1.10)
2 @i @j 2
The Green–Lagrange strain tensor E can be expressed in terms of the deformation
gradient tensor F, referred to the basis ei of the coordinate system xi :
1 T @xi
ED F FI ; FD ei ej ; (1.11)
2 @j
where FT is the transpose of F.

The components of the Green–Lagrange strain tensor Eij are easy to express in
terms of the displacement vector of a particle, u D x , as

1 @ui @uj @u˛ @u˛
Eij D C C :
2 @j @i @i @j
Omitting the quadratic terms, one obtains the components of the small strain ten-
sor "ij :

1 @ui @uj
" D "ij ei ej ; "ij D C ;
2 @xj @xi
since

@ui @ui @u˛ @ui
D ı˛j :
@xj @x˛ @xj @j
If the change of the squared length in (1.9) is rewritten in the Eulerian coordinates
and referred to a finite length, then
@˛ @˛
ds 2 ds02 D dxi dxj dxi dxj D 2Aij dxi dxj :
@xi @xj
The Euler–Almansi finite strain tensor A describes deformation near a particle in the
Eulerian variables:

1 @˛ @˛ 1 @ui @uj @u˛ @u˛
Aij D ıij D C : (1.12)
2 @xi @xj 2 @xj @xi @xi @xi
1
AD I FT F1 D FT E F1 :
2
In a similar way, one introduces tensors that characterize the rate of change of the
length of a particle’s small directed element expressed via the velocity gradients as
@vi
vi .x C d x/ vi .x/ D dxj D Lij dxj :
@xj
The velocity gradient tensor Lij can be additively decomposed into the symmetric,
eij , and antisymmetric, !ij , parts:

1 @vi @vj
eij D C ; eij D ej i ;
2 @xj @xi

1 @vi @vj
!ij D ; !ij D !j i :
2 @xj @xi
It is not difficult to find the relationship between the time derivatives of the above
strain tensors F and " and the velocity tensors L and e. In the index form, we have

@vi @ dxi .; t / d @xi @˛ d @xi @˛
Lij D D D D ;
@xj @xj dt dt @˛ @xj dt @˛ @xj
since d ˛ =dt D 0. In the indexless tensor notation, the velocity gradient tensor L is
expressed in terms of the material time derivative of the deformation gradient tensor F
as
d F 1
LD F : (1.13)
dt
In this section, we have summarized the most common concepts and information
from kinematics of continuous media. For more details, see texts on continuum me-
chanics (e.g., [38, 49, 59]).
The differentiation formulas for vectors and tensors in curvilinear coordinates, fixed
(Eulerian) bases, and frozen (Lagrangian) bases, the expressions of the time deriva-
tives of tensors in different bases, the concepts of objective derivatives and other con-
cepts from tensor analysis, and some additional information on kinematics of contin-
uous media, required subsequently, will be given below in Sections 1.9–1.12 and later
on as they are required for studying equations for specific media.
Section 1.2 Conservation laws. Integral and differential forms 9
1.2 Conservation laws. Integral and differential forms.

Divergence and non-divergence forms
This section focuses on different representations of conservation laws common to
any continuous medium. The possibility of representing one and the same law in
different forms is crucial when using discrete forms of the law. While the different
representations of a conservation law are all equivalent in continuum form, there is
no equivalence any more when the law is discretized and, depending on the purposes
of the study, one should prefer one or another discrete form. The considerations that
should taken into account in doing so depend on which properties of the original
equation are required to be preserved in the discrete representation in the first place.
This will become clearer subsequently, in applying these representations to specific
problems.
1.2.1 Integral form of conservation laws

The laws of conservation of mass, linear momentum, angular momentum, and energy
must hold for any continuous medium. For a moving medium, suppose V is an ar-
bitrary volume consisting of the same particles during motion; we will call it a fluid
volume. Then the above laws can be written as follows:
conservation of mass: Z
d
d V D 0I (1.14)
dt V
conservation of linear momentum:
Z Z Z
d
vi d V D ij nj dS C Fi d V I (1.15)
dt V S V
conservation of energy:
Z Z Z Z
d v2
UC d V D .ij vj /ni dS qi ni dS C .Fi vi C r/ d V:
dt V 2 S S V
(1.16)
Here is the mass density, vi the particle velocity, Fi the body force per unit volume,
r the energy source intensity, ij the stress, U the potential (internal) energy per unit
volume, and qi the heat flux, with d=dt denoting the total (material) derivative.
The law of conservation of angular momentum holds identically, provided that the
stress tensor ij is symmetric.
Each of the above equations (1.14)–(1.16) has the form
Z Z Z
d
pi d V D Aij nj dS C gi d V (1.17)
dt V S V
This is a general form of conservation laws, which is valid for any finite fluid volume
V .xi ; t / with surface S . Here p.xi ; t / and g.xi ; t / are k-dimensional vector fields,
A.xi ; t / is an m k matrix field, n is a unit normal vector to S , and m is the dimen-
sion of the physical space. Equation (1.17) means that the change of the quantity p
within the volume V , consisting of the same particles, is balanced by the flux of the
quantity A through the surface S and by the action of sources g in the volume V .
Equations (1.14)–(1.16) are written in the Eulerian (spatial) variables xi and t .
These equations can also be rewritten in a different form if the total derivative of
the integral on the right-hand side is transformed as follows:
Z Z Z
d 1
p.xi ; t / d V D lim p.xi ; t C t / d V p.xi ; t / d V
dtV t!0 t
ZV CV
h i
V
1
D lim p.xi ; t C t / p.xi ; t / d V
t!0 t V
Z
p.xi ; t C t / d V
V
Z ˇ Z
@p ˇˇ
D ˇ dV C p vn dS: (1.18)
V @t x S
The volume V D vn t S is shaded in Figure 1.1 and vn D vi ni is the normal

velocity component to the surface S at the time instant t .
V + ∆V
χi
Figure 1.1. Change of a fluid volume (shaded) as the medium moves; the fluid volume consists
of the same particles.
Then the general conservation law (1.17) in an Eulerian reference frame becomes
Z ˇ Z Z
@p ˇˇ
ˇ d V D .A p ˝ v/ n dS C g d V
V @t xi S V (1.19)
p vn D p.v n/ D .p ˝ v/ n;
or, in the component notation,

Z ˇ Z Z
@pi ˇˇ
ˇ dV D Aij pi vj nj dS C gi d V:
V @t xi S V
The symbol ˝ denotes the dyadic product of vectors.
1.2.2 Differential form of conservation laws

Let B D A p ˝ v be a continuous tensor-valued function in the domain V and let
its first partial derivatives be also continuous in V . Then, by converting the surface
integral in (1.19) to a volume integral with the Gauss–Ostrogradsky theorem, one can
rewrite the general conservation law as
Z
@pi
rj Aij pi vj gi d V D 0: (1.20)
V @t
Taking into account that (1.20) holds for any volume V , one arrives at the following
differential form of the conservation law in the Eulerian coordinate system:
@pi
D rj Aij C pi vj C gi (1.21)
@t
A relation of the form (1.21) is called a divergence equation, since the right-hand
side represents the divergence of a quantity in the three-dimensional space xi . In the
four-dimensional space of xi and t , the four-vector Ci D .pi ; Aij pi vj / with a
fixed i and j D 1; 2; 3 can be used. By applying Ostrogradsky’s formula for the
four-dimensional space of xi and t to the divergence of the vector Ci , one obtains a
different integral form of conservation laws than (1.21) [45].
By introducing the material derivative of p, characterizing the change of p in a
particle , with the formula
ˇ ˇ
@p ˇˇ dp @p ˇˇ
D D C vi ri p:
@t ˇi dt @t ˇxi
where the i are Lagrangian (material) coordinates associated with the particle, one
can convert relations (1.21) to the non-divergence form of conservation laws
ˇ
@pi ˇˇ
D rj Aij pi rj vj C gi : (1.22)
@t ˇi
In discrete representation, one should distinguish between the divergence form
(1.21) of a conservation law and its non-divergence form like (1.22).
Let us rewrite the law of conservation of linear momentum in the form (1.22):
ˇ
@vi ˇˇ
D rj ij vi rj vj C Fi :
@t ˇi
Further, we have
ˇ ˇ
@vi ˇˇ @ ˇˇ
C v D rj ij vi rj vj C Fi
@t ˇi @t ˇi
i
and see that the underlined terms cancel out by virtue of the mass conservation law
written in the form (1.22). So we obtain the equation
ˇ
@vi ˇˇ
D rj ij C Fi : (1.23)
@t ˇi
This is also true for any conservation law written for the mass density fi of the
quantity pi D fi . Therefore, it follows from the conservation law (1.22) that
ˇ
@fi ˇˇ
D rj Aij C gi (1.24)
@t ˇi
For example, the law (1.24) for the energy density becomes
ˇ
@ v2 ˇˇ
UC D rj .ij vi / rj qj C .r C Fi vi /: (1.25)
@t 2 ˇi
With (1.23), the conservation equation (1.25) can be converted to another form, known
as an equation of heat influx. We have
@vi @U
vi C D vi rj ij C ij rj vi rj qj C .r C Fi vi /:
@t @t
The underlined terms cancel out due to the equation of motion (1.23) and so
ˇ
@U ˇˇ
D ij rj vi rj qj C r D ij "Pij rj qj C r
@t ˇi
(1.26)
dU 1 dq e dq
D ij "Pij C C ;
dt dt dt
where q e and q are specific heat fluxes per unit mass; q e is the external heat, while
and q is the heat influx due to internal sources.
Equations (1.24) are easy to obtain directly from the integral law (1.17) by con-
verting the volume integrals to integrals over mass,
R which doesR not change during the
motion. Since mass M is time invariant and V gi d V D M gi d m, the following
conversion formulas hold true:
Z Z Z ˇ
d d dfi ˇˇ
fi d V D fi d m D ˇ d m;
dt V dt M M dt i
Z Z Z
1
Aij nj dS D rj Aij d V D rj Aij d m;
S V M
Z ˇ Z Z
@fi ˇˇ 1
ˇ d m r A
j ij d m gi d m D 0:
M @t i M M
It follows that
dfi
D rj Aij C gi (1.27)
dt
This is the main non-divergence form of conservation laws for the mass density fi of
the quantity pi .
1.2.3 Conservation laws at solution discontinuities

Let Bij be a piecewise continuous function that suffers a discontinuity at a moving
surface †. This is possible in continuum mechanics, since the quantities , vi , ij ,
and qi appearing in (1.14)–(1.16) can undergo discontinuities (it is only the displace-
ments of the medium that must be continuous). Then the Gauss–Ostrogradsky theo-
rem is applicable to the domains of continuity of Bij , outside †.
Compatibility conditions must hold at the surface †, which relate the value BijC just
upstream and value Bij just downstream of the surface of discontinuity †.
Suppose † moves in the space xi with a velocity Dn, where n is the outward
normal to †. Let †C and † denote two parallel surfaces to †, each spaced by a
distance h=2 from it (see Figure 1.2), and let Vh denote the volume of the medium
between the two surfaces. The motion will be considered in a reference frame moving
with the velocity Dn. Let us take the fixed volume Vh to be the fluid volume V at a
given instant of time t . By writing the conservation law (1.19) for Vh and letting h
tend to zero, we obtain
Z Z Z
@pi
lim dV Aij pi .vj Dnj / nj dS gi d V
h!0 Vh @t S Vh
Z °
C ±
D Aij piC .vjC Dnj / nj A ij pi

.vj Dn j nj d † D 0;
/
†
where vj Dnj denote the components of the velocity vector in the moving reference
frame.
It follows that, by virtue of the fact that the surfaces †˙ can extend arbitrarily far,
the integrand must be zero:
C
Aij piC .vjC Dnj / nj D A
ij pi .vj Dnj / nj : (1.28)
In (1.28), replacing Aij and pi with the respective quantities from the conservation
laws (1.14)–(1.16), we arrive at the following relations at the front of the discontinuity
surface †:
conservation of mass:
C .viC Dni / D .vi Dni /I (1.29)

Vh
h/2
Figure 1.2. A volume moving with a velocity Dn together with a discontinuity surface †.
conservation of momentum:
ijC nj C viC .vjC Dnj /nj D ij nj vi .vj Dnj /nj I (1.30)
conservation of energy:

.v C /2
ijC viC nj
qjC njC C C
U C .vjC nj D/
2

.v /2
D ij vi nj qj nj U C .vj nj D/; (1.31)
2
To summarize, for piecewise continuous Bij , the integral form of the conservation
law (1.19) is equivalent to the differential form (1.21) in domains of continuity of
solutions and the jump relations (1.29)–(1.31) at discontinuity surfaces.
The conservation laws (1.14)–(1.16) and (1.21) are dynamic conservation laws and
hold true for any continuous medium. One can easily see that these laws do not form
a closed system of equations. To close the system of equations of continuum mechan-
ics, constitutive equations of the medium are required that would link the dynamic
quantities, the stress and heat flux, which appear in (1.14)–(1.16), to the kinematic
and thermodynamic characteristics of the medium that determine its deformation and
entropy.
1.2.4 Conclusions
To summarize, the following conclusions can be drawn:
1. Conservation laws are initially formulated in the integral form (1.17) for a fi-
nite volume of the medium having a fixed composition of particles; the differential
form (1.21) is a corollary of the integral form.
Section 1.3 Thermodynamics 15
2. The differential equations can be rewritten in the divergence form (1.21) or slightly
simpler, non-divergence form (1.24), in the Lagrangian variables; they can also be
written in the non-divergence form (1.27) in the Eulerian variables, or in the invariant
form
@f
D rA C g:
@t
The equations have the simplest form when rewritten in terms of the mass density fi
of the quantity pi (Eq. (1.27)).
3. The integral representation of the conservation laws (1.19) is equivalent, in the
Eulerian variables, to the differential equations (1.21) in domains of continuity of the
motion, which have a divergence form, and relations (1.29)–(1.31) at discontinuity
surfaces.
In order to derive constitutive equations, closing the system of equations for a spe-
cific continuum, in a correct manner, one should consider thermodynamic laws.
1.3 Thermodynamics
Apart from conservation laws, the first and second laws of thermodynamics should be
considered in order to describe non-isothermal, reversible and irreversible, processes
in continuous media.
1.3.1 First law of thermodynamics

The first law of thermodynamics, or the law of conservation of energy, has already
been presented in integral form, equations (1.14)–(1.16). It can be converted to a
different form. To this end, let us integrate the equation of heat influx (1.26) with
respect to mass, d m D d V , and apply the Gauss–Ostrogradsky formula to obtain
the following integral form of the equation of heat influx:
Z Z Z Z
d
U d V D ij "Pij d V C qj nj dS C r d V: (1.32)
dt V V S V
This equation can be rewritten as
d U D dAi C dQe C dQ : (1.33)
The internal energyRincrement d U is equal to the work done by the power of internal
stresses, dAi D V ij "Pij d V , plus the amount of heat supplied, dQ. The latter
equals the external heat influx due to heat exchange, dQe , which is determined by the
second term on the right-hand side in (1.32), and the internal heat influx, dQ, due to
other sources and mechanisms R (e.g., electrical). In (1.32), the internal heat influx is
described by the source term V r d V , where r is the source intensity.
1.3.2 Second law of thermodynamics

The second law of thermodynamics postulates the existence of a function of state S ,
called entropy, that satisfies the inequality
dQe
dS : (1.34)
T
Alternatively, this law can be stated in the form of an equation [157, 118, 70],
dQe dQ0
dS D C ; (1.35)
T T
for any process that happens in a homogeneous field of quantities; the quantity dQ0 >0
represents uncompensated heat.
Equation (1.35) can be viewed as the definition of dQ0 . In general, dQ0 does not
coincide with the heat term dQ D dq in the equation of heat influx (1.26). It
should be emphasized that dQ0 and dQe are not total differentials, while dS is the
total differential of S with respect to state variables and d U is the total differential
of U .
Equations (1.34) and (1.35) can be generalized to the case of an arbitrary fluid
volume in which the filed of quantities is inhomogeneous by assuming that entropy is
additive with respect to mass.
Introducing specific entropy per unit mass, s, we can rewrite equation (1.35) in the
form
ds 1 dqe dq 0
D C : (1.36)
dt T dt dt
Integrating with respect to mass yields
Z Z Z
ds 1 dqe 1 dq 0
dm D dm C d m; (1.37)
M dt M T dt M T dt
with
²
q q grad T ³
dqe 1 div q
D D div C ;
dt T T T T2
and so
Z Z Z 2 Z
ds qi n i grad T dq 0 1
dm D d! C dV C d V:
M dt @V T V T V dt T
It has been taken into account that q D grad T (heat equation), where is the
thermal conductivity. The symbol @V stands for the surface bounding the volume V
and d! denotes the area element of @V . Also
ds D dse C dsi ;
Section 1.3 Thermodynamics 17
where dse in the external entropy influx, corresponding to the surface integral, and
dsi is the entropy increment due to internal processes.
If dq 0 D 0, for a thermally insulated body, the first term on the right-hand side of
the equation is zero, but nevertheless
Z
dsi grad T 2
D d V 0; (1.38)
dt V T
which means that the heat conduction process is irreversible; the reversibility criterion
for a body with inhomogeneous distribution of parameters is the condition dsi > 0
rather than dq 0 > 0.
Consequently, the second law of thermodynamics (1.37) for a body with inhomo-
geneous temperature distribution can be represented as the inequality
Z Z Z Z
ds d qi n i r
dm D s d V d! C d V: (1.39)
M dt dt V T V T
This inequality has the structure of a conservation law, and hence all transfor-
mations valid for the conservation laws dealt with above are applicably to inequal-
ity (1.39) as well. In particular, inequality (1.39) implies a non-divergence differential
inequality similar to equation (1.24),
ˇ
q r
ds ˇˇ i
ˇ ri C ; (1.40)
dt T T
which is known as the Clausius–Duhem inequality [119]. Rewriting (1.40) in diver-

gence form, one finds that
@
q r
i
.s/ ri C svi C (1.41)
@t T T
in the domain of smooth variation. Also one obtains an entropy inequality at a surface
of discontinuity: hq n i
i i
s.vi D/ni 0; (1.42)
T
where Œa D aC a stands for the jump of the quantity a at the surface.
Inequality (1.40) can be converted to a different form with the help of the equation
of heat influx in the form (1.26). Eliminating the sources r, one obtains
1 q grad T
T sP UP C ij "Pij 0:
T
Introducing free energy A D U sT instead of internal energy U , one arrives at the
entropy inequality in the form
1 q grad T
AP TP s C ij "Pij 0: (1.43)
T
1.3.3 Conclusions
Any thermodynamic process occurring in a body must satisfy condition (1.43) in do-
mains of continuity of the motion and condition (1.42) at surfaces of discontinuity. In
some problems of nonlinear mechanics, this requirement allows one to select a unique
solution amongst all possible discontinuous solutions.
1.4 Constitutive equations

1.4.1 General form of constitutive equations. Internal variables
The motion of a continuous medium must satisfy the conservation laws (1.14)–(1.16)
and the second law of thermodynamics in the form (1.39) or (1.42)–(1.43). Although
thermodynamic laws do not allow one to obtain a closed system of equations, these
impose certain restriction on the constitutive equations of the medium.
In order to close the system of equations of continuum mechanics, one requires
equations that would determine thermomechanical properties of the medium and link
the quantities U , s, q, and , appearing in the conservation laws, to kinematic and
thermal characteristics determining the deformation " and temperature T of the me-
dium as well as g D grad T . Let us take the last three quantities to be independent
parameters of the medium. Apart from dynamic and kinematic variables, rheologi-
cally complex media are characterized, as a rule, by additional variables,
k , that de-
scribe internal processes of structural changes caused by thermomechanical actions.
These additional variables do not enter the conservation laws and are called internal
variables. For a general continuous medium, the quantities constituting the first group
(U , s, q, and ) can be treated as functions or functionals of the independent param-
eters and internal variables:
U D U."ij ; T; gi ;
k /; s D s."ij ; T; gi ;
k /;
(1.44)
qi D qi ."ij ; T; gi ;
k /; ij D ij ."ij ; T; gi ;
k /:
Apart from these equations, it is necessary to specify equations that determine the
evolution of the internal variables
k . In general, such equations are represented as
functionals; in simples cases, these are written as differential equations:
d
k
D ˆ."ij ; T; gi ;
k /: (1.45)
dt
Broadly speaking, relations (1.44) and (1.45) must satisfy the general laws of con-
tinuum mechanics; specifically, they must be invariant to orthogonal transformations
of coordinates in the current configuration (cf. Section 1.9) and compatible with the
second law of thermodynamics. Otherwise, the forms of the functions in (1.44)
and (1.45) are determined by experimental data or the mechanisms of the physical
processes occurring at the structural level in the material. This is the general scheme
Section 1.4 Constitutive equations 19
of constructing constitutive equations in continuum mechanics. This scheme will be

illustrated with specific examples later on.
Let us derive the restrictions on the form of the constitutive relations (1.44)–(1.45)
that follow from the second law of thermodynamics written in the form of the
Clausius–Duhem inequality (1.43):
@U 1 q grad T
C T sP C ij "Pij C 0:
@t T
Introducing free energy A D U T s, one obtains
@A 1 q grad T
TP s C ij "Pij C 0:
@t T
Taking the variables of state .T; "ij ;

k ; gi ; TP ; "Pij ;
P k / to be independent and taking
into account that free energy A is a function of these quantities, one finds that

@A ij @A qi g i
sC TP C "Pij C
@T @"ij T
@A @A @A @A R @A

P k
R k "Rij T gP i 0: (1.46)
@
k @
P k @"Pij @TP @gi
Since
R k , TR , "Rij , and gP are not variables of state, it follows from (1.44) that the
dependent variables s, ij , A, and qi are independent of them. Hence, it is always
possible to choose a process of changing the state of the medium so that there is only
one nonzero quantity out of
R k , TR , "Rij , and g,
P for example, TR , and all other first and
second derivatives in (1.46) are zero. Then inequality (1.46) becomes
@A R
T 0:
@TP
Since the derivative @A=@TP D ATP is independent of TR and TR can change sign in the
process concerned, the condition ATP D 0 must hold. With similar reasoning, it can
be found that AP k D A"Pij D Agi D 0, and hence free energy A can only depend on
the parameters T , ", and
k :
A D A.T; ";
k /:
Inequality (1.46), whose left-hand side represents a sum of products of “generalized

forces” Fi by “generalized fluxes” Xi , is called a dissipative inequality; it can be
rewritten as X
DD Fi Xi 0; (1.47)
i
where each term corresponds to an individual irreversible thermodynamic process.

The force vector F has four components,

@A 1 @A @A q
FD sC ; ; ; ;
@T @" @ T
and the flux vector is X D .TP ; "Pij ;

P k ; gi /. Let us assume that entropy s and stress
are representable as the sum of two terms, dissipative and conservative: s D s d C s c ,
D d C c . The conservative components can be determined by considering re-
versible processes occurring in the medium, in which case the dissipative components
are zero. With reasoning similar to that above, one can establish the relationship be-
tween the conservative components and free energy: s c D @A=@T and c D @A=@".
In modern continuum mechanics, an additional thermodynamic principle, the prin-
ciple of maximum rate of dissipation, is adopted. The principle reads: the rate of
dissipation D acquires its maximum value at actual “fluxes” Xi amongst all possible
fluxes that correspond to arbitrary processes [187, 61, 75, 157, 59].
It follows from inequality (1.47) that F D F.X/. If, in addition, the force Fi .Xi / is
assumed to be independent of the Xk with k ¤ i , then inequality (1.47) will hold for
each individual dissipative process:
Di D F.i/ X.i/ 0; i D 1; : : : ; 4;
where there is no summation over the repeated subscript in brackets .i /.

It follows from the principle of maximum rate of dissipation that the dissipation
function D is related to the generalized forces by
@D.i/
Fi D .i/ : (1.48)
@X.i/
Then, one can find from equation (1.47) that
@D.i/
Di D .i/ X.i/ 0: (1.49)
@X.i/
From this relation it is easy to determine .i/ as a function of Xi , given the dissipa-
tion function Di .Xi /. In the case that .i/ is independent of Xi and so is constant, it
follows from (1.49) that Di is a homogeneous function of degree 1 Euler’s homo-
geneous function theorem.
Thus, based on the aforesaid, the following theorem can be stated [75, 18].
P 1.1. Two functions, free energy A D A.T; ";

k / and dissipation function
Theorem
D D 4iD1 Di .Xi /, completely determine the general form of constitutive equations
satisfying the general and additional principles of thermodynamics:
stress equation: @A @D1

1 ij D C .1/ D 1 .ijc C ijd /I (1.50)
@"ij @"Pij
entropy equation: @A @D2

sD C .2/ D sc C sdI (1.51)
@T @TP
structural parameters equation:
@A @D3

k D .3/ ; k D 1; : : : ; nI (1.52)
@
k @
P k
heat equation: qi @D4

D .4/ ; i D 1; 2; 3: (1.53)
T @gP i
The coefficients .i/ are determined from (1.49).

In the case where A and D are quadratic functions of their arguments, equations
(1.50)–(1.53) are linear. By specifying A and D, one can obtain various models
of continuous media. Let us consider some special cases of the constitutive equa-
tions (1.50)–(1.53).
1.4.2 Equations of viscous compressible heat-conducting gases

Assuming that, in equations (1.50)–(1.53), free energy is a function of density and
temperature T and dissipation is a quadratic form of strain rates with a thermal term,
qi gi
A D A.; T /; D1 D .P"i i /2 C "Pij "Pij C ; i; j D 1; 2; 3;
2 2T
one finds that
@A @A
ijc D pıij ; 3p D 2 ; s D sc D ;
@ @T (1.54)
ijd D "Pkk ıij C 2 "Pij ; q D g D grad T;
where and are viscosity coefficients, is the thermal conductivity, and p is the
hydrostatic pressure.
1.4.3 Thermoelastic isotropic media

For a three-dimensional problem (i; j D 1; 2; 3), by setting

1 1 2 .grad T /2 gi gi
AD "i i C "ij "ij .3 C 2 /˛T "i i ; D D D ;
2 2T 2T
with "ij being the strain tensor components, one obtains from (1.48)–(1.53) the fol-
lowing constitutive stress, entropy, and heat equations:
ij D ijc D "Pkk ıij C 2 "Pij .3 C 2 /˛T ıij

@A (1.55)
s D sc D ; q D g D grad T:
@T
1.4.4 Combined media

Let us prove the following important property of thermodynamically well-posed mod-
els. By combining together simple models that satisfy the thermodynamic principles,
one can obtain new, more complicated models that will also satisfy the thermody-
namic principles. Suppose that the Clausius–Duhem inequality holds for two materi-
als, ˛ and ˇ, individually:
1 gi gi
APi C si TPi C i "P i C 0; i D ˛; ˇ (model index) (1.56)
T
By adding together inequalities (1.56) for model ˛ and model ˇ, one obtains

1 g˛ g˛ gˇ gˇ
P P P P
.A˛ C Aˇ / C .s˛ T˛ C sˇ Tˇ / C . ˛ "P ˛ C ˇ "P ˇ / C C
T˛ Tˇ
1 g g
D AP C s TP C . "P / C 0: (1.57)
T
It follows that inequality (1.56) is also valid for a combined model with D ˛ D
ˇ D , provided that the following conditions hold:
additivity of free energy (see Figure 1.3):
A˛ C A ˇ D A I (1.58)
additivity of the work done by internal stresses:
˛ "P ˛ C ˇ "P ˇ D "P I (1.59)
additivity of internal heat sources:
s˛ TP˛ C sˇ TPˇ D s TP I (1.60)
and additivity of external heat sources:

g˛ g ˛ gˇ gˇ g g
C D : (1.61)
T˛ Tˇ T
For condition (1.59) to be satisfied, it suffices that one of the following two sets of
conditions holds:
A1 / ˛ D ˇ D ; "P ˛ C "P ˇ D "P I
A2 / "˛ D "ˇ D "P ; ˛ C ˇ D :
Condition A1 corresponds to a series connection of the models and condition A2

corresponds to their parallel connection; see Figure 1.3.
σ σ
A1 A2
Figure 1.3. Series (A1 ) and parallel (A2 ) connections of mechanical models.
For the additivity condition of internal heat sources (1.60) to be satisfied, it suffices
that one of the following sets of conditions holds:
B1 / s˛ D sˇ D s ; T˛ C Tˇ D T I
B2 / T˛ D Tˇ D T ; s˛ C sˇ D s :
Condition B1 corresponds to isentropic processes and condition B2 corresponds to

isothermal processes.
For condition (1.61) to be satisfied, it suffices that the conditions
C/ g˛2 C gˇ2 D g2 ; T˛ D Tˇ D T
hold.
The above allows us to conclude that for condition (1.56) to hold for model , it is
sufficient that condition (1.58) is satisfied as well as any combination of three rows of
conditions Ai (i D 1; 2), Bj (j D 1; 2), and C, in which case, we have
D D D˛ C Dˇ 0:
It is needless to say that the above elements can again be combined together and
with the original one to obtain more and more complex models for which inequal-
ity (1.56) surely holds.
This method of connecting mechanical models is widely used in continuum me-
chanics; in particular, it is applicable to constructing an elastoplastic model that satis-
fies the thermodynamical requirements [41, 61].
1.4.5 Rigid-plastic media with translationally isotropic hardening

First, let us consider a rigid-plastic model for which the total strain equals the plastic
strain, " D "p . Then the stress equation (1.50) becomes
ij @A @D
D p C p : (1.62)
@"ij @"Pij
p
The body remain rigid ("Pij D 0) if the condition .ij ijc /.ij ijc / k 2 .Wp /
p
is satisfied. In the case of equality, the condition of neutral loading, ij "Pij D 0, must
Rt p
additionally be satisfied. Here Wp D 0 ij "Pij dt is the work done by plastic strain.
p
The body is deformed plastically, in which case "Pij ¤ 0, if
.ij ijc /.ij ijc / D k 2 .Wp / (1.63)

p
and the condition of active loading ij "Pij > 0 holds.
Equation (1.63) is a condition of plasticity with translationally isotropic harden-
ing. In the stress space ij , the yield surface is displaced as a rigid body relative to
the origin of coordinates. This displacement characterizes translational hardening of
the material and is determined by the coordinates ijc . In addition, the surface ra-
dius increases with Wp , resulting in isotropic hardening of the plastic material. The
transformation of the yield surface is illustrated in Figure 1.4.
By prescribing, in accordance with the theorem on page 20, free energy and dissi-
pation function,
a p p 1 p p
AD " " ; DD b.P" "P /1=2 ;
2 ij ij ij ij
one finds that
@A p
ijc D p D a"ij :
@"ij
Then equation (1.62) becomes

p
p
"Pij p p
ij a"ij Db ; where Ip D ."Pij "Pij /1=2 : (1.64)
Ip
σij
σij
K(Wp)
b0
aε pij = σ cij
b0
Figure 1.4. Transformation of the yield surface in translationally isotropic hardening in the
space of ij .
Taking the square of the left- and right-hand sides of equation (1.64), one obtains
.ij ijc /.ij ijc / D b 2 ;
whence follows the identity b 2 D k 2 .Wp /. Finally,
p Ip p
"Pij D .ij a"ij /:
k.Wp /
1.4.6 Elastoplastic model

Let us derive an elastoplastic model by connecting in series the elastic and rigid-
plastic models.
For an elastic solid, one obtains, from (1.55), the following equations for the elastic
component, labeled with superscript e:
ije D "ekk ıij C 2 "eij C .3 C 2 /˛T ıij :
For an elastoplastic solid, the conditions of series connection A1 must hold:

p
ije D ij D ij ; "eij C "pij D "ij :
p
It follows that for a plastically incompressible solid ("kk D 0),
p
P ij D "Pkk ıij C 2 .P"ij "Pij / .3 C 2 /˛ TP ıij :
The plastic strain rate is determined by equation (1.64):

p c /
p IPp p
"P˛ˇ .˛ˇ ˛ˇ
"Pij D .ij ijc / or "Pij D .ij ijc /:
k.Wp / k 2 .Wp /
If the material does not possess hardening, which means that a D 0, k.Wp / D k0 ,
p
and "P i i D 0, one finds that sij sij D k02 , and also the following relations must hold for
p
the deviatoric components Pij :
!
p .Pkl 12 sPkl = /skl "Pkl skl sPkl skl 1
Pij D sij D sij ;
ij D "ij "kk ıij :
k02 k02 2 k02 3
(1.65)
In the case of von Mises ideal plasticity, the second term in (1.65) is zero, since after
differentiating sij sij D k02 , one finds that sij sPij D 0. Then the final equations are the
equations of the theory of Prandtl–Reuss elastoplastic flow [72]:
!
skl Pkl 1
sPij D 2 Pij 2
sij ; sij D ij i i ıij ; i i D .3 C 2 /."i i C 3˛T /:
k0 3
(1.66)
The conditions of active, passive (unloading), and neutral loading remain the same as
in the case of rigid-plastic material.
There is another, more common approach to deriving constitutive equations com-
patible with the thermodynamic laws. With this approach, the equations are obtained
from theoretical hypotheses and experimental results followed by their coordination
with the thermodynamic principles. The coordination involves substituting the equa-
tions, involving arbitrary functions, into the Clausius–Duhem inequality and select-
ing arbitrary functions and parameters so as to satisfy the inequality. For example,
the same equations of plastic flow are obtained from the general postulate of plas-
ticity [187, 72, 59] and other hypotheses generalizing experimental data; one should
then verify that the particular model does not contradict thermodynamics. It is this
approach, based on general postulates of plasticity (associated flow rule), that will be
used below for constructing a theory of flow for finite elastoplastic strains.
1.5 Theory of plastic flow. Theory of internal variables

1.5.1 Statement of the problem. Equations of an elastoplastic medium
Let us consider the plasticity theory based on the associated flow rule, where the
p
plastic strain increment tensor d "ij is collinear with the normal to the loading surface
F .ij ; / D 0 in the stress tensor space:
p @F
d "ij D d : (1.67)
@ij
Section 1.5 Theory of plastic flow. Theory of internal variables 27
R "p p
The quantity D 0 ij ij d "ij D W p is the hardening parameter of the material,
which is taken to be equal to the work done by plastic strains; d 0 is a scalar pa-
rameter determined from the condition F .ij ; / D 0. Differentiating F .ij ; / D 0
gives
@F @F p p
dij C ij d "ij D 0; d D ij d "ij : (1.68)
@ij @
p
Substituting d "ij from (1.67) into (1.68), one arrives at the following expression
for d :
@F 1 @F @F
d D dij H; D kl I
@ij H @ @kl
@F
d D 0 if ij D 0 and F D 0: (1.69)
@ij
Condition (1.69) corresponds to neutral loading, where the stress vector is orthogo-
nal to the normal to the yield surface.
@F
If @
ij
dij < 0, one has d < 0 and this corresponds to unloading.
The total strain is the sum of the elastic and plastic components:
p 1 1
d "ij D d "eij C d "ij D Dij kl C HFij Fkl dkl D Aij kl dkl ; (1.70)
where

1 1 2 @F
Dij kl D ıik ıj l 1 ıij ıkl ; Fij D ;
2 3k @ij
with Dij1 denoting the elastic compliance tensor and A1 the elastoplastic compli-
kl ij kl
ance tensor.
Equations (1.70) can be represented in the matrix-vector form accepted in the finite
element analysis. To this end, instead of the stress and strain tensors, appropriate
vectors should be used; vectors and matrices are conventionally denoted by curly
braces ¹ º and square brackets Œ , respectively (see [188]). We have

¹d "º D ŒD e 1 C H ¹F º¹F ºT ¹dº D ŒD e 1 C H ¹F º ˝ ¹F º ¹dº (1.71)
with
ŒD e 1 C H ¹F º ˝ ¹F º D ŒD ep 1 ;
where ˝ stands for tensor (or dyadic) multiplication of vectors, ŒD e 1 is the elastic
compliance matrix, and ŒD ep 1 is the elastoplastic compliance matrix, whose entries
depend on the stress-strain state level of the body.
Equations of the form (1.70) are hypoelastic; such equations are independent of
changes in the scale of time and describe irreversible deformation, unlike equations
in hyperelastic form, which describe reversible deformation.
The deformation process is locally invertible, which means that it is invertible for
an infinitesimal loading cycle; however, it depends on the loading path for a finite
cycle. Hypoelastic relations differ from hyperelastic ones in that the former are non-
integrable [137, 75].
If the yield condition is taken in the form of von Mises, which means that it only
depends on the second deviatoric stress invariant S and hardening parameter so that
F .S; / D 0; S D .sij sij /1=2 ; (1.72)
then
@F @S @F sij @F sij dsij
Fij D D ; d D H;
@S @ij @S S @S S
1 @F @F
D F SFS ; F D ; FS D ; skl dskl D skl dkl ;
H @ @S

1 skl dkl 1 sij skl
d "ij D Dij kl dkl sjj D D ij kl dkl :
F S 2 F S 2
The last equation can be rewritten in the matrix-vector form

¹sº ˝ ¹sº
¹d "º D ŒD e 1 ¹dº D ŒD ep 1 ¹dº: (1.73)
F S 2
Equation (1.70) can be inverted by solving it for the stress increments. To this end,
let us perform the contraction of the equation with Fij :

1 2 1
Fij d "ij D Fij dij 1 di i Fkl C HFmn Fmn Fkl dkl :
2 3k 2
p
In view that "i i D Fi i D 0, we have
1
1
Fkl dkl D C HFmn Fmn Fkl d "kl ;
2
1
1 1
d "ij D Dij kl dkl C HF ij C HF F
mn mn Fkl d "kl ;
2
1
1
dij D Dij kl d "kl H C HFmn Fmn Fkl d "kl Dij kl Fkl :
2
where Dij kl D 2 ıki ılj C ıij ıkl .

Finally, we arrive at the following equation of the theory of plastic flow:
h 1 i
dij D Dij kl .2 /2 Fij H 1 C 2 Fmn Fmn Fkl d "kl D Aij kl d "kl :
(1.74)
In the matrix-vector notation, it has the form
.2 /2 ¹F º ˝ ¹F º
¹dº D ŒD e ¹d "º ¹d "º (1.75)
F ./¹F º C 2 ¹F º¹F º
with
.2 /2 ¹F º ˝ ¹F º
ŒD ep D ŒD e ;
F ./¹F º C 2 ¹F º¹F º
where ¹F º D ¹Fij º D ¹@F=@ij º, ŒD ep is the stiffness matrix of an elastoplastic

solid, and ŒD e is that of an elastic solid.
In case the yield criterion is adopted in the form (1.72), equations (1.74) and (1.75)
become

e 2 3 1 sij skl
dij D Dij kl .2 / FS .F S C 2 FS / d "kl (1.76)
S2
and

e .2 /2 FS3 1
¹dº D ŒD .F S C 2 FS / ¹sº ˝ ¹sº ¹d "º:
S2
Thus, in the flow theory, the constitutive equations (1.72) connect the stress incre-
ments to the strain increments, and the matrix D ep is independent of the stress and
plastic strain tensors.
The properties of a medium are independent of the scale of time t but depend on
the loading history [19].
The equations considerably simplify if the yield criterion is rewritten in the form
solved for the stress intensity S :
S k0 ./ D 0:
Then FS D 1, F D k00 ./, and Fij D sij =S . So we have

" #
e .2 /2 sij skl
dij D Dij kl 0 d "kl
k0 ./S C 2 S 2
2 3
2 sij skl 5
D 4Dij e
kl
k00 ./
2
d "kl : (1.77)
1C S S
2
For an ideal plastic medium, k00 ./ D 0, S 2 D k02 , and equation (1.77) coincides
with (1.66).
1.5.2 Equations of an elastoviscoplastic medium

Most materials exhibit, in one way or another, a viscosity, or sensitivity to the rate
of loading. For metals, this effect is negligible at low loading rates and moderate
temperatures. However, at fast loading ("P 10 s1 ) and increased temperatures
(T 100ı C), the effect already becomes noticeable and then becomes more and
more significant as "P increases further. In such materials as polymers and composites
with organic components, the effect of viscosity is already significant at low loading
rates and room temperatures.
It is assumed that the principle of additivity of elastic and viscoplastic strains holds
true. This means that the total strain rate "P can be represented as the sum of the elastic
strain rate "Pe and viscoplastic strain rate "Pvp :
vp
"Pij D "Peij C "Pij : (1.78)
The elastic deformation is determined by the total stress according to Hooke’s law
P ij D Dij kl "Pekl (1.79)
written in matrix form, where Dij kl is the elasticity tensor.

Just as in the case of elastoplastic medium, the viscoplastic strain rate is deter-
mined from the gradientality principle. According to this principle, the viscoplastic
strain rate vector is collinear with the gradient vector to the instantaneous viscoplastic
loading surface, which can be defined in the form
vp
F .ij ; ; T; "Pij / D k0 ; (1.80)
where F is some function determined from experiment, k0 is the initial yield stress in
uniaxial stress state, and is the hardening parameter.
The loading surface (1.80) differs from that for an elastoplastic medium (1.72) in
that the function F has an additional argument, the viscoplastic strain rate "Pvp . As
"Pvp ! 0, the expression of F becomes a function that holds true in the theory of
elastoplastic flow:
vp
lim F .ij ; ; T; "Pij / D F ep .ij ; ; T / D S0 .; T /:
"Pvp !0
Based on the gradientality principle, the equation for the viscoplastic strain rate
tensor can be written as
vp @F
"Pij D : (1.81)
@ij
Equation (1.80) can be conveniently rewritten as [94, 87]
JPvp D Ô .S S0 .; T //; Ô .0/ D 0; (1.82)

vp vp
where S D . 12 sij sij /1=2 is the shear stress intensity and JPvp D . 12 "Pij "Pij /1=2 is the
viscoplastic strain intensity. The function S0 .; T / is a quasi-equilibrium dependence
of the shear stress intensity on the hardening parameter and temperature T ; in the
elastoplastic flow theory, it is adopted as the yield condition S D S0 .; T /. The
function Ô .z/ is nonzero outside the surface S D S0 .; T / and must be identically
vp
zero inside, S < S0 .; T /, where the viscoplastic strain does not change and "Pij D 0:
´
Ô .z/ D ˆ.z/ if z 0;
ˆ.0/ D 0I
0 if z < 0;
the hypoelasticity condition "Pij D "Peij must hold inside the surface (at small strains).
vp @F @ Ô @S @ Ô sij
"Pij D D D : (1.83)
@ij @S @ij @S S
Taking the square of equation (1.83), performing the contraction, and extracting the
square root, one finds that
Ô 1
@
D JP vp :
@S
With this formula and in view of (1.82), one obtains the constitutive equation (1.83)
in the form
vp
Ô .S S0 .; T //
"Pij D sij ; (1.84)
S
where is the (constant) relaxation time of the viscoplastic material.
The right-hand side of equation (1.83) only depends on the stress tensor ij , param-
eter , and temperature T ; it does not involve time derivatives of unknown quantities.
The form of the dimensionless function Ô .z/ can be determined from experimental
data obtained in uniaxial tension/compression tests at constant stress rates if (1.82) is
rewritten in the form solved for S :
S D S0 .; T / C Ô 1 . JP vp /:
For the uniaxial case, we have
D 0 .; T / C Ô 1 . "Pvp /: (1.85)
This dependence describes a family of curves obtained by translating the quasi-

equilibrium curve D 0 .; T /.
Ways of approximating the curves and related issues are addressed in [85, 87].
Power-law and exponential representations of ˆ.z/ are most common.
1.6 Experimental determination of constitutive relations

under dynamic loading
The first attempts to determine laws of deformation of metals at large rates of loading
date back to the beginning of the 20th century. It already became clear at that time
that the rate of deformation affects the mechanical characteristics beyond the elas-
tic limits of materials. In the plastic state, many materials behave differently under
dynamic loading than in static conditions; for example, the yield stress, the residual
deformations at fracture, and other characteristics can change by a factor of several
times.
However, the difficulties associated, on the one hand, with the measurement of fast
processes, lasting for several microseconds, and, on the other hand, with theoretical
solution of the problem did not allow researchers for a long time to advance in obtain-
ing constitutive equations of solids at large rates of loading. By now, some progress
on this issue has been made due to increased capabilities of both theoretical and ex-
perimental methods. Nevertheless, we are still far from a complete solution in both
theoretical and experimental aspects.
The current status of the issue is outlined below. Experimental results are discussed
first.
1.6.1 Experimental results and experimentally obtained constitutive

equations
The simplest kind of test where deviations from static response are already observed
as the rate of deformation increases is a quasistatic test of cylindrical specimens sub-
jected to tension or compression. Ludwik [110] was the first address this issue. In this
kind of test, the rate of deformation does not exceed "P 1–10 s1 . The inertial forces
emerging in the specimen can be neglected, and hence no complications arise due to
the wave character of the stress and strain fields. For example, Figure 1.5 displays
curves obtained by Campbell [21] in quasistatic compression tests for steel specimens
and Figure 1.6 depicts experimental curves obtained in tension tests for low-carbon
steel specimens [23].
The experiments show that materials with a pronounced yield point, such as carbon
iron and steel, are most sensitive to the rate of deformation, while aluminium alloys
and some other metals and alloys that do not have pronounced proportionality limit
are significantly less sensitive.
To obtain experimental results in the range of large strain rates, 102 s1 . "P .
104 s1 , Kolsky [73] suggested a method for dynamic tests of thin disk-shaped spec-
imens placed between two colliding bars of the same diameter as the specimens. The
bars are made of a tempered material whose yield point is significantly higher than
that of the specimen, so that only longitudinal waves can propagate through the bars
after the collision. It is assumed that since the specimen is short, the nonuniformity
Section 1.6 Experimental determination of constitutive relations under dynamic loading 33
σ · 102 kg/cm2
56
20
49 5
1
0.2
42 0.00017 s–1
35
28
21
14
0 1 2 3 4 5 6 7 8 9 10 ε, %
Figure 1.5. The -" diagram in compression for steel specimens at different strain rates.
of quantities caused by the waves can be neglected. By measuring the deformation in

the elastic bars with electrical strain gauges, one can use the one-dimensional theory
of elastic waves in bars to calculate the time dependences of the stress, strain, strain
rate in the specimen and construct the -" curves at constant strain rates. The results
obtained in [108] and depicted in Figure 1.7.
It is noteworthy that, although the method became widely used, the results should
be interpreted with some caution, since the elementary theory of bars does not pro-
vide satisfactory predictions when sharp pulses are used to obtain large strain rates.
As shown in [76], the reflection of plastic waves from the lateral surface must be taken
into account if the specimen length is of the order of one centimeter. Other experimen-
tal schemes are also possible, including twisting impact tests, impact pressure tests in
a cylindrical tube, and magnetopulse extension tests for annular specimens [76, 176].
Tests for studying stress waves in long thin rods and tests with colliding plates have
become quite widespread. In these tests, very large strain rates can be attained, up
to "P D 106 –107 s1 [176, 167, 69]. However, a priori constitutive equations must
be adopted in this case; as a result, by measuring one or another quantity, one has to
compare it with the value predicted by the theoretical model based on the adopted
equations of state. Consequently, these experiments can only confirm or refute a
certain hypothesis that is to be tested.
σ kg/mm2
60
×
×
C × ×
40 ×
C ×
× B
A ×
×
×
×
B ×
×
20
–1 –2 • •
–10 2
log (εp)average (εp, s– 1)
Figure 1.6. Dependence of on the logarithmic plastic strain rate in tension for low-carbon
steel specimens with different carbon content.
Equations that take into account the effect of strain rates can be written as [164,
114, 32, 82]:
P D E "P; < s ."/;

p (1.86)
D s ."/ C G. "P /'."/; s ."/;
where the plastic strain rate is expressed as "Pp D "P P =E, E is the elastic (instan-
taneous deformation) modulus, D s ."/ is the stress-strain dependence obtained
in static tests, '."/ is a decreasing function that characterizes the decrease of the ef-
fect of the strain rate on the amount of stress as " increases, and G.P"p / is a function
that characterizes the effect of the strain rate or viscosity on the stress-strain diagram
D s ."/.
Equation (1.86) can be rewritten in a more convenient form for further analysis:

P 1 s ."/
"P D C H s ."/ ˆ ; (1.87)
E '."/
where H.z/ is the Heaviside function and ˆ.z/ is the inverse of G.P"p /, which is
determined from experimental data. The advantages of this approach as well as the
comparison of theoretical predictions with experimental findings [115, 167, 2, 53, 10]
are discussed in the papers [131, 82] and others. A number of interesting experiments
12
pure aluminium
10
ε = 0.08
8
0.06
σ, klb/inch2
6 0.04
0.03
4 0.02
0
10–3 10–2 10–1 1 10 102 103 104
ε, s–1
Figure 1.7. Dependences D ."/

P at constant strain, " D const, obtained by the Hopkinson–
Kolsky pressure shear bar.
were carried out that employed complex programs of dynamic loading; see [107] and
others. These experiments showed that the -" dependence is influenced by the entire
loading history of the specimen. To describe this influence on the current stress-strain
state, one has to use functionals. For arbitrary loading history, such dependences were
suggested in [142].
A large number of experimental studies, mostly in the quasistatic range of loading
rates, deal with the analysis of the phenomenon of delayed yield, observed in low
carbon steels. A survey of these studies can be found in [169]. To describe this phe-
nomenon, relations were suggested similar to those used in the ageing theory [105].
Based on experimental data and the ideas of the theory of dislocations, Rabotnov [140]
suggested a model of an elastoplastic medium with delayed yield where the transition
from an elastic state to a plastic state occurs when the Cottrell condition is satis-
fied. Within the framework of this model, Burago and Kukudzhanov [15] studied the
effect of the strain rate on the lower yield point. More detailed surveys of experimen-
tal and theoretical studies dealing with dynamic constitutive equations can be found
in [176, 22, 69, 113, 128, 82, 119].
Let us now consider the modern theoretical basic concepts of solid state physics
that enable one to substantiate, to a certain degree, the equations of elastoviscoplastic
deformation of materials.
1.6.2 Substantiation of elastoviscoplastic equations on the basis of

dislocation theory
The preceding section outlined the phenomenological description of the laws of defor-
mation of solids observed in experiments, without looking into how the microstructure
of the material changes in the course of deformation. Meanwhile, it is well known that
crystalline materials undergo structural changes under plastic deformation.
The modern theory of plastic flow, which takes into account the strain rate effects,
has sufficiently sound physical foundations laid in the second half of the 20th century
owing to the rapid development of the theory studying the origination and propagation
of defects in crystals, especially dislocations. Taylor and Gillman [171, 44] developed
the dislocation theory of deformation of crystals at the stage of hardening.
According to this theory, a crystal deforms plastically due to the motion of disloca-
tions under the action of thermomechanical loads, while the macroscopic state of the
material is determined by some averaged quantities that characterize the densities and
velocities of moving dislocations as well as their interaction.
Later on, for elastoplastic materials, a theory of nucleation and growth of defects in
the form of elliptic pores was suggested [52, 26]. This theory generalizes the Taylor–
Gillman approach to the stage of softening when the material is damaged as disloca-
tions develop until mesolevel defects (micropores and microcracks) are formed. As
a result, the von Mises yield criterion is replaced with the Gurson yield criterion for
a porous medium; the Gurson condition depends on the strain rate, temperature, and
triaxiality factor (the first-to-second invariant ratio, which characterizes the type of the
stress-strain state). By using the correlation between the micro and macro parameters,
macroscopic equations for the damaged medium were further derived [95] (see also
Chapter 8).
On the basis of these ideas, the plastic shear strain rate P p can be expressed in the
one-dimensional case as
P p D aNm bV; (1.88)
where Nm is the density of moving dislocations in a sliding plane, b is the Burgers vec-
tor, a is an orientation coefficient, and V is the average speed of dislocations. There
are quite reliable direct methods for measuring the dislocation density and dislocation
speed. For more details, see [126].
For example, it was found for iron [44] that

Nt
Nm D Nt exp ; Nt D N0 C ˛ p ;
N
where Nt is the total dislocation density and N , N0 , and ˛ are material constants.
The most significant experimental problem is to determine the dislocation speed de-
pending on the applied stress (in the case of a complex stress-strain state, should
be replaced with the tangential stress intensity S ) and temperature T . It was found
out that the dislocation speed is a very sensitive function of the effective shear stress
D A , where A is the inter-dislocation long-range elastic stress impeding

the motion of dislocations. Figure 1.8 displays the dependences V D V . / for single
crystals of lithium fluoride from [64]. Curves of this form are characteristic of many
substances.
106
105
104
103
102
boundary
Dislocation speed V, cm/s
components
10
helical
components
1.0
10–1
10–2
10–3
10–4
10–5
10–6
yield stress
10–7
0.1 0.5 1.0 5 10 50 100
shear stress τ, kgf/mm2
Figure 1.8. Dependence of the dislocation speed V on the tangential stress for single crystals
of lithium fluoride [64].
For small , the dislocation speed is negligibly small; as increases, the dislocation
speed increases almost proportionally in logarithmic coordinates and then, starting
from a certain , drastically slows down. The first segment is fairly well approximated
by a power law:
m
V D V0 ; (1.89)
0
where V0 and m are constant and 0 is dependent on the temperature T and plastic
shear strain p .
For large V , close to the speed of elastic shear waves c0 , Jonhson and Gillman [64]
suggested the dependence

0
V D c0 ; (1.90)

where 0 is, as before, dependent on T and p . Relations (1.88) and (1.90) were used
in [171, 127] for determining the decay of plastic waves in studying the collision of
plates.
The dependences (1.89) and (1.90) are purely empirical and do not suggest any
interpretation in the language of the dislocation motion mechanism. However, there
have been attempts to obtain a theoretical dependence V D V . / based on analyz-
ing a certain mechanism of motion of dislocations between obstacles and overcoming
the obstacles. The simplest variant of such a mechanism of overcoming energy bar-
riers due to thermal activation and applied stress [186] is described by the following
expression of the plastic shear strain rate:

p U0 . A /
P D bNA!0 exp ; (1.91)
kT
where D bxl is the activation volume, !0 is the frequency at which a dislocation

overcomes the barrier when the thermal activation energy is U D 0, U0 is the en-
ergy of a local barrier, A is the area swept by a dislocation on the sliding plane after
overcoming the barrier.
Clifton [27] suggested the dependence V D V .; T / that results from treating the
motion of dislocations as a thermally activated process of overcoming energy barriers
and a process of viscous drag when dislocations move between barriers. In this case,
V is expressed as
8
< c0 h. / exp.U=kT /
/; 0 < < p;
V D exp.U=kT /CŒ1exp.U=kT /
h.
(1.92)
: c h. /; > p;
0
p
where D v0 l=c0 , h. / D 1 2 , D c2b
0 B0
, and B0 is the viscosity coefficient
as V ! c0 . The energy U is assumed to have the form [132]
´ 2=3 μ3=2

U D U0 1 ;
p
where p is the stress required for overcoming the barrier; if > p , the barriers do
not affect much on the motion of dislocations. The dependence (1.92) behaves in the
same way as the experimental dependence shown in Figure 1.9.
However, using (1.92) for solving specific macrodynamic problems with the pur-
pose of obtaining quantitative coincidence with experimental data does not give good
results [63], since these dependences were obtained by significantly simplifying the
V/c0
1.0
thermally active processes
viscous resistance
long-range and
0.8 stress field viscous resistance relativistic effects
0.6
0.4
h(τ)
0.2
Bcs
b
0
0 τA τA + τP τ
Figure 1.9. Dependence of the dimensionless dislocation speed V =c0 on the shear stress for
different resistance mechanisms to dislocation propagation; b is the magnitude of the Burgers
vector, B the viscosity coefficient, and cs the shear wave speed.
actual mechanism of the phenomenon. For this reason, it is advisable to use empir-
ical dependences for specific analyses. The comparison of the dependences (1.88)–
(1.92) for "Pp with the phenomenological equation (1.87) shows that these have qualita-
tively similar forms with the only difference in the specific expression of the function
Ô .; "/. Consequently, dislocation theory provides a physical substantiation for the
equations of viscoplastic flow taking into account the effect of strain rate.
The most common kinds of test are schemes relying on the propagation of one-
dimensional waves arising at the impact of long bars (uniaxial stress state) and plane
collision of plates (one-dimensional strain state). These are two simplest test schemes
and, at the same time, simplest problems for theoretical treatment; there are a large
number of studies devoted to the numerical solution of these problems (e.g., see [131,
164, 114, 32, 82, 101, 81]); see also Chapter 5 of the present book.
The obtained constitutive equations can be generalized to the case of complex
stress state by following the procedure outlined Sections 1.4 and 1.5. Hypotheses that
reduce obtaining multi-dimensional constitutive equations for complex loading pro-
grams to constitutive equations for the stress-strain state of simple shear and hydro-
static uniform tension-compression verified experimentally. For small deformations
of elastoviscoplastic materials at fast loading without specially holding specimens
for some time, it was shown by Lindholm [107] that the loading history does not
affect noticeably the constitutive relations of the medium and so, in these cases, it suf-
fices to use differential relations of the form (1.84)–(1.85) or, in the one-dimensional
case, (1.86)–(1.87).
In studying specific problems in subsequent sections, we will be using relations of

the form (1.87) and their generalizations to the case of complex stress state, and the
function ˆ.z/ will be assumed to be known from experimental data.
1.7 Principle of virtual displacements. Weak solutions to

equations of motion
Consider another, energy form of the equation of motion of a continuous medium,
alternative to the differential form discussed in the preceding sections. The energy
formulation of the continuum mechanics problem relies on the principle of virtual
displacements or principle of virtual velocities and is closely associated with the no-
tion of a weak form of a solution to the problem.
1.7.1 Principles of virtual displacements and velocities

Suppose a domain V of some continuous medium is bounded by a surface S . On
part of the surface, Su , either conditions of relative displacement or velocities are
prescribed, while on the remaining part of the surface, S D S n Su , a stress vector
(traction vector) t is specified (Figure 1.10):
(a) x 2 Su W u n D un ; u ˛ D u˛ ; ˛ D 1; 2I
(1.93)
(b) x 2 S n Su D S W n D t :
The boundary conditions (1.93a) imposed on kinematic quantities (displacements or

velocities) are called principal or kinematic, while those imposed of the stresses,
(1.93b), are called natural or static.
p
×
× Su
× ×
××
× ××
×
×
× ×× Sσ
Figure 1.10. The spatial domain V occupied by a solid under a load p applied at the surface S
with a displacement u at the surface Su .
Section 1.7 Principle of virtual displacements. Weak solutions to equations of motion 41
Any continuous medium satisfies the principle of virtual displacements: the work
done by all external forces over the virtual displacements ıui equals the work done
by the internal stresses over the field of virtual strains ı"ij linked to the field of virtual
displacements by the Cauchy relations:
Z Z Z Z
ij ı"ij d V D fi ıui d V C ti ıui dS uR i ıui d V (1.94)
V V S V
The field of virtual displacements ıui is understood as any field of displacements ui

that satisfies the kinematic boundary conditions (1.93a).
The integral relation (1.94) involves the following quantities: fi is the mass force
distributed over the volume of the body V and ti D ij nj is the surface force acting
on the surface S . The last term on the right-hand side of equation (1.94) is the work
done by the inertia force on the virtual displacements.
The principle of virtual velocities for the field ıvi can be written likewise, with
condition (1.93a) specified with respect to velocities and condition (1.93b) remaining
the same:
Z Z Z Z
ij ı "Pij d V D fi ıvi d V C ti ıvi dS vP i ıvi d V (1.95)
V V S V
Relations (1.94) and (1.95) are equivalent to the differential equations of motion
(1.23) and can be obtained by multiplying by ıvi or ıui , summing up over i , integrat-
ing over the volume of the body Vi .
For example, let us derive the equation (1.95) of the virtual velocity principle. It
follows from equation (1.23) that
Z Z

vP i ıvi d V D ij;j C fi ıvi d V: (1.96)
V V
Let us transform the first integral on the right-hand side by using the Gauss–Ostro-
gradsky theorem, taking into account the boundary conditions (1.93), which imply
ıvi D 0 if x 2 Sv ;
and employing the Cauchy relations between the virtual velocity field and the virtual
strain rate ı "Pij ,
1
ı "Pij D .ıvi;j C ıvj;i /; (1.97)
2
to obtain Z Z Z
ij;j ıvi d V D ij ı "Pij d V C ti ıvi dS: (1.98)
V V S
Substituting (1.98) into (1.96) results in relation (1.95), which holds for any continu-
ous medium.
1.7.2 Weak formulation of the problem of continuum mechanics

If equation (1.95) is supplemented with constitutive equations, relating the stresses
to the kinematic quantities, strains and strain rates, and the stresses in (1.95) are ex-
pressed in terms of the velocities vi , one arrives at the weak formulation of the original
problem of continuum mechanics in terms of the kinematic variables:
Z Z Z Z

ij "ij ; "Pij ı "Pij d V C vP i ıvi d V D fi ıvi d V C ti ıvi dS: (1.99)
V V V S
The weak formulation of the equations of motion differs from the differential for-
mulation quite significantly. The former does not involve spatial derivatives of the
actual velocity and stress fields; in view of (1.97), equation (1.99) contains only
derivatives of the virtual velocity field, ıvi;j , which can always be chosen to be suf-
ficiently smooth. This, therefore, reduces the requirements for the smoothness of the
desired solution; it only suffices that the integrals appearing in (1.94) and (1.95) exist.
This makes it possible to take into consideration discontinuous functions as well, thus
avoiding the treatment of the discontinuities – the relevant equilibrium conditions at
the discontinuities (see (1.29)–(1.31)) will be satisfied automatically.
Another advantage of the weak formulation is that there is no need to satisfy sep-
arately the so-called natural boundary conditions (1.93b) for the stresses; these con-
ditions enter relation (1.95) and will be satisfied whenever (1.95) is satisfied. The
unknown functions must only satisfy the principal boundary conditions (1.93a) for
the kinematic quantities.
The above advantages of the weak formulation of problems significantly simplify
the solution and make this formulation primary when applying approximate methods.
For example, these advantages are effectively used in variational difference methods
or the finite element method, where the stress field is, as a rule, discontinuous by
construction between elements; this approach facilitates the solution and, in addition,
there is confidence that the approximate solution converges (in a certain sense) to the
true solution of the problem as the mesh is refined.
The virtual displacement and velocity principles are not the only ones that provide
a weak formulation for continuum mechanics problems. There are various modifica-
tions and generalizations [36], which, however, are not as simple and common.
Mixed variational principles can also be formulated where the displacement, strain,
and stress fields are varied simultaneously rather than the fields of the kinematic
quantities or the stress field individually. These include the Hu–Washizu principle,
Hellinger–Reissner principle, and others [180, 181]. See Section 1.8 for the general
variational principle.
Section 1.8 Variational principles of continuum mechanics 43
1.8 Variational principles of continuum mechanics

For certain classes of continuous media, the principles of virtual displacements and
velocities outlined in Section 1.6.2 can be used to obtain complete variational princi-
ples and so reduce the problem to minimizing special functionals.
1.8.1 Lagrange’s variational principle

Let us focus on continuous media whose constitutive equations can be written in a
potential form, which means that the stresses can be expressed in terms of derivatives
of a potential function that depends on the kinematic variables:
@ˆ1 ."Pij / @ˆ2 ."ij /

ij D or ij D : (1.100a)
@"Pij @"ij
Such media are called nondissipative or conservative; in this case, the work done as
the body is deformed does not depend on the deformation path.
All external forces are assumed to be conservative and, hence, potential:
1 @‰f @‰ t 1@ f @ t
fi D ; ti D or fi D ; ti D (1.100b)
@vi @vi @ui @ui
It follows from (1.95) that if there are no inertial forces, the following relation
holds:
Z Z

ı ˆ1 ."Pij / ‰f .vi / d V ‰ t .vi / dS D 0:
V S
Denoting the expression that is varied by L.vi /, one arrives at Lagrange’s variational
principle: the true solution of the problem corresponds to an extremum point of the
Lagrangian function L.vi /:
Z Z

ıLv D 0 ; where Lv D ˆ1 ."Pij / ‰f .vi / d V ‰ t .vi / dS: (1.101a)
V S
A similar principle holds true for an elastic medium that has a potential ˆ2 ."ij / with
respect to the strains:
Z Z

ıLu D 0 ; where Lu D ˆ2 ."ij / f .ui / d V t .ui / dS; (1.101b)
V S
where Lu is the potential energy of all forces, both internal and external, that act on
the body or system of bodies.
Lagrange’s variational principles (1.101a)–(1.101b) hold true for quasistatic prob-
lems, where the inertial terms are zero.
1.8.2 Hamilton’s variational principle

Let us derive a dynamic variational principle for an elastic medium with a strain po-
tential ˆ2 ."ij /.
Using the virtual displacement principle (1.94) and taking into account the inertial
term followed by integrating with respect to time over a finite interval Œt1 ; t2 and
converting the volume integral to a mass integral for the inertial term, one obtains
Z t2Z Z t2 Z Z Z
uR i ıui d m dt D ij ı"ij d V C fi ıui d V C ti ıui dS dt
t1 M t1 V V S
(1.102)
for a body of volume V and mass M . Integrating the left-hand side of equation (1.102)
by parts and taking into account that ıui .t1 / D ıui .t2 / D 0, one finds that
Z Z t2 Z t2Z
uR i ıui d m dt D uP i ıui d m dt
M t1 t1 M
Z t2Z Z t2
.uP i /2
D ı d V dt D ı K dt;
t1 V 2 t1
R P 2
where K D V .u/ 2 d V is the kinetic energy of the body.
Substituting the resulting expression into (1.102) and taking into account (1.101b),
one arrives at Hamilton’s variational principle
Z t2
ı .Lu C K/ dt D ı D 0; (1.103)
t1
Rt
where D t12 .Lu C K/ is the Hamilton action on a finite time interval t 2 Œt1 ; t2 .
According to Hamilton’s variational principle, amongst any kinematically admis-
sible fields on a finite time interval with fixed endpoints, the true field corresponds a
stationary point of the Hamilton action.
When a problem is discretized, a continuous medium is replaced with a system with
finitely many degrees of freedom characterized by nodal displacements qi . In this
case, the condition that the functional (1.103) is stationary is reduced to the system of
Lagrange equations of the second kind

d @L @L
D Fi ; i D 1; : : : ; n;
dt @qP i @qi
where qi and qP i are, respectively, generalized coordinates and generalized velocities

of the system, Fi are generalized forces, and L D K U is the Lagrangian function
(for an elastic medium, U D ˆ2 ."ij /).
1.8.3 Castigliano’s variational principle

The above variational principles are kinematic, since the quantities that are varied are
kinematic and correspond to continuum mechanics problems formulated in terms of
kinematic variables, displacements and velocities. Variational principles formulated
in terms of stresses are also possible; these can be constructed for the same potential
media with the exception that the equations of the form (1.100) that characterize such
media are solved for the strains.
To this end, one should make use of the Legendre transformation, according to which a
function '.x1 ; : : : ; xn / such that
@'
D Xi .x1 ; : : : ; xn / with d' D Xi dxi (1.104a)
@xi
is associated with a function ˆ.X1 ; : : : ; Xn / such that
@ˆ
D xi .X1 ; : : : ; Xn / with dˆ D xi dXi : (1.104b)
@Xi
The functions '.xi / and ˆ.Xi / are related by
'.xi / C ˆ.Xi / xi Xi D 0; with '.0/ D ˆ.0/ D 0: (1.104c)
Equations (1.104b) are a solution of the system of equations (1.104a) for the unknowns xi ,
which are expressed as derivatives of the same function ˆ.Xi / connected to '.xi / by rela-
tion (1.104c), which is easy to verify by differentiating (1.104c) with respect to Xi .
By applying the Legendre transformation to equations (1.100), one obtains
@'
"ij D : (1.105)
@ij
If, for an elastic medium, there exists a stress potential ˆ2 ."ij /, then there also
exists a strain potential '.ij /. In this case, for stationary problems of elasticity, one
can formulate a principle of statically admissible stress fields.
A statically admissible stress field is a field ıij that satisfies the static equations
of elasticity in the absence of mass forces with static (natural) boundary conditions:
ıij;j D 0; xi 2 V I
(1.106)
ıij nj D 0; xi 2 S :
Then it follows from the first equation in (1.106), after multiplying it by ui and inte-
grating over the volume V , that
Z Z Z Z
ıij;j ui d V D ıij nj ui dS C ıij nj ui dS ıij "ij d V D 0;
V S Su V
(1.107)
where ui are prescribed displacements on the part Su of the body surface.
The first integral on the right-hand side vanishes by virtue of the second condi-
tion in (1.106); the last two integrals can be written, in view of (1.105), as the total
variation of a functional K, called the Castigliano functional:
Z Z
ıK D 0 ; where K D ' dV ij nj ui dS: (1.108)
V Su
Formula (1.108) expresses Castigliano’s variational principle, which can be formu-

lates as: the true stress field delivers a stationary value to the Castigliano functional.
Equation (1.107) can be rewritten as
Z Z
ıPi ui dS D ıij "ij d V; where ıPi D ıij nj ; (1.109)
Su V
and treated as the principle of statically admissible stress fields: the work done by
all external surface statically-admissible forces equals the work done by the internal
statically-admissible stresses over the true displacements.
The statement (1.109) can be treated as a weak form of the strain continuity equa-
tions. Just as (1.99), this form does not involve derivatives of the true stresses and
strains and, in addition, for a solution to exist it suffices that the integrals in (1.109)
exist.
For a hyperelastic material, for which relations (1.100) hold, the variational prin-
ciple (1.108) follows from relation (1.109). However, Castigliano’s principle (1.108)
has a narrower area of application than Lagrange’s principle (1.101). For a steady-
state flow of a viscous fluid, governed by equations (1.100), Castigliano’s principle is
not valid because of the convective transport terms in the equations of motion.
The weak form of a solution in the sense of Castigliano corresponds to the differ-
ential formulation of elasticity problems in terms of the stresses.
1.8.4 General variational principle for solving continuum mechanics

problems
In the above variational principles, which replace the differential formulation of a
problem in terms of the displacements with Lagrange’s principle and that in terms
of the stresses with Castigliano’s principle, the quantities that are varied are the dis-
placements and stresses, respectively. A general differential formulation of continuum
mechanics problems is possible where the displacements, strains, and stresses are all
unknowns. A general variational formulation can be associated with it, in which a
functional dependent of the above unknowns is used and these unknowns are all var-
ied simultaneously. Such a variational principle was suggested by Washizu [181]. Let
us formulate this principle for an elastic medium with the functional

Z ² ³
1
…W D ij "ij .ui;j C uj;i / C U."ij / Fi ui d V (1.110)
V 2
Z Z

ti ui dS ij nj ui ui dS;
S Su
where "ij is the total strain, U."ij / is the specific elastic strain energy, Fi D fi is the
body force, ti is the surface force, and ui are displacements prescribed on the part Su
of the surface, with U."ij / ˆ2 ."ij / for an elastic medium.
Equating the variation of …W with zero, one arrives at the variational equation
Z ²
1
ı…W D ıij "ij .ui;j C uj;i /
V 2
³
1 @U
ij ı"ij .ıui;j C ıuj;i / C ı"ij Fi ıui d V (1.111)
2 @"ij
Z Z

ti ıui dS ıij nj .ui ui / ij nj ıui dS D 0:
S Su
Bearing in mind that the variations ıui , ı"ij , and ıij are independent, one can obtain
the equations and boundary conditions for the medium in question.
The condition that the coefficient of ıij in the volume integral is zero implies the
kinematic relations
1
"ij D ui;j C uj;i ; x 2 V: (1.112)
2
The same condition in the surface integral leads to the boundary conditions for the
displacements
ui D ui ; x 2 Su : (1.113)
The condition that the coefficient of ı"ij is zero yields the constitutive equations of
an elastic material
@U
ij D : (1.114)
@"ij
Performing appropriate transformations (similar to those performed when deriving
Lagrange’s and Castigliano’s principles) and equating the coefficient of ıui with zero,
one arrives at the equilibrium equations and boundary conditions for the stresses
ij;j C Fi D 0; (1.115a)
ij nj D ti ; x 2 S : (1.115b)
Thus, the condition that the functional …W must be stationary leads to the complete
system of equations and boundary conditions (1.112)–(1.115) for the continuous me-
dium in question.
The general variational principle can be used to obtain more particular forms of
functionals and associated variational principles if some of the above differential
equations are assumed to be satisfied in advance for a particular medium and so not
to be subjected to varying.
For example, if the constitutive equations (1.114) are assumed to hold a priori and
so "ij must not be varied, one arrives at the functional suggested by Reissner [144]:
Z h i
1
…R D ij .ui;j C uj;i / ˆ0 .ij / Fi ui d V
V 2
Z Z (1.116)

ti ui dS ij nj .ui ui / C ij nj ıui dS:
S Su
where ˆ0 .ij / D ij "ij U0 ."ij / is the specific additional strain energy, which is
plotted in Figure 1.11 for the case of uniaxial stress state (shaded area).
F
Φ0
U0
Figure 1.11. Specific additional strain energy.
By varying ij and ui , one obtains the kinematic equations (1.112), boundary con-
ditions (1.113), equilibrium equations (1.115a), and boundary conditions (1.115b).
If, apart from the constitutive relations (1.114), one assumes that the equations
(1.112) and boundary conditions (1.113) are also satisfied a priori, and so the only
quantities that are subject to varying are the kinematically admissible displace-
ments ui , one arrives at the Lagrange functional
Z Z

…L D U0 ."ij / Fi ui d V ti ui dS: (1.117)
V S
Castigliano’s principle can be obtained by assuming that, apart from the constitutive
equations (1.114), the equations (1.115) are also satisfied in advance, and hence by
varying the statically admissible stresses ij :
Z Z
…K D ˆ0 .ij / d V ij nj ui dS: (1.118)
V Su
Section 1.9 Kinematics of continuous media. Finite deformations 49
Formally, the functional (1.110) can be used to obtain a number of other variational
functionals by assuming some combinations of the equations (1.112)–(1.115) to hold
a priori [141].
1.8.5 Estimation of solution error

In using one or another variational principle, one can assess the solution accuracy.
As will be shown below, Lagrange’s principle provides a lower estimate for the strain
energy, since the system stiffness is higher here than in the exact solution (certain
constraints are imposed on the displacements and so there are fewer degrees of free-
dom in the exact solution), while Castigliano’s principles provides an upper estimate.
Hence, with these principles, one can determine bounds within which the exact solu-
tion resides.
The application of mixed variational principles is usually due to the fact that La-
grange’s principle, or the principle of least (stationary) total potential energy of a
system, although allowing one to obtain the displacement fields in a relatively easy
manner, requires the differentiation of the solution in order to obtain the stresses,
which reduces the accuracy of their determination. Especially large errors arise in
areas of stress concentration – near inclusions, in the vicinity of inhomogeneities, and
at the interfaces between inhomogeneous layers. With mixed principles, where the
displacements and stresses are varied simultaneously, these quantities are determined
with the same accuracy when certain approximation schemes are used [42].
1.9 Kinematics of continuous media. Finite deformations

In previous sections, when constructing constitutive equations of elastoviscoplastic
media, we confined ourselves to the case of small deformations. However, in many
important applications, the strains can reach tens and hundreds of percent and so can-
not be treated as small; for example, this is the case in metal forming, deformation un-
der the action of powerful impact and explosive loads, stress-strain analysis of struc-
tures at near-critical states, etc.
The theory of large (nonlinear) deformations is much more complex than that of
small (linear) deformations and requires special consideration.
1.9.1 Description of the motion of solids at large deformations

Consider a continuum body B consisting of a composition of particles. Suppose
that in the process of deformation, the body occupies a sequence of regions in the
three-dimensional Euclidean space. These regions will be called configurations of
the body B at times t . The position of a particle of the body in the initial configura-
tion, C0 , at t D 0 is determined by a vector D ˛ e˛ (˛ D 1; 2; 3) in a Cartesian
reference frame xi , where e˛ is an orthogonal vector basis in this reference frame.
A motion of the body is a sequence of its configurations in time:
x D F .; t / D Fi .; t /ei D xi ei ; xi D Fi .˛ ; t /; (1.119)
where x D xi ei is the position vector of the particle in the current configuration, C t ,

at a time t , with xi j tD0 D i . All configurations of the body are considered in the
same reference frame. In order to distinguish between the initial and current config-
urations, let us use the Greek indices ˛, ˇ, and for the initial configuration and the
Latin indices i , j , and k for the current one.
Let us assume that there is a one-to-one correspondence between the points xi
and ˛ and so the function in (1.119) can be inverted:
D F 1 .x; t / D Ľ.x; t / D ‰˛ e˛ ; ˛ D ‰˛ .xi ; t /: (1.120)
The function Ľ.x; t / determines the coordinates of the particle in the initial configura-
tion C0 , at t D 0, that has the position x in the current configuration C t , at the time t .
The coordinates ˛ are Lagrangian (or material) and the coordinates xi are Eulerian
(or spatial).
In the Lagrangian (material) description, motion is characterized relative to the
initial (reference) configuration. It is clear that the coordinate lines ˛ D const refer
to specific particles; in the course of the motion (1.119), these lines change and form
a curvilinear grid in the space of xi at time t . The coordinates ˛ are also called
convective. Since these coordinates are non-orthogonal, one should consider covariant
and contravariant quantities, which are conventionally denoted using subscripts and
superscripts (e.g., ˛ and ˛ ).
In the Eulerian (spatial) description, motion is characterized in the coordinates xi .
The motion (1.120) is described for a fixed point in space, through which different
particles ˛ pass with time. For example, the Eulerian approach is natural in describ-
ing fluid flows. It is especially suitable for describing steady-state flow, since time
does not enter (1.120) in this case. The Eulerian description is widely used in charac-
terizing the motion of bodies subject to large deformations, although the Lagrangian
description is more natural in characterizing unsteady motions [49].
1.9.2 Motion: deformation and rotation

As the body moves, the vector d also moves to d x. In the course of the motion, it
deforms – changes its length and rotates – in accordance with equation (1.119):
@Fi
d x D dxi ei D .; t / d ˛ ei D F d ; (1.121)
@˛
@Fi
d D d ˛ e˛ ; F D Fi˛ ei e˛ ; Fi˛ D :
@˛
Here the following sequence of transformations has been used:

@Fi @Fi
d ˛ ei D ı˛ d ei D Fi˛ e˛ e ı˛ d ei D F d
@˛ @˛
where F is a two-point tensor, which is indicated by the Latin subscript of the current
configuration C t and the Greek subscript of the initial configuration C0 . The tensor F
maps a small neighborhood of the particle d in the initial configuration C0 into a
neighborhood of d x in the current configuration C t . The inverse map is performed by
the tensor F1 :
@‰˛
d D .x; t / dxi ei D F1 d x; (1.122)
@xi
1 @‰˛
F˛i D ; F1 D F˛i 1
e˛ ei :
@xi
Let D d =d denote the unit vector in the direction of d , where d is the
length of d , and let n D d x=dx denote the unit vector in the direction of d x. Then
it follows from (1.121) that
dx
n D F; (1.123)
d
where D dx=d is the stretch ratio or simply the stretch of the vector d .
Formula (1.123) shows that the tensor F rotates into n and stretches d by a
factor of . In other words, the tensor F can be represented as the product of two
tensors:
F D RU or F D VR;
where R is a proper orthogonal tensor (RT D R1 , det R D 1), which performs a
rigid-body rotation of a line element d into a line element d x, while U and V are
positive definite symmetric tensors, called the right (or material) stretch tensor and
the left (or spatial) stretch tensor, respectively, which characterize pure stretch of an
element. Mathematically, this representation is expressed by the theorem of unique
polar decomposition of the tensor F into products of two tensors:
F D RU D VR: (1.124)
The pure rotation tensor R and the pure stretch tensors U and V can be expressed
via F as
1=2
FT F D U2 ; R D FU1 D F FT F ; V2 D FFT : (1.125)
It follows from formulas (1.123) and (1.124) that if the principal axes and eigenvalues
of U are denoted by p and p , and those of V, by np and p , respectively, then
Up D p p ; np D Rp ; p D 1; 2; 3:
The relations for V and p are the same up to the notation. From the similarity of
the tensors U and V, U D RT VR, it follows that p D p , which implies that the
transformation R performs a pure rigid-body rotation [49].
1.9.3 Strain measures. Green–Lagrange and Euler–Almansi strain

tensors
One can see from formula (1.125) that it is more convenient to use U2 and V2 rather
than U and V.
In solid mechanics, the Green–Lagrange strain tensor is taken to be a measure of
deformation in the Lagrangian description of motion. It is expressed as
1 1 T
ED .C I/ D F FI ; (1.126)
2 2
where C D U2 D FT F is the right Cauchy–Green tensor and I is the identity tensor.
The Green–Lagrange strain tensor determines the difference of the squared line el-
ements in the current and initial configurations relative to the initial configuration C0 :
d x2 d 2 D 2 d E d D 2E˛ˇ d ˛ d ˇ : (1.127)
From (1.123) and (1.127) one can express the stretch ˛ as
˛ D .1 C 2E˛˛ /1=2 ; (1.128)
which means that the diagonal components of E are related to the stretches.
The off-diagonal components of E can be expressed via the cosines of the angles
between coordinate lines ˛ and ˇ in the deformed configuration:
2E˛ˇ
cos .m n/ D 1=2 ; (1.129)
.1 C 2E˛˛ / 1 C 2Eˇˇ
where m D Fe˛ =˛ and n D Feˇ =ˇ are unit vectors. It follows that the off-diagonal
components of E are related to the shear deformation of an initially rectangular area
element.
The components of the Green–Lagrange strain tensor E are expressed as
1
E˛ˇ D Fk˛ Fkˇ ı˛ˇ
2
(1.130)
1 @uk
D u˛;ˇ C uˇ;˛ C uk;˛ uk;ˇ ; uk;˛ D ;
2 @a˛
where the displacement vector u is found from (1.119) as

u.; t / D x D Fi .i ; t / ıiˇ ˇ ei D ui ei :
Another strain measure, the Euler–Almansi strain tensor A, can be obtained by

taking the current configuration C t to be the reference one:
1 1
AD I B1 D I FT F1 ; (1.131)
2 2
where B D V2 D FFT is the left Cauchy–Green tensor. The Euler–Almansi strain

tensor also determines the difference of the squared line elements in the current and
initial configurations, but unlike the Green–Lagrange tensor, the difference is ex-
pressed relative to the current configuration C t :
d x2 d 2 D 2 d x A d x: (1.132)
The tensors A and E are related to each other by the transformations
E D FTAF; A D FT EF1 : (1.133)
This follows from the comparison of formulas (1.127) and (1.132).

The components of A can be expressed from (1.131) as
1 1
Aij D ıij F1 1
˛i F˛j D .ui;j C uj;i u˛;i u˛;j /; (1.134)
2 2
@u˛
u D x D Œı˛i xi ‰˛ .x; t / e˛ D u˛ e˛ ; u˛;i D :
@xi
It is clear that the Euler–Almansi strain tensor corresponds to the Eulerian description
of motion.
From (1.133)–(1.134) one can see that the components of the Green–Lagrange ten-
sor in the basis e˛ the components of the Euler–Almansi tensor in the contravariant
basis g˛ of the convective frame are numerically equal. This becomes apparent from
the definition of the covariant basis g˛ :
@‰i ˛
g˛ D Fe˛ D . ; t / ei : (1.135)
@ ˛
The contravariant basis is defined as
˛ˇ
g˛ D FT e˛ D "˛ˇ gˇ gˇ ; with "˛ˇ D ;
.g1 g2 / g3
where ˛ˇ are the components of the Levi–Civita tensor, also known as the third-rank
permutation tensor (e.g., see [137, 157]).
1.9.4 Deformation of area and volume elements

As the body moves, an area element in the material coordinate system, d S0 D dS0 ,
is deformed into an area element of the current configuration, d S D dS n, where
and n are unit normals.
Volume elements are expressed using dot and cross products:
d V0 D d .ı ˝ / D ˛ˇ d ˛ ıˇ ;

d V D d x .ıx ˝ x/ D ij k Fi˛ d ˛ Fjˇ ıˇ Fk D J d V0 ; (1.136)
n
ν
dS0 dS
Figure 1.12. Deformation of area element.
where d , ı, and are differentials along the basis lines in the Lagrangian coordi-
nates, d x, ıx, and x are differentials along the Eulerian coordinates, and
J D ij k Fi˛ Fjˇ Fk D det F is the Jacobian of the transformation F.
On the other hand, the volume transformation formula (1.136) can be written in
terms of the area element d S as
d V D d x d S D J d V0 D d J d S0 :
It follows that
dx
d S D J d S0 ; F d S D J d S0 : (1.137)
d
1.9.5 Transformations: initial, reference, and intermediate

configurations
The current configuration C t , rather than the initial one C0 , is often taken to be the
reference configuration, to which all other configurations are referred.
The deformation gradient in a configuration C at a time > t referred to the cur-
rent configuration C t will be denoted F t . / and called a relative deformation gradient
to distinguish it from the deformation gradient F. / in the configuration C referred
to the initial configuration C0 (see Fig 1.13). We have
@xi . / @xi . /
F t . / D ei ej ; F. / D ei e˛ : (1.138)
@xj .t / @˛ .t /
F(τ)
F(t)
Ft(τ)
C0 Ct Cτ
Figure 1.13. Transformation of configuration C0 (initial) into C t (current) via C (intermedi-

ate).
Let us map C0 onto C via the intermediate configuration C t , C0 ! C t ! C

(Figure 1.13), and consider the tensor decomposition
F. / D F t . /F.t / or F t . / D F. /F1 .t /: (1.139)
Deformation can also be measured relative to the configuration C t . For example,

the Green–Lagrange strain tensor can be represented as
1 T
E t . / D F t . /F t . / I
2
1 T
D F .t /FT . /F. /F1 .t / I
2
1
D FT .t /E. /F1 .t / C FT .t /F1 .t / I
2
D FT
t . /E. /F 1
t . / A.t /: (1.140)
1.9.6 Differentiation of tensors. Rate of deformation measures

Let us differentiate the relative deformation gradient F t . / with respect to at t D :
@ ˇ @ ˇ
ˇ ˇ
F t . /ˇ D F. /ˇ F1 .t / D F.t
P /F1 .t / D L.t /; (1.141)
@ Dt @ Dt
where
@xP i .t / @xP i @˛
L.t / D Lij .t /ei ˝ ej ; Lij .t / D D D FPi˛ .F1 /˛j :
@xj .t / @˛ @xj
It follows that L.t / is the velocity gradient tensor.

Differentiating the polar decomposition of F t . / at D t gives
@ ˇ @ ˇˇ
ˇ
F t . /ˇ D R t . /U t . / ˇ :
@ Dt @ Dt
Taking into account that, by virtue of (1.139), R t . /j tD D I and U t . /j tD D I,

one finds that
P t .t / C R
L.t / D U P t .t / D D.t / C .t /; (1.142)
where sym L.t / D D.t / is the rate of deformation tensor and asym L.t / D .t / is the
rate of rotation tensor, also known as the spin tensor or vorticity tensor. The tensor D
characterizes the rates of pure deformation of a line element along the principal axes,
while characterizes the rotation of the line element.
One can easily find that the relative rate of deformation of a volume element equals
.d V /P @xP i
D D tr L D tr D:
dV @xi
Differentiating the area element transformation formulas (1.137) yields
.d S/P D JP FT d S0 C J.F T /P d S0 D .tr L/ d S LT d S;

.d S/P D .tr L/ n dS LT n dS; (1.143)
.dS /P D .tr L/ dS .n LT n/ dS:
Differentiating the Green–Lagrange tensor gives

1 P D 1 .FT FT FP T F C FT FP T F1 F/
EP D .FP T F C FT F/
2 2 (1.144)
1
D FT .LT C L/F D FT DF:
2
One can see that E P is related to D is the same way as E is related to the Euler–Almansi
T
tensor, E D F AF.
It follows that the rate of deformation tensor D relates to the Euler–Almansi ten-
sor A in the current configuration C t in the same way as EP relates to E in the material
configuration C0 . The material derivative EP characterizes the rate of change of the
tensor E, which is a measure pure deformation of a particle without its rotation as a
rigid body. Hence, D characterizes the rate of change of A without rotation of a par-
ticle as a rigid body as well. This means that the rate of deformation tensor D is an
objective measure of the rate of change of the Euler–Almansi tensor A in the current
configuration. Using (1.144), one can write
D D FT EF
P 1 D FT .FTAF/PF1 D A
P C LTA C AL D L.A/: (1.145)
Formula (1.145) suggests a more general rule for determining the objective deriva-
tive of a tensor Q in a configuration C related to the material configuration C0 by a
transformation P: C D PC0 . The tensor Q is transformed into a tensor Q0 by the
formula Q0 D PT QP, then the material derivative is computed in the material config-
uration C0 and the inverse transformation P1 is performed. The resulting expression
represents the objective derivative L.Q/ of the tensor Q in the configuration C :
L.Q/ D PT .PT QP/PP1 D Q P 1 /T Q C Q.PP

P C .PP P 1 /: (1.146)
Formula (1.146) defines an objective measure of the rate of change of a tensor Q in

time in an arbitrary configuration. In tensor calculus, L.Q/ is called the Lie time
derivative. It relates the objective time derivative, L.Q/, of the tensor Q, defined
P provided that the
in a certain configuration C , with its material time derivative Q,
transformation P is known [155].
Section 1.10 Stress measures 57
1.10 Stress measures

1.10.1 Current configuration. Cauchy stress tensor
Let us now consider the stress state.
The total force acting on a body (of arbitrary volume) in the current configura-
tion C t equals Z Z
F D tn dS C f d V; (1.147)
@V V
where tn is the surface stress vector (traction vector), f is the force vector per unit
mass, V is the volume of the body, and @V is the surface bounding the volume V .
The law of conservation of momentum implies
Z Z Z
d
tn dS C f d V D xR d V: (1.148)
@V V dt V
Considering the equilibrium of a tetrahedral element with one face being on the
surface @V of the volume V , one finds that the surface stress vector and the Cauchy
stress tensor T are related by
tn D Tn;
where n is the outward unit normal to the surface @V of V in the current configu-
ration. Substituting tn into (1.148) and transforming the integral using the Gauss–
Ostrogradsky theorem
Z Z
Tn dS D div T d V;
@V V
one arrives at the equations of motion
@Tij
div T C f D xR or C fi D xR i : (1.149)
@xj
It follows from the torque equation that Tij D Tj i , or T D TT , which means that the
Cauchy stress tensor is symmetric.
1.10.2 Current and initial configurations. The first and second

Piola–Kirchhoff stress tensors
The Cauchy equations of motion (1.149) are referred to the current configuration C t ;
it is unknown for a moving deformable body and has to be determined. In addition,
constitutive equations are usually formulated for the initial configuration C0 , which
is known. Therefore, it is important to be able to write the main conservation laws
in different configurations and change from some stress measures to others, referred
either of the two configurations, C t or C0 .
In order to transform the surface force, let us make use of formula (1.137) for an
area element:
tn dS D Tn dS D J TFT dS0 D P dS0 D t0n dS0 : (1.150)
So t0n is the contact traction vector related to the initial area of the element. The stress
tensor referred to the initial configuration, P, is called the first Piola–Kirchhoff stress
tensor. It is related to the Cauchy tensor T by
P D J TFT 1
with Pi˛ D J Tij F˛j I (1.151)
so P, just as the deformation gradient F, is a two-point tensor referred to both the
deformed configuration C t and the initial configuration C0 simultaneously [106].
Physically, the components Pi˛ can be interpreted as the components of the traction
vector acting on the area element d S˛ , which initially was d S0˛ , in the spatial basis ei
related to the unit area of the initial element dS0 .
The equations of motion (1.149) can be rewritten in terms of the Lagrangian vari-
ables as
@Pi˛
Div P C 0 f D 0 xR or C 0 fi D 0 xR i ;
@˛ (1.152)
PFT D FPT or Pi˛ Fj˛ D Fiˇ Pjˇ :
It follows that the tensor P is nonsymmetric, just as F. The operator Div means that
the divergence is taken in the Lagrangian variables.
Another stress measure, completely referred to the initial configuration, is the sec-
ond Piola–Kirchhoff stress tensor defined as
S D J F1 TFT D F1 P: (1.153)
In view of (1.150), the surface traction is expressed in terms of S as
tn dS D t0n dS0 D FS dS0 :
It follows that S is a symmetric tensor. Then the equations of motion (1.152) become

@ Fi˛ S˛ˇ
Div .FS/ C 0 f D 0 xR or C 0 fi D 0 xR i .S D ST /: (1.154)
@ˇ
The Kirchhoff stress tensor K is defined as
K D FSFT D J T: (1.155)
Equation (1.155) shows that the contravariant components K ˛ˇ of the tensor K D
K ˛ˇ g˛ gˇ are equal to the components S˛ˇ of the tensor S D S˛ˇ e˛ eˇ , where g˛
are the covariant basis vectors of the material reference frame in the deformed
configuration.
Section 1.10 Stress measures 59
1.10.3 Measures of the rate of change of stress tensors

The generalization of differential constitutive equations to the case of finite deforma-
tions will require measures of the rate of change of stress tensors. These rheological
equations involve the time derivatives of stress tensors.
Let us find out how the second Piola–Kirchhoff tensor S t . / changes as the config-
uration C t is transformed into a configuration C by the deformation gradient F t . /.
It is clear that
as ! t; F t . / ! I; J t . / ! 1; S t . / D T.t /:
In accordance with (1.153),

1 T
S t . / D J t . / F t . / T. / F t . / : (1.156)
The derivative of (1.156) with respect to time taken at D t is the Truesdell deriva-
tive of the Cauchy stress tensor [173]:
ˇ
ı @S t . / ˇˇ P LT TLT C T tr L:
TD DT (1.157)
@ ˇDt
The Zaremba–Jaumann derivative of the Cauchy stress tensor [137] is obtained when
a particle is rotated as a rigid body, so that F t . / D R t . / and U t . / D I with
J t . / D 1; hence,
S t . / D RT
t . /T. /R t . /;
ˇ
@S t . / ˇˇ P T TT ; P 1 :
TD DT D RR
@ ˇDt
Since the Piola–Kirchhoff tensor S t . / referred to the initial configuration C0 equals
S. / D J.t /F1 .t /S t . /FT .t /; (1.158)
its rate of change is expressed similarly:

ı
P / D J.t /F1 .t /T.t /FT .t /:
S.t (1.159)
The convective derivative of the Kirchhoff tensor K referred to the current configura-
tion is calculated as

P C D F.F1 KFT /PFT D K
K P LK KLT D T DK KD; (1.160)

P C D KP ˛ˇ g˛ ˝ gˇ .
where T is the rate of change of T in the sense of Jaumann and K
P is obtained as the Lie derivative (1.146) with P D F .
So K C T
1.11 Variational principles for finite deformations

1.11.1 Principle of virtual work
Let us generalize the variational principles of virtual displacements and virtual veloc-
ities to the case of finite deformations [129].
The work done by all external forces over virtual displacements equals the work
done by the internal forces. In the current configuration C t , the equation of virtual
displacements becomes
Z Z Z
T W ıD d V D ıv tn dS C ıv .f x/
R d V: (1.161)
V @V V
Inertial forces can also be included into this equation by making use of d’Alembert’s
principle. The components ıvi are virtual velocities and ıui D ıvi dt are virtual
displacements. The scalar product T W D is calculated as tr.TDT / D Tij Dj i , where
@vi @vj
Dij D C :
@xj @xi
Equations (1.161) can be rewritten in the initial configuration in terms of the Piola–
Kirchhoff stress tensor components and the corresponding strain rate tensor compo-
P and FP using
nents. The stress power can be expressed in terms of the tensors P, S, E,
formulas (1.153) and (1.155):
T W D D J 1 P W FP D J 1 S W E:
P
The stress tensor and the rate of deformation tensor, whose contraction equals the
work power, are mutually conjugate tensors.
In the initial configuration C0 , the virtual power is expressed as
Z Z Z
P W ıF d V0 D ıv t0n dS0 C ıv 0 .f x/
R d V0 ;
V0 @V0 V0
Z Z Z (1.162)
S W ıE d V0 D ıv t0n dS0 C ıv 0 .f x/
R d V0 ;
V0 @V0 V0
where the vector t0n is calculated from formulas (1.150) and (1.153).
1.11.2 Statement of the principle in increments

In nonlinear problems, solutions are usually obtained by an incremental step-by-step
method. To this end, the principle of virtual work (1.162) should be represented in
terms of increments and virtual rates. It is required to find a solution in a configura-
tion C for a given solution at the previous step at t D in the configuration C t .
Section 1.12 Constitutive equations of plasticity under finite deformations 61
It should be noted that the virtual rates of the Green–Lagrange strain tensor in the
configurations C t and C are related by
1
P / C 1 FT ı FP C ı FT PF ; (1.163)
ıE. / P D FT . /ı FP C FT P F. / D ı E.t
2 2
where
@ui
Fi˛ D ; F D Fi˛ ei ˝ e˛ ; ui D xi . / xi .t /:
@˛
Z Z Z
P 0
P W ı F.t / d V0 D ıv tn . / dS0 C ıv 0 Œf. / xR . / d V0
V0 @V0 V0
Z (1.164)
P
P.t / W ı F.t / d V0 ;
V0
or
Z Z
P / C .F S.t // W ı F
ŒS W ı E.t P d V0 D ıv t0n. / dS0
V0 @V0
Z
C ıv 0 Œf. / xR . / d V0 (1.165)
Z V0
P / d V0 ;
S.t / W ı E.t
V0
where
P D P. / P.t /; S D S. / S.t /; and so D t C t:
If C t is taken to be the reference configuration, then one should set
P / D ıD.t /; @ui
P.t / D S.t / D T.t /; ı E.t ı FP D ıL; Fij D .t /
@xj
in formulas (1.164) and (1.165) and integrate of the current volume V and current
surface @V .
1.12 Constitutive equations of plasticity under finite

deformations
1.12.1 Multiplicative decomposition. Deformation gradients
Numerous formulations of constitutive equations of plasticity at finite deformations
have been suggested over the last three or four decades and field continues to develop
at the present time. There are different points of view on the kinematics of materials
and statement of plastic flow rules. An important approach to studying such phenom-
ena is suggested by the multiplicative theory of elastoplastic flows [103], which is
based on the multiplicative decomposition of the deformation gradient tensor
F D Fe Fp ; (1.166)
where Fe is the elastic deformation gradient associated with the unloaded configu-
ration, also called an intermediate configuration, of all infinitesimal neighborhoods
of points of the elastoplastic body. In order to implement an intermediate configu-
ration in the real Euclidean space, it is generally required to violate the continuity
of the material. For polycrystalline solids, such as metals, this can have a physical
interpretation, based on mechanisms for the formation of dislocations, which lead to
incompatibility of the plastic strain field with the strain rate field. Figure 1.14 gives
a schematic representation of the kinematics of elastoplastic deformation based on
considering three configurations of the body: initial C0 , current C t , and unloaded Cp .
dx
Ct
F
Fe
Fp
dξ dx*
C0 Cp
Figure 1.14. Configurations of an elastoplastic body.
The multiplicative theory is not the only way of decomposing the elastoplastic de-
formation into an elastic and plastic component. The additive decomposition of the
Green–Lagrange tensor
E D Ee C Ep (1.167)
can also be used to construct a theory based on thermodynamic considerations [50].
In plasticity theories used in computational research, preference is given, as a rule,
to the additive decomposition of the spatial (Eulerian) rate of deformation
D D D e C Dp ; (1.168)
which is more convenient from the computational viewpoint.

Our subsequent presentation will be based on the multiplicative decomposition

(1.166). However, it was shown previously [58, 161] that the additive decomposi-
tion of the rate of deformation (1.168) can be obtain from purely geometric consid-
erations, within the framework of multiplicative kinematics, in both the material and
spatial descriptions.
For simplicity, let us restrict our consideration to isothermal deformation. The con-
stitutive equations of elastoplastic flow can be most easily generalized to the case of
finite deformations within the material (Lagrangian) description.
1.12.2 Material description

It is assumed that the total strain is characterized by the Green–Lagrange tensor E and
the plastic strain is characterized by the tensor Ep :
1 T 1
ED .F F I/; Ep D .FT G Fp I/; (1.169)
2 2 p
where G is the metric tensor of the unloaded configuration. In an orthogonal reference
frame, G D I.
The elastic strain tensor is formally determined as the difference of the total strain
tensor and the plastic strain tensor:
T
Ee D E Ep D FT p Fe Fe G Fp (1.170)
It follows that the elastic strain tensor depends not only on Fe but also on Fp :
T T 2 2
Ee D UT T T
p Rp Ue Ue G Rp Up D Up Rp Ue Rp Up Up
where U is the right stretch tensor and R is the rotation tensor.

The relation between the stress and elastic strain is assumed to be the same as in
the case of small strains and generalized by replacing the Cauchy stress tensor T with
the second Piola–Kirchhoff tensor S and the small strain tensor "e with Ee :
@‰.Ee ; Ep /
S D 0 ; (1.171)
@Ee
where the free energy function ‰ is taken to be the potential.
A plastic flow law can be derived from the associated flow rule or a general nonas-
sociated rule in the form
P
EP p D H.S; /; (1.172)
where the material derivative of the plastic strain tensor EP p is taken to be the measure
of the plastic strain rate, P is an unknown scalar parameter, and is a hardening tensor.
In the special case of the associated flow rule, the tensor H is linked to the yield
criterion
ˆ.S; ; C/ D 0 (1.173)
by the relation for the plastic potential

@ˆ
HD : (1.174)
@S
Finally, an evolution equation should be specified in order to determine the harden-
ing tensor in the general case; this equation is taken in the form
P
P D Q.S; C; /; (1.175)
where C D FT gF and g is a metric tensor.

If there are restrictions imposed on the structure of the material (e.g., one considers
a plastic flow for an isotropic incompressible material, whose response is independent
of the first invariant of the stress tensor), these are taken into account using the same
methods as in the theory of small deformations.
1.12.3 Spatial description

When an elastoplastic material is characterized using the spatial (Eulerian) approach,
the following Euler–Almansi strain tensors are used as the measures of the total, plas-
tic, and elastic strain [106]:
1
AD I FT F1 ;
2
1 T 1
Ap D Fe GFe FT F1 ; (1.176)
2
1
Ae D A Ap D I FT 1
e GFe :
2
These tensors are obtained from the material Green–Lagrange tensors E, Ep , and Ee
defined by equations (1.169) and (1.170) using the inverse transformation FT EF D
A and so on.
The objective rates of change of the tensors (1.176) are obtained by applying the
push-forward/pull-back Lie transformation, denoted L.A/; see Section 1.9 [161]. In
order to obtain the objective rate of change of the tensor A referred to a configu-
ration C , one should carry out the pull-back transformation to the material config-
uration C0 , calculate the material derivative, and perform the push-forward trans-
formation to the configuration C . The pull-back transformation of the tensor A
is F ! FTAF D E and the inverse, push-forward transformation is expressed as
F1 ! FT EF1 D A:
L.A/ D FT .FTAF/PF1 P C AL
D LTA C A D D;
Lp .Ap / D FT T P 1 T P
p .Fp Ap Fp / Fp D Lp Ap C Ap C Ap Lp D Dp ; (1.177)
1 1
DD L C LT ; Dp D Lp C LT
p ; Lp D FP p F1
p :
2 2
1.12.4 Elastic isotropic body

Let us write out the equations for an elastic isotropic body in the spatial formula-
tion [163]. In this case, the potential ‰ is a function of the Euler–Almansi tensor
invariants k and material constants ci :
‰ D ‰.1 ; 2 ; 3 ; ci /
The equation for the Cauchy stress tensor T in the index notation is written as
@‰
T ij D
@Aij
or, in terms of the stress tensor components with mixed indices,

@‰
Tji D ıki 2Aik ; (1.178)
@Aji
Tji D g˛j T i˛ ; Aij D gi˛ Aj˛ :
Let us expand the function ‰ in a power series in i up to the third-order terms in Aji .
Taking the initial stresses and strains to be zero, we obtain

0 ‰ D c1 12 C c2 2 C c3 13 C c4 1 2 C c5 3 C O .Aji /4 :
Hence, the stress-strain relation (1.178) becomes

Tji D 2c1 1 C .3c3 2c1 /12 C c4 2 ıji C Œc2 C .c4 c2 /1 ıjˇ
i˛ ˇ
A˛ 4c1 1 Aji
1 iˇ ˇ˛
C c5 ıj˛ı A˛ˇ Aı 2c2 ıj A˛ Aiˇ : (1.179)
2
The equation involves five elastic constants and so this representation is called the
five-constant theory of elasticity.
In the transformation, the mass conservation law was used:
p
D 0 1 C 21 C 42 83 :
If the stress-strain relation is rewritten in terms of the Lamé constants and ,
formula (1.179) becomes

Tji D 1 C .3l C m /12 C m2 ıji C Œ2 .m C 2 C 2 /1 Aji
1 iˇ ˛ ı (1.180)
4 Ai˛ Aj˛ C nıj˛ı Aˇ A ;
2
where the relations
1
c1 D . C 2 /; c2 D 2 ; c3 D l; c4 D m; c5 D n
2
have been taken into account. Neglecting the quadratic terms with respect to the
strains in (1.180) results in the standard expression of Hooke’s law:
Tji D 1 ıji C 2 Aji :
1.12.5 Hyperelastoplastic medium

The equations for a hyperelastoplastic medium in the spatial formulation are obtained
from equations (1.171)–(1.177). The results are summarized below [123].
1. Additive decomposition of the Euler–Almansi tensor:
Ae D A Ap : (1.181)
2. Stress-strain relation:
@‰.Ae ; Ap ; /
T D 0 : (1.182)
@Ae
3. Plastic flow law [125]:
P
Lp .Ap / D Dp D H.T; g; /:
4. Hardening law:
P
Lp ./ D Q.T; g; /: (1.183)
5. Yield criterion:
ˆ.T; g; / D 0: (1.184)
1.12.6 The von Mises yield criterion

To illustrate the transition from the indexless notation to the covariant formulation of
the plasticity equations, let us consider the von Mises yield criterion.
In the spatial description, the von Mises yield criterion has the form
1 1
ˆ.T; g; k/ D W Ig W k 2 D ij kl gik gj l k 2 ;
2 2
where g is the metric tensor in the current configuration, Ig is the unit tensor of rank 4
with components
1 1 ik 1 j l
I ij kl D .g / .g / C .g1 /il .g1 /j k ;
2
and is the deviator of the stress tensor T:
1
ij D T ij .T kl gkl /.g1 /ij :
3
In the material description, the von Mises yield criterion is expressed as
1 ij kl
ˆ.S; c; k/ D S S cik cj l k 2 ;
2
1
s ij D S ij .S kl ckl /.c1 /ij ;
3
where c D FT gF and s ij are the deviatoric components of the second Piola–Kirchhoff

stress tensor S.
The covariant representation of the other relations, (1.181)–(1.183), can be obtained
likewise.
Chapter 2
The basics of the theory of finite-difference

schemes
2.1 Finite-difference approximations for differential

operators
In solving problems of solid mechanics by computational methods, one has to par-
tition the body into a number of elements so as to reduce the problem to solving a
system of algebraic equations. Historically, from its very birth, mechanics relied on
the continuum method for solving problems. Bodies were treated as continuous sets
of particles and problems were stated in terms of continuous functions. Differential
and integral calculus was the main tool for studying these problems. Over the last few
centuries, a most powerful mathematical machinery has been created for the analysis
of problems arising in physics and mechanics, relying on the solution methods for
differential equations. However, discrete analysis did not practically develop before
the advent of computers. It was not until the 1940s, when computers came on the
scene, that the situation changed and at the present time discrete methods and their
applications are booming.
There are two main lines of the development of discrete analysis: (i) direct physical
modeling and (ii) mathematical modeling. Within the former approach, continuum
bodies are treated as discrete ensembles of material particles, to which physical laws
are applied directly and discrete equations are derived bypassing the mathematical
formulation in terms of functions of continuous arguments. However, modern com-
putational mechanics relies mainly on the latter approach. In this case, a continuous
mathematical problem is first formulated and then its discretization is performed. This
allows one to take advantage of the achievements in mathematical analysis obtained
through the centuries. It is this approach that our further presentation will rely on.
2.1.1 Finite-difference approximation

In order to approximate a problem stated in the form on an operator equation for a
function u of a continuous argument,
L.u/ D f;
with discrete equations, one has to do the following.

72 Chapter 2 The basics of the theory of finite-difference schemes
Γh
Ω Γ
Figure 2.1. Grid approximation of a domain and its boundary ; h is a broken line
approximating .
1. Replace the domain ! of continuous variation of the argument with a discrete set
of points !h . For example, if the operator L is defined in the domain ! shown
in Figure 2.1, then ! can be replaced with a set of nodes !h of a square grid
covering !. The boundary of ! is approximated by a broken line h .
2. Introduce functions uh of a discrete argument, called grid functions, defined on the
set !h .
3. Replace the differential operator L.u/ with a discrete analogue Lh .uh / defined on
the discrete set !h :
L.u/ ! Lh .uh /:
The continuous problems is thus reduced to an algebraic system of equations for the
values of the functions uh at the points of the discrete set !h .
This general scheme must have a rigorous mathematical formalization. To this end,
one introduces the concepts of a grid and a grid function. A grid is a set !h D ¹xi 2
!º (i D 1; : : : ; N ). A grid function associated with a continuous function u.x/ using
an operator Ph is a discrete set of values uh D Ph .u/.
Functions of a continuous argument u.x/ are elements of a functional space H . A
set of grid functions forms a vector space Hh whose dimension coincides with the
number of nodes N of the grid and the components of a vector are the values of the
grid functions at the nodes xi : uh .xi /.
One introduces a norm of grid functions kuh kHh in the space Hh ; it is analogous
to the norm kukH in the space H , so that the compatibility condition
lim kuh kHh D kukH
h!0
is satisfied. For example, (i) to the norm kukC in the space of continuous functions C
there corresponds a norm kuh kCh in the space of grid functions Ch :
kukC D max ju.x/j ! kuh kCh D max ju.xi /jI
x2! xi 2!h
Section 2.1 Finite-difference approximations for differential operators 73
(ii) to the norm kukL2 in the space of square-integrable functions L2 there corre-
sponds a norm kuh kL2 in the space L2h :
h
Z 1=2 NX
1 1=2
kukL D u2 dx ! kuh kLh D u2i hi I
! iD1
(iii) to the norm kukW 2 in the Sobolev space W 2 there corresponds a norm kuh kW 2
h
in the space Wh2 :
Z Z x 1=2 NX
1 k
X 1=2
2
kukW2 D dx u dx ! kuh kW2h D hk u2i hi ;
! 0 iD1 iD1
and so on. These norms are generated by the scalar products of functions in the spaces
L2 and W 2 and the scalar products of vectors in the vector spaces L2h and Wh2 .
2.1.2 Estimation of approximation error

The main task of the theory of finite difference schemes is to estimate the closeness of
the solution of a finite difference problem to that of the associated differential prob-
lem. However, these solutions are defined in different spaces, H and Hh , and have
different norms, and hence one can only estimate the difference between the solutions
in terms of a common norm. This difficulty can be overcome in two ways. First, the
solution defined on a given set !h as a grid function uh can be extended to a function
of a continuous argument u.x/ defined on the whole set ! by using an interpolation
operator RŒuh ! u.x/.
Q
The objective is to recover a continuous function u.x/
Q from a given set of values of
the grid function uh .xi /. The function u.x/
Q will certainly be different from u.x/, and
so one should evaluate the norm ku.x/ u.x/kQ H for x 2 !. Such an extension is
nonunique, which is related to the nonuniqueness of the interpolation operator R.uh /.
The interpolation theory is a well-developed classical mathematical theory, which
continues to evolve due to, in particular, new problems that are solved by the finite
element method.
A grid function can be extended in a number of different ways by using, for ex-
ample, a polynomial interpolation, such as linear, quadratic and so on. In this case,
suitable approximation errors can be estimated in the space H . It is exactly this ap-
proach that is used in the finite element method (FEM), where uh is defined in the
entire domain ! as a piecewise continuous function. This enables one to use the
power of continuous function techniques to prove convergence, stability, etc.
Secondly, one can use an operator Ph .u/ D uh that projects the function u.x/
onto the grid to obtain a grid function uh .xi /. It should be noted that no inverse,
extension operator R.uh / D u can be recovered from the projection operator Ph .u/,
since these are defined in different spaces. The operator PH .u/ acts from H into Hh ,
while R.uh / acts from Hh into H [153].
In numerical analysis, both approaches are employed. The former is used in the
finite element method, where one deals with functions defined in H , the nodal values
of uh are extended to u.x/ and so one constructs an operator that associates the vector
space Hh with the continuous space H . Approximation errors are estimated and
convergence is proved in the space H . To each operator Rh .u/ there corresponds
a set of shape functions i .x/ for a selected set of nodes defining a finite element,
which means that the functions defined on this finite element are recovered from the
nodal values. The shape functions form a basis in H and are treated using continuous
operators of integration, differentiation, etc. These questions have been discussed in
detail in books on applying the finite element method to solving continuum mechanics
problems.
In the theory of finite difference equations, the opposite is done: instead of extend-
ing uh to u.x/, one projects u.x/ onto !h with an operator Ph .u/ ! uh and treats all
functions in the space Hh . In the simplest case where the set of points xi of the grid
satisfies !h 2 !, the projection operator is Ph .u/ D u.xi /.
The operator Ph .u/ can be more complicated; for example, it can be an operator
of weighted averaging over the neighboring nodes as shown in Figure 2.2, where x
is the central point of the regular hexagonal mesh inside the domain of definition
of u.x/:
P6
iD1 .ui C uiC1 / Si
u.x / D ;
2S
where Si is the area of the equilateral triangle with vertices at the points i , i C 1,
and x .
Now the question can be raised on how to define the projection operation for a
differential operator Ph .L/ D Lh .uh /, or how to replace it with a finite difference
operator. This can be done in infinitely many ways. For example, even in the simplest
i+2 i+1
Si
x
i+3 * i
Figure 2.2. To the definition of an operator Ph .u/ of weighted averaging over neighboring
nodes.
case of approximating the first derivative on a three-point stencil, one can obtain a
family of finite difference operators dependent on a parameter:
dv
L.v/ D ;
dx
viC1 vi
Ph .L/ D Lh .vh / D D vx (forward difference);
h
N h .vh / D vi vi1 D vxN (backward difference);
PNh .L/ D L
h
.˛/
Lh D ˛vx C .1 ˛/vxN ;
where L.˛/
h
denotes a family of finite difference operators dependent on the parame-
ter ˛ (0 ˛ 1) and h is the step size of the grid.
For example, second-order derivatives can be approximated as
d 2v
L2 .v/ D ;
dx 2
viC1 2vi C vi1
Ph .L2 / D L2h .vh / D :
h
Approximation formulas for higher-order derivatives (see exercises at the end of
Chapter 2) and, hence, any differential operator Lh can also be obtained quite easily.
The question arises as to what is the approximation error of these formulas.
For a given differential operator L, the norm k h kHh of the grid function
h D Lh .uh / Ph .L.u//h (2.1)
will be called the approximation error of replacing L with a finite difference opera-
tor Lh ; here uh D Ph .u/ with u.x/ being a function of a continuous argument and
uh .xi / being a function of a discrete argument. This norm characterizes the approxi-
mation error across the entire domain of definition of the grid operator Lh .uh /.
If k kHh D O.hk /, then Lh will be said to approximate L with order k. To sum
up, global approximation is associated with the concept of norm and, hence, with
the domain and its partitioning; therefore, it differs from local approximation in a
neighborhood of a point.
The local error of approximation .xi / at a point xi can be easily evaluated by ex-
panding vi˙1 D v.xi ˙ h/ in a Taylor series. For example, for the forward difference,
one obtains

1 h2
vx D v.xi / C v 0 .xi / h C v 00 .xi / C O.h3 / v.xi / D v 0 .xi / C O.h/;
h 2
0
h .xi / D vx v .xi / D Lh .uh / Ph .L.u// D O.h/:
The local approximation error for any difference operator can be evaluated in a
similar manner. It is important to emphasize the difference between the local approxi-
mation error in a neighborhood of a selected point and the global approximation error
for the entire grid domain.
Let us show that the selection of the norm k kHh is rather significant and that the
approximation errors evaluated in different spaces can happen to have different orders
of magnitude. This is especially important when dealing with irregular grids.
Consider an example. Suppose L D @2=@x 2 . Let us approximate L on an irregular
grid with a varying step size hi as follows:

1 viC1 vi vi vi1 hiC1 C hi
Lh D ; hN D :
hN hiC1 hi 2
It can easily be shown that the local approximation h .xi / of Lh has the first order
of smallness:
hiC1 hi 000
h .xi / D v .xi / C O.hN 2 /:
3
The global approximation errors in Ch and L2h are also of the first order:
k .xi /kCh D max j .xi /j D O.h/;

NX
1 1=2
2
(2.2)
k .xi /kL2h D hi i D O.h/:
iD1
However, in terms of the norm in the Sobolev space Wh , the approximation has the
second order:
"N 1 N 1 2 #1=2
X X
k .xi /kWh D hN i hk k D O.hN2i /:
iD1 kD1
Indeed, one can write

N 1 N 1
X X h2kC1 h2k 000 1
hk k D hN k v .xk / D h2i vi000 C h2iC1 viC1
000
:
kD1 kD1
6hN k 6
The intermediate terms are canceled out to give the estimate [153]
"N 1 NX
1 2 #1=2 "NX
1
#1=2
X 1 2 2 2
k .xi /kWh D hN i hk k D hN i h v 000 h2i vi000
36 iC1 iC1
iD1 kD1 iD1
NX
1 1=2
4
D N
hi O.h / D O.h2 /;
iD1
where it has been taken into account that O.hi / D O.hN i /.

The approximation order depends on the chosen stencil, the set of nodes involved in
the approximation of the differential operator with finite differences. The approxima-
tion order can be increased by using stencils with more nodes, which enables one to
reduce the number of grid points while preserving the computational accuracy. How-
ever, this is not always favorable, since increasing the number of nodes in the stencil
results in more complicated approximation formulas and an increased computation
time per grid point. There is another possibility for increasing the order of approx-
imation; this possibility was suggested by Lewis Fry Richardson in the early 20th
century1 .
2.1.3 Richardson’s extrapolation formula

To increase the approximation order, one can perform computations on embedded
grids instead of using stencils with more nodes. According to this approach, one
should perform computations on grids with decreasing step size: h, h=2, h=3, and so
on. With the successively obtained solutions uh , uh=2 , uh=3 , . . . , one can construct an
extrapolation formula that provides a higher order of approximation than those of the
calculated solutions involved [117]. For example, with two solutions, uh and uh=2 ,
calculated by the same symmetric second-order scheme
uh .x/ D u.x/ C h2 v.x/ C O.h4 /;

2
h
uh=2 .x/ D u.x/ C v.x/ C O.h4 /;
2
one can compose a linear combination,
1 4
Uh D uh C uh=2 D u.x/ C O.h4 /;
3 3
to obtain a solution accurate to the fourth order of smallness. By using three first-
order schemes with decreasing step sizes h, h=2, and h=3, one can obtain a solution
accurate up to O.h3 /:
Uh D auh C buh=2 C cuh=3 D u.x/ C O.h3 /; (2.3)
where the weighting coefficients a, b, and c are determined from the system of equa-
tions
a C b C c D 1;
1 1
a C b C c D 0;
2 3
2 2
1 1
aC bC c D 0:
2 3
1 Richardson, L. F. (1911). The approximate arithmetical solution by finite differences of physical prob-
lems including differential equations, with an application to the stresses in a masonry dam. Philosoph-
ical Transactions of the Royal Society of London, Series A 210 (459-470): 307–357.
It follows that
1 9
aD ; b D 4; cD :
2 2
In many cases, this technique allows one to improve the accuracy at almost no cost,
since computations on two or three embedded grids are usually performed anyway to
check the convergence of the method employed. It should be noted, however, that as
the number n of terms in formula (2.3) increases, the weighting coefficients, which
have alternate signs, increase rapidly with decreasing grid step size h=n, which can
result in the effect of rounding errors on the final result. To avoid this, one usually
refines the grid in the ratio of h=2n , in which case the coefficients increase more
slowly but each set of computations requires more time [117].
2.2 Stability and convergence of finite difference equations

2.2.1 Stability
The question arises: Does it follow from the approximation condition k h k D O.hk /
(see (2.1)) that the solution of the finite difference equation will always differ from
the exact solution by O.hk /? No, it does not.
The above approximation condition for a differential operator is necessary but not
sufficient for the solution of the finite difference equation Lh .uh / D 0 to converge to
the solution of the corresponding differential equation L.u/ D 0 as h ! 0. One more
condition is required for the convergence; specifically, small errors introduced by the
approximation into the finite difference equation must not result in large deviations in
the solution.
This important property of a finite difference scheme ensures the stability of the
finite difference equation
Lh .uh / D fh :
This property is closely linked to the continuous dependence of the solution on the
right-hand side of the equation; a small perturbation ıfh on the right-hand side of the
equation results in a small perturbation ıuh in the solution of the equation.
Definition of stability: a finite difference scheme is called stable if the condition
kıuh k C kıfh k (2.4)
holds for any ıfh 2 Hh , where ıuh D u uh and ıfh D f fh .
2.2.2 Lax convergence theorem

The following theorem holds true (which is due to Peter Lax):
Section 2.2 Stability and convergence of finite difference equations 79
Theorem. If a difference operator Lh .uh / D fh approximates a differential operator

L.u/ D f and the resulting finite difference scheme is stable, then the solution uh
converges to u.
So we have:

1) Lh Ph .u/ Ph L.u/ D O.hk /; k > 0: (2.5)
H h
The grid function uh approximates the function u, Ph .L.u// is a projection of the

differential operator L onto the grid space Hh , and Lh is a difference operator.
2) kıuh k ckıfh k. The solution uh of the finite difference equation Lh .uh / D fh

is stable with respect to the right-hand side.
It is required to prove that kuh Ph .u/k D O.hk / as h ! 0, where u is the solution
of L.u/ D f .
Proof. From the approximation condition (2.5) one finds that

Lh Ph .u/ Ph L.u/ D kLh .uh / Ph .f /k
(2.6)
D kfh Ph .f /k D kıfh k D O.hk /:
Let ıuh denote the error of the solution uh of the finite difference equation:
ıuh D Ph .u/ uh :
It follows from stability condition (2.4) and relation (2.6) that
kıuh k C kıfh k D C O.hk /;

kuh Ph .u/k D O.hk /;
which is what was to be proved.
In other words, the error brought by the approximation into the right-hand side of
the finite difference equation has the order of smallness O.hk /; then, by virtue of the
stability condition (2.4), the error of the solution to the finite difference equation will
have the same order of smallness.
2.2.3 Example of an unstable finite difference scheme

Let us consider a simple example to study the stability of a finite difference scheme
for the first-order ordinary equation
y 0 C ˛y D 0 with y.0/ D y0 : (2.7)
It is easy to solve: y D y0 e ˛x .

Let us approximate equation (2.7), using a uniform three-point stencil with step
size h, by the following family of difference operators dependent on a parameter
(0 1), represented by a linear combination of a forward and a backward finite
difference:
dy ynC1 yn yn yn1
y0 D D C .1 / :
dx h h
So equation (2.7) becomes
2 1 ˛h 1
ynC1 yn C yn1 D 0: (2.8)

Let us search for the solution of this constant-coefficient finite difference equation in
the form yn D C1 n . This leads to the following quadratic equation for :
1 2 C ˛h 1
2 C D 0: (2.9)

Its solution is
q
1 2 2
1;2 D .1 2 C ˛h/ ˙ 1 C 2˛h.1 2/ C ˛ :
2
The general solution of equation (2.8) is written in terms of two arbitrary con-
stants, C1 and C2 :
yn D C1 n1 C C2 n2 : (2.10)
Let us analyze the behavior of the solution as h ! 0. We have
1
1 D 1 ˛h C O.˛ 2 h2 /; 2 D .1 C ˛h/ C O.˛ 2 h2 /:

Taking into account that nh D xn and limh!0 .1 ˛h/1= h D e ˛ , we find that

1 xn=h
yn D C1 e˛xn C O.˛ 2 h2 / C C2 e ˛xn C O.˛ 2 h2 / : (2.11)

There is only one condition, the initial condition of (2.7), for determining C1
and C2 . Hence, one of the constants remains arbitrary and so C2 is nonzero. This
means that the particular solution corresponding to 2 is an artefact of the form of the
approximation adopted; it is a parasitic solution.
The appearance of the parasitic solution is due to the fact that the finite differ-
ence equation (2.8) is formally of the second order, which determines the number of
arbitrary constants in the general solution (2.10). However, the original differential
equation (2.7) is of the first order and its general solution depends on a single arbi-
trary constant, which is determined from the initial condition in (2.7). To determine
Section 2.3 Numerical integration of the Cauchy problem for systems of equations 81
the constants in (2.10), a second condition is required for the finite difference equation
in order to determine the second arbitrary constant in solution (2.10).
There are several ways for determining this constant. For example, this can be
done by using different orders of approximation. First of all, it is clear that the second
condition must refer to the point x D h rather than x D 0; one should set y.h/ D y1
with y1 being very close to y0 . If one sets y1 D y0 , this will result in an O.h/ error.
If one uses the two-point scheme (2.8) with D 1, then
y1 D y0 .1 ˛h/ C O.h2 /:
It is clear that the error in determining y1 must agree with the approximation order of
the finite difference scheme employed in order not to lose the accuracy of the solution.
This situation is typical of the schemes whose formal order is higher than that of the
differential equations they are used to approximate. Such schemes are quite common
when it is desired to increase the order of approximation of the solution; however, one
should make sure that appropriate orders of approximation are used in the additional
initial conditions.
Thus, the second condition for determining C1 and C2 should be obtained using
the two-point scheme (2.8) with D 1. Finally, we have y D y0 at x D 0 and
y1 D .1 ˛h/ y0 at x D h.
Substituting these conditions into (2.10) yields
C1 D y0 C O.˛ 2 h2 /; C2 D O.˛ 2 h2 /:
It is clear from (2.11) that as h ! 0 and with 12 1, the resulting solution

differs from the exact solution of equation (2.7) by O.˛ 2 h2 /, which means that the
scheme (2.8) is stable and provides the second order of approximation for the solution
of (2.7). However, if 0 < < 12 , the second particular solution increases catastrophi-
cally as h ! 0 for fixed xn , which testifies that the scheme (2.8) is unstable.
Indeed, it is apparent from (2.11) that a small error due to the approximation leads
to a small deviation of C2 from zero if 1 > 12 , and hence the error in the solution
tens to zero as h ! 0, whereas it catastrophically increases as < 12 .
To sum up, even though the approximation condition (2.7) is satisfied for < 12 , the
stability condition is violated resulting in a solution of equation (2.8) not converging
to the solution of (2.7).
2.3 Numerical integration of the Cauchy problem for

systems of first-order ordinary differential equations
Consider a system of k first-order ordinary differential equations and represent it in
the form of a single vector equation:
du
D f.u; t / with u D .u1 ; : : : ; uk /; f D .f1 ; : : : ; fk /: (2.12)
dt
It is required to determine a function u.t / that solves the system for 0 t T and
satisfies prescribed initial conditions at t D 0:
u.0/ D u0 ; (2.13)
where u0 is a given constant k-vector and T is the length of the interval where the
solution is required.
A wide class of problems arising in mechanics of rigid bodies is reducible to prob-
lem (2.12)–(2.13). Examples include problems arising in studying the motion of heav-
enly bodies, artificial satellites, and rockets as well as some problems of the dynamics
of mechanical systems consisting material points, resulting from studying continuum
mechanics problems, and many others.
Considered below are some of the methods for solving problem (2.12)–(2.13) be-
ginning with the simplest ones; the problems are solved on a uniform grid with a
constant step size D T =n, where T is the final time to which the computations are
performed and n is the number of steps in time.
2.3.1 Euler schemes

Let us approximate the differential operator using one of the schemes discussed in
Section 2.1. For example, let us replace the derivative with a unilateral forward differ-
ence and take the right-had side of (2.12) at the lower i th point to obtain the explicit
Euler scheme
uiC1 ui
D f.ui ; ti /: (2.14)

Here and henceforth the subscript denotes the number of the time step; ui is the vector
of already computed (known) values corresponding to time ti and uiC1 is the vector
of unknown values at tiC1 .
If the right-hand side of (2.12) is taken at the .i C 1/st point, one arrives at the
implicit Euler scheme
uiC1 ui
D f.uiC1 ; tiC1 /: (2.15)

If the derivative is approximated with a central difference, one obtains the explicit and
implicit Euler schemes with central difference:
uiC1 ui1 uiC1 ui1
D f .ui ; ti /I D f.uiC1 ; tiC1 /: (2.16)
2 2
A countless number of other schemes are possible but, for the time being, let us restrict
ourselves to those listed above.
The easiest way to determine the values uiC1 is to use the explicit Euler scheme;
one finds that
uiC1 D ui C f.ui ; ti /; i D 0; 1; : : : ; n; (2.17)
where all values on the right-hand side have already been calculated at the previous
steps.
With the implicit Euler scheme, one obtains

uiC1 D ui C f .uiC1 ; tiC1 /; i D 0; 1; : : : ; n: (2.18)
In this case, equation (2.18) is a nonlinear equation for uiC1 ; it can be solved by using
one of the iterative methods such as the simple iterative method or Newton’s method
(see Section 3.5). An important feature that facilitates the solution of equation (2.18)
.0/
is that there is always a good initial approximation, uiC1 D ui , which is just slightly
different from the exact solution uiC1 [39].
In the schemes (2.16), the formal order of the finite difference equation is again,
just as in the preceding section, higher than the order of the original differential equa-
tion (2.12), and hence an additional boundary condition is required.
Let us evaluate the computational efficiency of the above schemes leaving aside
other characteristic properties of these schemes. The most amount of computations
is due to evaluating the vector function f on the right-hand side of the equation, and
hence the most efficient scheme is the one that evaluates the function the least number
of times to obtain uiC1 . In the explicit scheme, the function is evaluated only once
per step, while in the implicit scheme, it is evaluated as many times as it is required to
calculate the solution iteratively with the desired accuracy. In this respect, the explicit
scheme is more economical. However, the solution accuracy also depends on the order
of approximation. Higher-order schemes can become more efficient than lower-order
schemes, although requiring a minimum amount of computations for the function f
on the right-hand side of the equation.
For simplicity, the subsequent presentation will deal with only one equation (2.12).
The generalization to the case of a system of equations is straightforward.
2.3.2 Adams–Bashforth scheme

Consider an economical numerical scheme of a high order of approximation. A
scheme is said to be economical if it requires only one additional evaluation of the
right-hand side of equation (2.12) when the order of approximation increases by one.
The calculation of the unknown uiC1 requires k C 1 values ui ; : : : ; uik , already
known from the previous k steps, rather than only one value ui . Let us use these k C 1
values to construct a polynomial of degree k:
k
X
Lk .ui ; : : : ; uik / D lkp .t /uip ; (2.19)
pD0
p
where lk .t /
are basic interpolating polynomials.
For example, the Lagrange interpolating polynomials for the time interval ti t
tik are calculated as
.t ti / : : : .t tp1 /.t tpC1 / : : : .t C tik /
lkp .t / D : (2.20)
.tp ti / : : : .tp tp1 /.tp tpC1 / : : : .tp tik /
Formula (2.19) can be used to extrapolate the function ui on the interval Œti ; tiC1 :
Z ti C Z ti C
du
u.ti C / D ui C dt D ui C f .u; / d : (2.21)
ti dt ti
Replacing the integrand f .u; / with its interpolating polynomial by formula (2.19),
one obtains
Xk Z ti C
p
u.ti C / D ui C fip lk ./ d D ui C .a0 fi C ak fik /; (2.22)
pD0 ti
where fp D f .u.tp /; tp /; the constants a0 ; : : : ; ak are independent of the integration

p
step length and determined by integrating the basic interpolating polynomials lk .t /
p
satisfying the conditions lk .tm / D ımp (m; p D i k; : : : ; i ); ımp is the Kronecker
delta.
With this approximation of the right-hand side, the error will be
kf .u.t // Lk .t /k D O. k /;
and hence
u.ti1 C / u.ti1 /
D a1 fi1 C C ak fik C O. k /I (2.23)

consequently the approximation order equals the number of points used in the inter-
polation.
This scheme requires storing the k previous values of the right-hand side. There is
a complication that these values are unavailable at the beginning of the computation.
For the scheme to start working, one should find the first k values of f in a nonstan-
dard way with another scheme of the same order or a scheme whose order increases
consecutively from 1 to k in the first k steps or by the Runge–Kutta method, which is
outlined below.
The above family of finite difference schemes is called the Adams–Bashforth
schemes. These are also known as linear multistep schemes and have an arbitrary
order of approximation (the number of points used to construct the interpolating poly-
nomial can be arbitrary); these are formally described by difference equations whose
order matches the order of approximation and, hence, contains parasitic solutions,
discussed above in Section 2.2.
Let us discuss this issue using the second-order Adams–Bashforth scheme as an
example:
uiC1 ui 3 1
D f .ui / f .ui1 /; u.0/ D u0 ; 0 t T: (2.24)
2 2
By setting f .ui / D aui , one obtains a second-order finite difference scheme, which
requires, just as the scheme (2.8), an additional boundary condition at t D for
consistency with the order of approximation O. 2 / of equation (2.24) in the same
way as with equation (2.8).
2.3.3 Construction of higher-order schemes by series expansion

Finite difference schemes of higher order of accuracy O. k / for equation (2.12) can
be obtained by expanding uiC1 D u.ti C / in a Taylor series at ti ,
2 .k1/
k1
uiC1 D ui C u0i C u00i C C ui C O. k /; (2.25)
2Š .k 1/Š
.k1/
and calculating the derivatives u0i , u00i , . . . , ui at ti by successively differentiating
equation (2.12):
du
D f .u; t /;
dt
d 2u
D fu u0 C f t D fu f C f t ; (2.26)
dt 2
d 3u
D fuu .u0 /2 C fu u00 C f t t D fuu f 2 C fu .fu f C f t / C f t t :
dt 3
Substituting (2.26) into (2.25) and retaining only the first three terms in the expansion,
one arrives at a third-order finite difference scheme for equation (2.12):
uiC1 ui ˇ
Df .ui ; ti / .fu f C f t /ˇ tDt
i 2Š
ˇ (2.27)
2
C .fuu f 2 C fu .fu f C f t / C f t t /ˇ tDt C O. 3 /:
i 3Š
It is apparent that the number of terms in the series coefficients in formula (2.27)
increases rapidly, since increasing the order by one requires the repeated calculation
of the right-hand side and its derivatives. This can be avoided through calculating the
derivatives at additional points of the interval Œti ; tiC1 [39].
2.3.4 Runge–Kutta schemes

The scheme 2.27 belongs to finite difference schemes of the form
uiC1 ui
D P .ti ; ui /; (2.28)

where the right-hand side P .ti ; ui / D P1 Œf .ui /; ti is constructed so as to be de-
pendent, in a certain way, on the right-hand side f .ui / of the original differential
equation (2.12) and approximate the equation up to O. k /.
For example, the Euler predictor-corrector method also belongs to this class
of finite difference schemes. The solution is calculated by the following two-step
algorithm:
1. Predictor. Calculate uiC1=2 at half the step length of the explicit scheme; the
right-hand side in (2.17) is taken in the form 12 f .ui ; ti /:
1
uiC1=2 D ui C f .ui ; ti /:
2
2. Corrector. Calculate uiC1 at the central point i C 1=2 with the right-hand side
f .uiC1=2 ; tiC1=2 /, where uiC1=2 D ui C 12 f .ui ; ti /. Finally, the right-hand side
of equation (2.28) becomes
uiC1 ui

D P .ui ; ti / D f ui C f .ui ; ti /; ti C :
2 2
It is not difficult to verify that the scheme has the second order of approximation. Let
us expand the function P .ui ; ti / in a Taylor series as a function of two variables ui
and ti :

P .ui ; ti / D f ui C f .ui ; ti /; ti C
h 2 2 i

D f .ui ; ti / C fu .ui ; ti /f .ui ; ti / C f t .ui ; ti / C O. 2 / :
2 2
On the other hand,
2
uiC1 D ui C uP t .ti / C uR t t .ti / C C O. k / D ui C P .ui ; ti /: (2.29)
2
The derivatives with respect to t at t D ti are easy to determine from the original
differential equation (2.12):
uP t .ti / D f .ui ; ti /;
uR t .ti / D fu .ui ; ti /uP i C f t .ui ; ti / D fu .ui ; ti /f .ui ; ti / C f t .ui ; ti /:
Substituting the obtained solutions into (2.29), one obtains an estimate for the residual
term determining the order of approximation of the Euler predictor-corrector method:
1
riC1 D .uiC1 ui / P .ui ; ti / D O. 2 /:

This method is the simplest amongst the schemes belonging to the family of the
Runge–Kutta schemes of the second order of accuracy. The idea of the method is
to replace the repeated differentiation of the right-hand side with its calculation at
k intermediate points of the interval Œui ; uiC1 . The combination of these values can
be chosen so at to be equivalent, up to a residual term of the order of O. k /, to the
truncated Taylor series for uiC1 in (2.29). This method requires the evaluation of
f .u; t / at only k additional points and provides the kth order of approximation. First,
one calculates the auxiliary quantities
u1 D k1 D f .ui ; ti /;

1 1
u2 D k2 D f .ui C k1 ; ti C /;
2 2
1 1
u3 D k3 D f .ui C k2 ; ti C /;
2 2
1
u4 D k4 D f .ui C k3 ; ti C /:
2
Then, the final value of uiC1 is calculated with the fourth order of accuracy by the
formula
1
uiC1 D ui C .k1 C 2k2 C 2k3 C k4 /: (2.30)
6
The coefficients of ki are selected so that the right-hand side of (2.30) coincides with
the truncated Taylor series up to O. 5 / to ensure that the finite difference scheme
equation (2.12) has the fourth order of approximation. Obviously, in order to be able
to calculate P .u/, it is required that the right-hand side function f .u; t / is thrice
differentiable in its arguments.
Thus, the Runge–Kutta schemes are as economical as the Adams–Bashforth
schemes. Each step in the Runge–Kutta schemes increases the order of approximation
by one and requires only one evaluation of the right-hand side of equation (2.12) at an
intermediate point of the interval ti t ti C .
The stability of the Runge–Kutta schemes is stated by the following theorem.
Theorem 2.1. The system of difference equations (2.28) is stable if (i) the func-
tion P .u/ satisfies the Lipschitz condition
kP .x/ P .y/k C kx yk
and (ii) the integration step length is sufficiently small and satisfies the condition
C 1.
For the proof of this theorem, see textbooks on computational mathematics, for
example, [4, 39].
2.4 Cauchy problem for stiff systems of ordinary

differential equations
2.4.1 Stiff systems of ordinary differential equations
Amongst the systems of original differential equations, the class of the so-called stiff
systems requires special treatment, since these systems are difficult to integrate be-
cause the rates of change of the solution in the equations are very diverse. The di-
rection field of integral curves of such systems changes its direction almost instanta-
neously as certain trajectories are approached. The solutions to Cauchy or boundary
value problems include domains of very rapid change on small intervals followed by
domains of very slow evolution. In mechanics, regions where the solution changes
very rapidly are called boundary layers or internal layers, while regions of slow vari-
ation are called quasistationary mode regions.
Consider the system of equations
du
D f.u; t /: (2.31)
dt
ˇ of a ˇsolution u D u0 if the
System (2.31) will be called stiff in a neighborhood
@f ˇ
condition number N of the Jacobian matrix G D @u u
D fu ˇu is equal to
0 0
max ji .t /j
N.t / D
1; 1 i n; (2.32)
min ji .t /j
where i is an eigenvalue of the matrix G.

This means that individual components of the solution have very different scales of
variation in t . The spectrum of eigenvalues of the matrix G can conditionally be split
into a stiff part, for which
Re i .u/ L; jIm i .u/j < jRe i .u/j;
and a soft part, for which
ji .u/j < l L:
It is clear that i .u/ is solution dependent and so the nonlinear system (2.31) can have
different stiffnesses in different regions of the phase space.
The number n D L= l is called the stiffness ratio of the system. In real applied
problems, the stiffness ratio n can amount to 107 and even up to 1015 . Then, the
integration with ordinary accuracy by a standard method on a time interval Œ0; T will
require a step size at which the condition kfu k 1 holds. Taking into account that
kfu k max ji j L, we have 1=L and so the required number of steps will
be m D T =
T L 1015 . This is absolutely unacceptable if we are interested in a
Section 2.4 Cauchy problem for stiff systems of ordinary differential equations 89
quasistationary mode, for which T O.1/, rather than the structure of boundary lay-
ers. For quasistationary modes, it suffices to have m 103 . So our primary objective
will be constructing an algorithm that would allow us to perform computations with
such a large step length D T =m. ˇ
The system stiffness is determined by the matrix fu ˇu0 , or, given u D u0 , by the
linear part of fu . Therefore, in the first approximation, it suffices to investigate the
linearized problem and, instead of (2.31), consider the system
du
D fu .u0 ; t / u: (2.33)
dt
For illustration, let us perform the stability analysis for the model equation
du
D u; (2.34)
dt
where u is a scalar and is a complex number, since the Jacobian matrix can have
complex eigenvalues. One looks for all points of the complex plane of D for
which the finite difference scheme for equation (2.31) is stable. For example, the
explicit Euler method is stable only within the circle of unit radius centered at the
point .1; 0/ and, therefore, is unsuitable for integration with a large step size. If
a method is stable on the entire half-plane Re < 0, it is said to be A-stable or
absolutely stable. Since the solution of equation (2.34) is stable for Re < 0, the A-
stability of its finite difference scheme means that the method is stable for any > 0,
since the stability of a finite difference scheme is determined by the product D .
Im μ
Re μ
0
Figure 2.3. Domains of stability in the complex plane .
2.4.2 Numerical solution

Stiff problems must be solved using A-stable or A.˛/-stable algorithms. A finite
difference scheme is called A.˛/-stable if the domain of stability of this scheme in the
complex plane is restricted to within an angle ˛ (Figure 2.3): j arg. /j < ˛.
Such algorithms include Gear’s implicit schemes of high order of approximation.

High-order multistep Gear implicit schemes are constructed in a similar manner as
the Adams–Bashforth schemes, by using an interpolating polynomial for the right-
hand side function f .u; t / of equation (2.31) with the only difference that the set
of nodes used to perform the interpolation also includes node n C 1, at which the
solution is sought. The interpolating polynomial of degree m C 1 is determined by the
nodal values f .unC1 ; t nC1 /, f .un ; t n /, . . . , f .unC1m ; t nC1m /. Then, unlike the
explicit Adams–Bashforth schemes discussed in Section 2.3, one arrives at the family
of implicit .m C 1/st-order schemes
X m
unC1 un
D ai f .unC1i ; t nC1i /: (2.35)

iD0
For example, with m D 3, one obtains an implicit scheme of the fourth order of
accuracy:
unC1 un 1 nC1
D 9f C 19f n 5f n1 C f n2 : (2.36)
24
The explicit scheme employs the following nodal values: f .un ; t n /, f .un1 ; t n1 /,
. . . , f .unm ; t nm /. The sum in (2.35) starts with i D 1. If m D 3, one obtains the
third-order scheme
unC1 un 1
D 23f n 16f n1 C 5f n2 : (2.37)
12
To solve the system of implicit equations (2.36), one can use a predictor-corrector
scheme. The predictor is calculated by the explicit scheme (2.37):
uQ nC1 un 1
D 23f n 16f n1 C 5f n2 :
12
Then the solution is refined using the implicit scheme (2.36)
unC1 un 1 nC1 nC1 nC1

D 9f .uQ ;x / C 19f n 5f n1 C f n2 :
24
2.4.3 Stability analysis

Let us carry out the stability analysis for the second-order implicit Gear scheme
4 1 2
unC2 unC1 C un D f .unC2 ; t nC2 /: (2.38)
3 3 3
Suppose that the right-hand side of the linearized equation is f .u/ D u, where is
a complex number.
Then the general solution of equation (2.38) is given by
un D C1 .r1 /n C C2 .r2 /n ;
where r1 and r2 are roots of the quadratic equation

2 4 1
r 2 1 r C D 0; (2.39)
3 3 3
p
2 ˙ 1 C 2
r1;2 D ; D :
3 2
As mentioned above, the solution of equation (2.38) is of interest for stiff systems
with j j 1 for determining the structure of boundary layers. The solution of the
difference equation (2.38) approximates the exact solution u D e t of equation (2.34).
The domain j j 1 of the complex variable is called the “accuracy domain.” One
can see that, for small magnitudes of , the first root of equation (2.39) approximates
the exact solution:

r1 . / D e 1 C O. / ;

u1 D C1 .r1 /n D C1 e n 1 C O. 2 / ; t D n:
If j j 1, the second root is given by

1
r2 D C O. 2 /; u2 D C2 .r2 /n ! 0:
3
It follows that the scheme is stable for small j j. The wider the accuracy domain
j j < 0 , where the solution is approximated with the required accuracy, the better
the scheme.
The other domain is the domain of large magnitudes of : j j
1. It is called the
domain of stability (quasistationary mode). One can see from equation (2.39) that if
j j
1, the roots are small, r1 r2 .2j j/1=2 1, and hence the scheme is
stable.
However, some schemes may not be stable for all values of from the half-plane
Re < 0. For example, they may only be stable in an angular domain jarg. /j < ˛
or a domain Re < a2 . Such schemes are also suitable for obtaining slowly varying
solutions (quasistationary mode). The stability zone must contain a sufficiently wide
neighborhood of the ray Im D 0, Re < 0. For more details on the solution
methods for stiff systems, see, for example, [143].
2.4.4 Singularly perturbed systems

In many physical problems that belong to the class of stiff problems, there is a small
parameter " that appears explicitly in the system of equations. This facilitates the
integration of such systems. For example, consider the system of two equations
"uP D f .u; v/;

(2.40)
vP D '.u; v/;
which contains a small parameter " as the coefficient of the derivative uP in the first
equation; equivalently, the right-hand side can be treated as containing the large pa-
rameter L D "1
1. Both functions f .u; v/ and '.u; v/ as well as their derivatives
are quantities of the order of O.1/. The spectrum of the Jacobian matrix of the sys-
tem (2.40) is determined by the equation

Lfu Lfv
det D 0: (2.41)
'u 'v
The stiff component corresponds to the function Lfu , while the component corre-
sponding to ' is small. The quasistationary mode is determined by the equation
f .u; v/ D 0; it splits the uv-plane into two domains. The domain f .u; v/ > 0 is
stiff for 1 < 0. The theory of such systems has been well developed [143, 39].
The case of a singularly perturbed system with an explicitly occurring large pa-
rameter is similar to the general case of system (2.31) considered above. Here, the
large parameter L plays the same role as j Re max j, and the qualitative behavior of
the solution in this case is quite clear. Let us carry out the analysis of the system for a
specific example.
2.4.5 Extension of a rod made of a nonlinear viscoplastic material

Consider the problem of uniform tension of a rod made of a nonlinear viscoplastic
material with a static stress-strain diagram of the general form D s ."/ [93] shown
in Figure 2.4. The problem generates a singularly perturbed system.
Suppose that one end of the rod is subjected to a given varying tensile stress D
0 .t /, while the other end is fixed.
When written in terms of dimensionless variables, the problem can be reduced to a
system of two equations with a large parameter ı
1:
@"Np @"N @N

D D ı sign N Ô jj
N s .N"/ ;
@tN @tN N
@t
ˇ (2.42)
@
D P 0 .t /; t > 0; ˇ tD0 D 0 :
@t
The first equation of system (2.42) corresponds to the equation (1.85) solved for
viscoplastic strain rate "P p and rewritten in terms of the dimensionless variables
" t t0
N D ; "N D ; tN D ; 0 D E"0 ; ıD
1;
0 "0 t0
σ F1
A1(σ 0, σ 0/E) D
σ0
C(σ0, εc) F
B
σ 0s A
α
0
εs ε
Figure 2.4. Static s ."/ (OABCDF ) and quasistatic (OA1 CDF1 ) stress-strain diagrams of a
material; E D tan.˛/ is Young’s modulus.
where t0 is the characteristic time appearing in the function 0 .t /, is the relaxation

time of the viscoplastic material, and E is Young’s modulus in tension/compression.
The first equation in (2.42) relates the stress with the strain " in the elastovis-
coplastic material. The second equation determines the rate of change of the applied
stress. The functions of the right-hand sides, Ô .; "/ and P 0 .t /, as well as their deriva-
tives are quantities of the order of O.1/. The spectrum of the Jacobian matrix (2.41)
of the system is determined by the equation

ıˆ" ıˆ
det D .ıˆ" / D 0:
0
The parameter ı D t0 = appearing on the right-hand side of the first equation in (2.42),
equal to the ratio of the characteristic time t0 to the relaxation time , is a large quan-
tity for many materials, ı
1, and so the system of equations (2.42) is a singular
system of the form (2.40).
The function Ô is defined as
´
Ô .z/ D ˆ.z/; z > 0;
0; z 0:
This means that the plastic strain rate is zero, "Pp D 0, for jj < s ."/, and hence the
stress is related to the strain by Hooke’s law N D "N in dimensionless variables.
Taking into account that
dz @s
ˆ " D ˆz D ˆz ;
d" @"
one can see that the system is stiff if ds =d " > 0 and non-stiff if ds =d " 0 with
ˆz > 0.
The field of integral curves in the phase plane -" is easy to analyze. The curve
D s ."/ divides the plane into two parts, with s ."/ > 0 to the left of it and
"Pp D 0 to the right.
Beyond the small neighborhood O.ı1 / of the curve D s ."/, the direction field
of integral curves is almost horizontal and the rate of change of " is very large (of the
order of O.ı 1 /) and increases with ", so that the plastic strain increases rapidly. In
a short time O.ı 1 /, the rod passes, along an almost horizontal line, from the state
A1 .0 ; 0 =E/ to a state C.0 ; "C / in a neighborhood of the curve D s ."/. In
this neighborhood, P D O.1/ and "P D O.1/, since ˆ.z/ D O.ı 1 /, and so the
stress-strain state changes along the raising branch CD of the curve D s ."/ to
the point D, where ds =d " D 0. The subsequent motion along the falling branch of
the curve becomes unstable, the system loses stiffness, and the motion occurs rapidly
along the horizontal line to the point F1 , as shown in Figure 2.4.
In order to characterize the variation of " on the interval of rapid change from
A1 .0 ; 0 =E/ to C.0 ; "C /, it suffices to set D 0 in the first equation of (2.42)
and integrate the resulting system to obtain
Z "
d" d"
D ı ˆ 0 s ."/ ; tN D ;
dt "0 ı ˆ 0 s ."/
where it has been taken into account that "0 D 0 =E at the initial time, since, as
follows from (2.42), the instantaneous deformation occurs by Hooke’s law.
At the point ." D "C ; 0 D s ."C //, depending on the asymptotic behavior of the
function ˆ.z/ D az ˛ as z ! 0, the integral is convergent for ˛ < 1 and divergent for
˛ 1. Accordingly, the time in which " ! "C is either finite or infinite on the scale
O.ı 1 /. However, with ˛ 1 too, " tends to "C in an exponentially fast manner, with
the “effective time” of the passage being always a finite quantity on the scale O.ı1 /.
If the passage occurs from a point of instability, this indicates the existence of an
internal boundary layer. The point at which it begins is determined by D C and
" D "C at t D t C and the transition time to the stable branch is calculated from
Z "
d"
t tC D
C ."/
:
"C ı ˆ s
Thus, if the rod is subjected to a slow tensile stress, the quasistationary dependence
D ."/ will be represented by the curve OA1 CDF1 in Figure 2.4. This dependence
is characterized by an increase in the yield stress, as compared with the stationary
dependence D s ."/, and the appearance of a plato of ideal sliding.
Section 2.5 Finite difference schemes for 1D partial differential equations 95
2.5 Finite difference schemes for one-dimensional partial

differential equations
Let us consider the simplest finite difference schemes for evolution partial differential
equations in one space coordinate and time – the wave equation (hyperbolic type) and
unsteady heat equation (parabolic type).
2.5.1 Solution of the wave equation in displacements. The cross scheme

The one-dimensional wave equation in terms of the displacement has the form
@2 u 2
2@ u
a D b: (2.43)
@t 2 @x 2
The initial conditions are specified using two functions:
ˇ
@u ˇˇ
u.x; 0/ D u0 .x/; D v0 .x/:
@t ˇ tD0
Let us make use of the simplest explicit three-layer second-order cross scheme,
whose stencil consists of five nodes as shown in Figure 2.5:
uinC1 2uni C un1
i
un 2uni C uni1
2 iC1
D a : (2.44)
t 2 x 2
Definition 2.1. The stencil of a finite difference scheme is the arrangement of grid
points involved in a difference equation serving to obtain the solution at the point of
interest on the .n C 1/st layer.
The order of approximation of the difference equation (2.44) is O.t 2 C x 2 /:
ˇ ˇ 2 ˇn ˇ
@2 u ˇˇn 1 @4 u ˇˇn t 2 4 2 @ uˇ 1
ˇ @4 u ˇˇn x 2 4
C 4ˇ C O.t / D a C 4ˇ C O.x /
@t 2 ˇi 2Š @t i 4Š @x 2 ˇi 2Š @x i 4Š
To start the computation based a three-layer scheme, one should known the nodal
values at the first two layers, whereas the initial conditions of the Cauchy problem are
specified by two functions, u D u0 .x/ and v D v0 .x/, a layer n D 0. The second
condition can be used to obtain the value of u1 at layer n D 1.
In order to start the computation of the first time step, one should determine u1i
from the condition for the initial speed u0i u1 0
i =t D vi , whence follows ui
1
accurate to the first order, O.t /. Accordingly, the solution of the Cauchy prob-
lem (2.43)–(2.44) will have the first order of approximation.
For a second-order approximation, condition (2.44) must be approximated by a
second-order expression. Let us make use of the expansion term
ˇ ˇ
u0i u1
i 0
ˇ
00 ˇ t 0 2
ˇ
00 ˇ t
D vi C u t t ˇ D vi C a uxx ˇ Cb C O.t 2 C x 2 /;
t tD0 2 tD0 2
n+1 n+1
n n
n–1 n–1
i–1 i i+1 i–1 i i+1
(a) (b)
Figure 2.5. Cross (a) and leapfrog (b) schemes. The solid line indicates the spatial derivative
and the dashed line corresponds to the time derivative. The solid circles indicate known data
and the shaded circles correspond to unknown data.
where the expression of u00t t had

ˇ been by obtained by substituting the derivative of the
second initial condition, u00xx ˇ tD0 , into the original equation (2.44). Then the solution
of the original problem will have the order O.t 2 C x 2 /.
2.5.2 Solution of the wave equation as a system of

first-order equations (acoustics equations)
The complete system of equations describing the propagation of longitudinal waves
in an elastic bar consists of the equation of motion, the compatibility equation be-
tween the strains and strain rates, and Hooke’s law. In the case of uniaxial ten-
sion/compression, the system has the form
@v @ @" @v
D C b; D ; D E" (2.45)
@t @x @t @x
where is density, b is the mass force, and E is Young’s modulus.
Having eliminated the stress , one can rewrite the system as two simultaneous
wave equations for the strain rate v and strain ":
@v @" @" @v
D a2 Cb .a2 D E=/; D : (2.46)
@t @x @t @x
Equations (2.46) can be approximated on a rectangular grid in the xt -plane. Let x
denote the step size in the x-direction and t denote that in time t . The subscript i will
refer to grid points along the x-coordinate and n will refer to points in t (Figure 2.6).
2.5.3 The leapfrog scheme

The leapfrog scheme has the form
vinC1 vin1 "n "ni1

2 iC1
Da C bin
2t 2x
"inC1 "n1 v n vi1
n
i
D iC1
2t 2x
Unlike the cross scheme, the stencil of the leapfrog scheme does not involve the cen-
tral point .xi ; t n /.
The order of approximation is O.t 2 C x 2 /. For example, the first equation of
the system can be represented as
ˇ ˇ ˇn ˇ
@v ˇˇn @3 v ˇˇn t 2 4 2 @" ˇ
ˇ @3 " ˇˇn t 2 4
C C O.t / D a C C O.t / C b:
@t ˇi @t 3 ˇi 3Š @x ˇi @x 3 ˇi 3Š
The scheme has three layers and so the initial step should be calculated with any
two-layer scheme; for example, the Lax scheme can be used.
n+1 n+1
1
n+–
2
n n
1 1
i–1 i i+1 i–1 i––
2 i i+–
2 i+1
(a) (b)
Figure 2.6. Stencils of the Lax–Friedrichs (a) and Lax–Wendroff (b) scheme. The solid
line indicates the spatial derivative and the dashed line shows the time derivative. The solid
circles, shaded circles, and diamonds indicate known data, unknown data, and auxiliary nodes,
respectively.
2.5.4 The Lax–Friedrichs scheme

A stencil can involve two or more layers in time t . Let us approximate system (2.46)
using a two-node stencil in x (Figure 2.6a) with nodes i C 1 and i 1 used at the nth
layer:
vinC1 viC1=2
n
"niC1 "ni1 "inC1 "niC1=2 n
viC1 n
vi1
D a2 ; D ; (2.47)
t 2x t 2x
where
1 1
viC1=2 D .viC1 C vi1 /; "iC1=2 D ."iC1 C "i1 /:
2 2
The scheme (2.47) is known as the Lax–Friedrichs scheme.
Let us determine the order of approximation of this finite difference scheme in x
n , vn
and t . Expanding viC1 , etc. in Taylor series at point .i; n/ gives
iC1=2
ˇ ˇ ˇ
@v ˇˇn @2 v ˇˇn t @2 v ˇˇn x 2 2 x 4
C C C O t C
@t ˇi @t 2 ˇi 2 @x 2 ˇi 2t t
ˇn ˇ
2 @" ˇ
ˇ @3 " ˇˇn x 2 4
Da C 3ˇ C O.x /:
@x ˇi @x i 3Š
It follows that the local approximation has the order o.t C x 2=t /. The term
o.x 2=t / tends to zero only if the order of x 2 is less or equal to the order of t
as x ! 0 and t ! 0. This kind of approximation is called conditional.
2.5.5 The Lax–Wendroff Scheme

Let us use a three-point stencil in x with points i 1, i , and i C 1 to obtain another
finite difference scheme:
vinC1 vin "nC1 "ni1 "inC1 "ni v nC1 vi1
n
D a2 iC1 ; D iC1 : (2.48)
t 2x t 2x
Determine the approximation order of this scheme:
ˇ ˇ ˇn ˇ
@v ˇˇn @2 v ˇˇn t 2 2 @" ˇ
ˇ @3 " ˇˇn x 2 4
C C O.t / D a C C O.x / ;
@t ˇi @t 2 ˇi 2 @x ˇi @x 3 ˇi 3Š
ˇ ˇ ˇ ˇ
@" ˇˇn @2 " ˇˇn t 2 @v ˇˇn @3 v ˇˇn x 2
C 2ˇ C O.t / D C 3ˇ C O.x 4 /:
@t ˇi @t i 2 @x ˇi @x i 3Š
It is clear that the expansion at point .i; n/ gives the approximation order O.t C
x 2 /.
In order to obtain a second-order approximation in both t and x, let us ex-
@2 t @2
press the residual terms t2 @t 2 " and 2 @t 2 v on the right-hand sides of the equations
in (2.48) in terms of the second derivatives with respect to x using the original system
of equations (2.46) and approximate the resulting expressions of the second deriva-
tives by finite differences up to o.x 2 / to obtain
t @2 " t a2 @2 " t a2
D D ."iC1 2"i C "i1 / C O.x 2 /;
2 @t 2 2 @x 2 2 x 2
t @2 v t a2 @2 v t a2
2
D 2
D .viC1 2vi C vi1 / C O.x 2 /:
2 @t 2 @x 2 x 2
Finally, the finite difference scheme becomes
vinC1 vin t a2 n n n
"nC1 "ni1
2 iC1
.v 2v C v / D a
t 2 x 2 iC1 i i1
2x (2.49)
nC1 n 2 nC1 n
"i "i t a n n n
v iC1 vi1
." 2" C " / D
t 2 x 2 iC1 i i1
2x
It readily follows from (2.48) that the order of approximation on solutions to sys-
tem (2.46) is now o.t 2 C x 2 /.
Here the concept of approximation has been narrowed down to the class of exact
solutions to the differential equations (2.46). In this case, the notion “consistency
condition” is used instead of the notion “approximation condition” (see [148]). Just
as the approximation condition, the consistency condition indicates how well the exact
solution satisfies the finite difference equations.
The finite difference scheme (2.49) is known as the Lax–Wendroff scheme. The
same scheme can be obtained in a different way, by introducing an intermediate layer
numbered n C 12 and using a two-step predictor-corrector scheme (Figure 2.6b). In
the first half-step (predictor), one finds the solutions at points i C 1=2 and i 1=2 by
the Lax–Friedrichs scheme (2.47) and then computes the final solution at layer n C 1
by the leapfrog scheme (corrector):
nC1=2 nC1=2 nC1=2 nC1=2
vinC1 vin "iC1=2 "i1=2 "inC1 "ni viC1=2 vi1=2
D a2 I D
t 2x t 2x
By eliminating the quantities at the points with half-integer indices, one gets
n n n
vinC1 vin " "ni1 t a2 viC1 2vin C vi1
D a2 iC1 C
t 2x 2 x 2
(2.50)
"inC1 "ni n
viC1 n
vi1 t a2 "niC1 2"ni C "ni1
D C
t 2x 2 x 2
The resulting two-step scheme (2.50) coincides with second-order Lax–Wendroff
scheme (2.49).
2.5.6 Scheme viscosity

The Lax–Friedrichs (2.47) and Lax–Wendroff (2.49), (2.50) difference equation con-
tain additional terms, which correspond viscosity. This means that a finite differ-
ence schemes brings a small numerical viscosity into the differential equation; this
viscosity significantly affects discontinuous solutions. If a scheme is of the first or-
der, the scheme viscosity of the first order results in monotone smoothing of solution
discontinuities. The second-order viscosity of second-order schemes results in non-
monotone discontinuity profiles. For details on the effect of the scheme viscosity, see
Section 5.5, “Differential approximation for difference equations.”
2.5.7 Solution of the wave equation. Implicit scheme

A second-order scheme with accuracy O.t 2 C x 2 / can be constructed using the
four-point stencil shown in Figure 2.7a, where two nodes are used on layers n and
n C 1 each and the derivative with respect to x in (2.46) is approximated as
@v v nC1 vinC1 v n vin

D iC1 C .1 / iC1 ; 01
@x x x
nC1 n nC1
!
viC1=2 viC1=2 "iC1 "inC1 "niC1 "ni
D a2 C .1 /
t x x
(2.51)
nC1
"iC1=2 "niC1=2 nC1
viC1 vinC1 n
viC1 vin
D C .1 /
t x x
1
viC1=2 D .viC1 C vi /
2
If D 1=2, the approximation has the second order of accuracy, which is easy to
prove by expanding all quantities in Taylor series at point .i C 1=2; n C 1=2/.
n+1 n+1
n n
1
i i +–
2
i+1 i–1 i i+1
(a) (b)
Figure 2.7. Stencils of implicit schemes for the first (a) and second (b) derivatives.
2.5.8 Solution of the wave equation. Comparison of explicit and

implicit schemes. Boundary points
The scheme (2.51) is considerably different from the previous schemes (2.47)–(2.50):
at the upper layer n C 1, either equation involves two variables rather than one and
the complete system of equations for the .n C 1/st time layer does not split into a
system of recurrence equations. Such schemes as called implicit in contract with
explicit schemes where the solution is determined at each point of the .n C 1/st layer
independently of the other points of this layer, which implies that the matrix of the
system of equations for the quantities with index n C 1 has a diagonal form.
Explicit schemes enable one to calculate the solution at the .n C 1/st time layer
one the solution at all points of the previous nth layer is known; in other words, such
schemes allow one to solve difference Cauchy problems or problems with periodic
boundary conditions specified at the endpoints of a segment of the x-axis.
Solving an initial-boundary value problem, where boundary conditions are spec-
ified at the endpoints x D 0 and x D 1 in addition to initial conditions, requires
constructing special schemes for these points. A scheme that serves to determine the
solution at internal points of the segment is unsuitable for the endpoints, since one or
more points of the stencil turn out to be beyond the segment.
Implicit schemes involve two or more points at the .n C 1/st layer, which results
in a system of algebraic equations for determining the values of quantities at these
points; to close this system, boundary conditions are required. The solution can only
be obtained for all points of the .n C 1/st time layer simultaneously once the system
of algebraic equations has been solved. This property of implicit schemes contradicts
the property of the wave equation that the solution at a point .x; t / of the bar is in-
dependent of the solution at other points at the same time instant t , since the speed
of propagation of perturbations through an elastic body is finite. In what follows, this
issue will be investigated in more detail; for the time being, this contradiction will be
ignored.
Implicit schemes involve two or more points at the .n C 1/st layer, which results
in a system of algebraic equations for determining the values of quantities at these
points; to close this system, boundary conditions are required. The solution can only
be obtained for all points of the .n C 1/st time layer simultaneously once the system
of algebraic equations has been solved. This property of implicit schemes contradicts
the property of the wave equation that the solution at a point .x; t / of the bar is in-
dependent of the solution at other points at the same time instant t , since the speed
of propagation of perturbations through an elastic body is finite. In what follows, this
issue will be investigated in more detail; for the time being, this contradiction will be
ignored.
Boundary points of hyperbolic equations should be treated with the aid of relations
along characteristics (see Section 5.2).
2.5.9 Heat equation

Consider a family of finite difference schemes for the heat equation

@T @ @T
c D K C !:
@t @x @x
For K D const, it can be rewritten as
@T @2 T !
DA 2 C (2.52)
@t @x c
where c is the linear specific heat, is the linear density, K > 0 is the thermal
conductivity, ! is the power of heat sorces/sinks, and A D K=.c/.
Initial conditions:
T .t0 ; x/ D T0 .x/I
Mixed boundary conditions at the left, xL , and right, xR , boundaries:

ˇ
@T ˇˇ
˛L T .xL / C ˇL D L ;
@x ˇxDxL
ˇ (2.53)
@T ˇˇ
˛R T .xR / C ˇR D R :
@x ˇxDxR
The second derivative will be approximated using a six-node stencil (Figure 2.7b)
that uses nodes i 1, i , and i C 1 at layers n and .n C 1/ in time (we restrict ourselves
to the homogeneous equation):
TinC1 Tin T nC1 2TinC1 C Ti1

nC1 n 2T n C T n
TiC1
D A iC1 C .1 /A i i1
:
t x 2 x 2
(2.54)
For 0 < 1, the scheme is implicit and has the order O.x 2 C t /. At D
0, the scheme becomes explicit. At D 12 , the scheme has the second order of
approximation O.x 2 C t 2 /.
n+1 n+1
n+1
n n n
i–1 i i+1 i–1 i i+1 i–1 i i+1
(a) (b) (c)
Figure 2.8. Six-node stencil for the heat equation; (a) explicit scheme, (b) implicit scheme,
(c) Crank–Nicolson scheme. Solid circles correspond known data and shaded circles indicate
unknown data.
2.5.10 Unsteady thermal conduction. Explicit scheme (forward Euler

scheme)
An explicit scheme follows from (2.54) with D 0:
TinC1 Tin T n 2Tin C TiC1
n
D A i1 ; (2.55)
t x 2
t
TinC1 D Tin C C.Ti1
n
2Tin C TiC1
n
/; where C D A :
x 2
The approximation order is O.x 2 C t /.
2.5.11 Unsteady thermal conduction. Implicit scheme (backward Euler

scheme)
An implicit scheme follows from (2.54) with D 1:
TinC1 Tin T nC1 2TinC1 C TiC1

nC1
D A i1 ; (2.56)
t x 2
nC1 t
C Ti1 C .1 C 2C /TinC1 C TiC1
nC1
D Tin ; where C D A :
x 2
The approximation order is O.x 2 C t /.
2.5.12 Unsteady thermal conduction. Crank–Nicolson scheme

The Crank–Nicolson scheme follows from (2.54) with D 1=2
" nC1 #
TinC1 Tin 1 Ti1 2TinC1 C TiC1nC1 n 2T n C T n
Ti1 i iC1
D A C (2.57)
t 2 x 2 x 2
C nC1 C nC1 C nC1 C nC1
Ti1 C .1 C C /TinC1 TiC1 D Ti1 C .1 C /TinC1 C TiC1 ;
2 2 2 2
where C D A t =x 2 . The approximation order is O.x 2 C t 2 /.
There are other explicit scheme for the heat equation. These are listed below.
2.5.13 Unsteady thermal conduction. Allen–Cheng explicit scheme
TinC1 Tin T n 2TinC1 C TiC1

n
D A i1 ; (2.58)
t x 2
t
.1 C 2C /TinC1 D Tin C C.Ti1
n n
C TiC1 /; where C D A :
x 2
O.x 2 C t C t =x 2 /, which means that the scheme approximates the original
equation conditionally at t x 2 .
2.5.14 Unsteady thermal conduction. Du Fort–Frankel explicit scheme
TinC1 Tin1 T n .TinC1 C Tin1 / C TiC1

n
D A i1 (2.59)
2 t x 2
1 C n1 C t
TinC1 D Ti C n
.Ti1 n
C TiC1 /; where C D 2A :
1CC 1CC x 2
The approximation order is O.x 2 Ct 2 Ct 2 =x 2 /, which means that the scheme
approximates the original equation conditionally at t x.
To initiate the computation (to obtain layer n D 1), one has to use a two-layer
scheme.
n+1
n+1 n
n n–1
i–1 i i+1 i–1 i i+1
(a) (b)
Figure 2.9. Stencils of explicit schemes for the heat equation; (a) Allen–Cheng scheme,
(b) Du Fort–Frankel scheme. The solid line indicates the space derivative and the dashed line
shows the time derivative. Solid circles correspond known data and shaded circles indicate
unknown data.
2.5.15 Initial-boundary value problem of unsteady thermal conduction.

Approximation of boundary conditions involving derivatives
One can easily see that if problem (2.52) is solved on the interval x 2 Œ0; 1 on a
grind with nodes i D 1; : : : ; N , then one can only write out N 2 difference equa-
tions (2.54) with 0 < 1 for nodes i D 2; : : : ; N 1. For the system to be closed,
two more equations must be added, which follows from the boundary conditions at
the specified endpoints x D 0 and x D 1; then the number of equations will equal the
number of unknowns.
The simplest approximation of the boundary has the first order of approximation in
space, O.x/:
T1nC1 T0nC1
at x D xL : ˛0nC1T0nC1 C ˇ0nC1 D 0nC1 I
x
nC1
nC1 nC1 nC1 TN TNnC1
1 nC1
at x D xR : ˛N T N C ˇN D N :
x
The approximation order of a boundary value problem is determined by the least ap-
proximation order of the equations and boundary conditions. Accordingly, if a bound-
ary condition contains a derivative, the entire problem becomes first-order accurate in
the space coordinate.
Let us derive a second-order approximation of the right boundary condition. By
expanding TNnC1
1 (adjacent to the right boundary node) into a Taylor series in x around
the endpoint x D xR along the exact solution up to the second derivative inclusive,
we obtain
ˇ ˇ
nC1 nC1 nC1 @T ˇˇnC1 @2 T ˇˇnC1 x 2
TN 1 D T .t ; xR x/ D TN x C 2 ˇ C O.x 3 /
@x ˇN @x N 2
ˇ ˇ
@T ˇˇnC1 TNnC1 TNnC1 @2 T ˇˇnC1 x 2
) D 1
C 2ˇ C O.x 2 /:
@x ˇ N x @x N 2
Expressing the second spatial derivative from the differential equation,
@2 T .t; x/ 1 @T .t; x/ !
D
@x 2 A @t c
ˇ ˇ nC1
@2 T ˇˇnC1 1 @T .t; x/ ˇˇn!nC1 !N 1 TNnC1 TNn nC1
!N
) D D ;
@x 2 ˇN A @t ˇN c A t c
ˇnC1 ˇ
nC1 @T ˇnC1
and substituting @T ˇ into the boundary condition ˛NnC1 nC1
TN C ˇN D
@x N @x N
nC1
N , we arrive at the difference equation
! !
nC1
nC1 nC1 nC1 TN TNnC1
1 1 TNnC1 TNn !NnC1
x nC1
˛N TN C ˇN C D N ;
x A t c 2
!
nC1 nC1
nC1 ˇ ˇ x
˛N C N C N TNnC1 ˇNnC1 nC1
TN 1
x A 2 t
!
nC1
nC1 nC1 x 1 !
D N C ˇN Tn C N :
2 A t N c
For the heat equation, the use of implicit finite difference schemes is physically
relevant, since thermal perturbations propagate with an infinite speed and all points
of the bar at time t influence one another. It is the explicit scheme, with D 0,
that is physically irrelevant for the heat equation in contrast with the wave equation.
However, this property is only essential for rapidly changing or high-frequency solu-
tions. For smooth low-frequency solutions, there is no significant difference between
explicit and implicit schemes in such problems.
It is noteworthy that by increasing the number of points in the stencil, one can in-
crease the order of approximation but this will significantly complicate the system
of difference equations and its analysis. For this reason, increasing the order of ap-
proximation is not always beneficial (see Richardson’s extrapolation formula in Sec-
tion 2.1). In what follows, the evolution equations will as a rule be approximated
using two-layer schemes of the first or second order of accuracy.
2.6 Stability analysis for finite difference schemes

A two-layer system of difference equations can be written in the general form
B1 unC1 B0 un D 0
or, more precisely,

N
X N1
X
ˇ ˇ
B1 T ˇ .unC1 / B0 T ˇ .un / D 0; (2.60)
ˇ D0 ˇ D0
ˇ ˇ
where T ˇ .u/ D u.x C ˇh/ is a translation operator along the x-axis, B0 and B1 are
square matrices having the same dimension as the vector of unknowns u, with entries
being constant but, possibly, dependent on the step sizes and h, and ˇ is an integer.
For an explicit scheme, the number of points N D 1 and the matrix B1 is diagonal,
implicit schemes have involve several points adjacent to xi .
By applying the Fourier transform in x to equation (2.60),
Z 1
1
O
u.k/ D u.x/ e ikx dx;
2 1
where the hat over a symbol denotes a Fourier transform in the plane of the complex
variable k, and taking into account the translation operator is transformed as
Z 1
ˇ 1
O
T .u/ D u.x C ˇh/ e ikx dx D eikˇ h u.k/;
O
2 1
one obtains
H1 uO nC1 .k/ H0 uO n .k/ D 0; (2.61)
where
N
X N
X
ˇ ˇ
H1 D Bi exp.iˇhk/; H0 D B0 exp.iˇhk/;
ˇ D0 ˇ D0
and k is the Fourier transform parameter.

Solving (2.61) for uO nC1 gives the following system of recurrence equations for the
transforms uO nC1 :
uO nC1 .k/ D G.; h; k/Oun .k/; (2.62)
Section 2.6 Stability analysis for finite difference schemes 107
where G D H1 H0 is the transformation matrix from layer n to layer n C 1 in the

space of Fourier transforms. By applying n times the operator G to uO 0 .k/, one obtains
the solution at the .n C 1/st layer in the product form
uO nC1 .k/ D Gn .; h; k/Ou0 .k/: (2.63)
2.6.1 Stability of a two-layer finite difference scheme

In this subsection, we use the notion of stability essentially equivalent to that given
above in Section 2.2 but in a different formulation, more convenient for further treat-
ment [147].
A finite difference scheme (2.60) will be called stable if there are some 1 > 0 and
T > 0 such that the infinite set of the transformation operators
Gn .; k/ with 0 < < 1 and 0 n T
is uniformly bounded, kGn .; k/k < C , where the constant C is independent of
and k. This condition is necessary and sufficient for the stability.
Equation (2.61) is the analogue of (2.60) in the space of Fourier transforms and
G.; k/ is a matrix dependent on the transform parameter k. The stability condition
requires that the matrix operators Gn .; k/ for all n are uniformly bounded on a finite
interval of t for any k.
For a matrix A.k/, its norm kA.k/k is defined as
jA.k/ vj
kA.k/k D max (2.64)
V ¤0 jvj
where jvj D .†vi2 /1=2 is the magnitude of the vector.

The spectral radius of a matrix A is the number R D max ji j, where i are
eigenvalues of A. It is clear that R kAk. The spectral radius Rn of the matrix An
equals Rn D Rn . Furthermore,
jA.Av/j jA.Av/j jAvj jAvj jAvj
kA2 k D max D max max D kAk2 ;
v¤0 jvj v¤0 jAvj jvj v¤0 jvj jvj
since the space of vectors v is wider than Av.

Hence, kGn .; k/k kGkn and Rn kGn k kGkn .
2.6.2 The von Neumann stability condition

A necessary stability condition is the condition of existence of a constant C that
bounds the spectral radius of the matrix Gn .; k/:
R n .; k/ C;
T
R.; k/ C 1=n ; 0n :

In particular, the condition
R C =T
must hold. On a finite interval 0 < < 1 , the exponential function of on the
right-hand side of the inequality must be bounded by a linear function:
R C =T 1 C C1 :
It follows that the necessary stability condition for the finite difference scheme holds
if all eigenvalues of the transformation matrix G satisfy the condition
R D max ji j 1 C O. /; (2.65)

i
which was obtained by von Neumann and is known as the von Neumann stability
condition.
If the complex matrix G is normal, i.e., it commutes with its conjugate transpose,
GG D G G, then the spectral radius is equal to the norm of G and the von Neumann
condition is not only necessary but also sufficient.
Note that if one searches for a solution to the original difference equation (2.60) in
the form
unmCˇ D u0m .k/n exp.iˇkh/
and substitutes this expression into the original system of difference equations to
obtain
ŒE G.k/ u0m D 0;
where E is the identity matrix, one immediately arrives at the characteristic equation
of the matrix G.; k/,
detŒE G.k/ D 0;
which serves to determine the eigenvalues of G. This technique is practically useful
in analyzing the stability of finite difference schemes.
Below we analyze the stability of the schemes presented in Section 2.4.5 for the
acoustics and heat equations, whose approximation was studied there.
2.6.3 Stability of the wave equation

Let us apply the von Neumann spectral stability analysis to the wave equation in
displacements (2.44). The solution is sought in the form
nC1
umC1 D q n uO 0 e ik.xm Ch/ :
Substituting into (2.44) yields

1 nC1 E
uO 0 2
.q 2q n C q n1 / D 2 uO 0 q n eikh 2 C eikh :
h
Since
1
e ikh 2 C eikh D 2 cos.kh/ 2 D 4 sin2 . kh/;
2
we get
2 E 2
2 1

q 2q 1 2 sin kh C 1 D 0:
h2 2
By Vieta’s formula, the product of the roots of this quadratic equation is q1 q2 D 1.
It follows that the stability condition jqj 1 can be satisfied in the only case jq1 j D
jq2 j D 1. If the equation coefficients are real, this means that the roots must form a
complex conjugate pair; in this case, the discriminant must be negative:
ˇ ˇ
ˇ ˇ
ˇ1 2 E sin2 kh ˇ < 0:
ˇ h 2 ˇ
For this inequalitypto hold for any k, it is necessary and sufficient that the Courant
condition = h =E D 1=a is satisfied, which implies that the scheme is condi-
tionally stable.
2.6.4 Stability of the wave equation as a system of first-order equations.

The Courant stability condition
Consider the Lax scheme. Substituting
nC1
umCˇ D nC1 u0m exp.i khˇ/
into (2.47) yields

i
"0 . cos kh/ v0
sin kh D 0;
h (2.66)
i
v0 . cos kh/ "0 a2 sin kh D 0:
h
From the condition that the determinant of system (2.66) must vanish, one obtains
a2 2
. cos kh/2 C sin2 kh D 0;
h2
a
D cos kh ˙ i sin kh; (2.67)
h
a
jj 1 if 1;
h
which means that the scheme is stable.
The condition a= h 1, called the Courant condition [29], is a necessary con-
dition of stability. The Courant condition is also known as the Courant–Friedrichs–
Lewy (CFL) condition. It relates the space step size to the time step and holds for
any hyperbolic equation. The condition has he meaning that the time step must be
chosen so as not to reduce the domain of dependence of the solution at the point x on
layer n C 1 of the difference equation as compared with the domain of dependence
of the differential equation, which is determined by the slope of the characteristics
issuing from the point x until they meet the nth layer (Figure 2.10).
This condition admits a simple physical interpretation. If the condition is vio-
lated and the characteristics of equations (2.46) pass as shown by dashed lines in
Figure 2.10, the deviation of the solution to the difference equation from that to the
differential equation can be made arbitrarily large. To this end, one should apply
sufficiently large perturbations at the segments Ai and .i C 1/A1 (shaded areas in
Figure 2.10), which are beyond the domain of definition of the difference equation
and, hence, have no effect on the solution at the point O. This means that the solution
is unstable.
O 1
i +–
2, n + 1
α
n
1 A1
A i h i+–
2 i+1
Figure 2.10. Domains of dependence of a solution to a differential equation (solid character-

istic lines) and a difference equation (dashed lines).
Let us prove that for the wave equation (2.66), the matrix G is normal, and hence the
Courant condition in (2.67) is not only necessary but also sufficient for convergence.
Indeed, it is easy to verify that the matrix
!
cos kh hi sin kh
GD 2
a h i sin kh cos kh
can be symmetrized with the change of variables v0 D v1 a and "0 D "1 to obtain
!
cos kh ah i sin kh
G1 D :
ah i sin kh cos kh
It is obvious that G1 G1 D G1 G1 .

Now let us investigate the stability of the difference equation (2.48), which differs
from (2.47) in only that the difference derivative with respect to t is calculated using
the value at the middle point i on the nth layer rather than the half-sum at point i C 1
and i 1, as in (2.47). We have
i
"0 . 1/ v0 sin kh D 0;
h
i
v0 . 1/ "0 a2 sin kh D 0;
h (2.68)
2 2
2 a 2
det G D . 1/ C 2 sin kh D 0;
h
a
D1˙i sin kh:
h
It is apparent that the von Neumann condition (2.65) is violated, jj > 1, and the
scheme is unstable.
Lax–Wendroff scheme. Let us analyze the stability of the scheme (2.49). The equa-
tions involve a finite difference representation of the second derivative. Since this
representation is frequently used in what follows, let us introduce a special designa-
tion for it:
umC1 2um C um1
ƒum D :
h2
Its Fourier transform is
i kh
2 C e i kh 2.1 cos kh/ 4
O m D uO m e
ƒu D uO m D 2 uO m sin2
kh
: (2.69)
h2 h2 h 2
Then, for (2.49) one finds that

2 2 kh
. 1/ sin v0 . i sin kh/"0 D 0;
2 2 2 2 a2
D : (2.70)
2 2 kh h2
. i sin kh/v0 C . 1/ sin "0 D 0;
2 2
Equating the determinant with zero gives
1;2 D 1 2 .1 cos ˛/ ˙ i sin ˛; ˛ D kh;

˛ ˛ ˛ 1=2
1;2 D 1 2 2 sin2 ˙ 2i sin 1 sin2 ; (2.71)
2 2 2
˛
jj2 D 1 4 2 .1 2 / sin4 1;
2
where is the Courant number. As ˛ varies in the range 0 ˛ 2, the quantity jj
describes, in the complex plane, an ellipse that lies within the unit circle jj D 1 if
< 1. For D 1, the ellipse becomes the unit circle, which indicates that the scheme
in nondissipative and so the amplitude of each Fourier component is preserved exactly.
Here also GG D G G and the Courant condition is sufficient for stability.
2.6.5 Stability of schemes for the heat equation

Now let us investigate the stability of the finite difference scheme (2.54) for the heat
equation (2.52) in dimensionless variables
TmnC1 Tmn
D ƒTmn C .1 /ƒTmnC1 : (2.72)

Searching for a solution in the form
nC1
TmCˇ D Tm0 nC1 exp.i khˇ/
and using formula (2.69), one obtains

4 h i
2 ˛ 2 ˛
1D sin C .1 / sin ;
h2 2 2
4 ˛
Œ1 C .1 /p 2 D 1 p2 ; where p2 D 2 sin2 ; (2.73)
h 2
1 p 2 C p 2 p 2 p2
D D 1 :
1 C .1 /p 2 1 C .1 /p 2
From (2.73) it follows that the von Neumann condition is satisfied if
p2
0 2: (2.74)
1 C .1 /p 2
Inequalities (2.74) must hold for any p in order to avoid any restrictions on the time
step . The left inequality holds for any 0 < < 1, while the right inequality provides
a constraint on 1 :
2p2 .1 / C 2 p 2 : (2.75)
It follows that the condition 12 must hold.
To summarize, the scheme is unconditionally, or absolutely stable if 12 and
is only conditionally stable if > 12 . For example, an explicit scheme with D 1
implies
4 ˛
D1 sin2 :
h2 2
Consequently, for the von Neumann condition to be satisfied it is necessary that, in
2
dimensional variables, h2 . This is a very strict constraint on the time step, which
results in a too small step size in time, so that the finite difference scheme for the heat
equation becomes inefficient. On the other hand, although the implicit scheme (2.72)
with 1=2 does not lead to any restrictions on the time step, it makes it necessary
to solve a system of algebraic equations at each step.
2.6.6 The principle of frozen coefficients

The above spectral method was developed for studying linear constant-coefficient
equations. However, it turns out to be helpful also for stability analysis of a much
wider class of problems for linear and nonlinear equations. In nonlinear equations
and linear variable-coefficient equations, the stability analysis should be performed
using the following rule: all coefficients dependent on the variables x and t and the
unknown u are assumed to be constant, or, as is often said, “frozen.” Then the equa-
tion becomes a linear constant-coefficient equation, which is further analyzed using
the spectral method. In this case, the stability condition will depend on the frozen
coefficients and, hence, on x, t and u. The time step must be chosen so as to satisfy
the stability condition for all values of the coefficients involved in the computation.
For example, let us consider the following nonlinear heat equation with thermal
conductivity dependent on the coordinates and temperature, D .t; x; T /:

@T @ @T
D .t; x; T / C q.t; x; u/:
@t @x @x
n ; x n ; T n / in the same way as in
The analysis is carried out with .t; x; T / D .tm m m
the previous example by assuming that is constant and dependent on t , x, and T as
parameters.
Let us investigate the stability of the explicit scheme. The function q.t; x; u/ on
the right-hand side of the equation does not affect the stability and, hence, can be
neglected. Consequently, for fixed we have

TmnC1 Tmn n n n
D 2 Tm1 2Tm C Tm1 :
h
The stability condition is satisfied if
h2 h2
: (2.76)
2.t; x; T / 2 max.x;T / .t n ; x; T /
This rule is known as the principle of frozen coefficients.
It follows that the time step at each layer t n can vary and is determined by
max.x;T / .tn ; x; T /. This can significantly restrict if .x; T / assumes a large value
in a small region while being small in the rest of the bar, where the computation can
be performed with a larger step than prescribed by condition (2.76). For this reason,
it is desirable to obtain an explicit but unconditional scheme, which would be much
more efficient. Is it possible to construct such a finite difference scheme?
To answer this question, let us approximate the heat equation (2.52) with the
Dufort–Frankel three-layer scheme (2.59)
TmnC1 Tmn1 T n TmnC1 Tmn1 C Tm1

n
D mC1 : (2.77)
2 h2
This scheme uses a five-point cross stencil; its specific feature is that the second
derivative on the right-hand side is approximated in an unusual way. In the usual
representation of the second derivative,
n
TmC1 2Tmn C Tm1
n
;
h2
the second term, 2Tmn , is replaced with .TmnC1 C Tmn1 /.
nC1
Let us investigate the stability of the scheme (2.77). Substituting TmC1 D
0 nC1 exp.i khm/ yields (˛ D kh)
Tm

1 2 1
D 2 e i˛ C ei˛ ;
h
2
2 .1 C q/ 2q cos ˛ C .1 q/ D 0; q D 2;
p h
2 2
q cos ˛ ˙ 1 q sin ˛
1;2 D :
1Cq
Analyzing the resulting expression, we obtain
ˇ ˇ
ˇ q cos ˛ ˙ i q sin ˛ ˇ
if q 2 sin2 ˛ > 1; jj < ˇˇ ˇ D q < 1I
1Cq ˇ 1Cq
ˇ ˇ
ˇ ˇ
q cos ˛ ˙ 1 ˇ q
if q 2 sin2 ˛ < 1; jj < ˇˇ D 1:
1Cq ˇ 1Cq
It follows that the explicit scheme (2.77) is unconditionally stable. However, it turns
out that, although the time step is not constrained by the stability, there are restrictions
that arise from the approximation conditions. Indeed, let us check the approximation
of the right-hand side of (2.77):

1 2
T .t; x C h/ T .t C ; x/ T .t ; x/ C T .t; x h/ D Txx T t t 2 CO.h2 /:
h h
It is apparent that the approximation must satisfy o.h/; otherwise, if h, the
scheme (2.77) will approximate, instead of the heat equation, a telegraph equation of
hyperbolic type that contains the second derivative with respect to time:
2
Tt C Tt t Txx D O. 2 C h2 /:
h2
So, although absolutely stable, the finite difference scheme (2.77) approximates
equation (2.52) conditionally. Therefore, just as the explicit conditionally stable
scheme, it inefficient, since it requires a very small time step . For the heat equa-
tion, no efficient explicit scheme can be constructed and so implicit schemes should
be used. The most common implicit scheme is the scheme (2.72) with D 0, it has
the first order of approximation in time and second order in space. For D 1=2, the
scheme uses a six-point stencil and, as one can easily see, has the second order of
approximation in both variables.
The spectral stability condition of a scheme does not generally guarantee stability
in a real computation but is its necessary condition, which favors stability. Some
difficulties may be caused by a nonlinearity in the frozen coefficient and, especially,
by the approximation of the boundary conditions, which are not considered by the
spectral method.
The spectral method was designed for the stability analysis of solutions to Cauchy
problems for partial differential equations. However, most problems arising in contin-
uum mechanics are initial-boundary value problems. Therefore, the question of how
the approximation of the boundary conditions affects of the solution stability is impor-
tant. This question is very difficult to investigate in the general case. In what follows,
we restrict our presentation to a simple practical method of assessing stability.
2.6.7 Stability in solving boundary value problems

This approach suggests that, apart from the standard analysis of spectral stability in
interior of the domain in question, one applies the same method to the boundary of
the domain.
For example, let us investigate the explicit scheme for the heat equation with the
boundary condition
@T
ˇT D 0 at x D 0;
@x
which is approximated as
T1n T0n
ˇT0n D 0; .1 C hˇ/T0n T1n D 0: (2.78)
h
A solution of (2.78) will be sought in the form T D T 0 n e ik˛ , which implies

1
e i˛ D 1 C ˇh; ˛D ln.1 C ˇh/ D iˇh C O.h2 /:
i
For this ˛, let us calculate the spectral point .˛/. For the explicit scheme (2.73) with
D 1, we get

4 2 ˛ 4 ˇ 2 h2
1 D 2 sin D 2 C O.h / D ˇ 2 C O.h/ ;
2
h 2 h 4
2 2
D 1 C ˇ C O.h /; jj 1 C O. /;
which means that the scheme is stable at the left edge (x D 0).
The boundary condition at the right edge (x D 1) is analyzed likewise. It can be

checked for the left ray (x 1) by setting k D 0; 1; 2; : : : I one finds that
˛ D iˇh and so remains the same: D 1 C ˇ2 C O.h2 /:
For details on the informal stability theory of boundary-value problems, which is quite
sophisticated, see [147].
Solving a boundary value problem of the system of equation (2.72) is reduced, for
fixed n, to solving a system of algebraic equations with a tridiagonal matrix, which is
efficiently solved by the tridiagonal matrix algorithm (sweep method). This method
is a simplified form of Gaussian elimination; it is heavily used and is crucial in com-
putational mathematics. Many boundary value problems solved by finite difference
methods are reduced to algebraic systems with matrices close to diagonal, which are
solved by the sweep method. The main idea of the method admits various general-
izations. Scalar, vector, and matrix sweeps are known. The method will be discussed
in detail below (see Sections 4.4–4.5), once the general methods for the solution of
difference equations have been presented.
2.6.8 Step size selection in an implicit scheme in solving the heat

equation
For stable computations based on explicit schemes, the Courant condition gives the
following constraint on the time step: 0:5h2 . At the same time, explicit schemes
do not impose any restrictions on . The question arises: How to choose the time step
in a real computation based on an implicit scheme? Here the restriction is imposed
by the accuracy requirement rather than the stability condition. In order to answer
the question, one should analyze the exact solution to a differential equation and the
solution to the corresponding difference equation by representing them in terms of
Fourier series.
The exact solution of the differential problem (2.52) is given by
X
T D Ck0 e k t sin kx; k D k 2 2 : (2.79)
k
The solution of the difference equation (2.72) with D 1 is

X
Tmn D Ckn sin.k mh/:
k
Substituting it into (2.72) yields the following equation for Ckn :
CknC1 Ckn 4 kh nC1

D 2 sin2 C :
h 2 k
Section 2.7 Exercises 117
Its solution is
kh n
Ckn D Ck0 1 C 4 2 sin2 : (2.80)
h 2
It is apparent that Ckn is dependent on and h and, hence, on t and x, whereas Ckn in
the exact solution (2.79) is only dependent t and independent of x:
2 2t
Ckn D Ck0 e k :
It follows from formula (2.80) that the expression of Cnk is independent of h and,
hence, of x only if jkhj 1 and then solution (2.80) can be rewritten as
kh 2 2
1C4 sin2 D 1 C k 2 2 e k t :
h2 2
For k 2 2 1, the solution is close to the exact one.
Consequently, for real approximation, h should be chosen so as to satisfy the con-
dition jkhj 1, or h k=. On the other hand, it follows from the solution to the
difference equation that the time step should be chosen so as to satisfy the condition
k 2 2 1 for the solution to be close to the exact one. In this case, O.h2 /.
For example, if k D 100, we get h 102 and 104 , which means that the
relation between h and must be the same as in the explicit scheme. This condition
is natural for thermal conduction problems. This does not apply to slow-varying so-
lutions, where k 1; in this case, one can take h and it is reasonable to use an
implicit scheme.
2.6.9 Step size selection in solving the wave equation

In order to work out the time step for an implicit absolutely stable scheme for solv-
ing wave equations, there is no need to compare the exact solutions to the differential
equation and the corresponding difference equation. It suffices to recall that the do-
main of dependence of the exact solution to the differential equation is determined by
the characteristics and D h=c (Figure 2.10). Therefore, the Courant stability condi-
tion for the explicit scheme is a constraint on the time step and, simultaneously, on
the approximation accuracy, provided that the accuracy is assessed in the Ch -metric.
If integral characteristics of motion are only of interest, then the solution accuracy
should be assessed in the L2h -metric; in this case, a larger time step can be taken,
> h=c.
2.7 Exercises
1. Obtain a finite difference representation of a third derivative on a four-point stencil
of a uniform grid with nodal points i 2, i 1, i , and i C 1. Determine the order
of approximation using

d 3u d d 2u
uxxx D D
dx 3 dx dx 2
and the finite difference formula for the second derivative.
2. Obtain a finite difference representation of a fourth derivative on a five-point stencil
(i 2, i 1, i , i C 1, i C 2) using the representation of the third derivative obtained
in Exercise 1.
3. Obtain a finite difference representation of a fourth derivative using the formula

IV d 2 d 2u
ux D
dx 2 dx 2
and a difference formula for the second derivative on a five-point stencil (i 2,
i 1, i , i C 1, i C 2) and a seven-point stencil (i 2, i 2, i 1, i , i C 1, i C 2,
i C 3). Compare the orders of approximation.
4. Write out a difference operator approximating the Poisson equation
@2 u @2 u
L.u/ D C D f .x; y/
@x 2 @y 2
on a rectangular grid with step sizes h in x and H in y. Determine the order of
approximation of the resulting scheme.
1 1
uiC1;j 2ui;j C ui1;j C 2 ui;j C1 2ui;j C ui;j 1 D fi;j
h2 H
Prove that
Lh .u/ D L.u/ C O.h2 / C O.H 2 / D f .x; y/:
5. How to combine the computations on embedded grids with step sizes h and h=2
based on a first-order scheme so as to increase the order of approximation to O.h2 /
(Richardson’s formulas)?
6. For the equation
y 0 C ˛y D 0; y.0/ D y0 ;
analyze the stability of the two finite difference schemes

i h˛
yiC1 D y C yi C yiC1 ;
2
yiC1 yi1
C ˛yi D 0;
2h
by looking for exacts solutions to the difference equations in the form yi D i
(see Section 2.2).
7. Obtain the third-order Adams–Bashforth formula. Use the basis Lagrange interpo-
lating polynomials
p .t /.t 2 / : : : .t k /
lk .t / D ;
.t p / !.p /
where !.t / is the expression obtained by dividing the numerator by .t p /;

lpk .i / D ıip with i D 1; : : : ; k, p < k, and ıip being the Kronecker delta.
8. Obtain the difference equations of the Adams–Bashforth method of the third or-
der of accuracy and formulas for evaluating the first three values ui (i D 0; 1; 2)
required to begin the computation according to a third-order scheme. Apply the
scheme to solve the equation
du
D u2 C t 2 :
dt
9. Obtain a third-order Runge–Kutta scheme by the method of double predictor-

corrector. Apply the scheme to solve the equation
du
D t 2 C ux C u2 :
dt
10. Reduce the telegraph equation
@2 u @2 u
2 C ku D 0
@t 2 @x
to a system of three first-order equations and analyze the stability of the Lax
scheme for this system.
11. Write out an explicit scheme for the parabolic constant-coefficient equation
@T @2 T @T
D 2 2 C a C bT
@t @x @x
and perform its stability analysis.
12. Reduce the nonlinear wave equation
2
@u 2 @u @ u
Da
@t 2 @x @x 2
to a system of two equations, write out the Lax–Wendroff scheme, and analyze its
stability by the frozen coefficient method.
13. Perform the stability analysis of the five-point cross finite-difference scheme for
the telegraph equation
@2 u @2 u
2 C ku D 0:
@t 2 @x
14. Perform the stability analysis of the explicit finite difference scheme for the equa-
tion
y 0 C .ky 2 /y D bx
where k and b are constants, by the frozen coefficient method.

15. For the system of wave equations
@v @" @" @v
D a2 ; D ;
@t @x @t @x
determine the order of approximation and analyze the stability of the scheme
vknC1 vkn "n "nk1 "knC1 "nk v n vkn

D a2 k ; D kC1 :
h h
16. Represent the equation describing the dynamic behavior of an elastoviscous bar
@ @" 1
DE
@t @t
as a system of two first-order equations; here, E is Young’s modulus and is the
relaxation time. Write out a second-order scheme using the Lax–Wendroff method.
17. For the system of equations for an elastoviscous bar (see Exercise 16), obtain an
explicit finite difference scheme on a three-point L-shaped stencil. Determine the
order of approximation. Analyze the stability.
18. For a one-dimensional flow of a viscous fluid through a plane channel without
friction, governed by the constitutive equation
@ 1
D ;
@t
where is the relaxation time, obtain an implicit scheme for the six-point stencil
shown in Figure 2.7b. Analyze the stability.
19. Determine the order of approximation and analyze the stability of the Allen–Chen
scheme (2.58) for the heat equation,
TknC1 Tkn n
TkC1 2TknC1 C Tk1
n
D C f .Tkn /:
.h/2
20. Perform the stability analysis of the Krankel–Nicolson scheme (2.57) for the heat
equation subject to the initial and boundary conditions
T D ‚.x/ at t D 0;
@T
a1 C b1 T D '1 .t / at x D 0;
@t
@T
a2 C b2 T D '2 .t / at x D 1:
@t
Chapter 3
Methods for solving systems of algebraic equations
3.1 Matrix norm and condition number of matrix

Prior to considering specific methods for solving systems of algebraic equations, let
us look at some common issues associated with the solution of such systems.
In solving a linear system Ax D b, where A is an n n matrix of coefficients, x is
the vector on unknowns, and b is a constant vector, one faces the question of stability
of its solution with respect to small perturbations of the coefficient matrix, A C ıA,
and/or the right-hand sides, b C ıb.
The matrix A will be assumed to be positive definite, .Ax; x/ > 0, and symmetric,
AAT D ATA.
3.1.1 Relative error of solution for perturbed right-hand sides. The

condition number of a matrix
Let us examine the error arising in the solution, ıx, when the right-hand side is dis-
turbed by ıb. We have
A.x C ıx/ D b C ıb; Aıx D ıb; ıx D A1 ıb;

kıxk D kA1 ıbk kA1 k kıbk:
If the norm kA1 k is large, then kıxk will also be large. The maximum increase
in the vector length will be in the direction of the eigenvector x1 corresponding to
the maximum eigenvalue max , A1 x1 D max x1 , or when ıb is directed along the
eigenvector x1 . In this case,
ıb
ıb D ˛x1 ; ıx D ˛A1 x1 D ;
ƒ1
where 0 < ƒ1 ƒn are the eigenvalues of the n n matrix A, while the
i D 1=ƒi are eigenvalues of the inverse matrix A1 .
If a ƒ1 is close to zero, the matrix A is close to a singular matrix and then kıxk is
very large. Relative errors are more important than absolute errors. So it is essential
to evaluate the relative error kıxk
kxk
as compared with kıbkkbk
. The worst case scenario is
when the error kıxk is maximum while the norm kxk is minimum. The latter is true
Section 3.1 Matrix norm and condition number of matrix 123
when x is parallel to the direction corresponding to the minimum eigenvalue n :
b
x D A1 b; b D ˛xn ; x D ˛A1 xn D ˛n xn D :
ƒmax
It follows that
kıxk ƒmax kıbk
; (3.1)
kxk ƒmin kbk
which implies that the larger the number C D ƒmax =ƒmin , called the condition
number of the matrix A, the larger the error.
If the matrix A is not symmetric, then the norm is defined as the maximum increase
of the vector length relative to its original length kxk and denoted kAk:
kAxk
kAk D max : (3.2)
x kxk
For a non-symmetric matrix, this maximum may not necessarily be attained at the
maximum eigenvector xn and so ƒmax ¤ kAk. Therefore, in the formula for the con-
dition number, ƒmax and ƒmin must be replaced with kAk and kA1 k, respectively:
C D kAk kA1 k: (3.3)
For non-symmetric matrices, the system of equations Ax D b can be symmetrized,

AT Ax D AT b D b1 , and so the condition number can be expressed in terms of
eigenvalues. It should be noted, however, that the symmetrization stretches out the
eigenvalue spectrum and increases the condition number.
It follows from (3.1) that the more extended the eigenvalue spectrum, or the larger
the ratio ƒmax =ƒmin D C , the less stable the solution is to roundoff errors and other
perturbations.
3.1.2 Relative error of solution for perturbed coefficient matrix

Suppose the coefficient matrix is perturbed to become A C ıA. Let us determine the
relative error kıxk
kxk
as compared with kıAk
kAk
:
.A C ıA/.x C ıx/ D b; A ıx D ıA .x C ıx/;

1
ıx D A ıA.x C ıx/;
(3.4)
kıxk kA1 k kıAk kx C ıxk kA1 k kıAk kAk kıAk
DC :
kxk kxk kAk kAk
So, in this case, the relative error in the solution is proportional to the condition num-
ber of the matrix A.
124 Chapter 3 Methods for solving systems of algebraic equations
Below are examples of an ill-conditioned and a well-conditioned matrix:

I 1 1 II 0:0001 1
A D ; A D :
1 1:0001 1 1
Let us show that the matrix AI is ill-conditioned and the matrix AII is well-
conditioned.
The eigenvalues of AI are determined from the equation
2 2:0001 C 104 D 0;
q
1;2 D 1:00005 ˙ .1:00005/2 104 :
It follows that C I D 1024 D 2 104 .

By solving the system with the coefficient matrix AI , let us verify that the system is
unstable. We have

I 2 1
Ax D ; xD :
2:0001 1
By perturbing the right-hand side with ıb D .0; 104 /T , we find that the solution
changes by a quantity of the order of O.1/. Indeed,

I 2 0
Ax D ; xD :
2:0002 2
The eigenvalues of AII satisfy the equation
2 1:0001 0:9999 D 0;
p p
1 5 II j1 C 5 j
1;2 ˙ ; C p :
2 2 j1 5 j
The same perturbation of the right-hand side, ıb D .0; 104 /T , results in the solution
perturbation ıx D C II .0; 104 /T , which has the same order of magnitude.
3.1.3 Example
Let us evaluate the condition number of the tridiagonal matrix arising in solving a
simple two-point boundary value problem for a second-order equation of the form
u00 .x/ D f .x/; u.0/ D 0; u0 .1/ D 0:

Section 3.1 Matrix norm and condition number of matrix 125
By partitioning the segment Œ0; 1 into n subsegments, one arrives at the following
tridiagonal n n matrix A of the difference system:
0 1
2 1 0 0 0 0 0
B1 2 1 0 0 0 C 0
B C
B :: :: :: :: :: :: :: C ::
B : : : : : : : C :
B C
B :: :
: : : : : : : ::: :: C ::
B : : : C
ADB : : : C: :
B :: :: :: :: :: :: ::C ::
B : : : : : : :C :
B C
B0
B 0 0 1 2 1 0 C
C
@0 0 0 0 1 2 1A
0 0 0 0 0 1 2
The right-hand side is of the order of unity, f .x/ O.1/, and so kbk O.1/.
It can be shown that the maximum and minimum eigenvalues of the matrix A
are max D 4 and min D 2=n2 . Then the roundoff error of the right-hand side
ıb D 109 at n D 12 will cause, by virtue of (3.1), a relative error in the solution
kıxk=kxk 105 ; however, at n D 104 , we get kıxk=kxk 101 , which means
that excessively fine partitioning can severely affect the computation accuracy due to
roundoff errors. The matrix A of the equation uIV .x/ D f.x/ has min 1=n4 and,
in this case, roundoff errors will decrease accuracy at already n D 102 . This exam-
ples demonstrates that using a very fine partitioning in the hope to “guarantee” high
computational accuracy can result in an ill-conditioned matrix of the algebraic system
of equation and cause the opposite result – loss of accuracy.
3.1.4 Regularization of an ill-conditioned system of equations

When solving ill-conditioned systems of equations, it is reasonable to perform their
regularization, which implies that the coefficient matrix is slightly perturbed, A1 D
A C ˛E, where E is the identity matrix, A is a symmetric positive definite matrix, and
˛ > 0. The eigenvalues ƒi of the matrix A1 are equal to i C ˛, where i are the
eigenvalues of A.
The solution to the regularized system of equations can be represented as a decom-
position in eigenvectors ei of the matrix A1 :
n
X .b; ei / .b; ei /
xD ci ei with ci D D :
ƒi i C ˛
i
If ˛ is chosen so as to satisfy the condition max

˛
min , which is feasible for
an ill-condition matrix A, the terms corresponding to small i will, unlike the original
matrix, no longer cause a significant perturbation in the solution when the right-hand
side is perturbed, b C ıb. At the same time, perturbations caused by adding ˛ to the
terms corresponding to large i will be insignificant and so the solution can happen to
have an acceptable accuracy. The optimal choice of ˛ depends on the specific features
of the problem and should be performed by trial and comparison of the results for
different ˛.
3.2 Direct methods for linear system of equations

3.2.1 Gaussian elimination method. Matrix factorization
Let us consider the simplest direct methods for solving systems of algebraic equations
of the form
Ax D b; (3.5)
where A is an n n square matrix with real entries, det A ¤ 0, and b is a real vector.
The Gaussian elimination method implies successive elimination of unknowns (for-
ward sweep): x1 is first eliminated from n 1 out of n original equations, then x2 is
eliminated from n 2 out of n 1 remaining equations, and so on. As a result, the
original system (3.5) is transformed to a system whose matrix is upper triangular:
0 10 1 0 1
U11 U12 U1n x1 b1
B 0 U22 U2n C Bx2 C Bb2 C
B CB C B C
Ux D b or B :: :: : : : C B : C D B : C: (3.6)
@ : : : :: A @ :: A @ :: A
0 0 Unn xn bn
Here the vector b1 has been obtained by the above transformation from the right-hand
side vector b of the original system (3.5).
Then the system is solved backwards (backward sweep): xn is found from the last
equation and substituted into the .n 1/st equation, then xn1 is found, and so on.
The inversion of the upper triangular matrix is straightforward.
The entire algorithm can be represented in terms matrix transformations. To show
this, let us consider the process inverse to the elimination of unknowns in the forward
sweep. This will enable us to determine the matrix A as the product of a matrix L
by the matrix U and obtain an algorithm for calculating the entries Uik and Lkj .
Multiply the .n 1/st equation by Ln;n1 and add to the nth equation, then multiply
the .n 2/nd equation by Ln;n2 and Ln1;n2 and add to the nth and .n 1/st,
respectively, multiply the .n3/rd equation by Ln;n3 , Ln1;n3 , and Ln2;n3 and
add to the nth, .n 1/st, and .n 2/nd, respectively, etc. This algorithm coincides
with the multiplication of the matrices L and U. As a result, we arrive at the matrix A:
LU D A (3.7)
Section 3.2 Direct methods for linear system of equations 127
or
0 10 1 0 1
1 0 0 0 U11 U12 U13 U1n a11 a12 a13 a1n
BL21 1 0 0C B 0 U22 U23 U2n C B 0 a22 a23 a2n C
B CB C B C
BL31 L32 1 0C B U3n C B a3n C
B CB 0 0 U33 C D B 0 0 a33 C:
B :: :: :: :: :: C B :: :: :: :: : C B : :: :: :: :: C
@ : : : : :A @ : : : : :: A @ :: : : : : A
Ln1 Ln2 Ln3 1 0 0 0 Unn 0 0 0 ann
It is an important result that the matrix L is lower triangular with unit diagonal.
The entries of L and U can be calculated using the recurrent formulas
U11 D a11 ;
aj1
U1j D a1j ; Lj1 D ; j D 2; : : : ; nI
U11
i1
X
Ui i D ai i Lik Uki ; i D 2; : : : ; nI
kD1
i1
X
Uij D aij Lik Ukj ; i D 2; : : : ; nI
kD1
i1
X
1
Lj i D aj i Lj k Uki ; j D i C 1; : : : ; n:
Ui i
kD1
So Ax D LUx D Lb1 D b.
Consequently, the Gauss procedure is essentially the decomposition (factorization)
of the matrix A into the product of a lower triangular matrix L by an upper triangular
matrix U. Both matrices are easy to invert: in the forward sweep, one inverts L to
obtain L1 b D b1 and in the backward sweep, one inverts U to get x D U1 b1 . The
original problem is thus reduced to two simpler ones: the inversion of the upper and
lower triangular matrices U and L.
It is noteworthy that, in solving specific problems of continuum mechanics, what
changes is just the right-hand side of the system, while the matrix A remains the same;
in other words, what changes is the external load, while the equation and the domain
where the solution is sought remain unchanged. Therefore, one inverts L and U only
once and stores in the computer memory, thus reducing the solution of an particular
problem to the multiplication of a matrix by a vector.
3.2.2 Gaussian elimination with partial pivoting

For the Gauss process to be feasible, it is necessary that all j th-order minors at the
top left corner of the matrix must not be zero, jAj j ¤ 0, j D 1; : : : ; n. For example,
the Gauss process can not be realized for the matrix

0 1
AD ;
1 0
since jA1 j D 0, although the system determined by this matrix has an obvious solu-
tion; it suffices to swap the rows to get jAj j ¤ 0 (j D 1; 2). Furthermore, if jAj j D ",
where " is small, then the elimination involves dividing by a small quantity; this may
result in the loss of true information about the coefficients aij , which is due to a bad
algorithm, even though the matrix A is well-conditioned. For example, if

" 1
AD ;
1 0
one should first swap the rows before performing the Gaussian elimination. Thus,
prior to eliminating a kth unknown, one should first locate the main element, largest
in absolute value, amongst all entries of the kth column and move the corresponding
row to the top. Then the corresponding Ujj > 0 will be maximum and the Gauss
algorithm will become as stable at it is allowed by the matrix A. This method is
known as the Gaussian elimination with partial pivoting.
3.2.3 Cholesky decomposition. The square root method

If the matrix A is positive definite, as in solving elasticity problems by the finite
element method [188], then det A D det L det U D u11 u22 : : : ujj > 0, since all
ujj > 0. Then the Gauss elimination process is always feasible and, furthermore, it
does not require the permutation of rows if A is symmetric. Indeed, in this case, the
decomposition A D LU can be rewritten as A D LD.D1 U/, where D is a diagonal
matrix with entries u11 ; : : : ; ujj . Then
0 1
1 U12 U13 U1n
B0
B 1 U22 U2n C C
D1 U D B :::
B :: :: :: :: C :
B : : : : C C
@0 0 0 Un1;n A
0 0 0 1
Since A D AT , we have
Q DU
A D LDU Q T DLT Q D D1 U:
with U
Q D LT . In addition, the matrix A can also be repre-

By symmetry, it follows that U
sented as
A D LDLT D LD1=2 D1=2 LT D LLT : (3.8)
Section 3.2 Direct methods for linear system of equations 129
This representation is called the Cholesky decomposition [168]. If the condition num-
ber of A is C , then the condition numbers in the direct and backward sweeps are the
1=2
same and equal to C 1=2 , since L D A1=2 . Then the eigenvalues of L are li D ƒi .
Below is an example of the Cholesky decomposition:

" 1 1 0 " 0 1 "1
AD D 1 ;
1 0 " 1 0 "1 0 1
1=2 1=2
1=2 1 0 " 0 " 0
LD D 1 D 1=2 1=2 ;
" 1 0 "1=2 " "
det LD1=2 D det L D 1:
Although the matrix A requires choosing the main element, let us obtain the solution,
after the Cholesky decomposition, without this.
The entries of D and L are calculated as
a1j
d1 D sign a11 ; l11 D .a11 /1=2 ; l1j D ; j D 2; : : : ; nI
l11
i1
X i1
X 1=2
2 2
di D sign ai i .lki / dk ; l i i D ai i .lki / dk I
kD1 kD1
i1
X
1 i D 2; : : : ; n;
lij D aij lki lki dk ;
li i di j D i C 1; : : : ; n:
kD1
The computational cost of the Cholesky method is approximately half that of the
Gauss method where the symmetry of A is not taken into account.
The Gauss method is often applied to sparse matrices that have a quasidiagonal
or band-like structure, where nonzero entries are close to the main diagonal. Such
matrices require fewer operations to invert. Therefore, it is reasonable to convert
the system matrix to a form that has the minimum width of the diagonal band. For
matrices with a narrow band, where the number of nonzero entries, k, in a row is much
less than the dimension of the matrix, N , the gain in the efficiency can be substantial.
In addition, if the band has a varying width, it is reasonable to store the entire band
profile, i.e., the first and last nonzero entries in each row. Sometimes, when the matrix
is sparse but cannot be converted to a band-like form, one can store the position of
each nonzero entry and then perform the elimination using this arrangement [178,
168]. In many finite difference problems, the matrix A has a very simple, tri- or
five-diagonal or block-diagonal structure. These cases can be treated using the most
efficient algorithm, the sweep method.
The next section outlines iterative methods – another way of solving systems of
algebraic equations. The sweep method, which crucial for solving finite difference
problems, will be elaborated later on.
3.3 Iterative methods for linear system of equations

In solving systems of algebraic equations resulting from the discretization of equa-
tions of solid mechanics, it is often reasonable to use iterative methods.
The initial approximation is a very important issue here. In many cases, whether
one succeeds in solving the problem or not depends on how good the initial approxi-
mation is. When studying evolution problems using implicit schemes, one has to solve
systems of equations at each time step. In such problems, the solution obtained at the
previous step provides an excellent initial approximation, which makes the applica-
tion of the iterative method very efficient. When solving stationary problems, there is
no such an easy way of determining the initial approximation. Physical intuition and
clear understanding of the essence of the problem can help in such cases. Sometimes,
it may be reasonable to introduce time in the problem artificially and then solve it
as an evolution problem until the solution reaches a steady-state mode (stabilization
method).
An important advantage of iterative methods over direct methods is that the former
do not require large computer memory – this problem is still essential today, although
it is not as sharp as it was due a massive progress in computer hardware over the last
few decades.
3.3.1 Single-step iterative processes

Iterative methods are most crucial for solving nonlinear problems, where they have
no alternative. However, studying iterative methods is reasonable to start with solving
linear problems.
Consider the system of linear algebraic equations
Ax D f; (3.9)
where A is a positive semi-definite matrix, .x; Ax/ 0 8x ¤ 0. The matrix A

can be treated as a linear operator in the Euclidean space with the scalar product
.x; y/ D xi yi and associated norm kxk D .x; x/1=2 , where x is an n-dimensional
vector.
If each subsequent approximation xkC1 is calculated using only the previous ap-
proximation xk , then the iterative process will be called one-step or two-layer (just
as the corresponding finite difference scheme). If two preceding approximations,
xk and xk1 , are used, the process will be called two-step or three-layer.
Canonically, a two-layer iterative process can be represented as
xkC1 xk
B C Axk D f; k D 0; 1; : : : : (3.10)
kC1
The matrix B and scalars k are parameters of the iterative process, which are selected
so as to make the process most efficient. The form (3.10) corresponds to a finite
Section 3.3 Iterative methods for linear system of equations 131
difference scheme. Hence, there is a close relationship between iterative methods and
explicit finite difference schemes.
The convergence of an iterative process will be examined in an energy space, HC ,
generated by a positive definite matrix C with the scalar product .a; b/C D .Ca; b/
and associated norm kakC D .Ca; a/1=2 .
The process is convergent if kzk kC ! 0 as k ! 1, where zk D xk x with xk
being the kth approximation of x. Since the exact solution x to equation (3.9) is not
known, the accuracy is evaluated using, instead of kzk kC , the discrepancy norm
kAxk f k D k k k;
which is easy to calculate at each iteration. The relative error of the discrepancy, ",
will be taken as the measure of convergence and the accuracy will be estimated as
k k k "k 0 k:
This accuracy estimation condition corresponds to convergence in the energy space
with the matrix C D ATA. We have
1=2 k 1=2
k k k D Axk f ; Axk f D Ax Ax; Axk Ax
1=2 T k k 1=2
D Azk ; Azk D A Az ; z D kzk kC :
The iterative process determined by formula (3.10) can be optimized by selecting a
suitable matrix Bk and parameter k . If these parameters change between iterations,
the iterative process is called nonstationary or unsteady; if these parameters do not
change, the iterative process is stationary or steady-state.
3.3.2 Seidel and Jacobi iterative processes

Let us find out how the classical Seidel and Jacobi iterative processes are represented
in the form (3.10). In Jacobi iterative process, the kth approximation in solving equa-
tions (3.9) involves each component of the vector xikC1 from the i th equation by the
formula
i1
X n
X
aij xjk C ai i xikC1 C aij xjk D fi ; i D 1; : : : ; n; (3.11)
j D1 j DiC1
where all components except xikC1 are taken from the previous approximation (one
takes x k D 0 in the initial approximations if k < 0).
In the Seidel method, xjk in the first sum of (3.11) is replaced with the already
determined values xjkC1 (j D 1; : : : ; i 1).
Let us represent the matrix A as the sum of an upper triangular matrix L, a diagonal
matrix D, and a lower triangular matrix U:
A D L C D C U:
The the Jacobi iterative process can be represented in the form (3.10) with parameters
B D D and D 1, while the Seidel process can be represented in the same form with
parameters B D L C D and D 1.
The Jacobi and Seidel process can be generalized to the nonstationary case with a
varying parameter k to obtain
xkC1 xk
D C Axk D f;
kC1
k D 0; 1; : : : ; n:
xkC1 xk
.L C D/ C Axk D f;
kC1
Another generalization of such an iterative process is given by the formula
xkC1 xk
.LkC1 C D/ C Axk D f;
kC1
which represents the upper relaxation method. Substituting A D L C D C U and

solving for xkC1 , one obtains
1
1 1
xkC1 D L C D f UC 1 D xk :
kC1 kC1
The only matrix here that needs to be inverted is the upper triangular matrix L.
In the stationary case, these processes are convergent if the transition matrix G from
layer k to layer k C 1 satisfies the von Neumann condition:
xkC1 D Gxk C B1 kC1 f; where G D E kC1 B1 A:
In the Jacobi method,
G D E D1 A:
In the Seidel method,
G D E .L C D/1 A:
In both cases, the matrix G is permutable with its transpose and the von Neumann
condition is no only necessary but also sufficient for convergence, provided that A D
AT is a symmetric conjugate matrix.
The steady-state iterative process (3.10) correspond to the simple iteration method.
It is convergent if, by the von Neumann condition, all eigenvalues i of the matrix G
satisfy the condition ji j < 1.
3.3.3 The stabilization method

It is easiest to analyze the convergence of iterative processes with B D E. In this
case, equation (3.10) can be replaced, by passing to the limit as kC1 ! 0, with the
differential equation
d
CA Df (3.12)
dt
subjected to the boundary condition
t D 0; D 0: (3.12a)
Let us prove that problem (3.9) can be solved using the stabilization method by
solving equation (3.12) and then letting t ! 1.
Proof. Let us seek a solution to problem (3.12) as a superposition of the eigenvec-

tors un of the matrix A:
Aun D n un ;
N
X N
X
.t / D an .t /un ; fD fn un ;
nD1 nD1
where an .t / are the Fourier coefficients of the function .t /. Substituting these rep-
resentations into (3.12) and taking into account that an .t / D . un /, we obtain
N
X
dan .t /
C n an .t / fn un D 0:
dt
nD1
Since the basis vectors un are linearly independent, we arrive at N constant-coefficient

ordinary differential equations for an .t /:
dan
C n an D fn ; n D 1; : : : ; N:
dt
From the initial condition (3.12a) it follows that
an .0/ D 0:
Then the solution to (3.12) becomes

fn fn
an D C e n t C ; where C D from an .0/ D 0
n n
N
X
fn fn
an D 1 e n t ; D 1 e n t un :
n n
nD1
By letting t ! 1 and taking into account that the eigenvalues n of the positive
definite matrix A are all positive, we arrive at the following stationary solution to
equation (3.12):
N
X fn
lim D un :
t!1 n
nD1
On the other hand, the solution to (3.9) can also be represented as a superposition
of the eigenvectors un of the matrix A. By expanding x and f in terms of un and
substituting in (3.9), one obtains
N
X N
X
xD xn un ; fD fn u n ;
nD1 nD1
N
X N
X N
X fn
xn Aun D n xn un D fn un ; xn D :
n
nD1 nD1 nD1
Thus, the solution to system (3.12) in the limit as t ! 1 is reduced to the solution
of equation (3.9). This enables one to infer that the solution to the difference equation
that approximates the differential equation (3.12) will also converge to the solution to
system (3.9). Equation (3.12) can be represented in the finite difference form
nC1 n
n
CA D f n; n D 1; 2; : : : ; N: (3.13)
n
The right-hand side does not have a superscript because the vector f is independent of
t . The solution to (3.13) can be represented as the recurrence relation
nC1 n
D .E An / C n f; (3.14)
where E is the identity matrix, n is the iteration number of the number or the inte-
gration step in the parameter t . Formula (3.14) can be treated as an iterative repre-
sentation of the solution to equation (3.9). Relation (3.14) involves the undetermined
parameter n, which must be selected so at to ensure the convergence of the iterative
process. It is clear that n must depend on the properties of A.
Let us rewrite equation (3.14) in terms of the new variable n – the solution dis-
crepancy of equation (3.9) at the nth iteration:
n D A n
f:
Then equation (3.14) can be represented as a single homogeneous equation for n :

n
D A1 . n C f /; nC1
n
D A1 . nC1 n /:
Substituting this in (3.13) yields
nC1 D .E An / n :
Expanding n into eigenvectors of the matrix A and matching the coefficients of

the linearly independent vectors uk , one obtains
N
X
n D kn uk ; nC1 D .1 k n / n :
kD1
It is clear that for the steady-state process to be convergent at k D n , it is necessary

and sufficient that
max j1 k j 1; k D 1; : : : ; N:
k
If the spectral boundaries of the matrix A are 1 n .A/ N , then the parameter
must satisfy the inequality
2
: (3.15)
N
In other words, if is chosen this way, then the norm of the transition operator satisfies
kQn k D kE An k 1 and the operator itself is compressive (see Section 3.4).
However, can still be chosen from a wide range even though condition (3.15) is
satisfied. The question arises: How to choose so that the iterative process converges
at the maximum rate?
3.3.4 Optimization of the rate of convergence of a steady-state process

The rate of convergence of an iterative process is determined by the largest eigen-
value and the corresponding eigenvector uN . The parameter can be chosen so as to
suppress the component of the discrepancy vector nN that corresponds to the largest
eigenvalue:
1
1 N D 0; D : (3.16)
N
Then the other components of nk will decay in the iterative process as
n
k
qkn D 1 I
N
the rate of convergence is determined by
1 1
max qk D 1 D 1 ;
k N C
where C is the condition number of the matrix A. It is clear that the larger C , the
slower is the convergence of the process of interest.
In the general case, the convergence rate of an iterative process is determined by
the norm of the transition matrix Q:
kQ n k k nC1 k
q D max qk D kQk D max n D max :
k n
k k n k n k
If Q does not change between iterations, then q is also independent of n. If the step
size n is dependent on n, then q is also dependent on n and, hence, one has to
calculate the average value of q.
N
The transformation matrix with a variable step size n is given by
P n .Qn / D .E 1 A/.E 2 A/ : : : .E n A/;

qN D lim kP n .Qn /k1=n D lim k.E 1 A/ : : : .E n A/k1=n ;
n!1 n!1
which implies that one should evaluate the asymptotic rate of convergence. It is con-
venient to use the exponential rate of convergence as a characteristic of an iterative
process:
S D ln q:
N
If A is ill-conditioned, the average rate of convergence qN is little different from unity,

qN 1 ˛, where ˛ is a small quantity and so S ˛. The smaller S the slower is the
convergence of the process.
In formula (3.16) above, was chosen in an optimal way; the choice of can be
improved by finding the optimal rate of convergence. Indeed, where does it follow
from that the component corresponding to N should be suppressed,
max j1 j? For a constant step n D , the rate of convergence is deter-
mined by qN D limn!1 kP n ./k1=n D max j1 j, where 1 N and
0 < 1=N . Consequently, with variable , the step size n should be selected so
as to minimize this maximum with respect to within the above range.
This is a problem of determining the minimax of P ./. It is required to find
min max P ./, where P ./ is a linear function on the interval 1 N
with P .0/ D 1. A geometric solution of the problem is obvious (Figure 3.1). The
straight line P ./ must pass through the midpoint of the interval. Then the maximum
value of jP ./j, attained at one of the endpoints of the interval, is maximum.
It is apparent from the figure that if the straight line meets the -axis to the left
of the midpoint (dashed line), the value of P ./ at the right endpoint of the segment
increases. If the straight line meets the axis to the right of the midpoint, the value at the
left endpoint increases. Since max P ./ is always attained at an endpoint, min max
corresponds to the midpoint. From this condition, one finds and, then, maxk qk .
P(λ)
(λ1 + λN)/2 λN
0 λ1 λ
Figure 3.1. To the problem of geometrically determining the minimax of a linear func-
tion P ./.
Hence,
N C 1 2
1 D 0 H) D ;
2 N C 1
2k
qk D 1 ; q D max jqk j;
1 C N k
ˇ ˇ
ˇ 21 ˇˇ N 1 1 C1
q D min max jP ./j D ˇˇ1 D D
N C 1 ˇ N C 1 1C 1
C
1 1 1 2 1
D 1 1 CO D1 CO :
C C C2 C C2
2
For large C , the rate of convergence equals S D C C O.C 2 /, which is twice as
fast as with the first choice.
3.3.5 Optimization of unsteady processes

So far, the parameter has been fixed between iterations. The question arises: Can
we increase the rate of convergence by using a varying iteration step? An iterative
process with parameter n dependent on the iteration number is called unsteady (non-
stationary) as opposed to a steady-state (stationary) process for a fixed .
If n is varying, then
n
Y
n D .E i A/ 0 D P n .A/ 0 ;
iD1
where P n .A/ is a polynomial of degree n in the matrix A. Since Am un D m n un ,

where n and un eigenvalues and eigenvectors of A, by expanding n and 0 in the
eigenvectors of A, one obtains the following formulas for the Fourier coefficients:
nm D P n .m / 0m ;
where
n
Y
n
P .m / D .1 i m / : (3.17)
iD1
Just as previously, one have to minimize the maxim of this polynomial to obtain the
optimal rate of convergence:
qN D min max jP n ./j; 1 n :

This problem can easily be reduced to Tchebychev’s well-known problem of finding

a polynomial P n of degree n with P n .0/ D 1 such that its maximum value on the
interval Œ1; 1 is minimum.
To reduce our problem to Tchebychev’s problem, it suffices to transform the inde-
pendent variable as follows:
n C 1 2
yD :
n 1
This transformation maps the interval Œ1 ; n into ŒC1; 1 . It remains to normalize
the solution so that P n .0/ D 1. Then

Tn n C 1 2
n 1
P n ./ D
; (3.18)
n C 1
Tn n 1
where Tn .y/ is Tchebychev’s polynomial of degree n:

1
Tn .y/ D cos.n arccos y/:
2n1
The roots of the polynomial Tn .y/ are given by
.2i 1/
yi D cos ; i D 1; : : : ; n:
2n
Then the roots of P n ./ are expressed as

1 .2i 1/
i D N C 1 .N 1 / cos :
2 2n
Now i are easy to determine in terms of i using the representation (3.17):

Yn
n 1
P ./ D 1 and hence i D ;
i i
iD1
2
i D ; i D 1; : : : ; n:
N C 1 .N 1 / cos .2i1/
2n
This solves the problem of finding a formula for calculating the step sizes of the
optimal unsteady iterative process.
Let us evaluate the asymptotic rate of convergence of this unsteady iterative process.
The worst rate of convergence is at the value jmax P n ./j D qN n , attained by
Tchebychev’s polynomials at the endpoints of the interval Œ1; C1 : Tn .˙1/ D
.˙1/n . Therefore, from formula (3.18) we can obtain the maximum value P n .1 / D
Tn .1/=Tn .r/. Then
1 2 2
qN n D D p p p ;
jTn .r/j .r C r 2 1 /n C .r r 2 1 /n .r C r 2 1 /n
where
n C 1
rD > 1:
n 1
Expressing r in terms of the condition number C , we find that

1 C C1 2 1
rD D1C CO :
1 C1 C C2
Then the exponential rate of convergence for an ill-conditioned matrix A will be given
by the asymptotic estimate
1 p
S D ln qN D ln 2 C ln r C r 2 C 1
n r

1 2 2 2
D ln 2 C ln 1 C C 1C 1
n C C

1 2 2 1
D ln 2 C ln 1 C C p Co
n C C C
with
2 2 1
lim S D ln 1 C p D p Co : (3.19)
n!1 C C C
By comparing (3.19) with the formula S D C2 C O.C 2 / for the steady-state process,
one can see that the convergence rate S of the unsteady iterative process is square root
faster.
Thus, the selection of i based on the roots of Tchebychev’s polynomials gives a

massive acceleration of the iterative process. In practice, however, the implementation
of a Tchebychev iterative process may not result in acceleration of convergence and,
sometimes, can even lead to divergence. This may be caused by poor computational
stability; this problem is resolved by a special selection of the parameters i . For more
details and the selection algorithm, see [135].
The above results on the convergence acceleration of iterative processes where the
discrepancy is calculated by the formula
nC1 D .E k A1 / k
are applicable to any simple iterative method, inclusive of the Jacobi method with
A1 D D1 A and Seidel method with A1 D .L C D/1 A.
In all above examples, the parameter i was independent of the previous approx-
imations and was only dependent on the properties of the matrix A. Such iterative
processes are linear. In nonlinear processes, i depends on previous approximations
and is adjusted at each iteration, depending on the solution obtained. Nonlinear it-
erative processes can exceed the optimal linear process in the rate of convergence
(e.g., see [39]).
In conclusion, let us discuss the accuracy to which the iterative process should be
carried out. Since it is assumed that the system of algebraic equations of interest
is obtained by approximating differential equations with an error " D O.hk /, the
iterations should be conducted with the same accuracy. In practice, this means that
the iterative process should run until the inequality
k nC1 n k "
is satisfied, where is the discrepancy of the solution to equation (3.9).

Further iterations do not make sense, since the error of approximation will prevail
over the accuracy of the iterative process.
3.4 Methods for solving nonlinear equations

3.4.1 Nonlinear equations and iterative methods
Consider a system of nonlinear equations written in vector form
f.x1 ; : : : ; xn / D 0 or f.x/ D 0; (3.20)
where x D .x1 ; : : : ; xn / is the vector of unknowns and f.x/ is a given vector-valued

function. In the special case where f D Ax C b, the system of equations (3.20) is
linear.
Nonlinear equations are solved by iterative methods that can be treated as a gener-
alization of linear iterative methods discussed in the previous section. Formula (3.10)
Section 3.4 Methods for solving nonlinear equations 141
for a two-layer interactive process for a nonlinear vector equation becomes

xkC1 xk
BkC1 C f .xk / D 0; k D 0; 1; : : : ; (3.21)
kC1
or, in the form solved for xkC1 ,
xkC1 D P.xk /;
where P.x/ D x B1 kC1
f.x/ is a nonlinear operator and B is an n n invertible
square matrix. For a steady-state process, B and are independent of k.
In general, the nonlinear equation (3.20) may not have a unique solution. Identi-
fying a domain where equation (3.20) has a unique root is a separate, often difficult
problem. We assume that this problems has been solved and so we aim at finding this
root by an iterative method.
We are also interested in determining the rate of convergence of the iterative pro-
cess. An iterative method will be said to have a linear rate of convergence if
xn x D O.x n
x / or a quadratic rate of convergence if x x D
n
n x /2 . Here x is the root of equation (3.20) of interest.
O .x
Let us determine the rate of convergence of the iterative process. The method will
be said to converge with a rate of order m if .xkC1 x / O..xk x /m /. The
method is linearly convergent if .xkC1 x / O..xk x // and quadratically
convergent if .xk x / D O .xk x /2 . Here x is a root of equation (3.20) and
.x k ; x / is the distance the kth iteration solution and exact solution.
3.4.2 Contractive mappings. The fixed point theorem

So P.x/ is a nonlinear operator that maps a n-dimensional Euclidean space En into
itself. Any point x 2 En satisfying the condition
P.x/ D x (3.22)
is called a stationary point of the operator P. Solution (3.22) is a solution to the
problem of a stationary? point. A solution to any nonlinear equation f.x/ D 0 can be
represented as a solution to the problem of a stationary point
x D x C f.x/ D P.x/:
To find stationary points, let us apply the method of successive approximations. Let
x0 be a test solution and x1 D P.x0 /, where x1 can be taken as a refinement of x0 .
The refinement process can be continued to get
xkC1 D P.xk /; k D 1; 2; : : : : (3.23)
Introducing the powers of P, one can write

xkC1 D PkC1 .x0 /; Pk .x0 / D P : : : P.: : : P.x0 / : : :/ : : : :
„ ƒ‚ …
k
Definition 3.1. An operator P that maps space En into itself is said to be compressive
in a closed ball
R.x0 ; r/ D .x; kx x0 k r/
if for any x and y 2 R.x0 ; r/, the Lipschitz condition
kP.x/ P.y/k kx yk (3.24)
holds or if kP.x/k kxk for y D 0, where < 1 is the compression coefficient.
Theorem 3.1. 1) Let P.x/ be a compressive operator in R.x0 ; r/ with coefficient

< 1 and 2) let x0 satisfy the condition
kP.x0 / x0 k < r0 .1 / < r:
Then the sequence ¹xr º converges to x 2 R, and x is the only stationary point in
R.x0 ; r/.
For the zeroth approximation, condition (3.22) guarantees that all approximations
stay within R.x0 ; r/:
kxr0C1 x0 k D kPr C1.x0 / x0 k

D kPr C1.x0 / Pr .x0 / C Pr .x0 / C P.x0 / x0 k
kPr C1 .x0 / Pr .x0 /k C C kP.x0 / x0 k
r .1 /r0 C C .1 /r0 D .1 r C1/r0 < r0 ;
where each difference has been transformed using the formula
kPr C1 .x0 / Pr .x0 /k D kPr .P.x0 / x0 /k kPr ..1 /r0 / k r .1 /r0 :
The proof of convergence is based on a convergence test for the Cauchy sequence
¹xn º. For any m and n > 0 we have
kxm xmCn k D k.xm xmC1 C C .xmCn1 xmCn k

kxmC1 xm k C C kxmCn xmCn1 k
m .1 /r0 C C mCn1 .1 /r0 m .1 n /r0 m r0 :
For any " > 0 there exists an N."/ such that for any m > N."/ and n > 0 the
condition kxm xmCn k < " holds. Indeed, let us choose N so that N < "=r0 ;
then kx m x mCn k < ", whence follows the convergence of the sequence ¹xn º to its
limit x .
Section 3.4 Methods for solving nonlinear equations 143
Proof of uniqueness. Suppose the solution is no unique, so that there are two distinct
solutions, x and x :
x D P.x /; x D P.x /;
kx x k D kP.x / P.x /k kx x k; 0 < < 1:
It follows that kx x k D 0.
Suppose that x D limm!1 Pm .x0 /. Then the point x will be said to be attain-
able from x0 and the set of all points ¹x0 º from where x is attainable will be called
the domain of attainability.
It follows from the theorem that x is attainable from any point of the ball R.x0 ; r/.
Indeed, we have
kP.x/ P.x0 /k kx x0 k r0 ; kP.x/ x1 k r0 ;
which means that P maps R.x0 ; r0 / into R.1/ .x1 ; r0 /, P2 W R ! R.2/ !
R.2/ .x2 ; 2 r0 /, etc.; so the radius of the ball R .n/ decreases with the iteration number
and ¹xn º ! x .
3.4.3 Method of simple iterations. Sufficient convergence condition

Let us show that for the Lipschitz condition to be satisfied it suffices that the condition
kP0x .x/k =n < 1
holds, where n is the dimensionality of x; hence, the norm of the Jacobian matrix must
be less than =n ( < 1). Here the Jacobian matrix of the function P.x/ is denoted
by
0 1
@P1 @Pn

B @x1
B @x1 CC
@P :
0
Px D
i B
DB : : : : : ::: C
C
@xj @ @P1 @Pn A

@xn @xn
and the norm is understood as the maximum norm of a vector or matrix:
kxk D max jxi j; kAk D max jaij j:
i ij
The proof follows from expanding the functions appearing in the Lipschitz condition
in Taylor series at the point x0 :
X n
0 @Pi
Pi .xj / D Pi .xj / C .xj xj0 / C O.xj xj0 /2 ;
@xj x0
j D1
X n
@Pi
Pi .yj / D Pi .xj0 / C .yj xj0 / C O.yj xj0 /2 ;
@xj x0
j D1
whence
ˇ
n ˇ
ˇ
X 0 ˇ
ˇ @Pi .xj / ˇ
jPi .xj / Pi .yj /j ˇ ˇ jxj yj j:
ˇ @xj ˇ
j D1
By rewriting this inequality in terms of the maximum norm, one obtains

n
X @Pi

kPi .xj / Pi .yi /k max .xj yj /
@x
j
j D1
n
X ˇ ˇ
ˇ @Pi .i0 / ˇ
kx yk ˇ
maxˇ ˇ kx yk:
@xj ˇ
j D1
Then it is clear that for the Lipschitz condition to be satisfied it suffices that
ˇ ˇ
ˇ @P . 0 / ˇ
ˇ i i ˇ
max ˇ ˇ ; where i0 2 R.x0 ; r0 /; < 1:
i;j ˇ @xj ˇ n
At n D 1, the condition
ˇ ˇ
ˇ dP ˇ
ˇ ˇ
ˇ dx ˇ < 1
must hold.
Figures 3.2a and 3.2b illustrate the geometric interpretation (in the one-dimensional
case, with n D 1) of the method of simple iterations. It is apparent from the figures
that the process converges for jP 0 .x/j 1; furthermore, the convergence is sign
z z
x0 x2 x x3 x1 x x x3 x2 x1 x0 x x 0 x
* * *
(a) (b)
Figure 3.2. Geometric interpretation for finding a fixed point of P .x/ D x.

Section 3.5 Nonlinear equations: Newton’s method and its modifications 145
alternate and monotonic if P 0 .x/ < 0 (Figure 3.2a). The approximations satisfy the
inequalities
x0 x < 0; x1 x > 0; x2 x < 0; etc.
The quantity xn changes its sing after each iteration. If P 0 .x/ > 0 near the root x1
in Figure 3.2b, the convergence does not change sign: xn > 0. If kP 0 .x/k > 1 near
the larger root x2 , the process diverges (Figure 3.2b).
3.5 Nonlinear equations: Newton’s method and its

modifications
3.5.1 Newton’s method
Apart from the method of simple iterations, which is linearly convergent, a family
of more accurate iterative methods can be constructed, which have a faster, quadratic
rate of convergence.
In formula (3.21), let us set D 1 and take the matrix B to be the Jacobian matrix
@.f1 ; : : : ; fn /
BDJD
@.x1 ; : : : ; xn /
to arrive at Newton’s iterative method (also known as the Newton–Raphson method):
xkC1 D xk Œf 0 .xk / 1 f.xk /: (3.25)
In the one-dimensional case,
@f 1
J D D fx ; J 1 D :
@x fx
Then
f .x k / f .x k /
x kC1 D x k ; x kC1 D :
fx .x k / fx .x k /
Equation (3.25) can be treated as
x D P.x/ D x J1 .x/f.x/:
The operator P.x/ can be proven to be compressive. The following theorem holds.
Theorem 3.2. If the following conditions hold:

1) the matrix .J0 /1 is nonsingular, det.J0 /1 ¤ 0, in the ball R.x0 ; r/,
k.J0 /1 k B with B > 0;
2
2) @ f
C; C > 0; i; j D 1; : : : ; n;
@x @x
i j
3) kx1 x0 k < r0 ; r0 > B;
then the iterative process is convergent.

Suppose x0 is an initial approximation and x is a solution to the system of nonlinear
equations f.x/ D 0. By expanding f .x/ in a Taylor series at x D x0 , one obtains

f .x/ D f .x0 / C J.x0 /.x x0 / C O .x x0 /2 D 0;
whence, for small x D x x0 , one finds, keeping only the linear term, that
x D x0 .J0 /1 .x0 / f.x0 /:
By applying this formula to the above xk , one arrives at the recurrence relation
xkC1 D xk J1 .xk / f.xk /: (3.26)
kC1
The process runs until the condition kx k " is satisfied.
Proof of the quadratic convergence of the Newton–Raphson method. Let us rewrite
(3.26) in the form
xkC1 D '.xk /; where '.x/ D x .fx /1 f.x/:
Using the formula for the differentiation of the inverse of a matrix, .A1 /x D
A1 Ax A1 , we obtain
'0 .x/ D .fx /1 fxx .fx /1 f.x/; '0 .x / D 0:
The notation fx or f 0 .x/ stands for the matrix obtained by differentiating the vector
function f with respect to the vector x, with
@f.x/
fxx D Hij D
@xi @xj
denoting the Hessian matrix of the function f.x/ [129]. In addition,
ˇ
'00 .x / D .fx /1 fxx ˇ :
xDx
Then
xkC1 D xkC1 x D '.xk / x
D '.x / C '0 .x /xk C '00 .x /.xk /2 x

D ' 00 .x /.xk /2 C O .xk /3 : (3.27)
It follows that the convergence rate of the Newton–Raphson method is quadratic, pro-
vided that the conditions of the above theorem are satisfied in a small neighborhood
of x .
3.5.2 Modified Newton–Raphson method

A disadvantage of the Newton–Raphson method is that one has to calculate and invert
the Jacobian matrix at each step. Furthermore, the original system of equations (3.20),
which can be quite complicated, has to be differentiated to obtain the Jacobian ma-
trix. An improvement of the Newton–Raphson method would be a minimization of
the computations and an extension of the neighborhood of the root where an initial
approximation can be specified.
The simplest modification of the Newton–Raphson method is the case where A D
J1 .x0 / is independent of k. Here the interpolation method is stationary and the rate
of convergence is linear rather than quadratic, as with A D J1 .xk /.
Figures 3.3 and 3.4 provide a geometric interpretation of the convergence condi-
tions for the Newton–Raphson method. In Figure 3.3, the conditions of the theorem
are satisfied, while in Figure 3.4a, the first condition is violated, f 0 .x/ ¤ 0, and hence
the successive approximations are divergent. In Figure 3.4b, the first condition is
satisfied, f 0 .x/ ¤ 0, by the second condition is violated: in an neighborhood of the
root x , the second derivative fxx changes its sign and the iterative process diverges.
It is apparent from Figure 3.3 that in the modified method, with J1 .x0 / D Œf.x0 / 1
fixed, the process converges much more slowly (dashed line) than in the method with
varying tangent.
f(x)
x x2 x’2 x1 x0 x
*
Figure 3.3. Geometric interpretation of finding a root of an equation (convergent process) by

the Newton–Raphson (solid line) and modified Newton–Raphson method (dashed line).
3.5.3 The secant method

Another modification of the Newton–Raphson method, the secant method, is obtained
by replacing the inverse of the derivative in (3.25) with a finite difference:
xk xk1
xkC1 D xk f.xk /; k D 0; 1; : : : : (3.28)
f.xk / f.xk1 /
f(x)
x3 x0 x2
x1 x x
*
x x1 x0 x2 x
*
(a) (b)
Figure 3.4. Geometric interpretation of finding a root of an equation by the Newton–Raphson

method (divergent process).
This is a two-step method. To obtain the approximation xkC1 , one must use two
previous approximation, xk and xk1 . In order to start the iterative process at the
first step, one should find x1 with a one-step iterative process using, for example, the
modified Newton–Raphson method.
Figure 3.5 illustrate the convergence of the secant iterative method. This method
converges more slowly than the Newton–Raphson method but faster than the modified
Newton–Raphson method.
x
*
x 3 x2 x1 x0 x
Figure 3.5. Geometric interpretation of finding a root of an equation by the secant method.
3.5.4 Two-stage iterative methods

The Newton–Raphson method is based on the linearization of a nonlinear system of
equation. It reduces the solution of the nonlinear vector equation to a multiple solution
of linear equations, or to the inversion of the matrix of the linearized equations. The
linear problem can be solved, in turn, by iterative methods by using, for example,
the methods of accelerated convergence discussed above in Section 3.3. Then the
complete iterative solution cycle for the nonlinear equation consists of two stages
involving an external cycle (implies the application of the Newton–Raphson method to
the original system of equations, thus reducing the solution of the nonlinear problem
to the solution of a nonlinear one) and an internal cycle, where the linear problem is
solved using, for example, the nonstationary Seidel method with acceleration.
To solve nonlinear equations, one can directly apply a generalization of standard
linear iterative methods to the nonlinear case. For example, the nonlinear Seidel
method has the form
fi .x1kC1 ; x2kC1 ; : : : ; xikC1 ; xiC1

k k
; : : : ; xm / D 0; i D 1; : : : ; m:
Then
f1 .x1kC1 ; x2k ; : : : ; xm
k
/ D 0; f2 .x1kC1 ; x2kC1 ; x3k ; : : : ; xm
k
/ D 0; : : : ;
where m is the number of equations.

At each stage, one solve a nonlinear equation in one unknown (m D 1): for x1kC1
at the first state and x2kC1 at the second state. These m equations, each containing
a single unknown, are solved by the Newton–Raphson method, thus reducing the
problem to a linear one. In this case, one has to deal with a two-stage method as well,
where the external iterations are carried out with the nonlinear Seidel method and the
internal iterations are preformed using the Newton–Raphson method for a system of
functions dependent on a single variable.
It is clear that other two-stage methods are possible, involving different combina-
tions of external and internal iterative processes.
3.5.5 Nonstationary Newton method. Optimal step selection

Suppose one has to solve the equation
f .x/ D 0: (3.29)
Let us consider a family of Newton’s equations with parameter and optimize the
process of successive approximations in this parameter.
Solving equation (3.29) by the Newton–Raphson iterative method with parameter
can be treated as solving the difference equation
xkC1 xk
xkC1 D fx1 .xk / f.xk /; D fx1 .xk / f.xk /: (3.30)

A continuous analogue of the Newton–Raphson method suggests that instead of (3.26),
one uses equation (3.30) with ! 0. This matrix differential equation is easy to in-
tegrate
@x
D fx1 .x/ f.x/; ln f.x/ D t C C;
@t
0
x D x0 ; t D t 0; f.x/ D f.x0 / et=t ; (3.31)
@f @.f1 ; : : : ; fm /
fx D J D D :
@x @.x1 ; : : : ; xm /
One can readily see that solution (3.31) tens to solution (3.29) as t ! 1 for any x0 :
lim f.x/ D 0; lim x.t / D x :

t!1 t!1
This solves the convergence of the process as ! 0 but not for a finite . Although
the solution to equation (3.29) is theoretically attained as t ! 1, the function f.x/
decreases exponentially and f .x/ 0 already for a finite t .
In practice, the discrete analogue of equation (3.30) is realized:
xkC1 xk D k fx1 .xk / f.xk / D k a.xk /
or
xkC1 D xk k a.xk /: (3.32)
This formula represents the nonstationary Newton method. With k D 1, one obtains
the classical stationary Newton method.
The process (3.32) was proved to converge to (3.31) as k ! 0 on a practically
finite interval if fx is invertible in the neighborhood kx x k kx0 x k, so that
jfx j ¤ 0.
For practical computations, it is necessary to complete (3.32) by an algorithm of
optimal selection of k at each iteration. From the principle of nondecreasing dis-
crepancy in an iterative process it follows that k must decrease proportionally to the
discrepancy, and hence k should be taken so as to satisfy the condition
ık
k D kC1 ; (3.33)
ı k1
where ı k D kf.xk /k D .f.xk /; f.xk //1=2 is the norm of the discrepancy.

It follows from (3.33) that the step size k decreases with decreasing discrepancy.
In order to avoid the step size to become too small, there must be a condition restrict-
ing the step size from below: 0 < ‚ k 1. There is no rigorous proof that
the algorithm (3.32)–(3.33) converges; however, numerical computations indicate the
convergence is faster that of the stationary Newton method. As k decreases, the
domain of convergence expands, while the rate of convergence falls.
An approximate formula can be suggested for refining k . It is natural to consider
the step k to be optimal for which the corresponding discrepancy is minimum along
a selected direction. The direction of the increment vector xk at the kth step is
determined by the vector a calculated by formula (3.32); the square of the discrepancy
along this direction is equal to

ı kC1 . / D f.xkC1 /; f .xkC1 / D f .xk k a.xk //; f.xk k a.xk // : (3.34)
A rigorous determination of k minimizing ıkC1 is a very difficult problem. How-

ever, this problem can be solved approximately by replacing the actual function ık . /
with a parabola by expanding the function in a Taylor series at D 0 and assuming
that ı k .0/ is the discrepancy obtained at the previous iteration. This is achieved by
using formula (3.34):
ˇ ˇ
k k d ık ˇˇ 2 kˇ
2d ı ˇ
ı . / D ı .0/ C C ; ı k .0/ D Œf.xk / 2 ; (3.35)
d ˇD0 d 2 ˇD0
where
d ık
D 2f.xk ak / fx .xk ak /ak D 2f.xk ak / f.xk /;
d
and hence ˇ
d ı k ˇˇ

k k
D 2 f.x /; f .x / D 2ı k .0/: (3.36)
d ˇD0
The coefficient of 2 can be determined from the value of the discrepancy at D 1
by formula (3.35):
ık .1/ D ık .0/ 2ık .0/ C .ı 0 /00 :
Expressing .ı 0 /00 and substituting into (3.35),
ık . / D ık .0/ 2ı k .0/ C Œık .1/ C ı k .0/ 2 ;
one arrives at the value of at which the discrepancy ık . / is minimum:

ı 0k . / D 2ık .0/ C 2 Œı k .1/ C ık .0/ D 0;
and hence
ık .0/
kC1 D : (3.37)
ı k .0/ C ı k .1/
In this case, the condition 0 k 1 always holds. Thus, ık should be evaluated at
each step using formula (3.34) for D 0 and k D 1. This formula has the flaw that
situations are possible where k is too small far away from the root.
If k is small, the convergence rate is low far away from the root, and hence the
step size should be limited from below by a quantity ‚:
" #
ı k .0/
kC1 D max ‚; k :
ı .0/ C ı k .1/
Proof of convergence. In a neighborhood of a simple root x D x , choosing the step

size kC1 according to formula (3.37) results in a quadratic convergence, just as in
the Newton–Raphson method.
Expanding (3.37) in powers of ı k .1/=ı k .0/ yields
k 2 !
kC1 ık .1/ ı .1/
D 1 k CO D 1 O.xk x /2 ;
ı .0/ ı k .0/
since ı k .1/ is the square of the discrepancy at the next iteration with respect to ı k .0/
of the stationary Newton–Raphson method, where it was shown that ık .1/ Œı k .0/ 2 .
Then the rate of convergence of the unsteady Newton process (3.37) is quadratic, just
as in the steady process:
xkC1 D xk ı nC1 fx1 .xk / fx .xk / D xkC1

N O.xk x / fx1 .xk / fx .xk /;
where xkC1
N is the value obtained at the .k C 1/st iteration by the classical Newton
method.
3.6 Methods of minimization of functions (descent

methods)
3.6.1 The coordinate descent method
The previous section considered iterative processes for solving nonlinear equations.
Now let us discuss iterative methods where approximations are constructed in a some-
what arbitrary manner. These include a family of methods for minimizing functions
of the form F .x/ D f T .x/ f.x/, which arise from solving many problems where one
has to minimize functionals. These methods are collectively called descent methods
if, at each subsequent iteration, the condition
F .xkC1 / F .xk /
holds, where F .x/ is a scalar function dependent on a vector argument.

The direction of the descent is defined by a vector Dk and the magnitude of the
correction xk is determined by a scalar k :
xkC1 D xk C k Dk : (3.38)
The simplest way to perform the minimization is to choose the vector Dk arbitrarily;
for example, it can be directed along one of the coordinates xj ,
Dk D ejk D ¹ 0 : : : 0 1 0 : : : 0 º; j D 1; : : : ; n; (3.39)
1 ::: j ::: n
Section 3.6 Methods of minimization of functions (descent methods) 153
where n is the dimensionality of the vector x or space En ; the scalar k is determined

from an approximate condition of fastest descent at the point xk . This method is
known as the coordinate descent method.
The function F .x/ is replaced with a quadratic function in accordance with the
expansion in powers of k :

k k k k k @F k 1 n 2 k T @2 F
F .x C D / D F .x / C k
D C . / ŒD k k
Dk : (3.40)
@x 2 @xi @xj
If we adopt the assumption that F .x/ is a convex function in a neighborhood of xk ,

which means that
F .x / D F .˛X C .1 ˛/Y/ ˛F .X/ C .1 ˛/F .Y/;
0 ˛ 1; X x Y;
then the maximum step size will be determined from the condition
ˇ
@F .xk C k Dk / @F k T @F
ˇ
D k k
D C ŒD ˇ Dk D 0: (3.41)
@ k @x k @xi @xj ˇxk
Then, in view that Dk is defined by (3.39), we obtain the j th component of grad F ,

@F k
gjk D D ;
@xk j
and the diagonal element Fjjk of the Hessian matrix:

ˇ
ˇ
k T @F
ŒD ˇ Dk D @F D F k :
@xi @xj ˇx k @xj @xj jj
Hence,
gjk
k D :
Fjjk
It is clear that the arbitrariness in choosing the direction of Dk can be used to

increase the rate of descent k . To this end, one should take a j such that gjk is
maximum amongst the n quantities, 1 j n, where n is the dimensionality of x or
the space En :
ˇ ˇ
@F ˇ @F ˇ
ˇ ˇ:
@xj D max
j ˇ @xj ˇ
This is the simplest way of taking advantage of the above arbitrariness in the coordi-
nate descent method, also known as the coordinate relaxation method. Other modifi-
cations of the method are possible.
3.6.2 The steepest descent method

The descent can be accelerated by choosing the decent direction along the gradient
@F=@xk rather than a coordinate,
@F
Dk D D Gk ; (3.42)
@xk
and by determining k as before, from condition (3.41). Then one obtains

ˇ
k Gk Gk @F ˇˇ
D k T ; where H D is the Hessian matrix: (3.43)
ŒG HGk @xi @xj ˇxk
If F .x/ is a quadratic function of the form
F .x/ D A C 2bT x C xT Hx;
where b is a vector and H is a symmetric positive definite matrix (H D HT with

xT Hx > 0 for any x) then minimizing F .x/ is reduced to solving a linear system of
equations with the matrix H. Then it can be rigorously proven that there exist a unique
solution, and hence that the iterative process is convergent.
The iterative process (3.38), (3.42), (3.43) is called the steepest descent method
for solving the system of linear equations Hx D b arising from taking F .x/ to be
a quadratic function. Figure 3.6 illustrates successive approximations of the steepest
descent method and depicts level lines of F .x/.
If F .x/ is not quadratic, the process can converge under the condition that there is
an initial point x0 , very close to x , such that the quadratic terms in the expansion
of F significantly dominate the higher-order terms and the Hessian matrix is positive
definite in the vicinity of x .
x1 x0
x2
x
*
Figure 3.6. Geometric interpretation of the steepest descent method.

Section 3.6 Methods of minimization of functions (descent methods) 155
3.6.3 The conjugate gradient method

The conjugate gradient method is intended for solving systems of linear algebraic
equations with a symmetric positive definite matrix. This methods enables one to
minimize a quadratic function F .x/ in n unknowns in k iterations, k n. Let us
represent the quadratic function in terms of xx , where x is the point at which F .x/
attains its minimum:
1
F .x/ D F0 C .x x /T H.x x /: (3.44)
2
The gradient of F .x/ is expressed as
G.x/ D rF D H.x x /: (3.45)
Suppose that the vectors D0 ; D1 ; : : : ; Dk in formula (3.38) are linearly independent

and form a basis. Denote am D m Dm . Then the mth iteration can be expressed via
the previous one as
xm D xm1 C am1 D D xmq C amq C C am1 :
For the kth iteration, we get

k1
X
xk D xmC1 C aq ; k m C 2:
qDmC1
In addition,
k1
X
k k mC1 q
G D H.x x / D Hx CH a Hx :
qDmC1
Since Hx D 0 and HxmC1 D GmC1 , then the kth iteration for Gk can be written as
a decomposition in the basis vectors Dq :
k1
X
Gk D GmC1 C q HDq ; m D 1; 0; : : : ; k 2;
qDmC1
(3.46)
k1
X
G k D G0 C q HDq :
qD0
The contraction of (3.46) with Dq gives

k1
X
k T k mC1 T mC1
ŒG G D ŒG G C q ŒDq T HDq : (3.47)
qDmC1
Since the Dq are linearly independent vectors, they can be chosen so that they are
H-conjugate or H-orthogonal. Then
ŒDq T HDm D 0; q ¤ m: (3.48)
It follows from (3.47) that

ŒGk T Dm D 0: (3.49)
Since D0 ; : : : ; Dn form a basis, then relation (3.49) implies that
Gk 0:
Furthermore, by virtue of (3.45) and the fact that H is positive definite, we find that
xk D x ; so the iterative process converges to the minimum point of F .x/ in k itera-
tions.
An H-conjugate basis that satisfies conditions (3.48) is easy to obtain from the
original basis D0 ; : : : ; Dk in the following manner:
D0 D G0 D rF .x0 /;

(3.50)
DmC1 D Gm C ˇm Dm :
The constants ˇm are chosen so as to satisfy the condition (3.48) that the basis is
H-conjugate. Using (3.50), we get
ŒDmC1 T HDm D ŒGm T HDm C ˇm ŒDm T HDm D 0;
and hence
ŒGm T HDm
ˇm D :
ŒDm T HDm
In order to calculate xm , the step size m should be evaluated from (3.43).
If F .x/ is not a quadratic function but the initial approximation is sufficiently good,
the convergence is also achieved, which may require more than n iterations.
3.6.4 An iterative method using spectral-equivalent operators or

reconditioning
As pointed out in Section 3.3, one often introduces an additional matrix parameter B
into an iterative process and chooses it so at to accelerate the convergence. Let us
illustrate this with an example based on the simple iteration method:
BxkC1 D Bxk .Axk b/: (3.51)
The matrix B must be easy to invert. Then, by multiplying (3.51) by B1 , one obtains
xkC1 D xk B1 .Axk b/ D .E B1 A/xk B1 b; (3.52)

where E is the identity matrix. The iterative process (3.51) represents the simple
iteration algorithm with the matrix E B1 A instead of A.
Suppose the eigenvalues i of the positive definite matrix A are in the range
i M with the condition number M=
1. Then the iterative method (3.52) is
known to converge slowly for B D E. Can we find a positive definite matrix B such
that the process (3.52) converges faster?
Denote
.Ax; x/ .Ax; x/
M1 D sup ; 1 D inf :
x .Bx; x/ x .Bx; x/
If B D E, we have M1 D M and 1 D . It can be shown [4] that if B is chosen so
that
M1 M
; (3.53)
1
then the iterative process with the reconditioning matrix B converges significantly
faster. The iteration convergence factor q2 is expressed as
M1 1 1 1 =M1
q2 D D : (3.54)
M1 C 1 1 C 1 =M1
By virtue of inequality (3.53), we have q2 < q1 , where q1 is the convergence factor in

the iterative process with B D E. Consequently, the introduction of the reconditioning
matrix B accelerates the simple iteration method.
Reconditioning can also be used in the other iterative processes considered above
in a similar manner.
It is noteworthy that, in some cases, the matrix B turns out to be fairly easy to
choose. For example, one can take B to be the matrix consisting of the diagonal
elements of A. This often suffices for the improvement of the convergence of the
iterative process.
3.7 Exercises
1. Construct examples of ill-conditioned and well-conditioned systems of linear alge-
braic equations in two and three unknowns. Analyze their conditionality and carry
out regularization for the ill-conditioned systems.
2. Prove that the condition det A D " 1 is insufficient for the matrix A to be
ill-conditioned and, conversely, the condition det A 1 is insufficient for A to be
well-conditioned. Give counterexamples.
3. Prove that the condition number of a positive definite matrix A D BT B equals the
square of that of the matrix B. Use the definition of the norm of A.
4. Prove that if A D BT B is a semi-positive definite matrix, then the matrix BT AB

is also semi-positive definite.
5. Analyze the convergence of the Seidel method with the matrix A having a diagonal
prevalence in columns:
n
X
qjaij j > aij ; i D 1; : : : ; n; q < 1:
i¤j D1
6. Solve the system of equations Ax D b with

0 1 0 1
1 0:5 0 2
A D @0:5 1 0:4A ; b D @1A
0 0:4 2 1
using Cholesky decomposition.

7. A bar made of a nonlinear elastic material with the stress-strain diagram D
E." C "0 /1=2 is subjected to the tensile stress D 10 E"0 . Can the tensile strain
be determined using: 1) the simple iteration method; 2) the Newton–Raphson
method?
8. By the secant method, determine the tensile strain of a bar subjected to the tensile
stress D 18 if the material stress-strain diagram in dimensionless variables is
given by
´
"; " 1I
D
2 1="; " > 1:
Take ".0/ D 1 as the initial approximation. Compute five iterations.
9. By the simple iteration method
ukC1 D uk C .Axk f/;
solve the system of two equations (Ax D f )
x1 C x2 D 1;
x1 C .1 C "/x2 D 1; " 1:
Show that the system is ill-conditioned and determine the parameter at which the
convergence rate of the iterative process is optimal. Verify this with a numerical
analysis for the initial approximation x1.0/ D 0:8, x2.0/ D 0 with " D 0:1. Compare
with the exact solution.
10. Solve the nonlinear system of equations
x1 C x2 D 5;
x1 C x2 C 0:01.x2 /2 D 5
by the simple iteration method. Determine the value of the parameter at which
the iterative process is convergent. Find the number of iterations required to obtain
.0/ .0/
a solution accurate to 104 with the initial approximation x1 D 0:9 and x2 D 0.
11. Solve the nonlinear system of equations
.x1 /2 C .x2 /2 D 1;
x1 C x2 D 0:1
by the secant method and the modified Newton method in the half-plane x1 > 0.
Compute the first five successive approximations with the initial approximation
p
x1.0/ D x2.0/ D 2=2. Evaluate the accuracy of the resulting solution. Compare
the solutions obtained by the two methods with the exact solution.
12. Consider a nonlinear elastoviscous bar with the following constitutive equation
in dimensionless variables:
@ @"
D ˛. /n :
@t @t
Solve the problem of stress relaxation by the implicit Euler method on the time
interval t 2 Œ0; 3 with the initial condition j tD0 D 1.
Solve the arising system of algebraic equations using the Newton–Raphson method
by partitioning the time interval into l D 3; 5; 7 subintervals with ˛ D 10, n D 5,
and tmax D 3.
Chapter 4
Methods for solving boundary value problems for

systems of differential equations
4.1 Numerical solution of two-point boundary value

problems. Stable and unstable algorithms
Chapter 2 discussed the solution of initial value (Cauchy) problems for ordinary dif-
ferential and partial differential equations. However, continuum mechanics mostly
deals with boundary and initial-boundary value problems.
This section discusses the solution of boundary value problems. First, consider the
simplest problem for a second-order ordinary differential equation.
4.1.1 Stiff two-point boundary value problem

Numerical solution of a two-point boundary value problem for a second-order or-
dinary differential equation is associated with certain difficulties, although analyti-
cal solution may be fairly straightforward. Even though the original boundary value
problem is well-conditioned, not every solution algorithm has the property of being
well-conditioned and stable with respect to small perturbations. This may lead to a
rapid accumulation of rounding errors and inadequate solution of the problem.
First, consider the solution of a boundary value problem for a constant coefficient
differential equation with a large parameter a2
1. Suppose it is required to solve
the following problem on the interval x 2 Œ0; 1 :
y 00 a2 y D 0; y.0/ D Y0 ; y.1/ D Y1 : (4.1)
The general solution to the equation is given by
y D C1 cosh ax C C2 sinh ax
with
y 0 D a.C1 sinh ax C C2 cosh ax/:
By satisfying the boundary conditions of (4.1), one obtains a system of two equations
for determining the arbitrary constants C1 and C2 , thus arriving at the solution to
problem (4.1) in the form
Y1 Y0 cosh a
y.x/ D Y0 cosh ax C sinh ax:
sinh a
Section 4.1 Numerical solution of two-point boundary value problems 161
By collecting the coefficients of Y0 and Y1 , one can rewrite this solution as
sinhŒa.1 x/ sinh ax
y.x/ D Y0 C Y1 D A.x/Y0 C B.x/Y1 : (4.2)
sinh a sinh a
Let us analyze its behavior at large values of the parameter a
1. Find A.x/ and
B.x/ as a ! 1:
sinhŒa.1 x/
A.x/ D lim D 0; x 2 .0; 1 ; A.0/ D 1I
a!1 sinh a
sinh ax
B.x/ D lim D 0; x 2 Œ0; 1/; B.1/ D 1:
a!1 sinh a
It is apparent that A.x/ and B.x/ are discontinuous at the endpoints x D 0 and x D 1
as a ! 1. Figure 4.1a illustrates the solution to the boundary value problem (4.1)
for a
1. The coefficients A.x/ and B.x/ of Y0 and Y1 in (4.2) are bounded as
a ! 1 for any x 2 Œ0; 1 , and hence the solution to problem (4.1) is stable. A small
perturbation in Y0 or Y1 leads to a small deviation in the solution y.x/; the error does
not increase even though the solution changes rapidly near the endpoints and forms
boundary layers or edge effects (Figure 4.1a). This phenomenon also arises in more
complicated systems of equations with small parameters as coefficients of the highest
derivatives.
y y
Y1 Y2
Y0
Y1
0 1 x 0 1 x
(a) (b)
Figure 4.1. (a) Edge effects at the endpoints of Œ0; 1 for a

1. (b) Two linearly independent
solutions to a Cauchy problem that lead to an ill-conditioned system of equations.
4.1.2 Method of initial parameters

To solve the boundary value problem (4.1) numerically, one can take advantage of
the method of initial parameters. The method involves searching for two linearly
162 Chapter 4 Methods for solving boundary value problems for systems of equations
independent particular solutions each satisfying two conditions at the left endpoint:
1/ y1 .0/ D 1; y10 .0/ D 0 H) y1 D cosh axI

1 (4.3)
2/ y2 .0/ D 0; y20 .0/ D 1 H) y2 D sinh ax:
a
Then, by using a linear combination of the two solutions, one satisfies the boundary
conditions (4.1) at both the left and right endpoints:
2
X y.0/ D C1 y1 .0/ C C2 y2 .0/ D Y0 ;
yD Ci y i ; (4.4)
iD1
y.1/ D C1 y1 .1/ C C2 y2 .1/ D Y1 :
The resulting system of equations serves to determine the arbitrary constants C1

and C2 :
Y0 y2 .1/ Y1 y2 .0/ 1
C1 D ; lim C1 D D Y0 I
y1 .0/y2 .1/ y1 .1/y2 .0/ a!1 1
Y0 y1 .1/ Y1 y1 .0/ 1
C2 D ; lim C2 D D Y1 :
y1 .0/y2 .1/ y1 .1/y2 .0/ a!1 1
Since y1 .1/ ! 1 and y2 .1/ ! 1 as a ! 1 (Figure 4.1b), none but absolutely
precise calculations can satisfy the boundary conditions as a!1: lima!1 C1 D Y0
and lima!1 C2 D Y1 . With any approximate calculations, an arbitrarily small devi-
ation ıy1 .0/ or ıy2 .0/ can result in an arbitrarily large error, since one has to obtain
finite values C1 O.1/ and C2 O.1/ using linear combinations of infinitely large
numbers.
A solution to system (4.4) is constructed in terms differences of the solutions y1 and
y2 at x D 1. However, y1 and y2 are both large numbers as a
1. Consequently,
C1 and C2 will be determined by the “tails” of y1 and y2 , which are affected by
rounding errors and other small perturbations. The leading parts of the large numbers
are canceled out when subtracted, and hence the solution will be highly dependent on
rounding errors rather than the real physical conditions of the problem.
It is clear that such an approach to calculating C1 and C2 is unsatisfactory. The
algorithm of the initial parameter method relies on obtaining two linearly independent
solutions to Cauchy problems, which results in an ill-conditioned problem for a
1.
Indeed, the matrix A of system (4.4) is

y .0/ y2 .0/
AD 1 :
y1 .1/ y2 .1/
Its eigenvalues are expressed as

y1 .0/ C y2 .0/ y1 .0/ C y2 .0/ 2 1=2
1;2 D ˙ y1 .0/y2 .1/ y2 .0/y1 .1/ :
2 2
Section 4.2 General boundary value problem for systems of linear equations 163
Since it follows from (4.3) that y1 .0/ y0 .0/ O.1/ and y1 .1/ y0 .1/ O.e a /,
we have
1 1=2
1;2 D O.e a / ˙ ŒO.e 2a / C O.ea / 1=2 D O.ea / ˙ 1 C O.e a / :
2
Hence, 1 D O.ea / and 2 D O.1/ and so the condition number of problem (4.4) is
C D O.e a /.
Consequently, since the Cauchy problems for the second-order equation with a
1 lead to a rapidly increasing solution of the order of O.ea /, it should not be included
in the numerical algorithm for the boundary value problem, because this results in
an unsatisfactory numerical solution for large a. Of course, if a O.1/, the initial
parameter method provides a reasonably accurate solution to the boundary value prob-
lem, since the matrix of system (4.4) will have a good condition number, C D O.1/,
in this case.
Thus, neither the initial parameter method nor any other method based on numer-
ically solving Cauchy problems can provide a good numerical solution for second-
order differential equations of the form (4.1) with large a. This, for example, also
holds true for the shooting method (see Section 4.3), where the second condition at
x D 0 in (4.3) is varied until the other condition at the right endpoint x D 1 is met.
The original boundary value problem (4.1) with large a2
1 belongs to the class
of the so-called stiff problems, whose numerical solution is associated with certain
difficulties; overcoming these difficulties calls for adequate special methods to be
used.
4.2 General boundary value problem for systems of linear

equations
A similar situation can also arise in the general case when solving a boundary value
problem for a linear system of nonhomogeneous differential equations with variable
coefficients:
du
D A.x/ u C a.x/; 0 x 1; (4.5)
dx
where u.x/ and a.x/ are n-dimensional vector functions A.x/ is an n n matrix.
In general, boundary conditions can be written as
B u.0/ C C u.1/ D f; (4.6)
where B and C are n n constant matrices and f is an n-vector.

The general solution to (4.5), as follows from the theory of linear ordinary differ-
ential equations, is expressed as
n
X
u.x/ D u0 .x/ C Ci ui .x/; (4.7)
iD1
where u0 .x/ a particular solution to the nonhomogeneous system and ui .x/ are n
linearly independent solutions to the homogeneous system (4.5) with a.x/ D 0 and
any homogeneous linearly independent boundary conditions of the form (4.6) with
f D 0.
Problem (4.5)–(4.6) is nondegenerate and has a unique solution, provided that the
determinant of the system matrix obtained from (4.6) by substituting the solution
of (4.7) for the unknowns Ci is nonzero.
A solution to this general problem can be obtained numerically by the method of
initial parameters, in a similar manner to the case of a second-order equation consid-
ered above, by reducing it to solving n C 1 Cauchy problems.
First, one uses a numerical method for Cauchy problems, e.g., the Euler method, to
find a particular solution u0 .x/ satisfying the zero initial conditions u.0/ D 0. Then,
one finds n particular solutions ui to Cauchy problems for the homogeneous system
of equations (4.5) with a.x/ 0 that satisfy the conditions
ui .0/ D li ; i D 1; : : : ; n;
where li are n linearly independent unit vectors of an n-dimensional basis. Substi-

tuting the resulting solutions into (4.7) and then (4.6), one solves system (4.6) for
the constants Ci . The condition number of the resulting matrix will be large and the
problem ill-conditioned if, amongst the solutions ui .x/, there are rapidly increasing
solutions. This is the case when some of the eigenvalues of the matrix A.x/ satisfy
the condition Re i C , with C
1, just as in solving the second-order equation.
If there are no such i , the problem is well-conditioned and this approach is adequate.
4.3 General boundary value problem for systems of

nonlinear equations
A two-point boundary value problem for an nth-order system of nonlinear equations
is stated in the same manner as for linear equations with the only exceptions that the
linear functions in equation (4.5) are replaced with nonlinear ones.
Suppose it is required to solve a system of equations of the form
du
D f.u; x/; x0 x x1 ; (4.8)
dt
with the general nonlinear boundary conditions
Ĺ.u.x0 /; u.x1 // D 0; (4.9)
where u.x/, f.x; u/, and Ĺ are n-dimensional vector functions.

Section 4.3 General boundary value problem for systems of nonlinear equations 165
4.3.1 Shooting method

The shooting method is based on reducing the problem to a multiple solution of a
Cauchy problem.
To obtain a solution u.x/ to the Cauchy problem for an nth-order system, one spec-
ifies an initial condition: u.x0 / D ˛. Let u.x; ˛/ denote the corresponding solution.
To determine the parameters ˛, one uses the boundary conditions of the original
problem (4.9) to obtain the following system of n nonlinear equations for ˛:

F .˛/ D Ĺ u.x0 ; ˛/; u.x1 ; ˛/ D Ĺ ˛; u.x1 ; ˛/ D 0: (4.10)
Equation (4.10) is solved iteratively with the rough initial approximation ¸.0/ . The
successive approximations ¸.k/ are determined by, for example, Newton’s method
from .k/ .k/
˛.kC1/ D ˛.k/ F 1 ¸ ˛ F ˛ : (4.11)
The iterations are performed until the condition k˛.kC1/ ˛.k/ k " is satisfied to
obtain ˛./ . For this value, one calculates u.x; ˛./ /, the solution to the boundary
value problem (4.8)–(4.9).
Needless to say, the above approach has at least the same drawbacks as those
pointed out in solving stiff linear equations, which arise due to the reduction of the
original boundary value problem to Cauchy problems, apart from additional difficul-
ties associated with the nonlinearity.
4.3.2 Quasi-linearization method

Another solution method is based on reducing the original boundary value problem
for a system of nonlinear equations to a boundary value problem for a system of linear
equations. Suppose it is required to solve the system of equations
dy
D f.y; x/ (4.12)
dx
defined on an interval 0 x L and subject to the general nonlinear condition

F y.0/; y.L/ D 0; (4.13)
where y.x/, f.y; x/, and F.y.0/; y.1// are n-dimensional vector functions, y.0/ D ˛
is a p-vector (p < n), and y.L/ is an .n p/-vector.
The initial approximation y0 .x/ will be chosen so that it is as close to the actual
solution of the problem (4.12)–(4.13) as possible.
Let us linearize equation (4.12) about y0 .x/:
y1 .x/ D y0 .x/ C ıy.x/;

(4.14)
y00 .x/ C ıy0 D f.y0 .x/; x/ C fy .y0 ; x/ıy:
This results in a nonhomogeneous system of linear differential equations with a non-

zero right-hand side for ıy, where fy is the Jacobian matrix of the function f.y/.
The boundary conditions are also linearized:

F y0 .0/ C ıy.0/; y0 .L/ C ıy.L/ D 0;

F y0 .0/; y0 .L/ C Fy0 .0/ y0 .0/; y0 .L/ ıy.0/ C Fy0 .L/ y0 .0/; y0 .L/ ıy.L/ D 0:
(4.15)
Eventually, we arrive at a linear nonhomogeneous system of boundary equations

for ıy0 .0/ and ıy0 .L/ similar to (4.6). Problem (4.14)–(4.15) is solved in the same
way as problem (4.5)–(4.6).
Once ıy.x/, and hence y1 .x/, has been determined, the procedure is repeated: one
looks for
y2 .x/ D y1 .x/ C ıy1 .x/ and so on.
Thus, the solution is reduced to solving a sequence of nonhomogeneous linear bound-

ary value problems (4.14)–(4.15). In the literature, this method is known as the quasi-
linearization method. The convergence of the method depends on how well the ini-
tial approximation y0 .x/ is chosen. To this end, the parameter continuation method
together with the immersed boundary method initial approximation and used in the
numerical solution of nonlinear solid mechanics problems by the parameter loading
method [51].
4.4 Solution of boundary value problems for ordinary

differential equations by the sweep method
As follows from the preceding discussion, in order to obtain an adequate numerical
solution to a stiff boundary value problem, one needs an algorithm that would not
involve the integration of Cauchy problems in the direction of rapid increase of the
function. This can be achieved by using the sweep method.
4.4.1 Differential sweep

To illustrate the application of the sweep method, consider the general second-order
equation
"y 00 D p.x/y C F .x/; " 1; p.x/ > 0; x 2 Œ0; 1 ; (4.16)
subject to the general boundary conditions

ˇ
y 0 D ˛0 y C ˇ0 ˇxD0 ;
ˇ (4.17)
y 0 D ˛N y C ˇN ˇxD1 ;
Section 4.4 Solution of boundary value problems by the sweep method 167
The first condition, at x D 0, continued to every point x of the interval Œ0; 1 deter-
mines a family of integral curves of equation (4.16). This family satisfies a linear
first-order equation that can be written as
y 0 .x/ D ˛.x/y C ˇ.x/; (4.18)
where ˛.x/ and ˇ.x/ are unknown functions to be determined from equation (4.16).
Relation (4.18) can be treated as the transfer of the boundary condition at x D 0 to
any point of the interval 0 x 1, including the right endpoint x D 1. Substitut-
ing (4.18) into (4.16) yields equations for ˛.x/ and ˇ.x/:
p.x/ F .x/
y 00 D ˛ 0 y C y 0 ˛ C ˇ 0 D ˛ 0 y C ˛ 2 y C ˇ˛ C ˇ 0 D yC :
" "
Equating the coefficients of y and the free terms with zero, one obtains two differential
equations for ˛.x/ and ˇ.x/:
p.x/
˛0 C ˛2 D ; ˛.0/ D ˛0 I (4.19)
"
".ˇ 0 C ˛ˇ/ D F .x/; ˇ.0/ D ˇ0 : (4.20)
The initial conditions in (4.19)–(4.20) follow from condition (4.17) at x D 0. The so-
lution algorithm for the boundary value problem (4.16)–(4.17) involves the following
stages.
1. Solving the Riccati equation (4.19) gives the function ˛.x/.
2. From equation (4.20), one finds the function ˇ.x/.

3. With ˛.x/ and ˇ.x/ known, one obtains y.x/ from (4.18) to arrive at the additional
boundary condition at the right endpoint x D 1
y 0 .1/ D ˛.1/y.1/ C ˇ.1/; (4.21)
which, together with the second condition in (4.17), at x D 1, gives a well-conditioned

system of two equations for y.1/ and y 0 .1/.
The forward sweep suggests the integration of the equations for ˛.x/ and ˇ.x/ from
left to right.
4. With y.1/ known, one integrates equation (4.18) from right to left. This is the
so-called backward sweep.
Thus, the boundary value problem (4.16)–(4.17) is reduced to three Cauchy problems
for three first-order equations (4.19), (4.20), and (4.18).
Note that the solution of the Cauchy problem for the second-order equation (4.16)
with two obtained conditions at right endpoint x D 1 in the backward direction is
inadequate, since the problem contains a rapidly increasing solution in the integration
direction.
Let us justify the well-posedness of the solution for all three Cauchy problems; the
idea is to perform the integration in the direction of decreasing solution, so that the
error can only decay with x.
Proof. Consider equation (4.19)
2
˛ 0 .x/ C ˛ 2 .x/ D ; ˛.0/ D ˛0 ; 2 D p.x/ > 0: (4.22)
"
For a constant p.x/ D 2 , equation (4.22) admits the exact solution

j˛0 j > 1=2 ; ˛.x/ D 1=2 coth 1=2 x C C1 ;
" " "

j˛0 j < 1=2 ; ˛.x/ D 1=2 tanh 1=2 x C C2 ; (4.23)
" " "
1 C ˛0 "1=2 1 C ˛0 "1=2
C1 D ln > 0; C2 D ln < 0:
2 C ˛0 "1=2 2 ˛0 "1=2
coth z
κε– 1/2 tanh z

tanh z
α0 0 x0 1 x
α0
x0 0 1 x κε– 1/2
(a) (b)
Figure 4.2. Proof of stability of the differential sweep.
I. a) Suppose ˛0 0. Then, depending on the sign of the inequality j˛0 j ? ="1=2 ,

the behavior of ˛.x/ changes: in the first case, ˛.x/ increases, while in the second
case, it decreases staying nonnegative, ˛.x/ 0, for all x (Figure 4.2a). Let us
prove that the error ı˛.x/ decays. Indeed, ı˛.x/,which is the error of the solution
to equation (4.22), satisfies the equation in variations
ı˛.x/0 C 2˛.x/ ı˛.x/ D 0I
for ˛.x/ 0, as x increases, the quantity jı˛.x/j decreases.

b) The solution to the second problem, (4.20), decays with x for ˛.x/ 0; hence,
the error also decays.
c) The third equation, (4.18), is integrated in the direction of decreasing x; for
˛.x/ 0, the quantities y.x/ and ıy.x/ both decrease.
II. Now suppose that ˛0 0. Then, since j˛0 j ="1=2 , the second expression
in (4.23) is valid; this situation is shown in Figure 4.2b. We have

˛.x/ D 1=2 tanh 1=2 C C2 ; where 1=2 < ˛0 0:
" " "
The point of intersection x0 of the curve ˛.x/ with the x-axis is to the right of zero,
and hence ˛.x/ is negative on the interval 0 x x0 ; the error ı˛.x/ will be
increasing here. Let us estimate this increase:
Rx
ı˛ 0 .x/ C 2˛.x/ ı˛.x/ D 0; ı˛ D ı.0/e 2 0 ˛.x/ dx
:
Since ˛.x/ is monotonic on 0 x x0 , the maximum of ı˛ is attained at x D x0 .

Let us evaluate the integral in the argument of the exponential:
Z x0 Z x0 p ˇ
1 C ˛0 " ˇˇx0
˛.x/ dx D p coth p x C C2 ln coth p x ln p ˇ
0 0 " " " 2 ˛0 " 0

D ln q
2 ˛02 "
with

ı˛.x0 / 2 1
D D exp 2 ln q D 2 2
D ˛0 2 1; " 1:
ı˛.0/ 2 ˛2 " "˛0 1 "
0
It follows that ı˛.x/ is little different from ı˛.0/. Problems are possible only if
˛0 1=2 ; this, however, contradicts the original assumption that all parameters of
"
the problem but " are O.1/. On the remaining portion of the interval, x0 x 1, we
have ˛.x/ > 0, and hence the error ı˛.x/ decays, as was shown above. It is clear that
the same holds true for the errors ıˇ.x/ and ıy.x/ as well. This completes the proof
of the well-posedness of the sweep method for solving the two-point boundary value
problem (4.16)–(4.17).
4.4.2 Solution of finite difference equation by the sweep method

Now let us consider the finite difference approximation of a boundary value problem
for an arbitrary second-order equation and extend the sweep method to the solution of
difference equations.
A finite difference approximation for any second-order ordinary differential equa-
tion with smooth coefficients
A.x/u00 C B.x/u0 C C.x/u D F .x/
subject to the boundary conditions u.0/ D ' at x D 0 and u.1/ D at x D 1 has

the general form
an un1 C bn un C cn unC1 D fn ; (4.24)
which is only valid for internal points, n D 1; : : : ; N 1 of the interval x 2 Œ0; 1 ,
with the boundary conditions
x D 0; u0 D '; x D 1; uN D ; (4.25)
prescribed at the endpoints. Equations (4.24)–(4.25) form a system of linear equations

with a tridiagonal matrix; this system can be solved using the sweep method in the
form of recurrence relations.
A first integral of equation (4.24) (the analogue of equation (4.18)) can be written
as
un D LnC 1 unC1 C KnC 1 (4.26)
2 2
where LnC 1 and KnC 1 are coefficients to be determined from equation (4.24). The
2 2
initial values LnC 1 and KnC 1 are found from the boundary conditions (4.25):
2 2
n D 0; u0 D L1=2 u1 C K1=2 :
It follows from (4.25) that L1=2 D 0 and K1=2 D '. Further,
n D 1; a1 .L1=2 u1 C K1=2 / C b1 u1 C c1 u2 D f1 ;
c1 u2 f1 K1=2 a1
u1 D C ;
a1 L1=2 C b1 a1 L1=2 C b1
with
c1 f1 K1=2 a1
L3=2 D ; K3=2 D ;
a1 L1=2 C b1 a1 L1=2 C b1
:: :: (4.27)
: :
cn fn Kn1=2 an
LnC1=2 D ; KnC1=2 D :
an Ln1=2 C bn an Ln1=2 C bn
Formulas (4.27) for the coefficients are finite difference analogues of equations (4.19)
and (4.20). The forward sweep suggests that the coefficients LnC1=2 and KnC1=2
are calculated by formulas (4.27). The backward sweep suggests that all un are de-
termined from unC1 using formula (4.26). For n D N 1, it follows from (4.26)
that
uN 1 D LN 1=2 uN C KN 1=2 D LN 1=2 C KN 1=2 :
further, for n D N 2; : : : ; 1, one successively calculates uN 2 ; : : : ; u1 .

One can see that the more general boundary conditions (4.17) result in a system of
two equations at x D 1 for the unknowns uN and uN 1 . Once the system has been
solved, the backward sweep can be started.
For countable stability, it follows from the maximum principle (see Section 4.5), in
the special case of a single variable, that the conditions
an > 0; bn < 0; cn > 0; jan C cn j jbn j (4.28)
must hold. In this case, the rounding error will not increase.
Just as the Gauss method, the sweep method is based on factorization. The latter is
essentially an implementation of the Gauss method in the form of explicit recurrence
formulas resulting from a simpler, tridiagonal form of the matrix A of the system of
difference equations (4.24) [46].
It may seem that the sweep method is only suitable for solving boundary value
problems for second-order ordinary differential equations. However, this is not so;
solving this kind of problems is an integral part of the analysis of a wide class of
problems for partial differential equations. A few examples will be considered below
to illustrate this [168].
4.4.3 Sweep method for the heat equation

Consider the following initial-boundary value problem for the one-dimensional heat
equation:
x D 0W u.0; t / D .t /;
@u @2 u
D 2 2 ; x D 1W u.1; t / D .t /; (4.29)
@t @x
t D 0W u.x; 0/ D u0 .x/:
@u
Approximating the function u.x; t / with discrete values un .x/ in t and replacing @t
unC1 .x/un .x/
with , one arrives at the system of N second-order ordinary differential
equations in x
nC1
2 d 2 u.x/
unC1 .x/ D un .x/; n D 1; : : : ; N;
dx 2
subject to the boundary conditions
unC1 .1; t nC1 / D .t nC1 /; unC1.0; t nC1 / D '.t nC1 /;
which can be solved using the differential sweep method.
t
n+1
τ
n
k–1 k k+1 h
0 1 x
Figure 4.3. Scheme of the sweep method for unsteady heat conduction equations.
By choosing the simplest implicit scheme for the equation of (4.27), one obtains
nC1
uknC1 unk 2
ukC1 2uknC1 C uk1
nC1
D ;
h2

2 nC1 2 nC1 2 nC1
u 1 C 2 uk C 2 uk1 D unk : (4.30)
h2 kC1 h2 h
For a fixed n, equation (4.30) and boundary conditions (4.29) have the form (4.24)–
(4.25) and can be solved successively for each time layer n C 1, with the solution for
layer n known (Figure 4.3), by the difference sweep method (4.26)–(4.27).
It is clear that the countable stability conditions (4.28) for the coefficients of equa-
tion (4.30) are satisfied.
4.5 Solution of boundary value problems for elliptic

equations
4.5.1 Poisson’s equation
We now proceed to difference equations for boundary value problems described by
elliptic equations. The simplest elliptic equation is Poisson’s equation
@2 u @2 u
C D f .x; y/; (4.31)
@x 2 @y 2
Section 4.5 Solution of boundary value problems for elliptic equations 173
which arises in solving numerous problems of mathematical physics. The boundary

conditions can have one of the following three forms (s 2 @/:
Dirichlet conditions: u D '.s/I (4.32)

@u
von Neumann conditions: D '.s/I (4.33)
@n
@u
mixed conditions: a.s/ C b.s/u D '.s/: (4.34)
@n
@
Here @n indicates a derivative with respect to the outward normal to the contour @
of the domain ; a.s/, b.s/, and '.s/ are functions defined on @.
Furthermore, different types of boundary conditions can be set on different portions
of the surface @.
Perform a finite difference approximation of problem (4.31)–(4.34). For simplic-
ity, introduce a square grid with step size h and cover the domain with this grid.
Introduce a grid function u.xk ; ym / D uk;m defined at the grid nodes .k; m/ with
k D 0; 1; : : : ; K and m D 0; 1; : : : ; M .
(k, m + 1)
1 internal nodes
(k, m)
boundary nodes
(k – 1, m) (k + 1, m)
0 1 (k, m – 1)
(a) (b)
Figure 4.4. (a) A rectangular grid for the solution of the discrete Poisson equation (boundary
value problem, first-order approximation). (b) A five-point stencil.
With the simplest five-point stencil, the second derivatives in equation (4.31) can
be approximated by second-order central finite differences (Figure 4.4) to obtain
ukC1;m 2uk;m C uk1;m uk;mC1 2uk;m C uk;m1
uk;m D 2
C D fk;m :
h h2
(4.35)
Equation (4.35) is only defined at the nodes of the stencils that lie completely within
the domain .
To simplify the approximation of the boundary conditions, we assume the domain
to be rectangular. For example, let us approximate condition (4.34) by a left unilateral
m+1
b
h
h
k k+1
h x
–
2
a h
–
2
Figure 4.5. Arrangement of nodes on the boundary to provide a second-order accurate solu-
tion to a boundary value problem.
finite difference at x D 0 and a right unilateral finite difference at x D 1:

u0;m u1;m
a0;m C b0;m u0;m D '0;m ;
h
m D 0; 1; : : : ; M: (4.36)
uK;m uK1;m
aK;m C bK;m uK;m D 'K;m ;
h
The boundary conditions at y D 0 and y D l will be approximated likewise.
The order of approximation of the difference equation (4.31) is O.h2 / and that of
the boundary conditions is only O.h/. In order to obtain second-order approximation
for the boundary conditions as well, one should extend the grid by h=2 in both x
and y and introduce outer nodes along the contour @ as shown in Figure 4.5. The
approximation in, for example, x should be taken in the form
u1;m u0;m u1;m C u0;m
a1=2;m C b1=2;m D '1=2;m (4.37)
h 2
where the quantities labeled with k D 12 coincide exactly with the corresponding
values at the contour x D 0. The solution u.x; y/ is assumed to have four continuous
derivatives, which requires the function f .x; y/ to have two continuous derivatives
in and the function ' to be continuous on @.
It is noteworthy that general irregular finite-element meshes [168, 89] are used to
solve elliptic continuum mechanics equations for complex-shaped domains.
4.5.2 Maximum principle for second-order finite difference equations

The stability of the finite difference scheme (4.35)–(4.37) can be proved based on the
maximum principle valid for the elliptic differential equation (4.31). It follows from
the maximum principle that the value of a harmonic function at a point .x; y/ is equal
to its average taken along a circumference centered at .x; y/. The maximum principle
is also valid for the finite difference approximation (4.35).
Consider the second-order elliptic ordinary differential equation
2
X
@ @u
a.˛/.x/ C q.x/u D f .x/; x 2 : (4.38)
˛
@x˛ @x˛
The finite difference approximation (4.38) on a rectangular grid with step size h˛
along the coordinate x˛ (˛ D 1; 2) is given by

.1/ ukC1;l uk;l .1/ uk;l uk1;l
Qh .u/ D akC1;l ak;l
h1 h1

.2/ u k;lC1 u k;l .2/ u k;l uk;l1
C ak;lC1 ak;l C qk;l xk;l uk;l
h2 h2
D fk;l ; (4.39)
where
akC1;l D a.xkC1 0:5h1 ; y/; q.xk ; yl / D qk;l ;

ak;lC1 D a.xk ; ylC1 0:5h2 /; f .xk ; yl / D fk;l :
Let us rewrite the difference equation (4.39) in the conditional form

N1
X
Qh .uk;l / D Auk;l C B.xk;l ; /u./; (4.40)
D1
where is the node number in the stencil N1 obtained from the full stencil N by
removing the central point .k; l/.
The coefficients A and B satisfy the conditions
N1
X
A.x/ > 0; B.x/ > 0; C.x/ D A B.x; / > 0; x 2 : (4.41)
D1
The maximum principle for the solution to the difference equation (4.40) reads: if
the grid function uh satisfies the homogeneous boundary conditions uh .xi / D 0,
xi 2 @, and f .xi / 0 or f .xi / 0), then u.xi / 0 (u.xi / 0) and maximum of
juh .xi /j or, respectively, minimum of juh .xi /j is attained at the boundary (xi 2 @).
The convergence of the finite difference schemes (4.39)–(4.40) can also be proved
using the maximum principle.
4.5.3 Stability of a finite difference scheme for Poisson’s equation

Let us prove that if .u/k;m > 0 at all internal nodes, then maxk;m uk;m is attained
at a boundary node.
Proof. From .u/k;m > 0 it follows that
1
uk;m < uk1;m C uk;m1 C uk1;mC1 C uk;mC1 : (4.42)
4
One can see that the value of the grid function at an internal point is indeed less than
the average value at the nodes of the circumscribed circle.
Likewise, from the condition .u/k;m < 0 one concludes that min uk;m is attained
at the boundary.
In the theory of partial differential equations, the solution to the Dirichlet prob-
lem for Poisson’s equation is found, based on the maximum principle, to satisfy the
estimate
1
kuk k'k C R2 kf k; (4.43)
4
where kuk D max.x;y/2 juj, R is the radius of the circle embracing the domain ,
and f and ' are the functions that appear on the right-hand sides of equation (4.31)
and boundary conditions (4.32)–(4.34).
A similar estimate, uniform in the grid step size h, can be obtained for the difference
equation (4.35):
1
kukh k'k C R2 kf k; (4.44)
4
where kukh D maxk;m juk;m j.
The estimate (4.44) means that the solution to the difference equation (4.35) is
continuously on the right-hand side, provided that condition (4.32) holds. It follows
that the solution is stable and convergent with the convergence order equal to the
approximation order:
kuk;m Uk;m kh < C1 h2 C C2 R2 h2 ; (4.45)
where uk;m is the solution to the difference equation, Uk;m is the projection of the
exact solution onto the grid node .k; m/, C1 is an upper bound for the normal deriva-
tive of U.x; y/ at the boundary, and C2 is an upper bound for the fourth derivatives
of U.x; y/.
4.5.4 Diagonal domination

It follows from the difference equation (4.35) that a diagonal entry of the matrix of
system(4.35) is no less, in absolute value, than the sum of absolute values of all off-
diagonal entries. This property follows from the maximum principle and is called
diagonal domination. This is a very important property and one usually tries to ensure
it when constructing finite difference schemes, including those for more complicated
equations, e.g., the equation with a mixed derivative
uxx C uxy C uyy D f .x; y/: (4.46)
The second-order approximation of the mixed derivative by using four nodes of a

nine-point stencil
1
.uxy /k;m D u kC1;mC1 u kC1;m1 u k1;mC1 C uk1;m1
4h2
results in an equation whose entries are shown in Figure 4.6(a). It is apparent that di-
agonal domination is violated with this approximation. In Figure 4.6(b), the derivative
1 1
––
4
1 –
4
1 –4 1
1 1
– 1 ––
4
4
(a)
–1 1 1 1
+ =
1 –1 1 –4 1 1 –3
1 1
(b)
Figure 4.6. Stencils for approximating the mixed second derivative: (a) with violation of
diagonal domination and (b) without violation of diagonal domination.
is approximated with first-order accuracy using the four points connected by arrows.
There is diagonal domination and the stencil consists of only four nodes. The entries
are calculated as the sum of entries for Poisson’s equation with a five-point stencil
and, for the mixed derivative, with the stencil marked by arrows.
One should be warned that the absence of diagonal domination is not sufficient for
the scheme to be unstable.
4.5.5 Solution of Poisson’s equation by the matrix sweep method

The sweep method can be extended to the solution of elliptic problems. Let us demon-
strate this for Poisson’s equation. Consider the von Neumann problem for the rectan-
gular domain shown in Figure 4.4:
uxx C uyy D f .x; y/; .x; y/ 2 I

@u (4.47)
boundary condition: D S.x; y/ u C q.x; y/; .x; y/ 2 @:
@n
Let us introduce a rectangular grid with nodal coordinates .m; n/ and adopt the
notation
m D 1; 0; 1; : : : ; M; n D 1; 0; 1; : : : ; N:
The coordinate .x; y/ is shown

system inFigure 4.5. The internal nodes with coordi-
nates xm D m C 12 h and yn D n C 12 k are shown as open circles. A nodal value
u.xm ; yn / is denoted umn . The outer nodes are h=2 and k=2 away from the rectangle
boundaries and are shown as solid circles; these correspond to nodes .1; M / and
.1; N / in the x- and y-directions, respectively.
Problem (4.47) is described by the difference equations at the internal nodes
umC1;n 2um;n C um1;n um;nC1 2um;n C um;n1
C D fm;n ;
h2 k2 (4.48)
m D 0; 1; : : : ; M 1; n D 0; 1; : : : ; N 1:
The number of these equations is MN . The ultimate equations involve the values at
fictitious outer nodes with m D 1; M and n D 1; N . Let us represent the bound-
ary conditions (4.47) using central differences at boundary nodes, with the derivative
taken along the outward normal to the boundary contour @.
The boundary conditions at the straight lines x D 0 and x D a are expressed as
8
ˆ u1;n u0;n u0;n C u1;n
< D S.0; yn / C q.0; yn /;
h 2 n D 0; 1; : : : ; N 1:
:̂ uM;n uM 1;n D S.a; yn / uM;n C uM 1;n C q.a; yn /;
h 2
(4.49)
The boundary conditions at y D 0 and y D b are
8
ˆ um;1 um;0 um;0 C um;1
< D S.xm ; 0/ C q.xm ; 0/;
h 2 m D 0; 1; : : : ; M 1:
:̂ um;N um;N 1 D S.xm ; b/ um;N C um;N 1 C q.xm ; b/;
h 2
(4.50)
The number of equations in (4.49) equals 2N and the number of equations in (4.50)
equals 2M , since no equations are required for corner points. The problem has
ˇ D .M C 2/.N C 2/ 4 unknowns. The total number of equations, ˛ D MN C

2.M C N /, equals the number of unknowns, ˛ D ˇ.
Let us introduce the N -vectors
um .um;0 ; : : : ; um;N 1 /; m D 1; 0; 1; : : : ; M;
Q0 .q0 ; : : : ; qN 1 /; qn D q.0; yn /
QM .q0 ; : : : ; qN 1 /; Qn D q.a; yn /;
whose components are only the values of functions at internal nodes. The values of
functions at the nodes shown by solid circles in the y-direction are not involved into
these vectors. Then conditions (4.49) at x D 0 and x D a rewritten in vector form as
u1 u0 u1 C u0
DA C Q0 ;
h 2
uM uM 1 uM C uM 1
DB C QM ;
h 2
where A and B is diagonal matrices.
At the outer nodes, the unknowns in the y-direction for vectors u1 and uM . All in
all, there are M C 2 vectors. Equation (4.48) involves three components of the vec-
tor um and one component of umC1 and um1 each. Let us represent equation (4.48)
in matrix form. To this end, the quantities um;1 and um;N , which do not enter um ,
must be eliminated from (4.48) using the equations of (4.50) at y D 0 and y D b:
um;1 um;0 um;1 C um;0
D S.xm ; 0/ C q.xm ; 0/;
k 2
um;N um;N 1 um;N C um;N 1
D S.xm ; b/ C q.xm ; b/:
k 2
Then
1 C k2 S.xm ; 0/ 0k
qm
um;1 D um;0 C ;
1 k2 S.xm ; 0/ 1 k2 S.xm ; 0/
1 C k2 S.xm ; b/ Nk
qm
um;N D um;N 1 C :
1 k2 S.xm ; b/ 1 k2 S.xm ; b/
Substitute these expressions in the equations of (4.48) that contain y-direction nodes
to obtain
umC1;n 2um;n C um1;n

h2
m um;nC1 2.1 m m
n /um;n C n um;n1
C n D fm;n Fmn ; (4.51)
k2
where n D 0; : : : ; N 1. Furthermore,
´ ´
m 1; 0 n N 2; 0; n D 0;
n D nm D
0; n D N 1; 1; n > 0;
8 8
ˆ 1C k2 Sm0 0
ˆ 21 k S 0 ; n D 0;
ˆ ˆ
ˆ qm ; n D 0;
ˆ
ˆ ˆ
ˆ k 0
< 2 m < k 1 2 Sm
m
n D 0; 0 < n N 2; F D 0; 0 < n N 2;
ˆ
ˆ ˆ
ˆ
ˆ k N
ˆ 1C 2 Sm ˆ N
:̂ ; n D N 1: :̂ qmk N
; n D N 1:
k N k 1 2 Sm
2 1 2 Sm
The only equations that have an irregular form are those with n D 0 and n D N 1.
Let us rewrite equations (4.51) in matrix form. Equations (4.51) involve the vectors
um1 , um , and umC1 , one component of each of the first and third vector, and three
components (um;n1 , um , and um;nC1 ) of the second vector um . In matrix form,
equations (4.51) become
1
u mC1 2B m u m C u m1 C dm D 0;
h2
where 2Bm is a tridiagonal matrix of the form
0 h2 2 1
1C.1 m 0 / k2 kh2 0 0 0 0
B 2 h2 h2 C
B kh2 1C.1 m 1 / k2 k2 0 0 0 C
2Bm D B C
@ A
2 h2
0 0 0 0 hk2 1C.1 m /
N 1 k 2
and dm D h2 .fm Fm /.

Thus, we have arrived at the system of equations
u1 u0 u1 C u0
DA C Q0 ;
h 2
umC1 2Bm um C um1 C dm D 0; m D 0; : : : ; M 1; (4.52)
uM uM 1 uM C uM 1
DB C Q0 :
h 2
The system of M C 2 matrix equations (4.52) is solved by the sweep method. Fol-
lowing the scheme that was used in the case of a scalar equation, one transfers the
system of boundary conditions at x D 0 to the right end x D a by using the interme-
diate integral
u1 D K1=2 u0 C l1=2 :
If follows from the first equation in (4.52) that

E A E A
u1 D C u0 C Q 0 :
h 2 h 2
Hence,
1 1
E A E A E A
K1=2 D C ; l1=2 D Q0 :
h 2 h 2 h 2
Then we have
um1 D Km1=2 um C lm1=2 ;

umC1 2Bm um C Km1=2 um C lm1=2 C dm D 0;
um D KmC1=2 umC1 C lmC1=2 ;
with
KmC1=2 D .2Bm Km1=2 /1 ; lmC1=2 D K1

mC1=2 .lm1=2 C dm /:
At m D M , we get a system of 2N equations for the components of the vectors uM

and uM C1 :
uM 1 D XM 1=2 uM C yM ;

E B 1 E B E B 1
uM C1 D C uM C C QN :
h 2 h 2 h 2
The well-posedness of the matrix sweep follows from the condition that kXm k 1;
for details, see [46].
The solution of problem (4.47) by matrix sweep requires M C1 inversions of N N
matrices instead of solving the system of a D N N C 2.M C N / equations by the
Gauss method. It is clear that, with matrix sweep, the gain in the number of operations
is no less than that with scalar sweep.
4.5.6 Fourier’s method of separation of variables

Let us now proceed to efficient solution methods for the system of grid equations
obtained.
The systems of linear algebraic equations resulting from finite difference approx-
imations of elliptic differential equations (4.39) have certain specific features. The
number of equations is usually very large, being equal to the number of grid nodes
involved. The system matrix is rather sparse, with a large number of zero entries, and
has a banded structure, with diagonal entries and relatively few off-diagonal entries.
Such systems should be solved using special rather than standard methods of lin-
ear algebra, designed to exploit the specific features of the systems. In particular,
Fourier’s method of separation of variables is rather efficient and very common in
solving simple second-order equations of mathematical physics of the form (4.38). A
similar method applies to finite difference approximations of these equations (4.39).
To illustrate the method, let us consider the example of the Dirichlet problem for Pois-
son’s difference equation (4.35) on a rectangular domain with zero boundary condi-
tions:
uD0 for .x; y/ 2 @;
0 x l1 ; 0 y l2 for .x; y/ 2 :
After separating the variables, one arrives at the following eigenvalue problem for
a second-order difference equation in x:
k k
N .x/ k v .x/ D 0;
vxx v0 D 0; vN D 0; (4.53)
where
v.x C h; y/ v.x; y/ v.x; y/ v.x h; y/
vx D ; vxN D ;
h h
vx vxN
vxx
N D ;
h
with vx being the right, vxN left, and vxx
N second difference derivative with respect
to x.
The solution to equation (4.53) is sought in the form v D v0 exp.i kx/. With this
expression, one arrives at the eigenvalues and eigenfunctions
s
4 2 kh1 .k/ 2 kx
k D 2 sin ; v .x/ D v0 sin ; (4.54)
h1 2l1 l1 l1
k D 1; : : : ; N 1;
where h1 is the grid step size in x and h2 is that in y.
The solution uh .x; y/ to equation (4.35) will be sought in the form of a decompo-
sition in the eigenfunctions v .k/ .x/:
N
X 1
uh .x; y/ D v .k/ .x/w .k/ .y/; (4.55)
kD1
where w .k/ .y/ is the solution to the nonhomogeneous equation in y with zero bound-
ary conditions, which can be determined from the system of difference equations
1 .k/ .k/ .k/
wmC1;n 2wm;n C wm1;n .k/ wm;n
.k/
D f .k/ .ym;n / (4.56)
h2
.k/ .k/
under the conditions w0;n D 0 and wN2 ;n D 0, with f .k/ .y/ being Fourier coeffi-
cients of the right-hand side of Poisson’s equation:
N
X 1
.k/
f .y/ D f .y; x/v .k/ .x/h1 : (4.57)
kD1
Section 4.6 Stiff boundary value problems 183
So the Fourier method involves finding the eigenvalues and eigenfunctions of the
difference problem in x (the coefficients are independent of x), calculating the Fourier
coefficients by formula (4.57), and determining the coefficients w .k/ in the decompo-
sition (4.55) by solving the boundary value problem (4.56) with the scalar sweep
method. The Fourier coefficients (4.57) are calculated using the efficient numerical
algorithm of fast Fourier transform, where the computational cost is proportional to
number of operations q D O.N1 N2 log N1 /. See [116, 39].
For problems with constant coefficients, one can use the Fourier transforms in both
x and y, performing a decomposition in the eigenfunctions of the two-dimensional
difference operator Lh .x; y/.
Numerical solution of elliptic equations represents a well developed section of
computational mathematics, which is used for the solution of continuum mechan-
ics problems by the finite element method. The finite element method has lately been
given preference over the finite difference method, especially in studying problems
for three-dimensional domains of complex geometry [56, 58].
4.6 Stiff boundary value problems

4.6.1 Stiff systems of differential equations
Section 4.4 discussed the solution of a stiff boundary value problem for a second-
order linear differential equation. The difficulties of the problem were analyzed and
a method was outlined for overcoming the difficulties. Let us now generalize the
method to the case of stiff boundary value problem for systems of linear differential
equations.
Suppose there is a general system of linear equations
du
A.x/ u D a.x/: (4.58)
dx
The boundary conditions are prescribed in the form

li ; u.0/ D ˛i at x D 0 .i D 1; : : : ; k; k < n/;
(4.59)
li ; u.b/ D ˛i at x D b .i D k C 1; : : : ; n/;
where i is the boundary condition number; the parentheses denote the scalar product
of vectors. Suppose there are k boundary conditions at the left endpoint and n k
conditions at right endpoint of the interval Œ0; b . The vectors u, li , and ¸ belong to
the n-dimensional vector space Rn . For simplicity, the matrix A will be considered
constant, although all subsequent manipulations remain valid for A D A.x/ as well,
provided that the entries of A.x/ are slowly varying functions.
Definition 4.1. System (4.58) will be called stiff if the spectrum of the matrix A can
be subdivided into three characteristic parts, as shown in Figure 4.7, satisfying the
conditions
Re i L; i D 1; : : : ; k

.negative stiff/;
Re C
i L; i D 1; : : : ; k C .positive stiff/; (4.60)
ji j < l; i D 1; : : : ; m .soft/;
where k C C k C m D n.
λi– –l l λi+
0
–L L
Figure 4.7. A spectral diagram for a stiff matrix A.
This subdivision is quite conditional, because there may be no clear borders be-
tween the spectral parts. What is important is that there are subranges of positive
and negative eigenvalues where the condition bL
1 holds, with bl O.1/. The
quantity b is the length of the integration interval. Accordingly, the general solution
to equation (4.58) can also be decomposed into three parts:
k kC m
X X C X

u.x/ D ci !
i e
i x C ci !C
i e
i x
C ci !i e i x ; (4.61)
iD1 iD1 iD1
where !C
i , !i , and !i are eigenvectors of the matrix A corresponding to the respec-
tive eigenvalues C
i , i , and i of the three different part of the spectrum.
We will consider the class of boundary value problems (4.58)–(4.59) that have a
bounded solution:
ku.x/k C ka.x/k C k¸k : (4.62)
The right-hand side contains the norms of the right-hand sides of equation (4.58) and
boundary condition (4.59).
It should be emphasized that this class of boundary value problems has the specific
feature that the general solution (4.61) contains rapidly growing components with
exp.Lb/
1 but the solution to the boundary value problem does not have such
components: u.x/ O.1/. The solutions to some of the boundary value problems
may not satisfy the boundedness condition (4.62) if the spectrum of the matrix A
meets the conditions (4.60). Accordingly, some problems (4.58)–(4.59) may not be
adequately solvable by numerical methods.
Whether a problem is adequately solvable or not depends on the number of bound-
ary conditions (4.59) at the left and right endpoints of the interval as well as on the
relation between this number and the number of stiff points lying in the left and right
parts of the spectrum.
The inequalities
1/ k k ; 2/ n k k C (4.63)
are necessary conditions for adequate solvability of problem (4.58)–(4.59).
The number of boundary conditions at the left endpoint, k, must be no less than the
number of rapidly decaying solutions with increasing x, and the number of boundary
conditions at the left endpoint, n k, must not be less than the number of decaying
solutions with decreasing x. Indeed, if at least one of these conditions is not met, then
there is a nonzero solution satisfying k homogeneous conditions at the left endpoint
and decaying with increasing x while satisfying the nonhomogeneous boundary con-
ditions. Then the integration of this solution will be from right to left, in the direction
of rapid increase, which will result in a rapid growth of a small perturbation [39].
Recall that a similar situation occurred in the integration of a second-order equation
by the method of initial parameters (Section 4.4) and led to an ill-conditioned system
of algebraic equations at the other endpoint; the solution of this system resulted in
a loss of accuracy due to the reduction in the number of significant digits when two
large numbers, close in value, were subtracted from each other. However, the original
boundary value problem (4.1) or (4.16)–(4.17) was adequately solvable and satisfied
condition (4.63).
4.6.2 Generalized method of initial parameters

Let R .x/ denote the family of solutions (4.58) satisfying the k left boundary condi-
tions (4.59) alone. This manifold represents, for fixed x, a linear .n k/-dimensional
subspace of the n-dimensional space Rn .x/ of all solutions (4.58). Likewise, let
RC .x/ denote the family of solutions satisfying the n k right boundary conditions
alone, representing a k-dimensional subspace of Rn .x/.
An explicit expression of R .x/, for example, can be obtained as follows:
(i) Find a particular solution of the nonhomogeneous equation (4.58) that satisfies
the nonhomogeneous boundary conditions (4.59). To this end, one finds a vector
u0 .0/ 2 Rn solving k left linear equations in (4.59). With the initial values u0 .0/,
one solves the Cauchy problem for equation (4.58) and finds u0 .x/.
(ii) Find n k linearly independent solutions ui .x/, i D 1; : : : ; n k, to the homoge-
neous equation (4.58) that satisfy the homogeneous left boundary conditions (4.59).
Solve n k Cauchy problems subject to the initial conditions at the left end and
satisfying the system of k equations

li ; ui .0/ D 0; i D 1; : : : ; k;
with the mth vector um .0/, m D 1; : : : ; n k, extended so that all its components
um
kC1
.0/; : : : ; um
n .0/ are zero except for ukCm .0/ D 1:
m
‚ …„ ƒ
m
u .0/ D u1 .0/; : : : ; uk .0/; 0; : : : ; 0; 1; 0; : : : ; 0 ; m D 1; : : : ; n k:
„ ƒ‚ …
nk
The vector manifold R .x/ will be explicitly represented by the following sum:
nk
X

R .x/ D u0left.x/ C Cm u m
left .x/: (4.64)
mD1
Likewise, RC .x/ can be represented as

n
X
C
R .x/ D u0right .x/ C Ci uiright .x/; (4.65)
iDnkC1
where um i
left .x/ satisfies the conditions at the left endpoint and uright .x/, at the right
endpoint, with Ci being arbitrary constants.
The intersection of the two manifolds gives the solution to the original problem
(4.58)–(4.59):
u.x/ D R .x/ \ RC .x/:
Problem (4.58)–(4.59) can be solved this way as long as the spectrum of the ma-
trix A is not stiff. This approach represents a generalization of the method of initial
parameters discussed above in Section 4.1 as applied to solving a single second-order
equation.
Obviously, this algorithm can be implemented numerically. By equating the ex-
pressions of the manifolds R .x / and RC .x / at some point x D x , one obtains a
system of n equations for n arbitrary constants Ci (i D 1; : : : ; n). However, it cannot
be directly used to solve stiff problems, since the cause of an ill-condition system of
equations – the integration of the Cauchy problems for rapidly increasing functions in
the direction of growth – has not been eliminated. Outlined below is an approach that
allows one to overcome this difficulty.
4.6.3 Orthogonal sweep

Manifolds of the form (4.64)–(4.65) consist of solutions to individual Cauchy prob-
lems involving components that grow rapidly to both left and right, eLx and e Lx .
As noted above, such components make the algorithm of initial parameters ill condi-
tioned. At the same time, the manifolds R˙ .x/ themselves are stable, provided that
the adequate solvability conditions (4.63) are satisfied. For example, if the right-hand
sides ˛i of the equations in (4.59) are perturbed by small quantities ı˛i , the manifold
R .x/ will also change by a small quantity ıR .x/:
kıR k < C kı˛i k; C D O.1/:
However, the constant C can be large: C D exp.bL/

1.
Therefore, an adequate numerical method should be designed so as to deal with the
stable manifolds R .x/ and RC .x/ rather than individual Cauchy problems. How
can this be done in practice?
In order to construct the manifold R .x/, which represents an r-dimensional hy-
perplane (r D n k) in the space Rn .x/, one should choose a point u0 and a basis
of r linearly independent vectors e1 , . . . , er in this hyperplane. Then R .x/ is a set
points u 2 Rn given by
r
X
u.x/ D u0 .x/ C Ci ei .x/; (4.66)
iD1
where Ci are arbitrary constants. The method for the determination of u0 and ei .x/
was described above. But the whole point is that the basis ei .x/, which is initially,
at x D 0, chosen to be orthogonal and so determines the manifold R .0/ very well,
gets deteriorated (squashed) as the integration with respect to x is performed – the
angles between vectors rapidly decrease and the basis degenerates and so the manifold
is determined in an unstable way, with small perturbations in the initial conditions
rapidly growing and leading to large errors ıu. The basis degeneration can be dealt
with by performing regular reorthogonalization.
As we have seen above, the appearance of unstable components in the manifold
R .x/ is due to not only large values of i but also products i b (b is the length of the
integration interval). The basis becomes deteriorated as soon as e i x become large,
where x is the length of the integration interval measured from the point at which
the previous reorthogonalization was performed. Therefore, by choosing a sufficiently
small x, one can keep the basis close to an orthogonal one. By reorthogonalizing the
basis after each such x, one can have a fairly good basis on all integration interval
Œ0; b .
This is the idea behind the orthogonal sweep method in the sense of S. K. Go-
dunov [46]. It should be emphasized that with this approach, one deals with the
manifold R .x/, its basis ei .x/, and solution u0 .x/ rather than individual uncon-
nected Cauchy problems on a large integration interval, as was the case in the method
of initial parameters.
Below we describe the whole algorithm of orthogonal sweep step by step. Rewrite
the boundary equations (4.59) in terms of the new variables. Let us introduce a
complete system of orthonormal vectors l i .0/, i D 1; : : : ; n, by supplementing the
orthogonal system of k-vectors li .0/ appearing in the left conditions of (4.59) to a
complete orthogonalized system as specified above. Rewriting the k left conditions
of (4.59) in terms of l
i .0/, we get

li .0/; u0 .0/ D ˛i ; i D 1; : : : ; k: (4.67)
Let us integrate n k C 1 Cauchy problems and denote their solutions by u0 .x/, . . . ,

unk .x/, with u0 .x/ denoting the solution to the nonhomogeneous equation (4.58).
Let
k
X
u0 .0/ D ˛ i l
i .0/
iD1
define the initial conditions. Then conditions (4.67) are met. The other n k vec-
tors uj .x/ are determined by the following Cauchy data for the homogeneous system:
uj .0/ D l
nCj .0/; j D 1; : : : ; n k:
Then, for arbitrary Ci , expression (4.64) gives all solutions to system (4.58) that sat-
isfy the left boundary conditions and represents R .x/ as
nk
X .1/
R.1/ .x/ D u0 .x1 / C Cj uj .x1 /
j D1
on an interval 0 x , where is determined by
kAk D L 0:1 to 1:
For x1 D , the manifold R .x/ is represented by a formula of the form (4.64).

Let us replace R .x/ with a new representation by orthonormalizing the system of
vectors u1 .x1 /, . . . , unk .x1 / to obtain l.1/ .1/
1 .x1 /, . . . , lnk .x1 /. The new representa-
tion of the same hyperplane at x D x1 is
nk
X .1/
R .x1 / D u0 .x1 / C Cj lj .x1 /:
j D1
After this, instead of the solution to the nonhomogeneous problem, u0i .x1 /, which
represents a point on the hyperplane R .x/, one can find another point, uO 0 .x1 /, that
would be closer to the desired solution than u0 .x1 /, so that the distance is reduced
to O.1/:
nk
X
0 0 .1/ .1/
uO .x1 / D u .x1 / u0 .x1 / lj lj : (4.68)
j
Since, during the integration over the interval 1 , the point u0 .x1 / has slightly de-
viated from the actual position of the hyperplane R .x/, each step of the algorithm
must begin with restoring the orthonormality of the basis and returning the point to a
new position on the hyperplane.
Once this has been done, the computational procedure is repeated for the new in-
terval 2 .
Simultaneously, the similar process of integration from right to left can be carried
out. This is done in order to reduce the interval for the integration from both left to
right and right to left. As a result, R .x/ and RC .x/ are transferred to the midpoint
x D l=2. Equating R .x / with RC .x /, one finds the only point of intersection
of the two manifolds. This results in n linear equations for determining n arbitrary
constants Cj :
nk
X nk
X
uO 0 .x / C Cj uj .x / D uO 0C .x / C CjC ujC .x /: (4.69)
j D1 j D1
Note that the position of x can be changed, thus obtaining different systems of equa-
tions (4.69), whose solutions must differ little from one another with adequate com-
putations. By comparing the different solutions, one can verify the accuracy of the
solution obtained.
Once the constants of integration has been calculated from (4.64)–(4.68), one finds
the desired solution on the whole integration interval. This solves the boundary value
problem (4.58)–(4.59) completely.
Stiff problems arise in studying mechanical processes dependent on several scales
very different from each other. For example, a problem can involve a macroscale L
and a microscale l, associated with the material structure, with l=L 1. Also,
in studying thin-walled structures, where the body thickness h is much less than its
length L, we have h=L 1. In time-dependent problems, the characteristic times
of simultaneously occurring processes can be very different, resulting in the appear-
ance of a small parameters =t 1. Stiff problems form an extremely broad class
of problems in mechanics; their adequate solution by numerical methods is utterly
important [1].
4.7 Exercises
1. Construct a fourth-order approximation scheme for the Dirichlet problem for Pois-
son’s equation using a 3 3 nine-point stencil. The approximation should be given
without expanding the stencil.
Hint: express the fourth mixed derivative with respect to x and y in the remainder
with the aid of Poisson’s equation.
Using central difference, we have (˛ D 1; 2, x1 D x, x2 D y)
uiC1 2ui C ui1 @2 u h2 @4 u
D C C O.h4˛ /: (4.70)
h2˛ @x˛2 12 @x˛4
Hence,
uiC1;j 2ui;j C ui1;j ui;j C1 2ui;j C ui;j 1

LD 2
C
h˛ h2˛

h2 @4 u @4 u
D u C C 4 C O.h4˛ /: (4.71)
12 @x 4 @y
Using the original equation u D f , we finds that
@4 u @4 u @2 f @4 u @4 u @2 f
D C ; D C :
@x 4 @x 2 @y 2 @x 2 @y 4 @x 2 @y 2 @y 2
Substituting these expressions into the right-had side of (4.71) yields
4
h2 @ u h2 @2 f @2 f
L D u C C ;
12 @x 2 @y 2 12 @x 2 @y 2
.xx/ .xx/ .xx/
.xxyy/
ƒi;j C1 2ƒi;j C ƒi;j 1
ƒi;j D ;
h2
where ƒ.xx/ denotes the second central difference with respect to x.
By writing out the mixed derivative using a 3 3 stencil, one obtains a fourth-order
scheme.
2. Construct a finite difference scheme with diagonal domination for the equation
uxx C uxy C uyy D f .x; y/
and analyze is approximation (Figure 4.8)

1
ƒxy D 2
ukC1;mC1 uk;mC1 ukC1;m C uk;m
2h
1
D 2 uk;m uk;m1 uk1;m C uk1;m1 :
2h
3. Construct a finite difference scheme for the biharmonic equation u D f using
the 13-point stencil shown in Figure 4.9.
4. Solve the two-point boundary value problem
y 00 D 10y 3 C 3y C x 2 ; 0 x 1;
y.0/ D 0; y.1/ D 1;
with the shooting method. Suggest a reasonable way of approximate determination

of the initial value y 0 .0/. Write a code for solving the Cauchy problem. Find a
y 0 .0/ at which the condition at the right endpoint is satisfied to within 1%.
1 1 1 1
1 ––
2
–
2
–
2
–
2
+ =
1 1 1 1
1 –4 1 ––
2 1 ––
2
–
2 –3 –
2
1 1 1 1
1 –
2 ––
2
–
2
–
2
Figure 4.8. Sum of stencils of the main scheme and second mixed derivative.
(k, m + 2)
(k, m)
(k – 2, m) (k + 2, m)
(k, m – 2)
Figure 4.9. A 13-point stencil.
5. Solve the boundary value problem from Exercise 4 by the finite difference method.
Solve the resulting nonlinear system of algebraic equations by an iterative method.
Take a linear function between the boundary values to be the initial approximation.
Obtain the sequence of solutions for n D 3; 7; 15, where n is the partition number
of the interval Œ0; 1 . Plot the graphs of successive approximations.
6. Solve the two-point boundary value problem
y 00 D .1 C e y /; 0 t 1;
y.0/ D 0; y.1/ D 1;
by the finite difference method. Solve the resulting nonlinear system of algebraic
equations by an iterative method. Obtain the sequence of solutions for n D 7; 15,
where n is the partition number of the interval Œ0; 1 . Plot the graphs of successive
approximations.
7. The curve of a horizontally stretched rope is described by the system of four non-
linear ordinary differential equation
y10 D cos.y3 /;
y20 D sin.y3 /;
cos.y3 / sin.y3 / jsin.y3 /j
y30 D ;
y4
y40 D sin.y3 / cos.y3 / jcos.y3 /j;
where y1 .t / and y2 .t / are the horizontal and vertical coordinates of a point, y3 .t /

is the angle between the tangent to the rope and the horizontal line, y4 .t / is the
stress in the rope, and t (0 t 1) is the arc length of the curve.
With the finite difference method, find the curve of the rope under the boundary
conditions
0 1 0 1
0 0:75
B0C B 0 C
y.0/ D B C
@0A ; y.1/ D B@ 0 A:
C
1 1
8. With the shooting method, determine the curve of the rope (see Exercise 7) under
the boundary conditions
0 1 0 1
0 0:85
B0C B0:50C
y.0/ D B C
@0A ; y.1/ D B@ 0 A:
C
1 1
9. The deflection of a horizontal beam, simply supported at both ends and loaded by a
longitudinal and a transverse force is described by the second-order equation with
variable coefficients
y 00 D .t 2 1/ y; 1 t 1;
subject to the boundary conditions
y.1/ D 0; y.1/ D 0:
The eigenvalues and eigenfunctions of the problem determine the frequencies and
vibration modes of the beam. Using a finite difference discretization, obtain an
algebraic problem for determining eigenvalues and eigenvectors.
10. Compose the equations of extension of an elastic bar with varying cross section
S D S0 ex= l . Solve the resulting equations by the sweep method with the bound-
ary conditions u.0/ D u0 and u.l/ D u1 . Young’s modulus of the bar is E D
2 105 MPa, its length is l D 20 cm, S0 D 1 cm2 , and u0 D u1 D 2 102 cm.
11. Solve the problem from Exercise 10 where the bar is acted upon by tensile forces
P D 1 MPa applied at the ends. Show that the solution is nonunique and de-
termined up to the displacement of the bar as a rigid body. Specify additional
boundary conditions in order to uniquely determine the displacement.
12. With the shooting method, determine the displacement field in an elastic bar of
length 2l. The cross-sectional area of the bar on 0 x l is variable, S D
S0 e x= l . Young’s modulus is constant: E D E0 . On l < x 2l, the cross-
sectional area is constant, S D S0 e 1 , while Young’s modulus varies according
to the law E D E0 ex= l . The bar is extended with a constant speed v D v0 with
v0 D 1 cm/hour and the other parameters being the same as in Exercise 10. The
other end of the bar is fixed.
13. The Lamé equilibrium equation for an axisymmetric tube subjected to an internal
pressure is
d 2 ur 1 dur ur
2
C 2 D 0:
dr r dr r
The stress boundary conditions are given by
ˇ ˇ
r r ˇr Db D p; r r ˇr Da D 0;
where b is the inner radius and a is the outer radius of the tube. The tube material
is elastic, E D 2 105 MPa, D 0:3, p D 20 MPa, a D 5 cm, and b D 2 cm.
Approximate the equations by a second-order finite difference scheme using a five-
cell uniform grid. Rewrite the boundary solutions via the displacements and ap-
proximate the derivatives with unilateral differences. Solve the resulting system of
difference equations by the sweep method.
14. Show that the sweep method is equivalent to the factorization1 of the tridiagonal
matrix of the equation Au D f into upper and lower triangular matrices B and C:
A D BC; Bv D f; Cu D v;
where B and C are bidiagonal matrices; the solutions of the above systems of
equations correspond to forward and backward sweep.
1 factorization of an operator (matrix) is its multiplicative decomposition into simpler operators.

Chapter 5
Wave propagation problems
5.1 Linear vibrations of elastic beams

5.1.1 Longitudinal vibrations
Consider the problems of longitudinal vibration of linear media reducible to a single
wave equation dependent on a single space coordinate:
@2 y 2
2@ y
D c : (5.1)
@t 2 @x 2
For example, this equation describes longitudinal vibration of an elastic bar or an elas-
tic layer of finite thickness, acoustic vibration of gases, elasto-magnetic waves, and
many other phenomena, which have different physical nature but are mathematically
equivalent.
Suppose the initial conditions y.0; x/ D f1 .x/ and y 0 .0; x/ D f2 .x/ are pre-
scribed, where f1 .x/ and f2 .x/ are some functions. There are no boundary condi-
tions; instead, the periodicity condition y.0; x/ D y.0; x l/ must hold.
Introduce the new variables
@y @y
D v; c Dw
@t @x
to arrive at the equivalent system of equations
@y @w @w @v
Dc ; Dc : (5.2)
@t @x @t @x
5.1.2 Explicit scheme. Sufficient stability conditions

The wave equation (5.1) can be approximated by the difference equation
yjnC1 2yjn C yjn1 .ı2 y/jn

D c2 ; (5.3)
t 2 x 2
where .ı 2 y/jn is the second central difference at the point .t n ; xj /, t is the step size
in t , and x is the step size in x.
198 Chapter 5 Wave propagation problems
The equivalent system (5.2) is approximated by

vjnC1 vjn wjnC1=2 wjn1=2
Dc
t x (5.4)
wjnC1
1=2
w n
j 1=2 vjnC1 vjnC1
1
Dc
t x
By setting
vjn D .yjn yjn1 /=t; wjn1=2 D .yjn yjn1 /=x
one obtains (5.3).
Although the derivative with respect to x in the second equation is taken at the
upper layer, the finite difference scheme remains explicit, since v nC1 is calculated by
an explicit formula from the first equation. The spectral radius of the transformation
matrix for system (5.4) is determined from
t jx
. 1/v 2cw i sin D 0; p
x 2 i D 1: (5.5)
t jx
. 1/w 2cv i sin D 0;
x 2
The determinant of the system matrix must vanish for system (5.5) to have a non-
zero solution:
t jx
. 1/2 C ˛ 2 D 0; where ˛ D 2c sin :
x 2
If ˛ 2 4, both roots are equal in magnitude: j1;2 j D 1. It follows that the Courant
condition ct =x 1 is a necessary stability condition for the scheme (5.5). In
order to determine whether the von Neumann condition is sufficient, it is required to
calculate the transformation matrix G. In this case, the equation relating uO nC1 to uO n
(see Section 2.6) is
H1 uO n D H0 uO n ; uO nC1 D H1 O n D G uO n
1 H0 u
where uO is the Fourier transform of the solution vector.

It follows from (5.5) that the matrices H0 and H1 are expressed as

1 i˛ 1 0
H0 D ; H1 D
0 1 i ˛ 1
The transformation matrix G is then

1 i˛
GD (5.6)
i˛ 1 ˛2
The matrix G is not normal and so the von Neumann criterion does not give a suf-
ficient stability condition (see Section 2.6). The theory of stability of finite differ-
ence schemes has a theorem that provides another sufficient condition for conver-
gence [147].
Section 5.1 Linear vibrations of elastic beams 199
Theorem 5.1. If the matrix G has a complete system of normalized eigenvectors Un

and the absolute value of the their Gram determinant, , is bounded by a positive
constant, > c > 0, then the von Neumann condition is sufficient for stability.
Let us apply this theorem to the matrix (5.6). The eigenvectors of the transformation
matrix are determined from the equation

u
GUi D i Ui i D 1; 2; Ui D
v
with
2 2
ˇ ˇ ct jx ct
D D ˇdet.U1 ; U2 /ˇ D 1 sin2 1
x 2 x
it follows that the von Neumann condition is not only necessary but also sufficient for
the stability of the scheme (5.4), provided that c t =x < 1. If c t =x D 1, the
scheme is unstable.
5.1.3 Longitudinal vibrations. Implicit scheme

System (5.2) can be approximated with the implicit scheme
c t nC1
vjn1 vjn D wj C1=2 wjnC1
1=2
C wjnC1=2 wjn1=2
2 x (5.7)
c t nC1
wjn1 n
1=2 wj 1=2 D vj vjnC1 n n
1 C vj vj 1 ;
2 x
which is equivalent to the following second-order finite difference scheme for a single
wave equation:
yjnC1 2yjn C yjn1 ı 2 yjnC1 C 2ı 2 yjn C ı 2 yjn1

D c2 :
.t /2 4.x/2
The Fourier transform of the equations in (5.7) gives the system
t jx
. 1/v ci sin . C 1/w D 0;
x 2
(5.8)
t jx
. 1/w ci sin . C 1/v D 0:
x 2
The eigenvalues of the transformation matrix G can be found by equating the de-
terminant with zero:

2 ˛2 ˛ 2 1
2 1 1C C 1 D 0:
4 4
Both eigenvalues are equal in magnitude to 1 for any ˛,
j1;2 j D 1; (5.9)
while the matrix G itself is expressed as

!1 ! 0 1
1˛ 2 =4 i˛
1 ˛i 1 ˛i
1C˛ 2 =4 1C˛ 2 =4 A
G D H1
1 H0 D
2 2
D @ :
˛i
˛i
2 1 2 1 1i˛ ˛ 2 =4
1C˛ 2 =4 2
1C˛ =4
It is clear that G is a unitary matrix and, hence, is normal; consequently, the scheme
(5.7) is unconditionally stable in the sense of von Neumann.
The resulting system of equations (5.7) is reduced to a system with a tridiagonal
matrix, whose solution can be efficiently obtained with the sweep method, the same
way as in Section 4.4 for the heat equation.
5.1.4 Transverse vibrations

The equation of flexural vibration of thin elastic beams at small deflections y, based
on the assumptions that the cross-sections remain plane and cross-section rotational
inertia can be neglected, is reduced to the fourth-order equation [172]

@2 y @2 @2 y
2 D 2 EI 2 ; (5.10)
@t @x @x
where is the density per unit length, E is Young’s modulus, and I is the cross-
sectional area moment or inertia with respect to the neutral axis of the beam.
Assuming , E, and I to be independent of x, one can rewrite equation (5.10) in
the form
@2 y 4
2@ y EI
2
D a 4
a2 D : (5.11)
@t @x
The bending moment M and shear force Q are given by

@2 y @ @2 y
M D EI 2 ; QD EI 2 : (5.12)
@x @x @x
The boundary conditions can have different forms, depending on the type of fixation
of the beam ends. For example, for a simply supported beam of length l, the deflection
and bending moment are zero at both ends:
x D 0W y D 0; @2 y=@x 2 D 0I
(5.13)
x D lW y D 0; @2 y=@x 2 D 0:
In order to avoid dealing with the fourth-order derivative in numerical computa-

tion, one represents equation (5.11) as a system of two second-order equations for
v D @y=@t and w D a @2 y=@x 2 :
@v @2 w @w @2 v
D a 2 ; D a 2: (5.14)
@t @x @t @x
The boundary conditions (5.13) can be equivalently replaced by the conditions of
skew symmetry and 2l periodicity:
y.x; t / D y.x; t /; y.x C 2l; t / D y.x; t /: (5.15)
Then the solution can be assumed to be defined on the entire x-axis and to satisfy an
initial value problem (see Figure 5.1).
y
–2l –l l 2l x
Figure 5.1. Periodic initial conditions.
Proof. Let us prove that the boundary conditions (5.13) follow from (5.15). Differentiat-
ing (5.15) with respect to x, we find that the second derivatives and, hence, w also satisfy the
conditions
w.x; t / D w.x; t /; w.x C 2l; t/ D w.x; t /: (5.16)
From the first conditions in (5.15) and (5.16) it follows that
y D w D 0 at x D 0:
Now let us substitute x C l D in the second conditions of (5.15) and (5.16) and set D 0 to
obtain, taking into account that the functions y and w are odd,
y.l; t / D y.l; t / and w.l; t / D w.l; t /:
It follows that
yDwD0 at x D l:
This proves the desired statement. In other words, the problem with the boundary condi-
tions (5.13) and that with conditions (5.15)–(5.16) have the same solutions. Consequently,
proving that a finite difference scheme for the initial boundary value problem with condi-
tions (5.13) is stable is reduced to proving the stability of the corresponding scheme for the
Cauchy problem with the periodicity conditions (5.15). The proof can be performed using the
standard spectral method.
5.1.5 Transverse vibrations. Explicit scheme

Let us evaluate the right-hand side of the first equation in (5.14) at the nth layer and
that of the second equation, at the upper, .n C 1/st time layer to obtain
vjnC1 vjn .ı2 w/jn wjnC1 wjn .ı2 v/jnC1
D a ; Da ; (5.17)
t x 2 t x 2
where ı 2 wj D wj C1 2wj C wj 1 is the second central difference at the j th node.
Although the second derivative with respect to x in the second equation is evaluated
at the upper time layer, the scheme remain explicit, since v nC1 is first calculated by
the explicit scheme from the first equation and then, by the time when wjnC1 is to be
evaluated, .ı 2 v/jnC1 will already have been found.
The transformation matrix for the system of difference equations (5.17) is

1 ! t jx
GD ; where ! D 4a sin : (5.18)
! 1 ! 2 x 2 2
The spectral radius of G for j!j < 2 equals max jj D 1 and the von Neumann
stability condition is written as the inequality
t 1
a :
.x/2 2
The matrix G is not normal and so GG ¤ G G. Hence, further stability analysis
of the von Neumann condition is required.
Before proving the sufficient stability condition of the finite difference scheme (5.17),
we note that the scheme is equivalent to the difference equation
yinC1 2yjn C yjn1 2
.ı4 y/jn
D a ; (5.19)
t 2 x 4
which is analogous to the simpler, difference wave equation (5.3), which involves the
second finite difference with respect to x instead of the fourth one.
The sufficiency of the von Neumann condition for the transformation matrix (5.18)
of the finite difference scheme (5.17) is proved in very much the same way as for
system of wave equations (5.4) based on the same theorem (see page 199). The Gram
determinant for the matrix is
2
ˇ ˇ
ˇdet.U1 ; U2 /ˇ2 D 1 ! D 1 4 a t sin4 j x :
4 x 2 2
By virtue of the mentioned theorem, the von Neumann condition is sufficient provided
that
a t 1
< ;
x 2 2
which coincides with the necessary stability condition for the scheme (5.17).
5.1.6 Transverse vibrations. Implicit scheme

Proceed to analyze an implicit scheme for the transverse vibration equation for an
elastic beam. The scheme will be constructed in a similar manner to the difference
equations (5.7) by replacing the finite differences on the right-hand sides with appro-
priate second central differences:
vjnC1 vjn .ı2 w/jnC1 C .ı2 w/jn

D a ;
t 2x 2 (5.20)
nC1 nC1
wj wjn .ı2 v/j C .ı 2 v/jn
Da :
t 2x 2
The transformation matrix is obtained from similar equations to (5.8):
. 1/v C . C 1/w D 0; 4at j x

D 2
sin2 :
. 1/v . C 1/w D 0; x 2
The matrix G is
0 1
1 2=4
1C 2=4 1C 2=4 A
GD@ :
1 2=4
1C 2=4 2
1C =4
It is unitary; both eigenvalues are equal to 1 in absolute value for any . In addi-
tion, G is normal, with GGT D GT G, and so the von Neumann condition for the
scheme (5.20) is sufficient for stability. Hence, the implicit scheme is absolutely sta-
ble for any and has the second order of approximation in both t and x. This is
obvious from the equivalence of (5.17) and (5.19).
It is apparent from the analysis that the implicit scheme (5.20) has a significant ad-
vantage over the explicit scheme (5.17); the latter requires for its stability that t must
decrease as x 2 , which makes one increase the number of time steps considerably as
compared that following the solution accuracy requirements.
A disadvantage of the implicit scheme is that the system of equations (5.20) has to
be solved. The system can be rewritten as a matrix equation for the 2-vector Uj with
components vjnC1 and wjnC1 evaluated at three points, j C 1, j , and j 1:
Aj Uj C1 C Bj Uj C Cj Uj 1 D dj ; j D 1; 2; : : : ; J; (5.21)
where dj is a given vector, dependent on values of the functions at the nth time layer.
This equation can be solved with the inverse matrix sweep. The matrices Aj , Bj , and
Cj are expressed as
! !
0 at
12 x 2 1 at
x 2 :
Aj D Cj D 1 at ; Bj D at
2 x 2 0 x 2 1
The matrix sweep follows an algorithm similar to that outlined in Section 4.5,
where solution of elliptic equations is discussed, with n n matrices involved in
relations (5.21).
In the case discussed, the matrix coefficients are related by
B .A C C/ D E;
whence follow the boundedness of the matrix coefficients Lj and fj in the direct
sweep,
Uj D Lj Uj C1 C fj ;
and solvability of the system of equations at the right endpoint and, hence, well-
posedness of the matrix sweep algorithm.
5.1.7 Coupled longitudinal and transverse vibrations

If the equation of transverse vibrations of a beam is supplemented with a term associ-
ated with a compressive force T , it becomes

@2 y @2 @2 y @2 y
2 D 2 EJ 2 C T 2 (5.22)
@t @x @x @x
where the longitudinal force T is assumed constant along the beam length. By intro-
ducing new variable v and w in a similar way to (5.14),
1=2 1=2
@y @2 y @y EJ T
vD ; wDa 2
Cb with a D ; bD ;
@t @x @x
one arrives at the system of equations
@v @2 w @w @w @2 v @v
D a 2 C b ; Da 2 Cb : (5.23)
@t @x @x @t @x @x
It has been shown above that the implicit scheme is more efficient in solving trans-
verse vibration problems than the explicit one. For the case in question, the implicit
scheme is generalized as follows:
.ı 2 w/jnC1 C .ı 2 w/jn .ıw/jnC1 C .ıw/jn

vjnC1 vjn D at C bt ;
2x 2 4x (5.24)
2 v/nC1 C .ı 2 v/n nC1
C .ıv/jn
.ı j j .ıv/j
wjnC1 wjn D at C bt ;
2x 2 4x
where ıv and ı 2 v are the first and second spatial finite differences, respectively. This
scheme differs from (5.20) in only that it contains first-order differences; therefore,
this scheme is absolutely stable, just as (5.20). The system of algebraic equations
it generates has the same three-term structure and is solved by the matrix sweep
method. However, due to the longitudinal force term, certain difficulties can arise
in the sweep when b
1. This is because the problem essentially becomes hy-
perbolic when b
1 while being described by the wave equation, for which the
explicit scheme (5.17) is more suitable. For this reason, let us use an explicit scheme
analogous to the scheme (5.17) for transverse vibrations of a beam. In the problem
concerned, this scheme is
at 2 n bt
vjnC1 vjn D 2
.ı w/j C .ıw/jn ;
x 2x (5.25)
at 2 nC1 bt
wjnC1 wjn D .ı v/j C .ıv/jnC1 :
x 2 2x
The right-hand side of the second equation is evaluated at the upper, .nC1/st layer, as
before. In hyperbolic-hyperbolic problems with dissimilar elastic moduli, E1
E2 ,
and speeds, c1
c2 , the stability condition that holds for c1 will surely hold for c2
as well. This is not the case in parabolic-hyperbolic problems, and problem (5.22) is
one of them, if the scheme is implicit. In the parabolic-hyperbolic case, the stability
condition a t =x 2 < 1=2 at b D 0 changes to b t =x < 1 at a D 0.
For small a, large b, and finite x and t , the fact that the former condition holds
may not suffice for the latter to hold. This reveals the flaw of the theoretical concept
of asymptotic stability; one has to deal with practical stability, since one is interested
in the stability of a real grid rather than that with t ! 0 and x ! 0.
For practical stability, it is reasonable to require that the rate of increase in the
amplitude of any Fourier component should not exceed the maximum rate of increase
in the Fourier amplitudes of the exact solution. If the system is conservative, the
Fourier amplitudes of the exact solution remain constant. Let us require this to hold
for the difference equation as well. As a result, the von Neumann condition must
not contain an increasing i .t /, which is valid if 1 rather than 1 C O.t /
(see (2.65)).
For the coupled longitudinal and transverse bending system (5.25), the transforma-
tion matrix is obtained from that for transverse bending (5.18) by substituting ˇ for !,
with
4at jx t
ˇD 2
sin2 C ib sin jx;
x 2 x
so that
1 ˇ
GD : (5.26)
ˇ 1 jˇ2 j
The characteristic equation becomes

2 jˇ 2 j
2 1 C 1 D 0:
2
For the condition jj 1 to hold, one has to require that jˇ2 j 4:

2
4at kx bt 2 2
sin4 C sin kx 4: (5.27)
x 2 2 x
By majorizing sin2 kx with 1, one arrives at the fairly simple practical stability
condition
2at 2 bt 2
C 1; or 2 C 2 1; (5.28)
x 2 2x
where D 2at =x 2 and D bt =.2x/. In the coordinates . ; /, the practical
condition represents the equation of a circle. A more accurate analysis results in a less
restrictive condition: 2

C 2 1I (5.29)
2
see Figure 5.2.
ν Best practical
condition (5.29)
Condition μ ≤ 1
1.0
Best condition,
(μ/2) + ν ≤ 1,
obtained by the
energy method
0.5
Condition (5.28)
Condition μ + ν ≤ 1
0 0.5 1.0 μ
Figure 5.2. Stability conditions, obtained by different methods [147], for coupled longitudinal
and transverse vibrations for the finite difference scheme (5.24).
5.1.8 Transverse bending of a plate with shear and rotational inertia

Consider the one-dimensional bending equation for a beam or plate suggested in [172].
The equation takes into account the effects of transverse shear and rotational inertia,
which are neglected in Kirchhoff’s theory. As a result, the system of equations of
motion becomes hyperbolic and can be written as
@2 y @ 1 @2 y
a 2 C D 2 2;
@x @x c @t
(5.30)
@2 12a @y 1 @2
2
2 C D 2 2;
@x h @x c @t
where y is the transverse deflection of the plate or beam, is the angle of rotation of
the cross-section, and h is the plate/beam thickness. Furthermore,
E k 2 .1 /
c2 D ; aD ;
.1 / 2
with c being the speed of propagation if bending perturbations; k 2 is a dimensionless

coefficient dependent on the adopted distribution of shear stresses across thickness:
2=3 k 2 1 [172].
Let us introduce dimensionless variables: yN D y= l, D h= l, xN D x= l, and
tN D t c= l, where l is a characteristic length.
Eliminating from system (5.30) yields a fourth-order equation for the deflec-
tion y:
@4 yN 12a @2 yN 1 @y 4 1 @2 yN
C 1 C C D 0: (5.31)
@xN 4 2 @tN2 a @xN 2 @tN2 a @tN4
The nondimensionalized system (5.30) can be approximated by the following ex-
plicit finite difference scheme on the cross stencil:
a.D11 yN C D01 / D t t yN D 0;
12a (5.32)
D11 2 .D01 C / D t t yN D 0

where D00 , D01 , D11 , and D t t are finite difference operators defined as
1
D00 f D .fi1 C 2fi C fiC1 /;
4
1
D01 f D D10 f D .fiC1 fi1 /;
2 xN
1
D11 f D .fiC1 2fi C fi1 /;
N 2
.x/
1
Dt t f D .f nC1 2f n C f n1 /:
.tN/2
By eliminating from (5.32) and taking into account that
N 2
.x/
D01 D10 D11 D D11 D11 ;
4
one obtains

xN 2 12a 1 1
1 C 3a D11 D11 yN C 2 D t t yN 1 C D11 D t t C D t t D t t yN D 0:
a a
(5.33)
It becomes clear that the approximation of the original differential equation (5.31)
with the finite difference scheme (5.33) is conditional; furthermore, for small x,
the scheme (5.33) approximates a different equation than (5.31). Therefore, if using
the scheme (5.33) or (5.32), one has to constrain the step size so that x h, where
103 . Consequently, the above scheme cannot be efficient.
N 2 arises due to the standard approximation of the nondifferential
The term .x=/
term containing the rotation angle in the second equation in (5.32). If one replaces
the standard approximation with the averaged three-point expression D00 , then one
arrives at an unconditional approximation with respect to .x=/N 2 with the scheme
a.D11 yN C D01 / D t t yN D 0;
12a (5.34)
D11 2 .D01 yN C D00 / D t t yN D 0:

Eliminating N 2:
yields an equation that does not contain terms of the order of .x=/

12 1 1
D11 D11 yN C 2 D00 D t t yN 1 C D11 D t t C D t t D t t yN D 0: (5.35)
a a
An error analysis for the lowest natural frequency, most significant in studying
bending vibrations, leads to the results displayed in Figure 5.3.
δ,%
∆x/h = 2
∆x = 1
100
∆x/h = 1
50
4 5 6
2 3
∆x/h = 1
–50
0 5 10 15 L/h
Figure 5.3. Errors of the schemes (5.33) and (5.35) versus =, shown by dot-and-dash and
dashed lines, respectively.
It is apparent that the scheme (5.33), which does not contain averaging, has an
undecaying error for x= D const, while the error of the scheme (5.35) decays
rapidly with increasing = as x ! 0 ( is the wavelength).
It is noteworthy that, as h ! 0, Kirchhoff’s theory gives the same result Timo-
shenko’s theory. Thus, the scheme (5.35) reflects the properties of the original system
more adequately and allows using a far larger step size than the scheme without av-
eraging. Schemes with averaging can be obtained using a variational difference ap-
Section 5.2 Solution of nonlinear wave propagation problems 209
proach for the general case of transverse bending equations for plates and shells by
following Timoshenko’s theory [5].
5.1.9 Conclusion
For the numerical analysis of longitudinal waves in bars, it is most efficient to use
explicit schemes for which the Courant condition is necessary and sufficient for sta-
bility.
In transverse wave problems based on the plane cross-section hypothesis, explicit
schemes impose as stringent a condition on the temporal step size as in the case of
the diffusion equation and, therefore, are inefficient. The transverse wave problems
should be solved using implicit schemes, which are absolutely stable and enable one
to integrate difference equations efficiently, with a large temporal step size.
Coupled longitudinal and transverse waves are described by parabolic-hyperbolic
(P-H) equations. Depending on the relation between the bending and longitudinal
forces, such equations are most efficient to integrate using either explicit schemes
(if the longitudinal force magnitude is relatively small) or explicit schemes (if the
longitudinal force magnitude is close to a critical value corresponding to buckling).
The practical stability condition (5.29) should be used for explicit schemes.
5.2 Solution of nonlinear wave propagation problems by

the method of characteristics. One-dimensional
problems
5.2.1 Hyperbolic system of equations and characteristics
Consider the following general hyperbolic system of N equations in one space coor-
dinate x, solved for the time derivative vector:
@U.t; x/ @U.t; x/
C A.t; x; U/ D F.t; x; U/; (5.36)
@t @x
where U is an N -vector of unknowns, A is an N N matrix, F is the right-hand
side vector, which, just as A, can depend on the solution U. By the definition of a
hyperbolic system, all eigenvalues i of the matrix A must be real; to each i there

corresponds a left row vector !i .t; x; U/ D !i.1/ ; : : : ; !i.N / such that

!i A D i !i H) AT i E !i D 0; i D 1; : : : ; N: (5.37)
If the N eigenvectors are all linearly independent and form a basis, then the matrix A
can be diagonalized with the transformation
A1 D ƒ;
where ƒ is the diagonal matrix whose entries are the eigenvalues i of A and is
the matrix whose rows are the eigenvectors !i . If A is symmetric, the left and right
eigenvectors coincide, and hence D T .
Calculating the scalar products of (5.36) by the left eigenvectors !i and taking into
account (5.37), one can reduce the equations to the canonical form

@U @U @U @U
!i C i !i D !i F H) !i C i D !i F: (5.38)
@t @x @t @x
There is no summation over the repeated index i .

The expression in parentheses represents a derivative along the curve
dx
D i ; i D 1; : : : ; N:
dt
This curve is called a characteristic line or, simply, a characteristic. Let

d @ @
D C i
dt i @t @x
denote the operator of differentiation along the i th characteristic. Then the differential
relation
!i di U D !i F dt (5.39)
holds along the i th characteristic, where di U is the total differential of U along the
i th characteristic [30].
If A is constant, the vectors !i are also constant, and then (5.39) can be represented
in terms of Riemann invariants ri (no summation over repeated indices):

dri
D !i F; where ri D !i U: (5.40)
dt i
If the right-hand sides F in (5.36) are all zero, then ri D const along the i th char-
acteristic. In this case, the solution is easily determined at any point .x; t / from the
values specified at t D 0.
So, to a hyperbolic system there correspond N equations (5.39) or (5.40), which
reflect the directional character of propagation of the quantities ri D !i U along the
respective characteristic lines.
It is noteworthy that a hyperbolic system of equations can be converted to
the form (5.40) with respect to Riemann invariants. This also applies to some spe-
cial cases of nonlinear equations (5.36), in particular, to the case of two equations
(see [148]).
5.2.2 Finite difference approximation along characteristics. The direct

and semi-inverse methods
In order to retain this property of hyperbolic equations (the directional character of
propagation of invariants along characteristics), the approximation should be per-
formed on a grid formed by the characteristics; then the invariants will be transferred
along the grid lines. In general, such a grid is curvilinear and nonuniform. This
approach is easily implementable for systems of two equations with two family of
characteristics; it will be called the direct method of characteristics.
If there are more than two families characteristics, these will not intersect pairwise
at the same nodes. The grid should be constructed based on two main families of
characteristics; the remaining characteristics should be issued from nodes of the grid
backward in time until they intersect with main grid lines and then main grid nodes
should be used to interpolate the values of quantities at the points of intersection.
These points are marked by crosses in Figure 5.4. This technique is known as the
semi-inverse method of characteristics.
t
Figure 5.4. To the semi-inverse method of characteristics.
5.2.3 Inverse method. The Courant–Isaacson–Rees grid-characteristic

scheme
Equations (5.38) or (5.39) can also be integrated on regular non-characteristic grids
formed by straight lines x D const and t D const. In this case, the inverse method of
characteristics is used. One issues all characteristics backward from node .n C 1; k/
and searches for the solution at this node. In doing so, the derivative @U=@x, appearing
in the characteristic relation (5.38), should be approximated by the forward unilateral
difference UnkC1 Unk (if i > 0) or backward unilateral difference Unk Unk1 (if
i < 0), depending on the direction of the characteristic (Figure 5.5). This is done in
order to preserve, at least partly, the directional character of invariant combinations of
the desired quantities along the characteristic. So, one uses the scheme
UknC1 Unk Unk1 Unk

!i ji j!i D !i Fn ; (5.41)
t x
t (n + 1, k) – regular grid node

– node not belonging
λi > 0 λi < 0 to regular grid
λi = 0 – characteristic
x – (curved arrow) direction
(n, k – 1) n, k (n, k + 1) of x-derivatives
Figure 5.5. Inverse method of characteristics.
where the minus sign (backward difference in x) in the subscript k 1 corresponds

to i > 0 (characteristic with positive slope) and the plus sign (forward difference)
corresponds to i < 0 (negative slope).
Consequently, a three-point stencil should at least be used at internal nodes of the
temporal layer. The right-hand side F is known and can be evaluated at any suitable
point. The scheme (5.41) is the simplest inverse characteristic scheme. It was first
suggested by Courant, Isaacson, and Rees [31] and is known as the CIR method.
The scheme can be rewritten in a more convenient form by introducing the fol-
lowing notations: jƒj D diag¹ji jº, a diagonal matrix consisting of the modules of
eigenvalues, ƒC D 12 .ƒ C jƒj/, a diagonal matrix with strictly positive eigenvalues,
and ƒ D 12 .ƒ jƒj/, a diagonal matrix with strictly negative eigenvalues. Then the
scheme (5.41) becomes
t
UknC1 D Unk A.UnkC1=2 Unk1=2 /
x (5.42)
1 t 1
C t Fn C jƒj.Unk1 2Unk C UnkC1 /;
2 x
where
1
Uk˙1=2 D .Uk˙1 Uk /:
2
The matrix is composed of the left eigenvectors of A. The last term in (5.42) plays
the role of viscosity; it delivers stability to the scheme, provided that the Courant
condition is satisfied [112]. The scheme (5.41) is clearly explicit and of the first-order
of accuracy.
5.2.4 Wave propagation in a nonlinear elastic beam

As an example, consider a system of two equations describing the propagation of
waves through a nonlinear elastic beam with an arbitrary stress-strain diagram D
."/ such that 0 ."/ > 0. The system can be represented as two equations for the
velocity v and strain ",
@v @" 1 @
a2 ."/ D 0; a2 ."/ D ;
@t @x @"
(5.43)
@" @v
D 0:
@t @x
The vector of unknowns and the system matrix are

v 0 a2 ."/
UD ; AD :
" 1 0
Note that the matrix A depends on the solution U.

Let us study the system using the direct method of characteristics.
It follows from the condition det.A E/ D 0 that 1;2 D ˙a."/.
The characteristics of system (5.43) are determined from
dx
D ˙a."/; dx a."/dt D 0: (5.44)
dt
The left eigenvectors of A are found as follows:

a."/ a2 ."/
1 2

!i .A i E/ D 0 H) !1;2 !1;2
D 0 0
1;2 D˙a."/ 1 a."/

H) !1 D 1 a."/ ; !2 D 1 Ca."/ :
The differential relations (5.39) along the characteristics (5.44), written in terms of
total differentials, become
!i d U D !i F dt H) dv a."/ d " D 0 for dx D ˙a."/ dt (5.45)
The relations along the characteristics can be integrated to obtain

Z "
r1;2 D v ."/; ."/ D a."/ d ": (5.46)
"0
Thus, the nonlinear system (5.43) has the following invariants along the characteris-
tics:
r1 , along the first family, with positive slope;

r2 , along the second family, with negative slope.
Let us solve the Cauchy problem for system(5.43) subject to the initial conditions
v D v0 .x/; " D "0 .x/ at t D 0 (5.47)

j+
2
=
i j
co
ns
t
t
j+
ns
1
co
=
=
co
1
ns
i+
t
st
con
(i + 1, i=
j + 1)
∆x ∆x ∆x
(i + 2, j – 1) (i + 1, j) (i, j + 1) (i – 1, j + 2) x
Figure 5.6. Characteristic grid (solid lines) and space-like layers (dashed lines).
by the direct method of characteristics. The integration is performed on a curvilinear

characteristic grid, which is constructed simultaneously with finding the solution. Let
us partition the axis t D 0 into equal segments of length h (Figure 5.6).
Given "0 .x/, we find the values a."0 / at the nodes corresponding to t D 0 and
emit the characteristics with positive and negative slope from the neighboring points
.x; t /iC1;j and .x; t /i;j C1 to obtain
xiC1;j C1 xiC1;j D a."iC1;j /.tiC1;j C1 tiC1;j /;

(5.48)
xiC1;j C1 xi;j C1 D a."i;j C1 /.tiC1;j C1 ti;j C1 /:
The nodes are numbered so that the subscripts j and i change along the positive and
negative characteristic lines, respectively; see Figure 5.6.
From equations (5.48) we find two unknowns: the coordinates of the intersection
.1/ .1/
point .x; t /iC1;j C1 . Then we transfer the invariants to this point, riC1;j D riC1;j C1
.2/ .2/
and ri;j C1 D riC1;j C1 , and use formulas (5.46) to obtain

viC1;j C1 D r .1/ C r .2/ iC1;j C1 ;

"iC1;j C1 D ‰ 1 r .2/ r .1/ iC1;j C1 :
The solution at all other points of the space-like layer (shown in Figure 5.6 by a
dashed lines) is found in a similar manner. After this, one can proceed to the calcula-
tions at the next layer and so on, thus determining the solution inside the characteristic
triangle shown in Figure 5.6. By doing so, one obtains an approximate solution having
the first order of accuracy.
To obtain a second-order solution, one has to refine the solution. In this case, the
solution obtained at the point .x; t /iC1;j C1 is treated as a first approximation. With
this solution, one refines the slopes of the characteristics, calculating them as the mean
values
1
aiC1;j C1=2 D .aiC1;j C1 C aiC1;j /;
2
1
aiC1=2;j C1 D .aiC1;j C1 C ai;j C1 /;
2
and substitutes them into (5.48) to determine the refined coordinates of the new node,
.1/ .2/
where the invariants riC1;j and ri;j C1 are transferred.
5.2.5 Wave propagation in an elastoviscoplastic beam

Let us study another example where the method of characteristics is efficient. Con-
sider a system describing waves propagating through an elastoviscoplastic beam,
where the system matrix A is constant and there a solution dependent right-hand
side F.U/:
@v 1 @
D0 (equation of motion);
@t @x
@" @v (5.49)
D0 (compatibility equation);
@t @x
@ @v E Ô
E D .; "/ (constitutive equation);
@t @x
with
´
Ô .; "/ D 0; < s ."/;
ˆ.0/ D 0:
ˆ. s ."//; s ."/;
The last equation in (5.49) determines the stress-strain response of the elastoviscoplas-
tic material of the beam; for < s ."/, it becomes Hooke’s law represented in dif-
ferential form. If tc , where tc is a characteristic time of the problem, which
corresponds to small viscosity, with s ."/, the system of equations reduces to
the above system (5.43) for a nonlinear elastic material if s ."/ or a system for
an elastic material if < s ."/.
If one studies an initial-boundary value problem for a beam of finite length l, the
boundary condition at the beam ends can have the general form
@v
A1 C A2 v C A3 D '1 .t / at x D 0;
@t (5.49a)
@v
B1 C B2 v C B3 D '2 .t / at x D l;
@t
where the Ak and Bk are some constants (k D 1; 2; 3).
The general initial state is given by
U D U0 .x/ at t D 0: (5.49b)
Let us proceed to dimensionless quantities (denoted by a bar above the symbol)

x t a " v v
xN D ; tN D Dt ; N D D ; "N D ; vN D D :
l t0 l c E"c "c vc a"c
The characteristic quantities are chosen as follows: l is the beam length, p c is the
yield stress, "c D c =E is the elastic strain at the yield point, a D E= is the
speed of sound in the unstressed beam, t0 D l=a is the time at which the elastic wave
travels the distance l, vc D a"c is the velocity of particles in the elastic material at the
stress c .
Then system (5.49) acquires a more concise form
@v @
D 0;
@t @x
@" @v
D 0; (5.50)
@t @x
@ @v
D ı Ô .; "/;
@t @x
where ı D tc = is a dimensionless parameter, which can be large, ı
1, for many
real materials. Here and henceforth, we only use the dimensionless variables and so
the bars over symbols are omitted for brevity.
Represent system (5.50) in matrix form
@U @U
CA D F; (5.50a)
@t @x
where 0 1 0 1 0 1
v 0 0 1 0
U D @"A ; A D @1 0 0 A ; F D @ 0 A:
1 0 0 ı Ô .; "/
The characteristic numbers i are determined from the equation
det.A i E/ D 0 H) i .2i 1/ D 0:
It follows that two characteristics have constant slopes, ˙a, and so coincide with
elastic characteristics, while the third one is parallel to the t -axis (Figure 5.7).
The left eigenvectors of A are determined from
!i .A i E/ D 0:
j+
1
i+
1
t
ns
t
co
(i + 1,
(i + 1, j + 1)
i=
1 n+1
j +– )
j
2 1
λi = 0 (i + –
2 , j + 1)
1
(i +–
2, n
(i + 1, j)
∆t = ∆x
j 1
+– ) (i, j + 1)
λi > 0 2
n–1
(i, j)
λi < 0
∆x
0 2 ∆x x
1
k –1 k k+1
Figure 5.7. Node numbering: .i; j / on a characteristic grid and .n; k/ on a regular layered
tx-grid.
We have

1;2 D ˙1; !1;2 D 1; 0; 1 ;

3 D 0; !3 D 0; 1; 1 :
Multiplying (5.50a) from the left by !i , one arrives at the following relations along
the characteristics (5.39):
eigenvalue characteristic relation

1;2 D ˙1 dx=dt D ˙1 dv d D ˙ı Ô .; "/ dt (5.51)
3 D 0 dx D 0 d " d D ı Ô .; "/ dt
For numerical integration of equations (5.51), we use a grid formed by straight

characteristic line x ˙ t D C1;2 with the same node numbering as in the preceding
example. Replacing the differentials in (5.51) with finite differences, we construct a
second-order scheme for node .i C 1; j C 1/:
characteristic difference equation

1 D 1; i C 1 D const .v /jiC1
C1 D .v /jiC1 C ı Ô jiC1
C1=2
x
(5.52)
2 D 1; j C 1 D const .v C /jiC1 i Ô iC1=2
C1 D .v C /j C1 ı j C1 x
iC1=2
3 D 0 ." /jiC1 i
C1 D ." /j C ı Ô j C1=2 2x
The second order of accuracy, for ı D O.1/, is ensured through the calculation of
the right-hand sides at intermediate points with half-integer indices (Figure 5.7),
iC1=2 1 iC1
ˆj D .ˆ C ˆji /;
2 j
at the corrector stage, once UjiC1

C1 has been calculated by the first-order scheme, at the
predictor stage, with the right-hand sides evaluated at integer indices. For ı
1, the
stiff system (5.52) is ill-conditioned (see 5.2.9).
In this example, a D const D ˙1 and so the characteristics have constant slopes
of ˙45ı . Consequently, the nodes of the characteristic grid .i; j / are easy to match
with nodes of the regular grid .k; n/; see Figure 5.7. For a one-to-one correspondence
between nodes of the regular grid and those of the characteristic grid, the step sizes in
time must be taken equal to that in space: t D x (Figure 5.7). Let us rewrite the
difference relations along the characteristics (5.52) in terms of nodes of the regular
grid:
characteristic difference equation (regular grid)

nC1=2
1 D 1; i C 1 D const .v /knC1 D .v /nk1 C ı Ô k1=2 x
nC1=2
(5.52a)
2 D 1; j C 1 D const .v C /knC1 D .v C /nkC1 ı Ô kC1=2 x
3 D 0 ." /knC1 D ." /n1

k
C ı Ô nk 2x
The difference boundary conditions (5.49a) at x D 0 for the characteristic and

regular grids, respectively, become
vji1 i
C1 vj iC1=2 iC1=2 iC1=2
A1 C A2 viC1=2 C A3 iC1=2 D 'iC1=2 ;
2x (5.53)
v nC1 vkn1
A1 k C A2 vkn C A3 kn D 'kn :
2x
The boundary conditions at the right end x D l are written likewise, with k D n.
At the internal points, the solution is calculated by formulas (5.52). For the left
boundary point, one should use equation (5.53) in conjunction with the second and
third equations in (5.52); for the right boundary point, one should use the first and
third equations in (5.52). When using the characteristic relations, one should follow
the obvious rule for selecting three out of four possible equations (5.52) and (5.53):
discard the equation that corresponds, at the boundary point, the characteristic lying
outside the body.
The direct use of equations (5.50) without regard for the characteristics causes dif-
ficulties in choosing an adequate finite difference approximation, since the problem
of finding the solution at a boundary point is overdetermined. An inadequate choice
of difference equations for the boundary points can result in unstable solutions. This
is even more important in constructing an adequate finite difference scheme for prob-
lems that have discontinuous solutions. Such problems cannot be treated properly
without using the characteristic numerical methods.
The above remarks apply to any hyperbolic equations of the form (5.36).
5.2.6 Discontinuous solutions. Constant coefficient equation

To illustrate the analysis of discontinuous solutions, let us consider system (5.50) as
an example. For simplicity, we assume that the mass velocities of material particles, v,
are much less than the velocity of elastic waves, a. In this case, the linear momentum
is conserved and a compatibility condition holds at a discontinuity (see Section 1.2):
Œ D DŒv ; Œv D DŒ" : (5.54)
The square brackets denote the jump of a quantity at the line of discontinuity; for
example, Œ D C , where C and are the values of just ahead and just
behind the discontinuity. The quantity D is the speed of propagation of the discon-
tinuity. For system (5.50) with a constant matrix, a discontinuity propagates with a
known speed, D D a D E=. For a contact discontinuity, D D 0. Therefore, calcu-
lating U behind a discontinuity is very easy, provided that the solution UC ahead of
the discontinuity is known.
Contact discontinuity For a contact (fixed) discontinuity x D const, with D D 0,

one obtains the following conditions from (5.54):
C D ; vC D v ; "C ¤ " : (5.55)
The strain undergoes a discontinuity, while the stress and velocity are continuous.
To find the solution at a point .n C 1; k/, one has to supplement these conditions
with the second and third relations along the characteristics (5.52) for the region ahead
(to the right) of the discontinuity,
nC1=2
.v C C C /knC1 D .v C C C /knC1 C ı Ô kC1=2 x;
(5.56)
."C C /knC1 D ."C C /nk C ı Ô knC1=2 2x;
and the first and third relations in (5.52) for the region behind (to the left) of the
discontinuity (see Figure 5.8a),
nC1=2
.v C C C /knC1 D .v C C C /n1
k C ı Ô k1=2 x;
(5.57)
." C /knC1 D ." C /nk C ı Ô knC1=2 2x:
Relations (5.55) have already been used here. As a result, we have a system of four
equations (5.56)–(5.57), with nonzero determinant, for determining four unknowns
C , v C , "C and "
Moving discontinuity To calculate the solution at a discontinuity traveling with a

constant speed D D 1 (in dimensionless variables), one should take the two equations
at the discontinuity (5.54) and all three relations along the characteristics (5.52) on
t (–) (+) t (–)

(+)
(n + 1, k) (n + 1, k)
x x
(n, k – 1) (n, k) (n, k + 1) (n, k – 1) (n, k) (n, k + 1)

(a) (b)
Figure 5.8. Solution scheme for (a) contact and (b) moving discontinuities (shown by dashed
lines); the characteristics are straight lines.
the right and only the first one on the left (Figure 5.8b). From the relations on the
right, one finds the solution ahead of the wave front, v C , "C , and C , and then, from
the other three equations with nonzero determinant, one finds the solution behind
the wave front, v , " , and . The solution to these equations is easy to obtain,
just as the solution to (5.56)–(5.57), in explicit form whenever the right-hand sides
are known. These are known when the difference equations (5.52)–(5.57) are solved
iteratively or with recalculation. Given the right-hand side, the first approximation is
calculated as
nC1=2
ˆk D ˆnk :
And it is not until the second stage, corrector, when the solution at node .i C 1; j C 1/
has been found in the first approximation, that the averaging formula
1
ˆknC1=2 D .ˆnk C ˆknC1 /
2
is used. Thus, the calculations at the first stage, predictor, are carried out using a
first-order scheme and, at the second stage, a second-order scheme is used, with the
right-hand sides known at both stages.
5.2.7 Discontinuous solutions of a nonlinear equation

We now turn to the example of the nonlinear system (5.43), where the matrix A D
A.U/ depends on the solution U. In this case, the analysis of a moving discontinuity
will slightly differ from the case of a constant matrix A; in the former case, the shock
wave speed is unknown and determined from relations (5.54) simultaneously with the
solution behind the shock front. It follows from the stability condition for a shock
wave that the inequality [148]
a C D a
(–) (+)
n+1
O1
n
k+2
C
k+1
k–1 A k O B
Figure 5.9. Solution scheme at a discontinuity; the characteristic slopes are changing.
must hold; the quantities aC and a are the disturbance propagation speeds (slope
angles of the characteristics) ahead and behind the shock front.
Then the configuration of characteristics ahead and behind the shock will be like
that shown in Figure 5.9.
The analysis begins with the determination of the coordinates of the point O at the
shock wave meets with the new .n C 1/st space-like layer. The point O is obtained
as the point of intersection of the characteristic AO1 with the shock OO1 and its
coordinates are calculated using D n and .a /n at the nth layer. Then, we find the
coordinates of the points B and C . To this end, we draw the positive characteristics
BO1 and CO1 with the slopes taken at the nth layer, aB D 12 .ak C akC1 / and
aC D 12 .akC1 C akC2 /. The subscript k indicates nodes of the characteristic grid
along one space-like layer. By interpolating along layer n (nodes with subscripts k),
we find "B , vB , "C , and vC . Then, by using the relations along the characteristics
BO1 and CO1 (5.46) ahead of the shock, we find "C C
O and vO . Further, applying the
shock relations (5.54), we obtain
."C / ." / D D 2 ."C " /; v D v C C D."C " /: (5.58)
Three unknowns are to be determined: the shock speed D and two quantities behind
the shock, " and v . A third equation is obtained from the relation along the positive
characteristic AO1 , to the left of the shock, intersecting the nth space-like layer at A,
we find
v ." / D vA ."A / D const : (5.59)
Eliminating D from (5.58) D and substituting v into (5.59), we find an equation
for " :
2
Œ ."C / ." / ."C " / D ." / ."A / C vA vC : (5.60)
The nonlinear equation (5.60) can be solved for " by Newton’s method. After that,
we find D nC1 and v from (5.58). Further, the solution obtained can again be refined
using the same algorithm by averaging all quantities at the .n C 1/st-layer point found
and the nth-layer points at which the solution is already known (Figure 5.9).
The analysis of a contact layer in the nonlinear case is performed using the same
equations and an algorithm little different from that for constant A.
5.2.8 Stability of difference characteristic equations

For linear and linearized equations, the stability is easier to prove than for non-
characteristic schemes, since the relationship between the spatial and temporal step
sizes is rigidly fixed by the characteristic grid itself and the resulting systems of equa-
tions have diagonal transformation matrices.
Let us illustrate this using the finite difference scheme (5.52). Since, as mentioned
in Section 2.6, the right-hand sides of the equations do not affect the stability, these
can be discarded. By applying the Fourier transform with respect to x and Laplace
transform with respect to t , we obtain
. e ik x /.v /0 D 0; . e ik x /.v C /0 D 0;

1 (5.61)
." /0 D 0:

It is clear that ji j D 1, and hence the von Neumann stability condition is satisfied;
it is both necessary and sufficient, since the transformation matrix is diagonal. Fur-
thermore, from the fact that the ji j are all equal to 1 it follows that if the system of
equations is homogeneous, with Ô .; "/ D 0 (elastic case), the scheme will have nei-
ther approximation viscosity nor dispersion (see Section 5.5). It has an infinite order
of approximation, and hence provides an exact solution.
5.2.9 Characteristic and grid-characteristic schemes for solving stiff

problems
For many real materials, the parameter ı is equation (5.50) is large, ı
1, and even
ı ! 1 for elastoplastic
materials. This follows from the last equation in (5.50) for
ˆ.; "/ D ˆ s ."/ and ı ! 1, implying that ! s ."/. Then the system
of equations for an elastoviscoplastic material (5.50) reduces to system (5.43). The
elastoviscoplastic model can be treated as a regularizing model with respect to the
elastoplastic one.
So, system (5.50) is a singularly perturbed system of hyperbolic equations, and
hence the initial-boundary value problems for it are stiff. In Section 2.4, we discussed
the solution of singularly perturbed systems of ordinary differential equations. The
integration of such systems should be performed with a sufficiently large step size ıt
using implicit or explicit-implicit schemes, provided that it is required to obtain a
quasi-steady solution corresponding to the elastoplastic model but not a transitional
structure or boundary layer. This requires A-stable schemes, absolutely stable for
any ıt .
Since the method of characteristics reduces the integration of hyperbolic systems

(5.36) to the integration of ordinary differential equations, the application of methods
similar to those developed in Section 2.4 is possible for the integration of stiff ordinary
differential equation problems.
Because equations involving a large parameter should be integrated with an implicit
scheme, we use the following implicit second-order schemes for the characteristic
equations (5.52a):
ı nC1
.v /knC1 D .v /nk1 C ˆk C ˆnk1 t;
2
ı (5.62)
.v C /knC1 D .v C /nkC1 ˆknC1 C ˆnkC1 t;
2
." /knC1 D ." /n1
k1 C ı ˆknC1 C ˆn1
k t:
The nodes are numbered in accordance with a regular grid (Figure 5.7); n is the num-
ber of a layer t D const and k in the node number along a layer x D const.
The nonlinear terms in system (5.62) are of the same order as the linear terms;
therefore, an iterative solution based on the predictor-corrector scheme (where an
explicit scheme is used as the first approximation) is efficient only if ı t is small.
For ı t
1, one should linearize the nonlinear right-hand side, by expanding ˆknC1
up to second-order terms .knC1 /2 ; otherwise, the scheme will be unstable.
With ı t
1, the use of an explicit scheme for solving equations (5.62) leads,
even in the first approximation, to instability.
The stress knC1 is determined by subtracting the first two equations in (5.62):
ı t n
2knC1 D .v C /nkC1 .v /nk1 C ˆkC1 ˆnk1 :
2
For the increment kn D knC1 kn , we have
1 1 ı t n
kn D kn C .v C /nkC1 .v /nk1 C ˆkC1 ˆnk1 :
2 2 4
The nonlinear terms at node .n C 1; k/ are canceled out and kn is found in explicit
form.
Expanding ˆknC1 in the third equation in (5.62),
ˇn
ˆknC1 D ˆnk C ˆ0 ˇk knC1 s nk "knC1 ;
we obtain
ı t 0 ˇˇn nC1
"nk D kn C ˆ k k s nk "knC1
2
n ı t ˇ
0ˇ n n n ı t 0 ˇˇn
"k 1 C ˆ k s ."k / D k 1 C ˆ k
2 2
Hence, we find "nk . Substituting the resulting knC1 and "knC1 into the second equa-
tion of (5.62), we determine vknC1 in explicit form as
ı t nC1
vknC1 D .v C /nkC1 knC1 C ˆk C ˆnkC1 :
2
The scheme suggested is a locally explicit-implicit scheme. The first two equations
are explicit, while the third equation is implicit, which serves to determine "knC1 .
This technique turns out to be sufficient for the computation to become stable. This
statement is proved below.
5.2.10 Stability of characteristic and grid-characteristic schemes for

stiff problems
The assumption that the right-hand sides of (5.36) do not affect the stability is true
only if ı O.1/. For ı O.x 1 /, or x ı O.1/, the right-hand sides will
affect the stability. Since, as was mentioned above in Section 1.5, this case is of
practical importance, we will pay special attention to it.
The stability of the explicit-implicit scheme (5.62) will be carried out for a model
problem. For simplicity, the function ˆ.z/ will be assumed to be linear and s ."/ D
0 , which corresponds to the model of an ideal viscoplastic material. Then the third
equation in (5.52) can be discarded, since " no longer appears in the system. By
applying the Fourier and Laplace transforms to (5.52), we obtain
ı x
p1 . eik x / D . C eik x /.p2 p1 /;
4
ı x (5.63)
p2 . eik x / D . C eik x /.p2 p1 /;
4
p1 D v . 0 /; p2 D v C . 0 /:
The parameter is determined by equating the determinant of system (5.63) with

zero:
!
e ik x C A. C eik x / A. C e ik x /
det D 0:
A. C eik x / eik x C A. C eik x /
It follows that
2 1 2A ı x
2 C cos.k x/ C D 0; where 2A D ;
1 C 2A 1 C 2A 2
and hence q
1

1;2 D cos.k x/ ˙ 4A2 sin2 .k x/ : (5.64)
1 C 2A
Consider two cases.

1) If ıx=2 1, the radicand 4A2 sin2 .k x/ is positive, and hence 1;2 are real
numbers. If cos.k x/ > 0, then
ˇ q ˇˇ
ˇ 1
j1;2 j D ˇˇ cos.k x/ ˙ 4A2 sin2 .k x/ ˇˇ

1 C 2A
ˇ ˇ
ˇ 1 ˇ
<ˇˇ cos.k x/ C 2A ˇˇ 1:
1 C 2A
If cos.k x/ < 0, we have
ˇ ˇ
ˇ 1 ˇ
ˇ
j1 j D ˇ ˇ < 1:
1 C 2A ˇ
2) If ıx=2 < 1, we have maxŒ4A2 sin2 .k x/ < 0, and so 1;2 are complex
conjugate numbers, with
q q
Im 4A2 sin2 .k x/ < Im sin2 .k x/ D i sin.k x/;
jj < j cos.k x/ ˙ i sin.k x/j D 1:
It follows that the scheme is stable if ıx D const, in the language accepted for stiff
systems of equations, is A-stable. It is significant that the explicit scheme is stable
only if ıx=2 1 and, hence, is not A-stable, which makes it unsuitable for ı
1.
5.2.11 Characteristic schemes of higher orders of accuracy

For nonhomogeneous systems with a constant matrix A, it is possible to construct not
only first- or second-order characteristic schemes but also higher-order schemes by
analogy with the Adams and Runge–Kutta schemes for ordinary differential equations
(see Section 2.3). Let us demonstrate this for system (5.50) or, more precisely, for its
characteristic equations (5.51) represented in terms of the invariants p1;2 D v
and p3 D " :
@p1 @p2
D ı Ô .p1 ; p2 ; p3 /; D ı Ô .p1 ; p2 ; p3 /;
@s @l (5.65)
@p3
D ı Ô .p1 ; p2 ; p3 /
@t
d d d
where ds D dt C dx is the operator of differentiation along the characteristic dx D dt
d d d
and d l D dt dx is that along dx D dt . Integrating (5.65) over the step size x
from sj to sj C x, we obtain
Z sj Cx
p1 .sj C x/ p1 .sj / D ı Ô ds:
sj
The node numbering is accepted along the first families of characteristics, shown in
Figure 5.7.
If the values of ˆj ; : : : ; ˆj Ck are known on the interval Œsj ; sj C x , these can
be used to construct, for the .k C 1/st node, an interpolating polynomial Rk .s/ of
degree k that approximates the function Ô .s/ on Œsj ; sj Cx to O.x kC1 /, provided
that the function is sufficiently smooth. Then we extrapolate the resulting expression
to the .k C 1/st node to obtain
Z sj Cx
p1 .sj C x/ D p1 .sj / C Rk .s/ ds C O.x kC2 /: (5.66)
sj
If the points sj ; : : : ; sj Ck are evenly spaced, then the integration in (5.66) leads to
formulas analogous to the Adams formulas, which are used for integrating ordinary
differential equations:

1
j C1 j j j j
for k D 1; piC1 D piC1 C ˆiC1 C rˆiC1 x D L1;iC1 I
2

5 j
j C1
for k D 2; piC1 D Lj1;iC1 C r 2ˆ x D Lj2;iC1 I
12 iC1

3 j (5.67)
j C1
for k D 3; piC1 D Lj2;iC1 C r 3 ˆ x D Lj3;iC1 I
8 iC1
::
:
and so on,
where
rˆj D ˆj ˆj 1 ;
r 2 ˆj D ˆj 2ˆj 1 C ˆj 2 ;
r 3 ˆj D ˆj 3ˆj 1 C 3ˆj 2 ˆj 3 :
Similar formulas can be obtained by integrating the other two equations in (5.65). It
is clear from relations (5.67) that a finite difference scheme of order O.x k / cannot
be constructed without using data from the k previous layers. To obtain the data, one
has to start the calculations from a first-order scheme and increase the order succes-
sively from j D 1 to j D k. Here, there is no need to store the solution obtained for
all k layers; it only suffices to store ˆj .
A characteristic scheme that would generalize the Runge–Kutta method can be con-
structed likewise.
Section 5.3 Two- and three-dimensional characteristic schemes and their application 227
5.3 Two- and three-dimensional characteristic schemes and

their application to dynamic problems
5.3.1 Spatial characteristics
A system of quasilinear first-order equations can be represented in the form (summa-
tion over j )
@U.t; x/ @U.t; x/
B t .x; U/ C Bj .x; U/ D F.t; x; U/; j D 1; 2; 3; (5.68)
@t @xj
where B t and Bj are k k coefficient matrices and F is the right-hand side vector,
which can depend on the k-dimensional solution vector U, coordinates x, and time t .
If B t is nonsingular (it does not have zero eigenvalues, i D 0), then system (5.68)
can be solved for the time derivative and written as
@U.t; x/ @U.t; x/
C Aj .x; U/ D f.t; x; U/: (5.69)
@t @xj
Introduce the matrix Aj Nj D A.N/, where N is a normal to a surface '.t; x/ D 0.
System (5.69) is said to be hyperbolic at a point .t; x; U/ if the eigenvalues of the
matrix A, determined from the equation
det.Aj Nj C E/ D 0 (5.70)
are all real and there is an eigenvector matrix that diagonalizes A, so that
1 A D ƒ D diag.1 ; : : : ; k /: (5.71)
If the i .Nj / are all real and the eigenvectors are all linearly independent, the system
is said to be strictly hyperbolic. The i do not have to be all distinct, but the system
of corresponding eigenvectors must be linearly independent; for example, two si cor-
responding to the shear wave cone are the same, but the corresponding eigenvectors
are different.
So, hyperbolicity suggests that the matrix A has n linearly independent eigenvec-
tors, which form a basis in an n-dimensional space. It follows from (5.71) that
1 A D ƒ1 ; A D ƒ: (5.72)
Hence, the left eigenvector matrix L and right eigenvector matrix R are mutually
inverse:
1
L D R :
Then relation (5.71) can be rewritten as
L AR D ƒ; A D R ƒL :
If a characteristic surface in the space .t; x/ is defined as a surface '.t; x/ D 0 for

which the Cauchy problem has a nonunique solution, then '.t; x/ must satisfy the
condition
det.' t C Ai 'xi / D 0: (5.73)
Here and henceforth the subscript of ' indicates the differentiation: ' t D @'=@t and
'xi D @'=@xi .
Indeed, in this case, the homogeneous system of equations (5.69) with @U=@xi
prescribed at surfaces '.t; x/ D 0 does not provide a unique solution for the outward
derivative @U=@N, where N is the outward normal to '.t; x/ D 0.
Equation (5.73) can be represented in terms of the components of the normal N as
det.EN t C Aj Nj / D 0; (5.74)
where
't 'xi
D Nt ; D Ni :
jgrad 'j jgrad 'j
Up to notation, equation (5.74) coincides with the equation for determining the eigen-
values of A.N/. Hence, the characteristic surfaces in the space of the components
of N are determined by the eigenvalues of A.N/.
So, there are k characteristic surfaces passing through each point of the space
.t; x/ and dependent on the direction of the vector n D .N1 ; N2 ; N3 /, which is the
projection of the 4-vector N D .N t ; N1 ; N2 ; N3 / onto the three-dimensional space
.x1 ; x2 ; x3 /. Given the direction of n, one can obtain characteristic relations in the
same manner as in the one-dimensional case, by multiplying system (5.69) from the
left by the respective left eigenvector -i .n/. However, unlike the one-dimensional
case, here we have a family of characteristic relations dependent on n as a vector pa-
rameter. For example, if n D n1 .1; 0; 0/ is directed along the x1 -axis, then, having
multiplied (5.69) by -i .n1 /, we get

@U @U @U @U
-i C i C -i A2 C -I A3 D -i f.U; x; t /; i D 1; : : : ; k:
@t @xi @x2 @x3
This relation contains derivatives along three directions: the first derivative is along
@
the bicharacteristic, @t C i @x@ i , and the other two, in the tangent subspace xi , along
directions perpendicular to the bicharacteristic. Having changed the direction of n,
one arrives at k more characteristic relations. The original system equations (5.69) can
be replaced with a set of any k independent characteristic relations, not necessarily
corresponding to one direction of n; it suffices that the vectors -i form a basis. So,
unlike the one-dimensional case, where the characteristic relations are chosen in a
unique way, in three dimensions, the selection of characteristic relations equivalent to
the original system is nonunique and much wider.
Let us discuss how to choose these relations in constructing numerical methods

for the integration of hyperbolic systems of equations arising in studying non-one-
dimensional problems. Specifically, we consider the equations of the elastoviscoplas-
tic medium that was discussed when we studied one-dimensional waves in the pre-
ceding section.
5.3.2 Basic equations of elastoviscoplastic media

This section discusses the application of the method of characteristics to non-one-
dimensional problems of continuum mechanics. Consider the propagation of waves
through an elastoviscoplastic solid, whose system of thermomechanical equations can
be represented in the form (see Section 1.5)
ij;j D uP i ;
2 Ô .SN kNs .WN ; TN //
P ij D uk;k ıij C .ui;j C uj;i /.3 C 2 /˛ TP ıij sij ;
S
p
Ô .SN kNs .WN ; TN //
ePij D sij ;
S
p
.3 C 2 / T0 ˛ uk;k C Ce T D kT;i i C ij ePij ; (5.75)
where the dimensionless quantities SN D S=ks0 and kNs D ks =ks0 are arguments of the
function ˆ.Nz/.
The first relation is the equation of motion, the second and third are constitutive
equations of the elastoviscoplastic material, and the last one represents an equation
of heat influx. The following notation is adopted: ui are the velocity components
p
of particles, ij is the stress tensor, ePij is the plastic strain rate tensor, Wp is the
work done to perform the plastic deformation, T is temperature, and are elastic
constants, ˛ is the linear thermal expansion coefficient, Ce is the heat capacity at
constant strain, k is the thermal conductivity, is the relaxation time, and ks is the
material’s yield stress. The function Ô .Nz/ of a dimensional argument zN defined by
´
Ô .Nz/ D 0; zN < 0;
ˆ.Nz/ > 0; zN 0;
characterizes the effect of the plastic strain rate on the stress-strain relationship beyond
1=2
elastic limit, with S D 12 sij sij > ks , and is determined from experiments (see
Section 1.5.2 and [83]).
System (5.75) can be simplified in the case of waves propagating through massive
bodies whose characteristic dimension x0 satisfies the condition
C 2
x0
k.ce c/1 ; c2 D ;

where c is the velocity of longitudinal waves, k is thermal conductivity, ce is the

specific heat capacity at constant strain, and is the stress relaxation time.
Then the thermal conductivity can be neglected and the adiabatic approximation
used [157]. Introduce the following dimensionless variables:
ij Wp ui c xi
N ij D ; WN p D ; uN i D ; tN D t ; xN i D
ks0 ks0 us0 x0 x0
2.1 / C 2 x0
ˇD ; ıD ; ks0 D cus0 ;
1 2 2 c
where x0 is a characteristic dimension of the body, ks is the shear yield stress, is

Poisson’s ratio, and and are the adiabatic values of the elastic constants. In what
follows, the bars over the dimensionless quantities will be omitted. In the adiabatic
approximation, system (5.75) can be rewritten as
ij;j uPj D 0;

Ô .S ks .Wp //
ui;j C uj;i ˇ P ij P kk ıij D 2ı sij ;
1C S (5.76)
p
Ô .S ks .Wp //
ePij D ı sij :
S
p
If there in no translational hardening, system (5.76) splits and the equation for ePij
can be discarded; the quantity Wp is then determined from
2ı
WP p D ks .Wp / Ô .S ks .Wp //
ˇ
For our purposes, there is no significant difference between the cases of isotropic
and translational hardening. However, the latter case requires much more cumber-
some calculations. Therefore, we restrict our consideration to the case of isotropic
hardening.
It should be emphasized that the use of the constitutive equations (5.76) for study-
ing dynamic process is more beneficial as compared with the Prandtl–Reuss system of
equations not only for mechanical reasons but also from the viewpoint of mathemat-
ical simplicity. The advantages of the elastoviscoplastic model were clearly demon-
strated in solving one-dimensional problems in Section 5.2. In studying two- and
three-dimensional processes, its advantages are even more pronounced.
The system of equation (5.75) is hyperbolic. In the case of small deformations,
its principal differential part is linear and does not cause difficulties in studying dis-
continuous solutions; therefore, its numerical analysis is relatively easy to performed
using the direct method of characteristic surfaces.
The Prandtl–Reuss flow equations (elastoplastic differential equations) lead to a

quasilinear nondivergence system of hyperbolic equations, for which there is no com-
plete mathematical theory that would guarantee the existence and uniqueness of a
solution. Furthermore, there are many specific problems where, under certain condi-
tions, there is no solution or the solution is not unique. In all these cases, the elasto-
viscoplastic model with ı
1 can be regarded as a regularization of the elastoplastic
model, thus considering the asymptotic solution to an elastoviscoplastic problem as
ı ! 1 to be the solution to the corresponding elastoplastic problem. All the more
so, the elastoviscoplastic model is physically more adequate to the actual dynamic
deformation process beyond the elastic limit for most materials (see Section 1.5.2
and [83]).
5.3.3 Spatial three-dimensional characteristics for semi-linear system

System (5.76) is a quasilinear hyperbolic system of first-order partial differential equa-
tions with a linear principal part. The right-hand sides are continuous functions of
their arguments. In studying strong discontinuity surfaces in solutions to this system,
one can take advantage of the theory developed for systems of equations in divergence
form [30]. Represent system (5.76) as
L.U/ D .At U/ t C .Ai U/xi C B.U/ D 0 (5.77)
A general solution to system (5.77) is a piecewise continuous vector-valued function

U that has piecewise continuous derivatives in a domain G and satisfies the equality
ZZZZ
t
.A t C Ai xi / U B.U/ dt dxi D 0 (5.78)
R
for arbitrary test functions and any R G in the four-dimensional space .t; xi /.
The quantities At and Ai are 10 10 matrices and U is the 10-vector defined as

U D u1 ; u2 ; u3 ; 11 ; 22 ; 33 ; 12 ; 13 ; 23 ; Wp :
It follows from (5.78) that (5.77) is satisfied in the domains of smoothness of U. On

surfaces of solution discontinuity, defined by '.xi ; t / D 0, the condition
t
A ' t C Ai 'xi ŒU D 0 (5.79)
must hold. The vector ŒU D UC U represents the jump in the solution U as the
surface of discontinuity ' D 0 is crossed, with UC and U being the solution values
just ahead and just behind the surface. Since the matrices At and Ai are independent
of U, equations (5.79) represent a homogeneous linear system for the unknown jump
ŒU . Hence, for the surface in question to be a surface of strong discontinuity, which
means that ŒU ¤ 0, it is required that

det A D det At ' t C Ai 'xi D 0:
This equation coincides with equation (5.73), which describes characteristic surfaces
of system (5.77) for At D E.
So, for the media in question, determining surfaces of strong discontinuity is equiv-
alent to determining characteristic surfaces, with discontinues only possible along
characteristics.
Let us write out the matrix A D At ' t C Ai 'xi in component form:
0 1
' t 0 0 'x1 0 0 'x2 'x3 0 0
B 0 ' t 0 0 'x2 0 'x1 0 'x3 0 C
B C
B 0 0 ' t 0 0 'x3 0 ' x1 ' x2 0 C
B C
B 'x1 0 0 ˛' t ˛' t ˛' t 0 0 0 0 C
B C
B 0 'x2 0 ˛' t ˛' t ˛' t 0 0 0 0 C
ADB B 0
C;
B 0 'x3 ˛' t ˛' t ˛' t 0 0 0 0 C C
B ' x 'x 0 0 0 0 ˇ' t 0 0 0 C
B 2 1 C
B 'x 0 C
B 3 0 'x1 0 0 0 0 ˇ' t 0 C
@ 0 ' x 'x 0 0 0 0 0 ˇ' t 0 A
3 2
0 0 0 0 0 0 0 0 0 't
where
1
˛D :
.1 2/.1 C /
The condition det A D 0 leads to the following equation for determining the surfaces
'.xi ; t / D const:
2
1
.' t2 'xi 'xi / ' t2 'xi 'xi ' t4 D 0: (5.80)
ˇ
Equations (5.80) are simultaneously the equations of characteristics of system (5.77);
these will further be employed for constructing a numerical method for the integration
of this system.
Unlike the one-dimensional case, each factor in (5.80) determines a one-parameter
family of characteristics, with each family representing a characteristic cone deter-
mined by a normal vector N in the .t; xi / space. In the physical space xi , each of
the families represents a circle (two-dimensional case) or a spherical surface (three-
dimensional case) moving with a dimensionless velocity cNi D ci =cl , where cl D
p
. C 2 /= is the speed of longitudinal waves.
For the first cone, corresponding to the first factor in equation (5.80), we have
cNi D cNl D ˙1. For the second cone (second factor of multiplicity 2), corresponding
to transverse waves, cNi D cNs D ˙ˇ1=2 . The third cone is degenerate; it corresponds
to a stationary surface with cNi D 0.
Taking into account that the components of the normal vector N are given by (5.74),
we can rewrite equation (5.80) as
2
1
.N t2 Ni Ni / N t2 Ni Ni N t4 D 0: (5.81)
ˇ
Since, in the case considered, the matrix A is symmetric, its right and left null
vectors coincide. The the null vectors required for obtaining characteristic relations
can be determined from (5.79). Inasmuch as the vector of unknowns ŒU contains the
jumps of the stress tensor components Œij D !ij , velocity components Œui D i
and plastic work ŒWp D wp , we find that
!ij Nj N t i D 0; i; j D 1; 2; 3I

i Nj C j Ni ˇ !ij !kk ıij N t D 0; (5.82)
1C
N t wp D 0:
This representation, which takes into account the physical meaning of the unknowns,
allows one to simplify formula manipulations.
In what follows, we denote the solution vector of (5.82) by l:
l D .1 ; 2 ; 3 ; !11 ; !22 ; !33 ; !12 ; !13 ; !23 ; wp /:
Find the vector l for the cone of longitudinal waves with N tl D ˙1. The negative
value of N t corresponds to a cone whose axis coincides with the positive direction
of the t -axis. On the cone with N t D ˙1, the matrix A has a single null vector ll ,
whose components can be determined from the equations (5.82)

!ij Nj ˙ i D 0; wp D 0; i Nj C j Nj ˙ !ij !kk ıij D 0: (5.83)
1C
Multiplying the last equation by the unit tensor ıij and performing tensor contraction,
we obtain
1
!kk D ˙i Ni :
1C
Since the null vector lp has multiplicity 1, it is defined up to a constant factor; so we
can set !kk D 1C
1 to obtain i Ni D ˙1.
Solving the second equation in (5.83) for !ij and substituting in the first equation,
we arrive at the solution

2 Nj Nj 2
i D ˙Ni ; !ij D C 1 ıij ; wp D 0: (5.84)
ˇ ˇ
Now let us find solutions on the cone with N t D ˙ˇ 1=2 . In this case, the rank
of A is equal to eight, an so there are linearly independent vectors ls :
1

!ij Nj i D 0; i Nj C j Ni !ij !kk ıij D 0; wp D 0;
1C
(5.85)
where D ˙ˇ 1=2 . By contracting the second equation in (5.85) with ıij , we get
1C
!i i D i Ni :
1
On the other hand, substituting !ij from the second equation into the first and multi-
plying by, we find that
1C
!kk D i Ni :

It follows that
1
wp D 0; i Ni D 0; !ij D .i Nj j Ni /: (5.86)

This is a general solution to system (5.85), since it involves two linearly independent
vectors. Indeed, it follows from (5.86) that the only constraint on the vector i is
its orthogonality to Ni . Therefore, any two linearly independent vectors lying in the
tangent plane to the discontinuity surface can be taken as i .
Finally, consider the jumps at the stationary surface with N t D 0. We have the
system of equations
!ij Nj D 0; i Nj C j Ni D 0: (5.87)
From the first equation it follows that the stress components are all continuous. The
second equation suggests the velocity components are continuous, i D 0. What can
be discontinuous at the stationary surface is the plastic work.
Introduce a reference frame whose unit vector of the x1 -axis is directed along the
projection n of the vector N onto the space xi . Let nij denote the direction cosines of
this frame. Then the above solutions for the jumps at the cones can be expressed via
the nij . For the cone N tl D ˙1, from (5.84) we obtain

2ni i nij 2
i D ni i ; !ij D C 1 ıij ; wp D 0: (5.88)
ˇ ˇ
For the cone N ts D ˙ˇ 1=2 , we find the following two solutions l˛s from (5.86):
1
i D ni˛ ; !ij D .ni˛ nj1 C nj˛ ni1 /; wp D 0: (5.89)

For the stationary surface N t D 0, we find four linearly independent solutions
from (5.87):
.1/
i D 0; !ij.1/ D ni2 nj 2; wp.1/ D 0;
.2/ .2/
i D 0; !ij D ni3 nj 3; wp.2/ D 0;
.3/ .3/ (5.90)
i D 0; !ij D ni2 nj 3; wp.3/ D 0;
.4/ .4/
i D 0; !ij D 0; wp.4/ D 1:
In order to obtain a compatibility condition at a characteristic surface, one should

multiply system (5.76) by the left null vector of A corresponding to this surface. Since,
in the case considered, the matrix is symmetric, the right and left null vector coincide
and are given by (5.84) and (5.90).
For the characteristic surface with normal Nl , we get

2 2 1
˙ .ij;j ni1 uP i ni1 / C 1 ui;i C .ui;j C uj;i /ni1 nj1 P ij ni1 nj1
ˇ ˇ 2
2ı Ô .S S.Wp //
D sij ni1 nj1 : (5.91)
ˇ S
The left-hand side of equation (5.91) represents an internal differential expression
with respect to a hypersurface with normal Nl ; hence, it can be converted explicitly to
a form containing derivatives with respect to only three independent variables. One of
the independent variables is a coordinate s1 measured along the bicharacteristic; the
derivative with respect to s1 is expressed as @s@1 D @t@ ˙ @x@k nk1 . The other two vari-
ables can be chosen in the plane perpendicular to the projection of the bicharacteristic
onto the xi space.
The characteristic equations for the surface with normal Ns are obtained likewise.
There are two such equations, in accordance with the number of vectors ls˛ . In the
original Cartesian reference frame, these equations are expressed as
1
ij;j ni˛ uP i ni˛ C .ui;j C uj;i /.ni˛ nj1 C nj˛ ni1 / P ij .ni˛ nj1 C nj˛ ni1 /
2 2
Ô
ı .S S.Wp //
D sij .ni˛ nj1 C nj˛ ni1 /; ˛ D 2; 3: (5.92)
S
5.3.4 Characteristic equations. Spatial problem

The characteristic equations (5.91)–(5.92), written in the Cartesian reference frame,
can be converted to an invariant form with respect to transformations of the coordi-
nates. This form will be convenient for further analysis.
For the longitudinal wave cone with normal Np , we get

2 2
.n Div / .uP n/ C 1 Div u C .def u/nn P nn
ˇ ˇ
2ı Ô .S S.Wp //
D snn ; (5.93)
ˇ S
where n is the projection of N onto three dimensional subspace xi , nn and "nn D
.def u/nn are the stress and strain components on the plane with normal n in any
curvilinear coordinate system, and a central dot denotes the scalar product of vectors.
For the transverse wave cone with normal Ns , we obtain
2
.m Div / .uP m/ C .def u/mn P mn

2ı Ô .S S.Wp //

D mn ımn ; (5.94)
ˇ S 3
where m is any unit vector perpendicular to n. For a fixed n, one can obtain two
linearly independent equations corresponding to two vectors m.
Finally, for the characteristic surface with N t D 0, the following relations hold:
ˇ
Ô .S S.Wp //

.def u/ml P ml P ımn D ı mn ımn ;
2 1C S 3
(5.95)
P 2ı Ô
Wp D S.Wp / .S S.Wp //;
ˇ
where m and l is two unit vectors, orthogonal to each other and to n. To a fixed n
there correspond four linearly independent relations.
Equations (5.93)–(5.95) allow one to obtain relations at the characteristic surfaces
in an arbitrary coordinate system for the cases of both two and three space dimensions.
The next subsection presents a system of characteristic relations for the case of an
axisymmetric problem in cylindrical coordinates.
5.3.5 Axisymmetric problem

Here we use the cylindrical coordinate system .r; ; z/. Since, due to axial symmetry,
the solution is independent of the angular coordinate , we have
u2 0; 12 D 23 0: (5.96)
The direction cosines of the vectors n, l, and m with respect to the coordinate axes
r; ; z can be expressed in terms of the cosines nr and nz between n and the axes r
and z:
n.nr ; 0; nz /; m.nz ; 0; nr /; l.0; 1; 0/: (5.97)
Using (5.96) and (5.97) and suitable transformation formulas to convert the quantities
appearing in (5.93)–(5.95) to the cylindrical coordinates, we arrive at the following
relation for the longitudinal waves:

@r r @r z r @ur @r z @zz r z @uz
C C nr C C C nz
@r @z r @t @r @z r @t

2 @ur @uz ur
C 1 C C
ˇ @r @z r

2 @ur 2 @ur @uz @uz 2
C n C C nr nz C n
ˇ @r r @z @r @z z
2ı Ô .S S.Wp //
P nn D snn ;
ˇ S (5.98)
2 2
nn D r r nr C 2r z nr nz C zz nz :
There is only one linearly independent relation for the transverse waves:

@r r @r z r @ur @r z @zz r z @uz
C C n z C C C nr
@r @z r @t @r @z r @t

2 @ur 1 @ur @uz 2 2 @uz
C nr n z C C nr nz C nz n r
@r 2 @z @r @z
2ı Ô .S S.Wp //
P nm D snn ;
S (5.99)
2 2

nm D r r nr nz C r z nr C nz C zz nr nz :
Out of four relations in (5.95), there remain only three:

@ur 2 @uz 2 @ur @uz ˇ
n C n C nr nz P mm P
@r r @z z @z @r 2 1C
Ô .S S.Wp //

(5.100)
Dı mm ;
S 3
mm D r r n2z 2r z nz nr C zz n2r ;
Ô .S S.Wp //
ur ˇ
P P D ı ; (5.101)
r 2 1C S 3
2ı Ô .S S.Wp //
WP p D S.Wp / : (5.102)
ˇ S
Our further task is to choose seven linearly independent relations (for seven un-
knowns) out of the set of equations (5.98)–(5.102). Unlike the case of two indepen-
dent variables .x1 ; t /, choosing such a system of characteristic relations in the case of
three or more variables depends on how the cosines of ll , ls , and li are selected as well
as on the direction of the normal n; there is nor unique way of doing so. However,
the requirements of simplicity and stability of the approximating difference equations
should be taken into account. First of all, we need to figure out how many linearly
independent relations can be chosen for each of the characteristic cones separately
for any n. This task is equivalent to determining the linear independence of the null
vectors of the characteristic matrix A of the original system for each cone. With the
above relations and in view of (5.97), we obtain the following null vectors:

T
ll D nr ; nz ; 1 ˇ2 nz ; 1 ˇ2 ; 1 ˇ2 nr ; ˇ2 nr nz ; 0 ;

2 2
T
ls D nz ; nr ; 2 nrnz ; 0; 2 nr nz ; nr n
z
; 0 ;
T
l1 D 0; 0; n2z ; 0; n2r ; nr nz ; 0 ;
T
l2 D 0; 0; 0; 1; 0; 0; 0 ;
T
l3 D 0; 0; 0; 0; 0; 0; 1 :
An analysis shows that one can choose five linearly independent vectors from ll
and ls and five among li .
5.3.6 Difference equations. Axisymmetric problem

To present a numerical method, we will be considering an axisymmetric problem.
This two-dimensional case allows us to make some clear geometric interpretations in
the space of three coordinates r, z, and t . We do not have such an opportunity in the
three-dimensional spatial case.
It is clear that characteristic finite difference schemes can be chosen in many dif-
ferent ways. It is, therefore, important to narrow down the choice to most simple and
stable schemes. Furthermore, it is desirable to have a scheme that would adequately
generalize an already available one-dimensional characteristic scheme. As a basis, we
choose the characteristic scheme discussed in Section 5.2.
It is apparent that equations (5.98)–(5.102) are simplest when the normal n coin-
cides with the normal to a coordinate plane, which corresponds to (i) nr D ˙1 and
nz D 0 or (ii) nr D 0 and nz D ˙1. Selecting n this way is especially reasonable
in case the body shape is limited by coordinate planes. This would significantly sim-
plify the computation algorithm at the boundaries. For the grid to be regular cubic
and to avoid unnecessary interpolations, one should take four tangent planes to one
cone. From the viewpoint of stability, the cone must correspond to the maximum
speed of propagation, which means that the longitudinal wave cone must be chosen.
Then the Courant–Friedrichs–Lewy stability condition will be satisfied. This condi-
tion requires that the domain of dependence of the difference equations must enclose
that of the differential equations they approximate.
The CFL condition is not only necessary but also sufficient for stability if the
scheme is simplicial, which suggests that the minimum number of nodes with known
data are used to obtain the solution at the new node [29]; in our case, the grid must be
triangular in the rz-plane.
The aforesaid with be taken into account below to construct a suitable scheme. Fur-
thermore, we will try to obtain a scheme that would generalize the one-dimensional
characteristic scheme (5.52) and reduce to it in the one-dimensional case.
Internal point To calculate the solution at an internal point corresponding to the

moment t C t , provided that the solution at the preceding times is known, we use
four characteristic relations (5.98) on the tangent planes to the longitudinal wave cone
with nr D ˙1, nz D 0 and nr D 0, nz D ˙1. These planes form a square pyramid
circumscribed about the cone and touching it along bicharacteristics. The sides of the
base coincide with coordinate lines (Figure 5.10).
t
O
A1 z
B1
A K B
r
Figure 5.10. Spatial characteristics. An internal point.
Two more equations (5.100) will be taken for the characteristic planespthat pass
through
p p pyramid andpdiagonals of its base, with (nr D 1= 2, nz D
the axis of the
1= 2 ) and (nr D 1= 2, nz D 1= 2 ). These equations will be supplemented with
the last relation in (5.102). The seven equations form a linearly independent system
equivalent to the original system; it can be written as

p @ @
2 .ur ˙ r / ˙ r z ˙ uz D Li ;
@ni @z 1

p @ @
2 .uz ˙ z / ˙ r z ˙ ur D Mi ;
@qi @r 1
(5.103)
@ ˇ @
2˛ .r r C zz 2r z / C .ur uz / D Pi ;
@t 2 @li
2ı Ô .S S.Wp //
WP p D S.Wp / :
ˇ S
with

2ı Ô .k/ r ur
Li D r ; i D 1; 2;
ˇ S 3 r 1 r

2ı Ô .k/ r z ur
Mi D r ; i D 1; 2;
ˇ S 3 r 1 r
Ô .k/ 2

Pi D ı r C z 2r z ; i D 1; 2;
S 3
p @ @ @ p @ @ @ @ @ @
2 D ; 2 D ; D
@ni @r @t @qi @z @t @li @z @r
where Ô .k/ D Ô .SN SN .WN p // and ni and qi are distances measured along the re-
spective characteristics. It is apparent from equations (5.103) that each characteristic
relation has derivatives in only independent variables. This important fact reduces the
number of independent variables by one and, as in the one-dimensional case, simpli-
fies the numerical integration of the equations.
Let us represent equations (5.103) as integral relations by integrating each of them
over the area of the respective face of the pyramid. Then, by applying Green’s for-
mula, we rearrange the left-hand sides to obtain relations that do not involve deriva-
tives. For example, the first relation in (5.103) becomes
Z p Z

2 .ur C r r / dz C r z C uz d n1 D L1 d †;
C 1 †
where † is the area of the triangle AOB and C is its contour (Figure 5.10). Calcu-
lating the integral using a suitable quadrature formula, we arrive a finite difference
representation of equations (5.103). With the trapezoidal rule, we obtain

1 1
.ur C r r /O C .ur C r r /K C r z C uz r z C uz
2 1 B 2 1 A
h
D .L1A C L1B C L1O /: (5.104)
6
In a similar manner, we find a difference equation for the opposite face A1 OB1 :

1 1
.ur r r /O .ur r r /K1 C r z uz r z uz
2 1 B1 2 1 A1
h
D .L1A1 C L1B1 C L1O /: (5.105)
6
Difference equations for the second and third pair of relations in (5.103) can be ob-
tained likewise. Equation (5.102) for Wp should be integrated along the axis of the
pyramid. Thus, we obtain a complete system of equations for determining the solution
at the point O.
Let us discretize the domain occupied by the body in the rz-plane at time t using
a square grid with step size x, so that the nodes have the coordinates (i x, j x).
For time t C t , the solution will be evaluated at the nodes of a grid translated with
respect to the grid at time t by half-step in both r and z, so that the nodal coordinates
are (.i C 1=2/x, .j C 1=2/x). On this grid, the equations can be written in the

usual
finite difference form.
For example,
if we take
the nodes
A .i C 1/x; j x ,
B .i C 1/x; .j C 1/x , A1 i x; .j C 1/x , B1 i x; j x , and O .i C
1=2/x; .j C 1=2/x , as shown in Figure 5.10, equations (5.104) and (5.105) will
become
1 1
ukC1
r D .a C b/kC1
iC1=2;j C1=2
; rkC1
r D .a b/kC1
iC1=2;j C1=2
; (5.106)
2 2
with

kC1 1 k k k k
aiC1=2;j D a C aiC1;j C1 C ciC1;j C1 ciC1;j
C1=2 2 iC1;j

x k k k

C L1i C1;j C1 C L1i C1;j C L1i C1=2;j C1=2 ;
3

kC1 1 k k k k
biC1=2;j D b C bi;j C di;j di;j
C1=2 2 i;j C1 C1

x k
C L2i;j C1 C Lk2i;j C Lk2i C1=2;j C1=2 ;
3

c D r z C uz ; d D r z uz :
1 1
These equations serve to determine rkC1 kC1
ri C1=2;j C1=2 and uri C1=2;j C1=2 . The above
scheme is implicit, since the right-hand sides involve the unknown quantity
LkC1
iC1=2;j C1=2 . The system is solved through an iterative process, with the first ap-
proximation taken in the form
1 k 1 k
LkC1
1i C1=2;j C1=2 D L1i C1;j C1 C Lk1i C1;j ; LkC1
2i C1=2;j C1=2 D L2i;j C1 C Lk2i;j :
2 2
The system of equations (5.106) and the analogous systems for the second and third
pairs of equations (5.106) reveal another advantage of the canonical characteristic
form of representation of the original equations. The system of difference equations
for determining the unknown quantities is diagonal with respect to akC1 , b kC1 , . . . ,
which reduces the amount of computations.
Boundary point In an axisymmetric problem, two boundary conditions are pre-

scribed at the body surface, which can be written as
a1 un C b1 n D f1 ;
(5.107)
a2 u C b2 D f2 :
The subscripts n and indicate a normal and a tangential component; f1 and f2 are
given functions.
In constructing difference equations for determining the solution at a boundary
point, one faces a difficulty associate with apparent overdeterminacy of the problem.
On the one hand, one should use all the equations available for an internal point and,
on the other hand, boundary conditions are added at the surface. The question arises
as to how one should choose the adequate set of equations for determining the so-
lution. The canonical form of characteristic equations with respect to the boundary
allows one to obtain, in a natural way, the only true scheme for the calculation of the
boundary point, just as in the one-dimensional case. The characteristic relations that
we used for a internal point do not provide a canonical form. To obtain a canonical
form, we have to write out all the characteristic equations for which the normal n with
the inward normal to the boundary. In this case, we obtain five relations, one for each
of the equations (5.98)–(5.102), with two boundary conditions, thus giving us seven
relations for seven unknowns. In is noteworthy that the seven equations have been
obtain using the whole original system of equations. The problem can be shown to
have a unique solution, provided that the boundary conditions (5.107) are well posed.
The points belonging to stationary surfaces of discontinuity are calculated using the
same scheme as the boundary points.
t
K1 C1
B1
O1 L
L1 r
K B
C
z
Figure 5.11. Spatial characteristics. Boundary point.
Consider the case where the boundary belongs to a coordinate line, for example,
r D const. By setting nr D ˙1 and nz D 0, we obtain the canonical form of equa-
tions (5.98)–(5.102). The upper sign in nr D ˙1 corresponds to an inner boundary
and the lower sign, to an outer boundary. Just as in the case of an internal point,
rewriting these equations as integral relations and integrating of the areas of the trian-
gles BOB1 , COC1 , and KOK1 (Figure 5.11), lying, respectively, in tangent planes
to the longitudinal and transverse wave cones and to the inner boundary, we arrive
at finite difference equations. For the triangle BOB1 , relations (5.104) and (5.105)
on the inner and outer boundaries will hold. For the triangles COC1 and KOK1 ,
we have
1 1 x
PO D .PC C PC1 / C .QC C QC1 / .MC C MC1 C MO /
2 2 3.1 C /
Ô .k/ r z
P D r z C uz ; Q D uz C zz ; M D 2ı r z (5.108)
S r
1 1 2
RO D .RK C RK1 C 4R0 / C .uz C uzK1 /
6 2.1 /2 K
x
.LK C LK1 C LO1 C LO /;
4 (5.109)

R D zz r r ;
1
Ô
1 2 .k/ 1C ur
LD ı zz C uz C zz ;
.1 /2 S 3 r
. /O D . /O1 C .r C z /O .r C z /O1

Ô
ı .k/ 1 ur (5.110)

˛ S 3 ˛ r
Equations (5.108)–(5.110) are easy to rewrite in the usual finite difference form for
the grid introduced above.
Corner points are calculated using the same relations as those for boundary points
for either of the planes forming a right angle; then one should take the mean of the
resulting values.
Special attention should paid to the calculation algorithm for the points lying on
the symmetry axis. In this case also, the characteristic relations allow us to chose the
computational scheme in a unique way. The following three conditions must hold on
the symmetry axis:
r D 0; ur D 0; r z D 0; r D :
Then, four more equations are required to determine all unknowns. These include two
relations (5.103) on characteristic planes, the projection of the normal to which coin-
cides with the z-axis, and two relations (5.101) and (5.102), containing only deriva-
tives with respect to t , for and Wp . Relations (5.103) allow us to determine uz
and z . After evaluating the indeterminate expressions on the right-hand sides, we
obtain

p @ @ 2ı Ô .k/
2 .uz ˙ z / ˙ 2 r z ˙ ur D z :
@qi @r 1 ˇ S 3
The finite difference scheme is constructed following the same ideas as before.
From the difference equations (5.106) for internal points and equations (5.108)–
(5.110) for boundary points it is apparent that the characteristic scheme suggested is
a direct generalization of the one-dimensional scheme (5.52).
For a stability analysis (necessary and sufficient conditions) and applications to
modeling dynamic axisymmetric and plane problems for elastoviscoplastic media,
see [83].
For a generalization of the CIR explicit grid-characteristic scheme (5.41) to the
spatial case and its application to modeling a wide class of hyperbolic problems in
continuum mechanics, see the monograph [112]. Some other finite difference methods
for solving hyperbolic problems can be found in the monographs [148, 102].
5.3.7 A brief overview of the results. Further development and

generalization of the method of spatial characteristics and its
application to the solution of dynamic problems
A direct characteristic scheme for solving solid mechanics problems was published
in [83]. This monograph gives a complete description of first-order approximation al-
gorithms for the calculation of internal, boundary, and corner points as well as points
on the axis of rotation for shock wave fronts of contact discontinuities. The author an-
alyzed the necessary and sufficient stability conditions for the characteristic scheme
proposed. Two different approaches were used: differential approximations and a
numerical-analytic analysis of the eigenvalues of the transformation matrix for the
general Cauchy problem, including the case of a rigid system with ı D =t0 1,
where ı is the ratio of the relaxation time to the characteristic time of the original elas-
toviscoplastic problem. It is noteworthy that as ı ! 0, the system of elastoviscoplas-
tic equations becomes the Prandtl–Reuss system of equations for an elastoplastic me-
dium. The authors also investigated problems with moving and contact discontinuities
and analytically determined the structure of shock waves (longitudinal and shear) in
elastoviscoplastic media with different laws of plasticity and viscoplastic hardening.
The proposed characteristic scheme was used to solve dynamic problems.
What is studied is the transient propagation of a shock wave through a cylindrical
bar. Initially,pright after the impact, the pulse propagates with the plane longitudinal
p
wave speed . C 2 /= but then, due to a discontinuity, the speed drops to E=.
The wave amplitude behind the shock front undergoes oscillations due to reflections of
waves from the lateral surface of the bar. Eventually, the solution tends asymptotically
to the one-dimensional solution for a pulse propagating through a thin rod everywhere
except for a frontal zone, where damped oscillations persist behind the wavefront.
This solution was obtained numerically and analytically by an asymptotic method [83,
85].
An elastoviscoplastic bending problem was studied for a thick plate subjected to
a pulsed transverse load at high-frequency and low-frequency loading spectra. Prob-
lems of an explosive load acting on a cylindrical hollow vessel were investigated as
Section 5.4 Coupled thermomechanics problems 245
well as problems of spall fracture for plates and cylindrical vessels, and other flat and
axisymmetric bodies. The solutions were compared with those obtained by numerical
grid methods to highlight the advantages of the method of spatial characteristics.
In [177], a second-order direct characteristic scheme was proposed for an elasto-
viscoplastic medium. As an example, Lamb’s elastic problem was solved, where a
concentrated force is instantaneously applied to an elastic half-space, to demonstrate
that the scheme allows the solution of the problem with good accuracy for discontin-
uous laws of loading in both the spatial and temporal coordinates.
In [75], a generalization of the direct characteristic scheme was given for the case of
an anisotropic elastoviscoplastic medium. The scheme was applied to the dynamics of
composite materials. Calculations were carried out for different types of composites
with elastic fibers embedded in an elastoviscoplastic matrix, in particular, for layered
and fibrous carbon and boron plastics [17]. A comparison with experimental results
of other authors showed that the numerical simulation performed on the basis of the
direct characteristic scheme gives quite reliable results for dynamic tests of nonlinear
composite materials.
In [75], fracture of fibrous composite specimens under pulsed tensile loads was
studies. The authors investigated the mechanism of destruction of elastic fibers em-
bedded in an elastoviscoplastic matrix due to breaking of cylindrical elastic fibers.
The problems were studied in the non-uniform spatial statement with a direct charac-
teristic scheme.
A little earlier, inverse finite difference grid-characteristic scheme were suggested,
mainly to solve dynamic problems in elastic and liquid media [112]. The CIR inverse
characteristic scheme was generalized to spatial problems of continuum mechanics.
In [133], this scheme was applied to various dynamic problems of thermomechan-
ics and biomechanics. Some other finite difference methods for solving hyperbolic
problems can be found in the monographs [148, 102].
Chapter 8 of the present monograph discusses hybrid first- and second-order fi-
nite difference schemes with the use of characteristic schemes for the calculation of
boundary and other singular points in a dynamic analysis. For the interior points of
the body, shock-capturing schemes are used. This can significantly reduce the total
time of the computation.
5.4 Coupled thermomechanics problems

In the motion of a heat conducting compressible gas, its temperature changes and its
energy gets transferred, with the heat conduction affecting the propagation of vibra-
tions. In studying such phenomena, one has consider two coupled processes:(i) the
motion of the gas under the pressure applied, governed by hyperbolic equation, and
(ii) heat conduction, governed by parabolic equations. Taking into account heat con-
duction results the absorption of high-frequency components of the linear momentum.
Consider small perturbations of pressure, p p0 , in a volume V V0 with a

specific internal energy E E0 , where the quantities labeled with the superscript 0
refer to the unperturbed state.
The equation of state of the gas will be taken in the form
. 1/.E0 C E/ D .p0 C p/.V0 C V /:
The complete system of equations, up to quantities of the first order of smallness,

can be written as
@u @
Dc v . 1/e ;
@t @x
@v @u
Dc ; (5.111)
@t @x
@e @2 e @u
D 2 c ;
@t @x @x
p
where u is the velocity of gas particles, is a material constant, c D p0 V0 is the
isothermal speed of sound, v D cV =V0 , e D E=c, and D a=cV is the ratio of the
thermal conductivity a to the specific heat capacity at constant volume cV .
We use the following explicit finite difference scheme for system (5.111):
ujnC1 ujn vjnC1=2 vjn1=2 ejnC1=2 ejn1=2

Dc . 1/ ;
t x x
nC1
vj C1=2 vjnC1=2 uj C1 ujnC1
nC1
Dc ; (5.112)
t x
ejnC1
C1=2
ejnC1=2 ejnC3=2 ejnC1=2 C ejn1=2 ujnC1 ujnC1
D c :
t .x/2 x
The scheme (5.112) is explicit, since ujnC1 can first be found from the first equation
and then used in the second and third equations. The grid for the thermodynamic
quantities is taken to be shifted by half-step with respect to the grid for the kinematic
quantities. This provides a second-order approximation in the space coordinate.
If the fact that the two processes are coupled is neglected, system (5.112) splits
into two independent subsystems: the first two equations describe the propagation of
sound perturbations and the third equations describes the propagation of heat.
Stability conditions for the independent subsystems are
p t t 1
c < 1; 2
< : (5.113)
x .x/ 2
For t ! 0 and x ! 0, if the first condition holds, this guaranties that the second
condition also holds. However, on a real grid with finite x and t , both conditions
are required to be satisfied.
Section 5.4 Coupled thermomechanics problems 247
In order to make the computation based on the explicit scheme more efficient, one
should solve the third equation with a smaller step size t =k than the first two so
as to ensure that each step in the solution of the wave equations, t , is accompanied
by k steps in the solution of the heat equation. In this case, conditions (5.113) are
replaced with
p t t k
c < 1; 2
< : (5:1130 )
x .x/ 2
As noted previously, the second condition in (5.113) leads to an unduly small step
size t . Therefore, it is more efficient to use an implicit scheme for the parabolic
equation, thus evaluating the right-hand side of the last equation in (5.112) at the .n C
1/st layer, while leaving the first two equations unchanged. Then the third equation
becomes absolutely stable, and hence it suffices to use only the first stability condition
in (5.113). From physical considerations it is clear that instability usually develops
from high-frequency components of the wave, for which the temperature practically
p
does not change. Hence, for a finite O.1/, the adiabatic speed of sound c
in the first condition in (5.113) can be replaced with the isothermal speed of sound c,
thus loosening the requirement to t .
When 1, one cannot assume that x =c, and hence one has to use a
p
practical condition for a intermediate cint such that c < cint < c. The stability
condition must depend, in this case, on two parameters
t t
Dc ; D : (5:11300 )
x .x/2
This practical stability condition can be obtained from the von Neumann stability
condition jmax j 1 C O.t /, where O.t / can be dropped out, since the amount
of growth of a Fourier component of the approximate solution must not exceed that
of the exact solution, which decays with t . By applying the spectral analysis (see
Section 2.6) to system (5.112), we find that eigenvalues of the transformation matrix
are determined from
0 1
1 2i sin ˛ 2i . 1/ sin ˛
det @2i sin ˛ 1 0 A D 0; (5.114)
2i sin ˛ 0 1 C 2 Œ1 cos.2˛/
1
where ˛ D 2 k x. It can be shown that condition (5.114) holds as long as the
inequality s
1 C 2
< (5.115)
C 2
p
holds. For 1, condition (5.115) gives the constraint < 1= on the step
size, which coincides with CFL condition with the adiabatic speed of propagation of
disturbances, and for

1, with that with the isothermal speed. For 1, the
p
intermediate speed lies in the interval c < cint < c.
A numerical analysis has shown that the solutions obtained by the scheme (5.112)
are stable even if inequality (5.115) is not strict [147].
5.5 Differential approximation for difference equations

5.5.1 Hyperbolic and parabolic forms of differential approximation
Consider the differential equation
@u
D Au (5.116)
@t
where A is a matrix differential operator with respect to the space coordinates xi .
Let us approximate (5.116) with a two-layer finite difference scheme
unC1 .x/ D Gun .x/; (5.117)
where G is the transformation matrix from the temporal layer n to layer n C 1.

As noted before (see Section 2.1), this approximation suggests a transition from an
infinite-dimensional functional space to a finite-dimensional vector space. Although
the solutions to (5.116) and (5.117) are defined in different spaces, it can be assumed
that the difference equations are solved by functions of a continuous argument at each
point of the domain concerned. Then the difference operators can be expressed in
terms of differential operators by using a Taylor series expansion. It is quite easy to
find, by a series expansion in the parameter , that the operator of temporal translation
by , T0 .u/ D u.t C /, can be represented as
1
X n n
T0 D e D0 D D ;
nŠ 0
nD0 (5.118)
D0 @n
ln e D D0 ; where D0n D n:
@t
A similar formula holds for the operator of spatial translation by hi , Ti .u/ D u.xi C
hi /:
X1
hni n @n
Ti D ehi Di D D ; where Din D ; i D 1; 2; 3: (5.119)
nD0
nŠ i @xin
It is noteworthy that if relations (5.118) and (5.119) are subjected to the Fourier
transforms with respect to t and x, one can see that D0 can be treated as the Fourier
parameter for the transform with respect to t and Di as that with respect to xi .
Section 5.5 Differential approximation for difference equations 249
It follows from (5.118) and (5.119) that the finite difference scheme (5.117) is
equivalent an infinite-order differential equation with rapidly decaying coefficients
is and hi are small:
1 1
@u X n1 @n u X @n u
C D Au C ck1 k2 k3 ; (5.120)
@t nŠ @t n @x1k1 @x2k2 @x3k3
nD2 k1 Ck2 Ck3 Dn
with both series being convergent. The series coefficients on the right-hand side have
the orders: ck1 k2 k3 D O.hk1 k2 k3
1 ; h2 ; h3 /, where ki are integers, with k1 C k2 C k3 D
n 1. The first terms on the left- and right-hand sides in (5.120) follow from the
approximation conditions for equation (5.116).
Equation (5.120) represents a hyperbolic form (or -form) of the differential ap-
proximation of the difference equation (5.117).
Note that one takes the Fourier transforms of (5.119) and (5.121) with respect to t
and xi , respectively, one can see that the operator D0 can be treated as the s-parameter
of the transform with respect to t and Di as the k-parameter of the transform with
respect to xi :
Z 1 Z 1
f .x / exp.i kx/ dx D f ./ exp.i k/ d exp.i k /
1 1
D fN.k/ exp.i k /;
R1
where fN.k/ D 1 f ./ exp.i k/ d .
For the same difference equation, one can obtain a parabolic form (or …-form) by
expressing the n-order derivatives (n 2) with respect to t in (5.120) in terms of the
derivatives with respect to x using equation (5.116). In other words, if one applies
the differential approximation (5.120) to solutions to the differential equation (5.116),
one arrives at a …-form that does not involve higher derivatives with respect to t :
1
X
@u @n u
D Au C dk1 k2 k3 : (5.121)
@t
k1 Ck2 Ck3 Dn
@x1k1 @x2k2 @x3k3
5.5.2 Example
To illustrate the differential approximations, consider the simple advection equation
@u @u
a D 0; a D const : (5.122)
@t @x
Let us approximate the equation using a three-point finite difference scheme:

0 un .x/ D a 1 un .x/; D D const; (5.123)
h
where
0 D uinC1 uni ; 1 D uniC1 uni ; 1 D uni uni1 :
By expanding 0 and 1 in Taylor series, we obtain the following -form of the

difference equation (5.123):
1 n n
@u @u X hn1 @ u n1 @ u
Da C a n : (5.124)
@t @x nD2 nŠ @x @t n
The …-form is given by

1
@u @u X hn1 @n u
Da C a .1 n1 an1 / n : (5.125)
@t @x nŠ @x
nD2
The coefficient of the leading term in the expansion (5.125) equals ˛2 D ah.1
a/=2, with the other terms having higher orders, ˛n D O.hn1 /, n 3. Restrict-
ing ourselves to only the leading term in the expansion (5.125), we obtain the first
differential …-approximation
@u @u ah @2 u
Da C .1 a/ 2 C O.h2 /: (5.126)
@t @x 2 @x
5.5.3 Stability
Studying the properties of the first differential …-approximation allows us to draw
some important conclusions about the properties of the difference equation. In partic-
ular, its stability can be determined.
A simple finite difference scheme for the system of equations @u
@t
@u
D A @x is a scheme
of the form
X 2
unC1 .x/ D Bk un .x C hk /; (5.127)
kD1
which involves only two nodes on the nth layer. The coefficients Bk are matrices, h
is the step size of the grid, and and k are integers.
Theorem 5.2. The simple finite difference scheme (5.127) approximates the system of
equations (5.116) if the conditions
B1 C B2 D E; 1 B1 C 2 B2 D A
hold. In addition, if the first differential approximation of the …-form (5.127) is

an incomplete parabolic system, this condition is necessary for the stability of the
scheme (5.127) or even necessary and sufficient, provided that the matrix A is sym-
metric.
For the proof of this theorem, see the monograph [160], where differentials approx-
imations are used on a systematic basis.
A system of differential equations is incomplete parabolic if the coefficient ma-
trix C of the second-order derivatives is nonnegative, C 0.
For example, the scheme (5.123) is simple. Its first differential approximation (5.126)
has a nonnegative coefficient of the second derivative, ah 2 .1 a/ 0, provided that
a 1, and hence the scheme is stable whenever the CFL condition is satisfied. This
is in agreement with the conclusions drawn previously (Section 3.1) from the spectral
analysis.
Differential approximations can be used to analyze and prove the stability of much
more complicated difference equations, for example, the stability of the finite differ-
ence schemes of spatial characteristics presented in Section 5.3 [83].
5.5.4 Analysis of dissipative and dispersive properties

The first differential approximation can be used to judge not only the stability of a
scheme but also its dissipative and dispersive properties [160].
Let us discuss these properties by considering some simple examples.
The solution of the system of hyperbolic equations with a constant matrix A
@u @u
CA D0
@t @x
can be reduced, as was shown in Section 5.2, to the integration of independent equa-
tions for invariant ri (no summation over i ):
@ri @ri
C ai D0 i D 1; : : : ; n; (5.128)
@t @x
where n is the order of A.
We can, therefore, confine ourselves to the analysis of computational schemes and
their dissipative properties for a single scalar equation of the form (5.128).
Consider the arbitrary two-layer scheme
L
X
r nC1 .x/ D bl r n .x C l h/; (5.129)
lDL
where 2L is the number of nodes on the nth layer of the stencil employed.
A parabolic form of the difference equation (5.129) is given by
1
X
@r @r @m r
Ca D cm m ; (5.130)
@t @x @x
mD2
where cm is coefficients dependent on bk , and h.

An arbitrary pulse prescribed at t D 0 in the form r.0; x/ D r0 .x/ can be expanded

in the Fourier series to obtain
X
r0 .x/ D an e2ix= n :
n
To each harmonic with wavenumber k D 2= will correspond a traveling wave of

the (5.128):
expŒi.kx !t /
where is the wavelength and ! is the frequency. The velocity at which a fixed wave
intensity or harmonic phase propagates through the space is equal to

2 !
' D kx !t D x t ;
k
where ap D !=k is the phase velocity.
In the general case, individual harmonics of the pulse travel with different phase
velocities ap , which leads to a distortion of the original pulse shape. The dependence
ap ./ characterizes the dispersion of the pulse. If dap =d > 0, which means that
harmonics with longer wavelength travel faster than those with shorter wavelength,
the dispersion is called normal. The pulse shape gets smeared out across space. Now
if dap =d < 0, the dispersion is called anomalous and the pulse gets distorted in
space. The Fourier component exp.i kx/ in the solution to equation (5.128) changes
in time by D exp.i ! / D exp.i a/, where the quantities D =.ah/
and D kh have been introduced for the convenience of comparing solutions to the
equation (5.128) with those to the approximating finite difference scheme (5.129) If
jj D 1, there is no dissipation and the argument changes by
ˆ D arg D a:
The quantity can be treated the Fourier transform of the operator of translation of
the solution to equation (5.128) by .
By applying to equation (5.118) the Laplace transform with respect to time and
Fourier transform with respect to the space coordinate, we obtain the transform of the
step operator, T0 ! exp. s/ with D0 ! i k , where s is the complex parameter of
the Laplace transform with respect to t . For the scheme (5.129) we get
X
D exp. s/ D bm exp.i m/:
m
Taking the Fourier transform of the …-form (5.130), we obtain

1
X
i a
sD C .i k/m cm :

mD2
It is easy to find jj and ˆh D arg and compare with jj and ˆ D arg , charac-
terizing the exact solution to the original equation (5.128):
X 1
Im
ˆh D arg D arg tan D Im s D a C .1/m k 2mC1 c2mC1 ;
Re
mD1
1
X
ˆ D ˆh ˆ D .1/m k 2mC1 c2mC1 : (5.131)
mD1
The quantities jj and ˆh determine the dispersion of the finite difference scheme and
its phase error.
The dissipation of the finite difference scheme is determined by
D D jj jj:
Hence,
1
X
m 2m
D D 1 exp. Re s/ D 1 exp .1/ k c2m (5.132)
mD1
An elementary wave solution of the differential representation(5.130) of the scheme

(5.129) is expressed as

2
n 1
exp e k t C i k.x ae t / D .1 D/ exp i k.x at / C ˆh t ; (5.133)
k
where
1
X
e D .1/m k 2m2 c2m .approximation viscosity coefficient/;
mD2
1
X
ae D a .1/m k 2m c2mC1 .effective wave propagation velocity/:
mD2
If for some wavenumber k the approximation viscosity coefficient is negative,

e < 0, then the scheme is inadequate and the computational process is unstable.
The quantity ae is the effective velocity of propagation of waves. If for some k, we
get ae < 0, then equation (5.130) is inadequate and the finite difference scheme is
unstable. It is apparent that the leading term of ae is determined by the coefficient c3 ,
which is unrelated to the dissipative properties.
5.5.5 Example
For the equation
@u @u
Ca D 0;
@t @x
let us analyze the finite difference scheme (5.129) with m D 1; 0; 1:

0 n 1 C 1 n h2 1 1 n
u .x/ C a u .x/ D u .x/; (5.134)
2 h2
which corresponds to b0 D 1 and b1 D 12 . ˙ a/, where > 0 is the scheme
parameter.
For D 1, D 2 a2 , and D a, we get the Lax scheme, Lax–Wendroff second-
order scheme, Godunov scheme, respectively. The Lax and Godunov schemes are of
the first order. The stability condition for (5.134) is
2 a2 1:
For small D kh, the dissipation is expressed as

´1
. 2 a2 / 2 C O. 4 / if > 2 a2 ;
DD 2
1 2 2 2 2 4 6
8 .1 a / a C O. / if D 2 a2 :
The dispersion (phase error) equals

1
ˆh D .1 C 2 2 a2 3/a 3 C O. 5 /:
6
It is clear that
in first-order accurate schemes, the effect of dissipation prevails over the effect of
dispersion; the former is of the second order of smallness while the latter is of the
third order;
in second-order schemes, the picture is reversed; dissipation is of the fourth order
while dispersion is of the third order, and hence the latter effects dominates.
As a consequence,
in first-order schemes, the effects of dissipation are quite strong and so parasitic os-
cillations arising at discontinuities decay rapidly, resulting in smooth wave profiles;
in second-order schemes, parasitic oscillations decay very weakly and affect the
entire domain of motion. Such oscillations are characteristic of shock waves in
second-order schemes.
These issues can be worked out in more detail by applying, following [84], an asymp-
totic approach to the analysis of discontinuous solutions.
5.5.6 Analysis of properties of finite difference schemes for

discontinuous solutions
Differential approximations allow us to determine properties of finite difference
schemes for not only smooth but also discontinuous solutions [86]. For example,
n+1
τ
1
n+–
2
vτ
n
1 1
i–1 i– –
2
i i+ –
2
i +1
Figure 5.12. Stencil of a three-layer predictor-corrector scheme; fractional indices refer to

predictor nodes and integer indices refer to corrector nodes.
equation (5.122) admits discontinuous solutions. Then the question arises as to the
behavior of solutions to the deference equation (5.123)?
Let us investigate this question for a family of three-point predictor-corrector
schemes for equation (5.122). The predictor step is implemented as the Lax scheme
nC1=2 1
uiC1=2 D .uni C uniC1 / .uni C uniC1 /; 0 1;
2 (5.135)
nC1=2 1 a
ui1=2 D .uni uni1 / .uni uni1 /; D :
2 h
The notation is shown in Figure 5.12. The main nodes are shown as filled circles and
intermediate nodes with half-integer indices are shown as crossed open circles. The
corrector step is based on the cross scheme. The spatial derivative is calculated using
half-integer nodes, the solution at which was obtained at an intermediate step:
nC1=2 nC1=2
uinC1 D uni uiC1=2 ui1=2 : (5.136)
Having eliminated the quantities with half-integer indices, we get
n 2 n
uinC1 D uni uiC1 uni1 C uiC1 2uni C uni1 : (5.137)
2 2
For D 1=2, the scheme (5.137) coincides with the Lax–Wendroff scheme. By
expanding all terms of equation (5.128) at node .n; i / in powers of and h, we obtain
the equivalent differential equation
1 2kC1 2kC1
@u @u X 2k @ u 2k @ u
Ca C 2kC1
C 2kC1
@t @x .2k C 1/Š @t @x
kD1
(5.138)
X1
2k1 @2k u 2k
2kC2 @ u
C C 2 D 0:
2kŠ @t 2k @x 2k
kD1
Since, for any explicit scheme, the parameters and are fixed finite quantities,
with 0 < 1, equation (5.138) contains one small parameter , which appears
in the coefficients of derivatives in the form of increasing powers as the order of the
derivatives increases. We look for a solution to (5.138) as a powers series expansion
in :
u D u0 C u.1/ C 2 u.2/ C :
Assuming that the solution changes gradually, so that u @u=@t @u=@x have the
same order of magnitude, we obtain the zeroth-approximation equation
.@u=@t /0 C a.@u=@x/0 D 0;
which coincides with the original equation (5.122). This equation admits discontin-
uous solutions, unlike the parabolic approximation (5.138), which does not have dis-
continuities and which is being solved. Therefore, the investigation of solutions near
discontinuities is of greatest interest; the solution u0 differs from u by O.1/ rather
than O. /, as in the domain of smooth solution. This is due to the fact that, near the
line of discontinuity x D at , the assumption about the same orders of magnitude of
u and @u=@t is wrong. In the ˇ-direction, perpendicular to x D at , the derivatives
are large, which must be taken into account in the expansion when matching terms of
the same order of smallness. To this end, we change to new variables ˇ and ˛ and
introduce an unknown small parameter , which characterizes the rate of increase of
the solution in the ˇ-direction, normal to the wave front:
x at
ˇD ; ˛ D t:

The second variable has been left the same. Then equation (5.138) becomes
X1 2mC1
@u 2m @ u 1 @2mC1 u 2m @2mC1 u
C C 2mC1 2mC1
@˛ .2m C 1/Š @˛ 2mC1 @ˇ2mC1 @ˇ
mD1
1 (5.139)
X 2m1 @2m u 1 @2m u 2mC2 @2m u
C C 2 D 0:
2mŠ @˛ 2m @ˇ2m 2m @ˇ2m
mD1
This equation involves two small parameters, and , which are related to each other.
The relation can be found by expanding u in powers of :
u D u0 C u1 C : (5.140)
Substituting (5.140) into (5.139), we find that, for 1=2, the leading term is the
first term in the second sum; the condition D 1=2 must hold for this term to have
the order O.1/. Near the discontinuity, the zeroth approximation equation is
@u0 @2 u0 2 1
D b02 2 ; b02 D : (5.141)
@˛ @ˇ 2
At D 1=2, the finite difference scheme is second-order accurate, with the term on
the right-hand side of (5.141) vanishing and the leading term in (5.139) becoming the
first term in the first sum. Therefore, D 2=3. Then the equation for u0 becomes
@u0 @3 u0 2 1
D b13 3 ; b13 D : (5.142)
@˛ @ˇ 6
It is apparent from(5.141) and (5.142) that, near the discontinuity, the solution be-
havior is described by different equations resulting from the application of first- and
second-order accurate schemes. The solution to equation (5.141) must satisfy the
condition of matching with the slowly varying solution u0 (for ˇ D ˙1):
u0 D u0C for ˇ D C1;

(5.143)
u0 D u0 for ˇ D 1;
where u0˙ are the values of u0 ahead of and behind the shock front.
This solution can be obtained analytically in terms of the error function:
Z ˇ 1=2
u0C u0 2 z 2 x at
u0 D u0 C 1 p e dz ; ˇD : (5.144)
2 0 2 tb
ε ε
ε+ ε+
ε– ε–
β β
(a) (b)
Figure 5.13. Wave profiles: (a) monotonic (first-order accurate schemes), (b) oscillating
(second-order accurate schemes).
The solution profile is displayed in Figure 5.13a in the scale of . Although the
theoretical width of the transient profile is infinite, the effective width x, calculated
from (5.145), is a finite quantity for fixed t that increases by the one-second power
law
juC u j
x D ˇ ˇ D b t 1=2 : (5.145)
maxˇ @u ˇ @x
The solution to (5.137) satisfying conditions (5.143) can be written in terms of the
Airy function Ai.t /:
Z
u0C u0
u0 D u0 C Ai.z/ dz ; D ˇ˛ 1=3 : (5.146)
2 3 0
The effective width of the shock wave is given by
b1 t 1=3
x D :
Ai.0/
The wave has an oscillating profile decaying at infinity (Figure 5.13b) and the effec-
tive width increases with time by the one-third power law. Thus, the solution behavior
obtained by a first-order scheme differs from that obtained by a second-order scheme;
the former predicts a smooth monotonic profile with the effective width growing by
the one-second power law and the latter predicts an oscillating profile with the effec-
tive width growing more slowly, by the one-third power law. It is significant that these
properties are common to all first-order and second-order accurate schemes, provided
that the system matrix A is constant. Individual schemes will only differ in the coef-
ficient b. By choosing a scheme with a minimum b and varying the parameter , one
can find a scheme with a minimum shock transition width.
Interestingly, for linear constant-coefficient equations, the scheme that provides the
minimum shock transition width is, simultaneously, a scheme with minimum viscosity
on monotonic solutions. This is easy to demonstrate by considering the above family
of schemes (5.137).
To this end, let us rewrite the first differential approximation (5.138) in the …-
form. By retaining only linear terms in , assuming that D h=a, and replacing the
derivatives in t with derivatives in x, and taking into account (5.122), we obtain
@u @u @2 u
for > 1=2; a D .2 1/ 2 ;
@t @x 2 @x
@u @u 2 2 @3 u
for D 1=2; a D . 1/ 3 :
@t @x 6 @x
It is apparent that the coefficients on the right-hand sides are the same as in equa-
tions (5.141) and (5.142), respectively. The family of schemes in question is stable
for 1=2 and unstable for < 1=2, and the scheme providing the minimum shock
transition zone width is, simultaneously, the scheme of minimum viscosity [160].
Strictly speaking, this property is only valid for linear equations. For nonlin-
ear waves, the situation is more difficult; for example, schemes that are stable on
smooth solutions can become unstable on discontinuous solutions. This has been il-
lustrated by individual examples. So far, no general results have been obtained on this
point [86].
5.5.7 Smoothing of non-physical perturbations in a calculation on a

real grid
In conclusion, we will present some general considerations on practical application
of stability analysis results based on differential approximations for actual grids with
finite step sizes.
It is apparent from equation (5.120) that a difference equation with finite and h
is equivalent to an infinite-order differential equation with small coefficients of the
higher derivatives rather than the first-order equation (5.116), for which the approx-
imation is only valid as ! 0 and h ! 0. In reality, computations are performed
with finite step sizes and so the solution to a difference equation will deviate from
that to the original equation in the same way as the latter deviates from the solution
to a high-order differential equation or, in the first approximation, from its first differ-
ential approximation. The differences in the solutions to these differential equations
are studied by the theory of differential equations with small coefficients of higher
derivatives. The theory says that the solution to the zeroth-approximation of equa-
tion (5.116) will only reproduce a slowly varying component, while fast harmonics of
the solutions will be completely different from each other. Consequently, the results
predicted by the difference and differential equations will only be close to each other
for smooth solutions and can differ significantly for rapidly varying solutions. This
depends, on the one hand, on the smoothness of the solution to the original problem
and, on the other hand, on the consistency of the boundary conditions between the two
equations. The approximation of the boundary conditions should be performed so as
to avoid a pseudo-edge effect, which means that the boundary data for the higher dif-
ferential approximations should make the solutions vanish at the boundary as ! 0
and h ! 0 [97].
The analysis of stability, well-posedness, and convergence of boundary value prob-
lems for difference equations is the most difficult and poorly studied area in the theory
of computational methods. The astute reader has probably noticed by now that the the-
oretical issues in the stability analysis of differential approximations and so on relate
almost exclusively to initial value problems, while having little relevance to boundary
value problems.
As follows from the aforesaid, potential sources of all sorts of trouble are the bound-
aries of the body, interfaces between inhomogeneous parts of the body, and lines of
discontinuity of solutions. This is where undecaying and, for unstable schemes, even
increasing oscillations can arise, which will further extend to the entire solution do-
main.
It is now clear that rapidly varying components of the solutions to difference equa-
tions on finite grids bear no objective information about the real solution and are
parasitic, associated solely with the computations. Therefore, such components can
and should be excluded in the course of the computation. This will improve the qual-
ity of the solution if the grid is fine enough. When high-frequency oscillations of
clearly non-physical nature arise, one should arrange an artificial smoothing of the
solution after each series of several computation steps in time so as to filter out spu-
rious, non-smooth components of the difference solution, for example, by averaging
over three neighboring nodes (see (7.69)). Furthermore, this technique can be ap-
plied even in calculations based on unstable schemes. Smoothing will stabilize the
solution every time, eliminating the high-frequency oscillations that cause instabil-
ity. It is this kind of smoothing that absolutely stable schemes perform automatically.
Difficulties arise when high-frequency oscillations are of physical nature and so they
should be preserved and separated from the computational oscillations, which should
be suppressed. Such problems arise in the solution of multiscale problems and require
special solution techniques [95].
5.6 Exercises
1. Reduce the system of equations describing one-dimensional unsteady motion of an
ideal barotropic gas to the characteristic form. Write the Courant–Isaacson–Rees
grid-characteristic scheme.
2. Obtain a direct characteristic scheme of integration of the equations of motion for
a nonlinear elastic preheated beam. The initial temperature distribution is given by
T D T0 sin.x= l/. The beam material is steel with E D 2105 MPa and D 0:3.
In addition, T0 D 200 ı C, T1 D 20 ı C, and the beam length is l D 0:5 m. The
stress-strain diagram is power-law:

" ˛T n
D ;
0 "0
where 0 D 2 102 MPa, "0 D 0 =E, n D 1=2, and ˛ D 13 106 1/K (linear
thermal expansion coefficient for steel).
3. Solve the plane problem for a rigid perfectly plastic half-plane with an elliptic
punch pressed into it without friction; the punch is half submerged and moves with
a constant speed v D v0 (Figure 5.14). For the equations of a rigid-plastic medium,
see, for example, [54, 67]. The punch shape is described by the equation
x2 y2
C D 1:
a2 b2
Take b D 0:1 a. In the dimensionless variables, the speed is v0 D 1 and the yield
stress equals s D 1.
4. Solve the impact problem for an elastic steel beam hit by a rigid body moving
with a constant speed v D v0 . Use a grid-characteristic implicit scheme of the first
order of accuracy. The elastic constants are E D 2 105 MPa and D 0:3; the
impact speed is v0 D 1 m=s.
b
a x
υ0
Figure 5.14. An elliptic punch submerged into a rigid plastic half-plane (plane deformation).
5. Using the …-form, investigate the stability of the second-order accurate cross
scheme for the one-dimensional wave equation.
6. Determine the …-form of the first differential approximation of the Lax scheme
for the two-dimensional wave equation. Analyze the scheme stability using the
…-form.
7. With the Courant–Isaacson–Rees grid-characteristic method, solve the one-

dimensional problem about a plane shear wave propagating through an infinite
layer of thickness h made of a nonlinear elastic material. A constant load 12 D
0 H.t / is applied to the side x D 0 at time t D 0, where H.t / is the Heaviside
step function. There is no load applied to the side x D h. The shear modulus is
G D 105 MPa. The stress-strain material diagram is given by

12 "12
DG ;
0 "0
with h D 5 cm, 0 D 102 MPa, and "0 D 0 =G.
8. Solve the problem from Exercise 7 for an elastoviscoplastic layer. Using the rela-
tions on characteristics, analytically determine the stress intensity at the front of a
discontinuity wave.
9. Solve the one-dimensional problem on waves propagating through an elastic beam
of length l using an implicit three-point scheme. The stress 11 D 0 H.t / is
prescribed at the left boundary x D 0, where H.t / is the Heaviside step function.
The right boundary is stress free: 11 .x D l/ D 0. Use the sweep method to
solve the resulting system. The beam material is steel with E D 2 105 MPa and
0 D 3 102 MPa.
10. Solve the problem of the propagation of one-dimensional elastic waves in a layer
of thickness h after an impact on the layer boundary with a constant velocity
v.x D 0/ D v0 H.t / applied at 30ı to the normal. The backside of the layer
stress free. Use a second-order implicit grid-characteristic scheme on a four-node
stencil. Represent the system of equations in terms of invariants. The elastic con-
stants are E D 2 105 MPa and D 0:3.
11. Study the dissipative and dispersive properties of the Lax scheme by the method
of the first differential approximation for problems of propagation of elastic shear
waves.
12. Study the dissipative and dispersive properties of the Lax scheme by the method
of the first differential approximation for problems of propagation of longitudinal
elastic waves.
13. By the finite difference method, solve the problem of unsteady expansion of a
spherical cavity of radius r0 D 1 cm immersed in an infinite viscoelastic medium.
The internal pressure r D p0 et=t0 is applied to the cavity surface. Initially,
the medium is unperturbed. Using the cross scheme, determine the stress-strain
state up until t D 2 t0 . Take p0 D 20 MPa, t0 D 3 , Young’s modulus E D
2 105 MPa, Poisson’s ratio D 0:3, and the relaxation time D 104 s.
Chapter 6
Finite-difference splitting method for solving

dynamic and quasistatic boundary value problems
6.1 General scheme of the splitting method

Finite difference splitting schemes present one of the most efficient ways of solving
multidimensional evolution problems in continuum mechanics. They allow one to
reduce the solution of a complicated system of equations to the successive solution of
simpler problems and achieve through this a faster rate of solution [116].
6.1.1 Explicit splitting scheme

Consider the Cauchy problem for evolution equations of the form
@u
D Au; (6.1)
@t
where A is some matrix differential operator with respect to the space coordinates
representable as the sum of two operators
A D A1 C A2 :
Then the solution of problem (6.1) reduces to the solution of the following two Cauchy
problems on the interval tn t tnC1 :
8
< @v D A v;
1
@t (6.2)
:
v.tn / D u.tn /I
8
< @w D A w;
2
@t (6.3)
:
w.tn / D v.tnC1 /:
As a result, the solution to problem (6.1) can be written in the form
u.tnC1 / D w.tnC1 / C O.t 2 /: (6.4)
Proof. Let us prove this for an explicit scheme, where the right-hand sides of the
equations in (6.2) and (6.3) are evaluated at the lower layer:
vnC1 vn wnC1 wn
D A1 vn ; D A2 w n ;
t t
vnC1 D .E C t A1 /vn ; wnC1 D .E C t A2 /wn :
264 Chapter 6 Finite-difference splitting method for solving dynamic problems
Taking into account that the initial data of the second problem are solutions to the first
problem, with wn D vnC1 and vn D un , we obtain
wnC1 D .E C t A2 /.E C t A1 /un

D ŒE C t .A1 C A2 / C t 2 A2 A1 un
D .E C t A/un C O.t 2 /:
The solution wnC1 coincides with the solution to the difference equation for (6.1)
to within O.t 2 /, which corresponds to a first-order approximation O.t / of the
differential equation (6.1):
unC1 un
unC1 D .E C t A/un ; D Aun C O.t /:
t
This is what was to be proved: unC1 D wnC1 C O.t 2 /.
This representation allows us to solve, at each time step t , two consecutive prob-
lems (6.2) and (6.3) instead of the original problem (6.1). This approach can be treated
as an approximate factorization of the original operator:
E C t A D .E C t A1 / .E C t A2 / C O.t 2 /:
Obviously, if the operator A is represented as n additive terms, A D A1 C

C An , then it can be factorized, on the interval tn t tnC1 , into the prod-
uct of n multipliers:
E C t A D .E C t A1 / : : : .E C t An / C O.t 2 /:
Accordingly, the solution of (6.1) can be replaced a the successive solution of

n problems.
6.1.2 Implicit splitting scheme

It is easy to show the validity of splitting for the implicit scheme as well. Equa-
tion (6.1) can be solved with the implicit scheme
unC1 un
D .A1 C A2 /unC1 ; or unC1 D ŒE t .A1 C A2 / 1 un : (6.5)
t
Performing the splitting similar to (6.2)–(6.3) and using the implicit scheme for either
equation,
vnC1 vn wnC1 wn
D A1 vnC1 ; D A2 wnC1 ;
t t
(6.6)
vnC1 D .E t A1 /1 vn ; wnC1 D .E t A2 /1 wn ;
v n D un ; wn D vnC1 ;
Section 6.2 Splitting of 2D/3D equations into 1D equations 265
we obtain a solution to the original problem (6.1), accurate to O.t 2 /,
wnC1 D .E t A2 /1 .E t A1 /1 un D

D Œ.E t A2 /.E t A1 / 1 un D
D ŒE t .A1 C A2 / C O.t 2 / 1 un ;
which coincides with (6.5) up to O.t 2 /.
6.1.3 Stability
It is easy to see that if, at each step, the splitting finite difference schemes satisfy the
stability condition, which means that the norms of the transformation matrices are
bounded, then the norm of the product will also be bounded. Suppose
kE C t A1 k C1 and kE C t A2 k C2 :
Then
kE C t Ak D k.E C t A1 /.E C t A2 / C O.t 2 /k

k.E C t A1 /k k.E C t A2 /k C1 C2 ;
and hence the splitting scheme (6.2)–(6.3) is stable.

This proves the sufficient stability condition for the splitting finite difference
schemes.
6.2 Splitting of 2D/3D equations into 1D equations

(splitting along directions)
6.2.1 Splitting along directions of initial-boundary value problems for
the heat equation
In solving initial-boundary value problems, one has to specify the operators Ai in (6.1)
and approximate them with difference relations in the space coordinates to obtain a
final splitting scheme.
Consider an initial-boundary value problem for the two-dimensional heat equation
in the rectangle ¹0 x a; 0 y bº,
@u @2 u @2 u @2 u @2 u
D Au D 2 C 2 ; A1 D ; A2 D ; (6.7)
@t @x @y @x 2 @y 2
subject to the initial conditions

ˇ
uˇ tD0 D u0 .x; y/
and boundary conditions

ˇ ˇ
(a) uˇxD0 D u1 .y; t /; uˇxDa D u2 .y; t /;
ˇ ˇ (6.8)
(b) uˇyD0 D u3 .x; t /; uˇyDb D u4 .x; t /:
We use the explicit splitting scheme and approximate the spatial derivatives at the
.n C 1/st layer by the central second-order differences for ƒxx and ƒyy :
nC1 nC1 nC1
nC1
vmC1;k 2vm;k C vm1;k
ƒxx vm;k D ;
x 2
nC1 nC1 nC1
nC1
wm;kC1 2wm;k C wm;k1
ƒyy wm;k D :
y 2
8 nC1
ˆ n
< vm;k vm;k nC1
D ƒxx vm;k ;
(a) t
:̂ n
vm;k D unm;k ;
m D 1; : : : ; M;
8 nC1 (6.9)
n k D 1; : : : ; N:
ˆ
< wm;k wm;k nC1
D ƒyy wm;k ;
(b) t
:̂ n
wm;k nC1
D vm;k ; wm;knC1 nC1
D um;k ;
The first system in (6.9) is solved by the scalar sweep method with the boundary
conditions (6.8a) and the second, with (6.8b).
Physically, the splitting of a two-dimensional equation into two one-dimensional
equations can be treated as two consecutive processes: heat transfer in the x-direction
with thermally insulated walls parallel to the y-axis followed by heat transfer in the
y-direction with insulated walls x-walls. Consequently, calculating one layer requires
solving N C M one-dimensional problems. This kind of splitting is called directional
splitting. Note that each of the two finite difference schemes involved is stable, as
was shown in Section 2.6; hence, the scheme for the two-dimensional equation (6.7)
is also stable.
It is clear that even in this simple example, splitting can be carried out in many
other ways. For example, this can be done as follows:
8 nC1
ˆ n
< vm;k vm;k 1 nC1 n

D ƒxx vm;k C ƒyy vm;k ;
t 2
:̂ v n D un
m;k m;k
for boundary conditions (6.8a),
8 nC1 (6.10)
n
ˆ
< wm;k wm;k 1 n nC1

D ƒxx wm;k C ƒyy wm;k ;
t 2
:̂ n
wm;k nC1
D vm;k ; wm;knC1 nC1
D um;k
for boundary conditions (6.8b).
This is a variable directional splitting scheme. Figure 6.1a shows the stencils used
for scheme(6.9) and Figure 6.1b corresponds to scheme (6.10). Although either split
problem in (6.10) remains two-dimensional, the implicit scheme is unidirectional on
each step and the corresponding algebraic system of equations is tridiagonal. This
scheme can be solved using the scalar rather than matrix sweep method [46]; one
would have to use the latter to solve the original problem without splitting (see Sec-
tion 4.4).
k+1
n+1
U m, k
m+1 n+1
U m, k k–1
m–1
m+1 Ũ
m–1
k+1
Ũ
k+1
k–1
n
U m, k
n
U m, k k–1
(a) (b)
Figure 6.1. Splitting along fixed directions (a) and varying directions (b).
One can easily verify that splitting schemes allow a significant reduction in the
number of arithmetic operations required for the solution of multidimensional
problems.
A finite difference schemes is called cost-effective if the number of arithmetic op-

erations required to obtain unC1 , once un is known, is proportional to the number of
unknowns. In the first place, this property holds true for explicit schemes; however,
as we could see in Section 2.6, explicit schemes are only conditionally stable, in the
solution of the heat equation, under a stringent condition on the temporal step size:
t x 2 =4. For this reason, one has to reject these schemes.
An implicit scheme for equation (6.7) without splitting leads at each step in t to a
Poisson equation. Even with the matrix sweep method, this problem requires, as was
shown in Section 4.4, approximately K1 MN 2 operations, where N is the number
of unknowns along the shorter side of the rectangle, N < M .
With the scalar sweep method along each direction, the number of operations re-
quired is proportional to the total number of unknowns in the layer; therefore, the
implicit splitting schemes (6.9) and (6.10) are cost-effective. The number of arith-
metic operations required to solve the problem is approximately K2 2 MN , which
is significantly less than K1 . One can easily verify that these schemes are absolutely
stable and so are much more beneficial than explicit and implicit schemes with no
splitting. This advantage becomes even more pronounced for problems with more
independent variables and finer discretization and, hence, more unknowns.
6.2.2 Splitting schemes for the wave equation

Splitting schemes for hyperbolic equations are also very easy to construct. For illus-
tration, consider the wave equation
2
@2 u 2 @ u @2 u
D a C : (6.11)
@t 2 @x 2 @y 2
In order to use the general solution scheme (6.1)–(6.3), this equation should be re-
duced to a system of first-order equations. Introduce the new independent variables
@u @u @u
D v; D "; D : (6.12)
@t @x @y
Then it follows from (6.11) that

@v 2 @" @
Da C :
@t @x @y
Differentiating the first equation in (6.12) with respect to x and y followed by differ-
entiating the second equation with respect to t , we obtain
@2 u @v @" @2 u @v @
D D ; D D :
@t @x @x @t @t @y @y @t
This results in the following system of three first-order equations equivalent to (6.11):
8
ˆ @v 2 @" @
ˆ
ˆ Da C
ˆ
ˆ @t @x @y
ˆ
<
@" @v
D (6.13)
ˆ
ˆ @t @x
ˆ
ˆ
ˆ @ @v
:̂ D
@t @y
The solution vector U and differential matrix operators A1 and A2 are expressed as
0 1 0 1 0 1
v 0 a2 0 0 0 a2
@ @
U D @ " A ; A1 D @1 0 0A ; A2 D @0 0 0 A :
@x @y
0 0 0 0 0 1
The initial values for (6.12) are
@u
u D u0 .x; y/ and D v D v0 .x; y/ at t D 0: (6.14)
@t
Accordingly, the initial conditions for system (6.13) are
@u0
u D u0 .x; y/; v D v0 .x; y/; D 0 .x; y/ D at t D 0: (6.15)
@y
In addition, we choose, for example, the following boundary conditions at the sides
of the rectangle ¹0 x a, 0 y bº:
@u @u
D v D v0 .t; y/ at x D 0; D " D "0 .t; y/ at x D aI (6.16)
@t @x
@u @u
D v D v0 .t; x/ at y D 0; D D 0 .t; x/ at y D b: (6.17)
@t @y
Using an explicit splitting scheme, we obtain two problems:
8 8
ˆ @vQ @"Q nC1 n n n
ˆ
ˆ
ˆ D a2 ; ˆ vQ m vQ m D a2 "QmC1 "Qm1 ;
ˆ
ˆ n
vQ m n
D vm ;
ˆ
ˆ @t @x ˆ
ˆ t 2x
< <
@"Q @vQ nC1 "Qn n n
(1) D ; H) "Qm m 2 mC1 v
v
Q Q m1
ˆ
ˆ @t @x ˆ
ˆ D a ; "Qnm D "nm ;
ˆ
ˆ ˆ
ˆ t 2x
ˆ @Q :̂
:̂ D 0; QmnC1
D m n
; n
Qm n
D m I
@t
8 8
ˆ @vO @O ˆ vO knC1 vO kn O n QOnk1
ˆ
ˆ D a2 ; ˆ
ˆ D a 2 kC1
; vO kn D vQ knC1 ;
ˆ @t
ˆ @y ˆ
ˆ
ˆ
< ˆ
< t 2y
@"O
(2) D 0; H) "OknC1 D "QknC1 ; "Onk D "QknC1 ;
ˆ
ˆ @t ˆ
ˆ
ˆ
ˆ ˆ
ˆ nC1
vO n vO k1
n
ˆ @O @vO ˆ "Ok "Onk 2 kC1
:̂ D ; :̂ D a ; Okn D QknC1:
@t @y t 2y
Here the one-dimensional Lax scheme (2.47) on a three-node stencil has been used
for each of the directions, with uk D 12 .ukC1 uk1 /.
On the layer n D 0, we use the boundary conditions
0
vm D v0 .x; ym /; "0m D "0 .x; ym /; m D 0; : : : ; M; My D b;
and, on each temporal layer, solve M one-dimensional problems for fixed ym with
the boundary conditions (6.16).
In the second problem, for n D 0, we use the conditions
vk0 D v0 .xk ; y/; "0k D "0 .xk ; y/; k D 0; : : : ; K; Kx D a;
and solve K one-dimensional problems for fixed xk with the boundary condit-
ions (6.17).
The above splitting scheme is conditionally stable provided that the CFL condi-
tion [29] holds in either direction x and y, based on the condition (see Section 5.5 and
Section 6.1.3).
To sum up, to obtain the solution for the .n C 1/st temporal layer, it is necessary to
solve K C M one-dimensional problems for each previous layer.
Quite similarly, problem (6.12)–(6.14) can be solved by using an implicit splitting
scheme and applying a scalar sweep to solve the resulting system of equations.
Splitting can be based on other than just geometric considerations. It can often be
useful for solving systems of equations that describe intricate physical processes in
complex rheological media. In this case, the complex process can be split into a se-
quence of simpler processes that have already been studied or are easier to analyze.
For example, the complex mechanical properties of a medium can be split into a set
of simple properties. This kind of splitting often relies on physical intuition of the
researcher and previous experience in solving simpler problems. Subsequent sections
will give examples of effective application of splitting techniques to solving the equa-
tions of a viscous fluid, elastoviscoplastic equations, and some others.
6.3 Splitting of constitutive equations for complex

rheological models into simple ones. A splitting scheme
for a viscous fluid
6.3.1 Divergence form of equations

Let us write out the Navier–Stokes equations for a thermally conductive viscous gas
of density and temperature T in the matrix form
@U @Wi
C D F; i D 1; 2; 3; (6.18)
@t @xi
Section 6.3 Splitting of constitutive equations for complex rheological models 271
where U, Wi , and F are the 5-vectors

0 1 0 1 0 1
vi 0
Bv1C B v1 vi C i1 C B g1 C
B C B C B C
B v C B v v C C; FDB C
U D B 2 C ; Wi D B 2 i i2 C B g2 C (6.19)
@v3A @ v3 vi C i3 A @ g3 A
@T
E v1 vi E C vj ij @xi vi gi
representing the unknowns, hydrodynamic fluxes in the xi -direction, and right-hand

sides, respectively. The stresses in the fluid are given by
ij D .p rv/ıij .vi;j C vj;i / D pıij ijD ; (6.20)
where p D p.; T / is the pressure, vi are the velocity components of the fluid, gi are
the components of the body force vector, E is the total energy, and are the vis-
cosity coefficients, is the thermal conductivity, and ijD is the dissipative component
of the stress.
The hydrodynamic forces are determined by gradients of the flux vectors and can be
grouped as follows: (i) inertial, or convective forces, (ii) pressure gradient, or, in gen-
eral, conservative forces (e.g., see [77]),and (iii) viscous and thermal, or dissipative
forces.
It is convenient to begin the splitting starting from the differential representation of
the equations followed by writing out a discrete split form.
Accordingly, the 3 5 matrix W can be divided into three components: W D
W.1/ C W.2/ C W.3/ . The matrices W.k/ (k D 1; 2; 3) correspond to the processes
at which the following quantities vanish:
.1/
W D W.1/ W ik D 0; T .1/ D 0I
W D W.2/ W vi.2/ D 0; ijD.2/ D 0; T .2/ D 0I
W D W.3/ W vi.3/ D 0; p .3/ D 0:
These matrices are called convective (W.1/ ), acoustic or conservative (W.2/ ), and
dissipative (W.3/ ).
If W in (6.18) is replaced with W.1/ , we get a model of free flow (if F D 0).
The change of W to W.2/ corresponds to hyperbolic acoustic equations, while the
change of W to W.3/ corresponds to a parabolic system of equations describing the
dissipative processes of viscous flow and heat conduction:

8
8 ˆ @.2/
ˆ .1/ @ .1/ v .1/ ˆ
ˆ D 0;
ˆ
ˆ @ k ˆ
ˆ
ˆ
ˆ C D 0; ˆ
ˆ @t
ˆ
ˆ @t @x k
ˆ
ˆ
ˆ
ˆ ˆ
ˆ .2/
@p .2/
ˆ
< .1/ 1
ˆ
< .2/ @vi
.1/
@ vi
.1/ .1/
@ vi vk D 0;
1) C D 0; 2) @t @xi
ˆ
ˆ @t @x ˆ
ˆ
ˆ
ˆ k ˆ
ˆ .2/ .2/
@p.2/ vi
ˆ
ˆ ˆ
ˆ .2/ @E
ˆ
ˆ @.1/ E .1/ .1/
@.1/ vk E .1/ ˆ
ˆ C D 0;
ˆ ˆ
ˆ @t @xi
:̂ C D 0I ˆ
@t @xk :̂
p D p.; 0/I
8
ˆ @.3/
ˆ
ˆ D 0;
ˆ
ˆ @t
ˆ
ˆ
ˆ
< .3/ .3/
@v @2 vi .3/ .3/
3) k D . C /
ˆ C 4vk C ;i rv.3/ ıik C ;i .vk;i C vi;k /;
ˆ
ˆ @t @xk @xi
ˆ
ˆ
ˆ
ˆ @e .3/ @ @T .3/
:̂ D C D .3/ :
@t @xi @xi (6.21)
where D D .rv/2 C 12 vi;j vP 2

i;j 0 is a dissipative function, e D E v =2 is the
specific total energy, and v2 D j vj2 .
6.3.2 Non-divergence form of equations

The Navier–Stokes equations (6.18) are in divergence form. However, these can be
rewritten in a non-divergence form if the vector of unknowns is taken as
0 1 0 1 0 1

f1 .U/ D @vi A or f2 .U/ D @vi A or f3 .U/ D @vi A :
T p e
In the absence of external forces, equation (6.18) becomes [77]

3
@f X @
C i Ri f D 0; (6.22)
@t @xi
iD1
where i and Ri are matrix differential operators. For example, if f D f1 , we get (no
summation over i )
0 1
0
0 1 B @ D C
vi ı1i ı2i ı3i 0 B 1i C
B @x i C
B 2 C B C
Ba ı1i vi 0 0 b 2 ı1i C B @ C
B 2 C B D
2i C
B
i D Ba ı2i 0 vi 0 2 C
b ı2i C ; Ri D BB @xi C;
C
B 2 C B @ D C
@a ı3i 0 0 vi b 2 ı3i A B C
B @xi 3i C
0 c 2 ı1i c 2 ı2i c 2 ı3i vi B C
@ @ @T A
Cˆ
@xi @xi
where

2 1 @p 2 1 @p 2 p @e @e
a D ; b D ; c D
@ @T @ @T
and

@vk 2
ˆ D 2 C .rv/2
@xk

@v1 @v2 2 @v1 @v3 2 @v2 @v3 2
C C C C C C :
@x2 @x1 @x3 @x1 @x3 @x2
6.3.3 One-dimensional equations. Ideal gas

Let us dwell on the one-dimensional equation of isothermal inviscid gas and write the
complete set of equations in non-divergence form
@f @f
CA D 0; (6.23)
@t @x
where
0 1 0 1
v 0
p
f D @v A ; A D @a 2 v b 2 A ; c12 D :

e 0 c12 v
ˇ
Introduce two operators, one with a diagonal matrix A1 D AˇpD0 and one with a
ˇ
non-symmetric matrix A2 D AˇvD0 , and replace system (6.23) with the split system
1 @f1 @f1
C A1 D 0; tn t tn C ;
2 @t @x 2
1 @f2 @f2
C A2 D 0; tn C t tn C :
2 @t @x 2
On the first half-step, convective terms are included in equation (6.23), which cor-
responds to the transfer of the vector of state along a trajectory without change. On the
second half-step, one takes into account the state change in a cell due to the pressure
gradient in the equation of motion and velocity gradient in the continuity and energy
equations.
.k/
Introduce matrix differential operators Aih providing a kth-order approximation
@
(k D 1; 2) of the differential operators Ai @x at nodes n:
0 1
0 n ƒk 0
B N kC
A.k/
1h
D unlƒk E; A.k/
2h
D @.a2 /n ƒ
Nk 0 .b 2 /n ƒ A;
0 .c 2 /n ƒk 0
where E is an identity matrix, ƒk is the kth-order difference operator of the first

N k is the conjugate of ƒk (k D 1; 2). The equalities ƒ
derivative, and ƒ N k D ƒk
C
and ƒN D ƒ hold, where ƒ denotes the forward difference, ƒ is the backward
2 2 1 1
C
difference, ƒ2 is the symmetric difference operator, and ƒk is the non-symmetric
operator.
We adopt the following implicit splitting scheme:
f nC1=2 f n
C Ak1h Œ˛f nC1=2 C .1 ˛/f n D 0;
(6.24)
f nC1 f nC1=2
C Ak2h Œ˛f nC1 C .1 ˛/f nC1=2 D 0:

Rewrite equation (6.24) in the form

E C ˛Ak1h f nC1=2 D E .1 ˛/Ak1h f n ;

E C ˛Ak2h f nC1 D E .1 ˛/Ak2h f nC1=2 ;
where 0 ˛ 1. Multiplying the equations by the operators E .1 ˛/Ak2h and

E .1 ˛/Ak1h , respectively, and adding together, one obtains
2
f nC1 f n X k
C Aj h Œ˛f nC1 C.1˛/f n C Ak1h Ak2h ˛ 2 f nC1 Ak1h Ak2h .1˛ 2 /f n

j D1

D .1 ˛/˛ Ak1h Ak2h Ak2h Ak1h f nC1=2 :
.k/ .k/
It is clear that f nC1=2 can be eliminated only if ˛ D 0 or ˛ D 1 or if A1h and A2h
are commutative, which holds only if the equation coefficients are constant. In these
cases, the scheme (6.24) is second-order accurate in t if ˛ D 1=2. In the nonlinear
case, the finite difference scheme is first-order accurate in t and kth-order accurate in
the spatial coordinate.
6.3.4 Implementation of the scheme

On the first step, the difference equations (6.24) are solved independently, since the
.k/
operator A1h is diagonal. If ƒk D ƒ1 , so that the forward or backward first-order
difference is used, we get two-point equations, which can be solved with the following
implicit running scheme:
n ˇ nC1=2 ˇ
1 .1 ˛/vkn ƒ1 fm C ˇfm1 ˇ
nC1=2
fm D nj
; (6.25)
1 C jvm
where D = h. The calculation is performed from left to right (the minus sign
n 0 and from right to left (the plus sing in (6.25)) if v n 0. If
in (6.25)) if vm m
the velocity changes sign, it is more convenient to use three-point sweep for each
component of f having rewritten equation (6.25) in the form
nC1=2 nC1=2 nC1=2 n n
am fm1 C bm fm C cm fmC1 D qm fm ;
where
ˇ n ˇ n
am D ˇvm ˇ C vn ; bm D 1 C 2jvmn
j; cm D vm n
jvm j ;
m
n
n 1

qm D 1 .1 ˛/vm ƒ˙ :
Depending on the sign of v, we have either am or cm vanishing.
If ƒk D ƒ2 , one uses a three-point stencil and the running scheme or, if v changes
sign, five-point scalar sweep (e.g., see [77]).
On the second, fractional step, system (6.24) can be represented in the scalar form
nC1 D nC1=2 n ƒk v;
Q
e nC1 D e nC1=2 .c 2 /ƒk v;
Q
(6.26)
nC1 2 nNk 2 nNk
v C Œ.a / ƒ Q C .b / ƒ e Q D 0;
vQ D ˛v nC1 C .1 ˛/v n ; eQ D ˛e nC1 C .1 ˛/en ;
where the subscript m has been omitted for simplicity. Eliminating nC1 and e nC1
from the last equation, we arrive at the difference equation
® ¯
1 2 ˛ 2 Œ.a2 /n ƒ
N k n ƒk C .b 2 /n ƒ
N k .c 2 /n ƒk v nC1
® ¯
D 1 C 2 ˛.1 ˛/Œ.a2 /n ƒ N k n ƒk C .b 2 /n ƒ
N k .c 2 /n ƒk v nC1=2 :
Œ.a2 /n ƒ
N k nC1=2 C .b 2 /n ƒ
N k e nC1=2
This equation is solved on a .2k C 1/-point stencil by a three-point sweep for k D 1
or five-point sweep for k D 2, both being well-conditioned. The values of nC1
and e nC1 are found from the first two equations once vjnC1 has been found. This
completes the calculations.
For a systematic application of the splitting method to gas dynamic problems, see
the monograph [77].
6.4 Splitting scheme for elastoviscoplastic dynamic

problems
The splitting of solid mechanics equations is different from that of fluid mechanics
equations. In a viscous fluid, the stress is directly expressed in terms of the strain
rate and can be eliminated from the equations. For solids, which possess viscoplastic
as well as elastic properties, the constitutive equations contain not only the stress
but also its time derivative [90]. Therefore, just as for viscous fluids, the stress can
not be eliminated from the complete system of equations, and must be included in
the main vector of unknowns u D .; vi ; E; ij /T , which has eleven components
in the spatial case. Equation (6.20) in system (6.18)–(6.20) must be replaced with
constitutive equations of the elastoplastic medium.
6.4.1 Constitutive equations of elastoplastic media

The original constitutive theory of elastoplastic media consists of the following basic
assumptions of the plastic flow theory [61, 87].
1. Additivity of the elastic and plastic strain rates:
p
dij D dije C dij ; (6.27)
p
where dij D 12 .vi;j C vj;i / is the total strain rate, dije is the elastic strain rate, and dij
is the plastic strain rate.
2. Yield criterion, a finite relation between the stress invariants Ji , strain rate invari-
ants Di , and internal parameters of the medium
k :
F .Ji ; Di ;
k / D 0 .i D 1; 2; 3I k D 1; : : : ; n/I (6.28)
the material behaves elastically if F .Ji ; Di ;

k / < 0.
3. The elastic strain "eij is connected to the stress tensor kl via Hooke’s law
1
d "eij D Dij kl dkl ; (6.29)
1 is the elastic compliance tensor; for an isotropic material, its is expressed

where Dij kl
as

1 1 2
Dij kl D ıki ılj 1 ıij ıkl ;
2 3K
where is the shear modulus and K is the bulk modulus.

Section 6.4 Splitting scheme for elastoviscoplastic dynamic problems 277
When condition (6.28) holds, the material experiences plastic deformations, which
are described by an associated flow rule, according to which the strain rate increment
is parallel to the normal direction to the yield surface (6.28),
p @F
d "ij D d ; (6.30)
@ij
with the active loading conditions .@F=@ij / ıij > 0 and F D 0 satisfied. The
equality .@F=@ij / ıij D 0 corresponds to “neutral loading.” If .@F=@ij / ıij < 0,
p
the additional load ıij does not cause plastic deformations and so deij D 0; d is a
dimensionless scalar quantity determined during the solution.
4. Evolutions equations for determining the internal parameters
k characterizing the
material’s internal structure, which changes during the deformation:

P k D
k .Ji ;
k /: (6.31)
Examples of such parameters include the hardening parameter, residual stress, poros-
ity, damage, and others.
p
If the yield criterion (6.28) is independent of Dk or
P k , the varying with time, the
properties of the plastic medium are independent of the time scale. Such media will
be called elastoplastic or classical. Plastic media whose properties depend of the time
scale will be called elastoviscoplastic.
Equations (6.27)–(6.31) completely determine the constitutive model of the me-
dium and, in conjunction with the conservation laws (6.18) and (6.19), form a closed
system of equations.
6.4.2 Some approaches to solving elastoplastic equations

The mathematical formulation of the equations of the plastic flow theory is character-
ized by the fact that the constitutive equations are formulated in the form of differen-
tial equations and a yield criterion, which is a constraint on the stress invariants. For
example, the von Mises yield criterion is a constraint on the second invariant of the
stress tensor.
This fact brings some specific features in the formulation of the closed system of
plasticity equations and allows one to use various representations of the system of
differential equations and, as a consequence, choose different solution methods.
1. The yield criterion can be satisfied identically through the introduction of new
variables and the system of equations can be reduced to a system of differential rela-
tions [54, 165, 67].
2. Another feature, which is used in most numerical simulation studies of elastoplas-
tic processes, suggests a representation of the equations as a system of differential
equations resulting from differentiating the yield criterion (6.28) and eliminating d
from (6.30), with the original yield criterion (6.28) taken to be an additional initial
condition. As a result, the constitutive equations become
p 1 1
d "ij D d "eij C d "ij D Dij kl C HFij Fkl dkl D Aij kl dkl ;
@F @F (6.32)
Fij D ; H D kl Fkl :
@ij @
These relations can be inverted to obtain

1
1
dij D Dij kl d "kl H C HFmn Fmn Fkl Fpq d "pq D Aij kl d "kl ;
2
(6.33)
where Dij kl is the tensor of elastic moduli and Aij kl is the tensor of elastoplastic
moduli.
By supplementing equations (6.18)–(6.19) with (6.33), one arrives at a hyperbolic
system of 11 equations in the hypoelastic form, which is normally used in solving
elastoplastic problems with the finite element method [188, 56, 89].
An undesirable aspect in this approach is the differentiation of the yield criterion (6.28),
which results in a decrease in the solution accuracy.
3. A third approach suggests the minimization of an elasticity functional under an
additional constraint, taken in the form of the plasticity inequality F 0, for the
whole solution domain (e.g., see [36]).
These differences in the formulation of the original equations require significantly
different numerical methods to solve the problem.
With the first approach, the number of unknowns and, hence, the order of the system
reduces by one. This approach would be most advantageous if the change of variables
did not complicate the equations, as is the case in the plane problem for a perfectly
rigid-plastic material. However, in more general cases, this complication is crucial,
especially in the three-dimensional case; therefore, it is not employed.
The second approach has the disadvantage that the artificial differentiation of the yield
criteria leads to an increase of the order of the system as well as its complication and
considerable difficulties in its integration.
With the third approach, the problem can be reduced to solving a variational inequality
by special methods having their own specific features and advantages; these methods
will be discussed in Section 6.6.
4. Finally there is one more possibility for solving the problem in the original, phys-
ical statement (6.27)–(6.31). This possibility suggests taking advantage of numerical
methods based on the splitting of equations in physical processes, without differenti-
ating the yield criterion (6.28) [90, 94].
This approach, based on the original formulation of the equations turns out to be sim-
pler that and, therefore, preferable to those based on transforming or differentiating
the yield criterion.
6.4.3 Splitting of the constitutive equations

The finite-deformation system of equations for a hypoelastoplastic medium involves
the laws of conservation of mass, linear momentum, and energy, which, in the Eule-
rian variable, can be represented as
@ @.vk /
C D 0;
@t @xk
@.vi / @.vi vk / @ik @sik @p
C D D C ; (6.34)
@t @xk @xk @xk @xi

@.E/ @.vk E/ @.vj kj / @ @T
C D C :
@t @xk @xk @xk @xk
These equations should be supplemented with the constitutive relations (6.27)–(6.31)
for the hypoelastoplastic medium written in terms of the Eulerian variables.
The additivity condition for the strain rates in conjunction with Hooke’s law for
hypoelastic materials [90] gives an equation for determining the stress tensor
Dij dij p
D C ik kj C ki j k D Dij kl .dkl dkl /; (6.35)
Dt dt
where Dij =Dt is the Jaumann derivative, which excludes the time change of the
tensor ij due to rigid rotation of a particle, Dij kl is the elastic modulus tensor of the
material, ij D 12 .vi;j vj;i / is the rate of rotation tensor (see Section 1.9).
An alternative formulation of the constitutive equation (6.35) is also possible, where
the Jaumann derivative is replaced with another objective derivative of the stress ten-
sor and a different stress state measure is used (see Section 1.11). The above formu-
lation (6.35) is the simplest and is widely used in finite deformation plasticity.
The system of equations (6.28)–(6.31) and (6.35) is represented in a form solved
for the time derivatives, just as required for splitting equations.
Our primary aim will be to integrate the constitutive equations of an elastoplastic
medium (6.28)–(6.31) and (6.35) with the splitting method. The conservation laws
can be split using schemes employed, for example, in fluid mechanics [116] with
insignificant changes and independently from the form, weak or differential, used to
formulate the conservation laws (see Section 1.8).
The general splitting scheme can be treated based on differential equations. What
is subjected to splitting is only equation (6.35).
p
1. The predictor is taken at dij D 0. Then the material is hypoelastic. Correspond-
ingly, together with the equations of motion at the time step, one has to system (6.34)
in the isothermal case,

@ @.vk /
C D0
@t @xk
@.vi / @.vi vk / @ik
C D (6.36)
@t @xk @xk
dij 1
C ik kj C ki j k D Dij kl .vi;j C vj;i /
dt 2
with the initial conditions obtained as the preceding step for the complete elastoplastic
problem. In the case of small isothermal deformations, one arrives at the simpler
system
@vi @ik dij 1
0 D ; D Dij kl .vi;j C vj;i /: (6.37)
@t @xk dt 2
Thus, the predictor represents a well-known problem for an elastic material; this prob-
lem can be solved with one of the stable finite difference schemes discussed above,
for example, the explicit characteristic scheme (Section 5.3).
2. The corrector is calculated at dij D 0 in (6.35). Then, from (6.35) and (6.30),
obtains the stress relaxation equation
dij d @F
D Dij kl : (6.38)
dt dt @kl
ˇ
Relaxation takes place until the stationary yield criterion F .Ji ; JPi ;
k /ˇJP D0 D 0
i
is satisfied if the medium elastoviscoplastic or until the elastic unloading condition
becomes valid if the medium is classical elastoplastic.
It is noteworthy that the problem of integrating the constitutive equations to determine
the stresses and internal parameters at fixed strains is a relaxation problem for the
stresses and internal parameters and is of independent interest.
In the case of a classical or equilibrium elastoplastic medium, whose properties are
time invariant, one can eliminate time t from the equations and analyze the process
with respect to :
dij @F
D Dij kl : (6.39)
d @kl
At the corrector stage, on solving equations (6.39) and (6.31) with the initial condi-
tions ij D ije and
k D
ek at D n , resulting from the solution of the elastic
problem,1 one arrives at a solution expressed in terms of the parameter as well as
ije ,
ek , and Di :
ij D ij .; ije ;
ek /;
ij D
ij .; ije ;
ek /; Di D Di .; ije /: (6.40)
1 Here and henceforth, the superscript ‘e’ refers to quantities obtained at the predictor stage, correspond-
ing to the solution of the elastic problem. As a rule, internal variables are not included into models of
elastic media and, hence, it can be assumed that
ek 0.
Substituting the resulting expressions into the yield criterion (6.28), one obtains an
equation for determining
F .Ji ./;
k ./; Jie ;
ek / D 0: (6.41)
One substitutes the resulting into (6.40) to obtain the final solution of the complete
elastoplastic problem.
If a differential yield criterion is used and so the medium is assumed to be elasto-
viscoplastic, then relation (6.28) for determining reduces to differential equation of
the form
P D0
F1 .ije ;
ek ; ; / (6.42)
Solving the equation for P gives
d
D ' F .Ji ./;
k .// D '.F /; (6.43)
dt
where '.0/ D 0 and is the relaxation time, a material parameters measured in
seconds, which appears in the time-dependent yield criterion.
The function F D F .Ji ./;
k .// on the right-hand side of (6.43) corresponds to
the equilibrium yield criterion (6.41). The function '.F / is determined by the depen-
dence of F1 on P in (6.42) or, in other words, by the viscosity type of the elastovis-
coplastic material. In many cases, equation (6.43) can be integrated in a closed form,
which allows one to analyze the properties of the resulting finite difference scheme
for different ', F , and .
It is clear that the splitting scheme suggested is stable if the predictor scheme of the
elastic problem is stable and there are solutions to equations (6.41) and (6.43), which
is easy to verify for a specific form of yield criterion.
Let us use this general procedure of the splitting method to solve specific types of
equations describing plastic flows.
6.4.4 The theory of von Mises type flows. Isotropic hardening

Consider some classical elastoplastic media. We start with the (von Mises) flow theory
dependent on the second invariant J2 of the stress deviator with power-law strain
hardening:
1 1=2
J2 D sij sij D k0 C 2 1
ˇ ; (6.44)
2
where 1 is the hardening modulus and
is the hardening parameter.
The associated flow rule (6.30) becomes
P ij
s P
p
"Pij D P ij ;
D ƒs P D :
ƒ (6.45)
2J2 2J2
The hardening parameter

is assumed to obey the power-law evolution equation
d
P 2 /˛ ; d
D aƒ.J D a.J2 /˛ : (6.46)

dt dƒ
If the plastic deformation work is taken to be the hardening parameter,
1 p
P ij
ƒs P
2ƒ

P D ij "Pij D sij D .J2 /2 ;
k0 k0 k0
then
2
˛ D 2; aD :
k0
If one chooses Odquist’s parameter,
1 p p 1=2 P
1 1=2
P 2;

P D "Pij "Pij Dƒ sij sij D ƒJ
2 2
then
˛ D 2; a D 1:
The stress relaxation equation (6.38) becomes
dsij P ij :
D 2 ƒs
dt
e at ƒ D ƒ , obtained at the predictor
Integrating with the initial condition sij D sij n
step, one obtains
nC1 e 2 .ƒƒn /
sij D sij e ; J2 D J2e e2 .ƒƒn / ; ƒn ƒ ƒnC1 :
Integrating equation (6.46) for the hardening parameter

yields
a.J2e /˛

D
e C .1 x ˛ /; x D e 2 .ƒƒn / :
2˛
Substituting
into the yield criterion (6.44), one arrives at a nonlinear power-law
equation for x,
ˇ
a.J2e /˛ ˛
J2e x e
k0 2 1
C .1 x / D 0; (6.47)
2˛
which can be solved using any suitable iterative method with a required accuracy. The
initial approximation for the correction factor x D xn is taken from the preceding
step.
If ˛ D 1 and ˇ D 1 (linear hardening), the solution is expressed in closed form:

k0 C 1 J2e C 2 1
e
xD : (6.48)
1 C 1 J2e
In the case of ideal plasticity, with 1 D 0, we have
k0 nC1 e k0
xD ; sij D sij :
J2e J2e
This means that the solution to the elastoplastic problem is obtained from that to the
elastic problem by simple multiplication by the correction factor x, which is equiv-
e =J e , and bringing it to the yield
alent to the normalization of the stress tensor, sij 2
surface (6.44) in the stress space. This procedure represents the Wilkins correction
rule [182, 183], which is only satisfied exactly in the case of a perfectly plastic me-
dium (Figure 6.2).
σ3
Plane
s1 + s2 + s3 = 0
2 n n+1
– Y0
3
σ1 σ2
Yield Circle
Figure 6.2. Geometric representation of the Wilkins correction for the von Mises yield con-
dition in the stress space.
It is apparent from formula (6.48) that if this rule is formally extended to the case of
a hardening medium, by setting x D .k0 C 2 1
e /=J2e , one obtains an approximate
result.
6.4.5 Drucker–Prager plasticity theory

The Drucker–Prager theory is another quite common theory of plasticity. It is used
to study compressible media such as soils and porous materials. The Drucker–Prager
yield criterion depends on two stress invariants:
F .J1 ; J2 ; k/ D J2 C aJ1 k D 0: (6.49)
Then the associated flow rule (6.30) becomes

p @F sij
"Pij D P D P C aıij : (6.50)
@ij 2J2
Let us rewrite this equation separately for the spherical and deviatoric parts of the
tensors involved:
p p 1 sij
P
"Pi i D 3a; Pij D "Ppij "Ppkk ıij D P : (6.51)
3 2J2
Using Hooke’s law, we find the following relations for the total strain components:

dsij p sij
P C "Pi i /;
P i i D 3K.3a D 2 Pij Pij D 2 Pij P :
dt 2J2
Splitting results in the following relaxation equations for the correction step:
di i dsij sij

D 9Ka; D :
d d J2
In the second equation, changing to the new variable dƒ D d =J2 and integrating
yields
e .ƒƒn / d J2e
sij D sij e ; dƒ D e
; 1 e .ƒƒn / D n ;
J2 e.ƒƒn /
9Ka e
i i iei D 9Ka. n / D J2 1 e.ƒƒn /

Substituting these expressions into the yield criterion, we find

e e 9Ka e
J2 x C a J1 J .1 x/ k0 D 0; (6.52)
2
2
k0 a J1e C 9Ka
J2
e
xD 2 .a < 1/; (6.53)
J2e 1 C 9Ka

e 9Ka e
sij D sij x; J1 D J1e J .1 x/: (6.54)
2
The correction factor is adjusted here due to the influence of the first invariant. It is ap-
parent from (6.53) that the Wilkins correction rule is inapplicable here (it is only valid
for the deviatoric components when the bulk modulus K D 0) and J1 is calculated by
the more complicated formula (6.54).
6.4.6 Elastoviscoplastic media

A medium is said to be elastoviscoplastic if its yield criterion (6.28) depends on in-
variants of the plastic strain rate deviator. Consider the case where equation (6.28)
p
and, hence, (6.42) depend on only the second invariant D2 . We have [94]
p
D2 D ' F .Ji ;
k / k0 ; '.0/ D 0: (6.55)
Condition (6.55) with ! 0 gives the equilibrium condition (6.41).

If condition (6.41) is a von Mises type yield criterion, the associated flow rule gives,
0p P ij , which implies
in view of (6.45), the relation dij D ƒs
1=2 1=2
0p 1 0p 0p P 1 P 2;
D2 D d d Dƒ sij sij D ƒJ (6.56)
2 ij ij 2
where dij0 is the strain rate deviator.

Let us change from ƒ to the previously introduced correction factor x D
expŒ2 .ƒ ƒn / to rewrite the differential equation (6.55) as
dx 2
D e ' F .x/ ; (6.57)
dt J2
where F .x/ stands for F .Ji ;

k / where the corrected invariants, calculated at the
predictor step, have been inserted.
e and x D 1 at t D t , we get
Integrating with the initial conditions sij D sij n
Z x
t tn Je dx
D 2 ; tn t tnC1 : (6.58)
2 1 '.F .x//
Consider the case of a power-law dependence on D20 p for the von Mises yield
criterion:
.D20 p/n D F .J2 ;
k / k0 : (6.59)
Then, using (6.57) and (6.58) and taking into account that the right-hand side
of (6.59) is the von Mises yield criterion with isotropic hardening, we take advantage
of (6.47) to obtain the differential equation for determining the correction factor x:
² ˇ ³1=n
dx 2 e e aJ2e ˛
D e .J2 x k0 C 2 1
C .1 x / : (6.60)
dt J2 2˛
It is easy to integrate.
p
The integrand in (6.58) is singular at x D x , which corresponds to the equilibrium
p p
value of the correction factor, F .x / D 0. Since x is a simple root, whether the inte-
gral converges or not depends on the exponent n. If n > 1, the integral is convergent
and if n 1, it is divergent. Accordingly, the range of t = for n > 1 is bounded by

the value of the right-hand side of (6.58); for n 1, this range is unbounded:
p
0 < t = A .n > 1/; x ! x as t = ! AI
p
0 < t = < 1 .n 1/; x ! x as t = ! 1:
The solution has the simplest, explicit form if F .X/ is a linear function and n D 1.
For example, for an ideal elastoviscoplastic medium, it follows from (6.60) with
1 D 0 that
Z
t J2e x dx
D ; (6.61)
2 1 .x k0 =J2e /

k0 k0 e
x e D 1 e e .t= /.2 =J2 / : (6.62)
J2 J2
In the limit ! 0, one arrives at the Wilkins correction factor:
p k0
x ! x D as ! 0:
J2e
It follows that if .t = /.2 =J2e /
1, the solution will tend to an equilibrium so-
lution, and hence the finite difference scheme of the corrector step is asymptotically
absolutely stable.
Thus, the solution of the elastoviscoplastic problem by the splitting method at the
corrector step is reduced to that of a single differential equation, which is integrable
in closed form. Here, the correction factor depends on the step size t , which is
determined at the predictor step.
If, for t
, the solution to the elastoviscoplastic problem tends to the elastovis-
coplastic solution, then the splitting scheme guarantees that its solution will also tend
to the elastoviscoplastic one regardless of the value of t .
It is noteworthy that the numerical-analytical splitting method is also applied for
more complicated equations of elastoviscoplasticity including damage and other in-
ternal variables of the material (see Chapter 8 and [95]).
6.5 Splitting schemes for points on the axis of revolution

6.5.1 Calculation of boundary points
Let us discuss how boundary points should be calculated a dynamic problem when
the constitutive equations are split. It is clear that the boundary conditions must be
used primarily at the predictor step of solving the elastic problem. Here, one sets the
same conditions as for the full elastoplastic problem. Therefore, boundary points are
calculated in the same manner as in the elastic problem, for example, by the method
of characteristics.
Section 6.5 Splitting schemes for points on the axis of revolution 287
As noted previously in Section 5.2, boundary points are calculated by reducing the
equations to the characteristic form and discarding the relations whose corresponding
bicharacteristics go outside the domain concerned. Since the constitutive equations
hold on the degenerate characteristic cone, which is always inside the body, the cor-
rection at the boundary points is no different from that at the internal points.
In grid methods that do not employ the reduction of the equations to the charac-
teristic form, the calculation algorithm for boundary conditions can be obtained from
physical considerations rather than the mathematical statement of the problem. For
example, a smooth rigid wall is modeled using additional, fictitious cells with the
displacement specified as the mirror reflection (with respect to the boundary) of the
displacement in the adjacent actual cell. In the local coordinates, the normal compo-
nents of the stress tensor are reflected symmetrically while the tangential components,
skew-symmetrically. Once this has been done, the boundary nodes can be calculated
by the formulas used for internal nodes. A free surface can be modeled with massless
fictitious cells. If time-dependent pressure is prescribed on the boundary, then this
pressure should be specified in the fictitious cell with all stress deviatoric components
set to zero. More complicated conditions can also be modeled on contact interfaces
with friction [183]; in these cases, the choice of suitable models relies on the physical
intuition of the researcher. A survey of such models can be found in [87, 16, 102].
At the corrector step, the type of the boundary conditions must be taken into account
in calculating the correction factor at boundary points. If stress boundary conditions
are given, then the prescribed stress tensor components are not corrected; what has to
be corrected are only the remaining stress deviator components.
If the boundary conditions are given in terms of displacements or velocities, then
all stress deviator components must be corrected, in the same manner as at the internal
points.
If mixed boundary conditions are prescribed, representing combinations of kine-
matic quantities and stresses, then all stress components must be corrected.
Consider, for example, how to determine the correction factor in the simple case
of a plane problem with a perfectly plastic yield criterion where the normal stress
0 and shear stress 0
11 D 11 12 D 12 are prescribed at the boundary. The stress
deviator components s22 is to be corrected here. The correction factor is determined
from the equation
0 e
2
0 1=2
s11 s22 x C 412 D 2k; (6.63)
where s110 D 0 1 J e , s 0 D 0 , and J e D are given quantities.
11 3 1 12 12 1 ii
It follows that
0 2 k 2 .J 0 /2 1=2
S11 12
x D e < 1: (6.64)
s22
In the extraction of the square root, the minus sign has been taken, since x < 1.
For elastoviscoplastic media, the correction factor x is determined from the

equation Z
t J2e x dx
D : (6.65)
2 1 x x
Whence,
t 2
x x D .1 x / exp ; (6.66)
J2e
where x is defined by (6.64).
Formula (6.66) is analogous to (6.61).
6.5.2 Calculation of axial points

In axisymmetric problems, adequate calculation of points at the axis of rotation r D 0
is very important. There is some ambiguity here: the axis of symmetry in such prob-
lems is mathematically often treated as a boundary of the domain concerned, whereas
physically, the axial points are internal points of the body. The key to constructing an
adequate algorithm is to treat the axial points as internal ones. The conditions at these
points must follow from the very system of equations as r ! 0 and symmetry con-
siderations, when r is replaced with r; no other additional “boundary” conditions
should be used, as some authors do (e.g., see [183]).
An axial point analysis will be detailed below to fill the gap in the literature and
remove ambiguities.
Let us use the splitting method to solve the elastoplastic axisymmetric problem. At
the predictor step, we set ƒ P D 0 and solve the elastic problem. The equations of
motion written in cylindrical coordinates are
@r r @r z r r
vP r D C C ;
@r @z r (6.67)
@zz @r z r z
vP z D C C :
@z @r r
Assuming that the stress-strain state remains bounded at the axis r D 0, we let r ! 0
in the first equation to obtain
lim .r r / D 0 ) r r D at r D 0:
r !0
Using the symmetry conditions, which imply that vr D 0 and r z D 0 at r D 0, we

find from the first equation that (6.67)
@r r @
2 C D 0 ) 2r r D r r D f .z; t / at r D 0:
@r @r
From the second equation it follows that
@zz @r z
vP z D C2 : (6.68)
@z @r
Section 6.5 Splitting schemes for points on the axis of revolution 289
It has not been assumed here that @r z =@r D 0 at r D 0, thus allowing discontinuities
in the derivatives.
Guided by the same considerations as above, now let us look at the constitutive
equations. Consider the more general case of an elastoviscoplastic medium; the
elastoplastic equations can be obtained, as pointed out in the preceding section, by
taking the limit as ! 0. Since we use splitting, it suffices to consider, at the predic-
tor step, the axisymmetric hypoelastic equations written in cylindrical coordinates in
the differential form

2 @vr 2 @vz
P D P r r D 2 C K C K
3 @r 3 @z

1 @vr 2 @vz
D2 KC C K ; (6.69)
3 @r 3 @z

4 @vz 2 @vr
P zz D K C C2 K ;
3 @z 3 @r
where it has been taken into account that limr !0 "P r D limr !0 vr =r D @vr =@r.
Thus, all quantities near the axis r D 0 have been determined, except zz and vz .
There are equation (6.68) and the third equation in (6.69) for zz and vz . We have
@vz @zz @r z
D2 ;
@t @z @r (6.70)
@zz @vz @vr
. C 2 / D 2 ;
@t @z @r
where it has been taken into account that K C 43 D C 2 and K 23 D .
The right-hand sides of the equations are known. These are determined by unilateral
differences:
nC1 nC1
@r z nC1 .r z /1k .r z /0k
D ;
@r 0k r
nC1 nC1
@vr nC1 .vr /1k .vr /0k
D :
@r 0k r
The subscripts refer to the spatial discretization in r and z. The subscript 0 refers
nC1 nC1
to the axial points, r D 0, with .r z /0k D .vr /0k D 0 by symmetry, while the
subscript 1 corresponds to internal points of the body, which are calculated using
formulas for internal points.
nC1
The stress .r r /0k is determined by integrating the first equation in (6.69) once
nC1
.vz /0k has been calculated from (6.70):

@r r @vr @vz
D 2. C / C ;
@t @r @z
nC1 nC1 nC1 nC1
.r r /0k .r r /n0k .vr /1k .vz /1;kC1 .vz /0k
D 2. C / C :
r r z
Thus, the algorithm for determining the solution at the axial points r D 0 at the pre-
dictor step is completely closed within the system of equations itself, without bringing
in any “boundary” conditions or additional assumptions.
The corrector step is carried out in the same manner as at any internal point, with-
out any changes. The final expression of v nC1 is found from the finite difference
approximation of the first equation in (6.70).
6.6 Integration of elastoviscoplastic flow equations by

variation inequality
6.6.1 Variation inequality
The equations of elastoplastic flow can be formulated, apart from the traditional dif-
ferential statement, in the form of a single variation inequality in both the elastic and
plastic domains. The complete system of relations of the Prandtl–Reuss flow theory
for small deformations consists of the differential equation of motion
vi;t D ij;j ; (6.71)
Hooke’s law
"eij D aij kl kl ; (6.72)
and constitutive relations of elastoplastic deformation, which can be formulated as the
maximum principle for the strain rate dissipation:
p p p
.ij ij /"Pij 0; or ij "Pij ij "Pij ; (6.73)
where
p 1
"P eij C "Pij D .vi;j C vj;i /
2
and ij is the arbitrary value of the stress tensor satisfying the yield condition
F .ij / s ; (6.74)
where s being the yield stress of the material and F .ij / a (piecewise smooth) con-
vex surface in the stress space ij . For example, for the Tresca–Saint Venant yield
criterion, the surface F .ij / represents a hexagonal prism circumscribed about the
elliptic cylinder determining the von Mises yield criterion [54, 165, 61, 67].
Relation (6.73) is essentially a variation inequality for the arbitrary variation ıij D
ij ij satisfying condition (6.74):
p
ıij "Pij 0:
Section 6.6 Integration of elastoviscoplastic flow equations by variation inequality 291
If ıvi D vi vi is the arbitrary variation of the velocity, the entire system (6.71)–
(6.74) can be represented as the variation inequality
ıvi .vP i ij;j / C ıij .aij kl P kl vi;j / 0; (6.75)
formulated in terms of the velocity vi and stress tensor ij [149].

Inequality (6.75) can be conveniently rewritten in matrix form as
3
X
k
ıu Au;t B u;k 0; (6.76)
kD1
where u is the 9-vector consisting of the three subvectors (blocks)

0 1 0 1 0 1 0 1
uv v1 11 23
u D @u A ; uv D @v2 A ; u D @22 A ; us D @13 A :
us v3 33 12
The matrices A and Bk have the following block structure:

0 1 0 1
Av 0 0 0 Bk Bks
A D @ 0 A A s A ; B D @Bk 0
k
0 A;
0 A s A Bks 0 0
where the subscripts s refer to the stress deviator.

The 3 3 matrices Av D I, A , and A s are easy to express in terms of the elastic
constants aij kl , while
0k
1 0 k k
1
ı23 0 0 0 ı12 ı13
Bk D @ 0 ı13 k
0 A; Bks D @ı12
k k A;
0 ı23
k k
ı13 k
ı23 0
0 0 ı12
´
k 1 if k ¤ i and k ¤ j;
ıij D
0 if k D i or k D j:
q
The yield function is expressed as F .sij sij / D 12 sij sij with sij D ij 13 kk ıij .
Let us show that the problem statement in the form (6.75) or (6.76) is equivalent to
the statement that follows from the associated plastic flow rule.
Rewrite the variation inequality in the general form
ıu .L.u/ g/ 0; u 2 K; ıu 2 K; (6.77)
where K is a convex closed set satisfying condition (6.75), ıu is an arbitrary element

of K, and g is the right-hand side of inequality (6.79).
u2
u
u* α
L(u) – g
0 K u1
Figure 6.3. Geometric interpretation of inequality (6.77).
A geometric interpretation of inequality (6.77) is shown in Figure 6.3. In view

of (6.77), the angle ˛ cannot be obtuse . If u is within the surface, then L.u/ g D 0;
if u lies on the surface (as shown in the Figure 6.3) , then the vector L.u/ must be
collinear with the normal n to the yield surface F .u/ D s , so that ˛ is not obtuse. If
F .u/ is continuously differentiable, then
@F .u/
L.u/ D ;
@n
where
0 if F .u/ D 1;
D 0 if F .u/ < 1:
For elastoplastic equations, this representation coincides with the associated flow
p 1=2
rule, since L.u/ D "Pij and F .u/ D 12 sij sij D s with
p H.S s /
"Pij D skl vk;l sij ;
s2
where is determined from the yield criterion (see Section 6.4 and, for more de-
tails, [152, Chapter 1 and Appendix], [37]).
6.6.2 Dissipative schemes

In [152], a method for constructing dissipative finite difference schemes was sug-
gested. The method is based on a discrete representation of variation inequalities. Let
us replace inequality (6.77) with
.uh uQ h /Lh .uh / 0; uQ h D Ih .uh /; uh 2 K; (6.78)

Section 6.6 Integration of elastoviscoplastic flow equations by variation inequality 293
where Lh .uh / is an approximation of the differential operator for the grid function uh ,
Ih .uh / is an approximation of the identity operator used to describe the constraints
and, essentially, reveals the meaning of the inclusion of uh into the set K.
For simplicity, let us consider the Cauchy problem for the variation inequality with
a linear one-dimensional hyperbolic operator:
L.u/ D Au;t Bu;x :
The approximation Lh .uh / results from the conservative representation

1 1
u L.u/ D u .Au;t Bu;x / .uAu/;t .uBu/;x ; (6.79)
2 2
which is to be integrated over the solution domain; integrating this inequality by parts
allows one to formulate the concept of a generalized solution (see Section 1.8), ad-
mitting strong discontinuities in the solution [152]. This allows one to integrate the
equations with a shock-capturing method without isolating discontinuities. The left-
hand side of (6.79) is approximated by
.uAu/k .uAu/k1 1
uh Lh .uh / D ƒ .9PuBu/n1=2 0; (6.80)
2t 2
where Č.uh / D .uj uj 1/=x.
Since the matrices A and B symmetric, the requirement for the above representation
to be conservative can be written as
k
uk C uk1 u C uk1 k
dh D uQ h A uQ ƒ0 .un1=2 / B ƒ.un1=2 / 0
2 t
with
1
ƒ0 .uh / D .uj C uj 1/;
2
where dh represents the approximation error for the expression in (6.79),
1
d D uL.u/ .uAu/;t C .uBu/;x D 0;
2
which is zero for any continuously differentiable function u D u.t; x/. Hence,
in elastoplastic problems, dh has the meaning of the dissipation rate of the energy
brought in due to the approximation of the variation inequality, while dh 0 is the
dissipation condition of the finite difference scheme (6.80).
Let us introduce an auxiliary grid vector function uN h satisfying the difference equa-
tion
uN k uk1
A D B ƒ.un1=2 /: (6.81)
t
Then dh can be expressed as the quadratic form

k
uk C uN k u uN k uN k uk1
dh D uQ k A C ƒ0 .un1=2 / Bƒ.un1=2 /:
2 t 2
(6.82)
This can be verified by transforming expression (6.82) taking into account the sym-
metry of the matrices A and B.
The condition dh 0 holds if and only if the function uN h and the unknown func-
tions uh and uQ h are related by

2Quk uk uN k A.uk uN k / 0
DD C 2t ; (6.83)
2ƒ0 .un1=2 / uN k uk1 t Bƒ.un1=2 / n1=2

D00 D01
where D D is a 2m 2m nonnegative definite matrix and h is an
D10 D11
arbitrary vector-valued function satisfying the condition
n1=2
j 1=2 B D 0:
Then
t A.uk uN k /=t
dh D Uh DUh 0; Uh D
2 Bƒ.un1=2 /
The system of equations (6.83), relating uN h and uQ h , makes up, together with (6.80),
a family of dissipative finite difference scheme with a scheme viscosity dependent on
the choice of the matrices Dij .i; j D 0; 1/.
In the simplest case, we have D10 D 0 and D00 D DT 00 . Then, eliminating uNh
from (6.83), we arrive at an equation determining the solution at the intermediate
layer (predictor):
n1=2 n1=2 n1=2 n1=2
uj C uj t 1 uj C uj n1=2
.A C D11 /B D ujk1
1=2 C t j 1=2 :
2 2 x
(6.84)
This system of equations can be treated as a system of first-order ordinary differential
equations in x if one sets
n1=2 n1=2 n1=2
uj uj 1 du
D :
x dx
In addition to (6.84), one must include an arbitrary dissipative boundary condition
sufficiently far away from the solution domain (a condition “at infinity”) [4].
The second equation in (6.83) gives
uk C uk1 uk uk1 t 1
uQ k D C D00 A C .A D00 C D01 /Bƒ.un1=2 /:
2 2 2
This relation provides a specific expression of the identity operator Ih .uh / [37].
Thus, the algorithm of the finite difference scheme consists of solving system
(6.83)–(6.84) (predictor) and calculating the solution for the new temporal layer (cor-
rector) by the formulas
t 1 n1=2
uN jk1=2 D ujk1
1=2 C A B uj ujn1=2
1 ;
x
1 (6.85)
uO jk1=2 D uNjk1=2 C D01 A uNjk1=2 uNjk1
1=2 ;
2

ujk1=2 D uNjk1=2 C 2.I C D00 A/1 uOjk
1=2 u Ojk1=2 ;
where uk D .uk / denotes the projection onto the yield surface. For more details,
see [152, 150, 151].
If one chooses D00 D A1 and D01 D 0, the last equation coincides the Wilkins
stress correction (see Section 6.2.2)
ujk1=2 D A .uN jk1=2 /:
The operator A calculates the projection in accordance with the norm of A: kukA D
p
AuA.
The above numerical algorithm of dissipative schemes is constructed in the same
manner as in the splitting scheme in Section 6.4. At the predictor step, one seeks a
solution satisfying, in the generalized sense, the linear differential equations and initial
conditions of the problem. After that, at the corrector step, the resulting solutions are
projected onto the yield surface. In practice, if the surface is piecewise smooth, one
should use the methods of convex analysis [152]. In multidimensional problems,
the above (one-dimensional) dissipative scheme can be applied after splitting along
directions.
6.7 Exercises
1. Perform splitting along the directions of the explicit finite difference scheme for
the two-dimensional wave equation whose stencil is displayed in Figure 6.4a with
the initial and boundary conditions
t D 0W u.0; x; y/ D u0 .x; y/; u;t .0; x; y/ D v0 .x; y/I
x D 0W u;x D "1 .t; y/I x D aW u;x D "2 .t; y/I
y D 0W u;t D v1 .t; x/I y D bW u;t D v2 .t; x/:
(6.86)
Preliminarily, reduce the scheme to a system of equations.
2. Perform splitting along the directions of the explicit finite difference scheme for
the two-dimensional wave equation whose stencil is displayed in Figure 6.4b with
the same initial and boundary conditions (6.86). Prove that the scheme is stable.
t t
t
y
y
y
∆t (corrector) 2∆ 2∆y
∆t ∆t
y y
y
2∆ x x
∆t (predictor) ∆t
∆t
2∆ x x 2∆ x x 2∆ x x
(a) (b) (c)
Figure 6.4. Stencils for exercises 1 (a), 2 (b), and 7 (c).
3. Construct an explicit directional splitting scheme for the dynamic plane elastic
problem2 in a rectangle with the following stress boundary conditions prescribed
at two opposite sides and zero velocity conditions at the two sides:
x D 0W yy D 1 .y/; xy D 0I

x D aW yy D 2 .y/; xy D 0I
y D 0W u D 0I
y D bW u D 0I
The total vector of unknowns
.u; v; xx ; yy ; xy /T
is assumed to be given at t D 0.
4. Construct a finite difference scheme implementing splitting in physical processes
for the one-dimensional coupled thermoelastic dynamic problem
8 Z "
ˆ
ˆ @T 2 @2 T
ˆ
ˆ D .T / C Q.x; t /; Q.x; t / D ij ı"ij ;
ˆ
ˆ @t @x 2 "n
<
@v @" @T (6.87)
ˆ DE C˛ ;
ˆ
ˆ @t @x @x
ˆ
ˆ @"
:̂ @v
D ;
@t @x
Carry out a stability analysis of the scheme.
2 The system of equations consists of two equations of motion and three equations of Hooke’s law,
differentiated with respect to time, for the three stress components.
5. Perform splitting of the constitutive equations of a hypoelastoplastic medium with

kinematic hardening. The yield condition has the form
1
.sij a"ij /.sij a"ij / D k 2 ;
2
where a > 0 and k > 0 are material constants. Determine the correction factor by
the numerical-analytical method outlined in Section 6.4.
6. Perform splitting of the one-dimensional nonstationary equations for elastovis-
coplastic bars (5.49) (see Section 5.2) into an elastic predictor and relaxation cor-
rector for the stress. Prove that the scheme is stable.
7. Perform splitting of the two-dimensional wave equation along variable direction.

The scheme stencil is displayed in Figure 6.4c.
8. Derive a splitting scheme of the energy conservation law for a thermoelastoplastic

medium (the third equation of system (7.18)); the scheme consists of a predictor
(no convective terms) and corrector (convective transfer only). At the corrector
step, use the formulas of the flux method (7.45).
9. For the two-dimensional heat equation with a distributed source Q.x; y/, propose
a directional splitting scheme.
Chapter 7
Solution of elastoplastic dynamic and quasistatic

problems with finite deformations
7.1 Conservative approximations on curvilinear

Lagrangian meshes
7.1.1 Formulas for natural approximation of spatial derivatives
Let us discuss the integration of conservation laws written in divergence form in Eule-
rian coordinates on a curvilinear Lagrangian mesh (grid). This suggests that the xk in
equations (6.34) are not independent variables but are functions of time and the initial
state: xi D xi .t; xi0 /.
Consider the general case where the mesh is formed by curvilinear polygonal cells.
It is required to approximate the conservation laws on such a mesh. To this end, it
necessary to choose an adequate approximation of the spatial derivatives of a func-
tion f .x; y/. For simplicity, we restrict ourselves to two spatial dimensions. Let us
prove the following theorem.
Theorem 7.1. Let R be a closed simply connected domain with a boundary and let
f , u, and v be given differentiable functions in R. Then there are points .xi ; yi / 2 R
at which H H
f dy f dx
f;x .xi ; yi / D H ; f;y .xi ; yi / D H I (7.1)
x dy x dy
the divergence of the vector f U with components .f u; f v/ is calculated by the for-
mula H H
ˇ .f u/ dy .f v/ dx
ˇ
.rf U/ x ;y D H (7.2)
x dy
i i
where r D i @=@x C j @=@y with i and j being the unit vectors of the basis.
Proof. It follows from Green’s formula that

“ “ I
rf U dx dy D .f u/;x C .f v/;y dx dy D .f u/ dy .f v/ dx:
R R
The mean value theorem suggests

“ “
ˇ
.rf U/ dS D .rf U/ˇx dx dy;
i ;yi
R R
Section 7.1 Conservative approximations on curvilinear Lagrangian meshes 299
whence
H
ˇ .f u/ dy .f v/ dx
.rf U/ˇ xi ;yi
D ’ :
R dx dy
For u D 1, v D 0 and u D 0, v D 1, we get

ˇ H ˇ H
@f ˇˇ f dy @f ˇˇ f dx
ˇ D’ ; ˇ D ’ ;
@x xi ;yi R dx dy @y xi ;yi R dx dy
respectively. ’ H
Taking into account that R dx dy D x dy and tracing the contour counter-
clockwise, we arrive at formulas (7.1)–(7.2), which proves the theorem.
7.1.2 Approximation of a Lagrangian mesh

Let us use formulas (7.1)–(7.2) to approximate the derivatives of f .x; y/ inside a
mesh cell, which is a polygon with n vertices at points .xi ; yi / (Figure 7.1). In cal-
culating contour integrals in (7.1)–(7.2), we use linear interpolation between vertices
and nodal points of the mesh to obtain the following approximations of the derivatives
within the cell:
ˇ Pn
@f ˇˇ .fiC1 C fi /.yiC1 yi /
D PiD1 ;
@x ˇxj ;yj n
iD1 .xiC1 C xi /.yiC1 yi /
ˇ Pn (7.3)
@f ˇˇ iD1 .fiC1 C fi /.xiC1 xi /
D Pn :
@y ˇ xj ;yj .x
iD1 C x /.y
iC1 y /i iC1 i
The index i runs over the n vertices of the polygonal cell (Figure 7.1).
y i+1
1
i+–
2 i+2
i
i+3
x
Figure 7.1. Polygonal cell.
Likewise, for r.f U/ we get

Pn
ˇ Œ.f u/iC1 C.f u/i .yiC1 yi /Œ.f v/iC1 C.f v/i .xiC1 xi /
ˇ
r.f U/ x ;y D iD1 Pn :
iD1 .xiC1 C xi /.yiC1 yi /
j j
300 Chapter 7 Solution of elastoplastic dynamic problems with finite deformations
Relations (7.3) are known as formulas for natural approximation of derivatives for
irregular polygonal cells. The natural approximation has a number of remarkable
properties important in the numerical analysis of continuum mechanics problems.
First of all, let us demonstrate that, for a quadrangular curvilinear cell, the approx-
imation (7.3), mapped onto a Lagrangian mesh with coordinates and , is equivalent
to the central difference approximation.
Let a curvilinear cell in the xy-plane be mapped onto a regular rectangle in the
-plane by the transformation
x D x.; /; y D y.; /:
The derivatives f;x .x; y/ and f;y .x; y/ are expressed in terms of f; and f; via the
well-known formulas of change of variables
f;x D J 1 .f; y; f; y; /; @.x; y/

1
J D x y x y D : (7.4)
f;y D J .f; x; f; x; /; @.; /
Using central differences on a rectangle with vertices .ai ; bi / i D 1; 2 (Figure 7.2),

we get
.f2 C f3 / .f1 C f4 / .f4 C f3 / .f2 C f1 /
f; D ; f; D : (7.5)
2.a2 a1 / 2.b2 b1 /
The expressions of x; , x; , etc. are similar.
y η
(x, y)3
(x, y)2
(x, y)4 4 3
(x, y)1
1 2
x ξ
(a) (b)
Figure 7.2. Mapping of a curvilinear cell into a rectangle.
Substituting (7.5) into (7.4), we obtain, as is easy to verify, the formula coinciding
with (7.3):
.f1 C f2 /.y2 y1 / C .f2 C f3 /.y3 y2 /

C.f3 C f4 /.y4 y3 / C .f4 C f1 /.y1 y4 /
f;x D :
.x1 C x2 /.y2 y1 / C .x2 C x3 /.y3 y2 /
C.x3 C x4 /.y4 y3 / C .x4 C x1 /.y1 y4 /
Section 7.1 Conservative approximations on curvilinear Lagrangian meshes 301
It follows that one may not change to the Lagrangian coordinates when approxi-
mating continuum mechanics equations on a Lagrangian mesh. Instead, one can use
directly formulas (7.3), while calculating the varying coordinates xi and yi from the
velocity field vi .
On a triangular mesh, the approximation (7.3) is equivalent to a linear finite element
(see [188]). A linear triangular finite element is approximated with
f D ˛1 C ˛2 x C ˛3 y; f;x D ˛2 ; f;y D ˛3 I
the coefficients ˛i are expressed in terms of the nodal values fi as

3
X 3
X
˛2 D b i fi ; ˛3 D c i fi ;
iD1 iD1
where
0 1
b1 D 2J 1 .y2 y3 /; 1 x1 y1
J D det A; @
A D 1 x2 y2 A ;
c1 D 2J 1 .x2 x3 /; 1 x3 y3
with .xi ; yi /, i D 1; 2; 3, being the vertices of the triangle.

The remaining coefficients bi and ci are obtained by cyclic permutation of the
subscripts. With these expressions, one arrives, after canceling out, at
f1 .y2 y3 / C f2 .y3 y1 / C f3 .y1 y2 /

f;x D ;
2J
with 2J D S being the area of the triangle. This formula coincides with (7.3) at
n D 3.
For a bilinear finite element, the approximation is already different from that given
by the formulas (7.1) for the rectangle. A polygonal cell with center at .x0 ; y0 / is
subdivided into triangular elements and the derivatives are approximated on these ele-
ments at the cell center (Figure 7.1). This means that the derivatives inside a polygon
will not be continuous if n > 3.
7.1.3 Conservative finite difference schemes

Another important property of the formulas of natural approximation is the capacity
of exactly approximating the conservation laws on any, even very coarse mesh. In
other words, if a conservation law holds for f .x; y/ in some domain D bounded by a
contour , which means that the relation
@f @.f u/ @.f v/
C C D0 (7.6)
@t @x @y
is valid, and f D 0 on , then the following integral conservation law holds true for
any instant of time t : “
f dx dy D const : (7.7)
D
Theorem 7.2. If the spatial derivatives in equation (7.6) are evaluated by the natural
approximation formulas (7.3),
fjnC1 D fjn C .rf U/jn ; (7.8)
then the conservation law (7.7) is obeyed exactly on any irregular mesh Fh covering
the domain D X X
fjnC1 Aj D fjn Aj ; (7.9)
j 2D j 2D
where Aj is the area of the j th cell.

Indeed, multiplying (7.8) by Aj and summing up over all cells, we get
X X X
fjnC1 Aj D fjn Aj C .rf U/jn Aj : (7.10)
j 2D j 2D j 2D
The last sum on the right-hand side of (7.10) for any mesh Fh consists of contour
integrals for each cell; each side belongs to two neighboring cells and so is traced
twice in opposite directions, thus resulting in a zero sum for all internal lines. For the
outer sides, making up the boundary of D, we have f nC1 D 0. Then the last sum
in (7.10) vanishes and equality (7.9) holds, which means that the law of conservation
of f in D is satisfied exactly.
Schemes that possess the property (7.9) are called conservative.
Figure 7.3. Tracing cells on meshes for conservative finite difference schemes.
Section 7.2 Finite elastoplastic deformations 303
7.2 Finite elastoplastic deformations

7.2.1 Conservative schemes in one-dimensional case
Prior to applying the conservative finite difference scheme to the elastoplastic equa-
tions (6.34) in two or three dimensions, let us study the specific features of the scheme
in the one-dimensional case by considering the example of system (5.49) for an elas-
toviscoplastic bar:
@v @ @" @v @ @v E.x/ Ô
D ; D ; D E.x/ C .; "/: (7.11)
@t @x @t @x @t @x
With the natural approximation of equations, different unknowns are determined at
different nodes of a cell, in accordance with their physical meaning; specifically, the
stresses and strains are determined on the boundary, while the velocities, density, and
thermodynamical variables are evaluated inside the cell.
1
t i– –
2
y
1
i +–
2
n+1
1 i–1
n+ –
2 j+1
i 1
n j+–
2
j
1
j––
2
i + 1, j – 1
x
j j+1 x
(a) (b)
Figure 7.4. Lagrangian mesh: (a) xt plane, (b) xy plane.
For a regular spatio-temporal one-dimensional mesh, the nodes at which one eval-
uates the stresses are shifted by half the step size in both space an time with respect
to the nodes where one evaluates the velocities. For this reason, the mesh involves
two staggered sets of nodes as shown in Figure 7.4a. The circles with an x refer to
boundary nodes, while the solid dots refer to internal nodes. In finite difference form,
equations (7.11) are written as
vjnC1=2
C1=2
vjn1=2
C1=2 jnC1 jn
n
j C1=2 D ;
t x
nC1=2 nC1=2
"jnC1 "jn vj C1=2 vj 1=2 (7.12)
D ;
t x
jnC1 jn "jnC1 "jn Ej Ô nC1
D Ej C .; "/:
t t j
The finite difference scheme (7.12) is across scheme. The first two equations have
the second order of approximation, O.t 2 C x 2 /, and are solved explicitly. The
last equation is solved with an implicit first-order accurate scheme as specified in
Section 6.4. To achieve the second order of approximation in the last equation, one
should evaluate the function Ô at node .n C 1=2; j /:

Ô nC1=2 D 1 Ô nC1 C Ô n :
j j j
2
The initial conditions at t D 0 are set at layers n D 0 and n D 1=2 simultaneously.
For example, the boundary conditions (5.49a) at x D 0 are approximated as
nC1=2 n1=2
v1=2 v1=2 nC1=2
A1 C A2 v1=2 C A3 0n D '.t n /: (7.13)
t
In these equations, the quantities with spatial indices 0 and 1=2 should be treated as
belonging to a single cell adjacent to the boundary of the bar.
To calculate boundary nodes, we use the reduction of the system to the characteris-
tic form.
Equation (7.13) must be supplemented with the equation along a negative charac-
teristic
nC1=2
.v C /1=2 D .v C /n3=2 C Ô n3=2 : (7.14)
In the general case of variable propagation velocity, the expression on the right-hand
side of the characteristic relation (7.14) is calculated using linear interpolation at the
node where the characteristic meets the preceding temporal layer.
At large strains, the coordinate x in (7.11) no longer remains constant, as is the case
for small strains. It should be treated as a function, x D x.x0 ; t /, and calculated from
the velocity field:
dx xjnC1 xjn nC1=2 nC1=2 1 nC1=2 nC1=2

D v; D vj ; vj D vj C1=2 C vj 1=2 :
dt t 2
The first two difference equations in (7.12) will then become
nC1=2 n1=2 nC1=2 nC1=2
n
vj C1=2 vj C1=2 jnC1 jn "jnC1 "jn vj C1=2 vj 1=2
j C1=2 D ; D
t xjnC1 xjn xjnC1=2
t xjnC1=2
C1=2 1=2
(7.15)
and the third equation will stay the same. Formulas (7.15) are a one-dimensional
analogue of the natural approximation formulas given in Section 7.1. The integration
mesh is shown in Figure 7.4b.
Section 7.2 Finite elastoplastic deformations 305
7.2.2 A conservative two-dimensional scheme for an elastoplastic

medium
Now let us consider the numerical integration of equations (6.34) in two dimensions
on a quadrangular curvilinear mesh with staggered arrangement of nodes in the xy-
plane (Figure 7.4b) and a t =2 shift in time for nodes with half-integer spatial indices,
which are at the centers of cells formed by nodes with integer indices.
Let us rewrite the system of equations (6.34) in the Eulerian variables in a non-
divergence form, where it has a simpler and more convenient form for the natural
approximation method:
ˇ
@ ˇˇ
C rv D 0;
@t ˇ
ˇ
@vi ˇˇ @sik @p
ˇ D 0; (7.16)
@t @xk @xi
ˇ
@E ˇˇ @ @ @T
C .vi ik / C D 0;
@t ˇ @xk @xk @xk

Dsij @vi @vj 2 P ij ;
D C rv ıij C ƒs (7.17)
Dt @xj @xi 3
p D p.; e/; S D .sij sij /1=2 D K.; D p /; (7.18)
p p ˇ
where D p D .P"ij "Pij /1=2 , @=@t ˇ is the material derivative for a fixed particle, is the
Lagrangian coordinate, e is the specific internal energy, E D e C 12 v 2 is the specific
D d
total energy (sum of the specific internal and kinetic energies), Dt sij D dt sij C
ik skj C j k ski is the Jaumann derivative, ij is the skew-symmetric spin tensor,
and is the hardening parameter.
System (7.18) can be represented in the finite difference form
nC1 n
ij ij n nC1=2
C ij rviC1=2;j C1=2 D 0;
t
n n n
ij nC1=2 n1=2
@skm n piC1;j pi1;j
.vk / .vk / iC1=2;j C1=2
D C ;
t @xm ij xk
: : : etc.
(7.19)
Once and e have been calculated, we can find p D p.; e/.

Similar approximation formulas for equations (7.18) are quite cumbersome; there-
fore, we restrict ourselves to the main principles of obtaining such formulas and refer
the interested reader to Wilkins’s paper [183], where these are written out in detail.
7.2.3 Splitting of the equations of a hypoelastic material

In the case of large deformations, the constitutive equation of a hypoelastic material
for sij , the last equation in system (7.18), is split into three operators: elastic, plastic,
and kinematic (consisting of Jaumann terms, associated with particle rotation).
In the first step, one ignores the kinematic and plastic operators and integrates only
the elastic operator:
e nC1 e n nC1=2
.skl /ij .skl /ij @vk @vl 2 nC1=2
D C ıkl .rv/iC1=2;j C1=2 ;
t @xl @xk iC1=2;j C1=2 3
where ıkl is the Kronecker delta.

In the second step, one only considers the plastic operator. The integration is here
the same as described in Section 6.4, since it is carried out with respect to time t and
is not connected with the spatial coordinates.
In the final step, one only considers the kinematic operator, associated with rigid
rotation of a particle through an angle ik t :
nC1 ep
.sml /ij .sml /nij nC1=2 ep nC1=2 ep
C .mk /iC1=2;j C1=2 .skl /nij C .km /iC1=2;j C1=2 .slk /nij D 0;
t
ep
where sml are the elastoplastic deviatoric components calculated in the second step.
In the plane case, the skew-symmetric tensor mk has only one nonzero compo-
nent, xy :
nC1=2
nC1 ep nC1 ep nC1 vx vy
.sxx /ij D .sxx /ij C .sxy /ij t ;
y x iC1=2;j C1=2
nC1=2
nC1 ep nC1 ep nC1 vx vy
.syy /ij D .syy /ij .sxy /ij t ; (7.20)
y x iC1=2;j C1=2
ep ep
nC1 nC1ep sxx syy nC1 vx vy nC1=2
.sxy /ij D .sxy /ij C t :
2 ij y x iC1=2;j C1=2
It is noteworthy that the values of the stress deviator components have been obtained
here using the expression of the objective Jaumann derivative; however, there is an-
other, physical way of determining these values, which will be outlined in the next
section.
Section 7.3 Propagation of coupled thermomechanical perturbations in gases 307
7.3 Propagation of coupled thermomechanical

perturbations in gas dynamics problems
7.3.1 Basic equations
Section 5.4 discussed the propagation of weak perturbations through a thermally con-
ductive gas based on an explicit finite difference scheme. Now let us analyze the
nonlinear problem on strong mechanical and thermal actions that may cause shock
waves, contact discontinuities, and nonlinear thermal quasi-waves, which can inter-
act with one another. After reflecting from walls, discontinuities interact with one
another, thus creating an extremely complicated picture of motion, which can only
be described with a shock-capturing scheme. In doing so, one should preserve cor-
rectly the integral characteristics of motion and ensure that the conservation laws are
obeyed. To this end, one should use a conservative implicit scheme. As practice of
analyzing such nonlinear problems has shown, it is extremely important not only to
obey the law of conservation of total energy but also to convey the correct subdivision
of the total energy into the internal and kinetic ones. Otherwise, the problem may
become ill-posed and then the analysis will collapse.
The divergence form of the gas dynamic equations in the Lagrangian coordinates
where heat conduction and artificial viscosity are taken into account is as follows:
v 0t C .p C q/0x D 0; (7.21)
DV t0 vx0 ;
vD x 0t ; (7.22)
1 2 0
e C v t C Œ.p C q/v 0x D Œ.T; V /Tx0 0x ; (7.23)
2
where v is the velocity, e is the specific internal energy, p D p.T; V / is the pres-
sure, and q D ."=V /.vx jvx j/ is the von Neumann artificial viscosity. Assume
that the thermal conductivity is a function of temperature T and volume V such that
.T; V / D T ˛ a.V / with parameter ˛ > 1.
Boundary conditions are specified for the mechanical and thermodynamical quan-
tities. For example, conditions for the particle velocity v and energy flux Tx0 can be
specified at the left endpoint, while temperature T and pressure p can be set at the
right endpoint:
x D 0W v D v .t /;
Tx0 D Q.t /I
(7.24)
x D lW T D T .t /; p D p .t /:
7.3.2 Conservative finite difference scheme

Let us introduce a mesh with nodes ¹xm ºM
mD0 along the x-coordinate. The discretiza-
tion in time t is formed in the course of the solution, since the step size t nC1=2
is chosen depending on the solution at the nth temporal layer. The mesh nodes are
numbered with the indices nm , with the mechanical quantities, velocities vm n and dis-
n
placements xm , to be determined at these nodes. In addition, we introduce nodes with
half-integer indices, shifted by half-step in x xmC1=2 D 12 .xm C xmC1 /; t n , with the
n n
thermodynamic quantities, temperature TmC1=2 and volumeVmC1=2 , to be evaluated
at these nodes.
The boundary nodes are numbered depending on the calculation technique em-
ployed, in order to provide the required order of approximation. The body boundaries
are characterized by nodes with integer indices xm n , with m D 0 at the left boundary
and m D M at the right boundary. If thermodynamic variables are to be used apart

from mechanical quantities, the boundary is defined by nodes with a half-integer sub-
n , for example, vMn .
script M C1=2 C1=2
Denote the mesh step sizes by
1 1
xmC1=2 D .xm C xmC1 /; xm D .xmC1=2 C xm1=2 /:
2 2
Let us construct an implicit conservative scheme for the system of equations (7.23).
The equation of motion is approximated by
nC1 nC1
nC1 v n
vm m
.p C q/mC1=2 .p C q/m1=2
C D 0;
t xm (7.25)
nC1 n
xm xm vnC1 C vm
n
D m :
t 2
nC1
The specific volume VmC1=2 is determined from the compatibility equation as
nC1 n nC1 nC1

VmC1=2 VmC1=2 vmC1 vm
D 0: (7.26)
t xmC1=2
The energy equation in conservative form is

´ μ
.v nC1 /2 C .v nC1 /2 .v n /2 C .v n / 2
1 m mC1 m mC1
e nC1 C n
emC1=2 C
t mC1=2 4 4
1 ° ±
nC1 nC1 nC1 nC1
C .p C q/mC1 vmC1 .p C q/m1 vm1
xmC1=2
´ nC1 nC1 nC1 nC1 μ
1 TmC3=2 C TmC1=2 TmC1=2 C Tm1=2
D mC1 m
xmC1=2 xmC1 xm
.m D 1; : : : ; M 1/: (7.27)
Section 7.3 Propagation of coupled thermomechanical perturbations in gases 309
These equations should be supplemented with the expression of the von Neumann
viscosity qmC1=2 , pressure pm , and thermal conductivity m :
" ® ¯
qmC1=2 D .vmC1 vm / jvmC1 vm j .vmC1 vm /;
VmC1=2
(7.28)
xm1=2 pmC1=2 C xmC1=2 pm1=2
pm D .m D 0; 1; : : : ; M 1/:
xm1=2 C xmC1=2
The last formula
represents a linear interpolation with approximation error
O .xm /2 .
The resulting system of nonlinear equations (7.25)–(7.28) for determining the solu-
tion at the .nC1/st layer is solved by the modified Newton–Raphson method (see Sec-
tion 3.5). The values obtained at the i th iteration are labeled with the superscript .i/ :
n.i/
TmC1=2 etc. The iterative procedure converges to the values for the .n C 1/st later.
7.3.3 Non-divergence form of the energy equation. A completely

conservative scheme
The above conservative scheme for the total energy E D e C v2=2 turns out not to
provide a correct value of the internal energy e. A correct value of e can be obtained
from the non-divergence form the energy equation that involves e only:
e 0t C .p C q/u0x D .Tx0 /0x (7.29)
The non-divergence form (7.29) is simpler than the divergence form (7.23). Con-
sider the following approximation of the former:
nC1 n nC1 nC1
emC1=2 emC1=2 vmC1 vm
nC1
C .p C q/mC1=2
t xmC1=2
!
T nC1 TmnC1 nC1
TmnC1 Tm1
D mC1 mC1 m : (7.30)
.xmC1=2 /2 .xm1=2 /2
Equation (7.30) describes the internal energy increment correctly in contrast to the
divergence form, which only takes into account the change in the total energy E but
not the ratio between the interval and kinetic energies. Violation of this ratio can lead
to big trouble.
The problem arises as to how to construct a divergence finite difference scheme for
the energy equation that would describe the share between the internal and kinetic
energies.
Multiplying the difference equations in divergence form (7.25) by vm=2 and vmC1=2,
one arrives at the kinetic energy at nodes m and m C 1:
vmnC1 C v n v nC1 C v n nC1

.p C q/mC1=2 nC1
C .p C q/m1=2
m m m
D 0: (7.31)
4 t xm
From (7.31) one finds the kinetic energies at nodes m and m C 1. Subtracting these
energies from the total energy equation (7.27), one obtains the following finite differ-
ence approximation of equation (7.29):
n nC1 nC1
emC1=2 emC1=2 vmC1 vm
nC1 n
C .p C q/mC1=2 D t rmC1=2 : (7.32)
t xmC1=2
This expression differs from the non-divergence approximation (7.30) by the approx-
n
imation source term e D t 2 rmC1=2 with
nC1 nC1 /2 nC1 v n /2

n
.vmC1 vm .vm m
rmC1=2 D C : (7.33)
4 .t /2 4 .t /2
The first term in (7.33) characterizes the rate of deformation and the second term
characterizes the acceleration.
If the kinetic energy is rapidly converted into the internal energy at some points,
the source term can there be more than e e. Furthermore, due to approxima-
tion and computation errors, e can become negative, e < 0, which suggests that the
perturbation propagation speed c can become imaginary and so hyperbolic equations
can become elliptic, thus resulting in an ill-posed problem at those few points. The
ill-posedness will then spread to neighboring points, thus causing the ellipticity region
to expand and, eventually, resulting in an unstable solution (regardless of the thermal
conductivity).
Therefore, the sign of e must constantly be checked and, if necessary, the condition
e > 0 must be ensured by additional efforts (step size reduction, step size selection
during the iterations, etc.). In this case, the scheme will be completely conservative,
since it provides a sufficiently correct approximation for the total as well as internal
energy.
A sourceless approximation of equations (7.30) that satisfies the conditions of a
completely conservative scheme can be written as [154, 39]
nC1 n
emC1=2 emC1=2 1 v nC1 vmnC1
C nC1
.p C q/mC1=2 C .p C q/nmC1=2 mC1
t 2 x
nC1 nC1
1 v vm
nC1
C .p C q/mC1=2 .p C q/nmC1=2 mC1 D 0: (7.34)
2 x
The above implicit difference equations (7.25)–(7.34) subject to the boundary con-
ditions (7.24) are solved by the sweep method.
Section 7.4 The PIC method and its modifications for solid mechanics problems 311
7.4 The PIC method and its modifications for solid

mechanics problems
7.4.1 Disadvantages of Lagrangian and Eulerian meshes
The solution of continuum mechanics problems at large deformations by using clas-
sical approaches based on Eulerian or Lagrangian mesh (as described above) can be
associated with certain difficulties. With sufficiently coarse meshes, which are often
used in real computations, the computation becomes unfeasible starting from a certain
degree of deformation. On Lagrangian meshes with explicit schemes, this is due to
severe distortions of cells; in addition, the CFL stability condition results in serious
restrictions on the step size and the diameter of the base of the characteristic cone,
d ! 0, inscribed into the cell in the physical space xi : t dc ! 0. On Eulerian
meshes, as the medium moves relative the fixed mesh, it fills previously empty cells
and forms partially filled cells, so-called fractional cells, having most peculiar shapes;
the calculations of such cells is associated with certain difficulties and loss of accu-
racy. For this reason, one attempts to overcome these difficulties somehow by using
new, nonclassical approaches.
We dwell on two main approaches developed in continuum mechanics to solve
large deformation problems. The first approach is based on improved characterization
of motion of media on Eulerian meshes and is known as the particle-in-cell (or PIC)
method. The other approach is represented by adaptive moving mesh methods, where
the advantages of the Eulerian and Lagrangian approaches are combined to minimize
their disadvantages.
7.4.2 The particle-in-cell (PIC) method

The main idea of this method is to combine the continuum description of a me-
dium with its characterization as large ensemble of individual particles moving on
an Eulerian spatial mesh. Unlike such media as plasma or interstellar space, where
collisions between particles are rare and so collisionless models for many particles
can be used [136], liquids or solids, where the density of particles is incomparably
higher, such models are inapplicable. Due to continual collisions between neighbor-
ing molecules, the momentum and energy of individual particles are not conserved
being constantly redistributed among the neighbors, and hence the molecules in a
small volume can be treated as being in thermal equilibrium. These considerations
made it possible to develop a unified model that combines the description of the mo-
tion of individual particles with that of the continuum [136].
Let us first study the example of an ideal gas to illustrate how the PIC method
works. The laws of conservation of substance and momentum can be written in the
Eulerian coordinates as
@.nm/
C Div.mnv/ D 0;
@t (7.35)
@.nmv/
C Div.mnv ˝ v/ D grad p;
@t
where n.x; t / is the number of particles per unit volume at the point .x; y/, m is
the mass of a particle in a cell, v is the average velocity of particles in a cell (see
Figure 7.5), p is pressure, and v ˝ v is the dyadic product.
The ideal gas equation will be taken in the form p D const or
d
.p / D 0; (7.36)
dt
where d=dt is the total (Lagrangian) derivative. For further convenience, let us rep-
resent equation (7.36) as a conservation law in Eulerian form to obtain
@
.p / C Div.p v/ D 0: (7.37)
@t
For simplicity, the PIC method will be presented below for the two-dimensional
case; the generalization to the three-dimensional case is straightforward.
The spatial domain under study is covered by an Eulerian mesh. Each cell of the
mesh, referred to by the indices ij , is assumed to contain sufficiently many particles,
referred to by the number ˛ and coordinates .x˛n ; y˛n / at a time instant t n . As a particle
moves, its coordinates are determined from its velocity components:
dx˛ dy˛
D u˛ D v˛ (7.38)
dt dt
where .u; v/ are the velocity components, v D .u; v/.
Apart from coordinates, each particle is assigned with a mass m˛ and momentum
.m˛ un˛ ; m˛ v˛n / as well as an adiabatic invariant e˛n D .p /n˛ , which is related to
the equation of state of the particles. Thus, the vector of unknowns U that character-
izes the particle is a 6-vector:

Un˛ D x˛n ; y˛n ; m˛ ; m˛ un˛ ; m˛ v˛n ; e˛n ; 1 ˛ N:
Since particles within a cell experience a large number of collisions, there momenta
and invariants equalize in a short period of time and so can be determined as the
average values over all particles in the cell. Consequently, the introduction of the
particle density nij , gas density ij , momentum .v/ij , and adiabatic invariant eij in
cell ij is meaningful for a time instant t n . Essentially, it is assumed that a particle
reaches a thermodynamic equilibrium in time t . We will use the notation
n n
n x˛ y˛
˛ D ı Int i ı Int j ;
h h
where h is the Eulerian mesh step size, Int.z/ is the integer par of the argument z,
´
1 if k D m;
ı.k m/ D
0 if k ¤ m:
Then n˛ D 1 whenever the particle is inside the cell and n˛ D 0 if the particles is
outside the cell.
The average values in a cell can be written as
1 X n 1 X n 1 X n
nnij D ; n
ij D m˛ ; .v/nij D m˛ v˛n : (7.39)
h2 ˛ ˛ h2 ˛ ˛ h2 ˛ ˛
n
Then the cell pressure can be calculated as pij D .e /nij . The instantaneous par-
ticle velocity .u;
Q v/
Q in cell ij can be determined from the equations of motion (7.35),
where the divergence term is discarded and so mass transfer is not taken into account
(it will be included in the next computational stage):
nC1 t
uQ ij D unij n n
n .piC1;j pi1;j /;
2ij h
(7.40)
nC1 n t n n
vQ ij D vij n h .pi;j C1 pi;j 1 /;
2ij
where the temporal step t is chosen so as to satisfy the CFL condition.

In order to find the particle velocities vn D .un˛ ; v˛n / from .uQ n˛ ; vQ˛n /, the author
suggested a spatial interpolation algorithm based on four neighboring cells adjacent
to the node closest to particle ˛ (see Figure 7.5).
Vi, j + 1 Vi + 1, j + 1
ai, j + 1 ai + 1, j + 1
ai, j α ai + 1, j
Vi, j Vi + 1, j
Figure 7.5. Algorithm for determining the particle velocity from four neighboring cells.
To determine the velocity of particle ˛, one introduces a fictitious area (volume)

of the particle equal to that of the cell centered at this particle (Figure 7.5, shaded
square). This allows one to evaluate the weighting factors aij in (7.41), which are
taken equal to the areas associated with each of the four cells:

nC1 1
u˛ D 2 .au/ N iC1;j C .au/N iC1;j C1 C .au/
N i;j C1 C .au/N i;j ; (7.41)
h
where uN D 12 .uQ nC1 C un /.
From the velocities .u˛nC1 ; v˛nC1 / determined in (7.41) one find the new position of
the particle
x˛nC1 D x˛n C u˛nC1 t; y˛nC1 D y˛n C v˛nC1 t (7.42)
and determine the position of the cell ij to which particle ˛ moves. If the particle
gets into a fictitious cell, which is behind a rigid wall of the axis of rotation, then the
particle is mirror reflected.
A particle moving with the velocities v˛nC1 obtained carries the momentum .mv/˛nC1,
proportional to its mass, and adiabatic invariant e˛nC1 , which corresponds to the inte-
gration of the transfer equations, equations (7.35)–(7.37) with zero right-hand sides.
The temporal step is completed here, since the solution vector U has now been found.
The PIC method can be treated as a technique for splitting the conservation
laws (7.35) where the convective terms are dropped in the first stage. In the second
stage, the pressure gradient is omitted and the integration of the transfer equations is
replaced with displacement of individual particles, which realize transfer of mass m,
momentum mv, and adiabatic invariant e. Hence, the PIC method is equivalent to a
splitting method where each cell has a single particle, completely occupying the cell.
7.4.3 The method of coarse particles

Under the assumption that each cell contains only one particle, the PIC method co-
incides with the splitting of ideal gas equations in physical processes. The transport
of particles is replaced with the flow of a fluid across cell boundaries followed by the
calculation of the flow densities [11].
nC1 nC1
In the first stage, one calculates .uQ ij ; vQij / by formulas (7.40). In the second
stage, the fluid is assumed to transfer a quantity Q across cell boundaries by a mass
flow according to the conservation law
@Q
C Div.Qv/ D 0: (7.43)
@t
The mass flow across a face of cell .i C1=2; j / centered at node i; j in time t equals
8 nC1 nC1
ˆ
<ij uQ ij CuQ i C1;j y nC1 nC1
2 if uQ ij C uQ iC1;j > 0;
nC1
MiC1=2;j D nC1 nC1
(7.44)
:̂ u
Q ij Cu Q i C1;j nC1 nC1
iC1;j 2 y if uQ ij C uQ iC1;j < 0:
y j+1
5 6 uB 7
ρB νB ρC
B C
uC
νA
j 8
4 1 νC
uA
ρA A D ρD
2
3 9
j–1 i
i–1 i+1
Figure 7.6. Flow of a medium between neighboring cells.
Density comes from the cell that the medium flows out from (see Figure 7.6). The
nC1
change of Qij due to transfer by mass flow across all faces of the cell is calculated
as
nC1 nC1 n
Qij DQij Qij
t nC1 nC1 nC1 nC1
D QQ Mi1=2;j C QQ iC1;j MiC1=2;j (7.45)
ij xy i1;j
nC1 nC1

QQ i;j Q nC1 nC1
1 Mi;j 1=2 Qi;j C1 Mi;j C1=2 :
This formula corresponds to the evaluation of the divergence in equation (7.43) by

the natural approximation formula (7.3) for a fixed Eulerian cell. It follows from the
above algorithm that the mass, momentum, and adiabatic invariant e are conserved
for the whole body, which means that the scheme is conservative.
With the PIC method, it is fairly easy to visualize the motion of body boundaries
and contact interfaces between media with different densities at large displacements
and strains as well as the formation of eddies and other fine structures.
7.4.4 Limitations of the PIC method and its modifications

The PIC also has some disadvantages. It is quite demanding of computer power, since
a cell can contain a large number of particles. It also has high memory demands, as it
is required to store not only values of mesh functions but also all characteristics of the
particles. Furthermore, computational time increases considerably. If the number of
particles is relatively small, main physical quantities fluctuate as particles cross cell
boundaries, which is due to transfer discreteness. These fluctuations can give rise to
instability. A stability analysis of the PIC-method numerical scheme has shown that
the scheme is stable if the temporal step size t [90] satisfies the condition
t jvj
2 ; (7.46)
h jvj C ac 2
where a is a constant determined by the properties of the medium and c is the speed
of sound.
Numerical experiments result in the following estimate for the minimum number
of particles in a cell at which the fluctuation do not yet lead to instability:
ˇ ˇ
h ˇ @p ˇ
N 2 ˇˇ ˇˇ (7.47)
v @x
It follows from conditions (7.46)–(7.47) that
c2
N 1Ca : (7.48)
v2
The estimate
ˇ ˇ ˇ ˇ ˇ ˇ
ˇ @p ˇ ˇ @v ˇ ˇ v ˇ
ˇ ˇ D ˇ ˇ ˇ ˇ
ˇ @x ˇ ˇ @t ˇ ˇ t ˇ
has been used here.

It follows from (7.46)–(7.48) that as the medium velocity decreases, the step size t
required for stability decreases and the number of particles in a cell increases. There-
fore, if cells with small velocity arise in the solution domain, this increases demands
on the number of particles and the method becomes less efficient.
7.4.5 The combined flux and particle-in-cell (FPIC) method

In order to decrease the number of particles introduced and reduce the computation
time, a combined method was suggested in [40], based on a joint flux and particle-
in-cell approach (FPIC methods). It suggests that the flux method (coarse particle
method) should be used everywhere in the computational domain except for neighbor-
hoods of contact and free surfaces, where the PIC method should used. If a medium
flows into a cell containing a different material, then the two materials are represented
as particles. If a particle gets into a cell that already contains a larger, coarse parti-
cle and both particles are of the same material, the smaller particle is removed and its
mass and energy are added to the larger particle. If a particle gets into a cell containing
a different material, the cell material is represented by particles.
Although the hybrid method reduces the computation time, it weakens but does
not remove the flaws of the PIC approach, since the mass flow is discrete. At low
velocities, a huge number particles can be formed, with mass, momentum, and energy
fluctuating at contact and free boundaries due the discreetness of flow; however, as
mentioned in [40], these fluctuations are weaker than in the PIC method.
Section 7.5 Application of PIC-type methods to solving elastoviscoplastic problems 317
7.4.6 The method of markers and fluxes

For problems on interaction and mixing of several different media, it was suggested
in [68] to consider flows on an Eulerian mesh instead of studying the motion of La-
grangian particles, in order to completely suppress the oscillations at free surfaces or
material interfaces. The problem is integrated by the flux method (7.37) and the mo-
tion of boundaries is traced with special markers. The markers are massless particles
that do not possess any properties of the medium but have a velocity equal to average
velocity of the medium at the spatial points where the markers are located. Different
media have different kinds of markers. Theoretically, boundary markers must follow
the boundary and indicate its position in space. However, this correspondence may be
violated due to discreteness of the mesh. To remove the discrepancy, a periodic adjust-
ment procedure is used. Roughly speaking, the adjustment procedure suggests that if
the mass within an Eulerian cell near the boundary exceeds a certain threshold value,
M > M0 , but their is no marker associated with the cell, then the nearest marker is
dragged to the cell. If M < M0 and there is no marker, the mass M is returned to
the previous cell and the flux is set to zero. In the other cases, it is assumed that the
markers fully correspond to the motion of the medium and no adjustment procedure
is undertaken. Computations based on the flux method provide sufficiently smooth
flows of the medium at boundaries, thus reducing oscillations and making the solu-
tion more stable than in the particle methods. Markers allow one to trace boundaries
and remove nonphysical diffusion and mixing up of the medium components.
In all the methods outline above, the hydrodynamic equations are split as follows:
(i) the convective terms are dropped (Eulerian stage) and (ii) particulate flows or prop-
erty fluxes are considered (Lagrangian stage) that transfer mass, momentum, and en-
ergy.
Thus, although the PIC method and its modifications allows the analysis of large
deformations, it calls for further improvements and combination with other methods,
especially for subsonic flows. The adaptable mesh method can be used as one of
such methods; due to its generality, it can easily be combined with other numerical
methods.
7.5 Application of PIC-type methods to solving

elastoviscoplastic problems with complicated
constitutive equations
In order to extend the PIC method to solids, which are described by rheologic relations
involving not only pressure but also the total stress tensor and its material derivative
with respect to time, one has to modify the solution algorithm outlined above for ideal
gases.
The equations of motion become more complicated to include additionally the

stress deviator sij . Accordingly, it has an additional constitutive equation, which
cannot generally be written as a conservation law, since it represents a nonintegrable
differential relation between the stress rate deviator sPij , strain rate deviator Pij , and
p
large inelastic strain tensor ij .
Two types of constitutive relations must be distinguished. One type contains a
derivative of the stress deviator or stress tensor and applies to hypoelastic or more
complex media, which include hypoelasticity as a constituent element. The other type
represents hyperelastic relations, which a finite functional relations between the stress
tensor and finite strain tensor; it also applies to hyperelastoviscoplastic media, which
include hyperelasticity.
7.5.1 Hypoelastic medium

Consider hypoelastic or more complex media, which include hypoelasticity. The core
of the PIC method scheme can preserved in this case also. For simplicity, we consider
an isothermal deformation process with pressure p D p./. The conservation laws
can be written as
@.nm/
C Div.mnv/ D 0; (7.49)
@t
@.nmv/ @sij
C Div.mnv ˝ v/ D grad p C : (7.50)
@t @xj
Just as in the case of ideal gases, the equation for the spherical part of the stress
tensor can be represented in the differential form
d
p p./ D 0: (7.51)
dt
Equation (7.51) can be rewritten in the form of a conservation law in the same
manner equations (7.37).
A hypoelastoplastic material can be characterized with the following constitutive
equations for the stress deviator sij [137, 56]:
Dsij dsij
D C ik skj C ski j k
Dt dt
2 dƒ
D .vi;j C vj;i / Div vıij C sij ; (7.52)
ˇ 3 dt
dsij dsij ˇˇ @sij
D ˇ C vi ;
dt dt xDconst @xj
where the second term in the last equation in (7.52) is due to convection.
Form (7.51)–(7.52) we find the relation between the elastic constants and func-
tion p./:
ˇ
dp ˇˇ 2 C 3
D D K;
dt ˇD0 3
where and are the elastic constants and K is the bulk modulus.
In the predictor step, the convective terms are excluded from equations (7.49)–
(7.52). To determine the intermediate velocity components .uQ ˛nC1 ; vQ˛nC1 / and inter-
nC1
mediate stress deviator components sQij , we can use, for example, the explicit Lax
scheme to obtain
nC1 t
uQ ij D unij n n
n h .piC1;j pi1;j /
2ij

C .s11 /niC1;j .s11 /ni1;j C .s12 /ni;j C1 .s12 /ni;j 1 ;
nC1 n t
n n

vQ ij D vij n pi;j C1 pi;j 1
2ij h

C .s11 /ni;j C1 .s11 /ni;j 1 C .s12 /niC1;j .s12 /ni1;j ; (7.53)
nC1
.Qs11 /ij D .Qs11 1k sk1 sk1 1k /nij

@u n 2 @u @v n
C 2 C ;
@x1 ij 3 @x1 @x2 ij
nC1
.Qs22 /ij D ;
nC1
.Qs12 /ij D
with the nonzero spin tensor components, describing rigid rotation of particles,

1 @u @v n .u/ni;j C1 .u/ni;j 1 .v/niC1;j .v/ni1;j
.12 /nij D D :
2 @x2 @x1 ij 2h 2h
The subsequent integration steps are the same as in Section 7.4. First, one performs
the interpolation (see Figure 7.5) and determines the velocity components of parti-
cle ˛. Then one finds the new position of the particles and calculates the momentum
mQv, invariant D p p./, and stress deviator sQij at this point. This completes the
step with respect to t .
7.5.2 Hypoelastoplastic medium

The integration of the constitutive equation (7.52) in the predictor step is the same as
in the algorithm for hypoelastic media. The corrector step splits into two substeps. In
the first substep, one solves a stress relaxation problem for sQij at zero total strain rates,
"Pij D 0; the resulting stress deviator sQij is adjusted using the correction procedure
ep
described in Section 6.2.2. In the second substep, the value of sQij , together with mQv
and D p p./, is transferred to the new position.
It is convenient to single out as a separate step the calculations of the correction
for sij due to rigid rotation of the particle. In the plane case, the spin tensor ij has
only one nonzero component, 12 , which determines the angle of rotation ! of the
particle:
sin 2! D 12
Furthermore, at large deformations, it is necessary to take into account the terms

that cause the stress tensor to change due to rigid rotation of the particle.
The rigid rotation correction can be taken into account in two ways: (i) based on
the form of covariant differentiation of the stress tensor in the “frozen” basis (see
Section 1.1 and [157, 134]) to obtain derivatives like the Jaumann derivative or (ii)
based on physical considerations, by analyzing rotation of a cell through an angle !
and recalculating the stress tensor in the rotated axes; in the two-dimensional case,
the recalculation formulas are
n C sn
s11 22 s n s22n
n
sN11 D C 11 n
cos.2!/ C s12 sin.2!/;
2 2
n s n s22
n s n s22n
n
sN22 D 11 11 cos.2!/ s12 sin.2!/;
2 2
s n s22n
n
sN12 n
D s12 cos.2!/ 11 sin.2!/:
2
n are
The rotation corrections ıij
n sn
s11
n n n 22 n n
ı11 D sN11 s11 D cos.2! 1/ s12 sin.2!/ D ı22 ;
2 (7.54)
s n s22
n
n
ı12 n
D sN12 n
s12 n
D s12 cos.2! 1/ 11 sin.2!/:
2
The rotation angle in time t is calculated from the angular velocity determined
P with the only nonzero component
by , P 12 D 1 .u;2 v;1 / in the two-dimensional
2
case:

t @u @v
sin.!/ D :
2 @x2 @x1
Since the angle ! remains small over time t , we have sin.2!/ 2 sin.!/ D
t .u;2 v;1 /.
Formulas (7.54) can also be simplified by dropping the quantities of the order
of O.! 2 /. Then .cos.2!/ 1/ O.! 2 /, and hence
nC1=2
nC1 n 1 V n u v nC1=2
s11 D s11 C 2 "11 C s12 t ;
3 V x2 x1
nC1=2
nC1 n 1 V n u v nC1=2
s12 D s12 C 2 "12 s12 t :
3 V x2 x1
(7.55)
n calculated following the second approach coincide with
The rotation corrections ıij
those obtained in Section 7.4 from the expression of the Jaumann objective derivative.
7.5.3 Splitting for a hyperelastoplastic medium

A hypoelastic medium is known to be described by nonintegrable differential rela-
tions, that is, incremental relations between the objective stress rate and objective
strain rate in the form (7.52), is not elastic in the strict sense, since it deforms in an
irreversible manner and, the more so, the energy accumulated is not potential (see
Section 1.12).
For a hypoelastic solid, deformations are only reversible in the small. At large
strains, deformations are irreversible and hysteresis losses arise, which means that
the medium is dissipative [137]. If it is required to describe a medium with large
reversible deformations (e.g., rubber-like and other organic materials), one has to use
a hyperelastic model. This also holds true for complex models where a hypoelastic
body is a constituent element.
The equations of a hyperelastoplastic model at large deformations can be found
in Section 1.12; it was mentioned there that the spatial formulation of the constitu-
tive equations is most computationally suitable, the same that was used above when
considering the hypoelastoplastic model. It therefore suffices to consider only the in-
tegration of the hyperelastoplastic constitutive equations and related changes in the
algorithm. The other equations are integrated in exactly the same way as those of the
hypoelastic model.
For a hyperelastoplastic material, the predictor step involves the integration of equa-
tions written in the of finite functional relations between the Almansi finite strain ten-
sor Aij and Cauchy stress tensor ij , which significantly simplifies the computation
algorithm for Q ij . The corrector step also simplifies due to the fact that the integra-
tion is performed at zero total strain rate and so the objective derivatives coincide
with material ones. The objectivity principle is satisfied identically by the constitutive
model.
There are difficulties remaining, related to the multiplicative decomposition of the
displacement gradient tensor F into an elastic and a plastic component.
It follows from the aforesaid that the simplifications listed above are not related
to the numerical method employed (in particular, the PIC method) but stem from the
splitting of the hyperelastoplastic equations and, hence, hold for any formulation of
the conservation laws, both dynamic and static.
The algorithm outlined above is described below in detail with a rigorous proof of
the statements used.
Let us adopt the additivity hypothesis for the elastic and plastic strains:
L D Le C Lp : (7.56)
where L D FFP 1 is the total strain rate tensor, F is the displacement gradient tensor,
P
and L D EE1 and Lp are the elastic and plastic strain rate tensors resulting from
e
the hypothesis of multiplicative decomposition of the displacement gradient tensor,

F D EP.
Suppose Lp satisfies the associated plastic flow rule under the assumption of the
von Mises yield criterion. Then
D p dƒ
Lp D A D s;
Dt dt
where Ap is the plastic part of the Almansi strain tensor (see Section 1.9).
Let us take the corotational (Jaumann) derivative to be the objective derivative of
the plastic strain tensor:
DAp d p P 1 ;
D A C Ap LR C LTR Ap ; LR D RR F D RU
Dt dt
P is its
where U is the right stretch tensor, R is the orthogonal rotation tensor, and R
material derivative. The tensor F D @x=@x0 is determined from the velocity field by
integrating the equation
dxi x nC1 xin nC1=2
D i D vi :
dt t
The Almansi tensor is then found as
1
AnC1 D .I FT F1 /nC1 :
2
P 1 D 0, we have P
Predictor. Let us split equation (7.56). By setting Lp D PP P D 0,
and hence P nC1 n
D P . Consequently,
FnC1 D EnC1 PnC1 ; EnC1 D FnC1 .Pn /1
1 1
.Ae /nC1 D .I ET E1 /nC1 D I .Pn /T .FnC1 /T .FnC1 /.Pn / :
2 2
The tensor FnC1 is determined by solving the elastic problem by one of the available
methods using an explicit scheme, while the stress Q is found from the hyperelastic
law N̂ nC1
nC1 @
.Q / D : (7.57)
@Ae
Corrector. Let us prove that

D d
(7.58)
Dt dt
in the corrector step. For a hyperelastic material, one should correct the stresses cal-
culated from the hyperelastic relations (7.57).
P 1 D 0. It follows that
In the splitting, we have L D FF
FP D 0; P C RU
RU P D 0; P 1 C RUU
RR P 1 R1 D 0; (7.59)
where R is an orthogonal tensor and U is a symmetric tensor.

Let us prove that LR D 0 and D=Dt d=dt .
From (7.59) it follows that LR D RRP 1 D 0, since LR is skew-symmetric. We
have
P 1 /T D RT R
LTR D .RR P T D R.R1 /P D RR1 RR
P 1 D RR
P 1 :
P 1 is symmetric, since U D UT and U1 D UT . We have

The tensor UU
P 1 /P D UT U
.UU P T D U1 U P 1 :
P D UU
P and U1 commute is easy to prove by differentiating the identity

The fact that U
1
.UU /P D 0:
U1 U P 1 D 0
P UU
Then it follows from equation (7.59) that the symmetric tensor is equal to the skew-
symmetric tensor, and hence
P 1 D 0:
LR D RR
Further, we have
D d d 2 ˆ d Ae d 2ˆ d 2ˆ d 2 ˆ dƒ
D D 2
D 2
Le D 2
Lp D :
Dt dt e
D.A / dt D.A /e e
D.A / D.Ae /2 dt
(7.60)
Since relation (1.105) holds for a hyperelastic body,
@ˆ1 . /
Ae D ;
@
the right-hand side of equation (7.60) is a function of the stress tensor alone. Con-
sequently, in general, the relation characterizes stress relaxation of a medium with a
nonlinear elastic modulus .
O /:
@2 ˆ
.Ae / D D .
O /:
.@Ae /2
For a uniaxial stress state, equation (7.60) can be integrated in analytical form as
easily as in Section 6.4 (a hypoelastic body with constant modulus ):
d
D .
O /:
dƒ
In the general case of a complex stress-strain state, the system of relaxation equa-
tions (7.60) does not now split and one has to solve a coupled system of nonlinear
tensor equations together with the equations for the internal variables
i :
8
ˆ
ˆ dij d 2ˆ
ˆ
< dƒ D .d Ae /2 ij D ij kl kl ;
ij (7.61)
ˆ
ˆ d
i
:̂ D fi .
i ; ij /:
dƒ
Even in linearized form, system (7.61) is quite cumbersome for closed-form solu-
tion in a step. Therefore, the system is easier to integrate numerically by the locally
implicit scheme
8 nC1
ˆ
ˆ ij ijn
ˆ
< nC1
D ij kl .ijn /kl ;
ƒ
nC1
ˆ
ˆ
i
ni @fi n nC1 @fi n nC1
:̂ D kl C
k
ƒ @kl @
k
and find ƒ in each step by an iterative method from the solution of (7.61) together
with the yield criterion.
An alternative way of solving (7.61) suggests that ƒ should first be eliminated
from the yield criterion and associated flow rule.
7.6 Optimization of moving one-dimensional meshes

In many continuum mechanics problems, the use of uniform Eulerian or Lagrangian
meshes turns out to be insufficient for the reasons mentioned above. It becomes nec-
essary to use nonuniform moving meshes adaptable to the problem solution. For ex-
ample, condensing meshes in the regions where solutions change rapidly near moving
quasi-discontinuities can be used to obtain sufficiently accurate solutions with rela-
tively few computation points. Such meshes are also necessary in large deformation
analyses. Some restrictions can be applied to the meshes; for example, mesh defor-
mation can be limited, since too large deformation leads to a decrease in the allowed
temporal step size. Due to approximation errors, coarse meshes are susceptible to the
effect of cell eversion, where the Jacobian first becomes zero and then negative. In
most cases, the researcher does not have a priori information where the mesh should
be changes; this depends on the solution behavior, which is unknown in advance. For
this reason, constructing a mesh and finding a solution become coupled problems.
Section 7.6 Optimization of moving one-dimensional meshes 325
7.6.1 Optimal mesh for a given function

To begin with, consider a simple uncoupled problem for constructing an optimal
nonuniform mesh for a function T D T .x/ defined on an interval.
Suppose there are no specific conditions imposed on the function and, instead, it
is only known to be n C 1 times differentiable. Then, for a given number of nodes,
an optimal mesh is understood as a (nonuniform) mesh for which the interpolation
error, or the norm of the remainder term of the interpolating polynomial on an interval
Œ0; X0 , is minimum.
Constructing an optimal mesh is reduced to solving the well-known Chebyshev
problem of finding the minimax
² ˇN ˇ³
ˇY ˇ
min max ˇ .x xi /ˇˇ
ˇ
x0 ;:::;xN 0xXN
iD0
to determine a polynomial of degree N , with the leading coefficient equal to 1, least

deviating from zero on the interval Œ0; XN , with x0 D 0 and xN D X D 0. Cheby-
shev’s mesh is .4=e/N times more beneficial as compared with the uniform mesh. In
addition, Chebyshev’s mesh has been proved to be least sensitive to perturbations of
node positions .
If the function T D T .x/ possesses a certain property, the problem of constructing,
in a physical space, an optimal mesh can be formulated as a variational problem of
finding a function x D x./ that maps the physical space into the computation one,
takes the interval 0 x 1 of the physical space into itself, 0 1, and
minimizes the functional Z 1
I D W .T .//J 2 d ; (7.62)
0
which depends on the norm of the function W .z/ characterizing the required prop-
erty of the mesh, with J D @.x; t /=@.; / denoting the Jacobian determinant of the
transformation of the physical space into the computational one.
For example, the minimization of the gradient of T .x/ can be written as
Z 1
min I D min max kgrad T .x.//k J 2 d : (7.63)
x./ x./ 0
It is noteworthy that the function W .z/ must meet appropriate smoothness and dif-
ferentiability conditions required for a solution to exist. For more details on the math-
ematical issues of optimization, see [77].
The problem can be formulated as follows: find an optimal discretization h.xi / of
the interval Œ0; 1 that minimizes the error of a given (e.g., piecewise linear) approxi-
mation Th .x/ in the sense of a certain norm. In other words, it is required to find a set
h.xi / that minimizes a functional dependent on the norm kT .x/ Th .x/k:
min I D min kT .x/ Th .x/kHh ; (7.64)
h.xi / h.xi /
where the function h.xi / is defined on a discrete set of numbers xi (i D 0; 1; : : : ; N )

from the interval Œ0; 1 . The function h.xi / associates with each xi an interval of
length hi D xi xi1 . The piecewise approximation Th .x; h.xi // depends on h.xi /.
This problem is more convenient to reformulate as a variational problem of min-
imizing a functional dependent on a continuously differentiable function x D x./
and solve using the well-known methods of variational calculus. For example, we
take x D x./ to be a function that maps the interval Œ0; 1 into itself and the nonuni-
form discretization h.xi / into a uniform one in the space of .
This property is preserved on the uniform mesh , and hence d T =d must be close
to a minimum constant value on the entire interval. Then, to condition (7.64) in the
physical space x there corresponds the condition
Z 1
min I D min kT .x.//kC d (7.65)
x./ x./ 0
in the computational space . This means that the norm of the composite function
T .x.// must be minimum with respect to on the entire interval Œ0; 1 . The function
F .x; x .// in the functional (7.65) will depend on the unknown function x./ and
its derivative x ./, since
dT d T dx
T D D :
d dx d
Hence, relation (7.65) represents a classical variational problem.
7.6.2 Optimal mesh for solving an initial-boundary value problem

Now let us consider a more complex problem of construction an optimal mesh where
the function T D T .x; t / is unknown in advance and obtained as a solution to an
initial-boundary value problem. It is required to find T .x; t / and, simultaneously,
an optimal mesh for integrating the function. This problem can be reduced to the
previous one by using an iterative procedure. A first approximation can be obtained by
solving the boundary value problem on a uniform mesh in the physical space. Using
the resulting solution T D T .x; t /, one finds x D x./ by minimizing a suitable
functional of the form (7.65). Once this has been done, one solves the minimization
boundary value problem again in the computational space on a uniform mesh to
obtain a new T D T ./, which is equivalent to finding T D T .x/ on a nonuniform
mesh, and so on until a required accuracy of the solution is reached.
Since the solution to the boundary value problem it is assumed to be rapidly chang-
ing, the mesh will change fairly rapidly as well. Consequently, the minimization of
the functional (7.65) in actual analyses may lead to sharp changes of the mesh in both
space and time. This may result in an unstable solution. To smooth out mesh conden-
sations, one inserts additional weighted terms in the functional and tries to achieve
stability by choosing suitable weights.
7.6.3 Mesh optimization in several parameters

Let us represent the total functional as the sum of three terms with weighting coeffi-
cients i :
I D 1 I1 C 2 I2 C 3 I3 : (7.66)
The first term in (7.66) equals
Z 1
I1 D W .grad T /J 2 d ;
0
where W .f / stands for a norm of the function f , for example, W .grad T / D

max jgrad T j, and J is the Jacobian determinant of the transformation from the phys-
ical space .x; t / to the computational space .; /. The Jacobian determines the cell
area ratio before and after the transformation and so is a condensation characteristic
of the mesh. In the case of one spatial coordinate, the transformation and its Jacobian
are expressed as
´ " @x @x #
x D x.; /; @.x; t / @ @ @x
J D D det @t @t D : (7.67)
t D ; @.; / @
@ @
The minimization of the first term in (7.66) is responsible for mesh condensation
in the regions of rapid variation of the solution T .x/ in much the same way as the
functional (7.65) was minimized in the simple problem.
The second term in (7.66),
Z 1
I2 D J2 d
0
determines the nonuniformity of the mesh. The minimization of I2 make the mesh
uniform. Therefore, one can control the rate of mesh condensation across space
through the choice of 1 and 2 . Since it is assumed that the desired function has
regions of rapid change, the function x D x./ will also change sharply in time. The
functional I2 is introduced in order to make the mesh adapt more smoothly in time.
Through the choice of the coefficient 3 of the third term
Z 1
I3 D .J nC1 J n /2 d ;
0
one can control the rate of mesh condensation in time between the nth and .n C 1/st
temporal layers.
The integrand in the first term of the functional (7.66) depends on both the function
x D x./, which is varied, and its derivative x , while that in the second and third
terms depends only on x . Hence, the minimization of the functional represents a
classical problem of variational calculus.
The Euler equation for the functional with integrand F .x; x / is

@F @ @F
D 0:
@x @ @x
Minimizing (7.66) with the above expressions of Ii (i D 1; 2; 3) yields the equation
2
nC1 J @W nC1 n
x .1 C 2 C 3 / C 1 3 x D0 (7.68)
2W @x
for x D x.; t / subject to the boundary conditions
x.0/ D 0; x.1/ D 1;
arising from the condition that the interval must map into itself.
Let us write out equation (7.68) for the .n C 1/st layer. The second term in (7.68)
depends on x and x, while the third term is a known function of , taken from nth
temporal layer. Time appears in the equation as a parameter and there is no differen-
tiation with respect to t .
The two-point problem (7.68) on a layer will be solved using the iterative procedure
kC1
x D ˆ.xk ; x k ; /:
The initial approximation x 0 ./ D x n ./ is taken from the previous layer. For each it-
eration, the problem is solved with the sweep method. The iterative process is stopped
as soon as a required accuracy " is achieved:
max jxjkC1 sjk j < ":

j
In case the gradient of T .x/ is large, smoothing of the functional may not suffice
for the problem to be well-conditioned and then one has to smooth the function W
over three neighboring points in order to ensure that the mesh adapts more gradually:
Wj 1 C 2Wj C Wj C1
WNj D : (7.69)
4
It is clear the above mesh optimization algorithm (7.66)–(7.68), which minimizes
the functional I , can also be extended to the cases of non-one-dimensional spatial
meshes.
7.6.4 Heat propagation from a combustion source

As an example, consider the problem on heat propagation through a bar from a com-
bustion source

@T @ @T
D k.T / C f .T /; where f .T / D ˛T ˇ ; (7.70)
@t @x @x
with thermally insulated ends, T .0; t / D T .; t / D 0, and the initial temperature

distribution T .0; x/ D sin.n. x//.
At ˇ D 5 or more, the solution changes quite rapidly and so a uniform mesh
requires too many nodes. Let us apply the transformation x D x.; / to (7.70) to
obtain

@T @T @ k.T / @T @x
VJ D J C f .T /; where V D : (7.71)
@ @ @ J @ @t
We approximate this equation using the following implicit scheme with a four-node
stencil:
TjnC1 Tjn TjnC1

C1=2
Tjn1=2 x
.Jjn /1

nC1 nC1 nC1 !
1 Kj C1=2 Tj C1=2 Tj KjnC1 T nC1 TjnC1
1=2 j 1=2
D nC1
nC1
Jj C1=2 Jj 1=2 (7.72)
nC1=2 nC1=2
C fj C1=2 Jj C1=2 :
We solve the problem iteratively. An initial approximation T D T .x; t / can be found

by solving (7.70) on a uniform mesh by the scheme (7.72) with the sweep method.
Once the initial T .x; t / has been found, we calculate @T =@x to obtain W .x/ and then
solve equation (7.68).
A final value of T D T .; t / is found by solving (7.72). The function T D T .x/ is
obtained from the parametric representation by eliminating :
T D T .; /; x D x.; /:
It is noteworthy that, as one can see from the above analysis, the construction of
adaptive meshes is a fairly costly procedure even in a one-dimensional problem. For
this reason, it is beneficial to take advantage, wherever possible, of any available a
priori information on the solution behavior to construct an initial nonuniform mesh
and condense it in the regions where the solution is expected to change rapidly. Such
information can be available in advance for many classes of problems. For example,
if there is a small parameter multiplying the highest-order operator with respect to
the spatial derivatives, the region of rapid change lies near the boundary of the body
and represents, for example, a boundary layer in gas dynamics or an edge effect in
shell theory, plastic strain localization strips or stress concentrators in elasticity, shock
waves in condensed media, and other phenomena.
A mesh refinement method is often used, where the initially uniform mesh is re-
fined, as the problem is solved in a region of rapid change (e.g., near a shock wave),
and interpolation formulas are used to calculate the solution in a refined cell. This
technique does not require an optimization but calls for dynamically expanding ar-
ray while coding. Although this method is less accurate than the method of adaptive
meshes, it has become widespread due to its simplicity and cheapness in solving prob-
lems with finite difference and finite element methods.
7.7 Adaptive 2D/3D meshes for finite deformation

problems
7.7.1 Methods for reorganization of a Lagrangian mesh
The solution of large deformation problems on Lagrangian meshes may result in con-
siderable distortions of cells, which complicate the subsequent computations or even
make them impossible. To remove this drawback of Lagrangian meshes, one has to
either abandon using them or reorganize them periodically during the computation to
make new, more regular meshes close, as much as possible, to uniform orthogonal
ones. In the latter case, computational cells will change, thus requiring a recalculation
of not only the new nodes but also all computational fields in terms of the new nodes.
Such recalculations should be carried out after a certain number of temporal steps
whenever a cell exceeds a threshold, unallowed deformation determined from the dis-
tortion of the angle between sides of the cell. The field variables, defined on the old
mesh, must then be recalculated to the new mesh using interpolation formulas and
the computation based on the preceding algorithm should be continued. Figure 7.7
illustrates the distortion of a square mesh caused by the displacement of a node O to
a new position O1 .
A B C
III II
O s2
s3
s5 s4 s1
H D
O
s6
IV I
G F E
Figure 7.7. Illustration of the reorganization algorithm for a Lagrangian mesh.
The areas of the new cells are recalculated through those of the old cells using
obvious geometric constructions. For example, the area of a new cell SN1 is calculated
as
SN1 D S1 C S1 C S3 C S4 C S6 :

Section 7.7 Adaptive 2D/3D meshes for finite deformation problems 331
The mass MN 1 within the new cell is determined in terms of the old values Si and i
as
MN 1 D M1 C 2 S1 C 3 .S3 C S4 / C 4 S6 :
The new value of a field variable, UN 1 , in cell I (Figure 7.7) is expressed through the
old values Ui using an interpolation formula with coefficients equal to the respective
mass shares ˛i of Ui :
UN 1 D U1 C ˛1 U2 C .˛3 C ˛4 /U3 C ˛6 U4
with
k Si Mi
˛i D D :
MN i MN i
Reorganization algorithms are fairly simple in principle. However, their computer
implementation is not as simple due to the fact that in actual computations, unforeseen
situations may arise, where visualization of the old mesh and potential reorganized
meshes is desirable in order to choose a suitable new mesh.
7.7.2 Description of motion in an arbitrary moving

coordinate system
In the case of large deformations, a mesh can be reorganized, as already mentioned
above, using adaptive meshes, which adjust themselves to the solution and rely on
moving coordinates. To this end, one should rewrite all equations in terms of moving
coordinates i (i D 1; 2; 3) defined by a law of motion with respect to the fixed
reference frame x k as
x k D x k .i ; t /; i 2 VN ; t 0; (7.73)
where VN is the domain of variation of the moving coordinates.

The motion of material particles in the moving reference frame will be described
by the equations
i D i . k ; t /; (7.74)
where k are Lagrangian coordinates of a particle.
The motion of a particle k in the original reference frame is then defined para-
metrically and obtained by solving (7.74) for k D k .i ; t /. It is clear that i D i
corresponds to the Lagrangian description, as follows from (7.73), and i D x i cor-
responds to the Eulerian description, as follows from (7.74).
Conservation equations can be represented in either the original basis vectors ek or
moving basis vectors eQ k . The latter turns out to be preferable in many cases, since the
equations preserve their tensorial structure, thus allowing one to perform splitting in
directions or physical processes more adequately. The two sets of basis vectors are
related by
@x k
eQ i D ek :
@i
The velocity of a material particle in the moving basis is expressed as
ˇ
k k @k @x i ˇˇ
v D vQ eQ k ; vQ D ; vQ k D .Fik /1 v i ; (7.75)
@x i @t ˇi
while the velocity of a node of the moving mesh is

ˇ
k k @k @x i ˇˇ
w D wQ eQ k ; wQ D ; wQ k D .Fik /1 w i ; (7.76)
@x i @t ˇi
with
ˇ ˇ
i @x i ˇˇ i@x i ˇˇ
v D ; w D ;
@t ˇi @t ˇi
where Fik D @x k=@i is the displacement gradient tensor in the moving frame; it
characterizes the deformation of the mesh.
The above relation allow us find the relationship between the material time deriva-
tive and the time derivative in the moving frame:
ˇ ˇ
@ui ˇˇ @ui ˇˇ k k @u
i
D C .v w / : (7.77)
@t ˇi @t ˇi @x k
By changing in (7.77) to the velocity components vQ i in the basis eQ k , one obtains

ˇ ˇ
@ui ˇˇ @ui ˇˇ @ui
ˇ D ˇ C vQ rk k ; (7.78)
@t i @t i @
where vQ rk D vQ k wQ k is the velocity of a particle in the moving frame.

Formula (7.78) generalizes the relation between the material and Eulerian time
derivatives. It follows from (7.78) that the derivative of an integral over a moving
volume in the reference frame i is given by
Z Z ˇ Z
d @F ˇˇ
F.; t / d V D ˇ d V C .F ˝ vr /n dS;
dt V V @t S
which is a generalization of formula (1.17).

Section 7.7 Adaptive 2D/3D meshes for finite deformation problems 333
Conservation laws in the moving coordinates i are written as

Z Z Z
@
F.; t / d V C .FQ ˝ vr A/n dS D f d V; (7.79)
V @t S V
where FQ is a vector and A is a tensor (see Section 1.2). This formula generalizes
the representation of a conservation law (1.17) to an arbitrary moving coordinate
system i .
In the domains of smoothness of solutions, it follows from (7.79) that the differen-
tial conservation laws for mass, momentum, and energy are expressed as
ˇ
@./ ˇˇ @
ˇ C k .vQ k wQ k / D 0;
@t k @
@ ˇ @
ˇ
.vQ k wQ k / ˇ k C k .vQ i wQ i /.vQ k wQ k / C Q ik
@t @

D kj .vQ j wQ j /.vQ k wQ k / C Q j k C f i ;
i
ˇ
@.E/ ˇˇ @
ˇ C k E.vQ k wQ k / C Q j k gQj n vQ n gQ k n rn T D .fQk vQ k C r/;
@t k @
(7.80)
where D det.@x k =@i /, E D U C 12 v 2 is the total energy per unit mass, gQj n is
the metric tensor, rn T is the covariant derivative of temperature T , r is the bulk heat
source term, and fQk is the bulk force.
The constitutive equations of an elastoplastic medium in tensor form can easily be
rewritten in componentwise notation in an arbitrary curvilinear coordinate system as
Ds ˛ˇ
D .r ˛ v ˇ C r ˇ v ˛ / C ƒs ˛ˇ : (7.81)
Dt
7.7.3 Adaptive meshes

The moving coordinates are chosen so that the mesh combines the advantages of a
Lagrangian mesh when describing boundaries and remains as close as possible to
the original mesh inside the body to ensure that the mesh’s deformation and devia-
tion from orthogonality are small. These requirement can be met by formulating the
problem of determining the transformation xi D xi .k / as a variational problem of
minimizing a functional dependent on the measures
3
X
H1 D .vi wi /2 ;
iD1
H2 D jgrad 1 .xi /j C jgrad 2 .xi /j; H3 D .grad 1 grad 2 /2
for a given normal component of the vector w,
wn D w n D w.; t /; 2 ;
at the boundary of the domain . The first measure, H1 , characterizes the deviation
of the mesh from a Lagrangian one, the second measure, H2 , is the dimension of the
mesh, and the third measure, H3 , characterizes the mesh’s orthogonality. The last two
characteristics can be replaced with similar measures for the velocity field:
HQ 2 D jgrad w1 .xi /j C jgrad w2 .xi /j; HQ 3 D .grad w1 grad w2 /2 :
A functional dependent of the listed measures and, possibly, the solution itself has
the form
Z
ˆ.i / D '.H1 ; H2 ; H3 ; u/ dx1 dx2 dt
Z (7.82)
D 1 '.H1 ; H2 ; H3 ; u/ d1 d2 dt;
h
where is the Jacobian of the transformation, D @.x1 ; x2 /=@.1 ; 2 /.

Furthermore, additional conditions can be imposed on i in the form equalities or
inequalities such as, for example, convexity conditions for the polygons forming the
mesh cells [77] and others. In this case, conditional minimization must be carried out
using the method of Lagrange multipliers.
Often, it is convenient to be able to control different properties of meshes separately
by representing the functional in the form of several weighted additive terms:
ˆ.H1 ; H2 ; H3 ; u/ D ˛1 ˆ1 .H1 / C ˛2 ˆ2 .H2 / C ˛3 ˆ3 .H3 /:
The weighting coefficients ˛i are chosen so as to ensure the dominance of one or

another property of the mesh.
For example, the functional ˆ in the two-dimensional case has the form
“
0
ˆ1 D .v w 0 /2 C .v 2 w 2 /2 1 d1 d2 ;

“ 2 2 2 2
@w 1 @w 1 @w 2 @w 2
ˆ2 D C C C 1 d1 d2 ;
@1 @2 @1 @2
“ 2
@w 1 @w 2 @w 1 @w 2
ˆ3 D C 1 d1 d2
@1 @1 @2 @2
with the condition that the normal component of the nodal velocity vr equals the
velocity of particles,
vr n D 0;
at the boundary of the domain .

Section 7.8 Unsteady elastoviscoplastic problems on moving adaptive meshes 335
Determining an optimal mesh through the variational principle is a costly task com-
mensurable in complexity with the solution of the original problem. Therefore, it
should only be undertaken in full in the cases where simpler approaches fail. For ex-
ample, one may want to perform the optimization in only one coordinate, 1 , in which
the solution changes faster, and use a priori information about the solution behavior
in the other coordinate, 2 ; see [185].
7.8 Unsteady elastoviscoplastic problems on moving

adaptive meshes
The presentation of this section follows the study by Zapparov and Kukudzhanov
(1986) [185].
7.8.1 Algorithms for constructing moving meshes

The system of dynamic equations for continuous media in two-dimensional spatial
problems (plane and axisymmetric) can be represented in a moving reference frame
as ˇ
@U ˇˇ @U @U @U
ˇ C .v i w i / i C A 1 C B 2 C F D 0: (7.83)
@t k @x @x @x
In the axisymmetric case, we have
x 1 D r.1 ; 2 ; t /; x 2 D z.1 ; 2 ; t /
and
v 1 D vr ; v 2 D vz ; U D .vr ; vz ; r ; z ; ; r z /;
where A.U; x i / and B.U; x i / are square matrices, F.U; x i / is a vector, and w i are
the nodal velocity components of the moving coordinate frame k . m ; t /.
Differentiating x i D x i .k ; t / as a composite function with k D k . m ; t /, we
get ˇ ˇ ˇ
@x i ˇˇ @x i ˇˇ @x i @k ˇˇ
D C : (7.84)
@t ˇ m @t ˇ k @k @t ˇ m
Relation (7.84) allows one to address different variants of moving coordinates.
Euler–Lagrange coordinates 1 D x 1 , 2 D 2 (the first coordinate is fixed and the
second one moves together with medium particles):
ˇ ˇ ˇ ˇ
@U ˇˇ @U ˇˇ 1 @U ˇ
ˇ @U @x2 ˇˇ
D Cv C
@t ˇ m @t ˇ k @x 2 ˇ 1 @x 2 @1 ˇ 2
with
ˇ
@x2 ˇ
1
w D 0; 2
w Dv 2
v 1 1 ˇˇ :
@ 2
Moving Euler–Lagrange coordinates (the velocity component w 1 is given):

ˇ
@x 1 ˇˇ
D w1 ; 1 D 2 ;
@t ˇ 2
ˇ ˇ
@U ˇˇ @U ˇˇ 1 1 @U @U @x2 @x 1 1
D C .v w / C 2 1 ; (7.85)
@t ˇ k @t ˇ k @x 1 @x @ @1
ˇ 2 @x 1 1
@x 2 ˇˇ 2 1 1 @x
D v .v w / :
@t ˇ k @1 @1
Arbitrary moving coordinates (w 1 and w 2 are given):

ˇ ˇ
@x 1 ˇˇ 1 @x 2 ˇˇ
Dw ; D w2;
@t ˇ k @t ˇ k
ˇ ˇ (7.86)
@U ˇˇ @U ˇˇ @U
ˇ D ˇ C .v i w i / i :
@t k @t k @x
The special case of w 1 D v1 and w 2 D v 2 corresponds to Lagrangian coordinates.

The velocity components w 1 and w 2 are generally arbitrary and one of them can be
used to control the moving mesh at the boundary of the domain. The moving Euler–
Lagrange coordinates (7.85) were used in the computations discussed below. Let us
consider how the mesh can be controlled in more detail. At the boundary 2 D const,
the velocity component w 1 can, for example, be chosen arbitrarily, w 1 D w 1 .1 ; t /,
and then w 2 is determined from the condition that the normal velocity components of
the material particles and moving coordinates coincide at the boundary:

2 2 1@x 2 @x 1 1
1
w D v .v w / 1 :
@ @1
The function w 1 D w 1 .1 ; t / was chosen from geometric considerations, compu-

tational experience, and character of deformation of bodies so as to prevent exces-
sive distortions of the finite difference mesh. The following algorithms, minimizing
a one-dimensional analogue of the functional (7.83) under some assumptions, were
found [185] to be efficient.
1. Linear interpolation on an interval Œ0; with respect to 1 :

w 1 .1 ; t / D .1 1 / v1 .0; t / C 1 v 1 .10 ; t / .1 /1 :
2. Piecewise-linear interpolation with respect to 1 along segments of the boundary

in accordance with the motion character of the boundary.
3. Interpolation of the tangential velocity component of the moving mesh, w D
w 1 n2 w 2 n1 , followed by a change of variable to w 1 and w 2 ; the ni are direction
cosines.
Depending on the specific features of the problems considered, one of the above
algorithms was chosen. For problems of deformation under pulse-like pressure, it
suffices to use the first algorithm, linear interpolation. For collision problems, the
second or third algorithm should be used.
At internal nodes, algorithms based on linear interpolation with respect to the co-
ordinates 1 and 2 were also used in order to control the moving mesh. One of these
algorithms is given by
w 1 .1 ; 2 ; t / D Œ.1 1 / w 1 .0; 2 ; t / C 1 w 1 .1 ; 2 ; t / .1 /1 ;

(7.87)
w 2 .1 ; 2 ; t / D Œ.2 2 / w 2 .1 ; 0; t / C 2 w 2 .1 ; 2 ; t / .2 /1 :
It is noteworthy that linear functions of the form (7.87) in conjunction with one of the
interpolation algorithms along the boundary provide an approximate solution to the
problem of minimizing the functional (7.83).
7.8.2 Selection of a finite difference scheme

Section 7.2 considers the Wilkins scheme [183], which is historically one of the
first (and most widespread) schemes on a Lagrangian mesh used for the analysis of
elastoplastic flows. Acknowledging its undoubted merits and fairly high efficiency,
one should note that the development and implementation of other finite difference
schemes are also important for the following reasons.
1. The Wilkins scheme is based on the Lagrangian representation of difference equa-
tions. As already mentioned, the Lagrangian form of representation may become
insufficient for studying large elastoplastic deformations. It is more advantageous
to rewrite the original equations in terms of arbitrary moving coordinates and ap-
proximate the resulting equations on a moving finite difference mesh.
2. The artificial viscosity is an essential part of the Wilkins scheme. Lately, pref-
erence has been given to finite difference schemes that include an approximation
viscosity, which is required for stability, and to methods of parametric control for
the approximation viscosity in shock-capturing analyses of wave and impact phe-
nomena.
3. The problem of the statement and effective realization of boundary conditions on

a moving curvilinear boundary has not been properly solved. In the first place,
this applies to the contact boundary conditions at the collision between bodies.
Significant progress in this direction can be obtained with the use of characteristic
finite difference schemes.
4. The Wilkins scheme has an inhomogeneity due to the fact that some variables refer
to one kind of nodes, while the others refer to another kind of nodes. For this
reason, the implementation of computation algorithms for fracture processes faces
certain difficulties.
The system of dynamic equations for an elastoplastic medium is hyperbolic. There-
fore, it is natural to use the characteristic properties of the original system in construct-
ing numerical algorithms (see Section 5.3). Grid-characteristic schemes, as has been
repeatedly noted, have some advantages but are more difficult to implement and more
time-consuming. In solving dynamic two-dimensional spatial problems for elasto-
plastic media, one has to determine eigenvectors of the characteristic system numer-
ically when they cannot be obtained in explicit form. For one node of the mesh, the
computations based on a grid-characteristic scheme require 5–10 times more opera-
tions than those based on the Lax–Wendroff scheme. For this reason, it seems most
efficient to apply grid-characteristic schemes for implementing the boundary condi-
tions at boundary nodes of the mesh. This essentially resolves the issue of well-posed
statement of boundary conditions and improves the accuracy of computation of the
boundaries (including contact boundaries) as well as that of the entire analysis. At
internal node, it is desirable to apply a scheme that allows one to use, on the one hand,
a shock-capturing algorithm for strong discontinuities arising under impact loading
and, on the other hand, analyze the regions of smooth solution with sufficient accu-
racy. One of the ways to obtain schemes possessing such properties is to construct
hybrid schemes that have a varying order of approximation. The key idea of con-
structing two-step hybrid schemes suggests the following. One chooses a first-order
scheme with positive approximation (stable and monotonic) as the basic scheme for
the first step. In the second step, this scheme is supplied with variable control parame-
ters so as to achieve a higher-order (second- or third-order) approximation. The values
of the control parameters for each node of the scheme are chosen based on some a pri-
ori information about the solution and its behavior near the node to ensure an efficient
computation of discontinuous solutions (shock waves, contact discontinuities) by a
first-order scheme. In the regions where the solution is smooth and slow-varying,
the advantages of higher-order schemes can be used. This makes it possible to re-
move some unwanted computational effects such as significant wavefront spreading
for compression waves due to first-order schemes and nonphysical oscillations of the
solution near the wavefront due two higher-order schemes (see Section 5.5). To iso-
late strong discontinuity wavefronts, one can also use differential analyzers [77]. The
paper [185] proposed, analyzed, and implemented a one-parameter hybrid scheme.
The Lax scheme was taken as the basic one, which can be parametrically extended to
a second-order Lax–Wendroff type scheme.
7.8.3 A hybrid scheme of variable order of approximation at internal

nodes
The rectangular domain ¹0 1 1 , 0 2 2 º in the coordinates 1 and 2 ,
which corresponds to the domain occupied by a body in the physical space (cylindrical
coordinates r; z), is covered with a fixed uniform scheme with nodes
.1 ; 2 /k m D .k1 ; m2 /; k D 0; 1; : : : ; K; m D 0; 1; : : : ; M:
On each nth temporal layer at t D n t , the derivatives @u=@i are approximated at

internal nodes by the central differences

@u ukC1;m uk1;m @u uk;mC1 uk;m1
1
D 1
; 2
D :
@ k;m 2 @ k;m 2 2
The derivatives @r=@i and @z=@i are approximated likewise.

The derivatives with respect to 1 and 2 are recalculated through those with respect
to r and z as follows:

@u @u @z @u @z
D .Jk;m /1 ;
@r k;m @1 k;m @2 k;m @2 k;m @1 k;m

@u @u @r @u @r
D .Jk;m /1 ;
@z k;m @2 k;m @1 k;m @1 k;m @2 k;m
where

@r @z @r @z
Jk;m D
@1 k;m @2 k;m @2 k;m @1 k;m
is the Jacobian determinant of the transformation between the coordinates. The time
derivative is approximated as follows:
nC1
uk;m uQ nk;m nC1
uk;m un1
@u @u k;m
D or D
@t k;m t @t k;m 2t
with
1 n
uQ nk;m D u C unk1;m C unk;mC1 C unk;m1 :
4 kC1;m
At internal nodes of the finite difference mesh, the following hybrid explicit two-
layer scheme with variable approximation order is used:
n n
nC1 n n @u n @u
uk;m D uQ k;m .vr wr /k;m C .vz wz /k;m
@r k;m @z k;m

@u @u
CAnk;m C Bnk;m C Fnk;m ;
@r k;m @z k;m
nC2
uk;m D ˛unk;m C .1 ˛/uQ nk;m
nC1
nC1 @u nC1 @u
.1 C ˛/t .vr wr /k;m C .vz wz /k;m
@r k;m @z k;m
nC1 nC1
nC1 @u nC1 @u nC1
CAk;m C Bk;m C Fk;m ;
@r k;m @z k;m
(7.88)
where v is the particle velocity, w is the node velocity, Ak;m and Bk;m are the matrices
from the original system (7.83), and Fk;m is the vector from (7.83).
The first step in (7.88) is performed by the Lax scheme. The second step the hybrid-
ity parameter ˛. The second step coincides with the first-order accurate Lax scheme
at ˛ D 0 and with the second-order accurate Richtmyer scheme [147] at ˛ D 1. For
each mesh node, the parameter ˛ is chosen from the interval 0 ˛ 1, depending
on the solution behavior near the node. For example, in order to remove the unwanted
oscillations of the solution near the front of a compression wave interacting with a free
boundary, one should set ˛ D 0:5 for internal nodes near the boundary and ˛ D 0 at
the boundary itself.
Necessary conditions for stability of the finite difference scheme (7.88) can be ob-
tained from the analysis of the …-form of the first differential approximation (see
Section 5.5). Let us write out the first differential approximation for the system of
difference equations (7.88) by dropping the free term and leaving only linear terms,
thus considering the case of small strains, to obtain
2 2
@u @u @u 1˛ h1 2 @ u
C A0 C B0 D E t A0 (7.89)
@t @r @z 2.1 C ˛/ 2t @r 2
2 2
h2 @ u
C E t B20
2t @z 2

@2 u
C .A0 B0 C B0 A0 /t ;
@r@z
where A0 and B0 are the constant coefficient matrices A.u0 ; x0 / and B.u0 ; x0 /,
with h1 and h2 being the step sizes along the coordinates r and z. The system of
equation (7.89) is dissipative, thus satisfying the incomplete parabolicity condition
(Section 5.5), if
h1 h2
t p ; t p : (7.90)
2 cmax 2 cmax
The constant cmax is the maximum absolute eigenvalue of the matrix A0 n1 C B0 n2 ,
provided that n21 C n22 D 1, where ni are the direction cosines of the normal to the
characteristic surface. For elastoplastic flow problems, the estimate cmax c1 holds,
where c1 is the longitudinal speed of sound.
Conditions (7.90) are necessary conditions for stability of the finite difference
scheme (7.88). In the numerical analysis, by the scheme (7.88), of the nonlinear prob-
lems discussed below in Section 7.8.7, conditions (7.90) were ensured for all mesh
nodes with a margin by taking

h1 h2
t D min p ;p ; D 0:6–0:8:
k;m 2 c1 2 c1
For a moving mesh we set

h1 h2
t D min p 0 ; p 0 ; c10 D c1 C jv wjk;m :
k;m 2 c1 2 c1
In the first step, one can use a modified scheme that differs from the Lax scheme
by the method of approximation with respect to the space variables:

@u 1
1
D .ukC1;mC1 C ukC1;m1 uk1;mC1 uk1;m1 /;
@ k;m 41

@u 1
2
D .ukC1;mC1 C uk1;mC1 ukC1;m1 uk1;m1 /:
@ k;m 42
Once a solution to (7.88) has been obtained for the nth layer, equations (7.86) are
integrated at internal nodes of the finite difference mesh by the second-order accurate
scheme
nC1 n

rk;m D rk;m C 0:5 t wrnC1 C wrn k;m ;
nC1 n

zk;m D zk;m C 0:5 t wznC1 C wzn k;m :
7.8.4 A grid-characteristic scheme at boundary nodes

At boundary nodes, the system of equations must be locally transformed to new co-
ordinates .; /, with measured along the inward normal ‌ D .1 ; 2 / to the contour
of the domain occupied by the body and measured along the tangent to the contour.
We have ˇ
@u ˇˇ @u @u
ˇ C A C B C F D 0; (7.91)
@t k @ @
where
A D A 1 C B2 ; B D A2 B1 C .v w /E;
v D vr 2 vz 1 ; w D wr 2 wz 1 :
System (7.91) is reduced to the characteristic form

@ui @ui @ui
˛i C c˛ C Bij C Fi D 0;
@t @ @
or
@ui @ui
˛i C B0˛i C F0˛ D 0; ˛ D 1; : : : ; 4; i D 1; : : : ; 6; (7.92)
@l˛ @
where c˛ are eigenvalues of the matrix A , ˛i is a rectangular matrix of left null
vectors of the matrix A , and @=@l˛ is the derivative operator along the characteristic
that has a nonpositive propagation speed, c˛ 0. There is no summation over ˛.
System (7.92) is supplemented with the boundary conditions
a1 v C b1 D f1 .t /;
a2 v C b2 D f2 .t /;
where v and v are the normal and tangential velocity components to the boundary
contour; and are the normal and tangential projections of the stress vector.
The spatial derivatives are approximated by first-order accurate difference relations.
To be specific, consider the boundary 2 D const to obtain
unkC1;m unk1;m
@
D ;
@1 k;m 21
unk;mC1 uQ nk;m
@
D
@2 k;m 2 ;
nC1
uk;m uQ nk;m
@
D :
@t k;m t
The derivatives @r=@1 , @r=@2 , @z=@1 , and @z=@2 are approximated likewise. The
difference derivatives (7.8.4) with respect to 1 and 2 are recalculated in terms of
those with respect to r and z. The finite difference scheme is written as

² n n
nC1 @u @u
˛i .uQ nk;m /uk;m D ˛i .uQ nk;m / uQ nk;m t .vr wr / C .vz wz /
@r k;m @z k;m
n
@u
C Ank;m
@r k;m
n ³
n @u n
C Bk;m CF ;
@z k;m k;m (7.93)
nC1 nC1
a1 .u /k;m C b1 . /k;m D f1 .t nC1 /;
nC1 nC1
a2 .u /k;m C b2 . /k;m D f2 .t nC1 /:
It generalizes the first-order accurate grid-characteristic scheme suggested in [75] to

the case of finite deformations. The system of algebraic equations (7.93) is of the
sixth order (and even seventh order in the non-isothermal approximation). It is solved
at each boundary node numerically by Gaussian elimination with partial pivoting. On
the boundary segments where external pressure p.t / is prescribed, we have
a1 D 0; b1 D 0; a2 D 0; b2 D 1; f1 D p.t /; f2 D 0:
On the free surface, f1 .t / D 0. For the symmetry axis, we have
a1 D 1; b1 D 0; f1 D 0:
Furthermore, at the axial nodes, 0=0 indeterminate forms have to be evaluated,

which arise in the free term Fi as r ! 0 (see Section 6.5). For example,
ur @ur
lim D :
r !0 r @r
The equations of motion of the boundaries can be written, using (7.77), in the form
@x 2 @x 2
C c 1 D v 1 (7.94)
@t @
where c D .v 1 w1 /.@x 1=@1 /1 is the transfer speed along the coordinate 1 .
Equation (7.94) can be integrated with a Courant–Isaacson–Rees type grid-charac-
teristic scheme (see Section 5.2):

nC1 n nC1=2 ˙ n 1 1 1 nC1 ˙n
x2 D x2 t c x2 . / .v C v2 /
2 2
with
1 nC1 1
cnC1=2 D .c C cn /; cn D .v1n w1n /21 .x1 /nkC1;m .x1 /nk1;m ;
2
where ˙ x2n is the forward or backward difference, depending on the sign of c , and
v2˙n is the value of the velocity component v2 on the nth at the boundary node with
coordinates
˙ x2n
x2˙n D x2n t cn :
1
7.8.5 Calculation of contact boundaries1

For a contact boundary, the following conditions of normal contact are set:
C D ; C D D 0;
(7.95)
vC D v ; ˙ 0;
where v is the normal velocity component, the plus and minus superscripts refer to
different contacting bodies, and is a normal vector to the contact boundary.
The boundaries of contacting bodies are represented by broken lines consisting
straight line segments between boundary nodes of the mesh. The mutual arrangement
of nodes on contact boundaries of adjacent bodies is arbitrary and can change during
the computation. The boundary conditions (7.95) allow the bodies to slip relative to
each other. A boundary node of one body (to be specific, we will refer to this body as
body “C”) is considered to be a contact point if, at a distance not exceeding some "
from it, there is a boundary segment of body “”. So every boundary node of the
contacting bodies can be checked whether it belongs to a free or contact surface. In
the latter case, an adjacent counterpart on the boundary of the other body can also be
found.
Consider a segment of the contact boundary in the coordinates 1 ; 2 (Figure 7.8).
Let .k; m/ be a contact point and let .k; m/ denote its counterpart, with the line over
k; m indicating that the point does not generally coincide with a node of the finite
difference mesh. A common normal vector ‌ is drawn at node .k; m/ and system (7.83)
is reduced to the characteristic form (7.92):
@uC @uC C C @ui

C
C
˛i
i
C c˛C C
˛i
i
C ˛ B ij
@t @ @
2 1
@x @x @u
C .v 1 w 1 / C
˛i C C C
˛i Fi D 0; (7.96)
@ @ @
where c˛ are eigenvalues of the matrix AC , C

˛i is the matrix of left null vectors,
and @u=@ D @u=@.
1 A modern survey of the methods used to solve contact problems in continuum mechanics can be found
in [16].
η+2
k–1 k k+1
+
m+1
(k, m)
m η+2
k m η2–
–
(s, m)
m+1
–
s–1 s s+1 s+2
η2–
Figure 7.8. Calculation of contacting bodies during a dynamic interaction.
The finite difference scheme is written as

² C n n
C nC1 C n C n @ui C @uj
C
˛i .u /
i k;m D C
˛i .uQ /
i k;m t .c ˛ / k;m C B ij
@ k;m @1 k;m
1 1 n C n
n @x @x @ui
C .v 1 w 1 /k;m 1
@ @ k;m @1 k;m
1
³
n
C .FiC /k;m (7.97)
n 1 C n n
C n
˛i D ˛i .uC /; .uC
i /k;m D .ui /kC1;m C .uC
i /k1;m : (7.98)
2
The spatial derivatives in (7.97) are approximated using nodes .k C 1; m/, .k 1; m/
and .k; m C 1/.
The finite difference scheme for body “” is constructed likewise, using linear
interpolation between nodes. The interpolation between closest neighbors turns out
to violate the stability condition for the scheme. The interpolation of the difference
operator (7.97) itself was found to be effective:
² n n
nC1 @ui @u

˛i .u /
i s;m D
˛i .uQ n
/s;m t .c
/
˛ s;m C Bij
@ s;m @1 s;m
2 1 n n
n @x @x @ui
C .v 1 w 1 /s;m 1
@ @ s;m @1 k;m
1
³
C .Fi /ns;m (7.99)
with
1° h n i h i±
n n n n
.uQ
i /s;m D .ui /sC2;m C .u /
i s;m C .1 / .u /
i sC1;m C .u i s1;m ;
/
2
Q 1s;m 1s;m

D ; 0 1; !˛i D !˛i uQ s;m :
1
The derivatives @u=@i are approximated as follows:

i
@u n 1° h n n
D .u i /sC2;m
.u i / s;m
@1 s;m 2 h i±
n n
C .1 / .ui /sC1;m .u i s1;m . / ;
/ 1 1
(7.100)
n h i
@u n n n
2
D .u i /sC1;m1 C .1 /.ui /s;m1 .u Q 1 1
i /s;m . / :
@ s;m
Equations (7.97) and (7.99) are supplemented with the boundary conditions (7.95).
The system of 12 linear equations (7.97), (7.99), and (7.95) for 12 unknowns
C nC1 nC1
.ui /k;m , .u
i /s;m is solved by Gaussian elimination with partial pivoting. In the
nC1
solution obtained, the values .u
i /s;m relating to body “” are dropped. The inequal-
nC1
ity .C /k;m 0 is checked and if it does not hold, the computations are repeated
with the boundary conditions C D C D 0. This algorithm is applied to all contact
boundary nodes of both bodies. The equations of motion of contact boundaries coin-
cide with (7.94) and are integrated after obtaining the solution on the new temporal
layer, in a similar way to the calculation of boundary nodes.
7.8.6 Calculation of damage kinetics

In the moving coordinates, the simplest equations of the kinetics of growth of micro-
damage (microdefects, micropores) [87] become
@N @N pp0
C .v i w i / i D NP 0 e p1 H.p p0 /;
@t @x (7.101)
@R @R p p
C .v i wi / i D R H.p p /;
@t @x 4
where N is the number of microdefects per unit volume, p D .r C C z /=3 is
pressure, R is the average size of microdefects, N0 , p0 , p , , and p1 are material
constants, and H.x/ is the Heaviside step function. Macrofracture is assumed to
begin when the total volume of microdefects per unit volume of the material reaches
a certain critical value, #0 .
When # D 8NR3 reaches #0 at a computational point in the medium, a free sur-
face (cut, crack) is formed [156]. The orientation of this free surface coincides with
the orientation of the plane of maximum principal stress. A Lagrangian finite differ-
ence mesh is introduced in a neighborhood of the affected point. One sets w 1 D v1
and w 2 D v 2 and stores the orientation of the fracture plane in the local Lagrangian
basis. In the subsequent analysis, the point is treated as double, belonging to two
faces of the crack formed. It is calculated twice, once for each face, as a boundary
point lying on a stress free surface. In the computer implementation of this algorithm,
the only additional information that was stored for each affected point was the jumps
Œv i and Œx i at the crack faces (cut edges), while the jump in the stress tensor was
assumed to be zero, Œij D 0. Thus, the above algorithm does take into account the
discontinuity in the tangential stress at the crack faces.
Equation (7.101) is integrated along the characteristic that has a zero velocity of
propagation by an explicit second-order accurate scheme in time. The equation for R ,
the second equation in (7.101), has an exponentially growing solution. The stability
of the scheme was ensured by using an implicit approximation of the right-hand side.
In the case w i D v i , the scheme has the form (Lagrangian coordinates)
RnC1 Rn RnC1 Rn 0:5.p nC1 C p n / p0
D H 0:5.p nC1 C p n / p0 :
t 2 4
For computations on a moving mesh, the convective terms on the left-hand sides
of (7.101) must be transformed as follows:
@N @N
.v i w i / D ci i ;
@x i @
@R @R
.v i w i / i D ci i ;
@x @
@i
ci D .v k wk / ;
@xk
where ci is the speed of convective transfer along the coordinate i . With the approx-
imation (7.8.6), forward and backward finite differences must be used depending on
the signs of ci .
7.8.7 Numerical results for some applied problems with finite

elastoviscoplastic strains
This section presents a few solutions to some applied problems obtained by the meth-
ods described above.
Figure 7.9a depicts a solution to the problem on the penetration of a rigid body into
an elastoplastic slab [40]. The solution was obtained by the method of reorganization
of a Lagrangian mesh (see Section 7.6). The fracture of an elastoplastic slab hit by a
deformable cylinder is illustrated in Figure 7.9b. The planes along which the fracture
occurs are indicated in the affected cells. The solution was obtained by the method
described in Section 7.1.
–
– ––
X1 X1
(a) (b)
Figure 7.9. (a) Penetration of a rigid body into an elastoplastic slab; the deformation of the
Lagrangian mesh is obtained by the method of reorganization. (b) Fracture of an elastoplastic
slab hit by a steel striker; the planes along which the fracture occurs are indicated in the
affected cells.
2d Z 3
R
1
2
Figure 7.10. Diagram of action of a cumulative charge on a metal cladding panel; 1, cylindri-
cal explosive charge; 2, detonation wave; 3, cladding panel.
Figures 7.10–7.12 depict computational results illustrating the action of an explo-

sive cumulative charge on a metal cladding panel [185]. A diagram showing how the
charge acts is displayed in Figure 7.10. After the detonation of the charge, a detona-
tion wave (2) begins to propagate through the explosive with a constant speed D. At
some time, the wave reaches the conical-shaped metal cladding (3) causing it to de-
form. Depending on the parameters of the panel and explosive device, the following
main cumulation modes:
(a) eversion of the panel without a pronounced cumulation effect (Figure 7.11);
(b) intensive flow of the panel material toward the axis of symmetry with the forma-
tion of a compact hight-speed element (Figure 7.12a);
(c) collapse of the panel with the formation of a high-speed cumulative jet (Fig-
ure 7.12b).
4
1.0
0.5
2
1 R
0 0.5 1.0
Figure 7.11. Eversion of a panel; no pronounced cumulation effect in the initial stage of the
process.
Z
Z
2.0 C1
2.0
4
1.5
1.5
C1
1.0
1.0
3
2
0.5
0.5
1
R R
0 0.5 1.0 0
(a) (b)
Figure 7.12. (a) Intensive flow of a conical panel’s material to the axis of symmetry; formation
of a high-speed cumulative jet to pierce a barrier plate. (b) Collapse of the panel with the
formation of a high-speed cumulative jet. The velocities of particles are indicated by arrows.
Rigid Punch
Axis of symmetry
Workpiece
Rigid foundation
Figure 7.13. Indentation of a rigid punch with a sinusoidal profile into an elastoplastic work-
piece lying on a rigid foundation.
The solutions were obtained with the method of moving adaptive meshes (see Sec-
tion 7.7 and [185]).
Figures 7.13a, b, and c depict computational results for the indentation of an per-
fectly rigid punch with a sinusoidal profile into a rectangular workpiece made of an
ideal elastoplastic material, lying on a rigid foundation. Figure 7.13b shows the final
penetration obtained on a Lagrangian mesh. Further penetration was impossible be-
cause of a strong distortion of the mesh. Using an adaptive mesh made it possible to
perform the computation until complete penetration (Figure 7.13c).
Figures 7.14 illustrate the destruction of an elastic barrier (glass) caused by the
impact of a steel cylinder at a speed v0 D 0:12 c1 , where c1 is the speed of sound in
glass. The regions of fracture are shaded. The problem was solved on a Lagrangian
mesh [185] using the fracture kinetics as described by equations (7.101).
Z Z
0.4
0.5
R
0 0.5 1.0 R
0 0.5 1.0
(a) (b)
Figure 7.14. Destruction of an elastic plate (glass) caused by the impact of a steel cylinder;
the fracture regions are shaded.
t = 0.29 µs
V0 = 50 km/s
0.030
+ projectile particles
× slab particles
0.025
0.020
0.015
0.010
0.005
0.005 0.010 0.015 0.020 0.025 0.030
Figure 7.15. Fracture of an aluminium slab hit by a projectile (same material) at a high speed.
Figure 7.15 displays the picture of fracture of an aluminium slab hit by a projectile,
made of the same material, at a high speed. The solution was obtained by the PIC
method described in Sections 7.4 7.5 [68].
7.9 Exercises
1. Show that if a conservation law is written in the non-divergence form (1.22), then
the application of the formulas of natural approximation (7.3) will result in a non-
conservative finite difference scheme.
2. Write the system of equations of motion in two spatial dimensions for a hypere-
lastic material in a conservative form. Approximate it with the formulas of natural
approximation (7.3).
3. Generalize the formulas of natural approximation (7.3) to the three-dimensional
case.
4. Compare the natural approximation formulas for derivatives with respect to two
variables on a regular quadrangular mesh with the approximation formulas for a
bilinear finite element (see [188, 89] for these formulas).
5. Analyze the system of difference wave equations for the Lax scheme for conserva-
tivity.
6. Write the system of equations describing the propagation of one-dimensional waves
in Eulerian variables in the divergence form for a nonlinear elastic medium at large
displacements. Obtain a conservative finite difference scheme for this system.
7. Prove that the total time derivative of a function f .x1 ; x2 ; t / can be written in
moving coordinates i , whose law of motion relative to the fixed reference frame
is xk D xk .i ; t /, as follows:
ˇ
d @f ˇˇ @f
D ˇ C .vQi wQ i / ;
dt @t @i
where vQ i are the particle velocity components, wQ i are the nodal velocity compo-
nents of the mesh i in the basis associated with moving mesh i .
8. Obtain the expression of differential conservation laws in the moving coordinate
system i in terms of vector components referred to the moving basis eQi .
9. Write the equation of motion in a mixed Lagrangian–Eulerian reference frame with
one coordinate, 1 , being Lagrangian and the other, 2 , Eulerian.
10. Derive a splitting scheme for the constitutive equations of an isotropic incom-
pressible hyperelastoviscoplastic medium with an elastic potential dependent on
p
the second invariant of the plastic strain tensor, ˆ.I2 /, and a viscous potential
p
dependent on the second invariant of the plastic strain rate tensor ‰.IP2 /.
11. Solve the problem on the propagation of plastic waves in a semiinfinite bar made
of an elastoviscoplastic material with the constitutive equation
2 ´
@" 1 @ 1 E z ˛ ; z 0;
D C ' E ; where '.z/ D
@t E @t s "s 0; z < 0:
Use an adaptive mesh that minimizes the solution gradient. Take the zero initial
conditions and the boundary condition .x D 0; t / D 0 H.t / with 0 D 1:5s ,
D 105 s, s D 103 MPa, E D 2 106 MPa, and H.t / being the Heaviside step
function.
12. Construct a nonuniform mesh on the interval 1 x 1 that minimizes the

2
gradient of the function y D C e ˛x with C D 102 , ˛ D 103 , and discretization
number n D 102 .
13. Solve the axisymmetric problem of unsteady heat conduction with a point heat
source on the cylinder axis. The source intensity is q D q0 .T =T /˛ . The boundary
condition is T .r D 1/ D T . Use a nonuniform mesh that minimizes the tempera-
ture gradient. The initial temperature is uniform across the body: T .t D 0/ D T0 .
Set T0 D T D 20 ı C and ˛ D 5.
14. An ideal plastic material is compressed by a system of rigid plastic punches with-
out friction. The upper punch, having a sinusoidal profile, moves vertically with
a constant speed v D v0 . The lower punch is fixed. The lateral punches can only
move in the horizontal direction (see Figure 7.13a). Introduce an Euler–Lagrange
coordinate system. Write the system of equations for the plane problem of plastic-
ity in these coordinates.
Chapter 8
Modeling of damage and fracture of inelastic

materials and structures
8.1 Concept of damage and the construction of models of

damaged media
8.1.1 Concept of continuum fracture and damage
The description of fracture processes relies on viewing fracture as the cause that makes
a material lose its strength, i.e., the ability to resist deformation, due breaking of in-
ternal links in the material structure. A material can lose its strength as a result of
thermomechanical loading when certain thresholds, determining a fracture criterion,
are reached or under non-thermomechanical actions, such as chemical reactions, irra-
diation, and others.
Deformation and fracture experiments for standard specimens in tension and/or
shear (torsion of hollow cylinders) exhibit softening segments in the stress-strain (-")
diagrams, where the stress decreases with increasing strain. When researchers inter-
pret -" diagrams, they should bear in mind that the stress and strain are not the only
parameters of state of the material, and therefore such diagrams only show a slice of
the process.
Damage can be divided into two main types: quasi-brittle damage of elastic mate-
rials and ductile (viscous) damage of elastoplastic materials beyond the elastic limit.
Typical pictures of fracture for ductile and brittle materials are illustrated in Fig-
ures 8.1–8.2. These pictures indicate significant differences in material structure:
ductile fracture occurs predominantly through the formation of voids, while quasi-
brittle fracture is chiefly caused by microcracks.
The basic types of fracture test include (i) shear (tension) at constant strain rate in
quasistatics and (ii) collision of planes (bars) in dynamics.
Shear leads to intensive local heating and thermal softening, which cause a phase
transition in a shear band; this is a local phenomenon where microcracks and mi-
crovoids merge into a single adiabatic-shear band at which material fracture will fur-
ther occur. Strain localization bands are observed in not only viscoplastic but also
quasi-brittle materials, which is possible due to intensive local heating and softening.
Figure 8.2 illustrates the mechanism of nucleation of voids and microcracks as well
as the mechanism of neck formation in a specimen in tension [138].
The other type of fracture test represents, as already mentioned in Chapter 1, spall
fraction during the collision of plates. The fracture is caused by the interaction of
tension waves reflected from a free surface. The experiments by Curran, Seaman,
Section 8.1 Concept of damage and the construction of models of damaged media 355
(a) 2 μm (b) 2 μm
Figure 8.1. Character of fracture on microlevel for ductile (a) and brittle (b) materials.
Figure 8.2. Mechanism of formation of a strain localization band during void nucleation (top
left); strain localization during the formation of large voids (bottom left); formation of voids
(characteristic size 0.001–0.1 mm) in an experimental specimen subject to tension (right).
and [33, 34], Kanel, Razorenov, Utkin, and Fortov [69], and other authors have re-
peatedly confirmed this fact. Plastic materials exhibit ductile spall fracture with the
formation of spherical voids due to hydrostatic tension. For fracture to takes place, a
sufficiently high collision speed and a long enough tensile pulse are required so that
the mechanism of nucleation, growth, and coalescence of microvoids could result in
the formation of a crack. Figure 8.3 illustrates the formation of a macrocrack due to
coalescence of microvoids.
8.1.2 Construction of damage models

Historically, first attempts to describe continuum fracture of a material relied on
strength criteria or strength theories, which treated fracture as a stress-strain state of
356 Chapter 8 Modeling of damage and fracture of inelastic materials and structures
Figure 8.3. Formation of a macrocrack (left) during the coalescence of microvoids (right) in
plate collision tests.
the material at which fracture onsets rather than a process developing in the course of
loading. This approach contradicted in many respects the experimental data and gen-
eral postulates of continuum mechanics (such as fracture criteria) and was not linked
to the process of damage development.
In early papers on damage theory, fracture was treated as the development of mi-
crodefects such as microcracks and microvoids. Damage was associated with the
formation of voids (porosity), resulting in a decrease in the area where stress is ap-
plied and, hence, in a decrease in effective material moduli, which is easy to establish
experimentally. In the simplest elastic model of a bar subjected to tension, the in-
fluence of microdefects on the load carrying capacity appears as a decrease in the
effective Young’s modulus: D E", Q where EQ D E.1 D/ is the effective modulus
decreasing as damage (porosity) D increases.
In modern solid mechanics, damage is understood as violation of continuity of a
material due to an external action; this violation is nevertheless treated within the
framework of a continuous medium containing defects.
The notion of damage was first suggested by L. M. Kachanov in 1958 [65, 66]
and Yu. N. Rabotnov in 1959 [139]. In the 1960s, a new approach took shape in
the works by Soviet scientists in continuum mechanics where damage was treated
as a process associated with loading. This point of view gained recognition very
quickly and formed, within a short time, a new branch of continuum mechanics
known today as damage mechanics or continuum damage mechanics. The scien-
tists who contributed most to this area include A. A. Ilyushin and B. E. Pobedrya [60],
V. N. Kukudzhanov [88], D. R. Curran, L.Seaman, and D. A. Shockey [33], A. L. Gur-
son [52], V. Tvergaard [174], C. C. Chu and A. Nedelman [26], and many others.
The continuum approach suggests the construction of theoretical continuum mod-
els that characterizes fracture, based on deformation equations for undamaged and
damaged materials, as a process. This approach describes the appearance of fracture
surfaces and zones without specifying their details; for details, see [24, 43, 9, 119, 48,
79, 12, 8, 25].
The stress can drop as the material loses its strength for non-thermomechanical
reasons at constant strain. This indicates that, with the continuum description, the
deformation and fracture processes can and should be treated as independent (which
does not rule out their mutual influence), while the development of fracture should be
characterized with a separate parameter of state, damage.
The description of softening (decrease in the yield stress as the strain increases) on
the basis of Prandtl–Reuss type incremental yield theories results in ill-posed bound-
ary value problems. This is due to the violation of Drucker’s postulate or its mathe-
matical analogue Hadamard’s criterion, according to which the elastoplastic modulus
changes sign and, consequently, the static equations change their type from elliptic to
hyperbolic while the dynamic equations conversely change their type from hyperbolic
to elliptic. For this reason, describing fracture processes directly within the framework
of standard elastoplastic models turns out to inadequate.
Let us illustrate the meaning of the damage parameter by the simple example of a
bar subject to one-dimensional dynamic tension. Consider the simplified system of
equations of the Prandtl–Reuss nonlinear elastoplastic model
@v @
D ; D ." "p /;
@t @x
@u @u
"D ; vD ;
@x @t
@"p
ˆp ."; "p / D 0; D H.ˆp /p :
@t
The last two equations are the yield criterion and associated flow law.
In terms of increments on a temporal step, the stress-strain relation is
@ @" @
D Et ; Et D ;
@t @t @"
where E t is the current elastic modulus dependent on the total and plastic strains as
well as on the loading mode (active or unloading).
Hence, we arrive at the system of equations
@v @ @" @" @v
D ; D :
@t @" @x @t @x
The well-posedness of this system, which is hyperbolic in dynamics and elliptic in
statics (provided that inertia is neglected), is determined by Hadamard’s condition:
the speed of propagation of a disturbance in a medium must be a real quantity. In
softening, Hadamard’s condition results in the inequality
@
Et D < 0:
@"
Drucker’s condition is an alternative form of Hadamard’s condition:

d d " > 0:
Fracture (segment 2–3 in the -" diagram in Figure 8.4a) is accompanied with
softening, E t < 0, and results, within the classical theory, in an ill-posed problem.
ε U
σ
2
1
x
0 3 ε X
(a) (b) (c)
Figure 8.4. A typical schematic stress-strain diagram of a material (a): segment 0–1 corre-
sponds to elastic deformation, 1–2, plastic deformation, and 2–3, softening (fracture). Quali-
tative graphs of the exact solution for a bar in tension with a weakened central part: strain (b)
and displacement (c).
On the other hand, fracture processes can be modeled with an elastic problem for
an inhomogeneous in tension with a weakened (fractured) middle segment, where
E1 E. The exact solution reveals a strain burst in the fracture zone (Figure 8.4b),
with the displacement changing as shown in Figure 8.4c.
The question arises as to whether it is possible to construct a physically and math-
ematically well-posed elastoplastic model that would predict the appearance of low-
strength zones similar to the fracture zone in the above model problem. Damage theo-
ries provide a positive answer. Indeed, the system of equations describing a damaged
elastoplastic medium has the form
@v @
D ; D ." "p ; f /,
@t @x
@u @u
"D ; D v,
@x @t
@"p
D H.ˆp /p ; ˆp ."; "p / D 0;
@t
@f
D H.ˆf /f ."; "p ; f / 0; ˆf ."; "p ; f / D 0;
@t
where f is an internal variable that characterizes the damage of the material as it
loaded.
It follows that
@ @." "p / @f @ @
D Et C Ef ; Et D ; Ef D :
@t @t @t @" @f
In damage theory, softening is now determined by the damage parameter rather than
the plastic strain or active loading condition. Softening or, more generally, fracture
is treated as the loss of strength exhibiting itself as a decrease in the resistance mod-
uli due broken links or, in other words, the appearance of microcracks. Fracture is
described as a process independent of the strain. The damage parameter, which char-
acterizes fracture, is related to the material structure (its ability to resist loading) rather
than the strain. A decrease in the stress regardless of changing strain is accounted for
by the second term in the above expression of the stress rate. One can see that Ef < 0
for df > 0, which reflects the fact that the stress decreases as damage increases with
E t .f / > 0. At the same time, the positivity of the elastic moduli ensures that the nec-
essary conditions for well-posedness of initial-boundary value problems in the sense
of Hadamard and Drucker, since the total differential d > 0.
In the above presentation, the theory formulation and reasoning were given in a
simplified manner. For example, temperature was not included, hardening parameters
were not considered, and strain rate hardening was not involved. This was done on
purpose to convey the main idea of damage theories more clearly. These simplifica-
tions will not be used in the sequel.
It should be emphasized that prior to the appearance of damage theories, strength
theories typically did not relate the fracture criterion to the deformation laws and
treated it independently. In most damage models, deformation and continuum fracture
are described as a single process, suggesting that a body undergoes fracture as a result
of deformation when a critical value of damage is reached.
Damage is modeled by nucleation and growth of microdefects, such as disloca-
tions, microcracks, microvoids, etc., up until macrocracks are formed. This approach
suggests that an averaging or homogenization of material properties over a microvol-
ume must be performed at some stage (microdefects are typically 105 –103 cm in
size) resulting in the determination of some effective properties, which are already
treated within the continuum context (the mesoscale of damage carriers is typically
103 –101 cm).
This is a physical approach, where damaged materials are modeled based on a
certain mechanism of microstructure formation, inelastic deformation development,
and continuum fracture.
Alternatively, a thermodynamic, or phenomenological approach can be used to de-
scribe continuum fracture or damage of materials. With this approach, a damaged
material is assumed to be initially continuous with a certain internal structure charac-
terized by a set of internal variables (in particular, damage, irreversible plastic strain,
hardening, etc.) associated with the stress-strain state of the material. To determine the
internal variables, one postulates kinetic equations that agree with the basic principles
of thermodynamics and the theory of constitutive relations [161, 118]. The system
of constitutive equations in conjunction with the conservation laws forms a system
of thermomechanical equations characterizing the material response up until failure.
This approach has been detailed by Kondaurov and Fortov [74], Maugin [119], Kraj-
cinovic [78], Lemaitre [104, 80], and others.
Intermediate approaches make use of various objects to describe the material struc-
ture on the mesoscale, which include grains, polycrystals, molecular chains, multi-
phase mixtures, etc. One postulates a certain mechanism of formation of reversible
and irreversible deformations. The sections of mechanics that use such approaches to
construct constitutive equations are known as mesomechanics, molecular mechanics,
crack mechanics, etc.
Any continuum fracture process occurring in tension consists of three consecutive
stages. In the first stage, pre-existing voids increase in size due to the action of the
tensile stress applied. Then, when a critical strain has been reached, new voids begin
to nucleate and grow. In the third stage, when the yield stress has been attained in the
intervoid space, large voids begin to merge. An alternative mechanism is possible,
where microvoids merge into long chains connecting larger voids [13]. This results in
the formation of macrocracks, whose further development and propagation eventually
leads to failure of the structure and the loss of load-carrying ability.
The whole process is described based on micromechanical ideas and equations,
taking into account microdefects [171, 44], or phenomenological ideas and thermo-
dynamic relations of continuum mechanics with internal variables of state characteriz-
ing damage [118]. Also a combination of the two approaches can be used to describe
fracture processes [95].
Damage can be present at the initial time or can only arise due to loading (nucle-
ation of voids) and have a threshold condition similar a yield criterion.
The Gurson–Tvergaard–Needlman (GTN) model [52, 26, 174] deals with two-
phase materials represented by a viscoplastic matrix, described by the Prandtl–Reuss
model with the von Mises yield criterion, and variable tiny defects, spherical voids,
which can exist initially or nucleate under loading.
As mentioned above, there are two basic approaches to describing damage, physical
and phenomenological. The physical mechanism of nonlinear deformation is nucle-
ation and development of defects in the crystalline lattice under the action of ther-
momechanical loads. There are numerous mechanisms of development of defects,
with great diversity in their nature; these and related issues are studied by solid state
physics. Today, the nature of dislocations on the microlevel as well as its connection
with plastic deformation are well understood.
Gurson and Tvergaard [52, 174] suggested a yield criterion for media with periodi-
cally arranged spherical voids; the criterion was obtained using a theoretical rigid plas-
tic solution. Gurson, Tvergaard, and Needlman suggested a damage model (known as
the GTN model) for an effective elastoplastic material; the model is independent of
the strain rate and has porosity as the scalar measure of damage. The model includes
the nucleation and growth of voids in the course of plastic deformation and describes
plastic compressibility of the material and the effect of dilatancy. A critical value of
porosity is taken to be the fracture criterion.
The GTN model is fairly widespread; it has been used for solving many specific
problems. The model well describes the effect of the first stress invariant on the
plastic properties and compressibility of a softening plastic material.
8.1.3 Constitutive equations of the GTN model

Consider the constitutive equations of the coupled damage elastoplastic model
known in the literature as the GTN model [52, 26, 174].
In the elastic domain, the material obeys Hooke’s law:
D D W "el : (8.1)
The elastic and plastic strain rates are additive:
" D "el C "pl : (8.2)
For a porous material, Gurson obtained a yield criterion [52] from solving a spheri-
cally symmetric deformation problem for a spherical void in an ideal plastic material.
This criterion is written as
2
S 3 q2 p
ˆD C 2q1 f cosh 1 .q1 f /2 D 0; (8.3)
Y 2 Y
1=2
where s D pI C is the Cauchy stress deviator, S D 32 s W s is the tangential
1
pl
stress intensity, p D 3 W I is the hydrostatic pressure, Y "Nm is the yield stress
of the continuous material (the matrix), dependent on the plastic strain intensity, f is
the porosity (volume fraction of voids), p=Y is the stress-strain state triaxiality, and
q1 and q2 are some constants.
Tvergaard [174] introduced the constants q1 and q2 (as correcting factors for poros-
ity and pressure) to ensure that the Gurson model is in agreement with the numerical
analysis of the model problem on the extension of a specimen, made of the same mate-
rial, with a periodic porous structure in the case of plane strain. Tvergaard found that
q1 D 1:5 and q2 D 1:0. By changing these parameters, one can improve agreement
between the numerical analysis and experimental data.
Figure 8.5 depicts the ."/ relationship for a material with initial porosity f0 in uni-
axial tension or compression. In compression, the material hardens, since the porosity
decreases, while in tension, the material softens due to the nucleation and growth of
voids.
The above model describes the response of materials with not-too-large void frac-
tion ( 10–15%). Although the matrix material is assumed to be plastically incom-
pressible, the response of the effective material (which contains voids) will depend on
pressure and void fraction.
σ Matrix material
σy
σy0
Effective porous material
– σy0
Figure 8.5. Typical -" diagrams for the GTN model (ideal plasticity).
The yield criterion (8.3) is taken to be the plastic potential. The plastic strain obeys
the associated flow rule

pl P @ˆ P 1 @ˆ 3 @ˆ
"P D D IC s ; (8.4)
@ 3 @p 2S @S
where P is a nonnegative scalar factor.
Evolution of plastic strain intensity and porosity. Hardening and softening of ma-
pl
terials is characterized by the relationship Y "Nm . From the fact that the work cor-
responding to the plastic strain is only done by the matrix, one obtains an equation
pl
characterizing the evolution of "Nm :
r
pl pl pl 2 pl pl
.1 f /Y "NPm D W "P ; "Nm D " m W "m ; (8.5)
3
pl
where and "P pl are the stress and strain rate tensors for the effective material, "m is
the plastic strain of the matrix, and Y is the yields stress of the matrix material.
The material porosity changes due to the growth of existing voids, fgr , and nucle-
ation of new voids, fnucl :
fP D fPgr C fPnucl :
From the continuity equation it follows, under the assumption that the matrix material
is incompressible, that the growth of voids is characterized by the equation
fPgr D .1 f /P"pl W I: (8.6)
Voids nucleate due to relative movement of grains and the nucleation rate depends on
the plastic strain intensity. Chu and Needleman [26] suggested the relation
pl
pl fN 1 "Nm "N
P P
fnucl D A "N ;pl P
A "N D p exp : (8.7)
sN 2 2 sN
Section 8.2 Generalized micromechanical multiscale damage model 363
The strain intensity at which voids begin to nucleate was assumed to obey a normal
distribution with mean "N and standard deviation sN . The volume fraction of nucleat-
ing voids equals fN . Voids only nucleate in tension (to be precise, when the volume
pl
plastic strain is positive, "i i > 0).
8.2 Generalized micromechanical multiscale damage

model for an elastoplastic material in tension
This section outlines a generalized micromechanical multiscale damage model sug-
gested and developed by the author in [88, 92, 95].
An analysis of the GTN model’s equations reveals that, apart from its considerable
merits, the model has a number of drawbacks. First of all, it lacks residual stresses,
which lead to kinematic hardening. Furthermore, if the material is treated as ideal
plastic with f D 0, there is no strain hardening or any other kind of hardening. The
hypothesis that porosity arises simultaneously with the onset of plastic deformation
contradicts experimental data, since the hypothesis suggests that the elastic stage is
immediately followed by a softening stage as the specimen is stretched. In problems
where there is no initial geometric constraining of plastic stains, the Drucker postu-
late may be violated, leading to ill-posedness of the problem and an ill-conditioned
matrix of the algebraic system of finite difference equations. Another drawback of
the GTN model is that the material matrix is characterized by equations independent
of time scale change and, hence, strain rate. This is unacceptable for most materials
in velocity loading. Damage is equivalent to porosity and, hence, is a scalar quantity.
Consequently, damage only applies to mesoscale defects, while microscale defects
(e.g., dislocations) are not taken into account; however, as is well known, it is dislo-
cations that the physical mechanism of plastic deformation is closely connected with.
The above drawbacks can be removed by using a physical dislocation-based mi-
cromechanical approach, just as in [95], rather than the phenomenological approach
underlying the GTN model. This would preserve the advantages of the GTN model,
provided that void-like mesodefects arise when a critical dislocation density at dislo-
cation grain boundaries has been reached.
The physical micromechanical approach has the advantage that it enables one to use
the accumulated knowledge and experimental data obtained not only on the macro-
scale level but also on the microlevel. This is a huge advantage even when one can
only use qualitative relations and micromechanisms of the development of plastic de-
formation and extend these to macroprocesses using correlations between micro and
macro parameters. This allows one to choose a qualitatively correct approach in the-
oretically and hypothetically constructing continuum models at the meso and macro
levels.
The next few subsections outline the generalized dislocation theory of plastic de-
formation developed by Taylor and Gilman [64, 171, 44], which extends the stage of
hardening to the stage of damage.
8.2.1 Micromechanical model. The stage of plastic flow and hardening

The initial stage of plastic flow is described at the microlevel by the motion of dislo-
cations. The viscoplastic strain rate P p is proportional to the dislocation flux [186, 44]
(one-dimensional case):
P p D abNm V; (8.8)
where a is an orientation coefficient, b is the Burgers vector, Nm is the number of
mobile dislocations, and V is the average dislocation velocity. The quantity V is
a
determined by the thermal fluctuation motion and active stresses applied, sij D sij
r
sij [28, 44]:

U0 .S S r/
V D V0 exp ; S S r; (8.9)
k
where U0 is the activation energy, k is the Boltzmann constant, is absolute temper-
ature, S is the shear stress intensity, and S r is the residual stress intensity.
The number of mobile dislocations increases proportionally to the amount of plastic
strain p and decreases with increasing the total number of dislocations, N , due to
their lock-up at the grain boundaries [170]:
Nm D .N0 C ˛ p /n exp.N=N /; (8.10)
where N0 , N , ˛, and n are material constants.

Equations (8.8)–(8.10) determine the dislocation equations of plastic deformation
for one-dimensional shear, relate the plastic strain rate to the active stress deviator,
and represent one-dimensional elastoviscoplastic microscopic equations with kine-
matic hardening. Adopting the standard hypotheses of the plastic flow theory, let
us extend them to the case of three-dimensional stress-strain state. First, we rewrite
equations (8.8)–(8.10) in terms of dimensionless variables, express the microquanti-
ties, the dislocation velocity V and number of mobile dislocations Nm , via the plastic
strain and plastic strain rate. We have

1 U0
P D .N0 C ˛ / .SN SN / exp
p p r
; (8.11)
d k
r
where the generalized dependence .SN SN r / has been substituted for exp SS k
.
The dimensionless variables (with an overbar) are introduced as
S S 1 @ t t0
SN D D ; D NP t0 ; D tN; ıD
1; (8.12)
U0 Y t0 @tN t0 d
where
1 1
sij D ij ij ıij ; Pij D "Pij "Pij ıij : (8.13)
3 3
Then
PN p D ı.N0 C ˛ p/ .SN SN r /: (8.14)
Introducing
3 a a 1=2 2 1=2
SN a D sNij sNij ; P p D Pij Pij ; a
sNij r
D sij sij ; (8.15)
2 3
we obtain a
p sNij
NPij D ı.N0 C ˛ p/ .SN a SN0a / : (8.16)
SN a
0
In what follows, the bars over P p , S , and sij will be omitted for brevity. The
parameter ı D t0 =d is a large dimensionless number expressing the ratio of the
characteristic time t0 to the relaxation time d (related to the size of defects). In
dynamic problems, ı 102 –105 .
Formula (8.16) represents an elastoviscoplastic equation with the yield criterion
S a S0a or S S r S0 S0r with .0/ D 0 for S a < S0a . The function
´
O .z/ D 0 if z < 0;
.z/ if z 0
can be introduced. For S a < S0a . p /, we have a law of elastic deformation, P p 0;

for S a > S0a . p /, we have a viscoplastic flow theory with translational strain harden-
ing.
In order to describe the next stage of elastoviscoplastic deformation, the process of
nucleation and development of microdefects, it is necessary to look at the balance of
dislocation fluxes in the material.
8.2.2 Stage of void nucleation

In accordance with (8.8)–(8.10), the total dislocation flux, pPij , at the first stage of
p
plastic deformation consists of (i) the flux of mobile dislocations Pij , creating the
plastic deformation as such, and (ii) the flux of dislocations, !P ij , accumulated near
isolated obstacles and grain boundaries, which causes hardening.
Let denote the part of pPij related to the mobile dislocation. Then 1 is the flux
accumulated at grain boundaries. Hence, we have
p
Pij D pPij ;
p 0 < < 1: (8.17)
.1 /pPij D !P ij ;
p
It follows that !P ij D .1 /Pij =. Further, let us take advantage of the flux balance
relation and equations (8.17), which follow from it, and analyze the implications.
It is worthwhile to mention one important fact from the dislocation theory of plas-
tic deformation. The point is that both micro and macro parameters appear in the
equations of the Taylor–Gilman dislocation theory. The theory relates the dislocation
fluxes to the plastic strain and stress rate macro tensors. The theory is not constructed
for micro parameters separately; instead, it immediately establishes correspondence
between macro and micro parameters. This allows one to use the correspondence
equations for determining constitutive macro equations at different stages of defor-
mation. This mixed approach enables one to combine theory with experimental data
obtained at both the macro and micro levels. Ilyushin [59] put forward the postulate
that the continuum mechanics equations must be macro determinate. Developing this
idea, one can formulate a postulate of micro-determinacy of the continuum mechan-
ics equations. This suggests that there should be a correlation between the macro and
micro parameters in the Taylor–Gilman dislocation model at the damage and fracture
stage as well.
8.2.3 Stage of the appearance of voids and damage

When a sufficiently large amount of dislocations have concentrated at grain bound-
aries, the dislocations are partially annihilated and grains move relative one another;
as a result, disclinations, microvoids, and microcracks can arise [170]. This, second
stage of deformation is characterized by a gradual fracture of the material, accom-
panied by additional deformation. Plastic deformation concentrates in the areas of
maximum microfracture, leading to the formation of sliding bands.
At the second stage, the total dislocation flux consists of three terms and so the
balance equation becomes
.1 /pPij D !P ij C bPij ;
where bij is the tensor of the flux of annihilating dislocations. The formation of voids
is often associated with the formation of point defects such as vacancies at nodes of
a crystal lattice and with the movement of these defects to boundaries of crystals,
where the vacancies coagulate to form voids [170, 57]. Note that at the first stage of
plastic deformation, the material is plastically incompressible, which means that the
spherical part of the plastic strain tensor is zero, and so i i D 0; hence, !i i D 0. At
the second stage, the bulk plastic compressibility is nonzero, pi i ¤ 0 with bi i ¤ 0.
It is natural to assume that the annihilating dislocation flux bPij is proportional to
the flux of dislocations accumulated at obstacles, !ij :
P ij ;
bPij D ! (8.18)
where P is an unknown scalar coefficient to be determined during the solution.

Dislocations do not begin to discharge until after the intensity of the obstacle dis-
1=2
location tensor, II D 32 !ij !ij , has attained a critical value 0 . The discharge
intensity BP II will be a monotonic function of the excessive intensity, Q.

O II 0 /:
3 1=2 O II 0 /
Q.
BP II D bPij bPij D (8.19)
2 p
with
´
O Q.z/ if z 0;
Q.z/ D
0 if z < 0;
where Q.z/ is a dimensionless function of its argument, while p is a time parameter

measured in seconds associated with the size of voids. Condition (8.19) can be used
P
to determine :
O II 0 /
Q.
P D : (8.20)
p II
Finally, the equation for determining the flux !ij can be written, in view of (8.17)–
(8.20), as
p
d!ij 1 dij O II 0 /
Q.
D !ij : (8.21)
dt dt p II
Let us analyze this equation. It follows from (8.21) that a change in the flux !ij
has two components: (i) growth due to the flux of mobile dislocations, which causes
an increase in the material’s resistance to plastic shear deformation, and (ii) decrease
due to discharge of annihilating dislocations. The term responsible for hardening,
which was present in the first stage before the appearance of mesodefects, also remains
unchanged in the second stage, softening due to the appearance of the tensor bPij . This
is a very important factor, which delivers stability to the relaxation of !ij and ensures
that the softening process is correct, in very much the same way as in the model
problem considered in Section 8.1.
For further analysis, it is necessary to generalize the conditions of matching be-
tween the micro and macro parameters in the Taylor–Gilman dislocation theory of
plastic deformation.
8.2.4 Relationship between micro and macro parameters

The macro-physical meaning of the tensor !ij is associated with the residual stress
tensor and follows from the well-known experimental fact that the amount of residual
stresses is proportional to the density of dislocations at grain boundaries [170, 44].
The critical dislocation density 0 , at which microcracks begin to arise at grain
interfaces and other obstacles, and the corresponding critical intensity of residual
stresses S0r can be determined at the microlevel on the basis of dislocation models
of fracture [145, p. 67–68].
In the space of the stress tensor components, the condition II D 0 has the
meaning of a fracture onset surface, SIIr D S0r .
The annihilation tensor bij correlates to a certain degree with the damage ten-
0 of b is related to the damage deviator D 0 , which
sor Dij . The deviatoric part bij ij ij
is responsible for relaxation of the residual stresses (the second term on the right-
hand side in equation (8.21)). The spherical part bPi i correlates with the bulk damage
strain, bPi i $ DP i i , and is linked to the porosity increase rate fPgr , determined by the
continuity equation.
The correlations between macro and micro quantities are generalized and summa-
rized below in Table 8.1.
Table 8.1. Table of micro-parameters and corresponding macro-parameters.
Micro quantities Correlation Macro quantities

Total dislocation flux pij $ sij Stress deviator
pij p
Mobile dislocation flux .1 /= 2G $ Pij Plastic strain rate tensor
Accumulated dislocation .1 /pij D !ijr $ sij
r Residual stress deviator
flux
Annihilating dislocation bij $ Dij Relaxing stress deviator
discharge
Spherical part of pij pi i $ fgr Porosity
Intensity of the II $ SIIr Residual stress intensity
deviator of !ij
Critical value of 0 $ S0r Limit value II at which
dislocation intensity at residual stress relaxation
grain boundaries begins
Using Table 8.1, one can obtain from equation (8.21) the evolution equation for the
r :
residual stress tensor sij
r p
dsij 1 dij Q.SIIr / S0r r
D 2G sij : (8.22)
dr dt SIIr
The hardening term on the right-hand side of (8.22) ensures that the Drucker postu-
late of stability and well-posedness is satisfied for quasistatic problems as well as the
Hadamard condition for dynamic problems.
8.2.5 Macromodel
By changing from the micro to macro parameters, we rewrite equations (8.8)–(8.10)
for a general three-dimensional stress-strain state given by a relation between the sec-
ond invariants of the plastic strain rate tensor, NP p , and active stress tensor, S a :
.S a S0a /
NP p D .N0 C ˛ p /n ; (8.23)
d
3 a a 1=2 2 p p 1=2
S a D sij sij a
; sij D sij C sijr
; NP p D Pij Pij ;
2 3
1 p p 1 p
sij D ij ıij kk ; ij D "ij ıij "kk ;
3 3
r
where d is the active stress relaxation time due to dislocations, sij is the residual
a is the active stress deviator, and p is the plastic strain deviator.
stress deviator, sij ij
Adopting the hypotheses of the flow theory [67], from equations (8.8)–(8.10) one
can obtain the following elastoviscoplastic equations for the general three-dimensional
stress-strain state at the first stage of deformation for II < 0 :
1 .S a S0a / a
Pij D sPij C N. p / sij ; (8.24)
2G d T
1
i i D 3K"i i ; ij D "ij ıij "kk :
3
where G is the instantaneous elastic modulus between the shear strain and shear stress
deviators and K is the bulk modulus. Assuming, for simplicity, the material to be
p
plastically incompressible, "kk D 0, one arrives at an elastic law for the spherical
part i i of the stress tensor.
Assuming that the residual stress deviator and accumulated dislocation flux deviator
satisfy the relation
r
sij D 2 !ij0 ; (8.25)
one finds that the condition II < 0 for the residual stress sij r corresponds the
macro-condition S r S0r , where is a constant measured in N=m2 . The evolution

r in the first stage of plastic deformation is
equation (8.17) for sij
1 r 1 p
sPij D P : (8.26)
2 ij
Integrating (8.26) with respect to t at constant , one arrives at the well-known law
of kinematic hardening
p 1
r
sij D 2˛ij ; ˛ D : (8.27)

The hardening modulus ˛ is determined from experimental data on the Bauschinger
effect obtained in tension-compression tests, allowing one to find the parameter
from .1 /.1 C ˛= / D 0 to obtain D 1=.1 C ˛= /.
Thus, when S r < S0r , i.e., before the formation of microvoids, the matrix material
is described, in accordance with dislocation theory, by the equations of an elasto-
viscoplastic medium with kinematic hardening (8.24)–(8.27). When S r S0r , the
r
tensor sij obeys the relaxation equation
r 2 Q.S r S0r .f // r p
sPij C sij D 2˛ Pij : (8.28)
p Sr
Equations (8.26)–(8.28) can be rewritten as a single equation by introducing the

O
function Q.z/ in accordance with formula (8.19). This equation characterizes the re-
laxation of the residual stresses after microvoids have begun to form and, hence, soft-
ening has started. Prior to this moment, the material experienced hardening in accor-
dance with equation (8.27). Equation (8.28) shows that the relaxation takes place until
a certain nonzero stationary value S0r .f /. Further, at t
p , the residual stresses will
obey the plastic flow law associated with a yield surface corresponding to a porosity
dependent yield stress, S r D S0r .f /; the yield stress can be obtained from (8.28) by
letting p ! 0:
r r d "p
p s mn r p
r
dsij C H smn d "mn mnr s D 2˛ dij ; (8.29)
ŒS0 .f / 2 ij
where H.z/ is the Heaviside step function.

The situation changes significantly as voids appear. The material consists of a
matrix and voids and so is a biphasic medium. Given the properties of the matrix,
which are characterized by equations (8.24) and (8.27), one can find the effective
characteristics of the medium. The yield criterion changes and, in addition, equations
describing the nucleation and evolution of defects are needed.
Assuming that the voids are nearly spherical in shape, we adopt the Gurson yield
criterion for an ideal elastoplastic porous material. Extending this criterion to a porous
material whose matrix is characterized by elastoviscoplastic equations with kinematic
hardening, we obtain
a a a
3 sij sij 3q2 kk
ˆ.ija ; f; Y / D C 2q 1 f cosh Œ1 C .q1 f /2 D 0; (8.30)
2 .Y /2 2 Y
a is the active stress deviator and is the yield stress of the matrix, deter-
where sij Y
mined from the condition that the plastic works for the matrix and effective material
must be the same:
p 1
ija "Pij D .1 f /P p ŒY . p / C . P p / ;
1
(8.31)
Y D Y . p / C . P p/:
One finds p from the first equation and then determines Y from the second. The
p
stress ija and dissipative strain rate "Pij in the effective material are related by the
associated plastic flow law

p @…
Pij D P a ; (8.32)
@sij
provided that the matrix material obeys the analogous associated flow law [55]. The
parameter P is determined from the second equation: (8.31):

Y @ˆ a 1
P D ‰ Y Y . p / :
p @ija ij
a a 1=2
where … D 32 sij sij C Y . p / C 1 .p P p / with … ˆ.f D 0/.
From the continuity equation, one finds the void growth equation

p 3f .1 f / 3q2 kk
fPgr D .1 f /P"kk D P q1 q2 sinh : (8.33)
Y 2Y
The equations of nucleation and development of voids remain the same as in the
GTN model and are given by (8.5)–(8.7); these equations close the system of constitu-
tive equations (8.30)–(8.33) and serve to determine the stress and internal parameters
for a given velocity field, which is found from the law of conservation of momentum.
The condition that a critical amount of voids has accumulated is adopted as the
fracture condition for the model suggested. Since crystallites are in a constrained state
and so cannot deform freely, inter-crystallite voids are formed at crystallite interfaces.
These voids accumulate until a certain critical porosity, f D fcr , is reached followed
by a catastrophic propagation of the voids leading a complete inter-crystallite fracture
of the material. The critical porosity fcr depends on many external factors such as the
temperature, loading velocity, etc. as well as on the material structure; according to
experimental data [170], it ranges from 0.05 to 0.50.
Let us introduce additional effects in the model that account for some specific fea-
tures of the material’s response in the damaged state. These include the effects of
porosity on the elastic moduli and the damage surface S r D S0r .f /.
Taking into account that the internal elastic energy of the damaged material is
porosity dependent and independent of the plastic strain, U el .f; "elij /, one finds that
the effective elastic moduli EN and N vary in accordance with the formulas suggested
by L. M. Kachanov [66]:
EN D E.1 f /; N D .1 f /; (8.34)
where f is the porosity appearing in (8.33).

Assuming that the influence of porosity on the damage surface is similar to that on
the yield surface for the active stress, we adopt the approximate relation
S0a .f / S r
S0r .f / D ; where S0a .f / D Y .1 C q12 f 2 /1=2 :
Sa
The inclusion of both effects results in a more intensive softening and, hence,
a sharper localization. In [71], as follows from the computations based on the initial
version of the model (without the above additions), these effects were not pronounced
enough due to high mesoviscosity of the material: p
d .
It should be emphasized that, unlike the GTN model, the damage model suggested
here has multiple scales. It involves three time scales: t0 , the characteristic time,
p , the stress relaxation time in the damaged material, and d , the relaxation time in
the original, undamaged viscoplastic material. The three times correspond to three
different spatial scales – macro, meso, and micro scales – which represent the sizes
of the macro-object, void, and dislocation, respectively, and satisfy the inequalities
t0
p
d .
The scale effect is determined by the small parameter ıd D d =t0 in the hardening
stage and parameter ıp D p =t0
ıd in the softening stage. As ıp and ıd tend to zero,
the model tends to the GTN model with kinematic hardening, which is independent
of the time scale.
The yield and damage surfaces appearing in the model admit a geometric interpre-
tation which is common in describing plastic flow theories. The model has two critical
surfaces dependent on the plastic strain rate intensity "NPp and porosity f , which deter-
mine the material’s response. The two surfaces are shown in Figure 8.6 by dashed
lines. The active stress yield surface S a D Y .f / determines the transition from the
elastic to plastic state; the surface S r D S0r .f / determines the formation of porosity.
σ σa
a
S 0 = σy(f)
σr
0
σ
r
Sr = S 0(f)
Figure 8.6. Yield and damage loading surfaces.

The stationary positions of these surfaces are shown by solid lines, initial positions,
by dashed lines, and current positions, by dot-and-dash lines.
Temperature effects are easy to include in the model by adding to the strain " the
temperature component "ij D ˛ıij and determining the temperature from the
equation
@ p
cp D
ija "Pij ; (8.35)
@t
which follows from the assumption that the process of plastic deformation is adiabatic.
In the equation, cp is heat capacitance at constant stress,
D 0:8–0:9 is the thermal
convertibility coefficient, ˛ is the coefficient of thermal expansion, and is the density
of the effective material.
In conclusion, it should be noted that a numerical simulation of softening and strain
localization processes based on the equations (8.30)–(8.35) of the micro-model sug-
gested was performed by Kibardin and Kukudzhanov [71]; the authors solved a frac-
ture problem for an axisymmetric cylinder in quasistatic tension with a constant ve-
locity. A dynamic fracture problem for a bar at high loading velocities was solved
in [92].
In the literature, there are other coupled meso-models of damaged viscoplastic me-
dia based on a phenomenological approach with more specific assumptions than in
the above model. These models apply to both ductile continuum fracture [175] and
brittle fracture under cyclic loading [35, 179] in modeling fatigue fracture.
8.2.6 Tension of a thin rod with a constant strain rate

Consider the most common type of test, the uniaxial tensile-compressive test of a thin
rod with a constant rate of deformation. The solution of the problem allows one to
assess the model to see how well it can predict the stress-strain diagrams of materials
with softening. It must be emphasized that no -" curve is introduced in the model
explicitly (as is the case in the classical theory of plasticity); it is a consequence of the
multifactorial damage model employed. At the hardening stage, we adopt the simplest
hypothesis of linear hardening.
The integration results are shown as -" curves at a constant strain rate, "P D "P0 .
Figure 8.7 displays four characteristic curves for different types of material. The
first three curves were obtained for S0 D 1:5 and different values of the hardening
parameter ˛ (see Table 8.2), q1 D 1:0, q2 D 1:0, d =t0 D 0:01, and p =t0 D 1:0,
with N and SN0 being dimensionless quantities referred to the initial yield stress 0Y .
Table 8.2. Values of parameters for the curves displayed in Figure 8.7.
No. 1 2 3 4
S0 1:5 1:5 1:5 0:2
˛ 0:01 0:1 0:9 0:1
–
σ
(3)
2.0
(2)
(1)
1.0
(4)
0 10 20 30 ε–
Figure 8.7. Predicted -" diagrams in dimensionless variables for constant-strain-rate tension
at different values of the model parameters (Table 8.2).
It is apparent from Figure 8.7 that the curves have a kink at the beginning of the
second stage of deformation, which corresponds to the appearance of voids, followed
by a softening segment.
For small hardening parameter, ˛ D 0:01, curve 1 shows large plastic stains in the
hardening stage and a rapid drop in the stress as the material softens followed by a
nearly flat segment.
Curve 2 was obtained for ˛N D 0:1 and SN0 D 1:5; the diagram has a sharp yield
point followed by partial softening and then hardening. This behavior is characteristic
of many soft steels, iron, and some other materials undergoing phase transitions. (To
obtain a yield drop, a negative discontinuity is artificially introduced in the diagram
after the elastic segment and on the bilinear curve).
Curve 3 corresponds to a large value of the kinematic hardening parameter, ˛N D
0:9, with the other parameters specified in Table 8.2. One can see that the softening
segment is very short here – the critical value f is attained at relatively small strains.
This type of curve is characteristic of high-strength materials.
Curve 4 corresponds to S0 < 1 (˛N D 0:1 and SN D 0:2). In this case, the -" is
smooth, does not have a kink, characteristic of the cases with S0 > 1, and has a long
softening segment preceding failure at f D 0:5. Such diagrams are characteristic of
some soils and clays.
Thus, with only a few (four) parameters, the model allows one to describe, at least
qualitatively, a wide spectrum of properties of various materials. In phenomeno-
logical quantitative description of real materials, one has to postulate the functions
p
Y ."m / (yield stress of the matrix, a function of continuous hardening asymptotically
approaching an ideal plastic diagram), Q.z/, ‰ 1 .z/, S0 .f /, ˛."p /, and E.f / to
achieve agreement with experimental data. These functions all appear in the model
suggested and were taken to be linear or constant in the computations described.
Section 8.3 Numerical modeling of damaged elastoplastic materials 375
8.2.7 Conclusion
The multiscale model suggested is qualitatively different from the GTN model. As
one can see from the above, the model is based on dislocation mechanisms of plas-
tic deformation occurring in thermomechanical loading of polycrystalline materials at
moderate plastic strains. It is also based on the concepts of nucleation and growth of
mesodefects, such as voids or cracks, at large strains. At the final stage, the fracture
occurs due to the merging of voids into a macro-crack followed by its propagation
until structural failure. Postulating a correlation between the micro and macro param-
eters allows one to connect the micro-equations with constitutive continuum macro-
equations and obtain kinetic equations of the coupled elastoviscoplastic model with
damage. As a result, damage is described by a tensor whose spherical part is poros-
ity and deviatoric part is connected with the relaxation of the residual stress deviator.
The effective elastic moduli are assumed to change by Kachanov’s formulas (8.34).
The model of the matrix material takes into account kinematic hardening and, hence,
residual stresses and also describes the Bauschinger effect.
8.3 Numerical modeling of damaged elastoplastic materials

(ductile and quasi-brittle fracture)
8.3.1 Regularization of equations for elastoplastic materials at
softening
Apart from constitutive equations, special numerical methods are required for solving
these equations in modeling damage processes. Damage is related to softening and
plastic strain localization, which creates certain difficulties in integrating the constitu-
tive equations and solving initial-boundary value problems. The models of damaged
media that ignore the effect of multiple scales in fracture require regularization. As
noted above, the first attempts to describe damage within the framework of a flow
theory with a decreasing deformation diagram were unsuccessful, since they resulted
in the violation of the Drucker rheological stability condition (for quasistatic loading)
or the Hadamard condition (for dynamic loading) [19, 184]:
det.Cij kl ni nj / > 0 for any ni ;
where Cij kl is the elastic modulus tensor of the material, dij D Cij kl d "kl .
The regularization of a model can be performed by using regularizing operators
that account for additional physical processes (disregarded by the initial model) or
correspond to purely mathematical considerations. In the latter case, artificial higher-
order terms with small parameters are introduced to regularize lower-order equations.
The higher-order operators can involve a temporal scaling factor or spatial scaling
factors.
For example, a flow theory that has a decreasing material diagram D Y ."/, with
dY =d " < 0, and whose yield criterion is insensitive to changing the scale of time
results in an ill-posed problem. The problem can be regularized by changing to an
elastoviscoplastic model:

@" 1 @ Y ."/
D ; (8.36)
@t E @t Y .0/
where is the relaxation time and E is the elastic modulus. The operator on the left-
hand side, which is responsible for the plastic strain rate, increases the order of the
constitutive equation with respect to time t .
Another regularization technique involves using gradient or nonlocal stress-strain
relations (increasing the order of spatial derivatives) [91]. For example, with
@u @3 u
"D Ca 3; (8.37)
@x @x
the equation of motion acquires the form
@4 u @2 u @2 u
b2 4
C c2 2 D 2 : (8.38)
@x @x @t
However, adding to the constitutive equations higher-order operators with a small
parameter, in (8.36) and b in (8.38), is not the best or unique way of regularizing
the problem. This approach will be called mathematical. A simpler and more natural,
physical approach suggests that more determining parameters should be included, as,
for example, was the case in the above models, where a damage parameter f was
introduced. With the mathematical approach, the order of equations is increased, with
the limit problem as ı D =t0 ! 0 being unsolvable in the classical sense. A stiff
problem can only have a solution in the asymptotic sense if at all. By contrast, with
the physical approach, the limit problem remains well-posed and admits a solution in
the classical sense. Furthermore, numerical solution at ı 1 is simpler than with
mathematical regularization. The issue of adequacy of a numerical solution to a dis-
crete problem cannot be removed by mathematical regularization completely – special
methods for solving stiff problems are required and various artificial numerical tech-
niques may be needed to suppress solution sensitivity to problem discretization [19].
8.3.2 Solution of damage problems

At present, the finite element method is commonly used for solving a broad spectrum
of nonlinear problems, in particular, elastoplastic and elastoviscoplastic ones. In most
studies, the constitutive equations are numerically integrated by step-by-step methods
with respect to a loading parameter. Moreover, one has to integrate a complete sys-
tem of equations for a boundary value problem. The choice of an integration scheme
is extremely important for the solution, especially at large deformations exceeding
elastic deformations by an order of magnitude. A number of methods for integrat-

ing constitutive equations have been suggested in the literature [146, 130, 162]. Ex-
plicit methods lead to conditionally stable schemes [124]. At large deformations and
in solving multiscale stiff problems, one has to use implicit unconditionally stable
schemes [94, 124]. As shown by Ortiz and Popov [130], the inverse Euler method
proves to be effective when the von Mises yield criterion is used. Aravas [3] extended
this method to the case of a yield criterion dependent on the first two stress invariants
and internal variables of the model; the method was then applied to solving damage
and continuum fracture problems for elastoplastic materials within the GTN model.
8.3.3 Inverse Euler method

Let us integrate the constitutive equations of an elastoplastic medium with a general
yield criterion dependent on the first two stress invariants and structural variables. The
material properties are assumed to be independent of time scale changes within the
framework of the GTN model.
The GTN equations form a time scale invariant system of differential equations,
which can be written in terms of increments. The integration is performed step by
step with respect to a loading parameter, t . The state of the material at time t is
assumed to be known. In addition, the total strain increment " is prescribed at time
t C t . It is required to determine the stress and internal variables that satisfy all
equations of the system, inclusive of the yield criterion at t C t .
To this end, let us write Hooke’s law at t C t as follows:
ˇ ˇ
D Del W "el ˇ tCt D Del W "el ˇ t C "el D el Del W "pl ; (8.39)
where
ˇ
el D Del W "el ˇ t C " :
The symbol el can be treated as the elastic predictor, with

el 2
D D 2G I C K G I ˝ I
3
being the linear isotropic elasticity tensor, where G is the shear modulus, K is the
bulk compression modulus, I is the second-order identity tensor, and I the symmetric
fourth-order identity tensor. The total strain is assumed to be representable as the sum
of two components, elastic and plastic.
The yield criterion, flow law, and evolution equation for the internal variables are,
respectively,
ˆ. ; "Npl ; H ˛ / D 0;
1
"pl D "p I C "q n; (8.40)
3
H ˛ D HN ˛ ."pl ; ; H ˇ / (8.41)
with
3 @ˆ @ˆ
nD s; "p D ; "q D ;
2q @p @q
q
where p is pressure, s is the stress deviator, q D 32 s W s is the von Mises stress, and
H ˛ (˛ D 1; 2) represents the internal variables. For the GTN model, ˛ D 2, with
pl
H 1 D "Nm being the strain intensity in the plastic matrix and H 2 D f the porosity.
The parameter increment can be eliminated from the relations for "p and "q
to obtain
@ˆ @ˆ
"p C "q D 0:
@q @p
Substituting equation (8.40) into (8.39) yields
D el K"p I 2G"q n: (8.42)
The tensors sel and n are coaxial (see Figure 6.2 on page 283); hence,
3 el
nD s : (8.43)
2q el
Since n is known, determining the scalar quantities "p and "q together closes
the solution of the problem. Consequently, the problem of integrating elastoplastic
constitutive equations dependent on pressure is reduced to solving the following two
nonlinear equations for "p and "q :
ˆ.p; q; H ˛ / D 0; (8.44)
@ˆ @ˆ
"p C "q D 0: (8.45)
@q @p
The quantities p, q, and H ˛ in (8.44)–(8.45) are defined as
p D p el C K"p ; (8.46)
el
q D q 3G"q ; (8.47)
H ˛ D h˛ ."p ; "q ; p; q; H ˇ /: (8.48)
Equations (8.46) and (8.47) have been obtained by projecting equation (8.42) onto I
and n, respectively. Equation (8.48) is an alternative representation of equation (8.41).
By solving the above system of equations for the unknowns p, q, "p , "q ,
and H ˛ , one can close the integration algorithm for a porous plastic material.
Equations (8.44) and (8.45) are solved for "p and "q by Newton’s method. After
this, one can determine p, q, and H ˛ on the next layer from (8.46)–(8.48).
8.3.4 Solution of a boundary value problem. Computation of the

Jacobian
When an implicit scheme is used for solving nonlinear problems, the resulting discrete
equations forms a nonlinear system for nodal variables; the system is solved with
Newton’s method, which has a quadratic rate of convergence. The method suggests
that the linearized modulus

@ @
JD D
@" @" tCt
must be calculated. The Jacobian J is calculated with formula (8.42) rewritten as

ˇ ˇ
D 2G
el ˇ t C
"q n C K "el ˇ
kk t C "kk "p I;
where
D " 13 "kk I is the deviatoric component of the strain tensor ". After differ-
entiating, one obtains
@ D 2G.@
@"q n "q @n/ C K.@"kk @"p /I: (8.49)
The variations @"q and @"p are calculated using (8.44) and (8.45). After fairly
algebraic rearrangements, one arrives at a system of linear equations for determin-
ing @"q and @"p . Substituting the resulting quantities into (8.49), one find the
linearized modulus.
In the general case, the linearized modulus turns out to be slightly asymmetric.
However, this fact can usually be neglected in solving the system of equations.
8.3.5 Splitting method

The general procedure of splitting the constitutive equations of an elastoplastic mate-
rial is outlined in Section 6.4 for solving a dynamic problem by an explicit scheme.
This section addresses the application of the splitting method to solving boundary
value problems by an implicit scheme. As noted above, the splitting procedure here
will remain the same. What will change is only the solution of the equations of the
boundary value problem by the implicit scheme. Moreover, one will have to calculate
the Jacobian of the complete system of equations. What will have to be split is only
the equation
d
D D W .P" "P pl /; (8.50)
dt
where D is the material’s elastic modulus tensor and d =dt is the objective derivative
of the Cauchy stress tensor.
One takes the predictor at "P pl D 0, thus considering the medium elastic:
d
D D W ":
P (8.51)
dt
In conjunction with the equations of motion for the temporal step t , one then has to
solve the elastic problem with the initial conditions obtained in the previous step for
the total elastoplastic problem.
Then, in the corrector step, one solves the stress relaxation equations (8.50) at
"P D 0 in conjunction with the equations characterizing the internal structure of the
material (hardening, damage, etc.) with the initial conditions obtained in the predictor
step.
Using the associated flow law, one arrives at the stress relaxation equation
d d @ˆ
D D ; (8.52)
dt dt @
d
HP i D Fi . ; Hj /; (8.53)
dt
where Hi stands for the parameters characterizing the internal structure of the mate-
rial.
Integrating the constitutive equations to determine the stress and internal parame-
ters at fixed strain represents a stress relaxation problem, which is important by itself.
For a classical (equilibrium) elastoplastic medium, whose properties are time-scale
invariant, one can eliminate time t from equations (8.52) and (8.53) change to the
differentiation with respect to :
d @ˆ
D D ; (8.54)
d @
dHi
D Fi . ; Hj /: (8.55)
d
Solving equations (8.54) and (8.55) with the initial conditions .0 / D n and
Hi .0 / D Hiel , obtained from the solution of the elastic problem in the predictor
step, one finds a solution as functions of , el , and Hin :
D .; el ; Hin /; Hi D Hi .; el ; Hin /: (8.56)
Substituting the resulting solution into the yield criterion, one arrives at an equation
for determining the parameter D corresponding to the correction factor:

ˆ ; p./; S./; Hi ./ D 0: (8.57)
Solving this equation gives D . n ; Hiel /. Further, substituting into (8.56),

one obtains the desired solution to the constitutive equations for the loading step in
question. Finally, one arrives at a solution to total boundary value problem for the
given step in the loading parameter.
Solution of the boundary value problem. Calculation of the Jacobian. The solu-
tion of boundary value problems based on the principle of virtual displacements by
the finite element method is reduced to solving a system of nonlinear algebraic equa-
tions for nodal displacements. To solve this system by Newton’s method, one has
to compute the Jacobian @ =@", where " is the total strain. The computation of the
Jacobian depends on the integration algorithm for the constitutive equations. With
the standard approach, the integration can only be performed numerically. With the
splitting method, this problem can be significantly simplified and solved analytically.
Let us exemplify this by considering an elastoplastic medium with linear hardening.
In the predictor step, the total strain " is treated as elastic and the stress solving the
total problem is expressed in terms of "el alone. Hence,
@N @N
D el : (8.58)
@" @"
Differentiating the equation for stress (8.52) with respect to " and taking into ac-
count (8.58), one obtains
el el
@ @p @s el @x
D ˝IC xCs ˝ ; (8.59)
@" @" @" @"
@p el @sel 2
D KI; D 2G I G I ˝ I; (8.60)
@" @" 3
where K is the bulk compression modulus, G D is the shear modulus, I is the
identity tensor of rank 2, and I is the symmetric identity tensor of rank 4.
Since the expression of the correction factor x is found in explicit form [94], dif-
ferentiating this expression with respect to " yields

@ 2 3G @x
D 3GxI C K Gx I ˝ I C el el sel ˝ sel ; (8.61)
@" 3 S @S
q
where it has been taken into account that S el D 32 sel W sel .
Computation results. As an example, let us consider the problem of shearing a bar
in three dimensions. A 5 2 1 mm steel bar is clamped at the top and bottom end
faces. The top face is displaced rigidly as a whole in the direction shown in Figure 8.8a
by the arrow. The shearing displacement is equal to 2 mm, the bar thickness. The
dimensionless elastic modulus referred to the yield stress is E D 500, Poisson’s ratio
is D 0:3, and the plastic hardening modulus equals 1 D 0:1.
Figure 8.8 illustrates the deformations of the bar and the Lagrangian grid as well as
isolines of the shear stress intensity. The problem was solved in two different ways,
by the splitting method and the second-order accurate inverse Euler method suggested
by Aravas [3].
Figure 8.9 displays the shear stress intensity S and pressure p versus the loading
parameter in the element indicated by the arrow in Figure 8.8b. The solid line corre-
sponds to the method of [3] and the x’s indicate the results obtained by the splitting
method.
S, von Mises
1.490
1.335
1.180
1.025
0.871
0.716
0.561
0.406
(a) (b)
Figure 8.8. (a) Initial geometry and applied load; (b) isolines of the shear stress intensity S.
The following results were obtained: (i) the temporal step size was the same in
both approaches, (ii) the number of iterations in Newton’s method was the same in
both cases, (iii) the computation took less time with the splitting method (12 min 18 s)
than the method of [3] (13 min 26 s), and (iv) the values of the shear stress intensity
and pressure were in very good agreement between the two methods. The relative
error did not exceed 105 .
8.3.6 Integration of the constitutive relations of the GTN model

Let us apply the numerical-analytical method to more complicated equations of a
porous elastoplastic medium. For simplicity, it will be assumed that there is no gen-
eration of voids and the matrix is ideally plastic. Then the void growth equation is
fP D fPgr .
Transformation of the system of constitutive relations. The stress equation can be
written in the form
d D D W .d " d "el /;
d @ˆ 3 d @ˆ
d D D W d" C DWI D W s; (8.62)
3 @p 2S @S
where
D W s D 2Gs; D W I D 3KI:
Pressure is governed by the equation
@ˆ
dp D K.d " W I/ d K : (8.63)
@p
q p
1.2 1.2
1.0 1.0
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0.0 t 0.0 t
0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0
(a) (b)
Figure 8.9. Comparison of numerical results obtained by the method of [3] (solid line) and the
splitting methods (x’s): (a) shear stress intensity q and (b) pressure p in the element indicated
by the arrow in Figure 8.8b versus the loading parameter t.
The stress deviator equation is
d s D 2G d
6Gs d : (8.64)
The equation for the porosity becomes
dˆ
df D d .1 f / :
dp
For comparison, listed below are the system of constitutive equations for the com-
plete problem within the method of [3] and the equations of the splitting method in
the corrector step:
Complete problem Splitting method

@ˆ @ˆ
dp D K.d " W I/ d K dp D d K
@p @p
d s D 2G d
6G s d d s D 6G s d
dˆ dˆ
df D d .1 f / df D d .1 f /
dp dp
the initial conditions are taken the elastic solution is taken as
from the preceding step the initial conditions
2
S 3 q2 p
ˆD C 2q1 f cosh .1 C q3 f 2 / D 0
Y 2 Y
Corrector. One solves the stress relaxation problem. The system of equations in
dimensionless variables referred to Y is

d pN @ˆ 3
D K D 3Kq1 q2 f sinh q2 pN ; (8.65)
d N @pN 2
N
d sN D 6G sN d ; (8.66)
df dˆ
D .1 f / ; (8.67)
d N d pN

3
ˆ D SN 2 C 2q1 f cosh q2 pN .1 C q3 f 2 / D 0: (8.68)
2
The initial conditions are taken from the solution to the equation problem obtained
at D n and labeled by the zero subscript: pN0 , sN0 , SN0 , and f0 .
The system of equations cannot fully be integrated analytically, unlike the case of
the von Mises yield criterion. What can be integrated exactly are the stress deviator
equation (8.66) and pressure equation (8.67). For the shear stress intensity, we have
d SN N
D 6GN d : (8.69)
SN
Integrating the equation for the dimensionless pressure pN subject to the initial condi-
tion pN D p0 , one obtains
1f
pN D pN0 KN ln : (8.70)
1 f0
From (8.67) one finds the porosity in terms of pressure:

pN pN0
f D 1 .1 f0 / exp : (8.71)
KN
Eliminating the porosity f from (8.65), one arrives at a differential equation for p:
N

d pN N 1 q2 sinh 3 q2 pN .1 f0 / exp pN pN0 :
D 3Kq (8.72)
d N 2 KN
This equation is easy to integrate on the interval Œ; C using an implicit scheme
and the pressure can be evaluated with a required accuracy. After substituting the re-
sulting p./ and f ./ into Gurson’s yield criterion (8.68), one determines the value
D corresponding to the correction factor. All subsequent solution of the bound-
ary value problem will also have to be performed numerically.
For a small step size , it is reasonable to linearize equations (8.70)–(8.72) to
obtain simple approximate analytical expressions of p./ and f ./ with sufficient
accuracy. This approach, based on the linearization of equations, is used below. The
function ˆ.X/ is determined analytically and all subsequent mathematics is also per-
formed analytically, which facilitates the computation of the Jacobian and further in-
tegration of the boundary value problem.
The linearization yields

d pN p p
D C0 C Cp p;
N (8.73)
d N
p p
where C0 and Cp are constants arising from the expansion of the right-hand side of
equation (8.72).
N N 0 / D pN0 , one finds p.
Integrating (8.73) and taking into account that p. N in
N /
explicit form: p
C p Cp
pN D pN0 C 0p exp Cp . 0 / 0p : (8.74)
Cp Cp
Substituting (8.74) into (8.71) yields the explicit expression of porosity
f D C0f C Cp
f
p:
N (8.75)
Introduce the correction factor X D expŒ103 .N N 0 / . The factor 103 is used to

avoid high degrees in the expressions of pressure and stress intensity.
The linearized expressions can be rewritten as
SN D SN0 X ˛ ; pN D a C b X ˛ ; f D c C d X˛; (8.76)

p N a D C p =Cpp , b D pN0 a, c D C f C f a,
where ˛ D 103 Cp , ˇ D 6103 G, 0 0 p
f
and d D Cp b. Substituting (8.76) into the yield criterion (8.68), one arrives at an
algebraic nonlinear equation ˆ.X/ D 0, which is solved by Newton’s method for the
correction factor X:
ˆ.X n /
X nC1 D X n 0 n ; (8.77)
ˆ .X /
where

0 3
ˆ .X/ D 2ˇq02 X 2ˇ 1
C ˛X ˛1
2q1 d cosh q2 pN
2

3
C 3q1 q2 bf sinh q2 pN 2q3 f d :
2
We take X0 D 1 as the initial approximation. The iterative processes (8.77) is
performed until the relative error " in determining X becomes less than "0 D 107 .
The Jacobian @ =@" is computed in the same way as previously for the von Mises
yield criterion.
Finally, the Jacobian is expressed as
d 1
D CI I C Cn I ˝ I C .CnI C CIn /.n ˝ I C I ˝ n/ C Cnn n ˝ n: (8.78)
d" 2
The expressions of the coefficients CI ; : : : ; Cnn can be found in [100].
u u
1
2
Figure 8.10. Uniaxial tension of a square element.
8.3.7 Uniaxial tension. Computational results

As an example, consider a uniaxial tension problem for a square element (see Fig-
ure 8.10) in the plane strain case.
The logarithmic strain measure was used:

u.t /
" D ln 1 C ; u.t / D 0:5 t: (8.79)
l
The initial porosity of the material was f D 0:001.

This test problem was solved by (i) the method suggested by Aravas [3], which is
implemented in the ABAQUS software, and (ii) the splitting method.
Figure 8.11 displays pressure p and porosity f versus the loading parameter; the
solid line corresponds to the precise Aravas solution [3] (obtained for a very small
step size) and the x’s correspond to the approximate solution obtained by the splitting
method.
–d f
4.0 0.35
3.5 0.30
3.0 0.25
2.5
2.0 0.20
1.5 0.15
1.0 0.10
0.5 0.05
0.0 t 0.00
– 0.5 t
– 0.05
0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0
(a) (b)
Figure 8.11. Comparison of the computational results obtained by the Aravas method [3]
(solid line) and splitting method (x’s): (a) pressure and (b) porosity versus the loading param-
eter t .
It is apparent from Figure 8.11b that the material softens and porosity increases.
The results obtained by the two methods are in very good agreement.
Although the matrix material is plastically incompressible, the compressibility of
the effective material is due to a change in porosity; when the body increases by 50%
in volume, the corresponding elastic strain is only "el D 0:002.
Boundary value problem. Consider the problem of shearing a bar in three dimen-
sions (Figure 8.8). This problem was solved above for an elastoplastic material with
the von Mises yield criterion.
Computations with a fixed step size have shown that the splitting method requires
2.4 times more iterations for the solution than the Aravas method [3], whereas the
total computation time is nearly the same: 1 hour 31 min with the splitting method
and 1 hour 27 min with ABAQUS.
Thus, in integrating constitutive equations, the splitting method turned out to be
about 2.5 times faster per iteration than the standard method.
The comparison of the results obtained using the von Mises yield criterion and
Gurson yield criterion in the above examples reveals a significant effect of porosity
on the stress-strain state; an increase in porosity leads to softening of the material and,
ultimately, to failure of the structure.
8.3.8 Bending of a plate

To illustrate a significant difference in fracture character with and without taking into
account material damage, let us consider an example problem of bending of a plate.
The plate is simply supported at the ends and loaded in the middle with a rigid cylin-
drical punch (plane strain). By virtue of symmetry, the right half of the plane will only
be considered. Figure 8.12a displays the geometry of the problem, with h D 0:25 mm.
The material constants are E D 1 105 MPa, D 0:3, Y D 400 MPa, q1 D 1:5,
q2 D 1:0, f0 D 0:05, fN D 0:04, "N D 0:3, and sN D 0:1.
There is no friction between the plate and punch or between the plate and supports.
Since the largest deformation is in the area under the punch, we use a finer grid in
this area. At large strains, the cells of the Lagrangian grid get severely distorted, thus
resulting to a decrease in the computation accuracy. For this reason, the half-width
of the plate is divided into four domains (Figure 8.12b). To connect a domain with
coarser cells and a domain with finer cells an intermediate layer of triangles is used
as shown in Figure 8.13b; the discretization step decreases by half. Domain 1 (under
the punch) is covered with an adaptive mesh, which is rearranged at each temporal
step (time is used as the loading parameter). Domains 2–4 use a regular Lagrangian
mesh. The discretization of the computation domain is shown in Figure 8.12b. The
total number of elements is 28,977 with 29,380 nodes.
Figure 8.13 depicts the reaction force of the plate on the punch. It is apparent from
the graph (horizontal segment of a curve) that a porous plate loses stability (it is also
said that a plastic hinge is formed) at a lower load than the corresponding ideal plastic
4h
12 h
1 2 3 4
h
10 h
1.6 h adaptive mesh
(a) (b)
Figure 8.12. Bending of a plate simply supported at the ends and loaded in the middle by a
rigid punch. (a) Geometric dimensions of the plate and supporting cylinders. (b) Connecting
layer between finer and coarser meshes at the domain interfaces.
plate. This is due to the fact that the yield stress of a damaged material decreases when
voids nucleate and grow and is lower than that of the matrix material, Y 0 . The lower
yield stress is due to the initial porosity, f0 D 5%. This value of f0 has been chosen
so as to trace the formation of sliding bands in more detail. When f0 D 0, there is no
initial porosity and voids can only appear through nucleation, the formation of shear
bands is observed; however, this process arises at a later stage.
The jump in the contact force (Figure 8.13) is due to the formation of a gap between
the punch and plate when the plastic hinge is formed (see Figure 8.14).
It is apparent from the graph (Figure 8.13) that the model with damage (porosity)
predicts a sharp drop in the contact force, which is absent from the ideal plastic model.
This drop indicates softening of the material, preceded by localization of plastic strain
(see Figure 8.15).
Figure 8.14a illustrates the appearance of strain localization bands once a plastic
hinge has been formed. Figure 8.14b shows the formation of a gap between the punch
and plate in the region where the plate has the maximum curvature (plane strain).
Figure 8.15 illustrates bending of the plate as the punch moves, where d D 2:2 h,
" is the logarithmic strain, with " D ln.L= l/ D ln.1 C u= l/ in the one-dimensional
case and u D L l. For the GTN model (Figure 8.15b), one observes the formation
of a pronounced band-like structure where large plastic strain zones alternate with
zones of unloading. The strain localization bands have an increased concentration of
voids. The predicted alternating pattern of plastic strain localization bands is similar
to that observed in experiments. In the case of ideal plasticity, no localization band-
like structures are observed, with monotonous transition between strain level lines
(Figure 8.15a).
porous (GTN) model

3.5 ideal plastic model
1
3.0
2.5
Punch reaction force
2
2.0
1.5
1.0
0.5
0.0
0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5

Punch displacement, h
Figure 8.13. Plate contact force versus punch displacement. Comparison between the ideal
plastic (curve 1) and porous (curve 2) model.
displacement of contact surface

gap
(a) (b)
Figure 8.14. Formation of a gap between the punch and the plate: (a) appearance of strain
localization bands when a plastic hinge has been formed; (b) the gap arises where the plate
has the maximum curvature.
8.3.9 Comparison with experiment

A comparison of simulation results with experimental data for the fracture of a clamped
plate is given in [166] The calibration constants of the GTN model, q1 , q2 , q3 , fN ,
"N , and sN , were determined from independent tension tests. The results are com-
pared in Figure 8.16. Unlike the GTN model, an elastoplastic model without damage
cannot describe the fracture of the plate.
(a) (b)
ε = 0.15 ε = 0.24
Figure 8.15. Plate bending: (a) no localization bands arise in the ideal plastic model; (b) for-
mation of a band-like pattern with voids in the GTN model.
The figure depicts the graph of the punch force versus the punch displacement.
The experimental data and simulation results are in good agreement for both the total
punch force and its axial component.
8.3.10 Modeling quasi-brittle fracture with damage

A modified model of a porous elastoplastic material can be used to solve quasi-brittle
fracture problems for continuous media and structures. The model is based on the
Gurson yield criterion and a critical porosity criterion – a crack arises and fracture
begins when a critical porosity is attained. The formation of a crack is modeled as the
appearance of a stress-free surface in an element. Since quasi-brittle fracture occurs
at fairly low plastic strains and the porosity is related to the hydrostatic tensile strain
(see (8.6) and (8.7)), the critical porosity for a quasi-brittle material is an order of
magnitude less than that in ductile fracture. Large plastic strains do not have enough
time to develop and so the material begins to fracture before that, due to low critical
porosity in tension. The nucleation of new defects can be neglected. The external
energy supplied is spent on the formation of a free surface and fracture rather than
viscoplastic deformation. This energy consumption is substantially less than in vis-
coplastic fracture. The quasi-brittle fracture mechanism radically different from the
viscoplastic mechanism. The mathematical system of equations for deformation be-
fore cracking is formally different from the viscoplastic equations in only the critical
600
F [kN] Experiment
Simulation
400 punch force
1 3
200
axial force
0
0 50 100 150
u3 [mm]
Figure 8.16. Figure from [166].
porosity constant. The criterion for the formation of a free surface in a continuous
medium subject to quasi-brittle fracture is different from that adopted in the brittle
fracture mechanism. However, deformation criteria are obviously superior to force
(energy) criteria in quasi-brittle and ductile fracture. Quasi-brittle fracture should be
analyzed using a porous elastoplastic model and, when the critical porosity is attained,
an additional continuum fracture model.
The simplest fracture model is the Maenchen–Sack model [111], which was out-
lined above. According to this model, fracture occurs abruptly and the stress drops to
zero in the affected particle. A more complicated model should allow for a gradual
transition to a damaged state with stress relaxation to zero and formation of a stress
free surface.
Below, the transition from quasi-brittle to ductile fracture is studied with the GTN
model. The bodies analyzed include a plane specimen with two symmetric V-shaped
notches and an axisymmetric specimen with a circular V-shaped notch.
The quasi-brittle problems are solved in a dynamic formulation (taking into account
inertia forces) by the stabilization method with an explicit integration scheme.
The plane specimen (plane deformation) with two symmetric V-shaped notches is
shown in Figure 8.17a. Such specimens are the objects of numerous experimental
and theoretical studies where the transition mechanism from quasi-brittle to ductile
fracture is investigated. Figure 8.17a shows a typical pattern of quasi-brittle fracture.
Plastic strains only arise near the notch tips, with a crack propagating from the tips
and connecting the notches.
The fracture of an elastoplastic specimen is illustrated in Figure 8.17b. An elasto-
plastic material can withstand much higher strains without failure; its critical porosity
+1.000e – 04 +4.614e – 01
+9.167e – 05 +1.000e – 03
+8.333e – 05 +9.167e – 04
+7.500e – 05 +8.333e – 04
+6.667e – 05 +7.500e – 04
+5.833e – 05 +6.667e – 04
+5.000e – 05 +5.833e – 04
+4.167e – 05 +5.000e – 04
+3.333e – 05 +4.167e – 04
+2.500e – 05 +3.333e – 04
+1.667e – 05 +2.500e – 04
+8.333e – 06 +1.667e – 04
+0.000e +00 +8.333e – 05
+0.000e +00
(a) (b)
Figure 8.17. Material damage (porosity distribution) and crack propagation for two different
fracture processes: (a) brittle fracture with critical porosity fc D 1 104 , loading velocity
v D 1 m/s, and loading time t D 1:35 104 s; (b) ductile fracture with loading velocity
v D 2 m/s and loading time t D 3:00 104 s.
is several orders of magnitude higher than that of a brittle material. Therefore, at

moderate plastic strains, the porosity accumulated near a notch tip is insufficient for a
free surface to be formed and so no crack arises. Instead of a horizontal crack, sliding
bands are formed at an angle to the symmetry axis, with practically all plastic strain
localized within these bands and unloading occurring at the notch tips. The typical
fracture pattern (Figure 8.17b) is radically different from that of quasi-brittle fracture
(Figure 8.17a). A crack propagates at an angle to the direction of tension, along the
lines of maximum porosity localization (Figure 8.17b). For a quasi-brittle material,
the critical porosity is relatively low and the fracture occurs along the crack connect-
ing the notch tips. For an elastoplastic material, whose critical porosity is several
orders of magnitude higher, the fracture occurs due to shear along strain localization
bands at an angle to the line of tension (as shown in Figure 8.17b).
This confirms that a model taking into account nucleation and growth of mesode-
fects shaped as spherical voids is adequate in describing both types of fracture as well
as the transition from quasi-brittle to viscoplastic (ductile) fracture due to different
material resistance and different fracture mechanisms. The model allows one to ex-
plain the experimentally observed change in the fracture pattern in specimens with
V-shaped notches.
Section 8.4 Extension of damage theory to the case of an arbitrary stress-strain state 393
8.4 Extension of damage theory to the case of an arbitrary

stress-strain state
So far, we have considered damage and fracture of elastic solids where damage was
associated with the appearance of spherical microvoids and microcracks and so was
essentially identified with porosity. Obviously, whether voids are formed in the ma-
terial or not depends primarily of the type of loading and, hence, on the type of the
stress-strain state of the material. If the stress-strain state changes, defects other than
spherical voids may arise, which may have a different mechanism of fracture. Stress-
strain states should be classified in accordance with the values of the stress invariants,
especially in accordance with the first-to-second invariant ratio, known as the coef-
ficient of triaxiality, k D 13 i i =Y , where the second stress invariant N has been
replaced with the yield stress Y by virtue of the von Mises yield criterion. In [7], the
coefficient k was determined for most essential, experimentally studied types of the
stress state and fracture patterns for each stress state. The critical strain intensity at
the onset of fracture, "Nf , was obtained experimentally as a function of the triaxiality
factor k (Figure 8.19). One can see that the curve with k D 0:4 has a cusp; the inves-
tigation of specimens after failure at k 0:4 has shown that the fracture mechanism
and fracture type change qualitatively. For k < 0:4, fracture occurs due to sliding in
shear along bands of maximum shear at high temperatures close to the melting tem-
perature (adiabatic shear bands), whereas for k > 0:4, mesovoids and mesocracks are
formed in the material and the fracture occurs due to their coalescence into macroc-
racks.
The values of the triaxiality factor k for most common experimental kinds of frac-
ture test are listed below:
Type of stress-strain state k
Shear, 12 ¤ 0, with all other ij D 0, i ¤ j 0
Uniaxial tension with 11 ¤ 0 and all other ij D 0 1/3
p
Plane strain with no compressibility 3=3
Tension or bars with notches 0:6–2:5
Near the tip of a blunted crack (no hardening) k3
Near the tip of a blunted crack (with hardening) k5
Uniaxial strain with "11 ¤ 0 and all other "ij D 0 k!1
Note that k changes together with the stress-strain state; therefore, the values corre-
sponding to inhomogeneous stress-strain state refer to areas in the body near a stress
concentrator.
It will be assumed that the material is general elastoplastic with the yield stress be-
ing a multi-parameter function: Y D Y ."; N f; ; N r ; k; "PNp /, where f is damage, is
1
temperature, k D 3 i i =N is the stress-strain state triaxiality factor,
1=2
N D 32 sij sij is the shear stress intensity, N r is the residual stress intensity, and "PNp
is the plastic strain rate intensity.
In order to obtain Y D Y ."; N f; ; N r ; k; "PNp /, one has to use information on fracture
from macro and micro mechanics. The coefficient k determines the stress-strain state
of the material and play an important role in establishing the mechanism and pattern
of fracture; however, other parameters can also be used. For example, it is clear that
the critical damage also affects the fracture pattern, but its influence is less significant;
therefore, we can restrict ourselves to only k in the first approximation.
8.4.1 Well-posedness of the problem

The well-posedness of the initial-boundary value problem follows from the Drucker
postulate for quasistatic loading or its analogue, the Hadamard condition, for dynamic
loading.
The simplest one-to-one relation D Y ."/ in the softening segment cd00 leads
to an ill-posed formulation of initial-boundary value problems if d 00 is in the plane
f D 0 (Figure 8.18).
For a well-posed description of the softening process, one has to assume the yield
stress to be a multi-parameter function, Y D Y ."; f; ; r ; k/, where @Y =@" 0
and dY < 0 is the total differential (Figure 8.18). Then, as follows from experimental
data [62], softening must occur because @Y =@f < 0 at k > 0:4 and dY =d < 0 at
k < 0:4 (Figure 8.16).
σy c d'
b
dσy
σy = σy(σ, f)
d'' ×
a ε
d ×
Figure 8.18. Yield surface. Stress relaxation process and fracture in the three-dimensional
space -"-f .
To obtain Y D Y ."; f; ; r ; k/, one has to use information about fracture from
micro-mechanics. The coefficient k determines the stress-strain state of the mate-
rial and plays the most important role in establishing the mechanism and pattern of
fracture.
To obtain softening, partial derivatives of the function Y must meet some restric-
tions for different values of k, which follow from the conditions
for k 0:4, the influence of the temperature is week and so can be neglected:
@Y p @Y @Y @Y
dY D p
d" C df C dk C d r < 0I
@" @f @k @ r
for k < 0:4, the porosity and residual stresses do not affect Y :
@Y p @Y @Y
f D 0; r D 0; dY D d" C d C d k < 0I
@"p @ @k
one also has to take into account that
@Y @Y @Y
0; < 0; > 0:
@"p @ @"Pp
8.4.2 Limitations of the GTN model

The Gurson model [52] and its modification, the GTN model [26, 19], are applicable
for k 0:4 (Figure 8.19).
ε¯f
0.6
×
0.4
×
×
×
×
0.2
1 0 0.4 k
––
3
Figure 8.19. Dependence of the fracture type "Nf .k/ and change in the fracture type at the
triaxiality factor k 0:4 [7].
The curve corresponds to fracture in the plane of equivalent strain and coefficient
of triaxiality. For k > 0:4, fracture is mainly due to the formation of voids, while for
k < 0:4, fracture occurs chiefly along adiabatic shear bands (Figure 8.19) [96].
The experimental data of [7] were obtained for quasistatic loading; "Nf is the critical
strain intensity at which fracture begins.
8.4.3 Associated viscoplastic law

A Gurson type yield criterion for porous materials with an elastoviscoplastic matrix
and kinematic hardening has the form
a a a
3 sij sij 3q2 kk
a
F .sij ; f; SY / D C 2 f q1 cosh 1 q12 f 2 D 0;
2 SY2 2 SY
a is the deviator of the active stress a , S is the yield stress of the porous
where sij ij Y
elastoplastic material, determined from the condition that the plastic works for the
effective material and the matrix must be the same:
p
ija "Pij D .1 f /P p SYst. p / C ‰. P p/ ; SY . p ; P p / D SYst . p / C ‰ 1 . P p/;
q (8.80)
p 2 p p
where "ij D 3 ij ij is the plastic strain intensity, is the relaxation time, SYst is
the static yield stress, and ‰ is a function characterizing the effect of the strain rate.
To obtain the constitutive equations (8.80), we use the following associated flow
law with additive strain and strain rate hardening:

p @F SY st p
@F a
"Pij D ƒ a ; ƒD ‰ SY SY . / a sij : (8.81)
@sij @sij
The constitutive relations of the GTN model described in detail in Section 8.1; these
certainly remain valid for the generalized model for k > 0:4 as well.
8.4.4 Constitutive relations in the absence of porosity (k < 0:4, f D 0,

r D 0)
The Gurson yield criterion [52] becomes the von Mises yield criterion for an elasto-
viscoplastic material with strain and strain rate hardening and thermal softening. With
the multiplicative hardening law in the form of Johnson–Cook [62], the yield stress is
written as
Pp
"N
Y D Y0 ."Np ; O / R."PNp / D A C B.N"p /n 1 C C ln 1 C O m
"P0
with the dimensionless temperature
8
ˆ
<0 if < transition;
O D . transition/=.melt transition/ if transition melt ;
:̂
1 if > melt ;
where transition is the temperature at which the second stage begins and melt is the
melting temperature.
8.4.5 Fracture model. Fracture criteria

f D fcr (with respect to porosity), where tensile stresses dominate, k 0:4;
p p 1=2 p
"Np D 23 ij ij D "cr (with respect to plastic strain intensity), where compres-
sive stresses dominate, k < 0:4.
In numerical simulation, one adopts a discrete, finite element model of fracture
(Maenchen–Sack approach [111], fracture of individual elements begins when the
local criterion is satisfied). If the fracture criterion is satisfied in a Lagrangian cell, the
internodal links in this cell are released and the stresses either relax to zero or the cell
exhibits resistance in compression only. When fracture occurs, the Lagrangian nodal
masses become separate particles, which carry away mass, momentum, and energy;
these masses move by inertia as rigid particles that do not interact with unaffected
particles [19, 95].
For the general stress-strain state, the proposed model of damage is the simplest –
it depends on only one scalar parameter, the triaxiality factor k D 13 i i =, N where

N D 32 sij sij 1=2 . The critical strain intensity at fracture is then a function of this
coefficient, "Nf D "Nf .k/. The function "Nf shows that the shear mechanism of fracture
changes to the tensile mechanism at k 0:4 in a medium weakened by spherical
voids. Experiments for stress-strain states corresponding to k < 0:4 reveal the ap-
pearance of macrobands of adiabatic shear. Experiments corresponding to k > 0:4
reveal the formation of large spherical voids, which merge together when they touch
each other directly or through a chain of smaller voids remaining spherical.
The assumption that the voids preserve their spherical shape is a significant limita-
tion of Gurson’s damage theory. As shown by experimental evidence, the void shape
undergoes considerable changes as the triaxiality parameter k varies. For k 1:5,
the void shape is indeed very close to spherical. For k < 0:4, voids become ellip-
soidal, being elongated in the direction of maximum tensile stress [9]. As k decreases
further, the coalescence of voids changes to the formation of shear bands; the energy
dissipation in the shear bands leads to an increase in the temperature and, hence, soft-
ening due to temperature effects on the plastic constants. The misalignment of the
principal stress axes and void axes [8] at large plastic strains leads to the necessity of
taking into account the anisotropy [12]. The effect of the strain rate increases as well
as other effects, which have been being intensively studied for the last 10–15 years
(see the review by Besson [13]). Due to these studies, significant progress has been
made in developing models of damaged media for an arbitrary stress-strain state.
8.5 Numerical modeling of cutting of elastoviscoplastic

materials in three dimensions
To illustrate the potentials of the above methods for modeling three-dimensional frac-
ture problems for elastoviscoplastic materials, let us consider the unsteady process of
cutting of an elastoviscoplastic layer (workpiece) with a rigid cutter. The cutter moves
with a constant horizontal speed V and its front cutting edge makes an angle ˛ with the
vertical Figure 8.20). The simulation was performed using a coupled thermomechan-
ical model of an elastoviscoplastic material [99, 98]. Adiabatic cutting was compared
with a cutting mode where the thermal conductivity of the workpiece material was
included. A parametric analysis of the cutting process was performed for different
geometries of the workpiece and cutter, different cutting speeds and depths, and dif-
ferent properties of the workpiece material. The workpiece thickness, the dimension
in the z-direction was varied. The stress-strain state was changed from plane stress,
with HN D H=L 1 (thin plate), to plane strain, HN
1 (wide plane), where H is
the width L the length of the workpiece. The problem was solved on a Lagrangian-
Eulerian mesh by the finite element method with splitting and using explicit-implicit
integration schemes, discussed in Section 6.4, for the constitutive equations. The
numerical simulation of the problem in three dimensions was shown to have the po-
tential of analyzing cutting processes with continuous and fragmented shavings. The
mechanism of this phenomenon Cutting with fragmented shavings? can be explained
in the case of orthogonal cutting (˛ D 0) by thermal softening with the formation
of adiabatic shear bands with triaxiality factor k < 0:4, without invoking a model
with porosity. For cutting at an acute but large angle ˛, one has to employ a coupled
model of thermal and structural softening with damage. Dependences of the cutter
force for different geometric and physical parameters of the problem were obtained.
It was shown that quasi-monotonic and oscillating modes are possible (for both or-
thogonal and acute-angle cutting) and a physical interpretation of the phenomenon
was suggested.
8.5.1 Introduction
Cutting processes play an important role in the treatment of hard-to-deform materi-
als on turning and milling machines. Machining is a major pricing operation in the
manufacture of complex-profile parts of hard-to-deform materials such as titanium-
aluminium or molybdenum alloys. The shavings arising in cutting of such materials
can be fragmented (chippings), resulting in a nonsmooth treated surface and highly
varying pressure on the cutter. An experimental determination of the parameters of
the temperature and stress-strain states of a material at high-speed cutting is extremely
difficult. Numerical simulation of the process can be a preferable alternative; it can
enable one to explain the main features of the processes and look into the mechanism
of cutting. Understanding the mechanism of the formation and fracture of shavings is
Section 8.5 Numerical modeling of cutting of elastoviscoplastic materials 399
of great importance for efficient cutting. Mathematical modeling of the cutting pro-
cess requires taking into account large strains and strain rates as well as heating due
to plastic strain energy dissipation resulting in temperature softening and fracture of
the material.
So far, these processes have not received due investigation, although considerable
effort has been put into since the middle of the 20th century. Early studies relied
on the simplest rigid plastic scheme [120, 121, 54, 158, 159]. However, the results
obtained with the rigid plastic analysis could not satisfy materials engineer or the-
oreticians, since the simplified model failed to answer the questions raised. In the
literature available, there is no solution to the three-dimensional problem that would
take into account the nonlinear effects of the formation, fracture, and fragmentation of
the shavings due to the three-dimensional thermomechanical response of the material.
It was not until a few years ago when some progress was made in studying these
processes owing to the development of efficient computational methods and numeri-
cal simulation. The effects of the cutting angle, thermomechanical properties of the
workpiece and cutter, and fracture mechanism on the formation and fragmentation
of shavings have been investigated [109, 122, 6]. However, most studies treated the
cutting processes with significant simplifications: the problem was solved in two di-
mensions (plain strain), the effect of initial transient processes on the cutter force was
not considered, and fracture was assumed along certain preset surfaces. All these re-
strictions did not allow one to give the cutting process a full enough assessment and,
in some cases, led to a wrong understanding of the cutting mechanism.
8.5.2 Statement of the problem

Geometry The problem is treated in three-dimensional statement. Figure 8.20 dis-
plays the domain and boundary conditions in the plane of cutting. In the direction
perpendicular to the plane cutting, the workpiece has a finite thickness HN D H=L
(L is the workpiece length), which was varied within a wide range. The spatial state-
ment suggests the freedom of motion of the workpiece in the plane of cutting and a
smoother emergence of the shavings, which ensures favorable conditions for cutting.
Governing equations The complete coupled system of equations of thermo-elasto-
viscoplasticity consists of the law of conservation of linear momentum,
dv
D ij;j ; (8.82)
dt
Hooke’s law with thermal stresses,
dij p
D Dij kl ."Pkl "Pkl ˛ıkl P /; (8.83)
dt
and heat influx equation,
d p
Ce D K;i i .3 C 2 /˛0 "Pi i C ij "Pkl ; (8.84)
dt
0.4
V a
1.0
0.01
u1 = 0
7°
0.2
0.1
u2 = 0
Figure 8.20. Geometry of the workpiece and cutter. Boundary conditions.
where Ce is specific heat capacity, K is the thermal conductivity, and is the Taylor–
Quinney coefficient, taking into account the material heating due to plastic dissipation.
The strain of the workpiece is governed by the associated flow law
p dF
"Pkl D P (8.85)
dij
and yield criterion
p p
F .Ji ; Ei ;
i ; / D J2 Y .J1 ; Ei ;
i ; / 0; (8.86)
where Ji stands for the stress invariants and Ei denotes the plastic strain tensors
(i D 1; 2). The evolution equations for the internal variables are
d
i
D fi .Jk ;
i ; /: (8.87)
dt
Material model A von Mises-type thermo-elasto-viscoplastic model is adopted; the
yield stress is taken in the multiplicative form (8.88) with strain viscoplastic hardening
and thermal softening [62]:
P p
E
p Pp p n
Y .E ; E ; / D ŒA C B.E / 1 C C ln .1 O m /; (8.88)
"P0
where Y is the yield stress, "Np is the plastic strain intensity, and O is the relative
temperature referred to the melting temperature m :
8
ˆ
<0 if < ;
O
D . /=.m / if m ; (8.89)
:̂
1 if > m:
The workpiece material is assumed to be homogeneous. The computations were

performed for a relatively soft material Al2024-T3 (with elastic constants E D 73 GPa
and D 0:33 and plastic constants A D 369 MPa, B D 684 MPa, n D 0:73,
"P0 D 5:77 104 , C D 0:0083, m D 1:7, D 300 K, m D 775 K, and
ˇ D 0:9) and a harder material 42CrMo4 (E D 202 GPa, D 0:3, A D 612 MPa,
B D 436 MPa, n D 0:15, "P 0 D 5:77 104 , C D 0:008, m D 1:46, D 300 K,
m D 600 K, and ˇ D 0:9). An adiabatic cutting processes was compared with the
solution to the complete thermomechanical problem with heat conduction.
Fracture The model of fracture relies on the continuum approach of Maenchen and
Sack [111], which suggests modeling of fracture zones by discrete particles. A critical
p
plastic strain intensity "f is chosen to determine the fracture criterion:
p
p J1 "PN O
"f D d1 C d2 exp d3 1 C d4 ln .1 C d5 /; (8.90)
J2 "P0
where di stands for material constants, which are determined experimentally. If the
fracture criterion is satisfied in a Lagrangian cell, internode links get broken and either
the stresses relax to zero or resistance remains only in tension. As fracture progresses,
Lagrangian nodal masses separate into individual particles, carrying away mass, mo-
mentum, and energy, which move by inertia as rigid bodies that do not interact with
unaffected particles. A detailed survey of these models and fracture algorithms can
be found in [40, 19]. The current section defines the onset of fracture as the moment
p
when a critical plastic strain intensity "f is reached. No fracture surface is defined in
p
advance – it is determined during the solution. In the analysis discussed, "f D 1:0
with the cutter speed equal to 2 m=s or 20 m=s.
Method of integration For integrating the above coupled thermoplastic system of
equations (8.82)–(8.90), it is reasonable to use the splitting method developed by the
author [94]. The algorithm consists of splitting the whole process into (i) a predictor,
a thermoelastic process with "Pp 0 and all operators related to plastic strain being
zero, and (ii) a corrector, in which the total strain rate is zero, "P 0. In the predictor
step, system (8.82)–(8.87), where the unknowns are marked with a tilde, becomes
d vQ
D Q ij;j ;
dt
d Q ij P
D Dij kl ."PQkl ˛ıkl Q /;
dt (8.91)
d Q
Ce D K Q;i i .3 C 2 /˛0 "Pi i ;
dt
p
"Pij D 0;
P i D 0:
The last term in the heat influx equation, related to elastic dissipation, is a small quan-
tity even at high temperatures [14] and so can be neglected. Then the heat equation
can be integrated separately using an explicit conditionally stable or implicit abso-
lutely stable scheme with splitting in directions; see Section 6.1.3. Then, one solves a
dynamic problem with a given right-hand side dependent on Q by an explicit central
finite difference scheme with respect to vQ and Q ij . The resulting values are then used
as the initial values in the corrector step for the following system of equations, where
the unknowns are marked with a hat:
d vO p
D 0; "POij D "POeij C "POij D 0: (8.92)
dt
Hooke’s law (8.83) and the associated flow law (8.85) lead to the stress relaxation
equation (6.35) with (8.85) resulting in
d O ij d @F
D Dij kl ; (8.93)
dt dt @O ij
subject to the initial values O ij j tD0 D Q ij j tCt .
The heat influx equation becomes
d O p
Ce D ij "POkl (8.94)
dt
Q tCt .
with O j tD0 D j
Equations (8.85)–(8.87), with the unknowns marked with a hat, remain unchanged.
Computational results First, we discuss the computational results of soving a plane
strain problem for a thick plate, HN
1. In this case, the material is constrained in
thickness so that "zz D 0 and, therefore, will be pushed toward the free surface
(Fig. 8.21a, b). Figure 8.21 shows the formation of shear localization bands and de-
velopment of fracture surfaces in cutting a thick 42CrMo4 alloy plate: (a) formation of
an initial fragment, (b) formation of a second fragment, and (c) separation of a series
of fragments (fragmentation); the process is adiabatic with ˛ D 0ı and V D 2 m=s.
(a) (b) (c)
Figure 8.21. Formation of viscous shear strain localization bands and fracture in cutting a
thick 42CrMo4 plate. The process is assumed adiabatic with orthogonal cutting, ˛ D 0ı ,
at a speed of V D 2 m=s. (a) Separation of an initial fragment. (b) Separation of a second
fragment. (c) Separation of a series of fragments.
In a shear band, fracture occurs as follows. Some material is pushed out to form
a prominence, which grows as the cutter advances. In orthogonal cutting, two shear
bands arise, one near the cutter tip and the other in front of the prominence (due to
buckling of the prominence surface). As the cutter advances, the two bands move
toward each other, resulting in fracture as they meet (Fig. 8.21b). Part of material is
chipped off from the workpiece. Thereafter, a new prominence is formed as well as
a new shear band in the already heated and softened material. The process becomes
nonmonotonic and quasiperiodic and is dependent on the cutter speed.
In orthogonal cutting, fracture occurs along shear localization bands and is due
to thermal softening caused by plastic strain energy dissipation. After chipping off
the first fragment, the process becomes quasi-stationary leading to a continuous or
fragmented shaving (Fig. 8.21c), which depends of the ratio between the strength
and thermomechanical properties of the workpiece material. Smoother surfaces and
continuous shavings are formed at low speeds and small angles of cutting. Taking into
account heat conduction also favors smoother shavings.
Under plane strain conditions (HN
1), the material is constrained laterally so
that the shaving goes up in the cutter plane. In the spatial statement, for thin plates
(HN 1), the shaving comes out sideways (Fig. 8.22a), with continuous shaving
arising in wider ranges of cutting speeds and thermal properties of the material.
Figure 8.22a displays the distribution of the plastic strain intensity and illustrates
the formation of a continuous spiraling shaving. Figure 8.22b shows the evolution of
the total cutter force. The workpiece material is 42CrMo4, the angle and speed of
cutting are ˛ D 0ı and V D 2 m=s, and processes of cutting is analyzed taking into
account heat conduction.
F, MPa
1.0
0.8
0.6
0.4
0.2
0
0 20 40 60 80 t, μs
(a) (b)
Figure 8.22. Thermomechanical cutting of a thin plate workpiece (42CrMo4). (a) Formation
of a shaving and distribution of the plastic strain intensity. (b) Total reaction cutter force F .
The angle of cutting is ˛ D 0ı and the cutting speed is V D 2 m=s.
The formation of a continuous shaving produces a monotonic cutter force. For a

fragmented shaving, the reaction force has a sawtooth form (Fig. 8.24), which ad-
versely affects the process of cutting.
In cutting a thin plate, the first shear band is formed before the material is heated
up; it is along this band that the initial fracture occurs leading to the separation of
the first chip. The reaction force attains its maximum magnitude before the forma-
tion of adiabatic shear bands, arising when the material becomes sufficiently warm.
Then the cutter moves along the hot and softened workpiece by flattening out and
shearing off the material causing it to flow out laterally as a continuously spiraling
shaving (Fig. 8.22a). After the initial transient segment, the cutter force decreases and
reaches a steady-state value resulting in a quasi-monotonic process of cutting. The
high-frequency oscillations arising about this value are due to material fracture at the
contact surface and fragmentation of small particles (Fig. 8.22b).
(a) (b)
Figure 8.23. Thermomechanical cutting and formation of a shaving: (a) a 42CrMo4 work-
piece with ˛ D 0ı ; (b) an Al2024-T3 workpiece with ˛ D 30ı.
Figure 8.23a illustrates the shaving fragmentation in orthogonal cutting of a hard-

to-deform material (42CrMo4), while Fig. 8.23b shows the formation of a continuous
shaving in nonorthogonal cutting of a soft material (Al2024-T3) with the cutting angle
˛ D 30ı .
No strain localization bands are formed at low cutting speeds with heat conduc-
tion taken into account or at sufficiently large cutting angles and/or high plasticity
of the workpiece material (e.g., duralumin); the shaving emerges continuously, with
no chips (Fig. 8.23b). At low speeds and orthogonal or nearly orthogonal cutting
(˛ 0ı –10ı ), no fracture occurs other than in the first shear band where a single
fragment is chipped off (Fig. 8.23a).
Figures 8.24a and b display the evolution of the cutter reaction force for thick plates.
It is apparent from Fig. 8.24a that there is a transient region related to the formation of
the primary shear band, where the reaction force attains its maximum. In orthogonal
cutting of a thin plate (Fig. 8.22b), the reaction force drops abruptly when the first
fragment has been chipped off, the amount of drop dependent on the cutting speed,
and then it gradually stabilizes reaching a quasi-stationary value. Similar drops are
observed when further fragments are chipped off (curve 1 in Fig. 8.24a). The force
drop is due to the fact that, after chipping off the first fragment, the cutter acts on the
heated and softened material in the shear band, whose fracture strength is much lower.
F, MPa F, MPa
1.0 0º
1.2
2
0.8
0.8 10º
0.6
1 0.4 30º
0.4
0.2
0 0
0 1 2 3 t, μs 0 40 80 t, μs
(a) (b)
Figure 8.24. Cutter reaction force F arising in cutting a thick plate: (a) plate material
42CrMo4, cutting angle ˛ D 0ı (1, adiabatic model, 2, thermal model); (b) plate material
Al2024-T3, different cutting angles.
Taking into account heat conduction of the material results in weaker softening and
the absence of fracture in the secondary shear bands (curve 2 in Fig. 8.24a).
For larger angles of cutting and softer materials, such as Al2024-T3, there is no
fragmentation of the shaving in the primary shear band (Fig. 8.24b) and, as a conse-
quence, the reaction force does not drop. The shaving is continuous and the reaction
force gradually increases tending to a quasi-stationary value. When the shaving is
fragmented, the reaction force has a sawtooth form (curve 1, Fig. 8.24a), which ad-
versely affects the technological process of cutting.
It is apparent from Fig. 8.24b that as the angle of cutting increases, the cutter
force decreases while changing quasi-monotonically and tending gradually to a quasi-
stationary value. The mechanisms of cutting and shaving fracture also change. There
is no fracture along adiabatic shear bands. The fracture depends on the type of wedg-
ing. A shear zone with hydrostatic tension arises in front of the cutter, where not only
thermal but also structural softening should be taken into account. This zone is related
to the nucleation and growth of microdefects.
Conclusion To summarize, it has been shown that the process of cutting with a con-
stant speed has an initial transient stage, where the cutter reaction force attains a max-
imum value. After a drop, the reaction force changes in an oscillatory or monotonic
fashion, depending on whether the shaving becomes fragmented or remains contin-
uous. The simulation of this process requires taking into account thermal softening,
fracture, and fragmentation of the workpiece material.
Depending on the cutter geometry and the stress-strain state near the cutter edge,
the process can cause the formation of void-like defects or can occur without them. In
orthogonal or nearly orthogonal cutting, no voids are formed; what causes fragmenta-
tion of the shaving is thermal softening.
8.6 Conclusions. General remarks on elastoplastic

equations and their numerical solution
8.6.1 Formulations of systems of equations for elastoplastic media
As already noted in Section 6.4, the system of equations for an elastoplastic medium
consists of conservation laws for mass, momentum, and energy as well as constitu-
tive relations. The constitutive relations can generally include relations in different
forms such as partial differential equations, finite relations, and equality or inequality
constraints for the stresses, strains, and internal variables of state characterizing the
internal structure of the medium. The total system of equations should be reduced to
an already known mathematical problem or its generalization. A number of possible
formulations were discussed in Chapter 6. To choose an efficient numerical method
for solving a well-posed mathematical problem, one has to investigate the characteris-
tic features of the governing system of equations as well as difficulties that may arise
in solving the problem. Once the problem has been reduced to a system of partial
differential equations, one has to determine the pure type of the system (hyperbolic,
elliptic, or parabolic) or its mixed type (hyperbolic-elliptic, elliptic-parabolic, etc.).
Basic formulations of mathematical problems and numerical methods for their solu-
tion relevant to studying elastoplastic problems are outlined below. Most of the for-
mulations have already been discussed throughout the book. Here we give a summary
of these results.
8.6.2 A hardening elastoplastic medium

Deformation equations for hardening elastoplastic solids (deformation theory of plas-
ticity) are, by their nature, very close to the equations for elastic solids. At the loading
stage, these simply represent the equations of nonlinear elasticity. Different material
response to loading and unloading can be treated as a special case of the incremental
nonlinear elastic theory F .sign S; S;
i / D 0, where S is the stress intensity, which
only depends on the sign of the loading increment, sign S .
In general, the material response predicted by the incremental equations is different
from that predicted by the deformation theory in that it depends on the loading history.
Accordingly, the constitutive equations contain derivatives with respect to the loading
parameter , which can be interpreted as conditional time.
It follows from the aforesaid that, in the case of a deformation theory, the boundary
value problem for active loading of a hardening elastoplastic body is qualitatively no
different from that for a nonlinear elastic body. These are elliptic equations and the
methods for their solution are the same as in the case of a linear elastic body with
iterations.
In the case of incremental equations, one has to take into account the process history
and the problem must be solved by the method of stepwise loading in the loading
Section 8.6 Conclusions. General remarks on elastoplastic equations 407
parameter . In each small step, the boundary value problem is essentially no different
from the nonlinear elastic problem (deformational plastic, to be more precise) and is
also an elliptic problem. In general, the solution consists of consecutively solving
elliptic problems for each step in the conditional time and can be treated as the
solution of a parabolic system of equations. The choice of the loading parameter
may not be easy. It must ensure that the stress intensity changes monotonically during
the loading process and only then is similar to the time parameter; in this case, the
total solution is similar to the solution of a parabolic problem.
The solution of dynamic problems for the class of hardening elastoplastic media is
closely connected with that of nonlinear elastic problems, just as in statics. The only
difference is that the dynamic equations contain physical time t as well as conditional
time. Therefore, dynamic processes are studied in real time t and so the constitu-
tive equations of the plastic media must include the derivative d =dt . This does not
introduce any substantial additional complications. The system of equations is hyper-
bolic in the variables t , xi and, hence, can be solved with the methods developed for
nonlinear hyperbolic equations.
In dynamic problems, the plasticity theory does not present any simplifying advan-
tages as compared with the incremental theory. In both cases, the solution is carried
out with stepwise methods in real time (the loading history in time is equally impor-
tant for both models).
8.6.3 Ideal elastoplastic media: a degenerate case

The situation changes when an ideal (without hardening) elastoplastic medium is con-
sidered; the yield criterion will only depend on the stresses (and the more so for the
case of a softening material).
The model of an ideal plastic medium is so widespread because its yield criterion
does not contain, by definition, any kinematic or energy parameters and, in simple
cases (e.g., plane deformation), the problem becomes statically determinate. The
complete system of equations splits into a static and a kinematic subsystem. The
static problem can only be linked to the kinematic problem via boundary conditions
set in terms of displacement rates. Furthermore, many problems deal with small elas-
tic deformations, which can be neglected, thus leading to the rigid ideal plastic model.
This model can be studied using the simplified limit equilibrium theory of [67].
From the common ground of modern solution methods, an ideal elastoplastic me-
dium represents a degenerate case in three dimensions; specifically, in the plastic
region, the equations change their type (from elliptic, in an elastic domain, to hyper-
bolic, in a plastic domain, in statics and from hyperbolic to elliptic in dynamics). This
kind of idealization does not simplify the solution of elastoplastic boundary value
problems; conversely, it complicates the solution, which is due to the introduction of
an unknown boundary between the elastic and plastic zones. In the case of softening
of a deformed state, the problem becomes ill-posed.
8.6.4 Difficulties in solving mixed elliptic-hyperbolic problems

Under inhomogeneous deformation, the boundary value problem becomes mixed, el-
liptic hyperbolic; the equations are elliptic is the region of elastic deformation and
hyperbolic in the plastic region. The solution of boundary value problems for such
equations is a poorly studied area of mathematical physics. There is no general the-
ory of these equations, with only relatively few specific problems solved. Therefore,
one has to rely on experimental investigation of such problems by numerical meth-
ods. Numerical experiments have shown that the degeneration may not occur in some
problems where plasticity is reached, provided that the material is in a constrained
state and its “geometric hardening” takes place. In problems where there are condi-
tions for unconstrained flow, slip bands are formed and unlimited deformations can
occur (in much the same way as some solutions in the limit equilibrium theory), in
which case the stiffness matrix becomes ill-conditioned. As this state is approached,
the condition number of the system of equations increases and the solution quality
rapidly decreases; furthermore, the convergence of iterative processes deteriorates,
the solution becomes highly dependent on the discretization of the domain, and so
on. These effects become even more pronounced in strain softening, when the strain
hardening modulus becomes negative.
This indicates the ill-posedness of the classical ideal plastic model and the need
to consider additional effects, which play an important role when the material ap-
proaches its limit state and include, for example, the formation of bands with sharp
localization of plastic strains, leading to material fracture and failure of the structure
as a whole. In other words, the model requires a regularization that would allow
the determination of the stress-strain state when the elastoplastic material is close to
fracture.
8.6.5 Regularization of an elastoplastic model

One of the simplest and most efficient ways of performing regularization is to consider
the effect of the strain rate on the yield criterion. In doing so, one has to adopt an
elastoviscoplastic material model, which takes into account the dependence of the
material properties on the time scale [87].
Elastoviscoplastic equations reflect the physical behavior of the material at elasto-
plastic softening, since the appearance of strain localization bands is accompanied by
a sharp increase in the strain and plastic strain rate. One cannot ignore this effect.
The elastoviscoplastic equations have been thoroughly studied mathematically.
They do not change their type in the case of ideal plasticity or at softening. Further-
more, it has been shown that the limit solution to these equations as the viscosity van-
ishes, ! 0, coincides with the elastoplastic solution wherever it changes smoothly,
without discontinuities [82, 93]. In this case, we have a perfectly prosperous parabolic
system (in quasistatics) or hyperbolic system (in dynamics).
Section 8.6 Conclusions. General remarks on elastoplastic equations 409
Quasi-fronts are formed near discontinuities of solutions to the elastoviscoplastic

equations ; the solutions change rapidly within these quasi-fronts. The viscous terms
are of the same order of magnitude as the elastoplastic terms within the quasi-fronts;
as ı ! 1, the elastoviscoplastic equations become elastoplastic (in this case, the so-
lution in the transient layer is fully determinable analytically) [82, 91]. If the sequence
of viscous solutions converges as ı ! 1 to some function (possibly discontinuous),
this function is taken to be the generalized solution to the viscoplastic problem.
A common mathematical theory has been developed, with some constraints (sim-
ilar to yield criteria), for hyperbolic systems with a small parameter multiplying the
highest differential operator. The questions of well-posedness of determining the gen-
eralized solution in this manner have been studies by .
The problems based on this model can be solved with the same methods as those
for hardening elastoplastic media. Certain difficulties, associated with the high stiff-
ness of the elastoviscoplastic equations and multiscale effect, can arise in problems
with softening, where strains can increase rapidly in very narrow zones due to the
appearance of strain localization bands. However, these difficulties can be coped with
by using special methods developed for solving stiff problems [93], in particular, the
method of splitting in physical processes, where dissipative finite difference schemes
are obtained.
An alternative, physical regularization approach is to introduce in the model (a) po-
rosity, since for k 0:4 (Figure 8.19), there is predominant tension leading to the
nucleation and growth of voids, or (b) temperature, since for k > 0:4, there are pre-
dominant adiabatic shear bands, indicating significant plastic strain energy dissipation
and temperature change.
The two regularization approaches are formally different, since the regularization
through the introduction of viscosity increases the order of the constitutive equations.
The introduction of physical parameters (void-like defects, adiabatic shear) does not
change the order of the constitutive equations, but increases the number of internal
parameters of the system and, hence, the number of equations in the system, which is
essentially equivalent to increasing the system order.
The physical approach was used in this chapter. The mathematical approach (intro-
duction of viscosity), was used in Chapters 2–6.
8.6.6 Elastoplastic shock waves

Discontinuous solutions to elastoplastic initial-boundary value problems in the
Prandtl–Reuss flow theory are much more complicated as well as their generaliza-
tions to the case of hardening and softening media. Within the classical statement,
such problems do not have a unique solution if there is a discontinuity. In order to
obtain a unique solution, one has to put forward additional hypotheses on the consti-
tutive equations. A quasi-thermodynamic hypothesis was adopted in [20] suggesting
that the energy dissipation is maximum at discontinuities. This allowed the authors
to close the system of equations on strong discontinuities and determine the speeds
of propagation of elastoplastic waves in isotropic media under the assumption of von
Mises and Tresca–Saint-Venant ideal plasticity. The difficulty is that the standard
approach to solving continuum problems with discontinuities suggests replacing the
system of differential equations with an equivalent system of integral conservation
laws and obtaining conservation laws at the discontinuities by passing to the limit
(see Section 1.2). For this approach to be feasible, the original system must be re-
ducible to a divergence form. Unfortunately, all systems of constitutive differential
equations with complex rheology cannot be reduced to a divergence form, including
the equations of the Prandtl–Reuss flow theory and its generalization to hardening
and, the more so, softening elastoplastic media.
It becomes necessary to change the statement of the problem and give a new,
more suitable generalization of the classical solution. This can be done with a varia-
tional approach similar to that based on the classical variational principles (see Sec-
tions 1.6.2 and 1.8) used in mathematical physics to introduce a generalized solution.
The only difference from the classical variational principles is the usage of variational
inequalities in quasistatic problems . The method of variational inequalities was used
in to solve dynamic problems (see also Section 6.6), where the concept of a general-
ized solution was formulated within the framework of the Prandtl–Reuss flow theory
and used to obtain a complete system of relations for determining strong discontinu-
ities (shock waves) in elastoplastic media.
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Index
acoustics equation, 96 boundary value problem, 88, 124, 160,

analysis 165, 387
discrete, 71 dynamic, 263, 403
approach elliptic hyperbolic, 404
conventional, 3 elliptic equations, 172, 403
phenomenological, 359, 373 general, 163
physical, 359 linear equations, 163
approximation nonlinear equations, 164
adiabatic, 230 parabolic equations, 403
conditional, 103, 114, 207 quasistatic, 263
differential, 244, 248–259 solution methods, 160–193, 379
stability, 115
hyperbolic () form, 249
stiff, 166, 183
parabolic (…) form, 249
stiff two-point, 160
finite-difference, 71–78
two-point, 124, 160, 169
unconditional, 208
approximation error, 73–76, 293, 324 Cauchy (initial value) problem, 81–94,
global, 75, 76 163, 165, 263
local, 75 cell
associated flow rule, 26, 63, 277, 281, irregular, 300
284, 292, 357, 362, 396, 400 characteristic, 110, 209, 210, 213, 217,
232, 347
basis spatial, 227, 239, 242
characteristic cone, 232, 238, 287, 311
contravariant, 4, 53
characteristic equation, 108, 205, 242
covariant, 3, 4, 53, 58
characteristic form, 287, 304, 342
frozen, 5, 6, 8, 320
characteristic grid, 214, 217, 218
bending of plate, 206, 387, 390
characteristic plane, 239, 243
with shear and rotational inertia, 206 characteristic scheme, 222, 224, 225, 227,
bicharacteristic, 228, 235, 239, 287 238, 244
boundary condition characteristic surface, 228, 232, 341
Dirichlet, 173 characteristic time, 189, 215, 244, 365,
kinematic, 40 372
left, 185, 188 Cholesky decomposition, 128–129, 158
mixed, 102, 173, 287 Christoffel symbols, 6
natural, 40, 42, 45 compatibility condition, 13, 72, 219
principal, 40, 42 condition
static, 40, 45 approximation, 78, 79, 99, 249
von Neumann, 173 boundary, see boundary condition
boundary layer, 88, 161 consistency, 99
Index 423
convergence, 147 hypoelastic media, 279, 306, 318

Cottrell, 35 hypoelastoplastic media, 297, 318, 319
Courant, 109, 110, 116, 198 plastic media, 61–67, 407
Courant–Friedrichs–Lewy (CFL), 110, potential form, 43
238, 270, 313 viscoelastic media, 49, 396
Dirichlet, 173 wave propagation, 215, 353
dissipation, 293 contact, 219, 307, 338, 344–346, 388
Drucker, 358, 375 convergence, 73, 78–80, 110, 131, 133,
Gurson (criterion), 36 135–153, 157, 175, 379, 404
Hadamard, 357, 368, 375, 394 Lax theorem, 78
initial, see initial condition convergence rate, 135, 136, 139, 146
Lipschitz, 87, 142 asymptotic, 136, 139
normal contact, 344 average, 136
practical stability, 206, 247 exponential, 136, 139
stability, 79, 107, 113, 197, 198, 220, linear, 141, 147
246, 345 Newton method, 145–147, 379
von Neumann, 108, 132, 173, 199, 202 optimal, 136, 138
condition number of matrix, 88, 122, 123, quadratic, 141, 145, 379
136, 157 corrector, 86, 220, 255, 280, 287, 295,
configuration, 49 319, 323, 380, 384
current (deformed) C t , 50–62 coupled longitudinal and transverse vibra-
initial (material) C0 , 49–62 tions, 204–206
intermediate C , 54, 62 coupled thermomechanical perturba-
unloaded Cp , 62 tions, 307
conservation law, 9–15, 301, 333 coupled thermomechanical prob-
lems, 245–248, 296, 373, 398,
angular momentum, 9
400
at discontinuities, 13–14, 219, 406
coupled elastoviscoplastic model with
differential form, 11, 14
damage, 373, 375, 398
divergence form, 11, 15
energy, 9, 279, 333, 402 damage, 277, 346, 354–361, 366, 375,
general form, 10, 11 393
integral form, 9, 14, 302 ductile, 354
mass, 9, 279, 312, 333, 402 GTN model, 361, 363
momentum, 9, 11, 57, 279, 312, 333, quasi-brittle, 354, 390
399, 402 viscous, see ductile
non-divergence form, 11, 13, 15 damage kinetics, 346
consistency condition, 99 damage surface, 371
constitutive equations, 14, 18–26, 32, 42, decomposition
47, 49, 270, 278 additive, of tensors, 62, 66, 322
damaged media, 375–381, 396 Cholesky, 128
elastic media, 47 multiplicative, of deformation gradi-
elasto(visco)plastic media, 276, 279, ent, 61, 322
317, 333, 353, 409 polar, 51
GTN model, 361, 371 deformation, 7, 8, 50
hyperelastic media, 66 elastic, 30, 358, 365
hyperelasto(visco)plastic media, 321, finite, 49, 60, 303, 330
352 irreversible, 27
424 Index
plastic, 276, 358, 363, 365 Poisson, 118, 172, 178

reversible, 27, 321 strictly hyperbolic, 227
deformation gradient, 7, 8, 61 estimation of solution accuracy, 49, 117
relative, 54 Euler predictor-corrector method, 85
deformation rate, see rate of deformation Eulerian description, 4, 50, 64, 331
derivative
convective, 5, 59
corotational, 322 finite element method, 42, 73, 128, 183,
covariant, 6, 333 376, 398
in Eulerian basis, 10 finite-difference approximation, 71–78
Jaumann, 279, 305, 322 five-constant theory of elasticity, 65
Lagrangian, 5, 312 fracture, 354, 356, 359, 393, 397
Lie, 56, 59 continuum, 354, 359
material, 5, 11, 56, 322 ductile, 355, 373
material time, 8, 56, 332 quasi-brittle, 355, 373, 390, 392
objective, 56, 306, 379 frame of reference, 3–5, 10, 13, 49, 58,
substantial, 5 235, 331, 335, 352
Truesdell, 59 frozen coefficients, 113, 119
Zaremba–Jaumann, 59
description
Eulerian (spatial), 4, 50, 64, 331 Gauss procedure, 127
Lagrangian (material), 5, 50, 63, 66, Gaussian elimination method, 126
331 Gaussian elimination with partial pivot-
diagonal domination, 176, 177, 190 ing, 127, 343, 346
difference Gear implicit scheme, 90
backward, 75, 212, 274, 344 general postulate of plasticity, 26
forward, 75, 82, 212, 274, 344 grid
discontinuous solution, 219, 220, 254, characteristic, 214, 217, 218
338, 409 irregular, 76
discrete set of points, 72
regular, 212, 218
edge effect, 161, see boundary layer space-like layer, 214
elastoplastic flow, 30, 63, 341 grid function, 72, 73, 79, 173, 176, 293
Prandtl–Reuss, 26
elastoviscoplastic dynamic prob-
hardening, 24, 66, 362, 406
lems, 276–285
isotropic, 230, 281
entropy, 16, 20–22
equations kinematic, 297, 363, 369, 396
acoustics, 96 linear, 283, 373
characteristic, 108, 205, 242 strain, 281, 396
constitutive, see constitutive equations strain rate, 396
difference, 74, 78, 170, 175 translationally isotropic, 24
elliptic, 172, 175, 310, 406 viscoplastic, 244
finite difference, 74, 78, 170, 175 hardening parameter, 27, 28, 30, 277,
hyperbolic, 95, 110, 114, 211, 245, 281, 305, 374
251, 268, 310, 357 hardening tensor, 63, 64
parabolic, 95, 119, 245, 251 heat equation, 16, 21, 101, 112, 113, 116,
parabolic-hyperbolic, 209 120, 171, 247, 265, 401
Index 425
ideal gas, 273, 311 hardening, 66, 396

inequality Hooke, 30, 65, 93, 96, 276, 290, 361,
Clausius–Duhem, 17, 19, 22 377
dissipative, 19 with thermal stresses, 399
variation, 290, 291 plastic flow, 63, 66, 370, 377
initial condition, 95, 102, 165, 185, 197, thermodynamic
269, 380 first, 15
intensity second, 16, 18
plastic strain, 361, 362 Lax convergence theorem, 78, 79
residual stress, 364 Lax scheme, 97, 109, 254, 255, 319, 340
shear stress, 29, 30, 364 Lax–Friedrichs scheme, 97–99
viscoplastic strain, 30 Lax–Wendroff scheme, 97–99, 111, 254,
interpolating polynomials, 83, 90, 119, 338
226 leapfrog scheme, 97
iterative method, 83, 130, 140, 148, 152, loading
156, 282, 324
active, 24, 26, 277, 359, 406
Newton, 145
cyclic, 373
nonstationary, 149
dynamic, 32, 35, 375, 394
Newton–Raphson, 145
impact, 338
modified, 146
neutral, 24, 26, 27, 277
secant, 147, 148
simple, 143–145 passive, 26
two-stage, 148 quasistatic, 375, 394
iterative process, 130, 154, 157, 241, 328, thermomechanical, 354, 375
385 velocity, 363
convergence rate, 136, 141
convergent, 131, 132, 146, 154, 159 matrix
divergent, 140, 145, 147, 148 acoustic, 271
external, 149 characteristic, 238
internal, 149 conservative, 271
Jacobi, 131, 132 convective, 271
nonlinear, 139 decomposition, 127
nonstationary, 131 dissipative, 271
Seidel, 131 elastic compliance, 27
single-step, 130, 148 elastoplastic compliance, 27
stationary, 131 elastoplastic stiffness, 29
steady-state, 131
elastoviscoplastic, 245, 396
steepest descent, 154
Hessian, 146, 153, 154
Tchebyshev, 140
ill-conditioned, 124, 139
three-layer, 130
Jacobian, 88, 92, 143, 145, 166
two-layer, 130
lower triangular, 127, 131
unsteady, 131, 139
positive definite, 154
Lagrange equations of second kind, 44 positive semi-definite, 130
law sparse, 129
associated flow, 357, 371, 380, 400 stiff, 184
associated viscoplastic flow, 396 transformation (transition), 107, 136,
conservation, see conservation law 198, 200, 202, 248
426 Index
tridiagonal, 116, 124, 180 simple, 143

upper triangular, 127, 131 single-step, 130
well-conditioned, 124 two-step, 148
maximum principle, 175, 290 markers and fluxes, 317
media Newton, 145
combined, 22 modified, 147
conservative, 43 nonstationary, 149
continuous, 3 PIC (particle-in-cell), 311
elastoplastic, 26, 244, 276, 279, 305, limitations, 315
333, 358, 380, 406 quasi-linearization, 165
classical, 380 secant, 147
damaged, 358 shooting, 165, 190, 193
hardening, 406, 410 splitting, 263, 286, 379, 383, 386, 401
ideal, 407 stabilization, 133, 391
porous, 382 sweep, 116, 129, 166, 170, 180, 183,
Prandtl–Reuss, 357 200, 270
softening, 410 differential, 166, 172
with linear hardening, 381 for heat equation, 171
elastoviscoplastic, 30, 49, 229, 244, matrix, 178, 181, 203, 268
285, 289, 318, 370 orthogonal, 186, 187
hyperelastic, 46, 323 scalar, 183, 266, 268
hyperelastoplastic, 66, 321 upper relaxation, 132
hypoelastic, 279, 306, 318, 321 model, see media
hypoelastoplastic, 279, 319 collisionless, 22–24
nondissipative, 43 combined, 22–24
rheologically complex, 18 damage, 354–410
rigid-plastic, 24, 260 generalized micromechanical multi-
thermoelastic isotropic, 21 scale, 363–375
method dislocation, 367
adaptive moving mesh, 311 elastoplastic, 25, 222, 361
coarse particles, 314, 316 regularization, 231, 375, 408
conjugate gradient, 155 elastoviscoplastic, 222, 230, 376
descent, 152 advantages, 230, 231
conjugate gradient, 155 fracture, 397
coordinate, 152 Gurson–Tvergaard–Needlman (GTN),
steepest, 154 360–363, 372, 375, 389–391
Euler predictor-corrector, 85 constitutive equations, 361
flux, 316 integration, 382
Fourier separation of variables, 181 limitations, 395
FPIC, 316 Maenchen–Sack, 391
Gaussian elimination, 126–129 Prandtl–Reuss, 357
initial parameter, 161–163, 187 rigid-plastic, 24
generalized, 185 termo-elasto-viscoplastic, 400
inverse Euler, 377 motion description
iterative, 130 Eulerian (spatial), 4, 64
Jacobi, 131 in arbitrary moving coordinate sys-
Siedel, 131 tem, 331
Index 427
Lagrangian (material), 5, 63 variational, 43, 60

large deformations, 49–56 Castigliano, 45, 46, 49
complete, 43
natural boundary conditions, 40, 42, 45 general, 46, 48
Navier–Stokes equations Hamilton, 44
divergence form, 270 Lagrange, 43, 49
non-divergence form, 272 mixed, 42, 49
neutral loading, 24, 26, 27, 277 virtual displacements, 40, 41, 60
Newton method, 145 virtual velocities, 40, 41, 60
modified, 147 virtual work, 60
nonstationary, 149 process
nonlinear iterative process, 139 iterative, see iterative process
norm thermodynamic
discrepancy, 131, 150 irreversible, 23
of grid function, 72, 73, 76 product
of matrix, 107, 122, 143 dyadic (tensor), 4, 11, 312
scalar, 3, 60
Poisson equation, 118, 172 projection operator, 73
solution by matrix sweep method, 176
rate of deformation, 32, 55, 56, 60
stability of finite difference
additive decomposition, 62
scheme, 178
rate of rotation, 55
polar decomposition, 51
regular grid, 212, 218
porosity, 356, 361, 363, 368, 383–388,
relative deformation gradient, 54
395
Richardson approximation formula, 77
critical, 371, 390, 392
rigid rotation, 279, 306, 319
predictor, 86, 90, 99, 218, 279, 294, 296,
319, 322, 377, 379, 401 scheme
predictor-corrector method, 85 Adams–Bashforth, 83, 84, 119
predictor-corrector scheme, 90, 99 averaging, 208
three-layer, 255 characteristic
principle direct, 244, 245, 260
d’Alembert, 60 higher orders, 225
frozen coefficients, 113 inverse, 212
gradientality, 30 two- and three-dimensional, 227–245
Hellinger–Reissner, 42 CIR, 212, 244
Hu–Washizu, 42 comparison of explicit and im-
maximum, for second-order difference plicit, 100
equations, 175 conservative, 303, 297
maximum, for strain rate dissipa- completely, 309
tion, 290 implicit, 308
maximum rate of dissipation, 20 dissipative, 292
nondecreasing discrepancy, 150 dissipative and dispersive proper-
statically admissible stress fields, 45, ties, 251
46 Euler, 82
thermodynamic backward, 82, 103
additional, 21 central difference, 84
general, 21 explicit, 82
428 Index
forward, 82, 103 implicit scheme, 264

implicit, 82 viscous fluid, 270
predictor-corrector, 85, 90 stability, 78, 108
explicit-implicit, 222, 224 absolute, 89, 112, 203, 268, 401
Gear, 90 boundary value problems, 115
grid-characteristic, 211, 222, 341, 343 conditional, 109, 112
heat equation scheme
Crank–Nicolson, 103 heat equation, 112
explicit, 102 Lax–Wendroff, 112
explicit Allen–Cheng, 103 stability condition, 78
explicit Du Fort–Frankel, 104 countable, 171
Courant–Friedrichs–Lewy (CFL), 110
implicit, 102
Drucker rheological, 375
higher-order, 83, 85, 225
Hadamard, 375
hybrid, 339
necessary, 107, 198
Runge–Kutta, 85–87, 119, 225
practical, 206, 247
shock-capturing, 245, 307 shock, 220
splitting, see splitting method spectral, 115
stability analysis, 90, 106, 119, 296 sufficient, 197, 202, 265
viscosity, 99 von Neumann, 107, 202
wave equation, 100 stabilization method, 133, 391
cross, 96 steady-state flow, 50
explicit, 101 stencil, 75–77, 95, 97, 100, 102, 104, 173,
implicit, 100 177, 191, 255, 267, 296
Lax–Friedrichs, 97 step size selection
Lax–Wendroff, 97 heat equation, 116
leapfrog, 96, 97 wave equation, 117
splitting, 268 stiff systems, 88, 91, 183
solution stiffness ratio, 88
boundary value problems, 166–182 stretch ratio, 51
discontinuous, 219, 254 stretch tensor, 51, 63, 322
dynamic problems, 244 sweep, 116, 129, 166, 170, 180, 183, 200,
heat equation, 101–105 270
nonlinear wave propagation prob- differential, 166, 172
lems, 209–226 five-point, 275
numerical, 89, 160 for heat equation, 171
parasitic, 80, 84 matrix, 178, 181, 203, 268
orthogonal, 186, 187
Poisson equation, 172
scalar, 183, 266, 268
wave equation, 95–100
three-point, 275
weak, 40
specific additional strain energy, 48 Tchebychev polynomial, 138
splitting method, 263–295 tensor
elastoviscoplastic dynamic prob- compliance, 27, 276
lems, 276 deformation gradient, 7, 54, 58, 62
explicit scheme, 264 metric, 4, 63, 66, 333
finite deformation, 306 rate of deformation, 55, 60
general scheme, 263, 264 rate of rotation, 55, 279
Index 429
skew-symmetric, 305, 323 force, 20

spin, 55 strain rate, 30
strain stress, 40
Euler–Almansi, 8, 52, 56, 64, 66 surface, 57
Green–Lagrange, 7, 52, 55, 62–64 traction, 40, 57
small, 7, 63 vibration
stress bending, 208
Cauchy, 57, 59, 63, 65, 321, 379 coupled, 204
first Piola–Kirchhoff, 57, 58 linear, 197
Kirchhoff, 58, 59 longitudinal, 197
second Piola–Kirchhoff, 58, 63 transverse, 200–206
velocity gradient, 8, 55 viscosity, 30
vorticity, 55 approximation, 222, 337
theory artificial, 307, 337
Drucker–Prager, 283 scheme, 99
Prandtl–Reuss, 290, 357, 409 von Neumann, 309
von Mises, 276
triaxiality factor, 36, 361, 393, 398 wave equation, 95, 100, 197
as system of two equations, 96
unconditional approximation, 208
discontinuity
unloaded configuration, 62
contact, 219
unstable scheme, 79, 111, 199, 253, 258
moving, 219
upper relaxation method, 132
discontinuous solutions, 219
variables in displacements, 95, 108
Eulerian, 5, 8, 15, 279 nonlinear, 119
internal, 18, 26, 286, 324, 358, 359, weighted averaging, 74
377, 400 Wilkins correction factor, 286
kinematic, 18, 42, 43 Wilkins correction rule, 283
Lagrangian, 5, 7, 15, 58
nodal, 379 yield criterion, 29, 66
state, 16, 19, 406 differential, 281
structural, 377 Drucker–Prager, 283
thermodynamic, 308 Gurson, 36, 361, 370, 384, 390
vector plastic, 287
basis, 3, 4 Tresca–Saint Venant, 290
Burgers, 36, 39 von Mises, 36, 66, 277, 285, 322, 377,
displacement, 52 384, 393

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De Gruyter Studies in Mathematical Physics 15

Library of Congress Cataloging-in-Publication Data

Bibliographic information published by the Deutsche Nationalbibliothek

© 2013 Walter de Gruyter GmbH, Berlin/Boston

Typesetting: Da-TeX Gerd Blumenstein, Leipzig, www.da-tex.de

The book is devoted to computational methods in continuum thermomechanics and is

Moscow, October 2012 Vladimir Kukudzhanov

1.6 Experimental determination of constitutive relations under

1.12.5 Hyperelastoplastic medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

II Theory of finite-difference schemes

2.5.11 Unsteady thermal conduction. Implicit scheme

3.4 Methods for solving nonlinear equations . . . . . . . . . . . . . . . . . . . . . . . 140

4.6 Stiff boundary value problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183

III Finite-difference methods for solving nonlinear evolution

5.3.3 Spatial three-dimensional characteristics for semi-linear

7.6 Optimization of moving one-dimensional meshes . . . . . . . . . . . . . . . . 324

8.3.4 Solution of a boundary value problem. Computation

Basic equations of continuous media

1.1 Methods of describing motion of continuous media

travariant basis ej , which orthogonal to ei :

In such bases, an arbitrary vector v can be represented as

D ij ei ej D ˛ˇ e˛ eˇ D ˇ˛ e˛ eˇ D ˛ˇ e˛ eˇ : (1.2)

The squared distance between two infinitely near points is

1.1.2 Eulerian description

1.1.3 Lagrangian description

1.1.4 Differentiation of bases

The vectors of a frozen basis are written as

where r. i ; t / D i ei is the position vector in the Lagrangian coordinate system.

where ri v ˛ is the covariant derivative of the contravariant ˛-component of the vec-

Formulas (1.5)–(1.8) will subsequently be used in deriving the objective rates of

1.1.5 Description of deformations and rates of deformation of a

where FT is the transpose of F.

1.2 Conservation laws. Integral and differential forms.

1.2.1 Integral form of conservation laws

The volume V D vn t S is shaded in Figure 1.1 and vn D vi ni is the normal

or, in the component notation,

The symbol ˝ denotes the dyadic product of vectors.

1.2.2 Differential form of conservation laws

1.2.3 Conservation laws at solution discontinuities

C .viC Dni / D  .vi Dni /I (1.29)

1.3.1 First law of thermodynamics

This equation can be rewritten as

d U D dAi C dQe C dQ : (1.33)

1.3.2 Second law of thermodynamics

which is known as the Clausius–Duhem inequality [119]. Rewriting (1.40) in diver-

1.4 Constitutive equations

of constructing constitutive equations in continuum mechanics. This scheme will be

Taking the variables of state .T; "ij ;

Inequality (1.46), whose left-hand side represents a sum of products of “generalized

where each term corresponds to an individual irreversible thermodynamic process.

and the flux vector is X D .TP ; "Pij ;

where there is no summation over the repeated subscript in brackets .i /.

Then, one can find from equation (1.47) that

P 1.1. Two functions, free energy A D A.T; ";

stress equation: @A @D1

entropy equation: @A @D2

heat equation: qi @D4

The coefficients .i/ are determined from (1.49).

1.4.2 Equations of viscous compressible heat-conducting gases

1.4.3 Thermoelastic isotropic media

ij D ijc D "Pkk ıij C 2 "Pij .3 C 2 /˛T ıij

1.4.4 Combined media

additivity of free energy (see Figure 1.3):

additivity of the work done by internal stresses:

The volume V D vn t S is shaded in Figure 1.1 and vn D vi ni is the normal

C .viC Dni / D .vi Dni /I (1.29)

˛ "P ˛ C ˇ "P ˇ D "P I (1.59)

s˛ TP˛ C sˇ TPˇ D s TP I (1.60)

C/ g˛2 C gˇ2 D g2 ; T˛ D Tˇ D T

F .S; / D 0; S D .sij sij /1=2 ; (1.72)

Then FS D 1, F D k00 ./, and Fij D sij =S . So we have

JPvp D Ô .S S0 .; T //; Ô .0/ D 0; (1.82)

D 0 .; T / C Ô 1 . "Pvp /: (1.85)

where D bxl is the activation volume, !0 is the frequency at which a dislocation