Introduction to

Nonlinear Problems

10/14/08 Nonlinear Problems 1

 Types of Nonlinear
Problems
 Material nonlinearity
a. Plasticity
b. Nonlinear elasticity
 Geometric
nonlinearity
a. Large deflections
b. Large rotations
10/14/08 Nonlinear Problems 2
 Linear Problem
[ K ]{D} = {R}
[ K ] ≠ [ K ( {D} ) ]
{R} ≠ {R ( {D} )}
Stiffness and Forces are not
functions of displacements.
10/14/08 Nonlinear Problems 3
 Nonlinear Problem
[ K ]{D} = {R}
[ K ] = [ K ( {D} ) ]
{R} = { R ( { D} )}
Stiffness and Forces are
functions of displacements.
10/14/08 Nonlinear Problems 4
 Difficulty!
Nonlinear problems can cost as
much as 10 to 100 times as
much to solve as corresponding
linear problems! We often try
to approximate nonlinear
solutions by linear solutions

10/14/08 Nonlinear Problems 5

 Nonlinear Effects
 Nonlinear stress-strain behavior
 Gaps opening or closing
 Mating parts
 Stick
 Slip
Phase changes
Buckling

10/14/08 Nonlinear Problems 6

 Some Solution Methods
 Direct Substitution
 Direct Substitution with
Relaxation
 Newton-Raphson (N-R)
 Modified Newton-Raphson
 Incremental Methods
 Quasi-Newton Methods (Inverse
Broyden)
10/14/08 Nonlinear Problems 7
 Typical Nonlinear Problem
1 D-O-F

k u

k = k0 + kN
k0 constant
kN function of u

10/14/08 Nonlinear Problems 8

 Problem Statement

( k0 + kN )u = P
k N = f (u)
Given P find u.
Assume f(u) is a known function.
10/14/08 Nonlinear Problems 9
 P
Hardening (kN = 0)
kN > 0

Slope k0

Softening
kN < 0

10/14/08 Nonlinear Problems 10

 Direct Substitution
Method
Let load PA be applied to a softening spring
(kN<0)
Assume kN = 0 for the first iteration.
Compute first approximation to
displacement: u1 = PA/k0
Use u1 to compute new stiffness:
k = k0 +f(u1)
Compute next approximation to
displacement: u2 = PA/k
Generate sequence of approximations.
10/14/08 Nonlinear Problems 11
 Sequence of Operations
−1
u1 = k P0 A

(
u 2 = k 0 + k N1 ) −1
PA

= (k ) −1
u3 0 + k N2 PA

(
u i +1 = k 0 + k Ni ) −1
PA

10/14/08 Nonlinear Problems 12

 P

a
PA

P1 1
k0

u1 u

10/14/08 Nonlinear Problems 13

 P Essentially a secant method

a b
PA

2
k0 1

k0+kN1

u1 u2 u

10/14/08 Nonlinear Problems 14

 P

PA a b c

2 3
1

u1 u2 u3 u

10/14/08 Nonlinear Problems 15

 P

PA a b c

2 3
1

u1 u2 u3 uA u

10/14/08 Nonlinear Problems 16

Example: P= 0.006

k u Del u
0.2000000000 0.0300000000
0.1700000000 0.0352941176 15.00000000%

k = 0 .2 − u 0.1647058824
0.1635714286
0.0364285714 3.11418685%
0.0366812227 0.68877551%
0.1633187773 0.0367379679 0.15445930%
P = 0.006 0.1632620321
0.1632492630
0.0367507370 0.03474506%
0.0367536116 0.00782121%
0.1632463884 0.0367542587 0.00176085%
u1 0.1632457413
0.1632455955
0.0367544045 0.00039645%
0.0367544373 0.00008926%
0.1632455627 0.0367544447 0.00002010%
0.1632455553 0.0367544463 0.00000452%
0.1632455537 0.0367544467 0.00000102%
0.1632455533 0.0367544468 0.00000023%
0.1632455532 0.0367544468 0.00000005%

10/14/08 Nonlinear Problems 17

 Load - Deflection

0.020

0.018

0.015

0.013

0.010
P

0.008

0.005

0.003

0.000
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
u

10/14/08 Nonlinear Problems 18

Direct Substitution
Alternative

Let load PA be applied to a softening

spring.
Assume kN = 0 for the first iteration.
Compute first approximation to
displacement: u1 = PA/k0
Take nonlinear term to other RHS.
Compute next approximation to
displacement: u2 = (PA-kN1u1)/k0
Generate sequence of approximations.
10/14/08 Nonlinear Problems 19
 Sequence of Operations
−1
u1 = k P 0 A

u2 = k −1
0 ( PA − k N1u1 )
u 3 = k 0 ( PA − k N 2u 2 )
−1


u i +1 = k −1
0 ( PA − k Ni ui )
10/14/08 Nonlinear Problems 20
 P

PA
a
P1 1
k0

u1 u

10/14/08 Nonlinear Problems 21

 P

I
PA kN1u1 a b

P1 2
k0 1

u1 u

10/14/08 Nonlinear Problems 22

 Example
i u
0 0.0000000000

k = 0 .2 − u 1
2
0.0300000000
0.0345000000
P = 0.006 3
4
0.0359512500
0.0364624619
u1 5
6
0.0366475556
0.0367152167
7 0.0367400357
8 0.0367491511
9 0.0367525005
10 0.0367537315

10/14/08 Nonlinear Problems 23

Comparison
First approach requires [K] to be
formulated and reduced in each
step.
Second approach requires 1
formulation and reduction of [K0]
Second approach usually has
more iterative cycles than first
approach.
10/14/08 Nonlinear Problems 24
 i u i u
0 0.0000000000 0 0.0000000000
1 0.0300000000 1 0.0300000000
2 0.0352941176 2 0.0345000000
3 0.0364285714 3 0.0359512500
4 0.0366812227 4 0.0364624619
5 0.0367379679 5 0.0366475556
6 0.0367507370 6 0.0367152167
7 0.0367536116 7 0.0367400357
8 0.0367542587 8 0.0367491511
9 0.0367544045 9 0.0367525005
10 0.0367544373 10 0.0367537315

10/14/08 Nonlinear Problems 25

 Under-Relaxation

u i +1 = u i + β( ∆u i )
∆u i = u i +1 − u i
u i +1 = βu i +1 + (1 − β ) u i
0 <β <1

10/14/08 Nonlinear Problems 26

Newton-Raphson
Approach

( k 0 + k NA ) u A = PA
k NA = f ( u A )
One Term Taylor Series :

f ( u A + ∆u1 ) = f ( u A ) +   ∆u1
 dP
 du  A

10/14/08 Nonlinear Problems 27

Newton-Raphson
Approach
f ( u A + ∆u1 ) = f ( u A ) +   ∆u1
 dP
 du  A
dP = d ( k u + k u ) = k + d ( k N u )
0 N 0
du du du
Tangent Stiffness
dP = k
t
du
kt - Tangent stiffness
10/14/08 Nonlinear Problems 28
Newton-Raphson
Approach
Seek :
∆u1 such that :
f ( u A + ∆u1 ) = PB

PB = PA + ( k tA ) ∆u1
( k tA ) ∆u1 = PB − PA
PB - PB - Load imbalance

10/14/08 Nonlinear Problems 29

 Newton-Raphson
Approach

( k t ) i ∆u i = PB − Pi
u i +1 = u i + ∆u i

PB - Pi - Load imbalance

10/14/08 Nonlinear Problems 30

 P

a
PB

P1 1

PA

uA u1 uB u

10/14/08 Nonlinear Problems 31

 P

a b
PB
2
P1 1

PA
∆u1 ∆u2

uA u1 uB u

10/14/08 Nonlinear Problems 32

 Newton Raphson
uA uB kNA kt PA PB DEL u
0.0000000000 0.0300000000 0.000000 0.200000 0.000000 0.0060 0.0300000000
0.0300000000 0.0364285714 -0.030000 0.140000 0.005100 0.0060 0.0064285714
0.0364285714 0.0367536116 -0.036429 0.127143 0.005959 0.0060 0.0003250401
0.0367536116 0.0367544468 -0.036754 0.126493 0.006000 0.0060 0.0000008352
0.0367544468 0.0367544468 -0.036754 0.126491 0.006000 0.0060 0.0000000000

10/14/08 Nonlinear Problems 33

 Modified Newton-Raphson
Approach

Do not update kt every iteration!

10/14/08 Nonlinear Problems 34

Newton-Raphson
Approach

(k )∆u
t ( old ) i = PB − Pi
u i +1 = u i + ∆u i

PB - PB - Load imbalance

10/14/08 Nonlinear Problems 35

 P
NR
a
PB

P1 1

PA
∆u1

uA u1 uB u

10/14/08 Nonlinear Problems 36

 P
Modified N-R
a b
PB

P1 2
1

PA
∆u1 ∆u2

uA u1 uB u

10/14/08 Nonlinear Problems 37

 Comparison
 Modified N-R has less calculations
per iteration.
 Modified N-R has more iterations.

10/14/08 Nonlinear Problems 38

 Incremental Approach
 Apply loads in a number of small
increments.
 Iterate and Converge for each
increment.
 Create entire load-displacement
history.

10/14/08 Nonlinear Problems 39

 P

u
Purely incremental approach with no corrections.

10/14/08 Nonlinear Problems 40

 Euler’s Method

P = f ( u)
kt = dP
du
Load increments : ΔP

10/14/08 Nonlinear Problems 41

 Euler’s Method
Start at P = 0 and u = 0
Euler' s Method
u1 = 0 + ( k ) ∆P1 where ( k t ) 0 = k t at u = 0
−1
t 0

u 2 = u1 + ( k ) ∆P2 where ( k t ) 1 = k t at u = u1
−1
t 1

u3 = u 2 + ( k ) ∆P3 where ( k t ) 2 = k t at u = u 2
−1
t 2

 
u i +1 = u i + ( k t ) i ∆Pi +1 where ( k t ) i = k t at u = u i −1
−1

10/14/08 Nonlinear Problems 42

 Incremental with Load
Correction

u i +1 = u i + ( k ) [ ∆Pi+1 + ( Pi − PiR ) ]
−1
t i

Pi = ∑ ∆P1 Externally Applied Load

PiR = ( k 0 + k Ni ) u i Resisting Load of the Spring

10/14/08 Nonlinear Problems 43

 P

u
Incremental approach with Load Corrections.

10/14/08 Nonlinear Problems 44

1-D Elastic-Plastic Analysis
σ

dεp dεe

Et
dσ B
σY
A
E D dε E

εY C
ε
σB
εp εe =
E

10/14/08 Nonlinear Problems 45

 Plastic Flow
Yielding has occurred.
Strain increment dε takes place.
dε= dεe + dεp
Write stress increment in various
(
ways: dσ = E dε − dε p )
dσ = Et dε
dσ = Hdε p
10/14/08 Nonlinear Problems 46
 (
dσ = E dε − dε p
)
dσ = Et dε
dσ = Hdε p

 Et 
H =  
 1 − ( Et E) 
 E 
Et = E 1 − 
 E+H

10/14/08 Nonlinear Problems 47

 Yield Criterion
Defines the onset of yielding
|σ| = σy
σy - yield stress in uniaxial tension
Trecsa
von Mises

10/14/08 Nonlinear Problems 48

 Flow Rule
Relates stress increment {dσ} to
strain increment {dε} after
yielding.
Uniaxial case: dσ = Et dε
Prandtl-Reuss often used.
Associated - ductile materials.
Nonassociated - soil or granular
materials.
10/14/08 Nonlinear Problems 49
 Hardening Rules
 Kinematic
 Yield surface retains size and shape
and translates in stress space.
 Isotropic
1. Yield surface retains shape but
increases in size.

10/14/08 Nonlinear Problems 50

 σ

B
σB

σY Et
E E

2σ Y

ε
σB

Kinematic Et

Isotropic Et

10/14/08 Nonlinear Problems 51

 σ3

Yield Surface

σ2
σ1

10/14/08 Nonlinear Problems 52

Isotropic Hardening σ3

Yield Surface

σ2
σ1

10/14/08 Nonlinear Problems 53

Kinematic Hardening σ3

Yield Surface

σ2
σ1

10/14/08 Nonlinear Problems 54

 Elastic-Plastic Action in Uniaxial
Tension

Stress reaches yield value (onset of yielding).

Subsequent plastic deformation may alter the
stress needed to produce renewed or
continued yielding.
If Et > 0 this stress will exceed σy.
Flow Rule: dσ = Et dε.
Prior to onset of yield or during unloading: dσ =
E dε.
Complete unloading from B to C results in
permanent strain εp.
Behavior does not have to be bilinear. Et need
10/14/08not be constant.
Nonlinear Problems 55
One Dimensional Elastic-Plastic
Analysis
σ

dε p dεe

Et
dσ B
σY
A
E D dε E

εY C
ε
σB
εp εe =
E

10/14/08 Nonlinear Problems 56

 dσ
E= σ < σY
dε

dσ
Et = after yielding
dε
10/14/08 Nonlinear Problems 57
  1 − 1
AEep
[kt ] = − 1 1 
L 
Eep = E before yielding
or during unloading
Eep = Et after yielding
10/14/08 Nonlinear Problems 58
 Rounding the corner - going from ε D to ε A:

Eep = mE + ( 1 − m) Et
εY − εD
m=
εA − εD
or
σ = E εA
*

σY − σD
m= *
σ − σD
10/14/08 Nonlinear Problems 59
Tangent Stiffness
Method
For the first computational cycle (i =
1), assume Eep = E for all elements.
Apply the first load increment {∆R}1
Using the current strains, determine
the current Eep in each element. Obtain
the [kt]n for each element n. Obtain
the current structure tangent stiffness
[Kt]i-1 Solve [Kt]i-1 {∆ D}i = {∆R}i From
{∆ D}i obtain the current strain
increment ∆εi for each element

10/14/08 Nonlinear Problems 60

Tangent Stiffness
Method
If any element makes the elastic-to-
plastic transition revise Eep Return to
previous step ➋ and repeat ➋ & ➌ until
convergence. Define convergence as ∆ε
< (_%) ε.
Update {D}i = {D}i-1 + {∆ D}i , εi = εi-1 +
∆εi σi = σi-1 + ∆ σi -1
Apply next load increment and return to
step ➋.
Stop when sum of incremental loads
equals the total load.
10/14/08 Nonlinear Problems 61
 P

EXACT
∆ P3

∆ P2

P1=∆ P1
∆ D2 ∆ D3

D1=∆ D1
D

10/14/08 Nonlinear Problems 62

 Improve Results
 Smaller load increments
 Exercising Step 3
 Use Corrective Loads
 Can attempt to choose load
increments so only one ( or a few)
elements yield in each load step.

10/14/08 Nonlinear Problems 63

Initial Stiffness Method
 Avoids having to formulate
tangent stiffness matrix for each
load increment.
 Can converge slowly if plastic
strains are large or widespread.

10/14/08 Nonlinear Problems 64

We seek the strain ε B associated with σ B

σC
εC =
E
σ C = σ B + E∆ε p

1 1
∆ε = ∆σ = E t ∆ε
p

H H
E  Et 
∆ε =
p
∆ε =  1 −  ∆ε
E+H  E
10/14/08 Nonlinear Problems 65
 One Dimensional Elastic-Plastic
Analysis
σ
C
σC
E∆εp
∆ε e
B Et
σB
σY
A
E ∆ε p
∆ε = ∆ε e + ∆ε p
∆ε

ε
εY εB

10/14/08 Nonlinear Problems 66

 σ

σC

B Et
σB
A
σY
∆εp2
E ∆ε1p

ε1 ε2 εB
ε
10/14/08 Nonlinear Problems 67
Tangent Stiffness
Method

Compute the elastic stiffness matrix [K].

Solve [K]{D}={R} where {R} is
proportional to the actual loads but of
arbitrary value. Scale {R} so that it
becomes {RY} which causes yielding to
impend. Scale {D} and call it {Dold}.
Choose subsequent load increments to
be greater of 0.5{RY} or (Et/E) {RY} .
Initailize supplementary loads to {∆ Rs}
=0.
10/14/08
Solve [K]{∆ Nonlinear
D} = Problems
{∆R}+ {∆ R } for {∆68
Tangent Stiffness
Method
Update displacements: {D}new ={D}old+
{∆ D}
In each element, calculate the strain
increment ∆ε associated with {∆ D}.
Update element stresses by adding ∆σ to
existing stress σ, using ∆σ = E ∆ε if σ < σY
and ∆σ = Et ∆ε if σ > σY For elements that
make the elastic-to-plastic transition by
the addition of ∆σ, evaluate m and
recompute ∆σ as ∆σ = E m ∆ε
10/14/08 Nonlinear Problems 69
Tangent Stiffness
Method
For all elements that display plastic
strains (|σ| > σY), calculate the plastic
strain increments by ∆εp = (1-Et/E) ∆ε or ∆εp
= (1-Et/E) (1-m)∆ε for elements making the
elastic-to-plastic transition. Generate the
supplementary loads by summing element
contributions:
{ ∆R s } = ∑ { ∆rs }
L
{ ∆rs } = ∫ [ B] T E ∆εp A dx
0
10/14/08 Nonlinear Problems 70
Tangent Stiffness
Method
(continued) Solve [K]{∆D}={∆Rs}
and return to step ➌.
Repeat steps ➌ to ➎ until
convergence. Then apply another
load increment {∆R} and return to
step ➋
Stop when {RY} + Σ{∆R} reaches
the total load.

10/14/08 Nonlinear Problems 71

 Small-Strain Elasticity
Relations

Use engineering definition of shear strain:

γ xy = v ,x + u, y
Do not use the tensor definition of shear strain:

v ,x + u, y
ε xy =
2
10/14/08 Nonlinear Problems 72
 Plasticity Theory
 Yield Criterion
 Flow Rule
 Hardening Rule

10/14/08 Nonlinear Problems 73

 Yield Criterion
Define a yield function F, which is a
function of stresses {σ} and parameters
{α} and Wp associated with the hardening
rule.
F({ σ} , { α} , Wp ) = 0
F( σ, α, Wp ) = 0

10/14/08 Nonlinear Problems 74

 Yield Criterion
Possible values of F:
F < 0 - elastic range
F = 0 - yielding
F > 0 - impossible
Possible values of dF:
dF < 0 - unloading
dF = 0 - continued yielding
dF > 0 - impossible

10/14/08 Nonlinear Problems 75

 Flow Rule
Define a plastic potential
Q = Q({ σ} , { α} , Wp )
Q, which is a function of
stresses {σ} and
parameters {α} and Wp
 ∂Q 
associated with the
{ }
dε = 
p
dλ
 ∂{ σ} 
hardening rule. Also define
a scalar dλ that may be
called a “plastic
multiplier.” Plastic strain
increments are given by:

10/14/08 Nonlinear Problems 76

 Flow Rule
∂Q
dε =
p
dλ
x
∂σx
∂Q
dε =
p
dλ
y
∂σ y

∂Q
dγ xz =
p
dλ
∂σxz
10/14/08 Nonlinear Problems 77
 Flow Rule

Q = F associated flow rule.

Q ≠ F nonassociated flow rule.
associated flow rule - ductile materials
nonassociated flow rule - granular materials (soils)

10/14/08 Nonlinear Problems 78

 Hardening Rule
The parameter {α} locates the center of the
yield surface in stress space. Before any
yielding occurs {α} = 0. In kinematic
hardening the yield surface moves in the
direction of plastic straining, so {α}≠ 0. The
parameter Wp describes how the yield surface
grows. For isotropic hardening, {α} = 0
throughout the analysis and Wp ≠ 0.

10/14/08 Nonlinear Problems 79

 Hardening Rule
The parameters {α} and Wp are given by:

{ α} = ∫ C {dε } p

Wp = ∫ { σ} {dε }
T p

Where C can be assumed to be a material

constant.

10/14/08 Nonlinear Problems 80

Incremental Stress-Strain
Relation
T T
 ∂F   ∂F  ∂F
dF = 0 =   { dσ} +   { dα} + dWp
 ∂{ σ}   ∂{ α}  ∂Wp

{ dα } = C{ dε } p

dWp = { σ } { dε }
T p

{ dσ } = [ E ] { dε } = [ E ] ( { dε } − { dε } )
e p

10/14/08 Nonlinear Problems 81

Incremental Stress-Strain
Relation

dλ = { Cλ } { dε}
T

T
 ∂F 
  [ E]
{ Cλ } T =  ∂{ σ} 
T T
 ∂F   ∂Q   ∂F   ∂ Q  ∂F T  ∂Q 
  [ E]   − C   − { σ}  
 ∂{ σ}   ∂{ σ}   ∂{ α}   ∂{ σ}  ∂Wp  ∂{ σ} 

10/14/08 Nonlinear Problems 82

Incremental Stress-Strain
Relation

  ∂Q  
{ dσ} = [ E]  {dε} −  dλ 
  ∂{ σ}  
{ dσ} = [ Eep ]{dε}
 ∂Q 
[ Eep ] = [ E] −  ∂{ σ} {Cλ } T

 
[ k t ] = ∫ [ B] [ Eep ] [ B]dV
T

10/14/08 Nonlinear Problems 83

 F = 0 and dF = 0
 ∂Q 
[ Eep ] = [ E] −  ∂{ σ} {Cλ } T

 
F < 0 and dF < 0
[ E ] = [ E]
ep

10/14/08 Nonlinear Problems 84