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Structural Vibrations
Structural Vibrations
Structural Vibrations
Olivier A. Bauchau
The University of Maryland
Department of Aerospace Engineering
3
4 CONTENTS
5.2 The Newmark algorithm for single degree of freedom systems . . . . . . . . . . . . . . . 122
5.2.1 Stability and accuracy analysis of the Newmark scheme . . . . . . . . . . . . . . 122
5.3 The generalized-α scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
5.3.1 Stability and accuracy analysis of the generalized-α scheme . . . . . . . . . . . . 126
7
8 CHAPTER 1. SINGLE DEGREE OF FREEDOM SYSTEMS
follows that
2 k
−ω + û = 0. (1.5)
m
The time dependency has now disappeared from the equation. This means that the assumed harmonic time
dependency given by eq. (1.4) is indeed the solution of the homogeneous equation of motion, eq. (1.3).
The algebraic equation (1.5) admits two solutions û = 0 and ω 2 = k/m. Introducing the first solution into
eq. (1.4) yields u(t) ≡ 0, which is the trivial solution of the problem. The second solution,
r
k
ω= , (1.6)
m
gives the specific frequency of the harmonic motion that satisfies the homogeneous differential equation of
motion, eq. (1.3). This frequency is called the natural circular frequency of the system. Harmonic motion
at the natural frequency is a non-trivial solution of the homogeneous
p equation of motion of the system.
The natural circular frequency of the system is ω = k/m and has units of rad/s. The natural
frequency of the system is f = ω/(2π) and has units of s−1 , or Hz. Finally, the natural period of the system
is T = 1/f = 2π/ω and has units of s. It is important to remember that although the terms “natural circular
frequency” and “natural frequency” denote two different quantities, they are often used interchangeably.
Quantity ω is often called the “natural frequency of the system,” although strictly speaking, it should be
called the “natural circular frequency of the system.”
The solution of the homogeneous system is given by eq. (1.4) as u(t) = u1 cos ωt+ u2 sin ωt, where u1
and u2 are two integration constants to be determined from given initial conditions. Assuming that u0 and
u̇0 are the initial position and velocity, respectively, of the spring-mass system, its free response is then
u̇0
u(t) = u0 cos ωt + sin ωt. (1.7)
ω
This solution can also be recast in the following form
s
u̇20
2 u̇0
u(t) = u0 + 2 cos ωt − arctan . (1.8)
ω ωu0
where η = x1 /L is the non-dimensional variable along the beam’s span. The beam’s mid-span displace-
ment, denoted ∆, is then found easily as ∆ = ū2 (1/2) = P L3 /(48H33 c
). As illustrated in fig. 1.2, the
c
beam is now replaced by a spring of equivalent spring stiffness constant k = P/∆ = 48H33 /L3 .
The natural frequency of the system is now given by eq. (1.6) as
r r
c
k 48H33
ω= = .
M ML3
1.1. CONSERVATIVE SYSTEMS 9
- -
i2 i1
M L
L/2 L/2 M A
u g
u- 2(η) P
Δ k k
M
L/2 L/2
Figure 1.2: Simply supported beam with a mid- Figure 1.3: Spring-mass system with nonlinear ge-
span mass. ometry.
p cnatural frequency of the system increases with increasing bending stiffness of the beam, i.e., ω ∝
The
H33 ; as the stiffness of the system increases, the natural frequency increases, as pexpected. On the
contrary, the natural frequency decreases as the mid-span mass increases, i.e., ω ∝ 1/M. Note that
the dependence of the natural frequency on the physical properties of the system is weak, because both
bending stiffness and mass are under the radical sign. On the other hand, the natural frequency is a much
stronger function of the geometry of the system since ω ∝ L−3/2 .
Example 1.2. Natural frequency of a spring-mass system with nonlinear geometry
A spring of stiffness constant k and un-stretched length βL is fastened to a support at point A and is
connected to a mass, M, that slides on a frictionless vertical rod as shown in fig. 1.3. The vertical dis-
placement of the mass is denoted u. Use Lagrange’s formulation to determine the equation of motion of
the system and find the natural frequencies of the system as a function of the non-dimensional parameter
α = Mg/(kL). √
The Lagrangian of the system is easily found as L = M u̇/2 + Mgu − k∆2 /2, where ∆ = L2 + u2 −
βL is the stretch of the spring. Lagrange’s formulation then yields the governing equation of the system
βL
M ü + k 1 − √ u = Mg.
L2 + u2
Thepequilibrium point of the system is found by solving the following algebraic equation, (1 −
β/ 1 + ū2e )ūe = α, where ūe = ue /L is the non-dimensional displacement of mass M and parame-
ter α = Mg/(kL) quantifies the ratio or gravity to elastic forces. This equation is transcendental, but
its solution is easily found numerically. Figure 1.4 shows the non-dimensional displacement of mass M
versus parameter α, for four values of the spring’s un-stretched length, β = 1, 0.75, 0.5, and 0.1.
Next, the dynamics of small perturbations about the equilibrium state of the system is studied by letting
ū(t) = ūe + û(t), where û(t) is a small perturbation. After linearization, the equation of motion becomes
¨ k β
û + 1− û = Mg.
M (1 + u2 )3/2
Finally, the natural frequency of the system for small amplitude oscillations about the equilibrium config-
uration is s
ω β
ω̄ = p = 1− .
k/M (1 + ū2e )3/2
For α =√ 0, the equilibrium configuration is ūe = 0 and the corresponding natural frequency of the system
is ω̄ = 1 − β. On the other hand, as α → ∞, p the mass displacement increases, i.e., ūe → ∞, and
the natural frequency of the system approaches k/M, the natural frequency of the simple spring-mass
system.
In this example, mass displacements of finite amplitude were considered. Consequently, the natural
frequency of the system becomes a function of its equilibrium configuration; the natural frequency is no
10 CHAPTER 1. SINGLE DEGREE OF FREEDOM SYSTEMS
3 1
2.5
Nondimensional frequency
0.8
2
0.6
u- e
1.5
0.4
1
0.5 0.2
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
α α
Figure 1.4: Non-dimensional equilibrium position Figure 1.5: Natural frequency of the system versus
of mass M versus parameter α. β = 1, solid line; parameter α. β = 1, solid line; β = 0.75, dotted
β = 0.75, dotted line; β = 0.5, dashed-dotted line; line; β = 0.5, dashed-dotted line; β = 0.1, dashed
β = 0.1, dashed line. line.
longer a single number, but becomes a function of various parameters characterizing the system. In this
case, the natural frequency depends on parameter α = Mg/(kL) and on the spring un-stretched length,
βL.
ω 2 us
u(t) = A cos ωt + B sin ωt + cos Ωt, (1.10)
ω 2 − Ω2
where A and B are integration constants to be determined from given initial conditions. If the system is
initially at rest, i.e., u(t = 0) = 0 and u̇(t = 0) = 0, the integration constants can be determined to yield
the response of the system
Ω
Ω̄ = . (1.12)
ω
The natural frequency of the system plays an important role in the definition of the relevant non-
dimensional quantities. The non-dimensional time can be written as τ = 2π t/T , where T is the system’s
1.1. CONSERVATIVE SYSTEMS 11
natural period, and the non-dimensional excitation frequency is excitation frequency divided by the natural
frequency of the system.
The first term in eq. (1.11) is the forced response of the system, i.e., the response of the system at the
excitation frequency. The second term represents the response of the system at its own natural frequency.
The complete response of the system is a superposition of oscillations at these two distinct frequencies.
Clearly, the natural frequency of the system plays an important role because the system responds at its
natural frequency for any excitation frequency. Furthermore, the natural frequency also appears in the
forced response of the system.
No energy dissipation mechanism is included in the present model. In practice, however, energy
dissipation is always present, although it might be very small. Consequently, system response at the
natural frequency will die out in time, leaving the forced response as the only response of the system.
The remaining paragraphs focus on the forced response of the system, which is written as
u(t) cos Ω̄τ 1
cos(Ω̄τ + φ) = û cos(Ω̄τ + φ),
= 2
=
2
(1.13)
us 1 − Ω̄ 1 − Ω̄ us
where φ is the phasing angle. The amplitude of the forced response now becomes
û 1
= , (1.14)
us 1 − Ω̄2
which is called the dynamic amplification factor. This factor is the ratio of the amplitude of the dynamic
response at excitation frequency Ω to that of the static response at excitation frequency Ω → 0. The
name of “dynamic amplification factor” is used because this factor quantifies the amplification of system
response under dynamic conditions as compared to the system’s static response.
Because the excitation force is F (t) = F̄ cos Ωt, φ represents the phasing angle between the excitation
and the response of the system. Clearly, the phase angle has values of 0 or π,
(
0, for Ω̄ ≤ 1,
φ= (1.15)
π, for Ω̄ > 1.
4
frequency, the system’s dynamic response is nearly 2
240
excitation frequencies far greater than the natural fre- 210
180
quency, the system response tends to zero. 150
120
Indeed, at high frequency, the inertial force be- 90
comes large because it is proportional to the acceler- 60
30
ation of the mass, itself proportional to Ω2 ; this large 0
0 0.5 1 1.5 2 2.5
NON-DIMENSIONAL FREQUENCY Ω/ω
inertial force opposes the motion of the mass, result-
ing in decreasing system response. For Ω̄ ≈ 1, the
Figure 1.6: Forced response of spring-mass sys-
response of the system becomes very large. In fact,
tem. Top figure: dynamic amplification factor; bot-
when the excitation frequency is equal to the natu-
tom figure: phasing angle.
ral frequency, the response of the system grows to
infinity. The excitation frequency is said to be in res-
onance with the natural frequency of the system.
The bottom portion of fig. 1.6 shows the phasing angle as a function of the non-dimensional excitation
frequency. At frequencies below the system’s natural frequency, i.e., for Ω̄ < 1, system response is in-
phase with the excitation, whereas at frequencies above the system’s natural frequency, i.e., for Ω̄ > 1,
12 CHAPTER 1. SINGLE DEGREE OF FREEDOM SYSTEMS
system response is 180 degrees out-of-phase with the excitation. When the excitation frequency is in
resonance with the natural frequency of the system, the phasing angle exhibits a jump from 0 to 180
degrees.
40
5
20
u/us
u/us
0 0
-20
-5
-40
-10
0 20 40 60 80 100 0 20 40 60 80 100 120 140
Time Time
Figure 1.7: Response of the spring-mass system Figure 1.8: The beating phenomenon for a spring-
near resonance, ω = 1.0 and Ω = 1.01 rad/s. mass system, ω = 1.0 and Ω = 1.1 rad/s.
where the last equality follows from elementary trigonometric identities. Reverting to the original quanti-
ties then yields
u(t) 2 Ω+ω Ω−ω
= 2 sin t sin t. (1.17)
us Ω̄ − 1 2 2
This result indicates that when the excitation and natural frequencies are in the vicinity of each other,
the response is oscillatory with a frequency equal to the average of the excitation and natural frequen-
cies. The amplitude of this oscillation is modulated by a slow varying term with a frequency equal to
the half difference of the excitation and natural frequencies. This slow modulation is called the beating
phenomenon.
Figure 1.8 shows the response of a spring-mass system for ω = 1.0 and Ω = 1.1 rad/s. Because
the excitation and natural frequencies are in the vicinity of each other, the response exhibit the beating
phenomenon. The fast oscillation takes place at a frequency (Ω + ω)/2 = 1.05 rad/s, whereas the slow
modulation has a frequency (Ω − ω)/2 = 0.05 rad/s, corresponding to a period Tb = 2π/0.05 = 125
s, as shown in fig. 1.8. Equation (1.17) reveals that the maximum expected amplitude of the beating is
|u(t)/us|max ≈ |2/(Ω̄2 − 1)| = 9.52, as shown, once again, in fig. 1.8.
Example 1.3. Rotating machinery with mass unbalance
Figure 1.9 depicts a piece of rotating machinery with an unbalance m of eccentricity e. The total mass of
the machine, including the unbalance, is denoted M. The unbalance rotates at a constant angular velocity
Ω. For simplicity, it is assumed that lateral motion of the machine is constrained, and hence, this system
possesses a single degree of freedom, u(t), the inertial vertical motion of the machine. The flexibility of
the system is represented by two concentrated springs, each of stiffness constant k/2.
θ=Ωt
e
M
The inertial force acting on the machine is −(M − m)ü, and the corresponding force acting on the
unbalance is −md2 (u + e cos Ωt)/dt2 ; the elastic force acting on the system is −ku. Newton’s second
law then yields the equation of motion of the system as −(M − m)ü − md2 (u + e cos Ωt)/dt2 − ku = 0.
Evaluating the time derivatives yields M ü + ku = meΩ2 cos Ωt. Division by the machine’s mass then
leads to
ü + ω 2u = m̄eΩ2 cos Ω̄τ,
p
where ω = k/M is the system’s natural frequency, τ = ωt the non-dimensional time, and m̄ = m/M
the non-dimensional mass of the unbalance. Assuming initial conditions at rest, the system’s response is
2 2
u(τ ) = m̄eΩ̄ cos Ω̄τ − cos τ /(1 − Ω̄ ), and its non-dimensional forced response becomes
u(τ ) Ω̄2
= cos Ω̄τ.
m̄e 1 − Ω̄2
1.1.5 Problems
Problem 1.1. Rotating machinery with mass unbalance
Figure 1.9 depicts a piece of rotating machinery with an unbalance m of eccentricity e. The total mass of
the machine, including the unbalance, is denoted M. The unbalance rotates at a constant angular velocity
14 CHAPTER 1. SINGLE DEGREE OF FREEDOM SYSTEMS
Ω. For simplicity, it is assumed that lateral motion of the machine is constrained, and hence, this system
possesses a single degree of freedom, u(t), the inertial vertical motion of the machine. The flexibility of
the system is represented by two concentrated springs, each of stiffness constant k/2. (1) Plot the non-
dimensional amplitude of the forced response versus the non-dimensional excitation frequency, Ω̄. (2)
Plot the phasing angle between excitation and response versus Ω̄. (3) Assuming initial conditions at rest,
plot the response of the system if the machine rotates at an angular speed very near the system’s natural
frequency.
Problem 1.2. Rotating machinery on a platform
Figure 1.10 depicts a piece of rotating machinery mounted on a rigid platform supported by four flexible
legs. The total mass of the machine and platform is M = 5, 000 kg, whereas that of the legs is negligible.
Each of the four legs is a square column of bending stiffness H = 750 kN·m2. Due to an eccentricity,
the machine applies a horizontal force F = F̂ sin Ωt to the platform, as indicated in the figure; F̂ = 5
kN. (1) Assuming the damping to be small, plot the steady state amplitude of the horizontal motion of the
platform versus the excitation frequency, Ω ∈ [0, 100] rad/s. (2) Plot the steady state magnitude of the
shear force at the root of each of the four support legs versus the excitation frequency. (3) If Ω = 15 rad/s,
find the dynamic amplification factor, the steady state amplitude of the horizontal motion of the platform,
and that of the root shear force for each leg.
^ sin Ωt
F=F
^ sin Ωt
M=M
Ip
Shaft
R A
2m
1.5 m L=1.2 m a=0.3m
- M M k2
i2
- k1 M
i1
M k1 k2
k2 k1
L
System (a) System (b) System (c)
Figure 1.12: Cantilevered beam with a tip mass.
Figure 1.13: Three spring-mass systems.
L
k
O θ i1
k
i2 g L m R
θ
M
P
Due to the periodicity of the motion, u(0) = u(T ), and the work done by the elastic force vanishes. The
work done by the inertial force, Fi = −mü, over the same period of the motion is evaluated in a similar
manner Z T Z T T
mu̇2
I
Winertial forces = Fi du = Fi u̇ dt = − müu̇ dt = = 0. (1.19)
0 0 2 0
Here again, the periodicity of the motion implies u̇(0) = u̇(T ) and hence, the vanishing of the work done
by the inertial force over one period of the motion.
Assume that the motion of the system is a simple harmonic function, say u(t) = û cos Ωt. The elastic
and inertial forces then become Fe = −ku = −kû cos Ωt and Fi = −mü = mΩ2 û cos Ωt, respectively.
Note that both forces are in phase with the displacement. On the other hand, the velocity is 90 degrees
out-of-phase with the displacement, and hence, the integrals of products Fe u̇ and Fi u̇ over one period of
the motion vanish.
Consider now a simple viscous damping force, Fv = −cu̇, where c is a constant. The work done by
this viscous damping force over one period of the motion is evaluated easily
I Z T Z T
Wviscous forces = −cu̇ dx = Fd u̇ dt = − cu̇2 dt < 0. (1.20)
0 0
Because the integrand in the last expression is always positive, the integral does not vanish and the work
done by the viscous damping force over one period of the motion does not vanish. Because this work is
negative, the viscous damping force is dissipative, i.e., it removes energy from the system.
To study the effect of viscous damping forces on the behavior
of a single degree of freedom oscillator, consider the simple spring- m m
mass-dashpot system depicted in fig. 1.16. The system’s governing
u ku cu. 2
md u2
equation of motion is found easily from the free body shown in the k c dt
figure, Free body
diagram
mü + cu̇ + ku = 0, (1.21)
where c is the dashpot constant. As was the case for conserva- Figure 1.16: Simple spring-mass-
tive systems, the governing equation is in the form of an ordi- dashpot system and free body dia-
nary differential equation with constant coefficients and the so- gram.
lution is of the form u(t) = û exp(pt), where p is the characteristic exponent. The characteristic ex-
2
ponents are the solution
p of the following quadratic p equation, mp + cp + k = 0, and its roots are
p1,2 = −(c/2m) ± (c/2m)2 − ω 2, where ω = k/m is the natural frequency of the system in the
absence of the dashpot.
The critical damping rate, ccr , is defined as that for which the term under the radical vanishes, i.e.,
(ccr /2m)2 = ω 2 , or ccr = 2mω. The damping ratio, ζ, is defined as the ratio of the actual damping rate
present in the system to the critical damping rate, i.e., ζ = c/ccr ,
c c
ζ= = . (1.22)
ccr 2mω
It is common to characterize a dashpot by its damping ratio by writing c = 2mζω. The characteristic
exponents of the system now become
p h p i
p1,2 = −ζω ± ζ 2 ω 2 − ω 2 = ω −ζ ± ζ 2 − 1 . (1.23)
1.2. NON-CONSERVATIVE SYSTEMS 17
where u1 and u2 or A and B are integration constants to be determined from the initial conditions of the
system. p
2
p of the motion is ωd = 1 − ζ ω, whereas the frequency
Solution (1.24) shows that the frequency
of the undamped system is ωu = ω = k/m. Because ζ < 1, the frequency of the damped motion is
smaller than its undamped counterpart, i.e., ωd < ωu .
Many practical engineering systems are very lightly damped. Considerp a system with 1% damping,
i.e., ζ = 0.01. The frequency of the motion for the damped system is ωd = 1 − (0.01)2 ω = 0.9999 ω; in
this case, the frequencies of the damped and undamped motions are nearly indistinguishable.
p Figure 1.17
2
shows the ratio of the frequencies of the damped and undamped systems, ωd /ωu = 1 − ζ , as a function
of the damping ratio, ζ. For systems with 10% and 20% damping, the frequencies of the damped motion
are 0.99 ω and 0.96 ω, respectively. Clearly, the frequencies of the damped and undamped motions be-
comes markedly different for large damping ratios only. Given the small difference between the damped
and undamped frequencies for very lightly damped systems, these two frequencies are often assumed to
coincide.
0.99 1
0.96 1
0.8
e-ζωt
0.5
0.6
ωd / ωu
ζ=0.1 ui ui+1
u(t) / u0
0.4 0
ζ=0.2
0.2
-0.5
0 T
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7
ζ -1
0 5 10 15 20 25 30
TIME
Figure 1.17: Ratio of damped to undamped natu-
ral frequency as a function of the critical damping Figure 1.18: History of the response of a spring-
ratio. mass-dashpot system.
Consider a simple spring-mass-dashpot system with the following initial conditions: u(t = 0) = u0
and u̇(t = 0) = u̇0 . Evaluating the integration constants in eq. (1.24) yields the solution of the problem as
!
p u̇ 0 + ζωu 0
p
u(t) = e−ζωt u0 cos 1 − ζ 2 ωt + p sin 1 − ζ 2 ωt . (1.25)
1 − ζ2 ω
The response of the system is depicted in fig.p1.18 for ω = 1, u0 = 1, u̇0 = 0, and ζ = 0.05. The period
of the damped system is T = 2π/ωd = 2π/( 1 − ζ 2 ω).
It is not easy to predict the damping ratio of a system because energy dissipation mechanisms are often
poorly understood and difficult to quantify. Hence, the damping ratio is often estimated from experimental
18 CHAPTER 1. SINGLE DEGREE OF FREEDOM SYSTEMS
measurements. Assume that the response of a spring-mass-dashpot system has been measured experimen-
tally to obtain a time history similar to that depicted in fig. 1.18. Is it possible to estimate the system’s
damping ratio from this data?
Figure 1.18 highlights the response of the system at two instants, ui = u(t) and ui+1 = u(t + T ),
where T is the period of the system. The logarithmic decrement, δ, is defined as the natural logarithm of
the ratio of these two quantities,
ui
δ = ln . (1.26)
ui+1
Introducing the response given by eq. (1.24) and taking into account the periodicity of the trigonometric
functions leads to
exp[−ζωt] 2π 2πζ
δ = ln = ln eζωT = ζωT = ζω p =p . (1.27)
exp[−ζω(t + T )] 2
1−ζ ω 1 − ζ2
Finally, solving this equation yields the damping ratio in terms of the logarithmic decrement,
1
ζ=p . (1.28)
1 + (2π/δ)2
Due to the presence of the logarithmic function in the definition of the logarithmic decrement, this exper-
imental approach can be rather inaccurate, particularly for very lightly damped systems.
where u1 and u2 or A and B are integration constants to be determined from the initial conditions of the
system. The motion is now aperiodic.
Consider a simple spring-mass-dashpot system with the following initial conditions: u(t = 0) = u0
and u̇(t = 0) = u̇0 . Evaluating the integration constants in eq. (1.29) yields the solution of the problem as
!
p u̇ 0 + ζωu 0
p
u(t) = e−ζωt u0 cosh ζ 2 − 1 ωt + p sinh ζ 2 − 1 ωt .
2
ζ −1ω
2 1.4
ζ = 0.05 ζ = 0.15 ζ = 5.0
1.5 1.2
ζ = 0.25 ζ = 2.5
1
1
0.5 ζ = 1.5
0.8
ζ = 1.05
u(t)
u(t)
0
0.6
-0.5 ζ=1
0.4
-1
ζ = 0.50 0.2
-1.5
ζ=1
-2 0
0 5 10 15 20 0 5 10 15 20
TIME TIME
Figure 1.19: History of the response of an under- Figure 1.20: History of the response of an over-
damped spring-mass-dashpot system. damped spring-mass-dashpot system.
To illustrate the response of a spring-mass-dashpot system at with various levels of damping, the
following case is investigated: ω = 1, u0 = 1, u̇0 = 1.5. Figure 1.19 illustrates the behavior of under-
damped systems with damping ratios ζ = 0.05, 0.15, 0.25, and 0.50; for reference, the response of the
critically damped system also appears on the figure. On the other hand, the behavior of over-damped
system with damping ratios ζ = 5.0, 2.5, 1.5, and 1.05 is shown in fig. 1.20; for reference, the response of
the critically damped system also appears on the figure. For ζ < 1, the characteristic roots of the system
are complex conjugates, resulting in the oscillatory motion depicted in fig. 1.19. On the other hand, for
ζ > 1, the two characteristic roots of the system are real, resulting in the aperiodic response shown in
fig. 1.20.
For ζ = 1, the system is critically damped; the characteristic roots of the system are repeated real
numbers, resulting in aperiodic motion, as shown in both figs. 1.19 and 1.20. The equilibrium state of the
system investigated here is u = 0. The critically damped system (ζ = 1) reaches this equilibrium state
faster than either over- or under-damped systems.
It is assumed that the externally applied force is harmonic, and to simplify the analysis, it is written
as F (t) = ℜ[F̂ exp(iΩt)], where F̂ is the magnitude of the excitation and Ω its frequency. The forced
harmonic response of the system is expected to be harmonic as well, with a possible phase shift represented
by the phasing angle φ, u(t) = û exp(iΩt) exp(−iφ).
Introducing these expressions into the governing equation, eq. (1.31), yields (−mΩ2 + icΩ +
k)û exp(iΩt) exp(−iφ) = F̂ exp(iΩt), and dividing by the mass leads to
F̂
(ω 2 − Ω2 + i 2ζωΩ)ûe−iφ = ,
m
20 CHAPTER 1. SINGLE DEGREE OF FREEDOM SYSTEMS
s
ζ = 0.08
u/u
6
^
maximum amplitude of the response is achieved when 4
2
ζ = 0.15
the denominator of this equation is minimum, which oc- 0
PHASE ϕ
180
p 150
2 120
Ω̄ = 1 − 2ζ . (1.33) 90 ζ = 0.40
60
√ 30
0
ζ = 1.00
Note that when ζ = 2/2, the maximum amplitude of 0 0.5 1
Ω/ω
1.5 2 2.5
that phase resonance occurs at Ω̄ = 1 for all values of the damping ratio. Phase resonance occurs at the
natural frequency of the undamped system, for all values of the damping ratio.
When studying mechanical vibrations, lightly damped systems are often the main focus, because of
two reasons. First, many systems of practical interest are indeed lightly damped, and hence, the behavior
of these systems should be studied in detail. Second, if the system is heavily damped, mechanical vibra-
tions are less likely to cause serious problems, and hence, the vibrations of these systems are of lesser
importance.
As discussed in the previous paragraphs, the behavior of very lightly damped systems does not differ
significantly from that of their conservative counterparts. Hence, in the first approximation, damping is
often neglected in the study of very lightly damped systems. The natural frequencies of the undamped
and lightly damped systems are nearly identical. In many cases, the system’s damping ratio is not known
accurately, and furthermore, the natural frequency of the conservative system is simpler to evaluate than its
damped counterpart. Consequently, the system is often assumed to be conservative, its natural frequency
is evaluated and that of the lightly damped system is then assumed to be identical.
v
^
u 2 4
^
û u 1 + 2ζ Ω̄ 2
ζ = 0.15
=t 2 2 , (1.37a) 0
b̂ 1 − Ω̄2 + 2ζ Ω̄ 180
PHASE ϕ
150
ζ = 0.40
2ζ Ω̄3 120
ζ = 1.00
φ = arctan 2 , (1.37b) 90
60
1 − Ω̄2 + 2ζ Ω̄ 30
00 0.5 1 1.5 2 2.5
Ω/ω
where Ω̄ = Ω/ω is the non-dimensional excitation fre-
quency. Note that φ = ψ1 − ψ2 and the following Figure 1.23: Forced response of spring-mass-
trigonometric identity, tan φ = (tan ψ1 − tan ψ2 )/(1 + dashpot system under base excitation. Top fig-
tan ψ1 tan ψ2 ), then yields eq. (1.37b). ure: dynamic amplification factor; bottom fig-
The top portion of fig. 1.23 shows the normalized ure: phasing angle.
amplitude of the response given by eq. (1.37a) as a func-
tion of the non-dimensional excitation frequency. The
22 CHAPTER 1. SINGLE DEGREE OF FREEDOM SYSTEMS
ûmax 1
lim = . (1.39)
ζ→0 b̂ 2ζ
The bottom portion of fig. 1.23 shows the phasing angle given by eq. (1.37b). When Ω̄ = 1, the
phasing angle is φ = arctan(1/(2ζ)) and for all damping rations, φ = π/2 for Ω̄ → ∞.
It is interesting to evaluate the force, F (t), transmitted to the mass. Clearly, this force is the sum of
the forces acting in the spring and dashpot elements, i.e., F (t) = c(u̇ − ḃ) + k(u − b) = −mü, where the
second equality follows from the governing equation (1.35). Under harmonic excitation, the force will be
harmonic, F (t) = F̂ exp(iΩt − ψ), where ψ is the phasing angle. The amplitude of the response and the
corresponding phasing angle now become
v
u 2
F̂ u 1 + 2ζ Ω̄
= Ω̄2 t 2 2 , (1.40a)
k b̂ 1 − Ω̄2 + 2ζ Ω̄
2ζ Ω̄3
ψ = φ = arctan 2 , (1.40b)
1 − Ω̄2 + 2ζ Ω̄
Note that the phasing angles of the displacement and of the force responses are identical.
The base is assumed to undergo harmonic motion y(t) = ŷ exp(iΩt), where Ω is the excitation fre-
quency. The resulting relative motion of the mass is written as z(t) = ẑ exp(iΩt − φ), where φ denotes
1.3. FORCED HARMONIC RESPONSE 23
the phasing angle. Introducing these quantities into the equation of motion yields the following results
ẑ Ω̄2
=q 2 , (1.42a)
ŷ 2
1 − Ω̄2 + 2ζ Ω̄
2ζ Ω̄
φ = arctan , (1.42b)
1 − Ω̄2
p
where ω = k/m is the natural frequency of the undamped system, Ω̄ = Ω/ω the non-dimensional
excitation frequency, and ζ the damping ratio. Two cases will now be examined.
The instrument provides a measurement of the amplitude, ẑ, of the relative motion of the mass with
respect to the rigid enclosure. This measurement is proportional to the acceleration of the base, and hence,
the instrument is called an accelerometer because it provides a measurement of the acceleration of the
component it is fastened to.
The transfer function of the accelerometer given by eq. (1.43) is an approximation for Ω̄ ≪ 1, i.e.,
the accelerometer provides accurate measurements for excitation frequencies such that 0 ≤ Ω ≤ Ωu only.
The maximum excitation frequency, Ωu , for which accurate measurement can be made is a function of the
physical characteristics of the instrument and of the maximum allowable error. The damping ratio of the
instrument can be adjusted to maximize Ωu , see problem 1.11.
where u and v indicate the displacement and velocity, respectively. In dynamical system, time is generally
treated as the independent variable, and all other quantities are functions of time. For the case at hand,
24 CHAPTER 1. SINGLE DEGREE OF FREEDOM SYSTEMS
u = u(t), v = v(t), and f = f (t). Once the time histories of these variables are known, the second integral
appearing in eq. (1.44) yields the dissipated energy. It is possible, however, to treat the displacement as
the independent variable and the dissipative force is then a function of the displacement, i.e., f = f (u). It
now becomes possible to interpret the first integral appearing in eq. (1.44): it represents the area enclosed
by the curve f = f (u) as the displacement performs a complete cycle of the motion.
To illustrate this concept, consider the spring-
mass-dashpot system shown in fig. 1.16. The dis- Force
placement is harmonic and assumed to be of the fmax Friction
form u(t) = û sin Ωt; the velocity is then v(t) = force
ûΩ cos Ωt. The force acting in the viscous dash-
pot is now fv = −cûΩ cos Ωt. Using elementary Displacement
trigonometric identities, time is eliminated from dmin Elastic dmax
the displacement and force expressions to find the Viscous force
following relationship between these quantities, force
u 2 f 2
v fmin
+ = 1. (1.45)
û cûΩ
Figure 1.25: Hysteresis curves for pure friction and
This is the equation of an ellipse, as shown in viscous damping forces.
fig. 1.25. This curve is called the hysteresis curve
or the hysteresis loop.
The energy dissipated by the viscous force is equal to the area enclosed by the ellipse. Since its
semi-axes are dmax = û and fmax = cûΩ, the dissipated energy is
where the negative sign results from the fact that the hysteresis loop is traveled counterclockwise during
one period of the motion. It is left to the reader to verify that the same result is obtained by using the second
integral appearing in eq. (1.44). The result expressed by eq. (1.46) calls for the following comments. The
energy dissipated by a viscous force is proportional to the dashpot constant, to the square of the amplitude
of the motion, and to the forcing frequency.
Next, the dashpot will be replaced by a Coulomb friction element. Here again, the displacement is
harmonic, u(t) = û sin Ωt. The friction force is now ff = −µNsign(v), where µ is the dynamic friction
coefficient and N the normal force at the frictional interface. Clearly, for this friction force, the hysteresis
loop is the closed rectangular curve shown in fig. 1.16 and the dissipated energy is the area enclosed by
this rectangle,
Wdiss = −4dmax fmax = −4ûµN. (1.47)
here again, the negative sign results from the fact that the hysteresis loop is traveled counterclockwise
during one period of the motion. The energy dissipated by a friction force is proportional to the dynamic
friction coefficient, to the normal contact force, and to the amplitude of the motion. Note that the energy
dissipated by the friction force is independent of the forcing frequency.
As a last example, consider the elastic force acting in the spring-mass-dashpot system. The elastic
force is directly proportional to the displacement, fe = −ku, where k is the spring stiffness constant. The
hysteresis loop for this elastic force collapses to the straight line shown in fig. 1.25. Because this straight
line encloses a vanishing area, the elastic force does not dissipate energy over one cycle of the motion, a
result that was already obtained in eq. (1.18).
magnitude of the viscous force could be a nonlinear function of velocity, such as fv = −c1 v − c3 v 3 , for
instance. While the functional dependency of the viscous force could be different, the product fv v should
be a negative-definite function of velocity to guarantee the dissipative nature of the resulting viscous force.
Assuming an harmonic displacement, u(t) = û sin Ωt, the energy dissipated by the nonlinear dashpot
is evaluated easily with the help of eq. (1.44) to find,
Z T Z T
2 4
c1 û2 Ω2 cos2 Ωt + c3 û4 Ω4 cos4 Ωt dt
Wdiss = − c1 v + c3 v dt = −
0 0
(1.48)
2 3c3 2 2
= −πc1 û Ω 1 + û Ω .
4c1
The concept of “equivalent dashpot constant” is based on a dissipated energy equivalence: a linear dashpot
with the equivalent dashpot constant dissipate over one period of the motion the same amount of energy
as the nonlinear dashpot. Comparing eqs. (1.46) and (1.48) leads to Wdiss = −πceq û2 Ω = −πc1 û2 Ω[1 +
3c3 û2 Ω2 /(4c1 )]. The equivalent dashpot constant is found as
3c3 2 2
ceq = c1 1 + û Ω . (1.49)
4c1
As expected, the equivalent dashpot constant depends on the amplitude and frequency of the motion.
Structural damping
Comparing eqs. (1.45) and (1.47) reveals that the energy dissipated by a viscous damping force is pro-
portional to the frequency of the motion, whereas that dissipated by the friction force is frequency inde-
pendent. Vibrating structures dissipate energy through a process called structural damping. This energy
dissipation mechanism does not originate from viscous forces, but rather from internal friction between
the various components of the structure and fasteners. Extensive experimentation with practical structures
shows that the dissipated energy per cycle is roughly proportional to the square of the motion amplitude,
but is independent of frequency, i.e.,
Wdiss ≈ −αû2 . (1.50)
Using the concept of equivalent dashpot constant introduced in the previous section leads to Wdiss =
−πceq û2 Ω ≈ −αû2 , and hence,
α
ceq ≈ . (1.51)
πΩ
The equation of motion of the system, eq. (1.21), now becomes mü + αu̇/(πΩ) + ku = F (t). Assuming a
harmonic response of the system of the form u(t) = û exp(i(Ωt + φ)), the velocity becomes u̇ = iΩu, and
the equation of motion reduces to mü + (k + iα/π)u = F (t). Typically, the following notation is used
where g = α/(πk) is the structural damping coefficient. The term k(1 + ig) is often referred to as
a “complex stiffness coefficient;” the real part of this number, k, is the spring stiffness constant and
imaginary part, kg, is a term in phase with the velocity that generates the structural damping force. Note
that the equivalent dashpot concept used in this development is valid for harmonic motion only and leads
to the complex stiffness constant, k(1 + ig). Typical values of the structural damping coefficient are
g ≈ 0.005 for metal structures and g ∈ [0.0, 0.3] for complex riveted or bolted structures.
26 CHAPTER 1. SINGLE DEGREE OF FREEDOM SYSTEMS
1.3.5 Problems
Problem 1.8. Maximum response of the spring-mass-dashpot system
Consider the forced response of the simple spring-mass-dashpot system depicted in fig. 1.16. (1) Find the
excitation frequency Ω̄max for which the maximum response amplitude ûmax /us is achieved. (2) Find the
maximum amplitude of the response ûmax /us . (3) Find the excitation frequency Ω̄pr at phase resonance.
(4) Find the amplitude of the response, ûpr /us , at phase resonance.
The previous chapter has focused on systems featuring a single degree-of-freedom. Such simple problems
rarely occur in practice; rather, most mechanical systems are multi degree-of-freedom systems, i.e., they
present many degrees of freedom. It will be shown in this chapter that the behavior of multi degree-of-
freedom systems generalizes that of their single degree-of-freedom counterparts. A fundamental concept
of structural vibrations is that of resonance, which occurs at a single discrete frequency for single degree-
of-freedom problems. A mechanical system with n degrees of freedom will undergo resonance at n
discrete frequency, generalizing the behavior of single degree-of-freedom systems.
This chapter starts with the detailed analysis of a two degree-of-freedom system that will be analyzed
with two different coordinate systems. In section 2.2 the basic properties of the algebraic eigenproblem
are studied. Section 2.3 then present a systematic study of the forced response of multi degree of freedom
systems. Rayleigh’s quotient, presented in section 2.4, is powerful tool for the understanding the behavior
of multi degree of freedom systems and leads to Courant’s minimax principle, studied in section 2.5.
27
28 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
x M x +y
k1 k2
m A m A
L/2 k1 k2 L/2
θ
F(t) F(t)
B B
a a M
L/2 L/2
O O
Figure 2.1: Pivoted bar connected to a spring-mass Figure 2.2: Pivoted bar connected to a spring-mass
system; first coordinate system. system; second coordinate system.
The virtual work done by the externally applied force F (t) is δW = δθLF/2, leading to the generalized
force vector appearing on the right-hand side of eq. (2.3). Because the motions of the system were assumed
to remain very small, the governing equations of the problem take the form of two linear, coupled, ordinary
differential equations in time with constant coefficients.
It is convenient to recast these equations in a more compact form by defining the following mass and
stiffness matrices, denoted M and K, respectively, as
m 0
M= , (2.4a)
0 ML2 /3
k1 + k2 −ak2
K= . (2.4b)
−ak2 a2 k2
For this particular choice of generalized coordinates, the mass matrix is diagonal, whereas the stiffness
matrix is fully populated. The off-diagonal terms of the stiffness matrix are called stiffness coupling or
elastic coupling terms.
Next, the arrays of generalized coordinates and generalized forces are defined as
x
u= , (2.5)
θ
0
F (t) = . (2.6)
LF (t)/2
2.1. SIMPLE, TWO-DEGREE-OF-FREEDOM SYSTEM 29
With all these definitions, the equations of motion of the system, eqs. (2.3), take on the following compact
form,
M ü + K u = F (t). (2.7)
Although written in a matrix form, these equations simply express the dynamic equilibrium conditions for
the system. When written as −M ü − K u + F (t) = 0, these equations imply the vanishing of the sum of
the inertial, elastic, and externally applied loads at each instant in time.
1 1 ML2
K = mẋ2 + (ẋ + ẏ)2 , (2.8)
2 2 3a2
where (ẋ + ẏ)/a is the angular velocity of the vertical bar and ML2 /3 its moment of inertia with respect
to point O. With the present choice of generalized coordinates, the stretches of the two springs of stiffness
constants k1 and k2 are x and y, respectively, and the strain energy of the system simply becomes
1 1
V = k1 x2 + k2 y 2 . (2.9)
2 2
Lagrange’s formulation now yields the equations of motion of the system, which are cast in the fol-
lowing matrix format
m + I¯b I¯b ẍ
k1 0 x LF (t) 1
+ = , (2.10)
I¯b I¯b ÿ 0 k2 y 2a 1
where I¯b = ML2 /(3a2 ). The virtual work done by the externally applied force F (t) is δW = (δx +
δy)LF/(2a), leading to the generalized force vector appearing on the right-hand side of eq. (2.10). Here
again, two linear, coupled, ordinary differential equations in time with constant coefficients are obtained
because the motions of the system were assumed to remain very small.
These equations are recast in a more compact form by defining the following mass and stiffness matri-
ces, denoted M̄ and K̄, respectively, as
m + I¯b I¯b
M̄ = , (2.11a)
I¯b I¯b
k1 0
K̄ = . (2.11b)
0 k2
For this particular choice of generalized coordinates, the stiffness matrix is diagonal, whereas the mass
matrix is fully populated. The off-diagonal terms of the mass matrix are called mass coupling or inertial
coupling terms.
Next, the arrays of generalized coordinates and generalized forces are defined as
x
ū = , (2.12)
y
LF (t) 1
F̄ (t) = . (2.13)
2a 1
30 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
With all these definitions, the equations of motion of the system, eqs. (2.10), take on the following compact
form,
M̄ ū¨ + K̄ ū = F̄ (t). (2.14)
These equations are formally identical to eqs. (2.7), although the mass and stiffness matrices are now
different, see eqs. (2.4) and (2.11). This is due to the fact that two different sets of generalized coordinates
were selected to solve the problem, see eqs. (2.5) and (2.12). Finally, the generalized force arrays also
differ, see eqs. (2.6) and (2.13), due once again the different choice of generalized coordinates.
(K + p2 M)û = 0. (2.15)
These equations form a set of homogeneous algebraic equations, which admits the trivial solution, û ≡ 0.
A nontrivial solution exists if and only if the determinant of the system vanishes. This means that non-
trivial solutions exists only for the discrete values of the characteristic exponent that satisfy the following
characteristic equation,
det(K + p2 M ) = 0. (2.16)
Expanding the determinant reveals that the characteristic equation is a polynomial equation of order n
in variable p2 . This means that nontrivial solutions are found for n discrete values of the characteristic
exponent, pi , i = 1, 2, . . . , n. These characteristic exponents are, in general, complex number. For each
characteristic exponents, pi , homogeneous system (2.15) admits a nontrivial solution, denoted ûi , which
is, in general, a complex array.
For the mechanical vibration problems considered here, the mass matrix is obtained from the system’s
kinetic energy through Lagrange’s formulation. Because the kinetic energy is a quadratic form of the
generalized velocities, the mass matrix is a symmetric, definite-positive matrix. Similarly, the stiffness
matrix is obtained from the system’s strain energy through Lagrange’s formulation. Since the strain energy
is a quadratic form of the generalized coordinates, the stiffness matrix is also a symmetric, definite-positive
matrix.
Let pr denote a root of the characteristic equation, eq. (2.16); this number is, in general, a complex
number. For p = pr , the homogeneous system, eq. (2.15), admits a nontrivial solution, in general complex,
which is written as v̂(r) + iŵ (r) , where v̂(r) and ŵ (r) , are real arrays. These quantities are solutions of the
homogeneous system, eq. (2.15), and hence,
Pre-multiplying this equation by (v̂ T(r) − iŵT(r) ) and expanding the products leads to
Because v̂ T(r) M ŵ(r) is a scalar quantity, it is equal to its transposed, and hence, v̂ T(r) M ŵ(r) =
ŵT(r) M T v̂ (r) = ŵT(r) M v̂ (r) , where the last equality follows from the symmetry of the mass matrix. A
similar relationship holds for the stiffness matrix. Consequently, the imaginary parts of the complex num-
bers appearing in brackets of eq. (2.17) vanish and this equation then reduces to
Because the stiffness matrix is positive-definite, xT K x > 0 for all x 6= 0, and hence, the numerator
must be a positive number. The denominator must also be a positive number because the mass matrix is
positive-definite. Consequently, p2r must be a negative number, which implies that pr is a pure imaginary
number, written as pr = iωr , and the corresponding nontrivial solution is simply v̂ (r) .
In conclusion, the following results have been established. A nontrivial solution of the homogeneous
equations of motion exist for discrete frequencies only. The frequencies, called the natural frequencies of
the system, are the solution of the following frequency equation,
Expanding the determinant yields a polynomial of nth order in ω 2 denoted p(ω 2 ). Because the mass
and stiffness matrices are symmetric and positive-definite, the n roots of this polynomial are all real and
positive,
2
v̂ T(r) K v̂ (r)
ωr = T > 0. (2.20)
v̂(r) M v̂(r)
Associated with each natural frequency, ωr , the homogeneous equations of motion present a nontrivial
solution, u(r) , such that
K − ωr2 M u(r) = 0.
(2.21)
In vibration analysis, the natural vibration frequencies are also called the eigenfrequencies of the sys-
tem. The nontrivial solutions, u(r) , are also called the natural vibration mode shapes, or the eigenmodes
of the system. The eigenfrequencies and eigenmodes form the system’s eigenpairs, denoted
Er = ωr , u(r) . (2.22)
length L and mass M is free to pivot about point O. A spring of stiffness constant k2 connects mass m to
the rigid bar at point A. Determine the natural frequencies of the system.
In section 2.1.1, the mass and stiffness matrices of this system were derived and are given by eqs. (2.4).
The characteristic equation, eq. (2.19), now becomes
k1 + k2 − ω 2 m
2 −ak2
det(K − ω M ) = det = 0.
−ak2 a2 k2 − ω 2ML2 /3
which is, as expected, a quadratic polynomial in ω 2 . The following quantities were defined
ML2 I¯b k1 + k2 k2
I¯b = ; µ= ; 2
ωm = ; 2
ωM = ¯.
3a2 m m Ib
Frequency ωm is the natural frequency of the single degree-of-freedom problem obtained by locking in
place the vertical bar, whereas frequency ωM is that of the single degree-of-freedom problem obtained by
locking in place mass m.
In section 2.1.2, the same system was analyzed using a different coordinate system, leading to the
mass and stiffness matrices defined by eqs. (2.11). It is left to the reader to verify that introducing these
matrices into the characteristic equation, eq. (2.19), and expanding the determinant, leads to a frequency
equation identical to that given by eq. (2.24). Clearly, the natural frequencies of a system are intrinsic
characteristics of the physical system and do not depend on the particular set of generalized coordinates
used for its representation.
The solutions of the frequency equation, eq. (2.24), are
s 2
2
2 1+λ 1 − λ2
ω̄1,2 = ± + µλ4 ,
2 2
where ω̄ = ω/ωm is the non-dimensional natural frequency. The two natural frequencies of the system de-
pend on two non-dimensional parameters, a mass and geometry ratio parameter, µ = 1/3 (M/m)(L/a)2 ,
and a stiffness ratio parameter, ν = k1 /k2 ; parameter λ is then simply λ2 = µ/(1 + ν). Figure 2.3 shows
the two natural frequencies of the system as functions of parameter ν, for µ = 1.0, 1.5, 3.0, and 6.0.
Figure 2.4 depicts the same data as function of parameter µ, for ν = 1.0, 1.5, 3.0, and 6.0. Clearly, the
natural frequencies of the system depend on the system’s physical parameters only, not on the generalized
coordinates used to represent it. For this very simple example, the non-dimensionalization process shows
that three parameters only are involved: µ, ν, and frequency ωm .
To find the nontrivial solutions of the system, the homogeneous system, eq. (2.21), is written for this
specific problem,
k1 + k2 − ω 2 m
−ak2 x
2 2 2 = 0.
−ak2 a k2 − ω ML /3 θ
When ω is one of the system’s two natural frequencies, the determinant of this set of algebraic, homoge-
neous equations vanishes and a nontrivial solution exists. In this case, the two equations of the system
become linear combinations of each other, and the second equation, for instance, can be thought of as re-
dundant. Using the system’s first natural frequency, the first equation yields (k1 + k2 − ω12 m)x − ak2 θ = 0.
Using the non-dimensional quantities introduced earlier, this equation becomes (1 − ω̄12 )x̄ − µλ2 θ = 0,
where x̄ = x/a is the non-dimensional displacement of mass m. Clearly, generalized coordinates x̄ and θ
are defined within a constant. For instance, a possible solution is x̄ = µλ2 and θ = 1 − ω̄12, leading to the
2.2. THE ALGEBRAIC EIGENPROBLEM 33
1.5 4
1.4
μ = 1.0 3.5 ν = 1.0
μ = 1.5 3 ν = 1.5
1.3
μ = 3.0 ν = 3.0
ω2
ω2
2.5
-
- 1.2
μ = 6.0 2 ν = 6.0
1.1 1.5
1 1
0.5 1
0.4 0.8
0.3 0.6
ω1
ω1
-
-
0.2 0.4
0.1 0.2
0 0
0 1 2 3 4 5 6 7 8 0 0.2 0.4 0.6 0.8 1 1.2 1.4
ν μ
Figure 2.3: Non-dimensional natural frequencies Figure 2.4: Non-dimensional natural frequencies
of the pivoted bar system for µ = 1.0, 1.5, 3.0, and of the pivoted bar system for ν = 1.0, 1.5, 3.0, and
6.0. 6.0.
nontrivial solution uT(1) = µλ2 , (1 − ω̄12 ) . Of course, a similar answer can be obtained for the second
Because they are defined within a constant, it is customary to normalize the eigenvectors. In this example,
the norm of the eigenvector was selected to be unity, ku(1) k = 1, but other normalization schemes are
possible.
M = S ST , (2.25)
where S is a non-singular matrix. This factorization can be shown to be unique and the Cholesky algo-
rithm [2] provides an efficient manner to determine matrix S.
The generalized eigenproblem of eq. (2.21) is recast as K u(r) = ωr2 S S T u(r) , and multiplication by
S −1 yields S −1 K S −T S T u(r) = ωr2 S −1 S S T u(r) , leading to the following standard eigenproblem
K̄ = S −1 K S −T , (2.27a)
ū(r) = S T u(r) . (2.27b)
34 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
The eigenproblem defined by eq. (2.26) is known as the standard eigenproblem [3]. Because the
generalized eigenproblem of eq. (2.21) can be transformed into the standard eigenproblem of eq. (2.26)
through the Cholesky factorization, the two problems are mathematically equivalent and all properties
of the standard eigenproblem are shared by the corresponding generalized eigenproblem. This result is
mostly of a theoretical significance. In practice, it is computationally expensive to perform the Cholesky
factorization and the compute the inverse of matrix S, as required by the transformation formula for the
stiffness matrix, eq. (2.27a).
ū = Q u, (2.28)
The equations of motion of the system were derived in section 2.1.2 using the second set of generalized
coordinates to find M̄ ū¨ + K̄ ū = F̄ (t), where the mass and stiffness matrices are defined by eqs. (2.11)
and the generalized load array by eq. (2.13). Introducing the linear coordinate transformation defined by
eq. (2.28) yields M̄ Q ü + K̄ Q u = F̄ (t). Pre-multiplication by matrix QT finally leads to
QT M̄ Q ü + QT K̄ Q u = QT F̄ (t). (2.30)
These are the equations of motion of the system expressed in terms of the first set of generalized coordi-
nates stored in array u. They must be identical to those derived in section 2.1.1. It follows that eqs. (2.7),
repeated here for reference, M ü + K u = F (t), and eq. (2.30) must be identical, leading to the following
results
M = QT M̄ Q, (2.31a)
K = QT K̄ Q, (2.31b)
F (t) = QT F̄ (t). (2.31c)
2.2. THE ALGEBRAIC EIGENPROBLEM 35
The second equality holds because the determinant of a product of matrices equals the product of their
determinants. When represented by generalized coordinates ū, the system’s frequency equation is p̄(ω 2 ) =
det(K̄ − ω 2 M̄ ) and eq. (2.33) becomes
Because matrix Q is of full rank, its determinant does not vanish and hence, the roots of polynomials
p(ω 2 ) and p̄(ω 2 ) are identical. Consequently, the natural frequencies of the system are identical when
represented by two different sets of generalized coordinates.
From a physical standpoint, it is obvious that a change of generalized coordinates does not affect the
behavior of a dynamical system, and hence, its natural frequencies must remain unchanged under this
coordinate change. For a mathematical viewpoint, it is not so obvious that the roots of characteristic
equations det(K − ω 2M ) = 0 and det(K̄ − ω 2M̄ ) = 0 are identical, because the entries of matrices K
and K̄, and M and M̄ all differ.
In summary, if Er and Ēr are the eigenpairs of the systems where represented using the sets of general-
ized coordinates u and ū, respectively, they can be written as follows,
Er = ωr , u(r) , Ēr = ω̄r = ωr , ū(r) = Q u(r) , r = 1, 2, . . . , n. (2.35)
The following theorem expresses the invariance of the frequency spectrum under a change of coordi-
nates.
Theorem 2.1 (Similarity transformation). The spectrum of natural frequencies of a system remains unaf-
fected by a similarity transformation.
2.2.5 Problems
Problem 2.1. Simplified model of a car
Figure 2.5 depicts the simplified model of a car of mass M and moment of inertia Ip with respect to its
center of mass located at point A. The car can heave and pitch. The flexibility of the tires and suspension
is represented by two springs of stiffness constant k1 and k2 , located at distances a and b from the center
of mass, respectively. Point B is located at distances a1 and a2 of the front and rear springs, respectively.
Point B is located a distance e aft point A. This problem will be analyzed using two sets of generalized
coordinates. The first set consists of x, the vertical displacement of point A, and θ, the pitching angle of
36 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
the car’s body. The second set consists of y, the vertical displacement of point B, and θ, the pitching angle
of the car’s body. All displacements and rotations are assumed to remain small. (1) Find the system’s mass
and stiffness matrices using the first coordinate set. (2) Find the system’s natural frequencies and natural
vibration mode shapes. (3) Find the system’s mass and stiffness matrices using the second coordinate set.
(4) Show that the frequency equations are identical for the two coordinate sets. (5) On two graphs, plot the
two natural frequencies of the system versus ν ∈ [0, 3] for ā = 1.25 and b̄ = 0.25, 0.50, 1.0, and 1.5. The
location of point B is such that e = (ak1 − bk2 )/(k1 + k2 ). Use the following non-dimensional
p parameters:
ā = a/ρ, b̄ = b/ρ, and ν = k2 /k1 . The car’s radius of gyration, ρ, is defined as ρ = Ip /M .
y x
O1 O2
A c.m. k1 k2
Front M, Ip B Rear L1, m1 a L2, m2
k
k1 e k2 g
a1 b1
a b θ1 θ2
Figure 2.5: Simple model of a car. Figure 2.6: Two pendulums connected by a spring.
m
u2 k
k/2 M
A -
O i2
M
x
u1 g θ e- 2
K/2
-
i1 m, L e- 1
Figure 2.7: Two degree of freedom spring-mass
system. Figure 2.8: Pendulum connected to cart.
2.2. THE ALGEBRAIC EIGENPROBLEM 37
θ1 θ2 L2, m2
L 1, m 1 a b
Figure 2.9: Two pendulums mounted on a cart. Figure 2.10: Car model with unsprung masses.
second bar at point A. Two torsional springs of stiffness constants k1 and k2 are acting at points O and
A; these springs are un-stretched when the bars are in the vertical position. The system is represented
by two generalized coordinates, the angular positions of the two bars, denoted θ1 and θ2 , respectively.
(1) Find the system’s mass and stiffness matrices. (2) Find the system’s natural frequencies. (3) Plot the
system’s two natural frequencies versus m̄ ∈ [0.1, 10] for k̄ = 1 and L̄ = 1, 1.4, 1.8, 2.2. (4) Plot the
system’s two natural frequencies versus m̄ ∈ [0.1, 10] for L̄ = 1 and k̄ = 0.1, 1, 5, 10. Use the following
non-dimensional parameters: m̄ = m1 /m2 , k̄ = k1 /k2 , and L̄ = L1 /L2 .
u1
- θ
O i2
1 m1 A
k11 k21
L 1, m 1 M, L
θ1 u2
A a1
2 B m2
L 2, m 2 k22 k12
- a2
i1
θ2 O
where δrs is Kronecker’s symbol. The orthonormality property (2.36) also implies uT(r) K u(s) =
ωs2 uT(r) M u(s) = ωs2 δrs and it follows that
Equations (2.36) and (2.37) can now be recast in a compact matrix format as
P T M P = I, (2.39a)
T
P KP = diag(ωi2 ), (2.39b)
where I is the identity matrix of size n × n. These orthogonality relationship will play a fundamental role
in the study of structural vibration problems.
It has been shown thus far that structural vibration problems with n generalized coordinates always
present n eigenvalues, denoted ωi , i = 1, 2, . . . , n. From a purely mathematical viewpoint, these eigenval-
ues can be arranged in any order. For structural vibration problems, however, the lowest eigenvalues are
often the most important to consider, and hence, it is customary to arrange the eigenvalues in ascending
order, i.e.,
ω1 ≤ ω2 ≤ . . . ≤ ωn−1 ≤ ωn . (2.40)
Unless specifically stated, this ordering convention will be used throughout the remainder of this book.
tion, uT(1) M u(1) = 1. Hence, normalization of the eigenvectors in the space of the mass matrix defines
eigenvectors within a factor of ±1.
Matrix P defined by eq. (2.38) now becomes,
−0.406668 −0.740882
P = u(1) , u(2) = .
−0.707323 0.388247
40 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
The derivation of the equations of motion is left to the reader. The mass and stiffness matrices of the
system are found to be
2.5 0 0 0 16 −3.2 −5.4 0
0 1.3 0 0 , K = −3.2 4.8 −1.6 0
M = 0 −5.4 −1.6 14.7 −7.7 .
0 3.9 0
0 0 0 2.5 0 0 −7.7 10.3
(0.873)2
16 −3.2 −5.4 0 0 0 0
−3.2 4.8 −1.6 0 P = 0 (1.77)2 0 0
PTK P = PT
2
.
−5.4 −1.6 14.7 −7.7 0 0 (2.47) 0
0 0 −7.7 10.3 0 0 0 (2.82)2
Because similarity transformations preserve the spectrum of eigenvalues, see theorem 2.1, eigenproblems
(M , K) and (M̄ , K̄) have the same eigenvalues. It was assumed that ω1 is an eigenvalue of problem
(M , K) with a multiplicity of two. Consequently, ω1 is also an eigenvalue of problem (M̄ , K̄) with a
multiplicity of two and the reduced eigenproblem, (q̂ T M q̂, q̂T K q̂), of size (n − 1) × (n − 1) must still
present eigenvalue ω1 , this time with a multiplicity of one.
It will be convenient to define the vector ēj , whose entries are all zero, except for a unit entry at location
j,
0
..
.
ēj = 1 . (2.42)
.
..
0
For instance, the first entry of vector ē1 is unity, but all others vanish. By inspection, two eigenpairs of
problem (M̄ , K̄) are E1 = (ω1 , ē1 ) and E2 = (ω1 , ū2 ). Vector ū2 can be written as ūT2 = 0, ū′T
2 , where
u′2 is an eigenvector of the reduced eigenproblem associated with its eigenvalue ω1 . By construction,
ūT2 M̄ ē1 = 0, i.e., these two eigenvectors of eigenproblem (M̄ , K̄) are orthogonal to each other in the space
of the mass matrix, M̄ . This implies ūT2 QT M Qē1 = 0 and finally, uT(2) M u(1) = 0, where u(1) = Q ē1 and
u(2) = Q ū2 are two eigenvectors of eigenproblem (M , K) associated with its eigenvalue ω1 of multiplicity
two.
42 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
In summary, in the presence of repeated eigenvalues, eigenvectors that are orthogonal in the space of
the mass matrix can be always extracted. For eigenvalues of higher multiplicity, the above development
could be applied recursively to extract as many orthogonal eigenvectors as the multiplicity of the corre-
sponding eigenvalue. Consequently, matrix P defined by eq. (2.38) can always be constructed and the
orthogonality properties expressed by eqs. (2.39) apply to all dynamical systems, even in the presence of
repeated eigenvalues.
Example 2.4. Eigenvectors of a repeated eigenvalue
Consider an eigenvalue, ωi , of multiplicity m, and let u(r) , r = 1, 2, . . . , m, be the associated
Porthogonal
eigenvectors. Let vector w be an arbitrary linear combination of these eigenvectors, i.e., w = m j=1 αj u(j) .
Show that vector w is also an eigenvectors of the problem associated with the same eigenvalue.
If w is an eigenvector of the problem, the following P must hold, K w = ωi2 M w. Introducing the
expression for vector w yields K j=1 αj u(j) = ωi2 M m
Pm
j=1 αj u(j) , and regrouping the summations
leads to m
X
αj K u(j) − ωi2 M u(j) = 0.
j=1
Because (ωi , u(j) ), j = 1, 2, . . . , m are eigenpairs of the problem, the term in parenthesis vanishes for all
values of j, and the sum then vanishes for all values of αj .
In summary, any linear combination of m orthogonal eigenvectors associated with an eigenvalue of
multiplicity m is also an eigenvector associated with the same eigenvalue.
Coefficients αi , i = 1, 2, . . . , n are the coefficients of the spectral expansion of vector x. The same
expansion can be expressed in a more compact manner as
α1
α2
x = u(1) , u(2) , . . . , u(n) .. = P α. (2.44)
.
α
n
where matrix P is defined by eq. (2.38), and array αT = α1 , α2 , . . . , αn stores the coefficients of the
spectral expansion.
It is possible to evaluate the coefficients of the spectral expansion by pre-multiplying eq. (2.44) by
P T M to find P T M x = P T M P α = α, where the last equality follows from the orthogonality relation-
ships expressed by eqs. (2.39a). This implies that
α = P T M x. (2.45)
Introducing this result into eq. (2.44) yields x = P α = P P T M x, and because this relationship hold for
any vector x, it follows that
I = P PT M. (2.46)
2.3. THE FORCED PROBLEM 43
2.2.9 Problems
Problem 2.9. Car model with unsprung masses
Consider the simplified model of a car with unsprung masses described in problem 2.6. (1) Find the
system’s mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) Construct matrix P defined
by eq. (2.38). (4) Verify that the orthogonality properties,
eq. (2.39), are satisfied.
(5) Verify identity (2.46).
T
(6) Perform the spectral expansion of vector x = 2.5, −1.4, 3.2, 2.7 . Use the default data given in
problem 2.6.
Figure 2.14: Five degree-of-freedom spring-mass Figure 2.15: Six degree-of-freedom spring-mass
system. system.
for forced multi degree-of-freedom systems take the form of coupled, second-order ordinary differential
equations with constant coefficients. The n equations of the system are coupled, because the mass and
stiffness matrices are, in general, fully populated. The solution of these equations is greatly simplified
by making use of the natural vibration mode shapes of the system that were found to be the non-trivial
solutions of the homogeneous problem.
where η is a new set of generalized coordinates representing the configuration of the system, and P the
matrix defined by eq. (2.38). Note that the change of variable expressed by eq. (2.47) defines a one to
one mapping between the two sets of variables, u and η. Indeed, pre-multiplying eq. (2.47) by P T M and
making use of the orthogonality relationships, eq. (2.39a), yields η = P T M u. Hence, no singularities are
encountered when going from one set of variables to the other.
Next, the proposed change of variable is introduced into eq. (2.7) to find M P η̈(t) + K P η(t) = F (t).
A linear combination of these equations is formed by pre-multiplying by matrix P T to find (P T M P )η̈ +
(P T K P )η = P T F (t). In view of eqs. (2.39a) and (2.39b), the triple products in the first and second
parentheses both become diagonal matrices; indeed P T M P = I and P T K P = diag(ωi2 ). The governing
equation of motion have now been transformed to a set of n uncoupled, second-order ordinary differential
equations in time. This system can be written as
These equations are the equations of motion of the multi degree-of-freedom system projected onto the
modal space through the change of variable defined by eq. (2.47). They are often called the modal equa-
tions of the system.
From a mathematical standpoint, the change of variables defined by eq. (2.47) has the remarkable
effect of transforming a set of n coupled differential equations into a set of n uncoupled differential equa-
tions. This second problem is, of course, much simpler to solve than the initial problem. The physical
implications of this change of variable are, however, even more remarkable. Indeed, each of the n uncou-
pled equations (2.48) is identical to the equation of simple spring-mass system, see eq. (1.1). Hence, the
dynamic behavior of an arbitrarily complex, multi degree-of-freedom system with n degrees of freedom
can be interpreted as the superposition of the responses of n independent linear oscillators. Clearly, the
dynamical behavior of complex, multi degree-of-freedom system is closely related that of linear oscilla-
tors. For instance, it was shown in section 1.1.2 that when a linear oscillator is excited near its own natural
frequency, the amplitude of its response grows without bounds. It follows that if a multi degree-of-freedom
system is excited near any one of its natural frequencies, a resonance condition occurs, and the its response
grows without bounds.
In many cases, the solution of the modal equations can be obtained in closed form. For instance,
assume that the modal loading array is of the following form, r(t) = r̂ sin Ωt, where Ω is the excitation
frequency, and array r̂ characterizes the spatial distribution of the loading. A typical uncoupled modal
equation now becomes η̈i + ωi2 ηi = r̂i sin Ωt, and its general solution is
r̂i sin Ωt
ηi = Ai cos ωi t + Bi sin ωi t + ,
ωi2 − Ω2
2.3. THE FORCED PROBLEM 45
where Ai and Bi are integration constants to be evaluated from the initial conditions of the problem. If the
structure is initially at rest, these integration constants are readily computed to find
Clearly, the response of this single linear oscillator involves the superposition of vibratory behavior at the
excitation frequency and at its natural frequency. The response of the elastic structure will then involve
the superposition of vibratory behavior at the excitation frequency and at all its natural frequencies. The
resonance condition is also apparent in this equation: if Ω → ωi , the denominator vanishes and large
amplitude responses should be expected.
The general procedure for the evaluation of the forced response of a multi degree-of-freedom system
subjected to time dependent loads proceeds with the following steps.
1. Determine the natural frequencies of the system and the associated vibration mode shapes.
2. Construct matrix P , see eq. (2.38), storing eigenmodes of the structure normalized in the space of
the mass matrix.
4. Solve the uncoupled equations of motion in the modal space, eqs. (2.48).
5. The time history of the generalized coordinates is then obtained from eq. (2.47).
The procedure developed here for predicting the response of dynamical systems to externally applied
forces is based on the change of coordinates expressed by eq. (2.47). This change of variable defines a
one-to-one mapping between the physical and modal coordinates of the system. This one-to-one mapping
is singularity free and involves no approximation. Consequently, the coupled equations expressed in terms
of the physical coordinates, eqs. (2.7), and the uncoupled modal equations expressed in terms of modal
coordinates, eqs. (2.48), are mathematically identical, and hence, possess identical solutions.
Figure 2.16: Four degree-of-freedom system and its equivalent representation as four, uncoupled spring-
mass systems.
This important conclusion is depicted in a schematic manner in fig. 2.16. For the purpose of the
illustration, a four degree-of-freedom spring-mass system is shown with the four physical coordinates, u1 ,
u2 , u3 , and u4 representing the horizontal displacements of the four masses. When projected in the modal
domain through the change of coordinates expressed by eq. (2.47), the problem is represented by four,
uncoupled single degree-of-freedom spring-mass systems. The motion of the masses is represented by the
modal coordinates, η1 , η2 , η3 , and η4 . Because the eigenvectors are normalized in the space of the mass
matrix, each of the four spring-mass systems features a unit mass, and the spring stiffness constants equal
the square of the natural frequencies.
46 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
The responses of the two systems depicted in fig. 2.16 are related through the mapping equation,
eq. (2.47). Because this change of variable involves no approximations, the two systems behave in iden-
tical manners. Consequently, the response of a complex, n degree-of-freedom system can always be
seen as the superposition of n uncoupled spring-mass systems. This paradigm dramatically simplifies
the interpretation of the behavior of dynamical systems. No matter how complex, the behavior of an n
degree-of-freedom linear system can always be thought of as the superposition of n uncoupled, single
degree-of-freedom linear spring-mass systems. This equivalence will be used in a systematic manner to
study the behavior of complex dynamical systems.
The general procedure outlined in section 2.3.1 is detailed in this example. First, the natural frequen-
cies of the system and associated eigenvectors are evaluated. Figure 2.18 shows the five natural frequencies
of the system, ω1 = 0.737, ω2 = 2.06, ω3 = 3.39, ω4 = 3.65, and ω5 = 5.14 rad/s, along a frequency axis,
and the vertical arrow indicates the excitation frequency, Ω = 0.4, which is smaller than the lowest natural
frequency of the system.
Next, matrix P is constructed; the eigenvector of the system, normalized in the space of the mass
matrix for the columns of this matrix,
−0.239 −0.572 −0.125 0.008 0.000
−0.249 −0.080 0.828 −0.122 0.003
P = −0.235
0.111 −0.054 0.038 −0.006 .
−0.058 0.038 −0.105 −0.620 0.001
−0.014 0.008 −0.006 0.004 0.767
These eigenvalues and eigenvectors were obtained using a numerical package. The eigenvalues were
ordered in ascending order, as is the custom in structural vibration analysis. Note that most numerical
packages do not necessarily extract the eigenvalues in that order, and hence, after computation of these
eigenvalues, they must be reorder to form an ascending sequence; of course, the corresponding eigenvec-
tors must be reordered accordingly.
The first column of matrix P consists of negative numbers only. As mentioned earlier, after normaliza-
tion in the space of the mass matrix, eigenvectors are defined within a multiplicative factor of ±1. Using
a different numerical procedure to solve the eigenproblem, the first column of matrix P , eigenvector u(1) ,
could have been found with an opposite sign, i.e., −u(1) . In this case, all the numbers appearing in the
first column of matrix P would be positive numbers. Such a difference has no physical significance: an
2.3. THE FORCED PROBLEM 47
eigenvector is defined within a constant, and once normalized in the space of the mass matrix, it is defined
within a factor of ±1.
The eigenvectors indicate the amplitudes of motion of each of the masses when the system vibrates
at the corresponding eigenfrequency. For instance, at the first natural frequency, ω1 = 0.737 rad/s, the
system vibrates in such a way that the amplitudes of motion of masses m1 , m2 , and m3 are nearly identical,
- 0.239, - 0.249, and - 0.235, respectively; on the other hand, the amplitude of the motion of mass m4 is
about four times smaller, - 0.058, and finally, the amplitude of the motion of m5 nearly vanishes, - 0.014.
Physically, this is due to the fact that the springs connecting masses m4 and m5 to the ground have large
stiffness constants, k04 = 25.1 and k05 = 42.3 N/m, respectively. The first mode is characterized by in
phase motions of the first three masses with nearly identical magnitudes; masses m4 and m5 remain almost
stationary. In contrast, at the fifth natural frequency, ω5 = 5.14 rad/s, mass m5 is the only mass to exhibit
any significant motion, the remaining masses are nearly stationary.
0.3
1
η1 η4
η2 η5 0.2
η3
0.5
0.1
u's
0
η's
-0.1
u1
-0.5 u2 u4
-0.2
u3 u5
-0.3
-1 0 5 10 15 20 25 30
0 5 10 15 20 25 30
Time Time
Figure 2.19: Time histories of the five modal par- Figure 2.20: Time histories of the five mass dis-
ticipation factors for Ω = 0.4 rad/s. placements for Ω = 0.4 rad/s.
T
The next step of the procedure is to evaluate the external loading array. In this case, F (t) =
1, 0, 0, 0, 0 sin Ωt, where Ω = 0.4 rad/s and eq. (2.49) yields the following modal loading array
It is now possible to solve the five uncoupled modal equations given by eqs. (2.48). Because the system
is initially at rest and subjected to a sine loading, the solution is given by eq. (2.50) for each mode.
Figure 2.19 shows the time histories of the five modal participation factors for time t ∈ [0, 30]s. Once
the solution in the modal space has been found, the change of variable, eq. (2.47), is used to project
the solution back to the physical space. Figure 2.20 shows the resulting time histories of the five mass
displacements.
At resonance, |ε| ≪ 1 and hence, Ω/ωi ≈ 1. The general solution for a spring-mass system, eq. (2.50),
now becomes
sin Ωt − (Ω/ωi ) sin ωi t
ηi = r̂i
ωi2 − Ω2
r̂i sin ωm (1 + ε)t − sin ωm (1 − ε)t 1 r̂i cos ωm t sin εωm t
≈ 2 2 2
=− 2 ,
ωm (1 − ε) − (1 + ε) 2 ωm ε
where elementary trigonometric identities were used to obtain the last result. Because ε is a very small
quantity, sin εωm t ≈ εωm t and ωm ≈ ωi ; the response of the system becomes
1 r̂i
ηi ≈ − ωi t cos ωi t. (2.51)
2 ωi2
This result holds for i = 1, 2, . . . , n, i.e., resonance occurs when the excitation frequency is near any one
of the n natural frequencies of the multi degree-of-freedom. As was the case for the single degree-of-
freedom system, the system oscillates at the resonant natural frequency and the amplitude of the response
grows linearly in time.
Example 2.6. Forced response of a five degree-of-freedom spring-mass system at resonance
Find the forced response of the five degree-of-freedom spring-mass presented in example 2.5. The system
is subjected to force F1 = sin Ωt, where the excitation frequency is Ω = 0.737234 rad/s. As indicated
in fig. 2.18, this excitation frequency is in resonance with the first natural frequency of the system. The
system is initially at rest. Figure 2.18 shows the natural frequencies of the system and the excitation
frequency, Ω = 0.737234, with a vertical arrow. The excitation frequency is in resonance with the first
natural frequency of the system.
6
η1
4
η2 1.5
η3 1
1
2
2
0.5
η's
0
u's
0
-2
η4 -0.5
-4 3
η5 -1
-6
0 5 10 15 20 25 30 5
Time -1.5
0 5 10 15 20 25 30
Time
Figure 2.21: Time histories of the five modal par-
ticipation factors at resonance (Ω = 0.737234 Figure 2.22: Time histories of the five mass dis-
rad/s). placements at resonance (Ω = 0.737234 rad/s).
Figure 2.21 show the response of the five modal participation factors. Because the excitation frequency
nearly equals the first natural frequency of the system, the amplitude of η1 grows linearly in time, as
predicted by eq. (2.51). In comparison, the amplitudes of the other modes remain small. The time histories
of the physical degrees of freedom is shown in fig. 2.22.
view of the discussion presented in section 2.3.1, the beating phenomenon is expected to occur in multi
degree-of-freedom systems as well.
As was done for the study of resonance, the following notation is introduced, Ω = ωm (1 + ε) and
ωi = ωm (1 − ε). The frequency ratio appearing in eq. (2.50) is approximated as follows, Ω/ωi = (1 +
ε)/(1 − ε) ≈ 1, and this equation now becomes
where elementary trigonometric identities were used to obtain the last result. Reverting back to the original
quantities then yields
2r̂i Ω + ωi Ω − ωi
ηi (t) ≈ − 2 2
cos t sin t. (2.52)
Ω − ωi 2 2
This result indicates that when the excitation frequency is in the vicinity of any of the natural frequencies
of the system, the response is oscillatory with a frequency equal to the average of the excitation and natural
frequencies. The amplitude of this oscillation is modulated by a slow varying term with a frequency equal
to the half difference of the excitation and natural frequencies.
Example 2.7. Forced response of a five degree-of-freedom spring-mass system, beating phenomenon
Find the forced response of the five degree-of-freedom spring-mass presented in example 2.5. The system
is subjected to force F2 = sin Ωt, where the excitation frequency is Ω = 3.5 rad/s. Force F2 is applied to
mass m2 . As indicated in fig. 2.18, this excitation frequency is in the vicinity of the third natural frequency
of the system. The system is initially at rest.
3 2
η1 η2 η3 u1 u2
1.5
2
1
1
0.5
η's
u's
0 0
-0.5
-1
-1
-2
-1.5
u3
η4 η5 u4 u5
-3 -2
0 10 20 30 40 50 60 0 10 20 30 40 50 60
Time Tim
Figure 2.23: Time histories of the five modal Figure 2.24: Time histories of the five mass dis-
participation factors exhibiting the beating phe- placements exhibiting the beating phenomenon
nomenon (Ω = 3.5 rad/s). (Ω = 3.5 rad/s).
Figure 2.23 show the response of the five modal participation factors. Because the excitation frequency
is in the vicinity of the third natural frequency of the system, the third modal participation factor, η3 ,
exhibits the beating phenomenon. As predicted by eq. (2.52), the period of the beating is T = 4π/(3.5 −
3.39) = 114 s and the maximum amplitude is ηimax = 2 · 0.828/(3.52 − 3.392 ) = 2.18, where r̂3 = 0.828.
The time histories of the physical degrees of freedom is shown in fig. 2.24.
change of variables, and hence, involves no approximation. The change of variable is performed because
in the modal space, the equations of motion becomes decoupled, see eq. (2.48), thereby easing the solution
process.
Figure 2.20 shows the time histories of the displacements of the five masses of the system depicted in
fig. 2.17 when a unit harmonic force is applied at mass m1 . Note that all masses respond to the excitation,
although with different amplitudes. Figure 2.19 shows the time history of the same response after projec-
tion onto the modal space. The responses depicted in figs. 2.19 and 2.20 are identical, but represented by
two different sets of generalized coordinate: physical coordinates, the actual positions of the masses, are
used to obtain the results depicted in fig 2.20, whereas modal coordinates are used to obtain those shown
in fig. 2.19.
A cursory look at fig. 2.19 reveals that the five mass system “responds in the lowest two modes pri-
marily” when excited by the force externally applied at mass m1 with an excitation frequency Ω = 0.4
rad/s. The expression “responds in the lowest two modes primarily” implies that the magnitudes of modal
participation factors η1 and η2 are far greater than those of modal participation factors η3 , η4 , and η5 .
These observations lead to the following question: if the modes associated with the three highest
frequencies of the system do not respond under the excitation, why should they be included in the change
of variable? In other words, the change of variable defined by eq. (2.47) could be replaced by
and array η(t) is now of size m. The column of matrix P ♭ stores m < n eigenvectors of the system,
typically the m eigenvectors corresponding to the m lowest frequencies of the system.
It is left to the reader to verify if the procedure developed in section 2.3.1 is repeated using matrix P ♭
instead of matrix P , the equations of motion of the system become
That is, m modal equations only are obtained, rather than the complete set of n modal equations defined
by eq. (2.48). This result explains the widely used expression of “modal reduction:” the system is treated
as if it features a reduced number of eigenvectors.
The change of variable expressed by eq. (2.47), u(t) = P η(t), defines a one-to-one mapping be-
tween the physical and modal coordinates of the system. In contrast, the change of variable expressed
by eq. (2.53) cannot be inverted because matrix P ♭ , of size n × m, m < n, is not a square matrix. The
m modal participation factors stored in array η(t) are fewer than the n generalized coordinates stored in
array u(t). Only m < n of the modal equations are recovered rather than the complete set of n modal
equations. Clearly, information is lost and this explains why eq. (2.53) is called modal reduction or modal
approximation.
These remarks lead to the following question: what is the physical interpretation of the assumption in-
herent to the modal reduction process? What information is lost when the modal approximation, eq. (2.53),
is used instead of the modal projection defined by eq. (2.47)? To answer this question, assume that the
m eigenvectors corresponding to the m lowest frequencies of the system are stored in matrix P ♭ . The
modal reduction process now yields the m modal equations defined by eq. (2.55), where the frequencies,
ωi , i = 1, 2, . . . , m are the m lowest frequencies of the system. Clearly, the modal reduction correspond
to ignoring the high frequency dynamics of the system.
The discussion presented in the previous paragraphs initiated from the simple observation that two
only of the five modal participation factors shown in fig. 2.19 are of significant magnitude. In exam-
ple 2.5, modal projection was used to evaluate the time history of all modal participation factors and once
2.3. THE FORCED PROBLEM 51
this task was completed, it was observed that two only of the five modal participation factors responded
significantly. This approach is not efficient. Indeed, why make an approximation when the exact results
are available already? Clearly, for the modal reduction procedure to be useful, it must be possible to
determine, a priori, which modes should be retained in the modal reduction and which should be ignored.
Consider a natural frequency of the system, ωr , that is far above the excitation frequency, i.e., ωr ≫ Ω.
For such case, Ω/ωk ≪ 1, and the corresponding modal equation, eq. (2.50), can be approximated as
i.e., the response becomes quasi-static, as expected in view of the response characteristics of a linear
oscillator depicted in fig. 1.6. It is clear that the response decreases for increasing values of the natural
frequency. Hence, the high frequency modes contribute little to the total response of the structure. This
observation implies that only the low frequency modes must be included in the analysis. Of course, the
term “low frequency” must be understood with respect to the excitation frequency. As a rule of thumb,
all natural frequencies such that ωi < 4Ω, i = 1, 2, . . . , m, should be included in the analysis. If the
applied loading contains a spectrum of frequencies ranging from Ωmin to Ωmax , natural frequencies such
that ωi < 4Ωmax , i = 1, 2, . . . , m, should all be considered in the analysis.
To evaluate the forced response of a multi degree-of-freedom system subjected to time dependent loads
using the modal reduction procedure, the following steps are used. The maximum frequency contained in
the excitation spectrum is denoted Ωmax .
1. Determine the m natural frequencies of the structure for which ωi < 4Ωmax , i = 1, 2, . . . , m.
Determine the associated mode shapes.
2. Construct matrix P ♭ , see eq. (2.54), storing these m eigenmodes normalized in the space of the mass
matrix.
4. Solve the m uncoupled equations of motion in the modal space, eqs. (2.48).
5. The time history of the generalized coordinates is then obtained from eq. (2.47).
The modal reduction approach is an efficient tool for the analysis of complex dynamical systems.
Typically, when the finite element method is used to model complex structures such as cars, trains, or
airplanes, very large, multi degree-of-freedom systems are generated. It is not uncommon for detailed
models of such systems to involve hundreds of thousands, or even sometimes millions of degrees of
freedom. This level of detail of modeling is required to capture the flexibilities of all the components
and their often intricate interconnections. Furthermore, evaluation of the three-dimensional state of stress
at all points of the structure also requires very detailed models.
The fact that one million degrees of freedom is used to model a complex mechanical system does not
imply that the dynamic response of the system involves one million eigenmodes. Most natural vibration
frequencies are far above the excitation frequencies encountered during operation, and hence, can be
ignored when predicting the dynamic response of the system. For instance, up to a million degrees of
freedom could be required to capture the three-dimensional stress field at all point of a car, but its dynamic
response can often be predicted accurately with as few as 12 to 15 modes. Let n be the number of degrees
of freedom of the system, and m the number modes that respond significantly to a given excitation; for
this example, n = 1, 000, 000 and m = 12 or 15; clearly, m ≪ n.
The computational gains derived from using the modal reduction method appear at two stages of the
procedure. First, it is not necessary to evaluate all n eigenpairs of the system. Indeed, if m eigenpairs
will be used by the modal reduction procedure, m eigenpairs only must be evaluated, not the remaining
52 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
n − m. This is particularly important because algorithms to extract all eigenpairs of a system becomes
increasingly unreliable as n increase. On the other hand, very efficient algorithms are available to evaluate
the lowest or highest m ≪ n eigenpairs of large systems. Second, prediction of the dynamic response
requires the solution of m uncoupled equations only. Because m is typically much smaller then n, this
step of the procedure is computationally inexpensive.
It must be emphasized that the terms “low frequency” or “high frequency” must be understood in
relative terms. A given natural frequency of a structure is not intrinsically “low frequency” or “high
frequency;” it can be characterized as “low frequency” or “high frequency” with respect to a certain
excitation frequency only. Consider the case of a car proceeding over a speed bump of length d at a speed
v; the excitation frequency is estimated as Ω = v/d. If the car’s speed is very low, its dynamic response is
quasi-static, and a single mode approximation might yield good predictions. All other natural frequencies
of the car are “high frequencies” and can be ignored. On the other hand, if the same car proceeds over
the same speed bump at a much higher speed, the excitation frequency increases and the car’s dynamic
response will involve many modes. The eigenmodes that could be treated as “high frequency modes” for
the low frequency excitation have become “low frequency modes” for the present problem.
If the car is subjected to very high frequency excitation, such as the pressure wave from a blast, virtually
all the modes becomes “low frequency modes” and must be included in a dynamic analysis. For these types
of problems, the modal reduction techniques becomes inadequate and other methods, such as the direct
integration approach presented in chapter 6 might be more appropriate.
Example 2.8. Modal approximation of the forced response of a five degree-of-freedom spring-mass
system
The forced response of the five degree-of-freedom spring-mass system shown in fig. 2.17 was investigated
in example 2.5 using the modal projection method. Treat the same problem using the modal reduction
approximation. Use a one, then a two mode approximation and compare the predictions.
The system is subjected to force F1 = sin Ωt applied at mass m1 , where the excitation frequency is
Ω = 0.4 rad/s. The system is initially at rest. Figure 2.18 shows that the excitation frequency is below
the lowest natural frequency of the system, ω1 = 0.737 rad/s. For this simple example, the maximum
excitation frequency present in the loading spectrum is simply Ωmax = 0.4 rad/s. According to the rule
of thumb presented above, the natural frequencies below 4Ωmax = 1.6 rad/s should be included in the
reduced modal basis. Because ω1 = 0.737 < 4Ωmax rad/s, the first natural frequency satisfies this criterion,
whereas the second natural frequency does not, ω2 = 2.06 > 4Ωmax .
0.3 0.3
0.2 0.2
0.1 0.1
u1
u2
0 0
-0.1 -0.1
-0.2 -0.2
-0.3 -0.3
0 5 10 15 20 25 30 0 5 10 15 20 25 30
Time Time
Figure 2.25: Time histories of mass m1 displace- Figure 2.26: Time histories of mass m2 displace-
ment for Ω = 0.4 rad/s. Modal projection method: ment for Ω = 0.4 rad/s. Modal projection method:
solid line. Modal reduction approach: dotted solid line. Modal reduction approach: dotted
line (one mode approximation), dashed-dotted line line (one mode approximation), dashed-dotted line
(two mode approximation). (two mode approximation).
2.4. RAYLEIGH’S QUOTIENT 53
For the one mode approximation, matrix P ♭ reduces to a single column storing the first eigenvector of
the system, i.e., P ♭ = [u(1) ]. The dynamical system is now approximated by a single modal equation, η̈1 +
ω12 η1 = r1 (t), which is easily solved. Equation (2.53) then gives the solution for the physical coordinates;
in this case, u(t) = η1 (t)u(1) . Figures 2.25 and 2.26 show the time histories of the displacements of masses
m1 and m2 , respectively. The exact solutions obtained by means of the modal projection method, i.e.,
by using all five eigenpairs of the system, appear in solid lines. The solutions using the modal reduction
approach with a single mode approximation are plotted with dotted lines. For the displacement of mass m1 ,
the single mode approximation is in fair agreement with the exact solution, whereas for the displacement
of mass m2 , the same approximation provides an excellent prediction of the exact solution.
In a effort to improve the predicted response of mass m1 , a two mode approximation is developed. In
this case, matrix P ♭ is of size 5 × 2 and its two columns store the first two eigenvectors of the system,
i.e., P ♭ = [u(1) , u(2) ]. After solution of the two modal equations, the physical coordinates are obtained as
u(t) = η1 (t)u(1) + η2 (t)u(2) . The dashed-dotted lines appearing in figs. 2.25 and 2.26 show the predictions
obtained from this two mode approximation for the displacements of masses m1 and m2 , respectively. The
predictions for the displacements of both masses are now in very close agreement with the exact solution.
2.3.5 Problems
Problem 2.13. Car model with unsprung masses
Consider the simplified model of a car with unsprung masses described in problem 2.6. A vertical force,
denoted F (t), is applied at the center of mass of mass M; this harmonic force is expressed as F (t) =
F̂ sin Ωt, where F̂ = 1 N and Ω = 0.6 rad/s. (1) Project the system’s equations of motion into the modal
space. (2) On one graph, plot the histories of the four modal participation factors. (3) On one graph, plot
the histories of the four generalized coordinates. (4) On one graph, plot the response of mass m1 using a
one mode approximation, a two mode approximation, and all the modes of the system. (5) Same question
for the response of mass m2 . Use the default data given in problem 2.6.
Problem 2.14. Pivoted bar with two oscillators
Consider the pivoted bar with two oscillators described in problem 2.8. (1) Find the system’s mass and
stiffness matrices. (2) Compute the system’s eigenpairs. (3) . (4) . (5) . (6) .
Problem 2.15. Five degree of freedom spring-mass system
Consider the five degree of freedom spring-mass system described in problem 2.11. (1) Find the system’s
mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) . (4) . (5) . (6) .
Problem 2.16. Six degree-of-freedom spring-mass system
Consider the six degree-of-freedom spring-mass system described in problem 2.12. (1) Find the system’s
mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) . (4) . (5) (6) .
uT(i) K u(i)
ωi2 = , i = 1, 2, . . . , n. (2.56)
uT(i) M u(i)
This implies that the square of the natural frequency, ωi2 , is the quotient of two scalars, uT(i) K u(i) and
uT(i) M u(i) . Since both stiffness and mass matrices are positive-definite, these two scalar are positive and
so is their quotient, the square of the natural frequency.
54 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
Equation (2.60b) expresses the normalization of vector v in the space of the mass matrix.
Rayleigh’s quotient now becomes
ρ(v) = ω12 α12 + ω22 α22 + . . . + ωn2 αn2 , (2.61)
subject to the constraint α12 + α22 + . . . + αn2 = 1. First, this normality constraint is written as α12 =
1 − α22 − . . . − αn2 , and eq. (2.61) becomes
ρ(v) = ω12(1 − α22 − . . . − αn2 ) + ω22 α22 + . . . + ωn2 αn2
(2.62)
= ω12 + α22 (ω22 − ω12 ) + . . . + αn2 (ωn2 − ωn2 ) ≥ ω12 ,
where the inequality is implied by the fact that all terms in parentheses are positive quantities as are their
factors. Second, the normality constraint is written as αn2 = 1 − α12 − . . . − αn−1
2
, and eq. (2.61) becomes
ρ(v) = ω12 α12 + ω22 α22 + . . . + ωn2 (1 − α12 − . . . − αn−1
2
)
(2.63)
= ωn − α1 (ωn − ω1 ) − . . . − αn−1 (ωn − ωn−2 ) ≤ ωn2 ,
2 2 2 2 2 2 2
where the inequality is implied by the fact that all terms in parentheses are positive quantities as are their
factors.
Combining eqs. (2.62) and (2.63) yields the desired bounds expressed by eq. (2.59).
2.4. RAYLEIGH’S QUOTIENT 55
To evaluate the various terms appearing in this expression, the spectral expansion of the error vector is
performed,
Xn
e= αi u(i) . (2.66)
i=1,i6=k
Note that any component of error along eigenvector u(k) would result in eq. (2.64) being recast as v =
(1 + ε)u(k) + εe, which simply amounts to a different normalization of vector v. Consequently, the
summation in eq. (2.66) excludes the k th component. The following results are now established
n
! n
X X
uT(k) K e = uT(k) K αi u(i) = αi uT(k) K u(i) = 0,
i=1,i6=k i=1,i6=k
n
! n
! n n n
X X X X X
T
e Ke= αj uT(j) K αi u(i) = αi αj uT(j) K u(i) = αi2 ωi2 .
j=1,j6=k i=1,i6=k i=1,i6=k j=1,j6=k i=1,i6=k
and the normality condition becomes α12 + α22 + . . . + αk2 = 1. Solving this normality condition for αk and
introducing the result in eq. (2.69) yields
where the inequality is implied by the fact that all terms in parentheses are positive quantities as are their
factors. The equality holds if v = u(k) . Since vector v is arbitrary, coefficient αk could vanish; in that case,
the normality condition would be solved for αk−1 and it is easy to show that inequality (2.70) still holds.
Consider subspace Sk = s1 , s2 , . . . , sk of dimension k, where s1 , s2 , . . . , sk are k linearly indepen-
dent but otherwise arbitrary vectors and let vector v ∈ Sk . Counting the dimensions of subspaces T Sk and
Pn−k+1 , it is clear that their intersection is not empty, and hence, there exist a vector v ∈ (Sk Pn−k+1 ).
Because v ∈ Pn−k+1 , it must satisfy eq. (2.70), proving the following lemma.
Lemma 2.1. There exist a vector v ∈ Sk , with v T M v = 1, such that ρ(v) ≤ ωn−k+1 2
.
Next, consider subspace Pk′ = u(k) , uk+2 , . . . , u(n) of dimension n − k + 1, where u(k) , uk+1 , . . . ,
u(n) are the n − k + 1 eigenvectors associated with the n − k + 1 highest eigenvalues of the system. Let
vector v be in this subspace, v ∈ Pk′ , and be normalized in the space of the mass matrix, v T M v = 1.
Because v ∈ Pk′ but is otherwise arbitrary, it can be expressed as v = αk u(k) + αk+1 uk+1 + . . . + αn u(n) ,
where αi , i = k, k + 1, . . . , n are arbitrary coefficients. Rayleigh’s quotient is now written as
where the inequality is implied by the fact that all terms in parentheses are positive quantities as are their
factors. The equality holds if v = u(k) . Since vector v is arbitrary, coefficient αk could vanish; in that case,
the normality condition would be solved for αk+1 and it is easy to show that inequality (2.72) still holds.
′
Consider now vector v ∈ Sk . Counting the dimensions of subspaces T ′ Sk and Pk , it is′ clear that their
intersection is not empty, and hence, there exist a vector v ∈ (Sk Pk ). Because v ∈ Pk , it must satisfy
eq. (2.72), proving the following lemma.
Lemma 2.2. There exist a vector v ∈ Sk , with v T M v = 1, such that ρ(v) ≥ ωk2 .
Next, a different subspace, Sk† , is selected, consisting once again of k linearly independent but oth-
erwise arbitrary vectors. If vector v is constrained to remain in this new subspace, it will reach a new
maximum, which must also satisfy inequality (2.73). The maximum value reached by Rayleigh’s quotient
is different for each new subspace, but for all possible choices of subspace Sk , inequality (2.73) must be
satisfied. Because the equality is achieved for those subspace containing the eigenvector u(k) , it follows
that
ωk2 = min max ρ(v). (2.74)
Sk v∈Sk ,vT M v=1
Next, a different subspace, Sk† , is selected, consisting once again of k linearly independent but oth-
erwise arbitrary vectors. If vector v is constrained to remain in this new subspace, it will reach a new
minimum, which must also satisfy inequality (2.75). The minimum value reached by Rayleigh’s quotient
58 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
is different for each new subspace, but for all possible choices of subspace Sk , inequality (2.75) must be
satisfied. Because the equality is achieved for those subspace containing the eigenvector un−k+1, it follows
that
2
ωn−k+1 = max min ρ(v). (2.76)
Sk v∈Sk ,vT M v=1
This equation expresses an alternative version of Courant’s minimax principle [4] stated as follows.
Principle 2.2 (Courant’s minimax principle). The (n − k + 1)th eigenvalue of a dynamical system is the
maximum that can be reached by the minimum value of the value Rayleigh quotient for all normalized
vectors constrained to remain in an arbitrary subspace Sk .
In the above developments, vector v was constrained to remain within a subspace of dimension k, i.e.,
v ∈ Sk . In some applications, it will be convenient to constrain vector v by constraining it to remain
orthogonal to a given subspace, i.e., v ⊥ Sk . Clearly, the two constraints v ∈ Sk and v ⊥ Sn−k are
equivalent. Redefining the indices, eq. (2.76) becomes
A comparison of eq. (2.79a) and (2.79b) reveals that problem (2.79a) is more severely constrained than
problem (2.79b). Indeed, problem (2.79a) is subjected to k arbitrary constraints whereas problem (2.79b)
is subjected to k − 1 arbitrary constraints and one specific constraint, vT ej . Consequently, ω̆k2 ≤ ωk+1
2
.
Next, a comparison of eq. (2.79b) and (2.79c) reveals that problem (2.79b) is more severely constrained
than problem (2.79c) because the latter problem is subjected to k − 1 arbitrary constraints whereas the
former is subjected to k −1 arbitrary constraints and one specific constraint, vT ej . Consequently, ωk2 ≤ ω̆k2 .
2.5. COURANT’S MINIMAX PRINCIPLE 59
Combining these two results yields the following inequality, ωk2 ≤ ω̆k2 ≤ ωk+1
2
, which is valid for any value
of k smaller than n,
ωk2 ≤ ω̆k2 ≤ ωk+1
2
, k = 1, 2, . . . , n − 1. (2.80)
Figure 2.27 illustrates this property in a graphical manner. The frequencies of the original system
(a 6 degree-of-freedom system is illustrated in the figure), denoted ωi2, i = 1, 2, . . . , 6, are shown along
the frequency axis. Next, the frequencies of the modified system obtained by deleting any one line and
column of the mass and stiffness matrices, (resulting in 5 eigenfrequencies for the present case), denoted
ω̆i2 , i = 1, 2, . . . , 5, are also shown on the same figure. Inequality (2.80) implies that the frequencies
of the modified system separate those of the original system, hence, the name of “eigenvalue separation
property.”
2.5.5 Problems
Problem 2.17. Short questions
Figure 2.7 depicts a two degree of freedom spring-mass system consisting of two masses, M and m,
connected by four springs of stiffness constant K/2 and k/2. (1) Determine the system’s mass and stiffness
matrices, denoted M and K, respectively. (2) What are the fundamental properties of matrices M and K?
(3) Let E1 = (ω1 , u(1) ) and E2 = (ω2 , u(2) ) be the eigenpairs of the system; the eigenvectors are normalized
in the space of the mass matrix. Find the following scalars: uT(1) M u(2) , uT(2) M u(2) , uT(1) K u(1) . (4) Let
vector v = u(1) + εu(2) , where ε ≪ 1. Give an approximate expression for the Rayleigh quotient, ρ(v).
How good is this approximation as ε → 0. (5) Consider the system obtained by clamping mass m, i.e.,
by setting u2 = 0. Let ω̆1 be the single natural frequency of the resulting system. What is the relationship
between ω̆1 and the natural frequencies of the original system, ω1 and ω2 ?
60 CHAPTER 2. MULTI DEGREE OF FREEDOM SYSTEMS
i2 Fj
i2 Measurement
aiL i1 point
aiL Fj i1
Dial
gauge Di Measurement
point Accelerometer Shaker
Figure 3.1: Cantilevered beam subjected to con- Figure 3.2: Cantilevered beam under vibratory
centrated loads. concentrated loads.
For the first loading condition, a single concentrated load, F1 , is applied at the first measurement point.
The corresponding displacements are measured and denoted ui1 , i = 1, 2, . . . , n. For the second loading
condition, a single concentrated load, F2 , is applied at the second measurement point. The corresponding
displacements are measured and denoted ui2 , i = 1, 2, . . . , n. For the typical test depicted in fig. 3.1, a
single concentrated load, Fj , is applied at the jth measurement point and the corresponding displacements
are measured and denoted uij , i = 1, 2, . . . , n.
T
Let array u = u 1 , u 2 , . . . , u n store the transverse displacements of the beam at the measurement
points. For each test condition, the experimental data can be presented in the following manner,
u1
u11 /F1 u1
u12 /Fj
u1
u1n /Fn
.. = .
. F1 , . . . . .
. = .
. Fj , . . . . .
. = .
. Fn . (3.1)
. . . .
u u /F
u u /F
u u /F
n n1 1 n nj j n nn n
At this point it is convenient to introduce the concept of static influence coefficient, ηij = uij /Fj ,
which corresponds to the displacement at location i when a single unit load is applied at location j. For
the first loading case, u1 = (u11 /F1 )F1 = η11 F1 . With the help of these influence coefficients, eqs. (3.1)
61
62 CHAPTER 3. FORCED HARMONIC RESPONSE
can be restated as
u1
η11
u1
η1j
u1
η1n
.. = .
.. F1 , . . . ... = .
.. Fj , . . . ... = .
.. Fn . (3.2)
.
u η u
η u
η
n n1 n nj n nn
The influence coefficients are readily obtained from the experimental measurements: the measured dis-
placements are divided by the magnitude of the known applied load. Each loading condition provides n
static influence coefficients.
At this point, it is assumed that the beam behaves in a linearly elastic manner and therefore, the
principle of superposition applies. If all loading conditions are combined, the resulting deflections can be
obtained by adding eqs. (3.2). The result can be summarized in a single matrix relationship as
u = S F, (3.3)
where S is the n × n static flexibility matrix and the displacements, u, are those resulting from the su-
perposition of all loading cases. The static flexibility matrix simply stores the influence coefficients in an
orderly manner
η11 . . . η1n
S = ... . . . ... . (3.4)
ηn1 . . . ηnn
The tests described in the above paragraphs characterize the static behavior of the structure. The assess
its dynamic behavior, the test depicted in fig. 3.2 could be performed. For a typical test configuration, a
shaker applies at the jth measurement point a harmonic force Fj (t) = F̂j cos Ωt, where F̂j is the magnitude
of the force and Ω its frequency. After decay of the transient response, the acceleration at measurement
point i is aij (t) = âij cos Ωt, and hence, the corresponding displacement is uij (t) = ûij cos Ωt, where
ûij = −âij Ω2 . The amplitude of the acceleration at point j, denoted âij , is readily measured by means of
an accelerometer, see section 1.3.3.
The complete test procedure follows that described for the static case. A set a n test configurations,
with the shaker successively located at each of the n measurement points, is used, and for each case,
accelerations are measured at all measurement points. Here again, the structure is assumed to behave in a
linearly elastic manner and the principle of superposition then yields
û = S(Ω2 ) F̂ , (3.5)
where S(Ω2 ) is the n×n dynamic flexibility matrix. Of course, the response of the structure depends on the
excitation frequency, Ω, and hence, the dynamic flexibility matrix is a function of frequency, S = S(Ω2 ).
Note the similarity between the static and dynamic flexibility matrices defined by eqs. (3.3) and (3.5),
respectively. The static flexibility matrix equals the dynamic flexibility matrix evaluated at a vanishing
excitation frequency, S static = S(Ω2 = 0). The dynamic influence coefficients, denoted ηij , are the entries
of the dynamic flexibility matrix, i.e., ηij (Ω2 ) = Sij (Ω2 ).
Comparing this result to eq. (3.5) yields the analytical expression of the dynamic flexibility matrix of the
system as
S(Ω2 ) = (K − Ω2 M )−1 . (3.8)
The dynamic influence coefficients are the entries of the dynamic flexibility matrix, i.e.,
where vector ei is the vector with a single non-vanishing, unit entry at location i, as defined by eq. (2.42).
The inversion of matrix K − Ω2 M calls for the evaluations of its determinant and of all minors. The
dynamic influence coefficients can be written in the following generic manner
By definition, the natural frequencies of the system, ωr , satisfy the frequency equation, det(K − ωr2 M ) =
0. This implies that ηij (Ω2 → ωr2 ) → ∞ for r = 1, 2, . . . , n. Consequently, when the excitation frequency
is near any of the system’s natural frequencies, the amplitude of its response grows without bounds. This
generalizes the concept of resonance observed for single degree of freedom problems. Because the numer-
ator of eq. (3.10) is a polynomial of order (n−1) in Ω2 , it possesses (n−1) roots at the most. Consequently,
the response of the system at point i, when excited by a harmonic force at point j will vanish for at most
(n − 1) discrete values of the excitation frequency.
Comparing this result with eq. (3.5) provides the spectral expansion of the dynamic flexibility matrix
1
2
S(Ω ) = P diag PT. (3.12)
ωr2 − Ω2
Equation (3.9) now yields the desired spectral expansion of the dynamic influence coefficients
2 T 1
ηij (Ω ) = pi diag pj , (3.13)
ωr2 − Ω2
dηij (Ω2 )
T 1
= pi diag pj . (3.15)
dΩ2 (ωr2 − Ω2 )2
64 CHAPTER 3. FORCED HARMONIC RESPONSE
To gain insight into the behavior of dynamical systems, consider the dynamic influence coefficients
ηii (Ω2 ). These describe the dynamic response of the system at a point when a harmonic load is applied at
the same point. Equations (3.13) and (3.15) now become
dηii (Ω2 )
2 T 1 T 1
ηii (Ω ) = pi diag pi and = pi diag pi > 0, (3.16)
ωr2 − Ω2 dΩ2 (ωr2 − Ω2 )2
respectively. The following observations are implied by these formulæ. First, the static influence coef-
ficient ηii (Ω2 = 0) is a positive number because matrix diag(1/ωr2) is positive-definite. Since matrix
diag(1/(ωr2 − Ω2 )2 ) is also positive-definite, the derivative of the dynamic influence coefficient with re-
spect to Ω2 is also a positive number, dηii /dΩ2 > 0, for all frequencies. Consequently, this coefficient
increases monotonically as function of frequency. Finally, the amplitude of the dynamic influence coeffi-
cient grows without bound when the excitation frequency approaches any of the natural frequencies of the
system, i.e., ηii → ∞ for Ω → ωr , r = 1, 2, . . . , n.
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
2
w12 w2 w32 2
w4 w12 2
w2 w32
2
w4
hii
hij
0
^12
w ^22
w ^32
w
-0.1 -0.1
-0.2 -0.2
-0.3 -0.3
-0.4 -0.4
0 2 4 6 8 10 0 2 4 6 8 10
W
2
W2
Figure 3.3: Dynamic influence coefficient ηii as a Figure 3.4: Dynamic influence coefficient ηij as a
function of frequency squared. function of frequency squared.
Figure 3.3 depicts the variation of the dynamic influence coefficient, ηii (Ω2 ), as a function of fre-
quency squared, for a four degree of freedom system. As expected from the spectral expansion given by
eq. (3.16), the dynamic influence coefficient is positive at zero frequency, increases monotonically, and
presents singularities for each of the four natural frequencies of the system. Consequently, the dynamic
influence coefficient must vanish for three discrete frequencies, ω̂ir , r = 1, 2, 3, called the anti-resonance
frequencies. Note that the anti-resonance frequencies separate the natural frequencies of the system.
n−1
Y Ω2
1− 2
ηii (Ω2 ) r=1
ω̂ir
= n (3.17)
ηii (0) Ω2
Y
1− 2
r=1
ωr
k − Ω2 m
2 1 k
S(Ω ) =
(K + k − Ω2 M)(k − Ω2 m) − k 2 k K + k − Ω2 M
3.1. DYNAMIC INFLUENCE COEFFICIENTS 65
m
u2
k/2
M
u1
K/2
k − Ω2 m k 1 − Ω2 /ω̂11
2
1 − Ω2 /ω̂112
η11 (Ω2 ) = = = η11 (0)
mM(Ω2 − ω12 )(Ω2 − ω22) mM (Ω2 − ω12 )(Ω2 − ω22 ) (1 − Ω2 /ω12 )(1 − Ω2 /ω22)
Note that ω12 ω22 = kK/(mM).
K + k − Ω2 M K +k 1 − Ω2 /ω̂21
2
1 − Ω2 /ω̂212
η22 (Ω2 ) = = = η22 (0)
mM(Ω2 − ω12 )(Ω2 − ω22 ) mM (Ω2 − ω12 )(Ω2 − ω22 ) (1 − Ω2 /ω12 )(1 − Ω2 /ω22)
k k 1 1
η12 (Ω2 ) = 2 2
= 2 2
= η12 (0)
mM(Ω2 2
− ω1 )(Ω − ω2 ) 2 2
mM (Ω − ω1 )(Ω − ω2 ) (1 − Ω /ω1 )(1 − Ω2 /ω22)
2 2
3.1.4 Problems
Problem 3.1. Short questions
(1) Dynamic influence coefficient ηij (Ω) represents the amplitude of the dynamic response at point i
resulting from the application of a force of unit amplitude and excitation frequency Ω at point j. Dynamic
influence coefficient ηji (Ω) represents the amplitude of the dynamic response at point j resulting from
the application of a force of unit amplitude and excitation frequency Ω at point i. Find the relationship
between ηij (Ω) and ηji (Ω).
Problem 3.2. Six degree-of-freedom spring-mass system
Consider the six degree-of-freedom spring-mass system described in problem 2.12. (1) Find the system’s
mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) Plot the dynamic influence coeffi-
cient η33 = eT3 S e3 versus Ω. (4) Let ω̂3r , r = 1, . . . , 5, be the anti-resonance frequencies for degree of
freedom 3. Compute these frequencies and locate them on the plot of the dynamic influence coefficient
η33 . (5) Plot the dynamic influence coefficient η34 = eT3 S e4 versus Ω. On all plots, show the natural
frequencies of the system and draw the corresponding vertical asymptotes.
Problem 3.3. Six degree-of-freedom spring-mass system
Consider the six degree-of-freedom spring-mass system described in problem 2.12. (1) Find the system’s
mass and stiffness matrices. (2) Compute the system’s eigenpairs. (3) Compute the anti-resonance fre-
quencies for degree of freedom 2, denoted ω̂2r , r = 1, . . . , 5. (4) Write a closed-form expression for
the dynamic influence coefficient η22 in the form of a ratio of zeros and poles. (5) On one graph, plot
the dynamic influence coefficients η22 versus Ω from (a) the closed-form solution and (b) the definition,
η22 = eT2 S e2 . (6) Write an approximate expression for the dynamic influence coefficient η22 in the form
of a ratio of zeros and poles, but ignore the contributions of the highest two eigenvalues. (7) On one graph,
plot the dynamic influence coefficients η22 versus Ω from (a) the approximate solution and (b) the defini-
tion, η22 = eT2 S e2 . On all plots, show the natural frequencies of the system and draw the corresponding
vertical asymptotes.
Problem 3.4. Three degree of freedom system
66 CHAPTER 3. FORCED HARMONIC RESPONSE
m
u2
k/2
M
u1
K/2
where matrix H is of size n × m. This matrix, called the “localization matrix,” is assumed to be of
full rank and m is typically much smaller than n. Matrices µ and γ, called the “mass matrix of the
modification” and “stiffness matrix of the modification,” respectively, are of size m × m and assumed
to be symmetric and positive-definite. The m additional degrees of freedom of the system are collected
in array q, of size m; the complete set of degrees of freedom is stored in array u′T = uT , q T . The
mass and stiffness matrices defined by eqs. (3.18) are symmetric by construction and positive-definite.
Indeed, u′T M ′ u′ = uT M u + (qT − uT H)µ (q − H T u) ≥ 0 because matrices M and µ are themselves
positive-definite. A similar reasoning establishes the positive-definiteness of matrix K ′ easily.
It is now possible to define an eigenproblem of reduced size m, (γ − θ2 µ)q = 0. The eigenpairs of this
problem are denoted (θj2 , q(j) ), j = 1, 2, . . . , m, where θj2 are the eigenfrequencies of the modification and
h i
q (j) its eigenvectors. If matrix Q stores these eigenvectors, i.e., Q = q(1) , q(2) , . . . , q (m) , the following
relationships hold
QT µ Q = I. (3.19a)
QT γ Q = diag(θj2 ), (3.19b)
The first set of equations, u = P α, corresponds to the spectral expansion of the degrees of freedom
of the original system in terms of the eigenvectors of the original system. The second set of equations,
q = H T P α+Q β = H T u+Q β, implies that the m additional degrees of freedom are expressed as a linear
combination of the original degrees of freedom, plus a spectral expansion in terms of the eigenvectors of
the modification.
Under this coordinate transformation, the expanded mass and stiffness matrices defined by eqs. (3.18)
become
" # " #
PT PTH P 0
′ I 0
M = , (3.21a)
0 QT HT P Q 0 I
" # " #
PT PTH P 0 diag(ωi2 )
′ 0
K = . (3.21b)
0 QT HT P Q 0 diag(θj2 )
These simple transformations prove that the spectrum of eigenfrequencies of the expanded system consists
of the combination of the spectra of the natural frequencies of the original system, diag(ωi2 ), and of those
of the modification, diag(θj2 ). Combining these two sets of frequencies in an ascending sequence gives the
natural frequencies of the expanded system, denoted ωi′2 , i = 1, 2, . . . , n + m.
The original and modified systems both present n degrees of freedom. The modification of the system is
characterized by the localization matrix, H, and the mass and stiffness matrices of the modification, µ and
γ, respectively. The index of the modification, m, is a measure of the complexity of the modification. If
m = 1, the modification is called an elementary modification.
To gain insight into the modified system, the following notation is introduced, H = G QT , where ma-
trix Q stores the eigenmodes of the reduced eigenproblem, see eqs. (3.19). The orthogonality relationships,
eqs. (3.19a), then yield
G = H µ Q. (3.23)
With this notation, the modifications to the mass and stiffness matrices on the original system can be recast
as
m
X
T
∆M = M̆ − M = G G = g j g Tj , (3.24a)
j=1
m
X
∆K = K̆ − K = G diag(θj2 )GT = g j θj2 g Tj , (3.24b)
j=1
where array g j is the j th column of matrix G. Equations (3.24) show that any modification can be viewed
as the superposition of m elementary modifications, which will play a key role in the developments below.
The eigenproblem of the modified system is written as
Elementary modifications
To better understand the nature of the structural modifications expressed by eqs. (3.22), consider the simple
cantilevered beam depicted in fig. 3.7(a). In this simple example, the modification of the mass of the
structure comes in the form of a point mass, m, connected at the tip of the beam by means of a massless
arm of length a. At each node of the beam, the transverse displacement is denoted uk and the rotation φk .
The displacement of the point mass is now um =
(un − aφn ) and its velocity u̇m = (u̇n − aφ̇n ). This (a) Elementary mass un
modification ϕn
expression is recast in a more abstract notation as
uk ϕ k a
T
u̇m = h u̇, (3.26) m
un
where u̇T = u̇1 , φ̇1 , u̇2 , φ̇2, . . . , u̇n , φ̇n is the array of
(b) Elementary stiffness ϕn
nodal velocities and hT = 0, 0, . . . , 1, −a the array
modification
uk ϕ k a
that defines the location of the point mass. The change in
k
the kinetic energy of the structure is ∆K = 1/2 m (u̇n −
aφ̇n )2 = 1/2 u̇T h m hT u̇.
Next, a simple modification of the stiffness of the Figure 3.7: Elementary modifications of a can-
structure in the form of a spring is stiffness constant k tilevered beam.
3.2. FREQUENCY SHIFTING 69
where Ne is the total number of finite elements in the model, k i the stiffness matrix of element i, and C i
its connectivity matrix. The connectivity matrix is a Boolean matrix that maps the degrees of freedom of
element i to the global set of degrees of freedom.
Assume now that a patch of elements of the model is modified. For simplicity of the exposition, it
is assumed that the first Ne′ elements of the model are unchanged, whereas the remaining elements are
modified. Because the element numbering sequence is unimportant, this is not a restriction. The stiffness
matrix of a modified element is written as k̆ i = k i + ∆k i , and the modified stiffness matrix of the structure
now becomes
XNe
K̆ = K + C Ti ∆k i C i = K + H T γ H. (3.28)
i=Ne′ +1
Matrix γ can be interpreted as the assembled stiffness matrix of the patch of modified elements and matrix
H as the Boolean matrix that maps the degrees of freedom of the modified patch of element to the global
set of degrees of freedom.
Clearly, the modification described above is of the form proposed in eq. (3.22b) and it can be shown
easily that changes in structural mass characteristics will lead to modified mass matrices of the form of
eq. (3.22a). Consequently, the modified dynamical systems described by the mass and stiffness matrices
given by eqs. (3.22) are, in fact, quite general. The main assumption is that the number of degrees of
freedom of the original and modified systems are identical.
where m is the order of the modification. Note that these bounds hold for modifications of arbitrary
magnitude.
The properties of Sturm sequences expressed by inequalities (3.29) are fundamental properties struc-
tural vibration eigenproblems. They are corollaries of the eigenvalue separation property [14, 13], which
itself, is a direct consequence of Courant principle [4]. For modifications of the type expressed by
eqs. (3.22), inequalities (3.29) hold for mass and stiffness modifications of arbitrary magnitude.
ω12 ω22 ω32 ω42 ω52 ω12 ω22 ω32 ω42 ω52
ω2 ω2
0 2 2 4 6 8 10
0
θ21 2 θ22 4 6 8 10
Figure 3.9: Frequency shifts from original to mod- Figure 3.10: Frequency shifts from original to
ified system. modified system.
The results presented here are just an example of how dynamical systems behave subsequent to el-
ementary modifications. In general, the following conclusions are reached. (1) The frequencies of the
modified system separate those of the augmented system. (2) Due to the modification, all the frequencies
of the original system that are smaller than the frequency of the modification shift up. (3) Due to the
modification, all the frequencies of the original system that are larger than the frequency of the modifica-
tion shift down. (4) Combining the two previous observations implies that all frequencies of the modified
structure shift towards the frequency of the modification. (5) If the structural modification consists of
additional mass only, i.e., if γ = 0 implying θ = 0, all the frequencies of the modified structure must shift
down. (6) If the structural modification consists of additional stiffness only, i.e., if µ = 0 implying θ = ∞,
all the frequencies of the modified structure must shift up. These conclusions are valid for any magnitude
of the structural modification, not just for small perturbations.
3.2. FREQUENCY SHIFTING 71
Next, a modification of order two is performed. This modification is characterized by the following
parameters
0 0
0 0
2.2 0.5 5.3 3.6
H= 1 1 , µ = 0.5 3.5 , γ = 3.6 7.9 .
1 0
0 0
It is readily verified that the frequencies of the modification are θ12 = 1.2601 and θ22 =
3.0795. Figure 3.10 shows the frequencies of the original system, those of the modified sys-
tem, and the frequency of the modification. The frequencies of the augmented system are ω ′2 =
(0.7786, 1.2601, 1.871, 3.0795, 4.296, 5.109, 9.050), where θ12 and θ22 have now become the second
and fourth frequencies, respectively. Finally, the frequencies of the modified system are ω̆ 2 =
(1.752, 1.980, 4.039, 5.061, 6.896). Equation (3.29) now implies ωk′2 ≤ ω̆k2 ≤ ωk+2 ′2
, k = 1, 2, 3. When
′2 2 2 ′2 2
k = 2, for instance, ω2 = 1.2601 = θ1 ≤ ω̆2 = 1.980 ≤ ω4 = 3.0795 = θ2 . Figure 3.10 indicates the
direction in which each of the frequencies of the original system shift subsequent to the modification.
Let θℓ and θu be the lowest and highest of all frequencies of the modification, respectively. For
higher-order modifications, the following conclusions are reached. (1) The separation property defined
by eq. (3.29) is satisfied by all frequencies of the modified system. (2) Due to the modification, all the
frequencies of the original system that are smaller than θℓ shift up. (3) Due to the modification, all the
frequencies of the original system that are larger than θu shift down. (4) Combining the two previous
observations implies that all frequencies outside of the frequency range [θℓ , θu ] shift towards this range.
(5) If the structural modification consists of additional mass only, i.e., all θj vanish, all the frequencies of
the modified structure must shift down. (6) If the structural modification consists of additional stiffness
only, i.e., if all θj are infinitely large, all the frequencies of the modified structure must shift up. These
conclusions are valid for any magnitude of the structural modification, not just for small perturbations.
Array û˘ stores the amplitude of the response of the modified system.
To obtain an explicit expression of the dynamic influence coefficients of the modified system, the
procedure developed in section 3.1.3 is followed. A spectral expansion of the modified system response is
performed, û˘ = P ᾰ, where array ᾰ store the coefficients of the spectral expansion. Note that this spectral
expansion is done in terms of the eigenmodes of the original problem, i.e., matrix P stores the eigenmodes
of the original system. Introducing this spectral expansion into eq. (3.30) and pre-multiplying by matrix
P T yields [diag(ωr2 − Ω2 ) + Λ diag(θs2 − Ω2 )ΛT ]ᾰ = P T F̂ . Matrix Λ is defined as
Λ = P T G = P T H µ Q, (3.31)
where the second equality follows from eq. (3.23). The dynamic response of the modified system now
becomes û˘ = S̆(Ω2 )F̂ , where the spectral expansion of the dynamic flexibility matrix of the modified
system is
−1 T
S̆(Ω2 ) = P diag(ωr2 − Ω2 ) + Λ diag θs2 − Ω2 ΛT
P . (3.32)
72 CHAPTER 3. FORCED HARMONIC RESPONSE
Note again that this spectral expansion is performed in terms of the eigenmodes of the original system.
Finally, the dynamic influence coefficients of the modified system become
−1
η̆ij (Ω2 ) = pTi diag(ωr2 − Ω2 ) + Λ diag(θs2 − Ω2 )ΛT
pj , (3.33)
where array pi is defined by eq. (3.14). The dynamic influence coefficients of the modified system given
by eqs. (3.33) should be compared with those of the original system, defined by eqs. (3.13).
The analytical expression of the dynamic influence coefficients of the modified system provided by
eq. (3.33) is not convenient to use because it requires the inversion of the bracketed matrix, which is of
size n × n. In fact, it would be simpler to evaluate the natural frequencies of the modified system, then
follow the procedure described in section 3.1.3 to evaluate the dynamic influence coefficients.
An alternative approach is to evaluate the inverse of the bracketed matrix in eq. (3.33) using the Wood-
bury formula (8.16) to find
2 T 1 1 −1 T 1
η̆ij (Ω ) = pi diag − diag Λ Υ Λ diag pj , (3.34)
ωr2 − Ω2 ωr2 − Ω2 ωr2 − Ω2
where
1 T 1
Υ = diag 2 + Λ diag Λ. (3.35)
θs − Ω2 ωr2 − Ω2
Clearly, the structure of the bracketed matrix in eq. (3.33) is ideally suited to the application of Woodbury
formula. Indeed, the inverse of matrix diag(ωr2 − Ω2 ) is easily obtained because it is diagonal. The use
of eq. (3.34) requires the inversion of matrix Υ, which is of the reduced size m × m. For an elementary
modification, m = 1, and eq. (3.34) yields the dynamic influence coefficients of the modified system in
closed form, without requiring any matrix inversion.
A cursory look at eq. (3.34) seems to indicate that η̆ij (Ω2 → ωr2 ) = ∞. Because the dynamic influence
coefficients grow without bound at the natural frequencies of the system, this would indicate that ωr are
the natural frequencies of the modified system. This is clearly incorrect, because the frequencies of the
original and modified systems are not identical. To demonstrate that the dynamic influence coefficients
of the modified system remain finite when Ω → ωr , the small number ε = ωr2 − Ω2 is defined and the
following results are established easily,
er eTr
1 T 1 u(r)i u(r)j
diag ≈ , p diag p ≈ .
ωr2 − Ω2 ε i ωr2 − Ω2 j ε
Matrix Υ now reduces to Υ ≈ diag(θs2 − Ω2 )−1 + ΛT er eTr Λ /ε = diag(θs2 − Ω2 )−1 + λTr λr /ε, where
where the second equality follows from eq. (3.31), the third from the definition of matrix P , and the last
from eq. (3.23). Woodbury formula now yields the inverse of matrix Υ as
diag (θs2 − Ω2 ) λr λTr diag (θs2 − Ω2 )
Υ−1 = diag θs2 − Ω2 − .
ε + λTr diag (θs2 − Ω2 ) λr
Introducing all these approximations into eq. (3.34) and evaluating the limit as Ω → ωr , i.e., as ε → 0,
yields the following result
u(r)i u(r)j u(r)i u(r)j
η̆ij (ωr2 ) = T = T , (3.37)
2 2
λr diag (θs − ωr ) λr u(r) ∆K − ωr2 ∆M u(r)
where the last equality follows from the definition of array λr , eq. (3.36), and that of the changes in
the mass and stiffness matrices, eq. (3.24). This remarkably simple result is illustrated in the following
example.
3.2. FREQUENCY SHIFTING 73
Example 3.3. Dynamic influence coefficients of a modified, five degree of freedom system
Figure 3.8 depicts a simple, five degree of freedom spring mass system. The system masses are selected as
m1 = 4.5, m2 = 1.3, m3 = 2.9, m4 = 2.5, and m5 = 1.7 kg; the spring stiffness constants are k01 = 7.4,
k12 = 2.2, k13 = 5.4, k23 = 3.6, k34 = 2.7, k35 = 5.6, k04 = 1.1, k05 = 4.3 N/m.
3.2
where matrix Λ is defined by eq. (3.23). Because the bracketed matrix in eq. (3.38) is fully populated,
the projection of the original eigenproblem in the modal space of the original system does not simplify
the computation burden; in other words, the solutions of eigenproblems (3.25) and (3.38) are equally
expensive.
In this section, methods that take advantage of the special characteristics of eigenproblem (3.38) are
developed. Consider the Rayleigh quotient, eq. (2.57), of the modified system,
where arbitrary vector v has been expanded in the space of the eigenvectors of the original problem, i.e.,
v = P α.
An approximate expression for the modified frequencies is obtained easily using perturbation theory
arguments. If the modification is of small magnitude, the eigenvectors of the original and modified
systems
T
should be almost identical, ŭ(r) ≈ u(r) , and hence, α ≈ er , where er = 0, 0, . . . , 1, . . . , 0 is the vector
with a single non-vanishing, unit entry at location r. In view of eq. (2.58), ω̆r2 = ρ̆(ŭ(r) ) ≈ ρ̆(u(r) ), and
eq. (3.39) then yields
2
ωr2 + g Tr diag(θj2 )g r
ω̆r ≈ , (3.40)
1 + g Tr g r
where array g r is defined as
g r = ΛT er . (3.41)
This means that vector g r is the r th row of matrix Λ.
To find an approximation for the eigenvectors of the modified system, eq. (3.38) is written for the r th
eigenpair as [diag(ωi2 − ω̆r2 ) + Λ diag(θj2 − ω̆r2 )ΛT ]ᾰ(r) = 0. In a manner akin to inverse iteration, the
eigenvector of the modified system is found by solving the following linear system, diag(ωi2 − ω̆r2)ᾰ(r) ≈
(0) (0)
−Λ diag(θj2 − ω̆r2)ΛT ᾰ(r) , where ᾰ(r) is an initial estimate of this eigenvector. Consistent with the pertur-
(0)
bation approximation, the initial estimate is selected as ᾰ(r) = er , leading to the following estimate of the
r th eigenvector,
1
ᾰ(r) ≈ −diag( 2 )Λdiag(θj2 − ω̆r2)g r . (3.42)
ωi − ω̆r2
Of course, the estimate of an eigenpair given by eqs. (3.40) and (3.42) might not be accurate for
modifications of large magnitude. An iterative algorithm based on these two formula leads to accurate
predictions
74 CHAPTER 3. FORCED HARMONIC RESPONSE
Algorithm 3.1 (Modified eigenproblem solution). The r th eigenpair of the modified eigenproblem ex-
pressed in the modal space, eq. (3.38), can be solved with the following iterative algorithm.
(0)
Step 1. Select a starting eigenvector, ᾰ(r) = er .
(k) 1 (k−1)
ᾰ(r) = −diag( (k)2
)Λdiag(θj2 − ω̆r(k)2 )ΛT ᾰ(r) . (3.44)
ωi2 − ω̆r
3.2.6 Problems
Problem 3.5. Properties of the modified frequencies
Prove that eq. (3.40) can be recast as
g Tr diag(θj2 − ωr2 )g r
ω̆r2 ≈ ωr2 + .
1 + g Tr g r
Comment on the implication of this result concerning the sign of ω̆r2 − ωr2.
Chapter 4
The dynamic behavior of elastic structures is a far more complex task than that of the discrete systems
studied in the previous chapters. Yet, the main features characterizing the response of discrete dynamical
systems are found in the response of elastic structures. A fundamental difference, however, exists: elastic
structures possess an infinite number of natural frequencies as opposed to the finite number of natural
frequencies present in the discrete systems.
This chapter primarily focuses on the dynamic response of beams. Predicting the displacement field
of beams under static loading is one of the focus of structural analysis [1]. Static loading implies that
the external forces acting on the beam are applied so slowly that the inertial forces associated with the
motion of the beam can be neglected. In numerous applications, however, inertial forces are significant
and alter the response of the beam dramatically. For instance, if a beam is vibrating after being struck by
an impulsive force, inertial forces are the only forces acting on the beam.
∂2u ∂2u
T − m = 0, (4.1)
∂2x ∂2t
where u(x, t) is the transverse displacement of the string, T the tension in the string, and m its mass
per unit span. The string of length L is pinned at both ends, u(0, t) = u(L, t) = 0. (1) Determine the
frequency equation for this problem. (2) Find the natural frequencies of the string. (3) For the lowest three
natural frequencies, sketch the corresponding natural vibration modes.
4.1.1 Problems
Problem 4.1. Vibration of a string with a mid-span mass
Consider a string with a concentrated point mass M is added at its mid-point. (1) Determine the frequency
equation for the symmetric vibration modes of the string. (2) Provide a graphical solution of this frequency
equation. (3) Determine the natural vibration frequencies, ωi , when β = 0. (4) Determine the natural
vibration frequencies, ω̂i , when β = ∞. (5) What happens to the unsymmetric modes of vibration of the
string? Note: the boundary condition at the string’s mid-point is
∂u ∂2u
T + M 2 = 0. (4.2)
∂x ∂ t
Use non-dimensional parameter β = M/(mL).
75
76 CHAPTER 4. DYNAMIC ANALYSIS OF BEAMS
φ̂′′ + ω̄ 2 φ̂ = 0, (4.4)
The boundary conditions of the problem at η = 0 become φ̂ = 0 and at η = 1, φ̂′ − I¯T ω̄ 2 φ̂ = 0, where
I¯T = IT /(Ip L) is the non-dimensional tip moment of inertia.
The general solution of eq. (4.4) is of the form φ̂ = A cos ω̄η + B sin ω̄η, where A and B are two in-
tegration constants to be determined form the boundary conditions. The root boundary condition implies
4.4. BENDING VIBRATION OF BEAMS 77
_
i2
L IT _
i1
Free body M1 ITd2Φ1/dt2
_
i3 diagram
A = 0, and that at the tip yields B ω̄ cos ω̄ − I¯T ω̄ 2 sin ω̄ = 0. For the system to admit a non-trivial solu-
tion, the second integration constant, B, cannot vanish, and this condition yields the frequency equation
At first, consider the particular case where the tip inertia is null, I¯T = 0. The frequency equation then
simplifies to cos ω̄ = 0, yielding the following natural vibration frequencies
s
π H11
ωn = (2n − 1) , n = 1, 2, · · · , ∞. (4.6)
2 Ip L2
Next, the problem involving the tip inertia is considered; the frequency equation is recast tan ω̄ =
1/(ω̄ I¯T ), a transcendental equation which admits an infinite number of solution. Indeed, fig. 4.3 shows the
two functions, tan ω̄ and 1/(ω̄I¯T ), appearing on the left and right hand sides of the frequency equation,
respectively. The intersections of these two functions yield the natural frequencies of the problem. For
large values of ω, the solution are very close to the zeros of the tangent function, i.e.,
s
H11
ωn ≈ nπ , n = 1, 2, · · · , ∞.
Ip L2
Accurate values of the lowest natural frequencies must be obtained by solving the frequency equation
numerically. Figure 4.4 shows the lowest two natural frequencies of the system as a function of I¯T . As
expected, the natural frequencies decrease with increasing values of the tip inertia. Clearly, as I¯T → ∞,
the lowest natural frequency slowly approaches zero, whereas the second frequency rapidly approaches π.
4.3.1 Problems
Problem 4.3. Torsional vibration of a thin-walled tube with a tip disk
The device shown in fig. 4.5 is used to measure the polar moment of inertia IT of a disk. This disk is
mounted on top of a thin-walled tube of known length L, mean radius Rm , thickness t, shearing modulus
G and material density ρ. The tube is clamped at one end, and the disk is mounted at the other. The
assembly is excited in torsion, and the lowest torsional frequency is measured. (1) Find the relationship
between the unknown polar moment of inertia and the measured natural frequency, f , in Hertz.
tan w 5
4.5
1/ITw
4
3.5
ω
2.5
1.5
0.5
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
IT
Figure 4.3: Plot of the functions tan ω̄ and 1/(IT ω̄) Figure 4.4: Lowest two natural frequencies of the
as a function of ω̄ for IT = 0.4. The intersection of cantilevered tube with a tip inertia as a function
the two curves give the natural frequencies of the of IT . First frequency, ω̄1 , solid line; second fre-
system. quency, ω̄2 , dashed line.
_
i1
IT
where the last term represents the distributed inertial forces, t denotes time, d2 ū2 /dt2 is the transverse
acceleration, and m the mass of the beam per unit span.
In the absence of other applied loads, governing eq. (4.9) becomes
d2 2
d2 ū2
c d ū2
H 33 + m = 0. (4.10)
dx21 dx21 dt2
This is the equation of motion of the problem, a partial differential equation for the transverse deflection
ū2 (x1 , t). It is fourth order in the spatial variable x1 , and second order in time. At all times, it is subjected
to the boundary conditions listed above. The governing equation is homogeneous, as are the boundary
conditions. Hence, the trivial solution ū2 (x1 , t) ≡ 0 clearly is a solution of the problem. This is easily
understood in physical terms. If the beam is not moving, i.e., ū2 (x1 , t) = 0, no inertial forces are generated,
and no loads are applied on the beam. The response of the system is then clearly ū2 (x1 , t) = 0. The goal
of this analysis is to determine when eq. (4.10) admits a non trivial solution.
Because the problem under scrutiny is a passive problem, the time dependency of the motion is ex-
pected to be harmonic and separation of variable is assumed,
where û2(x1 ) is a function of the spatial variable x1 only, eiωt the expected harmonic time dependency of
the solution, and ω its frequency, as yet unknown. The validity of the assumed solution is readily verified
by introducing eq. (4.11) into eq. (4.10) to find
4
c d û2
H33 4 − mω û2 eiωt = 0.
2
dx1
c d4 û2
H33 − mω 2 û2 = 0. (4.12)
dx41
Similarly, introducing eq. (4.11) in the boundary conditions at the beam’s root, i.e., at x1 = 0 yields
û2 = 0 and d2 û2 /dx21 = 0. At the other end of the beam, i.e., at x1 = L, û2 = 0 and d2 û2 /dx21 = 0. The
time dependency has now disappeared from the governing equation and associated boundary conditions,
verifying that the harmonic time dependency, eq. (4.11), is indeed the time dependency of the solution.
The solution of eq. (4.12) is eased by introducing the non-dimensional span variable, η = x1 /L. A
change of variable in eq. (4.12) yields
2
û′′′′
2 − ω̄ û2 = 0. (4.13)
subjected to the following boundary conditions at η = 0, û2 = û′′2 = 0, and at η = 1, û2 = û′′2 = 0.
Notation (·)′ denotes a derivative with respect to η, and the non-dimensional frequency, ω̄, is defined as
s
mL4
ω̄ = ω c
. (4.14)
H33
The problem has now been reduced to the ordinary differential equation (4.13). This contrasts with the
original problem, eq. (4.10), which was in the form of a partial differential equation. Clearly, the trivial
solution, û2 (η) ≡ 0, is still a solution of the problem. The frequency of the harmonic motion, ω, is as yet
undetermined as the harmonic time dependency, eq. (4.11), satisfies the governing equations for any value
of the frequency.
The solution of eq. (4.13) is of the form
0
-0.5
equation of system (4.16) to find Bn sin nπ+Dn sinh nπ = 0. -1
1
Since sin nπ = 0, this yields Dn = 0, and the mode shapes 0.5
u- 2
0
-0.5
-1
are then 1
0.5
u- 3
0
-0.5
-1
û2n (η) = Bn sin nπη, n = 1, 2, · · · ∞. (4.20) 1
0.5
u- 4
0
-0.5
-1
The amplitudes Bn of these mode shapes remains arbitrary, 1
0.5
u- 5
Here again, the problem is characterized by a homogeneous partial differential equation with homo-
geneous boundary conditions. Hence, the problem admits a trivial solution, ū2 (x1 , t) = 0, and the goal
of the analysis is to determine under which condition the governing differential equation possesses a non
trivial solution. As was done in section 4.4, it can be readily shown that a solution featuring a harmonic
time dependency, see eq. (4.11), satisfies the governing differential equation and boundary conditions. Fi-
nally, introducing the non-dimensional span variable η = x1 /L leads to an ordinary differential equation,
eq. (4.13), and the following boundary conditions at η = 0, û2 = 0 and û′2 = 0, and at η = 1, û2 = 0 and
û′2 = 0.
The general solution of this ordinary differential equation is still given by eq. (4.15), where A, B,
C, and D are four integration constants to be determined by the four boundary conditions given above.
Applying the boundary conditions at η = 0 leads to 0 = A + C and 0 = B + D, respectively, and the
solution then becomes û2 (η) = C(cosh kη − cos kη) + D(sinh kη − sin kη). Proceeding next with the
boundary conditions at η = 1, the following algebraic equations are found for the last two integration
constants
cosh k − cos k sinh k − sin k C
= 0. (4.22)
sinh k + sin k cosh k − cos k D
This system of algebraic equations is homogeneous, resulting in the solution C = D = 0; this leads to the
trivial solution û2 (η) = 0. A set of homogeneous algebraic equations admits a non-trivial solution if and
only if the determinant of the system vanishes
cosh k − cos k sinh k − sin k
det = 0. (4.23)
sinh k + sin k cosh k − cos k
Expanding this determinant yields the frequency equation
This is a transcendental equation for k, that must be solved numerically. Figure 4.9 shows a plot of two
functions: cos k and 1/ cosh k. The intersection of these two curves yields the solution of the frequency
equation. Since function 1/ cosh k very rapidly drops to zero, the zeroes of the frequency equation are
closely approximated by those of the function cos k, yielding kn ≈ (2n + 1)π/2. More accurate values
for the lowest roots can be obtained numerically using iteration techniques and are listed in table 4.1. The
natural vibration frequencies have the form given by eq. (4.21).
1
2
U21
0.8 1
0
0.6 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
2
1/cosh k cos k
U22
0.4 0
−2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
0.2 ξ
2
0 o o o o
U23
0
−0.2 −2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
2
−0.4
U24
0
−0.6 −2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
2
−0.8
U25
0
−1
0 5 10 15 −2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
FREQUENCY PARAMETER
ξ
Figure 4.9: Plots of the function cos k (solid line) Figure 4.10: Five lowest eigenmodes of a bi-
and 1/ cosh k (dotted line). cantilevered beam.
The natural vibration mode shapes can be obtained by solving the system of algebraic equations,
eqs. (4.22), for one of the integration constants, say
cosh kn − cos kn
Dn = − Cn = −µn Cn . (4.25)
sinh kn − sin kn
Since the system of equations has a vanishing determinant, the two equations of the system are linear
combinations of each other, and selecting the second equation of the system would yield the same final
solution. The natural vibration mode shapes now become
û2n (η) = Cn [(cosh kn η − cos kn η) − µn (sinh kn η − sin kn η)] . (4.26)
The amplitudes Cn of these mode shapes remains arbitrary, this means that the mode shape is a non-
trivial solution of the problem for any arbitrary amplitude Cn . The first few lowest modes are depicted in
fig. 4.10.
Example 4.2. Bi-cantilevered beam, Duncan functions
The treatment of beam vibration problem is somewhat simplified by introducing the Duncan functions
defined as
s1 (kη) = cosh kη + cos kη
s2 (kη) = sinh kη − sin kη
(4.27)
s3 (kη) = cosh kη − cos kη
s4 (kη) = sinh kη + sin kη
These functions form a set of independent solutions of the basic equation for uniform beams, see eq. (4.13),
as these are linear combinations of the more commonly used trigonometric and hyperbolic functions, see
eq. (4.15). The derivatives of the Duncan functions follow a cyclical pattern
s′1 = ks2 , s′′1 = k 2 s3 , s′′′
1 = k 3 s4 , s′′′′
1 = k 4 s1 ,
s′2 = ks3 , s′′2 = k 2 s4 , s′′′
2 = k 3 s1 , s′′′′
2 = k 4 s2 ,
(4.28)
s′3 = ks4 , s′′3 = k 2 s1 , s′′′
3 = k 3 s2 , s′′′′
3 = k 4 s3 ,
s′4 = ks1 , s′′4 = k 2 s2 , s′′′
4 = k 3 s3 , s′′′′
4 = k 4 s4 ,
4.4. BENDING VIBRATION OF BEAMS 83
where the prime notation indicates a derivative with respect to η. The solution of eq. (4.13) now writes
Consider now the problem of the bi-cantilevered beam discussed in the previous example. The bound-
ary conditions at η = 0 imply c1 = c4 = 0, and hence û2 (η) = c2 s2 + c3 s3 . Next, the boundary conditions
at η = 1 lead to two algebraic equations c2 s2 (k) + c3 s3 (k) = 0 and c2 s3 (k) + c3 s4 (k) = 0 that can be
recast in matrix form as
s2 (k) s3 (k) c2
= 0.
s3 (k) s4 (k) c3
For a nontrivial solution of this set of equations to exist, the determinant of the system must vanish,
leading to the following frequency equation, s2 (k)s4 (k) − s23 (k) = 0. Introducing the definitions of
Duncan functions yields eq. (4.24), the same result as that obtained earlier. Finally, the mode shapes of
the problem become
û2n = c2n [s3 (kn )s2 (kn η) − s2 (kn )s3 (kn η)] .
This solution is of course identical to that found in the previous example, see eq. (4.26).
Example 4.3. Simply supported beam with mid-span mass
Figure 4.11 depicts a simply supported beam of length L with a mid-span mass of mass M and mo-
ment of inertia Ip . Clearly, this problem presents a symmetry with respect to the center of the beam.
This implies that the structure will feature symmetric and anti-symmetric modes of vibration. For the
symmetric vibration modes, the mid-span mass translates up and down without rocking, whereas for the
anti-symmetric modes, the mid-span mass rocks but has a vanishing transverse displacement. Using the
arguments developed in section 4.4, the differential equation governing the dynamic behavior of the struc-
ture is found to be eq. (4.10), once again. For the symmetric modes, the boundary conditions at x1 = 0 are
ū2 = d2 ū2 /dx21 = 0 and at x1 = L/2, dū2 /dx1 = 0 and V2 + M/2 d2 ū2 /dt2 = 0. At x1 = L/2, the first
boundary condition corresponds to the symmetry condition, whereas the second condition expresses the
fact that the inertial forces associated with the up and down translation of the mid-span mass is equilibrated
by the beam shear
_ _
i2 i1
M
L/2 L/2
Symmetric
F2 M/2
mode
M/2 d2u2/dt2
Antisymmetric Ip/2
M3
mode
Ip/2 d2(du2/dx1)/dt2
Following the procedure detailed in section 4.4, the governing equation then reduces to eq. (4.13), with
2
the following boundary conditions at η = 0, û2 = û′′2 = 0 and at η = 1/2, û′2 = 0 and û′′′
2 + β/2 ω̄ û2 = 0,
where η = x1 /L is non-dimensional span variable and β = M/mL is the non-dimensional mass of the
mid-span mass. The general solution of the differential equation is still eq. (4.15), and the four boundary
conditions are used to evaluate the four integration constants A, B, C, and D. The condition for a non-
trivial solution to exist is then found to be
cos k/2 cosh k/2
det = 0.
− cos k/2 + βk/2 sin k/2 cosh k/2 + βk/2 sinh k/2
84 CHAPTER 4. DYNAMIC ANALYSIS OF BEAMS
Expanding this determinant yields the frequency equation, 1 + βk(tanh k/2 − tan k/2)/4 = 0. This is a
transcendental equation for k, that must be solved numerically. For β = 0, the frequency equation reduces
to 2 cos k/2 cosh k/2 = 0, or cos k/2 = 0 and yields kn = (2n − 1)π, n = 1, 2, · · · , ∞. As expected,
these lead to the natural frequencies of a simply supported beam, as listed in table 4.1. Note that the sole
symmetric modes are recovered, since the symmetry condition was imposed. For β = ∞, the frequency
equation reduces to tanh k/2 − tan k/2 = 0 and yields kn ≈ (4n + 1)π/2, n = 1, 2, · · · , ∞. As expected,
these lead to the natural frequencies of a pinned clamped beam of length L/2, as listed in table 4.1.
Figure 4.12 shows the three lowest natural frequencies of the beam as a function of β. As expected,
when β increases, the total mass of the system increases and the natural frequencies of the beam decrease.
The corresponding natural vibration mode shapes are readily obtained as
cos kn /2
û2n (η) = Bn sin kn η − sinh kn η .
cosh kn /2
Figure 4.13 shows the three natural vibration mode shapes corresponding to the three lowest lowest natural
frequencies of the system when β = 1.
0.6
10
U21
0.4
0.2
ω21
5
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
0
−3 −2 −1 0 1 2 3
10 10 10 10 10 10 10 1
90
0.5
U22
80
0
ω22
70
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
60
−3 −2 −1 0 1 2 3
10 10 10 10 10 10 10 1
250 0.5
U23
240 0
230 −0.5
ω23
220 −1
210 0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
ξ
200
−3 −2 −1 0 1 2 3
10 10 10 10 10 10 10
β
Consider now the anti-symmetric behavior of the structure. Using the arguments developed in sec-
tion 4.4, the differential equation governing the dynamic behavior of the structure is found to be eq. (4.10),
and the boundary conditions at x1 = 0 are ū2 = d2 ū2 /dx21 = 0, and at x1 = L/2, ū2 = 0 and
M3 + Ip /2 d2 /dt2 (dū2 /dx1 ) = 0. At x1 = L/2, the first boundary condition corresponds to the anti-
symmetry condition, whereas the second condition expresses the fact that the inertial moments associated
with the rocking of the mid-span mass is equilibrated by the beam bending moment M3 , as depicted in
fig. 4.11.
Following the procedure detailed in section 4.4, the governing equation then reduces to eq. (4.13),
with the following boundary conditions at η = 0, û2 = 0 and û′′2 = 0 and at η = 1/2, û2 = 0 and
û′′2 − γ/2 ω̄ 2 û′2 = 0, where γ = Ip /mL3 is the non-dimensional moment of inertia of the mid-span mass.
The general solution of the differential equation is still eq. (4.15), and the four boundary conditions are
used to evaluate the four integration constants A, B, C, and D. The condition for a non-trivial solution to
exist is then found to be
sin k/2 sinh k/2
det = 0.
− sin k/2 − γk 3 /2 cos k/2 sinh k/2 − γk 3 /2 cosh k/2
4.4. BENDING VIBRATION OF BEAMS 85
γk 3 1 1
1+ ( − ) = 0.
4 tanh k/2 tan k/2
This is a transcendental equation for k, that must be solved numerically. For γ = 0, the frequency
equation reduces to 2 sin k/2 sin k/2 = 0, or sin k/2 = 0 and yields kn = 2nπ, n = 1, 2, · · · , ∞. As
expected, these lead to the natural frequencies of a simply supported beam, as listed in table 4.1. Note
that the sole anti-symmetric modes are recovered, since the anti-symmetry condition was imposed. For
γ = ∞, the frequency equation reduces to 1/ tanh k/2 − 1/ tan k/2 = 0 and yields kn ≈ (4n + 1)π/2,
n = 1, 2, · · · , ∞. As expected, these lead once again to the natural frequencies of a pinned clamped beam
of length L/2, as listed in table 4.1.
Figure 4.14 shows the three lowest natural frequencies of the beam as a function of γ. As expected,
when γ increases, the total mass of the system increases and the natural frequencies of the beam decrease.
The corresponding natural vibration mode shapes are readily obtained as
sin kn /2
û2n (η) = Bn sin kn η − sinh kn η .
sinh kn /2
40
30
ω21
20
10
0
−4 −3 −2 −1 0 1
10 10 10 10 10 10
150
ω22
100
50
−4 −3 −2 −1 0 1
10 10 10 10 10 10
350
300
ω23
250
200
−4 −3 −2 −1 0 1
10 10 10 10 10 10
β
Figure 4.14: Three lowest natural frequencies of a simply supported beam with a mid-span mass as a
function of γ (Anti-symmetric modes). Exact solution: solid line; approximate solution: dashed line.
Figure 4.15: Configuration of the cantilevered beam with a tip mass at an offset e.
d2 (ū2 − eΦ1 )/dt2 is its acceleration. Rotational equilibrium leads to M1 − eMd2 (ū2 − eΦ1 )/dt2 = 0:
the tip torque is equilibrated by the inertial moment applied at the tip of the beam. The inertial moment is
equal to the inertial force applied at the center of mass of the tip mass times the moment arm e.
As discussed in the previous examples, the motion of the beam is assumed to be harmonic, ū2 (x1 , t) =
û(x1 ) exp(iωt) and Φ1 (x1 , t) = φ̂(x1 ) exp(iωt), where ω is the yet unknown frequency of the motion.
Introducing the non-dimensional span variable η = x1 /L leads to the following governing equations
for the bending and torsional behaviors, respectively; the prime indicates a derivative with respect to η.
Note that the two equations are uncoupled. The following non-dimensional parameters were defined
s r s
c c
mL4 2 I H
p 33 H33 /(mL4 )
ω̄ = ω c
, k = ω̄, β = = .
H33 mH11 L2 H11 /(Ip L2 )
p
c
Clearly, coefficient β is the ratio of the characteristic
p parameter for bending frequencies, H33 /(mL4 ), to
its counterpart for torsion frequencies, H11 /(Ip L2 ). The boundary conditions of the problem are non-
dimensionalized in a similar fashion to yield û = û′ = φ̂ = 0 at η = 0 and û′′ = 0, û′′′ + M̄ ω̄ 2 (û − φ̂) = 0,
and φ̂′ + M̄ ē2 β 2 ω̄ 2 (û − φ̂) = 0, at η = 1, where the following non-dimensional parameters were defined
M m e
r
M̄ = , ē = e = .
mL Ip ρ
M̄ is the ratio of the tip mass to the total mass of the beam; ē is the ratio of the offset distance to the
radius of gyration, ρ, such that Ip = mρ2 . The bending and torsional behaviors of the beam are coupled
through the boundary conditions at the tip of the beam. The general solutions of the governing equations
are û = c1 s1 (kη) + c2 s2 (kη) + c3 s3 (kη) + c4 s4 (kη) and φ̂ = c5 cos β ω̄η + c6 sin β ω̄η, for the bending and
torsion equations, respectively. The three boundary conditions at the root of the beam imply c1 = c4 =
c5 = 0, respectively. The boundary conditions at the tip of the beam lead to three homogeneous, algebraic
equations that can be cast in matrix form as
s4 (k) s1 (k) 0 c2
ks1 (k) + M̄ ω̄s2 (k) ks2 (k) + M̄ ω̄s3 (k) −M̄ ω̄ sin β ω̄ c3 = 0.
2 2 2
M̄ ē β ω̄s2 (k) M̄ ē β ω̄s3 (k) cos β ω̄ − M̄ ē β ω̄ cos β ω̄ c6
Non-trivial solutions of this set of algebraic equations are obtained if and only if the determinant of the
system vanishes, leading to the following frequency equation
(cos β ω̄ − M̄ ē2 β ω̄ sin β ω̄)k(1 + cos k cosh k) + M̄ ω̄ cos β ω̄(cos k sinh k − sin k cosh k) = 0.
4.4. BENDING VIBRATION OF BEAMS 87
Several special cases can be studied. First, consider the case where M̄ = 0, corresponding to a
cantilevered beam without a tip mass. The frequency equation reduces to cos β ω̄(1 + cos k cosh k) = 0,
which can be split into two independent frequency equations, one for bending frequencies and one for
torsional frequencies. The bending frequency equation is 1 + cos k cosh k = 0 and is very similar to that
found for the bi-cantilevered beam, eq. (4.24). It is easily verified that it yields an infinite spectrum of
discrete frequencies by recasting the frequency equation as cos k = −1/ cosh k, then plotting the right
and left hand sides of this new equation in a manner similar to that illustrated in fig. 4.9. The torsional
frequency equation is cos β ω̄ = 0, which is of course, identical to that developed in the previous; it leads
to the same frequencies, eq. (4.6), and mode shapes, eq. (4.7).
Next, consider the case where M̄ 6= 0 and ē = 0, corresponding to the case of a cantilevered beam with
a tip mass without offset. Intuitively, the tip mass without offset does not couple the bending and torsional
behaviors
of the beam. This can be verified by observing that the frequency equation now reduces to
cos β ω̄ k(1 + cos k cosh k) + M̄ ω̄(cos k sinh k − sin k cosh k) = 0, which can be still be split into two
independent frequency equations, one for bending frequencies and one for torsional frequencies. The
torsional frequency equation is cos β ω̄ = 0, as found before. Note here that the tip mass is considered to
be a point mass, and hence, has no influence on torsional behavior. This contrasts with the case of a tip
inertia which does impact torsional behavior, as treated in the previous example. The bending frequency
equation is k(1 + cos k cosh k) + M̄ ω̄(cos k sinh k − sin k cosh k) = 0, and yields the bending frequencies
as a function of the tip mass, M̄.
The last case corresponds to the problem illustrated in fig. 4.15, M̄ 6= 0 and ē 6= 0. The frequency
equation is that give above; in view of the transcendental nature of this equation, the determination of its
solutions is, in general, arduous and must be dealt with using numerical techniques. Finally, the coupled
mode shapes are
s4 (kn )
ûn = c2n s2 (kn η) − s3 (kn η) ,
s1 (kn )
and
(1 + cos kn cosh kn ) + kn M̄ (cos kn sinh kn − sin kn cosh kn ) sin β ω̄η
φ̂n = 2c2n .
kn M̄ s1 (kn ) sin β ω̄
4.4.2 Problems
Problem 4.4. Short questions
c
(1) Consider a simply supported beam of length L, mass per unit span m, and bending stiffness H33 . Let
the natural frequencies of the system be ωi , i = 1, 2, . . . , ∞. A mid-span spring of stiffness constant k is
added to the beam. The natural frequencies of the system become ω̂i , i = 1, 2, . . . , ∞. What can you say
about ω̂4 when k → ∞?
where the coefficients qi , i = 1, 2, . . . , N, are unknown coefficients, often called degrees of freedom, which
determine the solution of the problem. Functions hi (x1 ) form a set of arbitrary functions called shape
4.5. FORMAL PROCEDURES FOR THE DERIVATION OF APPROXIMATE SOLUTIONS 89
functions, each of which must satisfy the geometric boundary conditions of the problem. Polynomials
or trigonometric functions can be selected as shape functions; transcendental functions can also be used
as long as they form a set of linearly independent functions that each satisfy the geometric boundary
conditions.
Equation (4.30) represents an approximate solution of the problem because it combines a finite number,
N, of preselected shape functions. Each coefficient, qi , indicates how much the corresponding shape
function contributes to the final solution; hence, these coefficients are also called participation factors. If
a complete series of shape functions is selected, the approximate solution should converge to the exact
solution as an increasing number of shape functions is used. The finite series limit in eq. (4.30) reduces
the number of degrees of freedom from infinity to N and results in an approximate solution.
It is convenient to recast the expressions for the assumed displacements, eqs. (4.30), into a matrix form
as
ū1 (x1 ) = H T (x1 )q, (4.31)
T
where q = q1 , q2 , · · · , qN is an array of size N that stores the participation factors. The assumed
displacements are scalar quantities expressed as the scalar product of a row and a column array. The
displacement interpolation array, H(x1 ), also of size N, stores the selected shape functions,
T
H = h1 (x1 ), h2 (x1 ), h3 (x1 ), · · · , hN (x1 ) . (4.32)
Next, the assumed displacements are introduced in the strain-displacement relationship for a beam
under axial load to find the corresponding axial strain distribution
∂ ū1 ∂
ǭ1 (x1 ) = = H T (x1 ) q = B T (x1 ) q. (4.33)
∂x1 ∂x1
The strain interpolation array of size N is defined as
T
dh1 dh2 dh3 dhN
B(x1 ) = , , , ··· , , (4.34)
dx1 dx1 dx1 dx1
Next, the strains are expressed in terms of the assumed displacements, resulting in eq. (4.33), with the
strain interpolation array defined in eq. (4.34). Using these, the total strain energy in the beam can now be
written as
1 L 2 1 L
Z L
1 T 1
Z Z
T T T T
A(ǭ1 ) = Sǭ1 dx1 = S(B q) (B q)dx1 = q S B B dx1 q = q T K q, (4.35)
2 0 2 0 2 0 2
where the stiffness matrix, K, is defined as
Z L
K= B(x1 )S(x1 )B T (x1 ) dx1 , (4.36)
0
90 CHAPTER 4. DYNAMIC ANALYSIS OF BEAMS
K q − Q = 0. (4.41)
The displacement field can now be expressed as ū2 (x1 ) = H T (x1 )q, where the displacement interpolation
array is given by eq. (4.32).
Next, the curvature is computed as
d2 ū2 d2 T
κ3 (x1 ) = = H (x1 ) q = B T (x1 ) q, (4.43)
dx21 dx21
where the curvature interpolation array is
2 T
d h1 d2 h2 d2 h3 d2 hN
B(x1 ) = , , , ··· . (4.44)
dx21 dx21 dx21 dx21
The rest of the procedure mirrors that presented above for the beam under axial load with the stiffness
matrix and load array defined as
Z L
K= B(x1 )H33c
(x1 )B T (x1 ) dx1 , (4.45)
0
and Z L
Q= H(x1 )p2 (x1 ) dx1 + H(L)P2 , (4.46)
0
respectively.
4.5. FORMAL PROCEDURES FOR THE DERIVATION OF APPROXIMATE SOLUTIONS 91
-
i2 p0
-
i1
k k
αL αL
Figure 4.19: Simply supported beam with two elastic spring supports.
where the first term is the strain energy stored in the bending deformation of the beam.
Next, the displacement interpolation array is selected as
T
H = sin πη, sin 3πη, sin 5πη ,
where η = x1 /L is a non-dimensional span variable. The shape functions each satisfy the geometric
boundary conditions hi (0) = hi (1) = 0.
The corresponding strain interpolation array becomes
π2 2 2
T
B=− sin πη, 3 sin 3πη, 5 sin 5πη .
L2
and the stiffness matrix for the beam is then
c 1 c 4 1 0 0
H33 H33 π
Z
Kb = B(η)B T (η) dη = 0 34 0 (4.47)
L3 2L3
0 0 0 54
π 4 /2 + 2k̄ sin2 πα
c 2k̄ sin πα sin 3πα 2k̄ sin πα sin 5πα
H33 2k̄ sin 3πα sin πα 34 π 4 /2 + 2k̄ sin2 3πα 2k̄ sin 3πα sin 5πα ,
K=
L3
2k̄ sin 5πα sin πα 2k̄ sin 5πα sin 3πα 54 π 4 /2 + 2k̄ sin2 5πα
p0 L4 2
q1 = .
H33 π(π /2 + 2k̄ sin2 πα)
c 4
4.5. FORMAL PROCEDURES FOR THE DERIVATION OF APPROXIMATE SOLUTIONS 93
where p̄ = k̄(α4 −2α3 +α)/[6+ k̄(3α2 −4α3 )] is the non-dimensional load fraction. The bending moment
distribution then becomes
(
p0 L2 η 2 − (1 − p̄/2) η, 0 ≤ η ≤ α,
M3 (η) = (4.49)
2 η 2 − η + αp̄/2, α < η ≤ 1/2.
This exact solution will now be compared with this approximate solution. Three cases, denoted
T
cases 1, 2, and 3 correspond to the following displacement interpolation arrays: H = sin πη ,
T T
H = sin πη, sin 3πη , and H = sin πη, sin 3πη, sin 5πη , respectively.
c
Figure 4.20 shows the non-dimensional transverse displacement ū2 H33 /(p0 L4 ) for the exact and ap-
proximate solutions with the following choice of the parameters: α = 0.3 and k̄ = 104 . Due to the
symmetry of the problem, the solution is presented over a half-span only. Excellent correlation is ob-
served between the exact and approximate solutions. At the scale of the figure, the predictions for cases
2 and 3 are in close agreement with the exact solution. Table 4.2 quantifies the observed errors for the
various approximations.
-4
x 10
1.4
1.2
1
u Hc / (p L 4)
0.8
0
33
0.6
2
0.4
0.2
0
0 0.1 0.2 0.3 0.4 0.5
η
c
Figure 4.20: Transverse displacement ū2 H33 /(p0 L4 ) for the exact and approximate solutions versus non-
dimensional span. Exact solution: solid line; approximate solution case 1: dashed line, case 2: dash-dotted
line, case 3: dotted line.
The exact distribution of bending moment is given by eq. (4.49), and fig. 4.21 depicts the non-
dimensional bending moment M3 /(p0 L2 ) for the various solutions. Note that the exact solution presents
a cusp at η = 0.3. This feature is not reproduced by the approximate solutions that consist of a sum
of smooth functions. As the number of degrees of freedom increases, the quality of the approximation
improves, as detailed in table 4.2. The errors in bending moment predictions are much larger than those
observed for the transverse displacements.
Finally, fig. 4.22 shows the non-dimensional shear force V2 /(p0 L) for the exact solution, eq. (4.50),
and the approximate solutions. The exact shear force distribution presents a discontinuity at η = 0.3
94 CHAPTER 4. DYNAMIC ANALYSIS OF BEAMS
η η
Figure 4.21: Bending moment M3 /(p0 L2 ) for Figure 4.22: Shear force V2 /(p0 L) for the exact
the exact and approximate solutions versus non- and approximate solutions versus non-dimensional
dimensional span. Exact solution: solid line; ap- span. Exact solution: solid line; approximate solu-
proximate solution case 1: dashed line, case 2: tion case 1: dashed line, case 2: dash-dotted line,
dash-dotted line, case 3: dotted line. case 3: dotted line.
corresponding to the concentrated force the spring applies to the beam. Here again, this feature cannot
be reproduced by the approximate solutions that consist of a sum of smooth functions. As the number of
degrees of freedom increases, the approximate solution converges to shear force value corresponding to
the average of the exact shear forces to the left and right of the discontinuity. This convergence, however,
is quite slow, as detailed in table 4.2. The larger errors observed in the predictions of bending moments
and shear forces are expected since these quantities are obtained from higher order derivatives of the
approximate displacement field.
-
i2 p0
-
i1
Elastic foundation k
L
The beam’s stiffness matrix is identical to that found in the previous example, see eq. (4.47), and the
stiffness matrix associated with the elastic foundation is
Z L Z 1 1 0 0
kL
K ef = k(H T q)T (H T q)dx1 = kL H(η)H T (η) dη = 0 1 0 .
0 0 2
0 0 1
The stiffness matrix for the entire structure is now
4
c π + k̄ 0 0
H 1
K = K b + K ef = 33 3
0 34 π 4 + k̄ 0 ,
L 2 4 4
0 0 5 π + k̄
-4 -3
x 10 x 10
1.4 1
1.2
0
1
u Hc / (p L 4)
M / (p L )
-1
2
0.8
0
0
33
0.6
3
-2
2
0.4
-3
0.2
0 -4
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
η η
Figure 4.24: Transverse displacement Figure 4.25: Bending moment M3 /(p0 L2 ) for
c 4
ū2 H33 /(p0 L ) for the exact and approximate the exact and approximate solutions versus non-
solutions versus non-dimensional span. Exact dimensional span. Exact solution: solid line; ap-
solution: solid line; approximate solution case 1: proximate solution case 1: dashed line, case 2:
dashed line, case 2: dash-dotted line. dash-dotted line.
The exact solution of the problem, given by eq. (4.51), will now be compared with the above
approximate solution. Case 1 and 2, corresponding to the displacement interpolation arrays H =
T T
sin πη, sin 3πη , and H = sin πη, sin 3πη, sin 5πη , respectively, will be examined. Figure 4.24
c
shows the non-dimensional transverse displacement, ū2 H33 /(p0 L4 ), for the exact and approximate solu-
3
tions when k̄ = 8 × 10 . Good correlation is observed and quantitative results are listed in table 4.3.
The exact distribution of bending moment is given by eq. (4.52), and fig. 4.25 depicts the non-
dimensional bending moment, M3 /(p0 L2 ), for the various solutions. Here again, the errors in bending
moment predictions are much larger than those observed for those of the transverse displacement. As the
number of degrees of freedom increases, the quality of the approximation improves, as shown in table 4.3.
beams hinges upon the solution of the frequency equation, a transcendental equation. Clearly, the solution
of dynamic problems is even more complex than that of static problems. Hence it is desirable to develop
an alternative approach based on energy considerations. In section 4.6.1, a general procedure is developed
to obtain the approximate dynamic equations of motion of elastic structures based on an energy approach.
When no external forces are applied on the structure, these approximate dynamic equations of motion are
shown in section 4.6.2 to lead to an eigenproblem for the determination of the natural vibration frequencies
and associated eigenmode shapes.
In this expression, qi (t) are unknown functions of time, often called generalized coordinates, or modal par-
ticipation factors. Equation (4.53) should be compared with its counterpart for static problems, eq. (4.30).
The only difference is that the generalized coordinates now become functions of time. The known func-
tions, hi (x1 ), are a set of arbitrary functions called shape functions that each satisfy the geometric bound-
ary conditions of the problem. Polynomial or transcendental functions can be used as shape function as
long as they form a set of linearly independent functions that satisfy the geometric boundary conditions.
Expression (4.53) represents an approximation to the problem: the solution is assumed to consists of the
linear combination of a finite number N of shape functions, the magnitude of each participation factor
indicates how much the corresponding shape function contributes to the final solution at a particular in-
stant. For the exact solution, ū2 (x1 , t) must be determined at each x1 ∈ [0, L], i.e., at an infinite number of
points; the solution is said to present an infinite number of degrees of freedom. Clearly, assumption (4.53)
reduces the number of degrees of freedom from infinity to N.
The strain energy stored in the structure can now be evaluated following the procedure outlined in
section 4.5.2 to lead to the following expression, see eq. (4.35),
1 T
A= q (t)K q(t), (4.54)
2
where the stiffness matrix is given by eqs. (4.36) or (4.45) for the axial or transverse deformation of beams,
respectively. The stiffness matrix is time independent, and identical to that derived for static problems. The
time dependency of the strain energy come from the fact that the generalized coordinates, q(t), are now
time dependent. The work done by the externally applied forces is also evaluated following the procedure
outlined in section 4.5.2, leading the following expression,
The load vector, Q(t), is a function of time since the externally applied forces, p2 (x1 , t), are time depen-
dent.
When dealing with dynamic problems, another form of energy comes into play: the energy associated
with the motion of mass particles, the kinetic energy. If m is the mass per unit span of the beam, m dx1
is the mass of an infinitesimal slice of the beam. The kinetic energy of this mass element is 1/2 m dx1 v 2 ,
where v is the velocity of the particle. For transverse motions of the beam, this velocity is dū2 /dt, and the
total kinetic energy is then found by integrating over the beam span to find
2
1 L
dū2
Z
K= m dx1 . (4.56)
2 0 dt
98 CHAPTER 4. DYNAMIC ANALYSIS OF BEAMS
The velocity field for the beam is readily obtained by taking a time derivative of eq. (4.53) to find
N
dū2 X
= hi (x1 ) q̇i (t). (4.57)
dt i=1
where notation (·)· indicated a derivative with respect to time. It is convenient to introduce here the
displacement interpolation matrix H(x1 ) defined by eq. (4.32). The velocity field then becomes dū2 /dt =
H T (x1 ) q̇(t). The kinetic energy of the structure is now evaluated as
L Z L
1 1
Z
T T
K= m q̇ H H q̇ dx1 = q̇ T
T
m H H dx1 q̇.
2 0 2 0
Clearly, the array of generalized velocities, q̇, was extracted from the spatial integrals. The mass matrix of
the beam is now defined as the following N × N matrix of coefficients
Z L
M= m H H T dx1 . (4.58)
0
Note that for a given choice of the shape function, the mass matrix is an array of coefficients that can be
obtained by integration along the beam’s span. Each entry of the matrix can be viewed as an average of
the mass distribution weighted by products the assumed displacements. With this definition, the kinetic
energy of the structure can be written in a compact form as
1 T
K= q̇ (t)M q̇(t). (4.59)
2
The governing equations of motion of the problem will be obtained from Hamilton’s principle [1].
This principle states that a system is in dynamic equilibrium if the following functional
Z
(K − A − Φ) dt, (4.60)
t
Hamilton’s principle implies that this integral must vanish for all arbitrary choices of the generalized
coordinates δq. This, in turn, requires the vanishing of the term in the parentheses,
When restated as −M q̈(t) − K q(t) + Q(t) = 0, this equation is easily understood as a statement of
dynamic equilibrium. The first term of this equation, −M q̈(t), (mass × acceleration) represents the
4.6. VIBRATION OF BEAMS: AN ENERGY APPROACH 99
inertial forces acting on the system, the second term , −K q(t), (stiffness × displacement) represents the
elastic forces and the last term represents the externally applied loads. The dynamic equations of motion,
eqs. (4.63), are simply a statement of D’Alembert’s principle.
The governing equations of motion, eqs. (4.63), form a set of ordinary differential equations in time
for the unknown generalized coordinates q(t). Since the stiffness and mass matrices are constant, the
governing equations are ordinary differential equations with constant coefficients. This contrasts with the
classical approach developed in section 4.4 that led to partial differential equations in space and time. In
the energy approach, the spatial dependency of the solution is assumed at the onset of the analysis, see
eq. (4.53). The evaluation of the strain energy leads to the stiffness matrix the entries of which are av-
erages of the stiffness distribution of the structure, weighted by products of the strains derived from the
assumed shape functions, see eqs. (4.36) or (4.45). Note that variable axial or bending stiffness distribu-
tions are easily accommodated. The evaluation of the kinetic energy leads to the mass matrix the entries
of which are averages of the mass distribution of the structure, weighted by products of the the assumed
displacement functions, see eq. (4.58). Note that variable mass distributions are easily accommodated.
Because the procedure described in section 4.6.1 approximates continuous systems by a finite number of
degrees of freedom, it is not unexpected that the governing equations, eqs. (4.64), becomes identical to
those derived for multi degrees of freedom systems in chapter 2, see eqs. (2.7).
Consequently, the solution procedures for eqs. (4.64) are identical to those developed in chapter 2. For
instance, the frequency equation is given by eq. (2.19), and the eigenproblem is given by eq. (2.21), which
is written here as
K − ωr2 M q̂ (r) = 0.
(4.65)
The N eigenvectors provide an approximation to the natural vibration mode shapes as û2i (x1 ) =
H T (x1 ) q̂ (i) , i = 1, 2, · · · , N.
It is interesting to note that the differential equation approach leads to an infinite spectrum of natural
frequencies, see eq. (4.19). The approximation inherent to the energy approach, eq. (4.53), implies that
the deformation of the structure is represented by N shape functions only, or N degrees of freedom.
This contrasts with the exact solution of the problem, that possesses an infinite number of deformation
modes, or degrees of freedom. Consequently, the infinite spectrum of natural frequencies of the structure
is truncated to a finite spectrum in the approximate solution.
The general procedure for the determination of the natural vibration frequencies of a structure using
the energy approach can be summarized by the following steps.
1. Select a set of N shapes functions hi (x1 ) that satisfy the geometric boundary conditions. Construct
the corresponding displacement and strain interpolation matrices, H(x1 ) and B(x1 ), respectively.
2. Compute the strain energy of the structure, leading to the N × N stiffness matrix K.
3. Compute the kinetic energy of the structure, leading to the N × N mass matrix M .
4. Solve the eigenproblem expressed by eq. (4.65) to find the eigenvalues, ωr , and corresponding eigen-
vectors, q̂ (r) .
5. The corresponding vibration mode shapes are û2i (x1 ) = H T (x1 ) q̂(i) .
100 CHAPTER 4. DYNAMIC ANALYSIS OF BEAMS
From a mathematical stand point, this procedure involves the following types of operation: integrations
over the structure for evaluating the stiffness and mass matrices, and the solution of an eigenproblem of size
N. Of course, the process become increasingly tedious as the number of degrees of freedom increases.
All the required operations, however, are easily performed on a computer using numerical integration
procedures for the evaluation of the stiffness and mass matrices, and standard linear algebra software
packages for all remaining operations.
Example 4.8. Simply-supported beam
The determination of the natural vibration frequencies of a simply supported beam was considered in
section 4.4 using the differential equation approach. The same problem will be solved here using an
energy approach. Following the general procedure described in the previous section, an approximate
solution is selected as
πx1 2πx1
ū2 (x1 , t) = sin q1 (t) + sin q2 (t).
L L
Note that each selected shape function does satisfy the geometric boundary conditions of the prob-
lem: ū2 (x1 , t) = 0 at x1 = 0 and L. With these assumptions, the displacement interpola-
matrix becomes H T = sin πx1 /L, sin 2πx1 /L , and the strain interpolation matrix is B T =
tion
−π 2 sin πx1 /L, 22 sin 2πx1 /L /L2 . The stiffness and mass matrices are now
c 4
H33 π 1 0 mL 1 0
K= , and M = ,
2L3 0 24 2 0 1
respectively. The approximate frequency equation is
c 4
H33 π 2 mL
3
−ω 0
det(K − ω 2 M ) = det 2L 2 = 0.
c 4
H33 π 2 mL
0 16 −ω
2L3 2
p
This p leads to the following two natural vibration frequencies ω1 = π 2 H33 c
/(mL4 ) and ω2 =
(2π)2 H33 c
/(mL4 ), and associated vibration mode shapes ū21 = q̂1 sin πx1 /L and ū22 = q̂2 sin 2πx1 /L.
q̂1 and q̂2 are the arbitrary amplitudes of the vibration mode shapes. It should be noted that these two fre-
quencies are identical to the first two frequencies obtained from the classical approach, see eq. (4.19). This
is due to the fact that exact vibration mode shapes, see eq. (4.20), were used as assumed displacements.
Of course, the infinite spectrum of frequencies obtained from the classical approach was truncated to two
frequencies only in the energy approach. If more degrees of freedom had be used in the assumed solution,
more natural frequencies would have been obtained.
Example 4.9. Bi-cantilevered beam
Consider the bi-cantilevered beam of length L depicted in fig. 4.8. The determination of the natural
vibration frequencies of this structure starts with the following assumed solution
N
X
ū2 (x1 , t) = hn (x1 ) qn (t).
n=1
respect to η. Given these shape functions, the displacement and strain interpolation matrices can be found.
Evaluation of the strain energy of the system leads to the following stiffness matrix
0 + 24 −24
0 0 0
c 4
0 14 + 34 0 −34 0
H33 π 4 4 4
4
K= −2 0 2 + 4 0 −4 ,
8L3 4 4 4
0 −3 0 3 +5 0
0 0 −44 0 44 + 64
for N = 5. Matrices for larger values of N can be obtained by inspection. Evaluation of the kinetic energy
yields the mass matrix
3 0 −1 0 0
0 2 0 −1 0
mL
M= −1 0 2 0 −1 .
8 0 −1 0
2 0
0 0 −1 0 2
Here again, mass matrices for larger values of N are readily obtained by inspection. The approximate
frequency equation writes det(K − ω 2 M ) = 0. For N = 1, the first non-dimensional natural vibration
√
frequency is found to be ω̄approx = (2π)2 / 3 = 22.79. This compares well with the exact frequency
reported in table 4.1: ω̄exact = 22.37. A more accurate solution, ω̄approx = 22.47, is obtained if three
terms are used in the assumed solution. For large values of N, it is preferable formulate the following
eigenproblem D q̂ = λ q̂, where D = K −1 M. The lowest natural frequency is then approximated by
2
the highest eigenvalue of D, ωlow = 1/λhi . Figure 4.26 shows the error e in the predicted frequency
(e = (ω̄approx − ω̄exact )/ω̄exact ) as a function of N. Clearly, a fast convergence is observed as N increases.
It is interesting to note that the energy formulation naturally splits into symmetric and antisymmetric
vibration modes. Indeed, the selected mode shapes correspond to symmetric or anti-symmetric motions of
the beam for odd or even values of n, respectively. Consequently, stiffness and mass matrices correspond-
ing to the sole odd values of n will yield the natural frequencies for the symmetric vibration mode shapes;
the matrices corresponding to the sole even values of n will then lead to the natural frequencies for the
anti-symmetric vibration mode shapes. The two sub problems are more easily solved than the combined
problem.
−2
10
−3
10
LOG OF ERROR
−4
10
−5
10
0 1 2
10 10 10
LOG OF NUMBER OF DOF
Figure 4.26: Error in predicted frequency, e = (ω̄approx − ω̄exact )/ω̄exact versus the number of degrees of
freedom, N.
the structure will feature symmetric and anti-symmetric modes of vibration. The determination of the
symmetric natural vibration frequencies starts with the following assumed solution
N
X (2n − 1)πx1
ū2 (x1 , t) = sin qn (t).
n=1
L
Note that all assumed shape functions are symmetric with respect to the beam mid-point, and hence, the
assumed solution will lead to the symmetric vibration mode shapes of the structure. The displacement
and strain interpolation matrices are now readily constructed, and the evaluation of the strain energy of the
structure leads to the following stiffness matrix
4
1 0 0 0
c 4
H33 π 0 34 0 0
K= ,
2L3 0 0 54 0
0 0 0 74
where the first term represents the kinetic energy associated with the distributed mass m of the beam, and
the second term accounts that associated with the translational motion of the concentrated mid-span mass
M. Next, the displacement interpolation matrix is introduced to find
Z L
1 T 1
m H(x1 )H (x1 ) dx1 q̇ + q̇ T M H(L/2)H T (L/2) q̇.
T
K = q̇
2 0 2
After integration over the beam span, the mass matrix of the system is found as
1 + 2β −2β 2β −2β
mL −2β 1 + 2β −2β 2β
M= ,
2 2β −2β 1 + 2β −2β
−2β 2β −2β 1 + 2β
where β = M/ml is the non-dimensional mass of the concentrated mass. Here again, mass matrices for
larger values of N are readily obtained by inspection.
The approximate frequency equation now writes det(K − ω 2 M ) = 0. For N = 1, the first non-
√
dimensional natural vibration frequency is found to be ω̄approx = π 2 / 1 + 2β. When β = 0, the lowest
natural frequency of a simply supported beam, ω̄ = π 2 , is recovered (see table 4.1), whereas for β = ∞,
the lowest natural frequency decreases to zero, as should be expected in the presence of an infinite mass.
Figure 4.12 shows the three lowest natural frequencies of the beam as a function of β, for N = 3. Both
exact and approximate frequencies are reported. Note the excellent correlation between the exact lowest
frequencies and their approximate counterparts, for the entire range of β values. Good correlation is still
observed for the second frequency, whereas more significant discrepancies appear for the predictions of the
third frequency. Note that the approximate predictions overestimate the actual values of the frequencies.
This should be expected since the assumed displacement field decreases the total number of deformation
modes of the structure from infinity to N. By limiting its deformation modes, the approximate representa-
tion of the structure appear stiffer than it actually is, and hence, its frequencies are higher than their exact
counterparts.
4.6. VIBRATION OF BEAMS: AN ENERGY APPROACH 103
Fig. 4.13 shows the three natural vibration mode shapes corresponding to the three lowest lowest
natural frequencies of the system, when β = 1. Both exact and approximate mode shapes are reported.
Excellent correlation is found for the mode shape corresponding to the lowest frequency. Increasing levels
of error are observed for the mode shapes associated with higher frequencies. This behavior is similar
to that observed with natural frequencies. Clearly, it is increasingly difficult to predict the mode shapes
associated with increasingly higher natural vibration frequencies.
Next, the anti-symmetric behavior of the system is investigated by using the following assumed solu-
tion
N
X 2nπx1
ū2 (x1 , t) = sin qn (t).
n=1
L
Note that all assumed shape functions are anti-symmetric with respect to the beam mid-point, and hence,
this assumed solution will lead to the anti-symmetric vibration mode shapes of the structure. The dis-
placement and strain interpolation matrices are now readily constructed. The following stiffness matrix is
found 4
2 0 0 0
c 4
H33 π 0 44 0 0
K= ,
2L3 0 0 64 0
0 0 0 84
for N = 4. Matrices for larger values of N can be obtained by inspection.
The kinetic energy of the system writes
L 2 2
1 dū2 1 d dū2 (L/2)
Z
K= m dx1 + Ip ,
2 0 dt 2 dt dx1
where the first term represents the kinetic energy associated with the distributed mass m of the beam,
and the second term accounts that associated with the rocking motion of the concentrated mid-span mass
possessing a moment of inertia Ip . Next, the displacement interpolation matrix is introduced to find
Z L
1 T 1 T
K = q̇ T q̇ Ip H ′ (L/2)H ′T (L/2) q̇.
m H(x1 )H (x1 ) dx1 q̇ +
2 0 2
After integration over the beam span, the mass matrix of the system is found as
1 + 4 · 2π 2 γ −8 · 2π 2 γ 12 · 2π 2 γ −16 · 2π 2 γ
2 2 2
mL −8 · 2π 2γ 1 + 16 · 2π2 γ −24 · 2π γ2 32 · 2π 2 γ
M= ,
2 12 · 2π γ −24 · 2π γ 1 + 36 · 2π γ −48 · 2π 2 γ
−16 · 2π 2 γ 32 · 2π 2 γ −48 · 2π 2 γ 1 + 64 · 2π 2 γ
where γ = Ip /ml is the non-dimensional polar moment of inertia of the concentrated mass. Here again,
mass matrices for larger values of N are readily obtained by inspection.
The approximate frequency equation now writes det(K − ω 2 M) = 0.pFor N = 1, the first non-
dimensional natural vibration frequency is found to be ω̄approx = (2π)2 / 1 + 8π 2 γ. When γ = 0,
the lowest anti-symmetric natural frequency of a simply supported beam, ω̄ = (2π)2 , is recovered (see
table 4.1), whereas for γ = ∞, the lowest natural frequency decreases to zero, as should be expected in
the presence of an infinite moment of inertia. Figure 4.14 shows the three lowest natural frequencies of
the beam as a function of γ, for N = 3. Both exact and approximate frequencies are reported. Here again,
excellent correlation is observed between the exact frequencies and their approximate counterparts, for the
entire range of γ values. As was the case for the symmetric modes, the accuracy of the predictions based
on the energy method becomes poorer for the higher vibration frequencies
104 CHAPTER 4. DYNAMIC ANALYSIS OF BEAMS
4.6.3 Problems
Problem 4.9. Cantilevered beam with a tip mass
Consider the cantilevered beam of length L with a tip mass M, as depicted in fig. 4.1. The beam has a
c
uniform bending stiffness H33 and mass per unit span m. (1) Find the natural frequencies and mode shapes
of the system. Use the following non-dimensional mass parameter β = M/(mL). (2) Check your results
for β = 0 and β → ∞; use the results listed in table 4.1. (3) Solve the same problem using an energy
approach with the following assumed displacement mode ū2 (η, t) = (η 4 − 4η 3 + 6η 2 ) a(t). Compare your
results with the exact frequencies obtained earlier. Quantify the error for β = 0 and 1. (4) On the same
graph, plot the lowest natural frequency as a function of β for both exact and approximate solutions. Use
a log scale, β ∈ [10−03 , 10+03 ].
Problem 4.10. Simply supported beam with spring and concentrated mass
The simply supported beam of span L depicted in fig. 4.27 features a spring of elastic constant h at
x1 = L/3 and a concentrated mass M at x1 = 2L/3. Estimate the lowest natural frequency of the system
using an energy approach with the following assumed displacement
Figure 4.27: Simply supported beam with spring Figure 4.28: Rotor shaft supported on two end
and concentrated mass. bearing.
-
i2
-
i1
L/4 M 3L/4
Ω
-
i2 -
i1
When written in this form, the governing equations become identical to those developed in chapter 2 for
multi degree of freedom problem. The only difference is one of notation; the generalized coordinates,
q, play the role of the mass displacements, u, and the generalized forces that of the applied forces. The
approximation procedure discussed in section 4.6.1 has eliminated the spatial dependency of the problem,
which is represented in an average fashion by the mass and stiffness matrices that were obtained from the
evaluation of the total kinetic and strain energies of the structure, respectively.
Once the equations of motion characterizing the dynamic response of elastic structures subjected to
time dependent loads have been recast in the form of eqs. (4.66), the solution procedure described in
section 2.3 is directly applicable.
The strain and kinetic energies of the structure are readily evaluated and yield the following stiffness
4
π 0 0 0
Hc c
H33 1 0 (3π)
4
0 0
K = 33 K̄ = 4
L3 L3 2 0 0 (5π) 0
0 0 0 (7π)4
d2 q
M + K q = Q(t).
dt2
4.7. THE FORCED PROBLEM 107
To easepsubsequent manipulations, the equations are non-dimensionalized using the non-dimensional time
c
τ = t H33 /mL4 and notation (·)· indicates a derivative with respect to τ . The equations of motion
become
p0 L4
M̄ q̈ + K̄ q = c Q̄ sin Ω̄τ,
H33
p
c
where Ω̄ = Ω mL4 /H33 is the non-dimensional excitation frequency.
The mass and stiffness matrices are now used to evaluate the natural frequencies of the system by
following the procedure outline in section 4.6.2. The non-dimensional natural frequencies are found to be
ω̄i = (2i − 1)2 π 2 and the corresponding eigenmodes are
1
0
0
0
0 1 0 0
q1 = ; q2 = ; q3 = ; q4 = .
0 0 1 0
0 0 0 1
Of course, the solution obtained from this energy approach is exact, since the assumed mode shapes
happen to be the exact mode shapes for a simply supported beam, see section 4.4. The mass normalized
mode shapes are computed next and matrix P , see eq. (2.38), is constructed
1 0 0 0
√ 0 1 0 0
P̄ = 2 0 0 1 0 .
0 0 0 1
The complete solution consists of the solution of the homogeneous equation and of a particular solution
for the non vanishing right hand side. The integration constants are evaluated from the initial conditions,
η(τ = 0) = 0 and η̇(τ = 0) = 0, to yield
√
p0 L4 2 2 1 sin Ω̄τ − (Ω̄/ω̄i ) sin ω̄i τ
ηi = c 5 5
.
H33 π (2i − 1) 1 − (Ω̄/ω̄i )2
Now that the solution has been obtained in the modal space, the solution in the physical space is obtained
by superposition of the modes to find the transverse displacement field as
c 4
H33 ū2 (η, τ ) 4 X 1 sin Ω̄τ − (Ω̄/ω̄i ) sin ω̄i τ
4
= 5 5
sin(2i − 1)πη, (4.67)
p0 L π i=i (2i − 1) 1 − (Ω̄/ω̄i )2
where η = x1 /L is the non-dimensional span variable. The presence of the denominator 1 − (Ω̄/ω̄i )2
implies large amplitude responses when the excitation frequency is near any one of the natural frequencies
of the structure, Ω̄ → ω̄i . The contribution of the higher frequency modes decreases very rapidly; indeed,
the first mode contribution is weighted by a factor of 1/15 = 1, that of the second mode by 1/35 = 1/243,
that of the third mode by 1/55 = 1/3, 125, etc. The bending moment in the beam is proportional to the
curvature, leading to
4
M3 (η, τ ) 4 X 1 sin Ω̄τ − (Ω̄/ω̄i ) sin ω̄i τ
2
= − 3 3
sin(2i − 1)πη.
p0 L π i=i (2i − 1) 1 − (Ω̄/ω̄i )2
108 CHAPTER 4. DYNAMIC ANALYSIS OF BEAMS
As observed for the displacement field, the contribution of the higher frequency modes decreases very
rapidly; the contributions of the first three modes will be weighted by factors of 1/13 = 1, 1/33 = 9,
and 1/53 = 125. However, it is clear that the contribution of the high frequency modes will be felt more
significantly on the stress resultant than on the displacements.
Fig. 4.31 shows the dynamic response of the beam mid-span transverse displacement and bending
moment for an excitation frequency Ω̄ = 1.0. Since the lowest natural frequency of the beam is ω̄1 =
π 2 , it is clear that Ω̄ ≪ ω̄1 and the response of the system is rather close to its quasi-static response.
The quasi-static response is the response of the system is that obtained by neglecting inertial effects:
c
H33 ū2 (η, τ )/p0L4 = 1/24 (η 4 − 2η 3 + η) sinΩ̄τ . The dynamic response consists of the superposition of
the quasi-static response and small amplitude vibrations at the lowest natural frequency of the beam. A
single term was used in the modal expansion; adding more terms will not significantly alter the results
because the higher frequency modes are not excited.
0.015 1
0.01
0.5
U2(η = 1/2)
U2(η = 1/2)
0.005
0 0
−0.005
−0.5
−0.01
−0.015 −1
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
0.15 10
0.1
5
0.05
M3(η = 1/2)
0 M3(η = 1/2)
0
−0.05
−0.1
−5
−0.15
−0.2 −10
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
τ τ
Figure 4.31: Time history of the beam mid-span Figure 4.32: Time history of the beam mid-span
transverse displacement (top figure) and bending transverse displacement (top figure) and bending
moment (bottom figure). Dynamic response: solid moment (bottom figure). Dynamic response: solid
line; quasi-static response: dashed line. Ω̄ = 1.0. line; quasi-static response: dashed line. Ω̄ = 9.86.
Next, the excitation frequency was selected to be Ω̄ = 9.86, a frequency very near the lowest natural
frequency of the beam, ω̄1 = π 2 ≈ 9.8696: the excitation frequency is in resonance with the lowest natural
frequency of the beam. Fig. 4.32 depicts the dynamic response of the beam mid-span transverse displace-
ment and bending moment for this excitation frequency. The envelope of the response linearly grows with
time and rapidly becomes much larger than the quasi-static response, as expected for a resonance case.
Two terms were used in the modal expansion; adding more terms will not significantly alter the results
because the structure primarily responds in its lowest natural vibration mode shape being directly excited
by the applied load.
Fig. 4.33 shows the same results for an excitation frequency Ω̄ = 80.0. This frequency is well above
the first natural frequency (ω̄1 = π 2 ≈ 9.8696), but below the second (ω̄2 = (3π)2 ≈ 88.82). In view of
eq. (4.67), the response involves contributions at the excitation frequency, sin Ω̄τ , but also at the second
natural frequency, (Ω̄/ω̄2 ) sin ω̄2 τ . Since these two frequencies are rather close, a beating phenomenon,
such as that observed in fig. 4.33 should be expected. Three terms were used in the modal expansion;
adding more terms will not significantly alter the results.
Finally, the excitation frequency was slightly raised to be in resonance with the second natural fre-
quency of the beam, ω̄2 = (3π)2 ≈ 88.82. Fig. 4.34 shows that here again, the envelope of the response
linearly grows with time and rapidly becomes much larger than the quasi-static response, as expected for a
resonance case. Three terms were used in the modal expansion and clearly participate in the final response
of the structure.
4.7. THE FORCED PROBLEM 109
1 0.015
0.01
0.5
U2(η = 1/2)
U2(η = 1/2)
0.005
0 0
−0.005
−0.5
−0.01
−1 −0.015
0 1 2 3 4 5 6 7 8 9 10 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
10 1.5
1
5
M3(η = 1/2)
M3(η = 1/2)
0.5
0 0
−0.5
−5
−1
−10 −1.5
0 1 2 3 4 5 6 7 8 9 10 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
τ τ
Figure 4.33: Time history of the beam mid-span Figure 4.34: Time history of the beam mid-span
transverse displacement (top figure) and bending transverse displacement (top figure) and bending
moment (bottom figure). Ω̄ = 80.0. moment (bottom figure). Ω̄ = 88.82.
i1
L/2 L/2
Figure 4.35: Cantilevered beam with a tip mass under a pulsating load.
Following the procedure detailed in section 4.6.2, the eigenmodes are found to be
ū2n = (cos kn η − cosh kn η) − µn (sin kn η − sinh kn η),
where η = x1 /L is the non-dimensional span variable. The coefficients kn are the solutions of the
following frequency equation (1 + cos k cosh k) + βk(cos k sinh k − sin k cosh k) = 0, and µn =
(cos kn + cosh kn )/(sin kn + sinh kn ). The frequency coefficients kn , non-dimensional frequencies ω̄n ,
and coefficients µn for the five lowest vibration mode shapes of the beam are listed in table 4.4. These
mode shapes are depicted in fig. 4.36. Note that the higher modes exhibit increasingly smaller displace-
ments at the tip of the beam due to the presence of the tip mass: at higher frequencies, the motion of this
mass becomes increasingly smaller.
Since the assumed mode shapes are, in fact, the exact eigenmodes of the structure, the mass and
stiffness matrices of the system will be diagonal matrices, as can be verified by computing the strain and
kinetic energies of the system to evaluate these matrices. Next, the eigenmodes are normalized in the space
of the mass matrix. The normalized eigenmodes are Ū2n = αn U2n , where the coefficients αn are listed in
table 4.4. Next, the load vector is found to be Qn (t) = P (t) Ū2n (1/2), where the mid-span values of the
mass normalized eigenmodes, Ū2n (1/2), are listed in table 4.4.
The uncoupled modal equations now become η̈n + ω̄n2 ηn = Ū2n (1/2) P (t). For initial conditions at
rest, the solution of these equations is
(
Ū2n (1/2) sin(Ω̄τ ) − (Ω̄/ω̄n ) sin(ω̄n τ ), 0 ≤ τ ≤ T̄ ,
ηn (τ ) = 2
ω̄n 1 − (Ω̄/ω̄n )2 (Ω̄/ω̄n ) sin ω̄n (T̄ − τ ) − sin(ω̄n τ ) , τ > T̄ ,
110 CHAPTER 4. DYNAMIC ANALYSIS OF BEAMS
Table 4.4: Frequency coefficients kn , non-dimensional frequencies ω̄n , coefficients µn , αn , and mid-span
values of the mass normalized eigenmodes Ū2n (1/2) for the five lowest vibration mode shapes of the
beam, β = 1.0.
0.2
0.1
Utip
0
−0.1
−0.2
0 1 2 3 4 5 6 7 8
1.5
MOMENTroot
0.5
0
1
−0.5
0 1 2 3 4 5 6 7 8
0.5
1
EIGENMODES
SHEARS
0 0.5
0
−0.5
−0.5 −1
0 1 2 3 4 5 6 7 8
τ
−1
p
c
where τ = H33 /mL4 is the non-dimensional time, and T̄ = π/Ω̄ the non-dimensional duration of
the sine impulse. The response of the system is then obtained by modal superposition: û2 (η, τ ) =
P p c 3
n=1 Ū2n (η) ηn (τ ), where û2 = H33 ū2 /P0 L .
At first, the excitation frequency is selected to be Ω̄ = 1.0, well below the first natural frequency
of the system, ω̄1 = 1.5573, see table 4.4. Fig. 4.37 shows the time histories of the tip transverse dis-
placement, Ū2 (η = 1, τ ), root bending moment M̄3 (η = 0, τ ), and root shear force F̄2 (η = 0, τ ). The
non-dimensional bending moment is M̄3 = M3 /P0 L, and non-dimensional shear force F̄2 = V2 /P0 . For
comparison, the quasi-static response of the structure is also given on the graphs. The quasi-static response
is that obtained by neglecting inertial effect: Ū2sta (η = 1, τ ) = 5/48 sin Ω̄τ for 0 ≤ τ ≤ T̄ and 0 for
τ > T̄ ; M̄3sta (η = 0, τ ) = 1/2 sin Ω̄τ for 0 ≤ τ ≤ T̄ and 0 for τ > T̄ ; F̄2sta (η = 0, τ ) = sin Ω̄τ for
0 ≤ τ ≤ T̄ and 0 for τ > T̄ .
Fig. 4.37 shows that the structure primarily responds at its lowest natural frequency, ω̄1 = 1.5573. The
tip displacement rise is delayed as compared to that of the quasi-static response, however, the maximum
tip displacement is considerably larger (about 77% higher) for the dynamic response. This important ob-
servation implies that predictions based on a quasi-static approximation of structural behavior can grossly
underestimate structural deflection. Hence, the analysis of dynamic systems should always include inertial
effects. The same remarks can be made about the time history of the root bending moment: the maximum
bending moment is about 40% larger for the dynamic response as compared to the quasi-static response.
Note that the bending moment time history also shows a contribution from the second eigenmode at the
4.7. THE FORCED PROBLEM 111
frequency ω̄2 = 16.2501. This contribution is even more pronounced for the time history of the root shear
force. Although the magnitude of the maximum shear force are about equal for the dynamic and quasi-
static predictions, the dynamic response is almost out-of-phase with the quasi-static response. Finally,
fig. 4.37 also shows the tip shear force, i.e., the shear force the tip mass applied at the tip of the beam.
Clearly, this tip shear force vanishes in the quasi-static case; in the dynamic case, the root and tip shear
forces are roughly of the same magnitude.
0.2
0.1
0.1
0.05
Utip
Utip
0
−0.1 0
−0.2
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8
0.5 0.4
MOMENTroot
MOMENTroot
0.2
0
0
−0.2
−0.5
−0.4
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8
1
1
0.5
SHEARS
SHEARS
0.5
0 0
−0.5 −0.5
−1
−1
0 1 2 3 4 5 6 7 8 0 1 2 3 4 5 6 7 8
τ τ
Figure 4.38: Dynamic response of the cantilevered Figure 4.39: Dynamic response of the cantilevered
beam: tip-span transverse displacement (top fig- beam: tip-span transverse displacement (top fig-
ure), root bending moment (middle figure), and ure), root bending moment (middle figure), and
root shear force (bottom figure). Dynamic re- root shear force (bottom figure). Dynamic re-
sponse: solid line; quasi-static response: dashed sponse: solid line; quasi-static response: dashed
line. In the bottom figure, the tip shear force is line. In the bottom figure, the tip shear force is
shown in dotted line. Ω̄ = 1.5573. shown in dotted line. Ω̄ = 16.25.
Next, the excitation frequency was raised to the first natural frequency of the system, Ω̄ = 1.5573 ≈ ω̄1 .
Fig. 4.38 shows the time histories of the tip transverse displacement, Ū2 (η = 1, τ ), root bending moment
M̄3 (η = 0, τ ), and root shear force F̄2 (η = 0, τ ). Since the excitation is a sine pulse rather than a
continuous harmonic excitation, amplitudes do not increase with time, as was observed in the previous
example. In fact, the maximum amplitudes for transverse displacement, bending moment and shear force
are smaller than those reached with an excitation frequency Ω̄ = 1.0.
Finally, the excitation frequency was raised to the second natural frequency of the system, Ω̄ =
16.25 ≈ ω̄2 . Fig. 4.39 shows the corresponding time histories for the tip transverse displacement,
Ū2 (η = 1, τ ), root bending moment M̄3 (η = 0, τ ), and root shear force F̄2 (η = 0, τ ). The transverse
displacement response still exhibits oscillations at the lowest natural frequency, but a significant contribu-
tion of the second natural frequency is also apparent. This latter contribution is more pronounced in the
bending moment response, and actually becomes the dominant contribution for the shear force response.
It is interesting to note that the maximum amplitude of transverse displacement is smaller for the dynamic
response as compared to the quasi-static response. This is due to the fact that the inertial forces increase
in proportion to acceleration, and hence become increasingly larger with increasing excitation frequency.
These forces always oppose the motion of the structure, resulting in smaller transverse displacements.
The maximum bending moment amplitude for the dynamic response is also smaller than that observed
in the quasi-static response. However, maximum amplitude of the dynamic shear force is larger than its
quasi-static counterpart.
4.7.1 Problems
Problem 4.17. Simplified configuration of an aircraft performing a symmetric landing
The simplified aircraft shown in fig. 4.40 is performing a symmetric landing. The aircraft consists of a
112 CHAPTER 4. DYNAMIC ANALYSIS OF BEAMS
fuselage of mass 2M = 16, 800 kg and two wing, each of span L = 12 m, modeled as beams with uniform
c
bending stiffness H33 = 120 MN.m2 and mass per unit span m = 700 kg/m. The aircraft is performing
a symmetric landing and hence, only the right half of the plane will be modeled. Equilibrium flight loads
and aerodynamic forces due to the motion of the aircraft will be neglected. During landing, touch down
of the landing gear on the runway will be simulated by applying a time dependent load P (t) at a fifth span
of the wing. This load is defined as
P0 sin πt/T t ≤ T
P (t) = ,
0 t>T
where and T = 0.35 s. (1) Compute the eigenmodes ui of the of the system using the differential equation
approach. (2) Plot the mode shapes along the span of the wing. Note that u1 = 1 is an eigenmode
of the system associated with a zero frequency. It corresponds to the heaving rigid body mode of the
aircraft. (3)P Perform a dynamic analysis of the system by assuming the following displacement field:
ū2 (x1 , t) = 5i=1 ui (x1 ) qi (t). (4) Compute the mass and stiffness matrices of the system; determine the
mass normalized mode shapes of the system. (5) Plot the mass normalized mode shapes along the span
of the wing. (6) Evaluate the modal forces. (7) Set up the uncoupled equations of motion of the system
and solve them for t ∈ [0, 1.0] sec; assume the aircraft to be initially at rest. (8) Plot the normalized root,
c
middle and tip displacements of the wing, H33 ū2 /(P0 L3 ), on the same graph. (9) Plot the normalized root
c
and middle bending moments in the wing, M3 /(P0 L), on the same graph. (10) Plot the normalized root
and middle shear forces in the wing, V2 /P0 , on the same graph.
L
2M
L/5
P(t)
Using the modal projection or modal reduction approaches, the governing equations of complex dynamical
systems can be reduced to a set of second-order, ordinary differential equations in time with constant
coefficients. In previous chapters, these equations have been solved in closed form by superposing the
solution of the homogeneous equation and a particular solution for the non-vanishing right-hand side that
represent the modal loading. When this modal loading can be expressed in a simple analytical form,
the determination of the particular solution could be cumbersome, but is generally manageable. In many
cases, however, the modal loading has a complex analytical form, or is given in a tabular form. This could
be the case if the loading acting on the structure has been measured experimentally, for instance.
In this chapter, methods are developed for the numerical integration of the modal equations of motion.
These numerical methods can be implemented on a computer, thereby automating the cumbersome task
of integrating the modal equations. Simple algorithms are introduced first, and the important concepts
of stability and accuracy are presented. The Newmark algorithm is introduced in section 5.2 and forms
the basis for most practical algorithms. More advanced algorithms presenting numerical dissipation are
introduced in section 5.3.
113
114 CHAPTER 5. DIRECT INTEGRATION ALGORITHMS FOR SINGLE DOF SYSTEMS
Second, appropriate assumptions are made concerning the time evolution of the response in between
these discrete time instants. These assumptions are different for the various time integration strategies and
will determine the properties of the integration scheme.
2 − ω 2h2 1 − ζωh h2
qi+1 = qi − qi−1 + ri . (5.6)
1 + ζωh 1 + ζωh 1 + ζωh
Equation (5.6) allows the computation of qi+1 given qi and qi−1 . Once qi+1 has been evaluated, the same
formulas yields qi+2 given qi+1 and qi . The procedure then continues step by step, hence the expressions
“time step size” and “time stepping algorithms.” The expression “time marching algorithm” is also used
commonly. Equation (5.6) can also be seen as a recurrence relationship because the solution at a time step
is obtained based on the solution at two previous steps, and the same relationship is applied recursively at
each time step to evaluate the solution of the desired time range.
For initial value problems, the initial conditions of the problem are typically given as the position and
velocity at time t = 0, denoted q0 and q̇0 , respectively. Unfortunately, to start up the recurrence process,
eq. (5.6) requires the knowledge of the solution at two consecutive instants, say q−1 and q0 . The latter
position is given, but the former needs to be evaluated. First, the initial acceleration is computed from
eq. (5.1), expressed at time t = 0 as q̈0 = r0 − 2ζω q̇0 + ω 2 q0 . Next, eqs. (5.4) are expressed at the same
instants to find q̇0 = (q1 − q−1 )/(2h) and q̈0 = (q1 − 2q0 + q−1 )/(2h2 ). Eliminating q1 and q−1 from
these two equations yields the desired quantity, q−1 = q0 − hq̇0 + h2 q̈0 /2. The solution at two consecutive
5.1. CENTRAL DIFFERENCE METHOD FOR SINGLE DEGREE OF FREEDOM SYSTEMS 115
instants, q−1 and q0 , is now available, and recursive application of eq. (5.6) yields the solution for all
subsequent discrete time instants.
The algorithm developed above is based on the approximation of the solution by a parabola. The same
algorithm can be obtained from a more mathematical procedure to replace the curve fit approach presented
above. Consider the following expression obtained from a Taylor’s series expansion of the solution at time
ti ,
h2 h3 ...
qi+1 = qi + hq̇i + q̈i + q i + O(h4 ), (5.7a)
2 6
h2 h3 ...
qi−1 = qi − hq̇i + q̈i − q i + O(h4 ). (5.7b)
2 6
Subtracting these two equations yields qi+1 − qi−1 = 2hq̇i + O(h3 ) and adding then gives qi+1 + qi−1 =
2qi + h2 q̈i + O(h4 ). Solving for the first and second derivatives then leads to
qi+1 − qi−1 qi+1 − 2qi + qi−1
q̇i = + O(h2 ), q̈i = 2
+ O(h2 ). (5.8)
2h 2h
As expected, these relationships are identical to those obtained earlier, eq. (5.4), but this more rigorous
approach show that both velocity and acceleration have been approximated to O(h2 ) in a consistent man-
ner. The present scheme is called the central difference scheme because eqs. (5.8) approximate the first
and second derivatives, q̇i and q̈i , respectively, at the center of interval [ti−1 , ti+1 ], based on the values of
the function at the interval’s end points, qi+1 and qi−1 , and at its mid-point, qi .
where ǫ is a small positive number. If this inequality holds for i = 1, 2, . . . , n, it means that the approxi-
mate solution, qi , is close to the exact solution, q(ti ). Intuitively, the approximate solution is expected to
converge to the exact solution as the time step size used in the recurrence relationship is decreased, i.e.,
ε → 0 when h → 0. To prove this desired convergence is typically arduous, because the exact solution,
q(ti ), is typically unknown.
If inequality (5.9) is satisfied, the integration scheme is said to the convergent. Proof of convergence
of an integration scheme generally relies on Lax’s theorem, which states the following.
Theorem 5.1 (Lax’s theorem). An integration scheme is convergent if and only if it is consistent and
stable.
To understand the implications of Lax’s theorem, the state vector is defined first
q
ui = i . (5.10)
q̇i
It consists of the displacement and velocity of the system. Once these quantities are known, the accelera-
tion can be obtained from eq. (5.2). By definition, a scheme is consistent if
ui+1 − ui
lim = u̇(ti ). (5.11)
h→0 h
116 CHAPTER 5. DIRECT INTEGRATION ALGORITHMS FOR SINGLE DOF SYSTEMS
The consistency condition implied by this equation is not difficult to achieve. Indeed, this condition simply
expresses the fact that derivatives must be approximated in a manner that is consistent with the definition
of a derivative. A cursory look at eqs. (5.8) shows that the approximations used for the central difference
scheme are consistent. Indeed
qi+1 − qi−1 2 qi+1 − 2qi + qi−1 2
lim + O(h ) = q̇i , lim + O(h ) = q̈i .
h→0 2h h→0 2h2
Next, by definition, a scheme is stable if a time step size, denoted hcr , exists such that for all time
step sizes h < hcr a finite perturbation of the state vector at time tn results in finite perturbations at all
subsequent times. This condition is more difficult to satisfy and will be studied in details in section 5.1.2.
Because the consistency condition is met easily, Lax’s theorem reduces the proof of convergence of an
integration scheme to the proof of its stability. Consequently, the analysis of stability of time integration
schemes is a very important topic.
2 − ω 2 h2 −(1 − ζωh)
1
A= (5.13)
1 + ζωh 1 + ζωh 0,
and array L is the load array 2
1 h
L= . (5.14)
1 + ζωh 0
The expressions for the amplification matrix and load array given by eqs. (5.13) and (5.14), respec-
tively, are specific to the central difference scheme. The recurrence relationship for the state vector,
eq. (5.12), however, is a generic relationship that characterizes many schemes that will be developed in
later sections. The concept of stability will be studied for this generic state vector recurrence relationship.
Equation (5.12) related the state vectors at two consecutive instants, ui+1 and ui . The same equation
can also be written for the previous time step as ui = A ui−1 + L ri−1 . Combining these two relationships
then yields ui+1 = A2 ui−1 + A L ri−1 + L ri . Combing all the recurrence relationships at all times then
leads to
X i
i+1
ui+1 = A u0 + Ai−j L ri , (5.15)
j=0
which expresses the response of the system at time ti+1 , denoted ui+1 , in terms of the initial conditions,
u0 .
†
Assume that a new set of initial conditions, denoted u 0 , is selected. A reasoning identical to that de-
veloped in the paragraphs above yields u†i+1 = Ai+1 u†0 + ij=0 Ai−j L ri , where u†i+1 denoted the response
P
of the system at time ti+1 to the new set of initial conditions. Subtracting the two responses then yields
δui+1 = Ai+1 δu0 , (5.16)
5.1. CENTRAL DIFFERENCE METHOD FOR SINGLE DEGREE OF FREEDOM SYSTEMS 117
where δu0 = u0 − u†0 can be viewed as a perturbation in the initial conditions, and δui+1 = ui+1 − u†i+1
the corresponding perturbation in the response of the system at time ti+1 .
Because the amplification matrix is of size 2 × 2, it possesses two eigenvalues, possibly complex, de-
noted λ1 and λ2 , and the associated eigenvectors are a1 and a2 , respectively. Let diagonal matrix Λ store
the two eigenvalues of the amplification matrix, i.e., Λ = diag(λ1 , λ2 ) and matrix Q store the correspond-
ing eigenvectors, i.e., Q = a1 , a2 . It follows that A Q = Q Λ and finally, Q−1 A Q = Λ. Pre-multiplying
where the identity product, Q Q−1 = I, was inserted n times. By construction, each of the triple products
in parenthesis reduces to a diagonal matrix, and hence
i+1
∗ ∗ λ1 0
δui+1 = Λ Λ . . . Λ δu0 = δu∗0 , (5.17)
0 λi+1
2
Depending of the sign of the discriminant, the eigenvalues of the amplification matrix could be complex
conjugates, or two real numbers, as illustrated in the following example.
118 CHAPTER 5. DIRECT INTEGRATION ALGORITHMS FOR SINGLE DOF SYSTEMS
2 − ω 2h2 1 − (ζωh)2
I1 = A11 + A22 = , I2 = A11 A22 − A12 A21 = .
1 + ζωh (1 + ζωh)2
Introducing these results into eq. (5.21) yields the eigenvalues of the amplification matrix. Note that these
eigenvalues are a function of the time step size, h.
For (I1 /2)2 − I2 ≤ 0, the quantity under the square root
in eq. (5.21) becomes negative and the two eigenvalues of the I2
amplification matrix become complex conjugates,
p Stable
λ1,2 = I1 /2 ± i I2 − (I1 /2)2 = ρ̂e±iφ̂ , (5.22) zone
where
(I1/2)2 - I2=0
I1
p
ρ̂ = I2 , (5.23a)
q
φ̂ = arctan 4I2 /I12 − 1. (5.23b)
Figure 5.2: Stability boundary in the space
√ p of the invariants of the amplification ma-
In this case, ρ̂ = I2 = 1 − (ζωh)2/(1 + ζωh) ≤ 1. Note trix.
that for ζ = 0, ρ̂ = 1 and for ζ > 0, ρ̂ < 1. Hence, the system
is stable.
For (I1 /2)2 − I2 > 0, the quantity under the square root
in eq. (5.21) becomes positive and the two eigenvalues of the amplification matrix are real, λ1,2 = I1 /2 ±
p
(I1 /2)2 − I2 . The moduli of these two eigenvalues are now
s 2 s 2
I1 I 1 I 1 I 1
|λ1 | = − − I2 , |λ2 | = + − I2
2 2 2 2
It is easy to show that |λ1 | < 1 and |λ2 | < 1 and hence, the integration scheme is unstable.
Clearly, (I1 /2)2 − I2 = 0 is the boundary that separates the stable from the unstable behavior, as
illustrated inpfig. 5.2 which plots this boundary in the space
p of the invariants of the amplification matrix.
For ωh ≤ 2 1 − ζ , the system is stable and for ωh > 2 1 − ζ 2 the system is unstable. It is convenient
2
where
p
1 − ζ2
h̄cr = . (5.27)
π
For time step size h̄ ≤ h̄cr , the spectral radius of the amplification matrix is smaller than unity and the cen-
tral difference scheme is stable. For time step size h̄ > h̄cr ,, the spectral radius of the amplification matrix
is larger than unity and the central difference scheme is unstable. Figure 5.3 shows the two eigenvalues of
the amplification matrix in the absence of damping as a function of the non-dimensional time step size, h̄,
plotted on a logarithmic scale. When ζ = 0, h̄cr = 1/π, and eq. (5.26) shows that for h̄ ≤ h̄cr , ̺(A) = 1.
For values of the time step size larger than the critical values, two real eigenvalues appear, one of which is
of modulus larger than unity. Note the very rapid growth of the modulus of this eigenvalue for h̄ > h̄cr .
1.4 1.4
1.2 1.2
1 1
= 0.01
λ1 and λ2
λ1 and λ2
0.8 0.8
Stability
ζ = 0.20 Boundary
0.6 0.6
0.4 0.4
Stable Unstable
0.2
- 0.2
0 -2
hcr
0
10 10-1 - 100 101 10-1 - 100
h h
Figure 5.3: Eigenvalues of the amplification matrix Figure 5.4: Eigenvalues of the amplification matrix
versus h̄ = h/T ; ζ = 0. versus h̄ = h/T ; ζ = 0.01 and 0.2.
The addition of damping has little effect of the stability of the scheme. Figure 5.4 shows the two
eigenvalues of the amplification matrix for two levels of damping, ζ = 0.01 and 0.2. As indicted by
eq. (5.27), the critical time step size actually decreases in the presence of damping.
Figures 5.3 and 5.4 show the eigenvalues of the amplification matrix as a function of the non-
dimensional time step size, h̄. It is also possible to plot the same data as a function of 1/h̄ = T /h = N,
where N is the number p of time steps per period of the system. The critical time step size defined
by peq. (5.27) as h̄cr = 1 − ζ 2 /π now becomes a critical number of time steps per period, Ncr =
π/ 1 − ζ 2. In the absence of damping, Ncr ≈ 3, i.e., the central difference scheme is stable only if the
time integration procedure samples the solution at over three discrete points per period of the response.
Figure 5.5 shows the exact solution for the free response of a spring-mass-dashpot system as given
by eq. (1.25) with ζ = 0.05 and initial conditions u0 = 1 and u̇0 = 1.5. The same figure also shows
the approximate solution obtained from the central difference scheme using a non-dimensional time step
size h̄ = 0.0796, which corresponds to about 13 time steps per period. For this problem, the critical time
step size given by eq. (5.27) is h̄cr = 0.318. Because h̄ < h̄cr , the central difference scheme is stable
and hence, convergent. The approximate solution shown in fig. 5.5 is in good agreement with the exact
solution. using smaller time step will result in more accurate answers.
In contrast, fig. 5.6 shows the exact solution for the same problem and the approximate solution using a
non-dimensional time step size h̄ = 0.339, which corresponds to about 2.95 time steps per period. Because
h̄ > h̄cr , the central difference scheme is now unstable and hence, its predictions bear no resemblance to
the exact solution. The approximate solution quickly diverges to infinity if the recurrence process is
continued.
120 CHAPTER 5. DIRECT INTEGRATION ALGORITHMS FOR SINGLE DOF SYSTEMS
2 10
1.5
1 5
0.5
q(t)
q(t)
0 0
-0.5
-1 -5
-1.5
-2 -10
0 5 10 15 20 0 5 10 15 20
t t
Figure 5.5: Time history of the response. Solid Figure 5.6: Time history of the response. Solid
line: exact solution; Symbols (◦): approximate so- line: exact solution; Symbols (N): approximate so-
lution for h̄ = 0.0796. lution for h̄ = 2.1.
The minus sign appearing in the definition of ζ̂ is intended to make this quantity a positive number.
To quantify the accuracy of time integration schemes, consider the simple spring mass system, q̈ +
2
ω q = 0, with initial conditions q0 = 1 and q̇0 = 0. The exact solution of the problem is q(t) = cos ωt.
Using eq. (5.15), the approximate solution given by the recurrence formula can be written as ur = Ar u0 =
Q Λr Q−1 u0 , which expands to
qr r −1 q0
= QΛ Q .
qr−1 q−1
Clearly, the approximate solution becomes q̂r = a1 λr1 + a2 λr2 , where a1 and a2 are integration constants to
be determined from the initial conditions.
Introducing the eigenvalues of the amplification matrix given by eq. (5.28), the approximate solution
of the problem becomes q̂r = exp(−ζ̂ φ̂r)[a1 exp(+iφ̂r) + a2 exp(−iφ̂r)]. Assuming a constant time step
size, the discrete sampling times are tr = rh and hence, index r becomes r = tr /h. The approximate
solution at time tr is now q̂r = exp(−ζ̂ ω̂tr )[a1 exp(+iω̂tr ) + a2 exp(−iω̂tr )], where ω̂ = φ̂/h. The initial
conditions of the problem imply a1 = a2 = 1/2, and finally, the approximate solution is
where the second equation is the exact solution, repeated here for convenience.
Equations (5.30) reveal two fundamental differences between the exact and approximate solutions.
First, the frequencies of the exact and approximate solutions, denoted ω and ω̂, respectively, differ. Sec-
ond, the exact solution is purely oscillatory, as expected from a conservative system, whereas the approxi-
mate solution presents numerical dissipation, sometimes called numerical damping. The term “numerical
dissipation” implies that the numerical process dissipates energy, whereas the physical system does not.
The implications of the presence of numerical dissipation will be discussed in detail in later sections.
To quantify the difference between the exact and approximate frequencies, it is customary to define
the period elongation, defined as the non-dimensional change in period,
T̂ − T 2π/ω̂ − 2π/ω ω − ω̂ ω ωh
= = = −1 = − 1.
T 2π/ω ω̂ ω̂ φ̂
Introducing eq. (5.23b) yields the period elongation in terms of the invariants of the amplification matrix,
∆T ωh ωh
= −1= p − 1. (5.31)
T φ̂ arctan 4I2 /I12 − 1
It is customary to use the algorithmic damping, ζ̂, to quantify the numerical dissipation of the algo-
rithm. The algorithmic damping, sometimes called “amplitude decay,” is given by eq. (5.29), repeated
here for convenience
ln I2
ζ̂ = − . (5.32)
2φ̂
To characterize the accuracy of integration schemes, the period elongation and algorithmic damping de-
fined by eqs. (5.31) and (5.32), respectively, are evaluated as a function of the non-dimensional time step
size.
5.1.6 Problems
Problem 5.1. Analysis of a simple time integration scheme
Consider a simple spring-mass system characterized the the following differential equation, q̈ + ω 2 q =
0. This equation is to be solved numerically using the generalized trapezoidal rule, which satisfies the
governing differential equation at time ti+1 , q̈i+1 + ω 2qi+1 = 0, and uses the following approximations
qi+1 = qi +h[(1−α)q̇i +αq̇i+1 ] and q̇i+1 = q̇i +h[(1−α)q̈i +αq̈i+1 ]. (1) Study the consistency and stability
characteristics of this scheme. (2) Find the algorithmic damping and period elongation for this scheme.
(3) Under what condition of the scheme second-order? For each question, comment on the Forward Euler
scheme (α = 0), the Backward Euler scheme (α = 1), and the generalized trapezoidal rule (α = 1/2).
Consider equation q̈ + 4q = 0 with initial conditions q(t = 0) = 1 and q̇(t = 0) = 0. (4) Perform 12
steps of integration using the trapezoidal rule with h = π/12, π/4, π/3, and π/2. (5) Perform 12 steps of
integration using the Forward Euler scheme with h = π/12, and π/2. In each case, compare your results
with the analytical solution.
122 CHAPTER 5. DIRECT INTEGRATION ALGORITHMS FOR SINGLE DOF SYSTEMS
scheme, the procedure developed in section 5.1.2 will be followed. The first step of the procedure is to
recast the recurrence relationship (5.35) in a form that reveals the amplification matrix. Accelerations can
be expressed in terms of velocities and position using the equation of motion at times ti and ti+1 to find
q̈i = ri − 2ζω q̇i − ω 2qi and q̈i+1 = ri+1 − 2ζω q̇i+1 − ω 2 qi+1 , respectively. Introducing these accelerations
into eqs. (5.34) leads to
h2
(1 − 2β)(ri − 2ζω q̇i − ω 2 qi ) + 2β(ri+1 − 2ζω q̇i+1 − ω 2qi+1 ) ,
qi+1 = qi + hq̇i +
2
(1 − γ)(ri − 2ζω q̇i − ω 2 qi ) + γ(ri+1 − 2ζω q̇i+1 − ω 2 qi+1 ) .
q̇i+1 = q̇i + h
These two equations are now recast in a matrix format as
qi+1 qi 2 (1/2 − β)ri + βri+1
A1 = A2 +h (5.37)
hq̇i+1 hq̇i (1 − γ)ri + γri+1
where matrices A1 and A2 are defined as
The amplification matrix is now A = A1−1 A2 and the stability characteristics of the scheme depend on the
spectral radius of this matrix, as expressed by stability criterion (5.19).
To simplify the analysis, the undamped case is considered. Introducing ζ = 0 into eq. (5.38) reduces
matrices A1 and A2 to
1 + βχ2 0 1 − (1 − 2β)χ2 /2 1
A1 = , A2 = .
γχ2 1 −(1 − γ)χ2 1
The amplification matrix now becomes
µ 1
1−
A= 2 1 + βχ2 , (5.39)
γ
−χ2 (1 − µ) 1 − γµ
2
where µ is defined as
χ2
µ= . (5.40)
1 + βχ2
The invariants of the amplification matrix defined by eq. (5.20) are now
As was the case for the central difference scheme, see section 5.1.3, the Newmark scheme is stable
when the two eigenvalues of the amplification matrix, λ1,2 , are complex conjugates and can be written in
the form given by eq. (5.22), where ρ̂ is now
p
ρ̂ = 1 − µ(γ − 1/2). (5.42)
The eigenvalues are complex conjugates if (I1 /2)2 − I2 ≤ 0 and introducing eq. (5.41), this condition
translates to 2
1 4
γ+ − 4β ≤ 2 2 . (5.43)
2 ω h
Two cases will now be distinguished.
124 CHAPTER 5. DIRECT INTEGRATION ALGORITHMS FOR SINGLE DOF SYSTEMS
1 (γ + 1/2)2
γ≥ and β≥ . (5.44)
2 4
2. Conditional stability. For conditional stability, two conditions must be met, condition (5.43), (γ +
1/2)2 − 4β ≤ 4/(ω 2h2 ), and the stability criterion (5.19). In summary, the Newmark scheme is
conditionally stable if the following two conditions are met
1 2
γ≥ and h ≤ p . (5.45)
2 ω (γ + 1/2)2 − 4β
The accuracy of the Newmark scheme can be assessed by following the procedure presented in sec-
tion 5.1.4. The period elongation and algorithmic damping of the scheme, given by eqs. (5.31) and (5.32),
respectively, are found as
β 12γ 2 − 36γ + 11
∆T
= + χ2 + O(χ4 ), (5.46)
T 2 96
and
1 1 3
ζ̂ = γ − χ + O(χ ) . (5.47)
2 2
respectively.
Table 5.1 lists four time integration schemes that are all part of the Newmark family. Columns two
and three list the values of parameters γ and β, respectively. The stability characteristics of the scheme
are listed in the next column. Finally, the last two columns give the algorithmic damping and period
elongation of the scheme.
Equation (5.47) shows that if γ 6= 1/2, the algorithmic damping becomes first-order in the time step
size, and hence, the Newmark algorithm is then a first-order scheme. Consequently, it is not unexpected
that all the schemes listed in table 5.1 feature γ = 1/2, and hence, the algorithmic damping vanishes for
all those schemes. For γ = 1/2, the leading term of the error is the quadratic term in the period elongation,
see eq. (5.46), and the Newmark algorithm is then a second-order scheme. For the Fox-Goodwin scheme,
β = 1/12, the quadratic term in the period elongation vanishes, and the algorithm becomes a fourth-order
scheme, as indicated in table 5.1.
When dealing with time integration of large systems, it is desirable, and often indispensable, to use
time stepping schemes that possess algorithmic damping. Equation (5.47) shows that it is impossible to
introduce numerical dissipation into the Newmark scheme without introducing a first-order error in the
simulation. Clearly, this is a major deficiency of the Newmark scheme.
5.3. THE GENERALIZED-α SCHEME 125
The generalized-α scheme defines a family of time integrators characterized by the following approxima-
tions for the displacement and velocity of the system,
h2
qi+1 = qi + hq̇i + [(1 − 2β)ai + 2βai+1] , (5.49a)
2
q̇i+1 = q̇i + h [(1 − γ)ai + γai+1 ] , (5.49b)
where β and γ are two parameters that will be selected to achieve desirable stability and accuracy charac-
teristics for the scheme. Note the similarity between these approximations and those used for the develop-
ment of Newmark’s scheme, eqs. (5.34), although an important difference exists. A weighted average of
accelerations q̈i+1 and q̈i is used in eqs. (5.34), whereas the corresponding weighted average of algorithmic
accelerations ai+1 and ai is used in eqs. (5.49). These algorithmic accelerations are related to the actual
accelerations of the system through the following recurrence relationship,
where αm and αf are two additional parameters that will be selected to achieve desirable stability and
accuracy characteristics for the scheme.
Introducing eqs. (5.49) and (5.50) into eq. (5.48) and solving for the algorithmic acceleration at time
ti+1 yields
∆ h2 ai+1 = α̂f h2 ri+1 + αf h2 ri − χ2 qi − (2ζχ + α̂f χ2 )hq̇i − (αm + 2α̂f γ̂ζχ + α̂f β̂χ2 )h2 ai , (5.51)
where the non-dimensional parameter χ = ωh = 2π h̄ was defined. For simplicity, the following notation
was introduced α̂f = 1 − αf , α̂m = 1 − αm , γ̂ = 1 − γ, β̂ = 1/2 − β, and
The generalized-α scheme defines a time stepping recurrence. Given the position, velocity, and algorith-
mic acceleration at time ti , eq. (5.51) is solved to find the algorithmic acceleration at time ti+1 . Once
this algorithmic acceleration is found, it is introduced in eqs. (5.49a) and (5.49b) to find the position and
velocity, respectively. Finally, eq. (5.50) yields the actual acceleration of the system.
126 CHAPTER 5. DIRECT INTEGRATION ALGORITHMS FOR SINGLE DOF SYSTEMS
where
χ2
∆ = α̂m + α̂f βχ2 ,
. µ= (5.54)
∆
The amplification matrix of the generalized-α scheme is of size 3 × 3, unlike that of the Newmark scheme,
which is of size 2 × 2 only. This is due to the presence of the algorithmic acceleration that represents an
additional state of the system.
The analysis of the stability and accuracy characteristics of the generalized-α scheme can be obtained
using a procedure similar to that presented in section 5.2.1 for the Newmark scheme. Details of the analysis
can be found in the literature [16, 20, 21, 22, 17].
1 1
ϱ∞=1.0 ϱ∞=1.0
0.8 0.8
ϱ∞=0.9
ϱ∞=0.8
ϱ∞=0.7
Spectral radius
Spectral radius
0.6 0.6
ϱ∞=0.6
0.4 0.4
ϱ∞=0.5
ϱ∞=0.4
0.2 0.2
ϱ∞=0.0 ϱ∞=0.2
0 0 -2
10-2 10-1 100 - 101 102 103 10 10-1 100 - 101 102 103
h h
Figure 5.7: Spectral radius of the amplification ma- Figure 5.8: Spectral radius of the amplification ma-
trix for the generalized-α scheme versus h̄ = h/T . trix for the Hilber-Hughes-Taylor scheme versus
̺∞ = 0.0, 0.2, 0.4, 0.6, 0.8 and 1.0. h̄ = h/T . ̺∞ = 0.5, 0.7, 0.9, and 1.0.
The generalized-α scheme [17] is unconditionally stable, second-order accurate, and present high
frequency numerical dissipation when the parameters of the scheme are chosen as follows. Let ̺∞ define
the spectral radius of the amplification matrix at high frequency, i.e., ̺∞ = limχ→∞ ̺(A). Parameters αm
and αf are then selected as
2̺∞ − 1 ̺∞
αm = , αf = , (5.55)
̺∞ + 1 ̺∞ + 1
where ̺∞ ∈ [0, 1]. For ̺∞ = 0, i.e., if the spectral radius of the amplification matrix vanishes for χ → ∞,
asymptotic annihilation is achieved. Parameters γ and β are then selected as follows
1 1
γ= − αm + αf , β = (1 − αm + αf )2 . (5.56)
2 4
Figure 5.7 shows the spectral radius of the amplification matrix of the generalized-α scheme versus
h/T = h̄ = χ/(2π), for six values of the numerical dissipation at infinity, ̺∞ = 0.0, 0.2, 0.4, 0.6, 0.8 and
1.0. In all six cases, the spectral radius nearly equals unity at low frequency, i.e., for small values of h̄.
As the frequency increases, the spectral radius decreases monotonically and approaches ̺∞ for h̄ → ∞.
Asymptotic annihilation is achieved for ̺∞ = 0.0.
5.3. THE GENERALIZED-α SCHEME 127
The accuracy of the generalized-α scheme can be studied in the manner explained in section 5.1.4 and
is characterized by its period elongation and algorithmic damping shown in figs. 5.9 and 5.10, respectively.
For ̺∞ = 1.0, the generalized-α scheme is identical to the Newmark algorithm: the scheme presents no
algorithmic damping. Of course, as the numerical dissipation at infinity increases, i.e., as ̺∞ decreases,
the algorithmic damping increases significantly, even at low frequency, as revealed by fig. 5.10. As ̺∞
decreases, the period elongation increases, but to a lesser extend. The scheme, however, remains second-
order accurate even when asymptotic annihilation is achieved, i.e., when ̺∞ = 0. Clearly, numerical
dissipation is achieved at the expense of accuracy, although the generalized-α scheme remains second-
order accurate for all values of ̺∞ .
0.1
1
ϱ∞=0.0 ϱ∞=0.2
ϱ∞=0.0 0.08
ϱ∞=0.4
Algorithmic damping
0.8
ϱ∞=0.2 0.06
Period elongation
0.6
ϱ∞=0.4
ϱ∞=0.6 0.04
0.2 ϱ∞=0.8
ϱ∞=1.0 0
.15 0.2 0.25 0.3 0.35 0.4
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4
h ϱ∞=1.0
h
Figure 5.10: Algorithmic damping of the
Figure 5.9: Period elongation of the generalized-α generalized-α scheme. ̺∞ = 0.0, 0.2, 0.4, 0.6, 0.8
scheme. ̺∞ = 0.0, 0.2, 0.4, 0.6, 0.8 and 1.0. and 1.0.
The Hilber-Hughes-Taylor scheme [16] is unconditionally stable, second-order accurate, and present
high frequency numerical dissipation when the parameters αm and αf are then selected as
1 − ̺∞
αm = 0, αf = , (5.57)
1 + ̺∞
where ̺∞ ∈ [0.5, 1]. Note that the Hilber-Hughes-Taylor scheme does not allow asymptotic annihilation
since ̺∞ must be larger that 0.5. Parameters γ and β are then selected using eq. (5.56). Figure 5.8 shows
the spectral radius of the amplification matrix of the Hilber-Hughes-Taylor scheme versus h/T , for four
values of the numerical dissipation at infinity, ̺∞ = 0.5, 0.7, 0.9, and 1.0.
Finally, the Wood-Bossak-Zienkiewicz algorithm [18] is unconditionally stable, second-order accu-
rate, and present high frequency numerical dissipation when parameters αm and αf are selected as
̺∞ − 1
αm = , αf = 0, (5.58)
̺∞ + 1
where ̺∞ ∈ [0, 1]. Here again, parameters γ and β are selected using eq. (5.56).
The three schemes presented above are similar, all three are unconditionally stable, second-order ac-
curate, and present high frequency numerical dissipation when the parameters are properly selected. Fig-
ure 5.11 compares the spectral radii of amplification matrices of the three schemes, for ̺∞ = 0.8. While
the asymptotic value of the spectral radius for h̄ → ∞ is indeed the desired value of ̺∞ = 0.8 for
the three schemes, their low frequency behavior is markedly different. The spectral radii of the Hilber-
Hughes-Taylor and Wood-Bossak-Zienkiewicz scheme start dropping for lower values of h̄ and decrease
at a faster rate when compared to that of the generalized-α method.
Since the behavior of the three schemes is similar at high frequencies, it is important to compare their
low frequency behavior. Figures 5.12 and 5.13 show the period elongation and algorithmic damping,
128 CHAPTER 5. DIRECT INTEGRATION ALGORITHMS FOR SINGLE DOF SYSTEMS
0.95
Generalized-α
Spectral radius
0.9
0.85
WBZ HHT
0.8
0.75
10-2 10-1 100 - 101 102 103
h
Figure 5.11: Comparison of the spectral radius for three schemes: the generalized-α, the Hilber-Hughes-
Taylor (HHT), and the Wood-Bossak-Zienkiewicz (WBZ) scheme. ̺∞ = 0.8.
respectively, for the three schemes, when ̺∞ = 0.8. While the period elongations of the three schemes are
rather similar, the low frequency algorithmic damping of the generalized-α scheme is significantly lower
than that of the other two schemes. Clearly, the generalized-α scheme is superior to the other two because
it allows the introduction of high frequency numerical dissipation, including asymptotic annihilation, if
desired, while affecting the low frequency behavior minimally.
0.5 0.05
0.4
WBZ
0.04
WBZ
Algorithmic damping
Period elongation
0.3 0.03
HHT
0.2 0.02
HHT
0.1 Generalized-α 0.01
Generalized-α
0 0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4
- -
h h
Figure 5.12: Comparison of the period elongation Figure 5.13: Comparison of the algorithmic
for three schemes: the generalized-α, the Hilber- damping for three schemes: the generalized-α,
Hughes-Taylor (HHT), and the Wood-Bossak- the Hilber-Hughes-Taylor (HHT), and the Wood-
Zienkiewicz (WBZ) scheme. ̺∞ = 0.8. Bossak-Zienkiewicz (WBZ) scheme. ̺∞ = 0.8.
Chapter 6
The integration algorithms presented in the previous chapter focused on the modal equations of motion.
These equations are fully decoupled from each other, and hence, the integration of one modal equation is
totally independent from that of all others. This great simplicity comes, however, at a price. Indeed, prior
to the integration of the modal equations, the natural frequencies and associated vibration mode shapes
must be evaluated. For large systems, this task could be overwhelming.
When using the modal projection method, all natural frequencies and associated vibration mode shapes
must be evaluated first. As the number of degrees of freedom increases, this task becomes increasingly
complex. In fact, most practical algorithms for the extraction of natural frequencies and mode shapes will
only evaluate the lowest and the highest frequencies of the eigenvalue spectrum. For very large systems,
it is almost impossible to extract the entire spectrum of eigenvalues. Of course, if the modal reduction
approach is used, it is sufficient the natural frequencies in a certain range, typically, the lowest eigenvalues
of the spectrum.
This discussion leads to the following question: if the evaluation of the natural frequencies and associ-
ated mode shapes is so costly, why not integrate the dynamical equations directly, without prior projection
to the modal domain?
M ü + C u̇ + K u = F (t), (6.1)
where M , C, and K are the constant mass, damping, and stiffness matrices of the system, respectively, all
three of size n × n. The system’s generalized coordinates are stored in array u, of size n. Finally, the array
of time dependent externally applied forces, F (t), appears on the right-hand side of the equations.
Given the form of the equations of motion, eqs. (6.1), three categories of problems can be studied,
the free response, the forced harmonic response, and the transient response. Overviews of these three
techniques are given in sections 6.1.1, 6.1.2, and 6.1.3, respectively. In all cases, the damping matrix will
be ignored.
129
130 CHAPTER 6. DIRECT INTEGRATION ALGORITHMS FOR MULTI DOF SYSTEMS
K − ωr2 M u(r) = 0,
(6.2)
where ωr , r = 1, 2, . . . , n are the system’s natural frequencies and u(r) the associated eigenvectors. The
system’s eigenpairs are defined by eq. (2.22). Matrix P defined by eq. (2.38) stores the system’s eigen-
modes normalized in the space of the mass matrix. A similarity transformation based on this matrix
diagonalizes both mass and stiffness matrices, see eqs. (2.39).
The forced harmonic response problem was studied in chapter 3, where the properties of the dynamic
influence coefficients have been established.
where F̂ j and Ωj are the amplitude and frequency of the j th excitation force, respectively.
The forced harmonic procedure presented in section 6.1.2 applies to the j th harmonic force and
eq. (6.3) then yields the corresponding amplitude, ûj = (K − Ω2j M )−1 F̂ j .
6.2. ANALYSIS INCLUDING DAMPING 131
Cost
Modal
reduction
{
Cost/step
Eigenproblem Direct
solution cost integration
Cost/step
Matrix
factorization {
Time steps
Figure 6.1: Comparison of the costs of direct integration versus modal reduction.
The discussion presented in the previous paragraphs underlines some of the difficulties associated with
the modeling the energy dissipation mechanisms found in realistic structures. It must be noted, however,
many practical dynamical system are lightly damped and hence, damping has little effect on their behavior,
except at resonance. Consequently, damping mechanisms are often ignored all together.
P T C P = diag(2ωi ζi ). (6.5)
det(p2 M + pC + K) = 0. (6.9)
Because all its coefficients are real, this polynomial equation of order 2n will have 2n roots, that can be
real or complex conjugate. Since the energy dissipation mechanisms described by the damping matrix are
purely passive, the real parts of all characteristic exponents should be negative or zero, corresponding to
damped or purely oscillatory motions, respectively.
6.3. INTEGRATION OF EQUATIONS OF MOTION 133
As the number of degrees of freedom increases, the solution of the characteristic equation, eq. (6.9),
becomes increasingly arduous. For problems with a large number of degrees of freedom, it is convenient
to recast system (6.8) as a first order, generalized eigenproblem
M 0 pû 0 M pû
=p , (6.10)
0 −K û M C û
where the first set of equations is an identity, M pû = pM û. Note that the matrix appearing on the left-
hand side of this equation is not positive-definite, because one of its sub-block diagonal matrices, −K,
is positive negative. Hence, complex conjugate characteristic exponents are possible. The eigenmodes
associated with the complex characteristic exponents are complex conjugate quantities.
Table 6.1: Computation procedure for application of the central difference scheme to multi degree of
freedom systems.
• Initial computations.
The procedure described in table 6.1 is a direct generalization of the procedure described in section 5.1
for single degree of freedom systems. While this generalization looks reasonable, the convergence of the
integration algorithm must be established first. Because eqs. (6.17) provide consistent approximations to
the first and second derivatives, Lax’s theorem implies that the stability of the scheme must be proved
to guarantee its convergence. It is left to the reader to show the the amplification matrix for the scheme
presented above is of size 2n×2n, where n is the number of degrees of freedom of the system. Finding the
spectral radius of this potentially very large matrix is challenging, and hence, it is very arduous to prove
the stability of the scheme. The following section presents an alternative approach to the problem.
6.4. DIRECT INTEGRATION AND MODAL PROJECTION 135
Figure 6.2: Schematic of the modal superposition and direct integration methods.
It is possible to bypass this complicated analysis by studying the application of a given integration
scheme to a dynamical system represented by both physical and modal coordinates. Under the assumption
of proportional damping,
1. Unconditional stability.
2. Numerical dissipation.
3. Second-order accuracy.
For single degree of freedom systems, the approximations that characterize the generalized-α scheme are
given by eqs. (6.20) and (6.21). For multi degree of freedom systems, identical assumptions are made for
136 CHAPTER 6. DIRECT INTEGRATION ALGORITHMS FOR MULTI DOF SYSTEMS
Table 6.2: Computation procedure for application of the generalized-α scheme to multi degree of freedom
systems.
• Initial computations.
1. Predictor step.
βαf h2 1 β 2
(a) Compute the position: u†i = ui + hu̇i + üi + ( − )h ai .
α̂m 2 α̂m
γαf h γ
(b) Compute the velocity: u̇†i = u̇i + üi + (1 − )hai .
α̂m α̂m
2. Compute the effective load vector, F † = F i+1 − K u†i − C u̇†i .
3. Solve L D LT üi+1 = F † to find the actual accelerations of the system.
4. Find the algorithmic acceleration of the system using eq. (6.21). Update the positions and
velocities using eqs. (6.20a) and (6.20b), respectively.
The procedure described in table 6.2 is a direct generalization of the procedure described in section 5.3
for single degree of freedom systems. The convergence and accuracy of the integration scheme follow
6.5. ANALYSIS OF DIRECT INTEGRATION ALGORITHMS 137
from the results established in section 5.3.1. The procedure described here is identical for the generalized-
α, HHT, and WBZ schemes by choosing parameters αm and αf according to eqs. (5.55), (5.57), and (5.58),
respectively. For all three cases, parameters γ and β are given by eq. (5.56).
138 CHAPTER 6. DIRECT INTEGRATION ALGORITHMS FOR MULTI DOF SYSTEMS
Chapter 7
139
140 CHAPTER 7. APPLICATIONS TO MECHANICAL SYSTEMS
vector ı̄1 brings basis I to basis B∗ . The shaft is assumed to rotate at a constant angular velocity Ω, and
hence, Ψ = Ωt. Consequently, the inertial angular velocity of basis B∗ is simply ω = Ωb̄∗1
The position vector of the material point
R with respect to inertial point O is denoted -*
b3 - -*
- b2* b3
r R and can be expressed in the following two i3 P
alternative manners, B*
q3* s*2 P
* - q2 - -*
b1* R b s s* b
*
L η 1 - 3 2
rR = ı̄1 + q2 ı̄2 + q3 ı̄3 - R
2 (7.1) q 3 Ψ = Ωt C
L ∗ ∗ ∗ ∗ ∗ - O
= b̄1 + q2 b̄2 + q3 b̄3 . i1 Detailed view
2 -
q2 i2 of the disk
The coordinates of the reference point re-
solved in inertial basis I are denoted q2 and
q3 , whereas q2∗ and q3∗ give the corresponding Figure 7.2: Partial view of the system. For clarity of the
quantities resolved in the body attached basis figure, the shaft is not shown.
B∗ . Coordinates q2 and q3 give the position
of the point R “as viewed by an inertial ob-
server,” whereas q2∗ and q3∗ are the correspond-
ing quantities “as viewed by an observer rotating with the shaft.” Clearly, these two sets of quantities are
closely related,
∗
q2 cos Ωt sin Ωt q2 q2 cos Ωt − sin Ωt q2∗
= ⇔ = . (7.2)
q3∗ − sin Ωt cos Ωt q3 q3 sin Ωt cos Ωt q3∗
Because the disk is allowed to move in a fixed plane only, the configuration of the problem is fully
determined once generalized coordinates q2 and q3 or q2∗ and q3∗are given. Hence, this systems is a two
T
degree of freedom problem. It can be formulated in terms q = q2 , q3 , called the “inertial coordinates,”
or in terms of q ∗T = q2∗ , q3∗ , called the “rotating coordinates.”
Figure 7.2 shows an arbitrary material point of the disk, denoted point P, and the position vector of
this material point with respect to point R is denoted s. The position vector of point P is r P = rO + s, and
hence,
L
rP = b̄∗1 + (q2∗ + s∗2 )b̄∗2 + (q3∗ + s∗3 )b̄∗3 , (7.3)
2
where s∗2 and s∗3 are the components of vector s resolved in material basis B∗ . Finally, the inertial velocity
of material point P, denoted v P , is obtained from a time derivative of eq. (7.3) to find
v P = q̇2∗ b̄∗2 + q̇3∗ b̄∗3 + (q2∗ + s∗2 )b̄˙ ∗2 + (q3∗ + s∗3 )b̄˙ ∗3 = [q̇2∗ − Ω(q3∗ + s∗3 )] b̄∗2 + [q̇3∗ + Ω(q2∗ + s∗2 )] b̄∗3 . (7.4)
This expression involves four integrals over the disk that define its relevant inertial characteristics. The
first integral simply defines the disk’s total mass, m,
Z
m= dρ. (7.7)
Disk
The next two integrals in eq. (7.6) define the location of the center of mass of the disk, denoted point C in
fig. 7.2,
1 1
Z Z
∗ ∗ ∗
η2 = s dρ, η3 = s∗ dρ. (7.8)
m Disk 2 m Disk 3
The position vector of the disk’s center of mass with respect to point R is now η = η2∗ b̄∗2 + η3∗ b̄∗3 . Finally,
the last integral in eq. (7.6) defines the polar moment of inertial of the disk evaluated with respect to point
O, Z
IO = (s∗2 ∗2
2 + s3 ) dρ. (7.9)
Disk
Introducing definitions (7.7), (7.8), and (7.9) into the expression for the kinetic energy of the system,
eq. (7.6), then yields
m ∗2 IO
q̇2 + q̇3∗2 + Ω2 (q2∗2 + q3∗2 ) + 2Ω(q2∗ q̇3∗ − q3∗ q̇2∗ ) + mη2∗ Ω2 q2∗ + Ωq̇3∗ + mη3∗ Ω2 q3∗ − Ωq̇2∗ + Ω2 .
K=
2 2
(7.10)
the corresponding physical characteristics are k3∗ and m, respectively. The natural frequencies of the non-
rotating system are then
k2∗
ω2∗ = , (7.13a)
m
k∗
ω3∗ = 3 . (7.13b)
m
These two parameters, called the shaft’s “non-rotating frequencies,” play a fundamental role in the analysis
of the rotating system. If the stiffnesses of the shaft in the two orthogonal principal bending directions
are not equal, i.e., if k2∗ 6= k3∗ , the non-rotating frequencies are not equal, i.e., if ω2∗ 6= ω3∗ , and the shaft is
said to be anisotropic. On the other hand, if k ∗ = k2∗ = k3∗ , the non-rotating frequencies are also equal,
ω ∗ = ω2∗ = ω3∗ , and the shaft is said to be isotropic. Many rotating systems feature circular shafts for
which k ∗ = k2∗ = k3∗ . Due to manufacturing imperfections, however, shafts are never perfectly isotropic;
a very common situation is that ω2∗ = (1 + ε)ω3∗, where |ε| ≪ 1.
If dissipative forces are present in the shaft, their effect should also be taken into account. Because the
elasticity of the shaft is modeled by an equivalent spring stiffness constant, it seems natural to model the
effect of the dissipative forces by equivalent dashpots. In planes (b̄∗1 , b̄∗2 ) and (b̄∗1 , b̄∗3 ), the dissipative forces
are expressed as f2∗d = c∗2 q̇2∗ and f3∗d = c∗3 q̇3∗ , respectively, where c∗2 and c∗3 are the two equivalent dashpot
constants, respectively. To ease the interpretation of the results, the corresponding critical damping ratios
are introduced, leading to the following expressions, f2∗d = 2mω2∗ ζ2∗ q̇2∗ and f3∗d = 2mω3∗ ζ3∗ q̇3∗ .
The virtual work done by these dissipative forces now becomes
where the generalized forces associated with the shaft’s internal damping are defined as
∗ ∗ ∗
∗ ω2 ζ2 q̇2
Qζ = 2 . (7.15)
ω3∗ ζ3∗q̇3∗
Furthermore, to simplify the notation, the array of generalized coordinates was introduced
∗
∗ q
q = 2∗ . (7.16)
q3
δW = (δq2∗T b̄∗2 + δq3∗T b̄∗3 )(−mg sin Ωt b̄∗2 − mg cos Ωt b̄∗2 ) = mδq ∗T Q∗g , (7.17)
where the generalized forces associated with the gravity forces are defined as
∗ sin Ωt
Qg = −g . (7.18)
cos Ωt
7.1. DYNAMICS OF ROTATING SYSTEM 143
As the shaft and disk are whirling through the air, aerodynamic drag forces result, which are assumed
to be of the form f a = −bv R , where b is a coefficient that depends on the shapes of the shaft and disk1,
and v R the inertial velocity vector of point R, see fig. 7.2. The virtual work done by the drag forces is
δW = δr TR f a . The position vector of reference point R is given by eqs. (7.1), and the velocity vector of
the same point is obtained from eq. (7.4) where s∗2 = s∗3 = 0. The virtual work done by the drag forces
now becomes
δW = (δq2∗T b̄∗2 + δq3∗T b̄∗3 ) −b(q̇2∗ − Ωq3∗ )b̄∗2 − b(q̇3∗ + Ωq2∗ )b̄∗3 = mδq ∗T Q∗a .
(7.19)
The generalized forces associated with the drag forces are defined as
∗
∗ q̇2 − Ωq3∗
Qa = −ca ∗ , (7.20)
q̇3 + Ωq2∗
where ca = b/m is the aerodynamic drag coefficient.
where the array the generalized coordinates is defined by eq. (7.16). To obtain the compact form of
eq. (7.25), the mass, damping, and stiffness matrices were defined. For this simplified formulation, the
mass matrix reduces to the identity matrix
1 0
M= . (7.26)
0 1
C = G + D, (7.27)
ω2∗2 − Ω2
−Ωca
K= . (7.30)
Ωca ω3∗2 − Ω2
The many simplifying assumptions stated at the onset of the formulation allow the equations of motion
of the problem to be cast in the form of the two coupled, linear, ordinary differential equations in time given
by eqs. (7.25). The various parameters appearing in these equations are related to the various physical
phenomena that are modeled, often in very crude, approximate manners. The most important parameter is
Ω, the constant angular speed of the shaft. Parameters ω2∗ and ω3∗ determine the non-rotating frequencies of
the shaft. Parameter g, the acceleration of gravity, controls gravity effects; setting g = 0 eliminates gravity
forces from the formulation. Similarly, parameters ζ2∗ and ζ3∗ control the amount of energy dissipation in
the shaft; setting ζ2∗ = ζ3∗ = 0 assumes a conservative material for the shaft. Finally, parameter ca controls
the magnitude of the aerodynamic drag forces, which can be eliminated all together by setting ca = 0. In
the following sections, the effects of these various parameters will be investigated one at a time.
In general, this homogeneous, algebraic system admits the trivial solution, q̂ ∗ = 0, only. A non-trivial
solution exists, however, if the determinant of the system vanishes, i.e., if
det p2 M + pC + K = 0.
(7.31)
p4 + a3 p3 + a2 p2 + a1 p + a0 = 0. (7.32)
7.1. DYNAMICS OF ROTATING SYSTEM 145
Because matrices M, C, and K are real, coefficients a3 , a2 , a1 , and a0 are also real. This implies
that the characteristic exponents, if complex, must appear in complex conjugate pairs. For the Jeffcott
rotor studied here, the four roots of the characteristic equation form two complex conjugate pairs written
as p1,2 = σ1 ± iω1 and p3,4 = σ2 ± iω2 , where ω1 and ω2 are the frequencies of the motion. Stability
of the system requires σ1 ≤ 0 and σ2 ≤ 0. In factorized form, the characteristic equation becomes
(p − p1 )(p − p2 )(p − p3 )(p − p4 ) = 0, and expanding this expression leads to
The following observation is made: if the system is stable, σ1 ≤ 0 and σ2 ≤ 0, and eqs. (7.33) then yield
the following necessary conditions for stability: a0 ≥ 0, a1 ≥ 0, a2 ≥ 0, and a3 ≥ 0.
To obtain further information about stability, the system is assumed to be at the stability boundary, i.e.,
σ1 ≤ 0 and σ2 = 0. Equations (7.33) now become a0 = (σ12 +ω12 )ω22 , a1 = −2σ1 ω22 , a2 = σ12 +ω12 +ω22 , and
a3 = −2σ1 . Straightforward algebraic manipulations then reveal that at the stability boundary, a1 a2 a3 =
a21 + a0 a23 . Considering p1,2 = −1 ± i0 and p3,4 = −1 ± i0 yields a1 a2 a3 = 96 and a21 + a0 a23 = 16;
because this system is stable, the stability condition is a1 a2 a3 ≥ a21 + a0 a23 . This discussion leads to the
following stability criterion.
Criterion 7.1 (Stability criterion). A dynamical system with the characteristic equation (7.32) is stable if
and only if the following conditions are met, a0 ≥ 0, a1 ≥ 0, a2 ≥ 0, a3 ≥ 0, and a1 a2 a3 ≥ a21 + a0 a23 .
If the eigenvectors associated with characteristic roots p1,2 and p3,4 , are denoted r∗1 ± is∗1 and r∗2 ± is∗2 ,
respectively, the solution of the homogeneous part of eqs. (7.25) is
a1 − ib1 ∗ a1 + ib1 ∗
q∗ (t) = (r1 + is∗1 )e(σ1 +iω1 )t + (r1 − is∗1 )e(σ1 −iω1 )t + . . .
2 2
∗ ∗ ∗ ∗
(a1 r ∗1 + b1 s∗1 ) + i(b1 r∗1 − a1 s∗1 ) −iω1 t
σ1 t (a1 r 1 + b1 s1 ) − i(b1 r 1 − a1 s1 ) iω1 t
=e e + e + ...
2 2
= eσ1 t [(a1 r ∗1 + b1 s∗1 ) cos ω1 t + (b1 r ∗1 − a1 s∗1 ) sin ω1 t] + eσ2 t [(a2 r ∗2 + b2 s∗2 ) cos ω2 t + (b2 r ∗2 − a2 s∗2 ) sin ω2 t] ,
(7.34)
where a1 , b1 , a2 , and b2 are four integration constants that should be evaluated given the initial conditions
of the problem and the last equality follows from the use of Euler’s formula.
ω − Ω2
∗2 ∗
1 0 q̈2∗ 0 −2Ω q̇2∗ 0 q2
+ + = 0, (7.35)
0 1 q̈3∗ 2Ω 0 q̇3∗ 0 ω ∗2 − Ω2 q3∗
These equations for a set of two coupled, linear, ordinary differential equations in time. The two equations
are coupled through the gyroscopic matrix.
146 CHAPTER 7. APPLICATIONS TO MECHANICAL SYSTEMS
Using the procedure described in section 7.1.6, the characteristic equation of the system is obtained
easily, 2
p + ω ∗2 − Ω2
−2Ωp
det = 0,
2Ωp p2 + ω ∗2 − Ω2
and expanding the determinant leads to a bi-quadratic polynomial equation for the characteristic exponents
of the system p4 + 2(ω ∗2 + Ω2 )p2 + (ω ∗2 − Ω2 )2 = 0. The real and imaginary parts of the∗Tcharacteristic
∗ ∗T
roots are found to be σ1 = 0, ω1 = (ω −Ω), with associated
eigenvectors r 1 = 1, 0 , s1 = 0, −1 ,
and σ2 = 0, ω2 = (ω ∗ + Ω), with r ∗T ∗T
2 = 1, 0 , s2 = 0, 1 .
To visualize the stability characteristics of the
system, it is convenient to plot the real and imagi- 4
3.5 ω2 = ω* + Ω
nary parts of the characteristic exponents as func- 3
2.5
tions of non-dimensional rotor angular velocity, 2
ω*
ω
1.5 ω1 = ω* - Ω
Ω̄ = Ω/ω ∗ . The following parameter values are 0.5
1
A
selected: ω2∗ = ω3∗ = 1 rad/s. The top portion 0
ω*
of fig. 7.3 shows the two frequencies of the sys- 1
0.8
tem, ω1 = (ω ∗ − Ω) and ω2 = (ω ∗ + Ω), versus 0.6
rotor speed, Ω̄. Note that the imaginary parts of
σ
0.4
the other two characteristic roots, −(ω ∗ − Ω) and 0.2
σ1 σ2
−(ω ∗ + Ω) are simply mirror images of the other 0
0 0.5 1 * 1.5 2
Ω/ω
two and provide no additional information. It is
customary to show the positive imaginary parts of Figure 7.3: Real (bottom figure) and imaginary (top
the characteristic exponents only. The bottom por- figure) parts of the characteristic exponents versus ro-
tion of fig. 7.3 shows the real parts of the character- tor speed.
istic exponents versus the same non-dimensional
rotor speed, Ω̄ = Ω/ω ∗ .
Figure 7.3 summarizes the stability characteristics of the system in a convenient manner. For any
rotor speed, the top portion of the figure gives the two frequencies of the system and the bottom portion
of the figure provides the corresponding damping. Because σ vanishes at all rotor speeds, the system is
marginally stable for all speed.
The general solution of the system given by eqs. (7.34) now becomes
q2∗ (t) = a1 cos(ω ∗ − Ω)t + b1 sin(ω ∗ − Ω)t + a2 cos(ω ∗ + Ω)t + b2 sin(ω ∗ + Ω)t, (7.36a)
q3∗ (t) = −b1 cos(ω ∗ − Ω)t + a1 sin(ω ∗ − Ω)t + b2 cos(ω ∗ + Ω)t − a2 sin(ω ∗ + Ω)t. (7.36b)
Clearly, the motion of point R consists of the superposition of undamped vibrations at frequencies (ω ∗ −Ω)
and (ω ∗ + Ω). Because coordinates q2∗ (t) and q3∗ (t) give the positions of point R in material basis B∗ ,
eqs. (7.36) describe the motion of this point as viewed by an observer rotating with the shaft.
It is also possible to describe the same motion in the inertial system by using the coordinate transfor-
mation given by eq. (7.2) to find
q2 (t) = (a1 + a2 ) cos ω ∗t + (b1 + b2 ) sin ω ∗t, (7.37a)
q3 (t) = (a1 − a2 ) sin ω ∗ t − (b1 − b2 ) cos ω ∗ t. (7.37b)
For a2 = b1 = b2 = 0, the motion is q2 (t) = a1 cos ω ∗ t, q3 (t) = a1 sin ω ∗t, or q22 + q32 = a21 . The trajectory
of point R is a circle of radius a1 and point R moves along this circle in a counterclockwise direction at an
angular speed ω ∗ . Similarly, for a1 = b1 = b2 = 0, the motion is q2 (t) = a2 cos ω ∗t, q3 (t) = −a2 sin ω ∗ t,
or q22 + q32 = a22 . The trajectory of point R is now a circle of radius a2 and point R moves along this circle
in a clockwise direction at an angular speed ω ∗ .
∗
When the system’s angular velocity equals the shaft’s non-rotating bending frequency,
∗T
i.e., ∗T
Ω
when =
ω , the real and imaginary parts of the characteristic roots are found to be r2 = 1, 0 , s2 = 0, 1 .
This operating point corresponds to point A in fig. 7.3.
7.1. DYNAMICS OF ROTATING SYSTEM 147
ω2∗2 + ω3∗2
α = Ω2 + > 0,
2
2 (7.39)
ω3∗2 − ω2∗2
2 2 2 2
β=α − (ω2∗2−Ω )(ω3∗2
− Ω ) = 2Ω (ω2∗2
+ ω3∗2 )
+ > 0.
2
2
√ 2
√
The roots of the bi-quadratic √ equation, eq. (7.38), are now p 1 = −(α − β) and p 2 = −(α + β).
∗ ∗ 2
If Ω ≤ ω2 or Ω ≥ ω3 , β ≤ α and hence, p1p≤ 0. The real and imaginary parts of the corresponding
√
characteristic
exponents
are σ1 =
0 and ω1 = √α − β, respectively. The corresponding eigenvector
2
is r ∗T ∗T
1 = 1, 0 , s1 = 0, −s1 , where s1 = ( β − γ)/(2Ωω1 ) and γ = 2Ω + (ω3 − ω2 )/2 > 0.
∗2 ∗2
∗2 ∗2 ∗ ∗
√ that s1 > 0 for 2Ω < ω2 but s1 < 0 for Ω > ω2 . On the other hand, when ω2 < Ω < ω3 ,
Note
β > α and p√ hence, p1 > 0. The real and imaginary parts of the corresponding characteristic exponents
are σ1 = ± β − α and ω1 = 0, respectively. Because one of the characteristic exponents
∗T has a positive
∗T
real part, the
√ system is unstable. The corresponding eigenvector is r 1 = 1, ∓r 1 , s 1 = 0, 0 , where
r1 = (γ − β)/(2Ωσ1 ) > 0.
Since p22 is always negative,
p√ the real and imaginary parts of the corresponding characteristic exponents
∗T
∗T
are
σ 2 = 0 and ω 2 = √ β + α, respectively. The corresponding eigenvector is r 2 = 1, 0 , s2 =
0, s2 , where s2 = ( β + γ)/(2Ωω2 ) > 0.
Figure 7.4 shows the stability characteristics of the
system, represented by the real and imaginary parts 3.5
4
∗ ω2
dimensional rotor angular velocity, Ω̄ = Ω/ω2 . The 2
ω
zone
1.5
following parameter values are selected: ω2∗ = 1 and 1
0.5
ω1
∗
ω3 = 1.3 rad/s. The top portion of fig. 7.4 shows the 0
ω*2 ω*3
two frequencies of the system, ω1 and ω2 , versus ro- 0.2
0.15
σ1
tor speed, Ω̄. The bottom portion of fig. 7.4 shows the 0.1
0.05 σ2
real parts of the characteristic exponents versus the same 0
σ
-0.05
non-dimensional rotor speed. While the real parts of the -0.1
-0.15
∗ ∗
characteristic exponents vanish for Ω ≤ ω2 and Ω ≥ ω3 , -0.2
0 0.5 1 1.5 2
Ω / ω*2
the real part of one characteristic exponent becomes pos-
itive for ω2∗ ≤ Ω ≤ ω3∗ , i.e., when the rotor speed is in
Figure 7.4: Real (bottom figure) and imaginary
between the two non-rotating natural bending frequen-
(top figure) parts of the characteristic exponents
cies of the shaft.
versus rotor speed.
According of criterion 7.1, the conditions for stabil-
ity of the system are a0 = (ω2∗2 − Ω2 )(ω3∗2 − Ω2 ) ≥ 0,
148 CHAPTER 7. APPLICATIONS TO MECHANICAL SYSTEMS
t=0
q3*
0
q3*
-1
-5
-2
Forward
-3
whirling
-10
-4 -3 -2 -1 0 1 2 3 4 -10 -5 0 5 10
q2* q2*
Figure 7.5: Trajectory of point R as viewed by a Figure 7.6: Trajectory of point R as viewed by a
rotating observer (Ω = 0.75 rad/s). rotating observer (Ω = 1.75 rad/s).
As predicted by the theory developed above, the motion is stable in both cases. For the low rotor
speed shown in fig. 7.5, a forward whirling motion is observed at the low frequency, in contrast with the
motion at high frequency, which exhibits backward whirling. For the high rotor speed shown in fig. 7.6, a
backward whirling motion is observed at both low and high frequencies.
For the unstable stable regime of operation, the general solution of the system given by eqs. (7.34)
becomes
q2∗ (t) = (a1 eσ1 t + c1 e−σ1 t ) + ( a2 cos ω2 t + b2 sin ω2 t), (7.41a)
q3∗ (t) = −r1 (a1 eσ1 t + c1 e−σ1 t ) + s2 (−a2 sin ω2 t + b2 cos ω2 t). (7.41b)
Clearly, the motion of point R consists of the superposition of an exponentially growing motion and of an
undamped, oscillatory motion at frequency ω2 . The motion is quickly dominated by the exponential term,
7.1. DYNAMICS OF ROTATING SYSTEM 149
exp(σ1 t), confirming the instability of the system. Using equations (7.2), the coordinates of point R as
viewed by an inertial observer can also be obtained.
4 4
3 3
2
2 1
q2*
q2
1 0
-1
0
-2
-1 -3
0.5 3
0 2
-0.5
1
q3*
-1
q3
0
-1.5
-2 -1
-2.5 -2
0 5 10 15 20 25 30 0 5 10 15 20 25 30
TIME TIME
Figure 7.7: Histories of the coordinates of point R Figure 7.8: Histories of the coordinates of point R
as viewed by a rotating observer. Top figure: q2∗ , as viewed by an inertial observer. Top figure: q2∗ ,
bottom figure: q3∗ . bottom figure: q3∗ .
To verify the predictions of the stability analysis developed above, an additional simulation is run for
an unstable rotor speed ω2∗ < Ω = 1.15 < ω3∗ rad/s. The initial conditions are selected as q2∗ (t = 0) =
q3∗ (t = 0) = 0, q̇2∗ (t = 0) = 1, and q̇3∗ (t = 0) = −1. Figures 7.7 and 7.8 depict the time histories of
the coordinates of point R as viewed by rotating and inertial observers, respectively. The trajectories of
the same point as viewed by rotating and inertial observers are shown in figs. 7.9 and 7.10, respectively.
These two figure clearly illustrate the fast diverging trajectory of point R, indicating the instability of the
system.
2.5
2
0
1.5
-0.5
1
q3*
-1 0.5
q3
-1.5 0
-0.5
-2
-1
-0.5 0 0.5 1 1.5 2 2.5 3
q2* -1.5
-2 -1 0 1 2 3
q2
Figure 7.9: Trajectory of point R as viewed by a Figure 7.10: Trajectory of point R as viewed by an
rotating observer. inertial observer.
The isotropic rotor studied in section 7.1.7 is clearly a very highly idealized situation. In practice,
shafts always exhibit a certain level of anisotropy. Let ω3∗2 = (1 + ε/2)ω ∗2 and ω2∗2 = (1 − ε/2)ω ∗2. This
implies that ω ∗2 is the average of the squares of the bending natural frequencies, ω ∗2 = (ω2∗2 + ω3∗2 )/2, and
ε = (ω3∗2 − ω2∗2 )/ω ∗2 is a measure of the shaft’s anisotropy. It is often the case that ε ≪ 1, which means
that the two bending natural frequencies of the shaft are nearly identical, as would be the case for a shaft
of circular cross-section, for instance.
It is interesting to consider the case where ε ≪ 1, i.e., the shaft is nearly isotropic, and Ω = ω ∗ , i.e.,
the rotor speed is in between the nearly identical natural bending frequencies of the shaft. The results
presented in this section indicate that the system is unstable. Explicit results can be obtained by noting
that α = 2ω ∗2 and β = 4ω ∗2 (1 + ε2 /16). This leads to p21 ≈ ε2 ω ∗2 /16 and p22 ≈ −4ω ∗2 , and finally,
150 CHAPTER 7. APPLICATIONS TO MECHANICAL SYSTEMS
While the system is unstable, the amplitude of the motion grows slowly. Doubling the amplitude of the
motion requires exp(σ1 t) = 2, or τ = (2 ln 2)/(πε). If ε = 10−3 , τ = 440, i.e., it will take 440 revolutions
of the rotor for the amplitude of the motion to double.
This discussion clearly indicates that the conclusions of section 7.1.7, while theoretically correct, are
erroneous in practice. Indeed a “perfectly isotropic” shaft is an idealization that cannot be achieved with
actual hardware. Shafts are always anisotropic, although their natural bending frequencies in the two
principal bending directions might be nearly identical. Consequently, when the rotor speed is in between
these two frequencies, the system becomes unstable. While the growth of the motion might be slow
initially, it is, nevertheless, an unstable system.
Ω2 η2∗ Ω2 η3∗
q2∗ = ∗2 , q3∗ = . (7.43)
ω2 − Ω2 ω3∗2 − Ω2
For an observer rotating with the shaft, gravity effects induce vibratory stresses in the shaft at frequency
Ω. In contrast with disk unbalance that does not create fatigue loading, gravity generates high frequency
fatigue loading in the shaft.
The motion of the system as viewed by an inertial observer is obtained with the help of eqs. (7.2),
g2∗ − g3∗
q2 (t) = sin 2Ωt, q3 (t) = g2∗ sin2 Ωt + g3∗ cos2 Ωt. (7.46)
2
Of particular interest is the case of the isotropic shaft where ω2∗ = ω3∗ = ω ∗ ; this implies g2∗ = g3∗ =
−g/ω ∗2 , and hence, q2 (t) = 0 and q3 (t) = −g/ω ∗2. As expected for this situation, the shaft simply sags
under its own weight.
Large amplitude response are expected from gravity loading when the denominator of eqs. 7.45 van-
ishes. This occurs at the following critical rotor speed
ω2∗ ω3∗
Ωcr = p , (7.47)
2 (ω2∗2 + ω3∗2 )
For an isotropic shaft, q2 (t) = 0 and q3 (t) = −g/ω ∗2, and this effect disappears. Here again, it is
interesting to look at the nearly isotropic shaft case for which ω3∗2 = (1 + ε/2)ω ∗2 and ω2∗2 = (1 − ε/2)ω ∗2 ,
with ε ≪ 1. The critical speed now becomes
r
ω∗ ε2 ω∗
Ωcr = 1− ≈ . (7.48)
2 4 2
In summary, the effect of gravity is twofold. First, it generates vibratory bending stresses in the shaft
at frequency Ω resulting in high cycle fatigue loading. Second, large amplitude response is expected near
the critical rotor speed defined by eq. (7.47). For nearly isotropic shafts, this critical speed is about equal
to half the shaft’s natural frequency in bending.
that might be present in the rotating system. Internal damping is also referred to as “rotating system
damping.”
To study the effects of internal damping, a rotor system featuring a balanced disk, an anisotropic shaft,
and internal damping is considered. The internal damping is represented by the critical damping ratios ζ2∗
and ζ3∗. All other parameters of the problem are assumed to vanish, i.e., g = ca = 0.
Using the procedure described in section 7.1.6, the characteristic equation of the system is obtained
easily, 2
p + 2pω2∗ ζ2∗ + ω2∗2 − Ω2
−2Ωp
det = 0,
2Ωp p2 + 2pω3∗ζ3∗ + ω3∗2 − Ω2
and expanding the determinant leads to a polynomial equation for the characteristic exponents of the
system
p4 + 2p3 (ω2∗ ζ2∗ + ω3∗ ζ3∗ ) + p2 (ω2∗2 + ω3∗2 + 2Ω2 + 4ω2∗ ω3∗ ζ2∗ζ3∗ )
(7.49)
+ 2p ω2∗ζ2∗ (ω3∗2 − Ω2 ) + ω3∗ζ3∗ (ω2∗2 − Ω2 ) + (ω2∗2 − Ω2 )(ω3∗2 − Ω2 ) = 0.
None of the coefficients of this quartic equations vanish, make its solution more arduous than in the
previous cases.
According to criterion 7.1, stability of the system requires all coefficients of the characteristic equation
to be positive. In particular, a0 ≥ 0 implies instability of the system when ω2∗ ≤ Ω ≤ ω3∗ , as was the case in
the absence of internal damping. An additional condition to be met for stability is a1 ≥ 0, which implies
√
Ω < ω2∗ω3∗ (ζ2∗ ω3∗ + ζ3∗ ω2∗)/(ζ2∗ω2∗ + ζ3∗ω3∗ ). If the critical damping ratios √ in the two principal bending
direction are about equal, i.e., if ζ2 ≈ ζ3 , this condition reduces to Ω < ω2 ω3 , which implies Ω < ω3∗ .
∗ ∗ ∗ ∗
Combining these to stability conditions leads to Ω < ω2∗ , that is, the system is unstable for rotor speeds
above the lowest bending natural frequency of the system.
Figure 7.12 shows the stability characteristics
of the system, represented by the real and imagi- 4
3.5
nary parts of the characteristic exponents as func- 3
2.5
ω2
tions of non-dimensional rotor angular velocity,
ω
Static instability
1.5
Ω̄ = Ω/ω2∗ . The following parameter values are 1
0.5
ω1
∗ ∗ ∗ ∗
selected: ω2 = 1, ω3 = 1.3 rad/s, and ζ2 = ζ3 = 0
ω*2 ω*3
0.05. The top portion of fig. 7.12 shows the two 0.2
0.15 Dynamic
σ1
frequencies of the system, ω1 and ω2 , versus rotor 0.1
0.05
instability
speed, Ω̄. The bottom portion of fig. 7.12 shows the 0
σ
-0.05
real parts of the characteristic exponents versus the -0.1
-0.15
σ2
∗
same non-dimensional rotor speed. For Ω ≤ ω2 , -0.2
0 0.5 1 1.5 2
the real part of both characteristic exponent are Ω / ω*2
dynamic instability: one characteristic exponent is of the form σ1 ± iω1 . This means that as the amplitude
of the motion grows exponentially, it also oscillates at frequency ω1 . The ranges of these two types of
instability are indicated in fig. 7.12.
If the term under the square root is negative, i.e., if (ω ∗2 − c2a /2)2 < ω2∗2 ω3∗2 , no solution to this quadratic
equation is possible and a0 ≥ 0 for all rotor speeds. Hence, the condition for stability of the system is
q
ca > ĉa = 2 (ω ∗2 − ω2∗2 ω3∗2 ) = ω3∗ − ω2∗. (7.52)
If this condition is not met, the system is unstable for the rotor speeds within the boundaries given by
eq. (7.53), which can be written as
p Ω2 p
(1 + ∆) − ∆(2 + ∆) ≤ ∗ ∗ ≤ (1 + ∆) + ∆(2 + ∆), (7.53)
ω2 ω3
2.5 ω2
zone
1.5
Ω̄ = Ω/ω2∗ . The following parameter values are 1
0.5
ω1
selected: ω2∗ = 1, ω3∗ = 1.3 rad/s, and ca = 0.25 0
ω*2 ω*3
s−1 . For this case, ca < ĉa = ω3∗ − ω2∗ = 0.3 0.1
0.05 Instability
0
-0.05
σ1
-0.1 σ2
σ
-0.15
154 CHAPTER 7. APPLICATIONS TO MECHANICAL SYSTEMS
and expanding the determinant leads to a polynomial equation for the characteristic exponents of the
system.
Figure 7.14 shows the stability characteristics
of the system, represented by the real and imagi- 4
3.5
nary parts of the characteristic exponents as func- 3
2.5
tions of non-dimensional rotor angular velocity, 2
ω2 Unstable
ω
1.5
zone
Ω̄ = Ω/ω2∗ . The following parameter values are 1
0.5
ω1
∗ ∗ ∗ ∗
selected: ω2 = 1, ω3 = 1.3 rad/s, ζ2 = ζ3 = 0.1, 0
ω*2 ω*3
and ca = 0.31 s−1 . For this set of parameters, 0.1
Instability
0
the instability for rotor speeds in the neighborhood -0.1
σ1
σ
7.1.14 Conclusions
The previous sections have demonstrated the complex dynamic behavior of rotating system. The very
simplified model presented here exhibits some of the phenomena that are observed in realistic system, but
many more exist.
Shaft flexibility is far more complex than the spring equivalent used here. If the shaft is modeled as
a flexible beam, many bending modes will appear, and torsion cannot be neglected. Most rotor system
have many disks that can translate and rotate out-of-plane. Furthermore, the flexibility of these disks is
not always negligible.
Bearing also play an important role in the dynamics of rotating system. In the simple model presented
here, bearing were assumed to have infinite stiffness. In many practical situations, this is not the case,
and bearing stiffness must be taken into account. Note that the stiffnesses of bearings are generally not
identical in all directions: bearings are typically anisotropic. Friction effects in bearings play an important
role as a source of external damping. The physical behavior of the oil film between the rotating and
stationary components of the bearing bring to light an array of new phenomena that all impact dynamic
response and stability boundaries of the system.
Many analysis tools are used to study rotor dynamics, which can be analyzed in a fixed or rotating
coordinate system. Complex rotor system require extensive finite element models to capture the many
vibration modes of the system. Furthermore, nonlinear effects will also have have a profound effect of the
dynamic behavior of rotating systems.
156 CHAPTER 7. APPLICATIONS TO MECHANICAL SYSTEMS
Chapter 8
Mathematical tools
det(A) = a11 a22 a33 + a12 a23 a31 + a13 a21 a32
(8.2)
− a31 a22 a13 − a12 a21 a33 − a11 a23 a32 .
An arbitrary tensor can always be decomposed into its symmetric part and skew-symmetric part
A + AT A − AT
A= + = symm(A) + skew(A). (8.3)
2 2
In this equation, symm(A) denoted the symmetric part of the tensor
A+A 2aT11 a12 + a21 a13 + a31
1
symm(A) = = a12 + a21 2a22 a23 + a32 , (8.4)
2 2
a13 + a31 a23 + a32 2a33
157
158 CHAPTER 8. MATHEMATICAL TOOLS
The axial vector, a, associated with a second-order tensor, A, is denoted a = axial(A). It is defined as
follows
A − AT
a = axial(A) ⇐⇒ ã = . (8.6)
2
It is readily verified that
a1 1 a32 − a23
a = axial(A) = a2 = a13 − a31 . (8.7)
2
a3 a21 − a12
uT T u > 0, (8.8)
for any arbitrary vector u 6= 0. It is semi positive-definite if uT T u ≥ 0 for any vector u 6= 0. For instance,
consider the tensor corresponding to the tensor product of a vector by itself, T = a aT , a 6= 0. This tensor
is semi positive-definite because uT T u = (aT u)2 ≥ 0 for any choice of u 6= 0; the equality hold when a
is normal to u.
where square matrices Ă and A are of size n × n, C is of size m × m, and rectangular matrices G and
H are of size n × m, with m ≤ n. The determinant and inverse of matrix A are assumed to be know,
and the corresponding quantities are sought for matrix Ă. In practical cases, m ≪ n and G C H T is the
“modification” from matrix A to matrix Ă.
For m = 1, the modified matrix defined by eq. (8.9) is of a particularly simple form,
Ă = A + g γhT , (8.10)
where γ is a scalar, and g and h arrays of size n. Equation (8.10) defines an elementary modification of
matrix A, while eq. (8.9) defines a general modification of the same matrix.
I + ghT g
I 0 I 0 I g
= T . (8.11)
hT 1 0T 1 −hT 1 0 1 + gT h
Because the first and third matrices on the left-hand side of this identity are lower triangular matrices,
their determinants equal unity. Similarly, the right-hand side matrix is upper triangular and hence, its
determinant is 1 + g T h. Evaluating the determinant of the two sides of identity (8.11) then yields the
following result
det I + ghT = 1 + g T h,
(8.12)
which is known as the matrix determinant lemma.
8.2. DETERMINANT AND INVERSE OF MODIFIED MATRICES 159
The matrix determinant lemma now is easily generalized by noting that an elementary modification
of matrix A of the form given by eq. (8.10) can be written as Ă = A + γghT = A(I + A−1 gγhT ) =
T
A(I + ḡ h̄ ), where ḡ = A−1 g and h̄ = γh. The determinant of modified matrix Ă now becomes
T T
det(Ă) = det A(I + ḡ h̄ ) = det(A)det(I + ḡ h̄ ) = det(A)(1 + ḡ T h̄),
where the last equality follows from the matrix determinant lemma (8.12). This leads to the following
result
det(A + γghT ) = det(A)(1 + γhT A−1 g), (8.13)
Given matrix A, its determinant, and its inverse, this formula gives the determinant of the modified matrix
with minimum computational effort.
Note that the left-hand side of this equation is the determinant of a matrix of size n × n, whereas its
right-hand side is that of a matrix of size m × m.
The above result is now easily generalized by noting that a general modification of matrix A of the
T
form given by eq. (8.9) can be written as Ă = A + G C H T = A(I + A−1 G C H T ) = A(I + Ḡ H̄ ),
where Ḡ = A−1 G and H̄ = H C T . The determinant of modified matrix Ă now becomes
T T T
det(Ă) = det A(I + Ḡ H̄ ) = det(A)det(I + Ḡ H̄ ) = det(A)det(I + Ḡ H̄),
where the last equality follows from the generalized matrix determinant lemma (8.14). Straightforward
algebraic manipulations then lead to the following result
Given matrix A, its determinant, and its inverse, this formula gives the determinant of the modified matrix
with minimum computational effort.
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