Use of trigonometric

interpolation for the

analytical determination
of the dynamic response
of linear systems to
arbitrary inputs
Andrew G. Collings and Leith R. Saunders
Department of Civil Engineering, University of Auckland, Auckland, New Zealand
(Received 20 December 1977)

Commonly the Ioadings associated with the dynamic excitation of

structural systems are expressed in the form of discrete time series.
By the use of trigonometric interpolation these inputs may be
transformed into continuous time functions. The dynamic response of
a linear structural system when subjected to such inputs may be
computed by modal analysis techniques. These methods require the
solution of a set of uncoupled second-order linear ordinary
differential equations with constant coefficients. The trigonometric
interpolation function is a finite series of sine and cosine terms and
hence it becomes a straightforward matter to solve the set of
uncoupled differential equations for the displacements. Solutions
obtained in this manner are also seen to be continuous functions
expressed as finite series in sines and cosines. The associated
velocities and accelerations may be easily obtained by differentiation
of these expressions. The method is also free from the errors inherent
in step-by-step integration methods, and the errors in the numerical
determination of Duhamel integrals.
The derivation of the coefficients of the time-series inputs and of
the final evaluation of the dynamic response are both executed by a
simple recursive algorithm which is fast and accurate.
Since the only errors occur in the initial expression of the input
data as a finite series of elementary functions--and these errors can
be made very small--the method is a novel and attractive alternative
to existing procedures. It is illustrated here by the computation of the
dynamic response of a skeletal space frame when subjected to
earthquake ground motions.

Introduction procedures which may be used to compute solutions to

The linear dynamic response of structural systems,
when subjected to irregular loadings, may be
adequately represented by ordinary differential
equations which have constant coefficients. Although
there exist general purpose equation solving
such equation systems, their use may often require
excessive storage and computational cost. There are
however efficient specialized computational algorithms
which successfully exploit the intrinsic properties of
such equation systems, sparsity, symmetry, etc. These
algorithms rely for their formulation on several distinct

0141-0296/78/010041-12 $02.00
© 1978 IPC Business Press Eng. Struct., 1 978, Vol 1, October 41
 Dynamic response of linear systems: A. G. Collings and L, R. Saunders
approaches; in particular, the methods known as direct
integration, mode superposition, and frequency domain
analysis are frequently used. The texts by Bathe and
Wilson I and Clough and Penzien 2 contain expositions
of these techniques.
In direct integration methods no transformation of
the ordinary differential equation system into a
different form is carried out. A step-by-step procedure
which discretizes the time domain and makes
assumptions as to the variation of displacement,
velocity and accelerations over each interval is used to
integrate directly the equations of motion. With mode
superposition techniques however, a change of basis is
made for the system of equations. This transformation
is such that the original system of equations is replaced
by an uncoupled set. These equations are then solved
by the use of closed form solutions, numerical
evaluation of the convolution integral, commonly
referred to as the Duhamel integral, or by numerical
integration. With frequency domain analyses use is
made of the fact that the Fourier transform of the
response is the product of the Fourier transform of the
input and the Fourier transform of the pulse response
of the system.
This paper expresses the input as a finite
trigonometric series which reproduces the discrete
input exactly and gives a very smooth interpolation
between the given data points. This is the
trigonometric interpolation method due to Lanczos a-s.
It is applicable to any input series. To find the
coefficients of the trigonometric series an efficient
algorithm 6'7 is used. For long time series the fast
Fourier transform can be exploited to advantage.
The normal mode method of analysis is applied in
this paper. By means of matrix similarity
transformations the problem is resolved into the
solution of a set of linear second order differential
equations with constant coefficients. The
complementary functions give the evanescent transient
responses, and the particular integrals, corresponding
to the trigonometric driving functions, give the steady
state responses. The earthquake record is divided into
consecutive sections, the first datum of a section being
the last datum of the previous section, so that the
initial conditions for a section are provided by the end
results of the previous section. The solution is obtained
in the form of the sum of a finite cosine series, a finite
sine series, and a further simple expression. It should
be noted that the solution is given as a continuous
function of time. However, it is convenient to evaluate
the solution at the set of time values in which the
original input sequence was given. This can be
economically achieved by using the Goertzel algorithm
again. The problem of the approximate evaluation of
the Duhamel integral has thus been by-passed.
An example is given later in which the input to the
system is an earthquake acceleration record. The
example is explained in some detail in order to
indicate the utility of the method when applied to a
realistic problem.
When an earthquake record is processed to appear
as a trigonometric series it is usually found that the
higher frequency terms have low amplitudes.
Moreover, the structure whose dynamic response is
required may have an insignificant response to the
higher frequencies. In such situations a worthwhile
42 Eng. Struct., 1978, Vol 1, October
saving in computation can be achieved by simply
truncating the interpolation formula at some point
N' < N. The formula then loses its interpolation
property in that it is no longer exact at the data
points. Nevertheless it can remain an excellent
approximation, and is indeed the formula of best fit in
the least squares sense to the data points, for the
specified value of N'. The truncated formula in effect
represents a smoothing of the data. The data is
supplied as a discrete series with time interval T
(commonly a!o or ~!osee.), and the sampling theorem
states that this series can only properly represent those
frequencies present in the actual disturbance; defined
for continuous time, which do not exceed ½T. Choosing
N' < N is equivalent to suppressing the higher
frequencies in the band (0,½T).
Mathematical basis
Trigonometric interpolation
Consider. a real sequence X(j) defined for:
j = -N,-(N- l) ..... 0,1,2 ..... N - 1,N
Then it may be readily shown that for the 2N + 1
integer values o f j we may writea:
N
X(J~= ~,' C(n)e i"j~/'v (1)
n = -N
where
1 s
C(n} = "2-N~=~-'uX(j) e -i"i'm (2)
with i = v -/'-Z-II.The primes on equation (2) indicate
that the two extreme members of the sums are taken
with half weight.
To show that the relationships in equations (1) and
(2) hold we use the identity:
~-lNO + e-i~u-l~o + ... + ei(N-l)O + ½eilvo
= sinNOcotO/2 (3)
which is valid for 0 :~ 2kTt. Assume the existence of
equation (1) and consider the following sum:
N
s. = 2 ' x(j) e- i.j./~,
j=-N
N N
= Z' Y,' C(m) e'j''-"~'/N
j= -Nm= -N
N N
= Z C(m) Z' eV"-"'"/N (4)
m= -N )= -N
If we put (m - n)~/N = 0 with m :~ n the sum over j
can be identified with the left hand side of equation (3)
with 0 not a multiple of 2n. It follows at once that this
sum is zero. If m = n the j sum is 2N, whence
S, "= 2NC(n), from which equation (2) follows.
In general C(n) is a complex number, but equation
(2) reveals that C(0) and C(N) are real. It can also be
seen that C ( - n) = C(n), the complex conjugate, which
implies that C ( - n ) e -l"~'m is the complex conjugate of
C(n)e i"~'/N. Putting C(n) = E(n) + iF(n), then:
 Dynamic response of linear systems: A. G. Collings and L. Ft. Saunders
N-I N-I
X()) - C(0) + ~ 2 Re{E(n) + iF(n)} z(t) = ~ B(n)sin(mtt/NT) (13)
n=l n=l

x {cos njn/N + i sin njrc/N} where T is the time interval between adjacent members
of the time series X(j~. At once we have:
+ C(N) cos Nrq/N (5)
z(jT) = Z(j~ ( - N <<.j<<.N) (14)
This expression may be rewritten:
N Provided that the boundary conditions
X(j) = ~.. A(n)cos(njrc/N) Z(O) = Z(N) = 0 hold, z(t) is the interpolation of a
n~O hypothetical function specified at the finite points iT. A
N-I general comment on trigonometrical interpolation can
+ ~ B(n)sin(njrqN) (6) be made. Consider the situation where a function f(t)
n=l is given as a continuous function, but the integrals
where A(n) = 2E(n) and B(n) - -2F(n). We now have required for a standard Fourier analysis cannot be
X(fl expressed as the sum of an even function and an conveniently determined. We may then use the
odd function, defined for integer j. It is easy to express sequence f ( j T ) and trigonometrical interpolation. A
X(j) as the sum of an even sequence and an odd lucid exposition of the closely related topics of
sequence. Defining: trigonometric interpolation at equidistant points, finite
Fourier series, band-limited functions, aliasing and the
Y(j) = ( X(J3 + X ( - j ) ) / 2 sampling theorem is given in Cooley et al. 18
(7)
Z(33 = ( X(3) - X(-j~)/2 Parallel to equation (13) we may write:
so that Y(j~ = Y(-j~ and Z(j~ = - Z ( - f l . Then:
y(t) = ~. A(n)cos(nnt/NT)
X(f) = Y(j) + Z(j3 ( - N <~j <~ N) (8) n=O

In addition, equation (2) may be expanded: with (15)

1 ht y(jT) = Y(j) ( - N <<.j<~N)
C(n) = ~--~j =~-'NX(j~{cos(njn/N) - i sin(njrc/N)}
Equation (8) is now replaced by the interpolation
= 2 x(o) + {x(j? + x ( - j 3 } cos(nj~/N) formula:
./=1 x(t) --- y(t) + z(t) (16)
+ ½{X(N) + X( - N)} cos nn
The question can be raised: is it possible to adapt
the discrete Fourier transform to produce an
- iN-1
~ {X(j) - X ( - f l } sin(nflt/N) 1 interpolation formula? If this were the case then the
./=1
powerful fast Fourier transform method s'9 could be
= applied directly. It is now shown that the discrete
NL[½X(O) + ~-'
~
j=l
Y(j3cos(njn/N)
Fourier transform cannot be used directly. The discrete
Fourier transform formulae are:
+ ½Y(N)cosnn - i N~,- I Z(./)sin(njn/N) 1 (9) 1 N-I
j=l A(n) = -~ j~-o F(j)e- 2,a,,j/N (17)
Equations (6)-(9) may be collated by presenting the
N-I
following formulae:
F(j) = ~ A(n)e 2"~"j/N (18)
n=O
A'(n) = 2 ~, y(fl cos(nj~/N)
N~=o where F(j) is a real sequence, W e consider a
continuous function f(t) such that:
A(n) = A'(n) (1 ~< n ~< N - 1) (10)
N-I
A(O) = ½A'(O) A(N) -~ ½A'(N) f(t) = ~, A(n)e 2"t=mr (19)
n=.O
and:
with f ( j T ) = F(j). It may easily be shown that for F(fl
2N-1 real, A(N - n) equals the complex conjugate ,,](n). But
B(n) = -~ ~ffil Z(J~ sin(njn/N) since e 2 f l ( M - n)IINT is not the complex conjugate of
e 2"~'mr, as t not an integer multiple of T, the n and
(1 ~< n ~< N - 1) (11) N - n terms of equation (19) are not complex
So far we have relationships between the discrete conjugates, from which it follows that their sum is, in
sequences X(fl, Y(j), Z(j), A(n) and B(n). We now general, not real. This rules out a straightforward use
investigate the possibility of extending these ideas to of the discrete Fourier transform. But the interpolation
the continuous domain. We have: formula derived from equation (I), namely:
N-1 N
Z(fl = ~ B(n)sin(njn/N) (12) x(t)= ~ C(n)e i='mr
n==l n = --N
where the B(n) are given by equation (11). Consider the is such that x(t) is always real. Lanezos 3'4 derived the
continuous function defined by: trigonometrical interpolation from fitting the data

Eng. Struct., 1978, Vol 1, October 43

Dynamic response of linear systems." A. G. Collings and L. R. Saunders
points with particular orthogonal functions a n d a
least-squares criterion, and the interpolation formula
represents a limiting case.
At this stage we consider a point that has been
neglected so far. Equation (13) necessarily implies that
Z(N) = 0. However, the application of equation (7) will,
in general, yield a non-zero Z(N). This difficulty is
overcome by subtracting a straight line through the
origin from Z(j). Explicitly:
Z~(J3 = Z(j) - (j/N)Z(N) (20)
We thus obtain the condition Z~(N) = 0, and
consequently we apply sine interpolation to ZI(j~, and
roplac~ equation (20) by:
x(t) = y(t) + zt(t) + (t/N73Z(N) (21)
Using Equations (13), (15) and (21) we write:
N a(r) = ~,, ~l(n)cos(mt3/NT)
x(t) = ~, A(n)cos(nm/NT)
n=O
N--I
+ ~,, B(n)sin(nrtt/NT) + (t/NT)Z(N) (22)
This formula applies for - N T ~ t <~ NT, so that
the point t = 0 is at the centre of the range. It is more
convenient in practice to have the point t = 0 at the
beginning of the interval, especially when initial
conditions are involved. We make the transformation:
t = r - NT (23)
and since
cos(nm/NT) = cos(nnr/NT) cos nn
sin(nnt/NT) = sin(nnr/NT) cos nn
then x(t) can be replaced by:
N
X(r) = Y. A(n)cos(nnr/NT)
n=0
N-1
+ ~ B(n)sin(nrcr/NT)
n=l
+ (r/NT- 1)Z(N) (24)
where:
A(n) = ( - 1)"A(n) (25)
/~(n) = ( - l)"B(n)
with 0 ~< ~ ~< 2NT. Thus the transition from equation
(22) to (25) requires little more than changing the sign
of every second coefficient in the finite series.
This is an appropriate point at which to discuss the
accuracy of trigonometric interpolation. Lanezos s has
shown that the error bound of a trigonometric
interpolation is the same as that for a finite Fourier
series of the same order. Though the coefficients may
differ a little the approximations are of similar
accuracy. Incidentally, equation (2) may be regarded as
the trapezoidal rule applied to the integrals with would
be used to obtain Fourier coefficients.
Because of the similarity between the two
approaches it follows that conditions on the time
functions which make for accuracy in a Fourier series
also apply to an interpolation series. For an even
function the coefficients of a cosine series decrease
44 Eng. Struct., 1978, Vol 1, October
approximately by the law n-3 where n is the nth
coefficient. This rate of decrease also applies to the
coefficients of a sine series of an odd function which
vanishes at both ends of the interval. It follows that
truncation will only produce small errors in these
situations and our separation of the input function into
the sum of an even function and an odd function
accordingly ensures accuracy in the interpolation.
Equation (24) is used in this paper to represent the
acceleration record. In the example the physical
conditions are such that the input is a linear
combination of an earthquake acceleration record and
the corresponding velocity function. The latter is
obtained by integration of the interpolation equation
(24). The input function of the example therefore has
the form:
N
n=l
N
+ ~ ~2(n)sin(nnr/NT) + (~ + Jr + / ' I t 2 (26)
n=[
Solution of differential equation
The normal mode method of deriving structure
response involves the solution of a set of scalar
differential equations typified by:
w+ 2tiff + co2ff = P(Q (27)
where P(3) is the driving function, or the input to the
particular normal mode. The dots signify derivates
with respect to 3.
The interpolation formula for P(r), (cf. equation
(26)), involves terms of the form cos ~ , sin ~r and
p + q3 + r32, where = = nn/NT. It is easy to show that
these expressions have the following three particular
integrals respectively:
(o92_ ~t2)cos ar + 2fl~tsin r,3
(o92 _ ~2)2 + (2fl~)2 (28)
(ogZ _ ~2) sin ~r - 2fin cos ~3
(o92 _ ~2)2 + (2fin)2 (29)
p 2flq + 2r + 8f12r ( q 4fir I r 2
0)2 o94 7 + 0) 2 034 ] r + -0 )-2 3 (30)
/
The complementary function of equation (27) has the
form:
e - n ( K l cos c3 + K2 sin cr) (31)
where c 2 = o)2 _ f12. It is assumed that the system is
under-damped so that fl < to. Equations (28)-(31) show
that the solution takes the form:
N
if(r) = ~ t~t(n)cos(nn3/NT)
n=t
N
+ E 0,(n)sin(n, r/Nr)+ : + Or + a3'
nml
+ e-n'(Kt cos cr + K2 sin or) (32)
The constants KI and K2 are determined by initial
conditions on displacement and velocity. Equation (32)
gives the displacements as eontinuous functions of 3,
and is therefore a general analytical representation of
the response. It is convenient in practice to evaluate
 Dynamic response of linear systems: A. G. Collings and L. R. Saunders
the response at the same discrete time intervals j T for N

which the earthquake acceleration record is given. s,(h = Y~ O~(n)cos(nj,~/N)+ RT'j ~

n=O
Prior to this it is desirable to separate out the N- l (42)
complementary function part of equation (32). Thus,
Tp(fl = ~ Oz(n)sin(njg/N) + Q Tj
we define: n=l

if(z) = ~p(~) + ~,(~) (33) The functions S~f) and Tp(fl are respectively even and
odd functions of the integer j. The response at the
where ~p(~) and ~,(~) are the particular integral and
points z --- kT, 0 ~< k ~< 2N is given by:
complementary function. Also:
# d k ) = S , ( N - k) - T , ( N - k) )
I~(./) = i f j T ) = l,Vp(]') + I,V=(j') (34)
l~p(2N - k) = Sp(N - k) + Tp(N - k) ; (43)
where
for 0 ~< k ~< N. On adding l~p(k) and l~'dk) we have the
l~'~(j) = e - ~ r { r ~ cos(jcT) + Kz sin(jcT)} total response ifT) at the points "c = k T, 0 <~k <~ 2N.
(0~<j~<2N) (35)
Evaluation of finite trigonometric series
The terms e-l~rcos(jcT) and e -~#r sin(jcT) are the real To evaluate the sums in equations (10), (11) and (42)
and imaginary parts of e~-~+~r, and this permits an it is natural to use one of the economical algorithms
•flicient recursive algorithm to be adopted for the which have appeared in recent years. For long series it
computation of I,V=(j). Define: is possible to adapt the fast Fourier transform method
used for discrete Fourier transforms. This will be
~j = e~-~+~lir = e-i~r{cos(jcT) + isin(jcT)} (36)
elaborated on below. In situations where the given
Then input series has about 100 terms or less the splitting
into even and odd series of about 50 terms allows a
~+ ~ = ~j + r / ~ simpler approach to be adopted. Lanczos 4 has shown
where that the symmetry and periodic properties of
trigonometric functions can be exploited to reduce the
Fl = e - # r c o s c T - 1 + i e - # r s i n c T (37) number of multiplications by a factor of four, against
and direct evaluation of the sum. However, it is still
necessary to generate a table of cosines and sines. We
~o = 1 consider that in most applications the method of
evaluation of finite trigonometric series due to
The recursion is carried out for j = 0, 1, 2. . . . . 2N. This Goertzel 6 has much in its favour. This method uses
method involves the use of the computer library functions recursion and does not require the prior setting up of
only three times, to compute e -#r, cos cT, and sin cT. tables. It is a straightforward algorithm and is very
Despite the recursion the accumulation of rounding easily implemented by an efficient computer program.
errors is negligible. Thus, we obtain ¢¢,(3),0 <<.j<~2N. In our application we used the Goertzel method in the
Since fl can be small, e -#r can approach unity, and form given by Hamming 7, with the difference that our
then this algorithm is advantageous t°. N replaces Hamming's 2N - 1. Define:
The particular integral is:
N N
N C= ~ a~coskx and S= ~ aksinkx
~p(z) = ~ Ol(n)cos(nnl:/NT) k=0 k=l
n=l
Also let:
N
+ ~ t~,(n)sin(nn,/NT) Uo ----0 Ut = a~v
n=l (44)
Um= 2U,,_1 c o s x - U,,-2 + ate-,,+ 1
+ P + 0.~ + 1~ 2 0 <~• <<.2 N T (38)
for m = 2, 3.... , N. Then
At this stage we make the change of variable
C = U N C O S X - - U N + 1 "~- ao
r = N T + t so that - N T <~t <~NT. Consequently: (45)
N S = UN sin x
wp(t) = ~, Ol(n) cos(nnt/NT) In our application x is of the form nn/N. To obtain
n=l.
N
the sum ~ ' of equation (1(3) we first put Y(0) = Y(0)/2,
+ ~ Oz(n)sin(nm/NT) + P + Qt + Rt 2 (39)
Y(N) = Y(N)/2. For the sine summations the algorithm
is applied with U1 = 0. A single computer procedure
was developed for all of the summations in equations
where (10), (11) and (42), (an A L G O L procedure is supplied
in the Appendix).
0t(n) = (-l)'/~l(n) and 02(n) = ( - 1)"/~2(n) (40)
An alternative approach, attractive for long series, is
Putting t = jT, - N ~<j ~< N, P = 0~(0), and grouping to relate the trigonometric series to the discrete
even and odd functions, yields: Fourier transform, and apply a fast Fourier transform
computer routine. Consider equation (2):
w,(~ = sd~ +T,(~ (41)
C(n) = 2 ~ N=~_'tcX(J)e-'~'m ( - N <~n <~N)
where: 1

Eng. Struct., 1978, Vol 1, October 45

 Dynamic response of linear systems: A. G. Collings and L. R. Saunders
Put k = j + N and define )~'(k) = X(j~, (0 ~< k ~ 2N).
Also let M = 2N then we may write:
1 M =
C(n) = Vi y"' X( k )ei . . e-2i'"~/M
a,, k = O
Vl M-1
: ( - - 1 ) I'M ,~o "Y(k)e- 2"':'/"
(46)
The first term inside the square brackets is the
discrete Fourier transform of X(k), which we may refer
to as D(n). We now let n lie in the interval
0 ~< n ~< M - 1 and interpret C(M - n) as identical to
C( - n). Thus:
C(n)=(-1)"[D(n)+~---~{2((M)-.~'(0)} 1 (47)
A further simplification is entailed when a straight
line is subtracted in accordance with equation (20).
This has the effect of rendering X(M) equal to X(0) so
that the term
2 1 { , y ( M ) - .X(0)}
vanishes. The original (7(- N) is not covered by the
above, but it is a real quantity equal to C(N) and is
therefore determined.
Equation (47) caters for equations (10) and (11), and
it is easy to also express the sums (equation (42)) in
terms of a discrete Fourier transform. The discrete
transforms are those of a real series, so that additional
economy can be obtained by using a fast algorithm
devised especially for such series s-~°.
Sectioning and overlapping
The input record is usually a long series, and the
possible advantages of dividing the record into
consecutive sections must be considered. To be specific,
suppose the earthquake record to be supplied as 500
values at intervals of a~ or ~ s e c . It would be
possible to find a single interpolation for the entire
record. However, such a procedure would ignore the
frequency spectrum of the record ~x. For example,
suppose that the amplitudes are small for frequencies
below 0.5 Hertz (cycles per second). Then, if the data
are spaced at intervals of ~ sec. a section of 80 items
would deal faithfully with the low frequency part of the
spectrum. In general, the lowest frequency
representable by a section of M data with interval T is
I/MTHz. In the example given below the input record
is CALTECH C2 ~2 for which the choice of M - 80 is
quite appropriate. In fact we chose M = 83 so that 6
sections would adequately cover the record. For
trigonometric interpolation, M = 2N + 1 implies
N = 41. With such a small value of N the accuracy of
the Goertzel algorithm is quite adequate.
Transient terms appear in the solution, and these
will occur after the start of each section. It is necessary
to include these terms since they inevitably arise in the
interpolation method. In situations where the damping
is large the transient terms will decay rapidly. The
possibility then arises of using overlapping: the start of
section q is made on data a few time intervals before
46 Eng. Struct., 1978, Vol 1, October
the end of the data of section q - 1. By the time that
the overlap region has been transversed the transient
terms have become negligible, and may therefore be
omitted from the solution at the outset. This technique
has not been adopted in the example. To be precise,
there is the overlap of a single term, in that the first
term of the section is taken as the last term of the
previous section, in order to permit the specification of
initial conditions for each section.
Integration of interpolation formula
In some engineering problems, such as the example
given in this paper, it is necessary to have available the
input velocity record as well as the acceleration record.
Although the velocity record may possibly be supplied
along with the acceleration record it is easily produced
by integration of the trigonometric interpolation
formula. The accuracy of the resulting formula can be
discussed by noting that the error of the original
interpolation is of the form u(t)sin(Nnt/T), since this
function vanishes at the points jT, for j an integer. If
we let f ( t ) be the true function and f*(t) be the
approximation provided by trigonometric interpolation
then:
f(t) = J*(t) + u(t)sin(rtt/T) (48)
Integrating this expression by parts, and by passing the
use of a definite integral by the inclusion of a constant
of integration K we obtain:
F(t) = F*(t) - (T/n)u(t)cos(rttiT) + 0(T 2) + K (49)
in which capital letters represent integrals. Hence, for
N reasonably large the error bound is given by:
le(t)l ~< (Z/rOlu(t)lm=x
Since T/n is small the formula resulting from
integration of the interpolation has greater accuracy
than the interpolation itself, and is therefore an
excellent method of obtaining the integral of a function
supplied at discrete points.
Illustrative example
Specification of problem
The time-dependent dynamic response of linear
complex structures satisfies ordinary differential
equation systems of the following form:
M)~ + Cf~ + K X = P(~) (50)
In equation (50), M, C and K are respectivoly the
generalized inertia, damping and stiffness matrices of
order m where m specifies the number of degrees of
freedom in the discretized system. X is an m-vector of
generalized displacements, measured in an inertial
frame of reference, with ~" and ,~" as its first- and
second-time derivatives. The m-vector P(z) is a set of
generalized time-dependent forcing functions.
If we apply a binary partitioning to equation (50),
the resulting substructured system is one which is
frequently encountered in structural dynamics
problems. The partitioned system may be written as
follows:
 Dynamic response of linear systems: A. G. Collings and L. R. Saunders
[M,I MlqFX, l F ll c, IFX, l
M21 M22JLX2j + LC21 c22jLX2j
[ KI' "qF 'l
+ LK21 K22_JLX2j = LP2(oj
where the vectors of generalized displacements X1, X2
and their associated time-derivatives have orders of n
and p respectively, with n + p = m. The importance of
equation (51) is apparent from the fact that a judicious
ordering of the rows and columns of equation (50) will
allow a wide range of dynamical problems to be
handled. For example, suppose we let one partition of
equation (51) contain those elements for which the
displacement, velocity and acceleration vectors have
known prescribed time-dependent values, while the
other partition contains those elements for which the
displacement responses are required. This type of
problem often occurs in earthquake engineering
situations. In particular, we may let X2, X2 and ~'2 be
a set of displacements, velocities and accelerations that
have prescribed values, such as those which could be
computed from the accelerations recorded at the
foundations of a structural system when subjected to
seismic disturbances. PI(O and P2(r) will typically be
vectors of dynamic loading associated with the non-
prescribed and prescribed degrees of freedom
respectively, with PI(O prescribed. In the absence of
dynamic loading associated with the non-prescribed
degrees of freedom, such as that which may be due to
wind or waves etc., PI(O will normally be a null
vector. P2(r) might sometimes be regarded as a set of
time-dependent dynamic reactions. The prediction of
the time-dependent dynamic reactions. The prediction
of the time-dependent response of the non-prescribed
degrees of freedom depends upon the solution of the n-
order differential equation system which results from
the expansion of the first line of equation (51). Hence:
MrllXl + CII,~'I + KlIXl
= PI(z) - M12)/'2 - C I 2 X 2 - K I 2 X 2
where the right-hand side is a known function of 3.
The system which equation (52) represents does not
cater for the complicated matter of
structure-foundation interaction. Rather, it is
concerned with a system which assumes that the
structure is connected to a rigid localized region (here
called the 'foundation'). This foundation under the
action of seismic disturbances may typically be
subjected to prescribed displacements, velocities and
accelerations.
W e observe that the inertial frame, in which
equation (52) has been written provides a convenient
system for measuring the prescribed displacements,
velocities and accelerations to which the system may
be subjected. However, a local non-inertial frame of
reference Y, rigidly attached to the foundation, from
which the time-dependent response of the non-
prescribed degrees of freedom can be measured, is of
practical importance. A transformation between the
non-inertial and inertial coordinate systems may be
written as follows 1":
Y = Xl - JX2 (53)
where J, a transformation matrix, may be shown to
have the following construction I a:
J= -Kil-lKl2
Using this relationship for J and substituting equation
(53) into (52), with Pl(~) null and rearranging yields:
i,,l
M I I ~" + CII ~" + KII Y = R)(2 + S,~2 (54)
where
R = -(MI2 + Mll J)~
and t (55)
S = -(C12 + Cll,J) J
The vectors of prescribed velocity and acceleration
,~2, )/'2 will invariably be highly irregular in nature and
are often presented in the form of digitized records
where the digitization interval Tmight typically be r~-o,
~ , or a~ see., etc.
Solution using trigonometric interpolation
We divide the given acceleration record into
segments as explained previously. We assume that the
damping in the system is low and consequently
transients will form a significant part of the solution.
Accordingly, we do not use the overlapping technique
described earlier in the paper. Each section has 2N + 1
terms and the 2Nth point of section q - 1 is assumed
to coincide with the 0th term of section q. In this way
boundary conditions can be handled conveniently.
Our first step is to consider section q and write a
trigonometric interpolation expression for the
discretized record of accelerations. Accordingly, we
have by equation (24):
N
.~q(~)= ~ ,:l(n)cos(nn~/NT)
n=0
N-I
+ ~ B(n)sin(mtr/NT) + ( r / N T - 1)(D/2) (56)
n=l
where ,~(n) and ~(n), 0 ~< n ~< N, are the frequency
coefficients of the trigonometric interpolation for the
(52)
qth set of real time series acceleration data. The time
variable T, which operates over the qth set of real time
data, has the range 0 ~< ~ ~< 2NT. D = Z(N) is the final
member of the odd time series components.
If we integrate equation (56) then an expression for
the associated prescribed velocities for the qth set of
time series data is obtained:
7r / , = I n
-Y. +
n=l n n~l
+ :i(o)- ~+4--~.~ + ¢ (57)
The constant of integration (~ may be evaluated by
assuming continuity of velocity over the boundaries of
the sets of real time data. In particular, we may assume
that:
~q- t(2NT) = .¢q(0) (58)
Thus, if we set z = 0 in equation (57) we then have:
C = Jq(0)= .~-'(2NT) (59)
Eng. Struct., 1978, Vol 1, October 47
 Dynamic response of linear systems: A. G. Collings and L. R. Saunders
Returning to equation (54) we may now substitute terms involving powers of 3. Standard ordinary
on the right hand side for the vectors of prescribed differential equation theory affords convenient
accelerations and velocities by putting: solutions in such cases. We may rearrange the right
hand side of equation (64) so that it has a similar form
to that of (26). It may be shown that:
,~2 = ~a(r)e (60)
(b,(n) = r,A(n) s, B(n) (1 ~< n ~< N - 1) (66)
where E is a p-vector which has values 1 or 0 in # n
accordance with the decision as to which degrees of with
freedom have the prescribed acceleration. Hence on
substituting equations (56), (57) and (60) into (54) we ~I(N) = r,.4(N)
obtain:
Also
X l 1 ~b - M 1 l q ~ n = 0
¢;2(.) = + -s, - ii(n) (l~n~<N-1)
= R zJ(n)cosn/~z + B(n)sinng~ It n
n=l
with (67)
se A(N)
2(N) = --
/~ N
+ S ,4(n) sin n#z - ~ cos n#~ + In addition
n n n= I ?! n=l /'1 ]

(o)
+ /](0)-~- ~+4--~,
o2 + E (61) s,(# ,----1 n + C} (68)

where g = n/NT. J = r,~--~ + s, .x](0) - (69)

Under suitable conditions, equation (61) may be
uncoupled by a similarity transformation that uses the
matrix of eigenvectors $ of the homogeneous system: /~ O (70)
= S,4N T
K l l $ - Mll4~fl = 0 (62)
It is now possible to write the solution to equation
where M l l , K l l are positive definite symmetric and (64) by using the standard forms for the
is a diagonal matrix of real eigenvalues. Now, if we complementary function and particular integrals given
choose CI 1 to be constructed from a linear by equations (28)-(31). This procedure results in an
combination of KI 1 and M11 as in Rayleigh's model la expression similar in form to equation (32). In
then the similarity transformation that diagonalizes particular:
M l l and/(11 will do the same to C l l . Let:
0t(n) = ~l(n)Ls(n) - ~2(n)L2(n) ~
Y = ~bW (63) LI(n)
where W is measured with respect to a set of (02(n)L3(n) - (Ot(n)L2(n) (1 ~< n ~< N) (71)
normalized coordinates. Then the rth uncoupled scalar 02(.) =
Ll(n)
ordinary differential equation is obtained from
equation (61) as follows. Substitution of equation (63) where
into (61) with premultiplication by q~r, and
Lx(n) = (co,2 - (n/~)2)2 + (2fl, n#) 2"
rearrangement gives:
- err - k,,
L2(n) = 2fl, nu
~i,, + - - ~,, + k, = r, 5~(z) + s,~(r) (64) (72)
mrr mrr and
where m,,. c,, and k,, are the rth coefficients of the La(n) = o~,2 - (n#) 2
diagonalized mass, damping and stiffness matrices. In equations (72), to,, the rth natural frequency of the
The terms ~q(,) and ~(~) are given by equations (56) system, and fl, are given by k,,/m,, and c,,/2rn,,
and (57) whereas the coefficients r, and s, are respectively.
determined from the following relationships: The expressions for/5, (~ and/~ in equation (32)
1 may be shown to be given by:
rntr it= 1 j= l
(65)
p= d
1

rtlrr k = l 2=1
o,,2 (73)
~here e~ is the flh element of the vector E and rki and
ski are the kj elements of the matrices R and S given
by equation (55).
A solution to equation (64) may be obtained if one
notes that the expressions for ~(¢) and ~q(~) are Equation (32) also contains two constants Kt and
composed entirely of sine and cosine terms, plus a few K,, these may be determined from the initial

48 Eng. Struct., 1978, Vol 1, O c t o b e r

 Dynamic response of linear systems: A. G. Co~tings and L. R. Saunders
conditions associated with the solution at the
beginning of the qth block of data. In particular:
~$- t(2NT) = g$(O)
and
(74)
g,,~- t(2NT ) = ~b,q(0)
If we apply these initial conditions then we obtain
the following expressions for K t and K2:
N
Kt = g'~q-I)(2NT}- ~ dr(n} - / ~
ii = |
(75)
We may take the time derivatives of equation (32)
to obtain expressions for the velocities and
accelerations. A transformation from the normal
coordinate system, used for the purpose of the
solution, to a set of local coordinates may be achieved
by use of equation (63).
Test structure
The numerical investigation was confined to tests on
a steel membered skeletal space frame in the form of a
prismatic hexagon. (cf. (Figure 1)). Equation (50) gives
the time dependent linear dynamic response of such a
system when it is subjected to dynamic loads. In
equation (50) K and M, the generalized overall stiffness
and inertia matrices of the system, are constructed
from the individual stiffness and inertia matrices of the
elements into which the structure has been divided for
dof3
Figure 1 Steel membered skeletal space with seismic inputs at
foundation nodes. System comprises 72 d.o.f.; 6 per node
the purpose of analysis. The element stiffness and
inertia matrices have the following forms:
gi = f BrEBdv
" (76)
M~= fp~Ndv
v
where the suffix j denotes the jth element and p is
taken as the mass density per unit volume of the
element. The matrices B, E and N are defined by the
following relationships:
e=Bd
a Ee=
I (77)
f=Nd
where ~r and e are vectors of stress and strain for the
e l e m e n t , f is a vector which represents the displacement
of an arbitrary point within the element in terms of a
matrix of shape function N, and d is a vector of
generalized nodal coordinates. A consistent inertia
matrix t4 formulation was adopted by which the same
matrix of shape functions N used to generate the
element stiffness matrices was also used to generate the
inertia matrices.
Dissipative forces proportional to the relative
velocities of the system were presumed to exist, and
hence the damping was represented by a matrix C
operating on the velocity vector. A Rayleigh model for
damping was used and it was assumed that15:
C = :~M + flK (78)
where ~t and fl are constants. The values of :t and fl
were determined from a modal proposed by
Morduchow 16 in which:
~t = 4n(Ti2 j - TjA,)/(Tf - T~)
(79)
fl = T~Tj{Tfit,- T~2~)/n(T 2 - r~)
where Ti and Tj are the periods of the ith and jth
modes, (i < j) which have ratios of critical damping
associated with them of ,;-i and 2/(each taken as 0.004
in the dynamic analyses). For the purpose of the
investigation i and j were set to values of l and 2
respectively, corresponding to the first and second
modes of the undamped system. The periods T~ and Tj
of the system were determined to be 0.6483 and
0.5946 sec. respectively. The structural system was stiff
in the sense that the ratio of the maximum to
minimum periods was 264.3.
Discussion o f errors
The error function for the trigonometrical
interpolation method does not vary much over each
block of input data. It follows that when the input
function is small the relative error is large. This is in
contrast to the situation with the balanced Euler
(trapezoidal rule) numerical integration method where
the global error is some function of time and may be
shown to be proportional to the numerical integration
step length squared ~7. In practice it is of interest to
evaluate the dynamic response of the structure when
Eng. Struct., 1978, Vol 1, October 49
 Dynamic response of linear systems." A. G. Collings and L. R. Saunders
the input is of large magnitude, and it is then that the 06
error of the trigonometric interpolation method is o5 a
negligible.
Figures 3 and 4 show the time dependent o4
displacements of degtee of freedom I and degree of 03
freedom 20, as computed by the balanced Euler and
trigonometric interpolation solutions. These solutions ,g" o z
are for the case when the structure shown in Figure 1 ~ o.~
is subjected, to 2 sec. of ground motion as recorded by ,-:E o
the Caltech C2 acceleration record (cf. Figure 2a). In
Figure 2a straight lines connect the individual data ,/ -o.I
points on the graph. In Figure 2b the trigonometric ~ -oz
interpolation of the earthquake record is given as a ~ -o.3
smooth continuous curve that passes through the
individual data points of the acceleration record. Both ~ -o4
Figures 3 and 4 show that the two solutions are almost < -0.5
coincident. Table 1, which records the values of the
displacements of d.o.f. 1 and 20 for the Euler and -0,6
trigonometric solutions, clearly shows that when the -o.7
input function is relatively small the differences
between the two solutions are most pronounced but -o.s
when the input function increases in magnitude these -o.9~-----~ L
20 30 40 50 60 70 80
differences become much smaller, io Time,(x O.O25sec)
In the balanced Euler method an integration time
step h of T/15 ( T = 0.025 sec.) was chosen. This or
selection was made on the basis that any algorithm 0.6 b
used for computing a numerical solution to equation
154) using a time step h should be checked by repeating 05
the entire computation with a time step of hi2 and 0,4
then comparing the results of the two computations. 03
The Euler solution also required the integration of the
acceleration record to obtain velocities. The method ,~ o2
la
adopted was to apply linear interpolation between the :~ o1
data points of the acceleration record and then ~-
integrate once to obtain a piecewise-quadratic function ~_ o
for the velocities. This simple approach is obviously
liable to errors; for example, there will be a finite
,c-0.1
'/

velocity at the termination of the acceleration record. ~ -o.2

In the example given in this paper the trigonometric _~ -03
interpolation method also required velocities, but these ~ -o. 4
are readily found by integration of the interpolation
formula of accelerations. Since the interpolation
<
-0.5 /
formula is a smooth function in the form of a - 0 . 6 ~
trigonometric series it can be integrated analytically to
obtain the velocities very accurately. -0.7
The coefficients of a trigonometric interpolation are
of the same order as the corresponding Fourier series
-0.8
coefficients. Lanczos 4 has shown that when a -0"90 I0 20 30 40 50 60 70 80
Time, {x 0.025 see)
continuous even function is expanded into a cosine
series the coefficients decrease with speed n-2. If the Figure 2 (a) Caltech C2 earthquake ground acceleration record;
function is odd and vanishes at the end points of the (b) Trigonometric interpolation of Caltech C2 earthquake ground
acceleration record
interval the coefficients of a sine series decrease with
speed n-3. These considerations governed our decision
to separate the input into an even and an odd degree of accuracy by separating the input record into
function. an even and an odd function and using a cosine series
to represent the former and a sine series to represent
the latter. The error function of the trigonometric
Conclusions
interpolation is an oscillating function whose
Trigonometrical interpolation represents the input to amplitude does not change much during the entire
the system as a series of elementary functions. It is time interval. Consequently relative errors are large
therefore a straightforward matter to obtain the when the function to be approximated is small, but are
response of a linear system in the form of a finite series small when that function is large. It follows that the
of elementary functions. The solution is achieved error is small in the domain of interest, where the
without recourse to numerical methods, from which it earthquake has achieved its 'build-up'.
follows that the accuracy depends only on the accuracy The problem which we chose for demonstration,
of the interpolation process. We have ensured a high which is in fact a typical problem, required a

50 Eng. Struct., 1978, Vol 1, October

 Dynamic response of linear systems: A. G. Collings and L. R. Saunders
1.0 0.8

09 0.7

0.8 0.6

0.7 0.5
0.6 0.4
0.5 0.3 I
0.4 0.2
' ~ 0.1
?o 0.3
?o
,,~0.2
~/ 0.1 N -0.1
K K

o C -0.2
c c
-O.3 d
i -0.1
-~ -0.2 ~ -O.4

i5 -03 ~ -0.5
-0.4 • -0.6

-0.!5 -0.7
-0.6 -0.8

-0.7 -0.9

-0.8 -I .0 i

-0.9 ,~ z'o ~o 4*0 5o~--~o 70 80 0 " - ~ 1 0 " ~ J ' - -20

----L 30 ~o L
50 do ¢o .80
T i m e , ( x 0 . 0 ; ) 5 sec) T i m e , ( x O . 0 2 5 se¢ )

Figure 3 Displacement of degree of freedom 1. ( O ) , Figure 4 Displacement of degree of freedom 20. ( O ) ,

trigonometric interpolation solution; ( x ), balanced Euler solution trigonometric interpolation solution; ( x ), balanced Euler solution

Table 1 Displacement of degree of freedom 1 for balanced Euler and trigonometric interpolation
solutions

Displacement of degree of freedom 1

Trigonometric
Caltech C2 interpolation
Time acceleration record Euler solution solution
(unit, 0 . 0 2 5 sec) M/sec = (M) (M)

1 - 1.4694.10 -2 1.5608.10 -6 1.7341 . 10 - s

2 - 4.4686.10- = 1.5420.10- s 6.1353.10 -=
3 - 6.3918.10- = 6.0446.1 o- s 1.2340.10- =
4 -5.5234.10 -2 1.4557.10 -4 2 . 2 9 4 1 . 1 0 - '=
5 -4.5185.10 -2 2.6102.10 .4 3.5887.10- 4
10 2.9601 . 10 - = -1.4469.10 -`= - 8.8425.1 o- =
20 - 3.2641.10- ' - 2.0873.1 o- = -2.2091.10 -=
30 5.0161.10-' 3.4793.10 -= 3.6312.10 -3
40 - 1.6877.10- ' - 1.3537.10- = - 1.4491 . 1 o - =
50 - 1.2145. 9.1261 . 10 - = 9.1631.10 -=
60 2.2252. - 1.2326.10 -= - 1.2265.1 o- =
70 - 1.5348. - 2.8745.10- = 2.9046.1 o- =
75 1.1 2 3 2 . 1 o - 1 2.9445.1 o- = 2.9694.10- =
76 3.7180.10 -I 3.9177.10 -= 3 . 9 5 5 1 . 1 0 -=
77 1.3493. 4.5697.10 -2 4.6127.10 -=
78 7.6528.1 o- I 4.8281 . 10 - 2 4.8731.1 o- =
79 -5.1954.10 -1 4.6913.10 -= 4.7237.1 o- =
80 1.3723.10-' 4.2511 . 10 - 2 4.2838.1 o- =

Eng. Struct., 1978, Vol 1, October 51

Dynamic response of linear systems: A. G. Collings and L. R. Saunders
knowledge of the velocities of the input in addition to 17 Collings, A. G. and Tee, G. J.. "An analysis of Euler and
the accelerations. The method of trigonometric Implicit Runge-Kutta numerical integration schemes for
structural dynamic problems', Sixth Australasian conj', mech.
interpolation lends itself well to the term-by-term struct, mat.. Christchurch, New Zealand, August, 1977
integration of the acceleration interpolation series. 18 Cooley, J. W. et al. IEEE Trans. Audio Electroacoust. 1967.
Since the final result of the method is a formula for AU-15, 79
displacement as a finite series of cosine and sine terms
together with a quadratic term, it is a simple matter to
differentiate the result to obtain velocities and
Appendix
accelerations. A L G O L 60 procedure for summing trigonometric series
The method entails an eigenvalue analysis and the Parameters. Procedure Goertzel (n, a, b, sine,
determination of eigenvectors. By far the greater Jbrward)
computational effort is involved in this analysis. This is
so because of the use of a very efficient algorithm for Input parameters: n is the upper limit of the cosine
obtaining the interpolation function and the final series, with n - 1 as the upper limit of the sine
evaluation of the displacements. A reduction in the series.
overall computational effort may be made by reducing a is the array of coefficients of the sum.
the order of the uncoupled system by selecting only the
significant modal shapes for the eigenvector sine is a Boolean variable, when it is true the sine
transformation. In addition we may also simplify the sums are evaluated, otherwise cosine sums are
solution by truncating the high frequencies in the input evaluated.
series, in which case the input function ceases to be an forward is a Boolean variable, when it is true a
interpolation function and becomes a least squares fit forward transformation is evaluated and otherwise
to the data points. an inverse transformation is made.
Output parameter: b is an array which will contain the
Acknowledgements interpolation coefficients when the forward
The authors thank G. J. Tee and W. J. Walker of the transform is computed or the results of the
Department of Mathematics, University of Auckland, summation of the series when the inverse transform
for their interest and helpful contributions. They also is performed.
thank the Winstone Centenary Educational Trust for T H E A L G O L 60 procedure
financial support for this research project.
procedure Goertzel (n, a, b, sine, forward):
value n, sine, forward: integer n: real array a, b:
References Boolean sine, forward:
1 Bathe,K. J. and Wilson, E. L. 'Numerical Methods in Finite begin integer i, il, i2, j: real gamma, pi: array u[0:n] :
Element Analysis', Prentice-Hall, Englewood Cliffs, USA, 1976 pi: = 4 x arctan(l);
2 Clough, R. W. and Penzien, J. 'Dynamics of Structures', il: = if sine then l else 0; i2; = n - il;
McGraw-Hill, 1975 for i : = i l step l until i2 do
3 Lanczos,C. J. Math. Phrs. 1938, 17, 123
begin gamma: = 2 x cos(i x pi/n): u[0]:= 0:
4 Lanczos,C. "Applied Analysis', Pitman, London, 1957
5 Lanczos,C. "Linear Differential Operators', Van Nostrand, u[1] : = if sine then 0 else if forward
London, 1961 then a[n]/2 else a[n] :
6 Goertzel, G. Am. Math. Monthly 1958, 65, 34 for j : = 2 step 1 until n do
7 Hamming, R. W. "Numerical Methods for Scientists and u[j]: = gamma x u[j - l ] - u ~ - 2]
Engineers', McGraw-Hill, New York, 1962
8 Cooley, J. W. et al. J. Sound. Vib. 1970, 12, 315 + a [ n - - j + 1]:
9 Bergland, G. D. Commun. Assoc. Comput. Much., 1968, it, 703 bill := if sine then sin(i x pi/n) x
l0 Singleton, R. C. I.E.E.E. Trans. Audio Electroacoust. 1969, u[n] else if forward then gamma/2
AU-17, 93 x u[n] - u[n - 1] + a[0]/2 else
II B~ith,M. "Spectral Analysis in Geophysics', Elsevier. gamma~2 x u[n] - u[n - 1] + a[0] :
Amsterdam, 1974
12 Strong motion earthquake aceelerograms digitized and plotted if forward then b[i]: = 2 x b[i]/n
data, from Calif. Inst. Technol. Earthquake Eng. Res. Lab., Vol. end i:
I., Parts A-F, Pasadena, California, 1970 if forward ^ --1 sine then begin b[0] : =
13 Caughey, T. K. J. Appl. Mech., 1960, 27, 269 b[0]/2: bin]:= bin]~2 end:
14 Archer, J. S. J. Struct. Div. A.S.C.E., 1963. 89, 161
15 Rayleigh, J. W. S. "The Theory of Sound', Vol. I., Dover, New comment extreme coefficients for forward
York. 1945 cosine are given half weight
16 Morduchow, M. Trans., A.S.M.E., 1961, 28, 458 end Goertzel.

52 Eng. Struct., 1978, Vol 1, October