NUCLEAR ENGINEERING AND DESIGN 3 (1966) 183-185. NORTH-HOLLAND PUBLISHING COMP.
, AMSTERDAM
DYNAMIC RELAXATION COMPARED WITH OTHER
ITERATIVE FINITE DIFFERENCE METHODS
J. R. H. O T T E R
Rena!el, Palmer & Tritton, Consulting and Designing Chartered Civil Engineer's,
London, England
Received 27 October 1965
My a r t i c l e in the, J a n u a r y 1965 i s s u e of Nu-
c l e a r S t r u c t u r a l E n g i n e e r i n g entitled "Computa-
tions for p r e s t r e s s e d c o n c r e t e r e a c t o r p r e s s u r e
v e s s e l s u s i n g d y n a m i c relaxation" d e s c r i b e d a
s y s t e m of n u m e r i c a l computation for c o n c r e t e
p r e s s u r e v e s s e l s u s i n g finite difference equiva-
l e n t s of c r i t i c a l l y damped wave equations o r g a n -
i s e d in such a way that the solutions obtained
converged to the steady state solution of the u s u -
al e l a s t i c equations. The s y s t e m was developed
in the office of a p r a c t i s i n g c o n s u l t i n g e n g i n e e r
confronted with a specific design p r o b l e m and to
a d a t e - l i n e , and as was mentioned in the a r t i c l e ,
t h e r e w e r e a n u m b e r of m a t h e m a t i c a l loose ends
in the p r e s e n t a t i o n . Whilst the r e s u l t s of the
s y s t e m have now been checked a g a i n s t l a r g e
s c a l e m o d e l s at the CEGB R e s e a r c h L a b o r a t o r y
and at the I m p e r i a l College London, and the s y s -
t e m accepted as a design method for p r e s s u r e
v e s s e l s , it has b e e n felt that the s y s t e m should
be c o m p a r e d in detail with other s y s t e m s which
have b e e n o r could be used for the e l a s t i c con-
tinuum problem.
An opportunity ha~3 a r i s e n for this c o m p a r i s o n
to be made in connection with i n v e s t i g a t i o n s into
the d e s i g n of c o n c r e t e d a m s u n d e r the a u s p i c e s
of the Civil E n g i n e e r i n g R e s e a r c h Association,
London. T h e s e i n v e s t i g a t i o n s a r e b e i n g c a r r i e d
out in a n u m b e r of B r i t i s h u n i v e r s i t i e s ~nd by
the U.S. B u r e a u of R e c l a m a t i o n and include about
a dozen design and raodel studies of five typical
dam types. The r e s u l t s will be published as
CERA r e p o r t s . C e r t a i n d i s c r e p a n c i e s have been
shown between the r e s u l t s given by different
finite d i f f e r e n c e sohltions of the p r o b l e m which
have made it n e c e s s a r y to make a c o m p a r a t i v e
e x a m i n a t i o n of the v a r i o u s s y s t e m s . This has led
the w r i t e r to make tiae n e c e s s a r y a n a l y s i s of the
dynamic r e l a x a t i o n s y s t e m with v e r y i n t e r e s t i n g
r e s u l t s . T b e s e will be r e p o r t e d in detail e l s e -
where, but a s u m m a r y of the r e s u l t s is given
below.
To enable the r e a d e r to follow this s u m m a r y ,
it is suggested that he m a k e s a p r e l i m i n a r y
study of the subject as set out in s e c t i o n s 21 and
22 of F o r s y t h e and W a s o w ' s b o o k , F i n i t e d i f f e r -
ence methods for p a r t i a l d i f f e r e n t i a l equations"
which sets out the g e n e r a l m a t h e m a t i c a l b a s i s of
the s y s t e m s of i t e r a t i v e finite difference a n a l y -
s i s at p r e s e n t in use. It will be s e e n that the
v a r i o u s s y s t e m s can be b r o a d l y divided u n d e r
the following headings:
a) explicit or i m p l i c i t f o r m u l a t i o n s of the finite
differences;
b) s i m u l t a n e o u s or s u c c e s s i v e methods of r e l a x -
ation;
c) b a s i c o r a c c e l e r a t e d methods of relaxation;
d) point o r block relaxation.
Of the explicit point methods of a n a l y s i s , which
a r e the e a s i e s t to p r o g r a m m e , it will be seen
that the t h r e e c l a s s i c a l methods can be de-
s c r i b e d as follows:
a) the Jacobi i t e r a t i o n u s e s s i m u l t a n e o u s b a s i c
relaxation;
b) the G a u s s - S e i d e l (C-S) i t e r a t i o n u s e s s u c c e s -
sive b a s i c relaxation, with a c o n v e r g e n c e
ratio twice that of the Jacobi;
c) the S u c c e s s i v e O v e r r e l a x a t i o n (SOR) i t e r a t i o n
uses successive accelerated relaxation,
which, when the o p t i m u m o v e r r e l a x a t i o n fac-
tor is used, gives a much f a s t e r c o n v e r g e n c e
than the Gauss-Seidel.
Dynamic Relaxation (DR) fits neatly into the pat-
t e r n of the c l a s s i c a l methods as it u s e s s i m u l -
taneous a c c e l e r a t e d relaxation. It is i n t e r e s t i n g
to note that the o p t i m u m damping factor for DR
for the Laplace equation solution has the s a m e
m a t h e m a t i c a l b a s i s as that for SOR, the r e l a t i o n
then being:
184 J.R.H. OTTER
2 points with s i m u l t a n e o u s i t e r a t i o n f o r the bound-
Wb 1 + ~K
w h e r e w b i s the o p t i m u m o v e r r e l a x a t i o n f a c t o r ,
and K is the c r i t i c a l d a m p in g f a c t o r .
F o r the L a p l a c e equation the c o n v e r g e n c e r a -
tio of SOR is about twice that of DR, the r e l a t i o n
be ing the s a m e as b e t w e e n the GS and J a c o b i
i t e r a t i o n s , which a r e r e s p e c t i v e l y SOR and DR
with wb = 1 o r K = 2. A p a r t i c u l a r l y i n t e r e s t i n g
point in the c o m p a r i s o n is the a n a l y s i s of SOR by
G a r a b e d i a n quoted by F o r s y t h e and Wasow [1] on
p. 263; it will be s e e n that G a r a b e d i a n f o r m u -
l a t e s the L a p l a c e solution u s i n g SOR as a
damped wave equation in a c e r t a i n s p a c e - t i m e
c o o r d i n a t e s y s t e m , and that he d e t e r m i n e s the
o p t i m u m o v e r r e l a x a t i o n f a c t o r in a f o r m r e m i -
n i s c e n t of that given by the w r i t e r f o r the DR
c r i t i c a l damping factor.
E s s e n t i a l l y , the p r o b l e m of d e t e r m i n i n g the
c r i t i c a l d am p i n g f a c t o r f o r DR is the s a m e as
that fo r d e t e r m i n i n g the o p t i m u m o v e r r e l a x a t i o n
f a c t o r in SOR, and this for p r o b l e m s o t h e r than
that of the L a p l a c e equation has b e e n found ana-
l y t i c a l l y so difficult that it has been r e c o m -
mended that the f a c t o r should be d e t e r m i n e d e x -
p e r i m e n t a l l y . The a n a l y t i c a l p r o b l e m is the
d e t e r m i n a t i o n of the m a x i m u m r o o t ( s p e c t r a l
radius) of the finite d i f f e r e n c e m a t r i x s u b j e c t to
the given boundary conditions. In the c a s e of
e l a s t i c s t r u c t u r a l p r o b l e m s this c o r r e s p o n d s to
the d e t e r m i n a t i o n of the lowest v i b r a t i o n f r e -
quency of the s t r u c t u r e [2] and the f o r m u l a t i o n of
DR as a wave equation i n d i c a t e s the m a n n e r in
which the c r i t i c a l d a m p in g f a c t o r can b e s t be a s -
s e s s e d . In n o n - d i m e n s i o n a l t e r m s , the c r i t i c a l
damping f a c t o r (K) is the s a m e as t w i c e the low-
e st undamped f r e q u e n c y of the s y s t e m (WoAt).
As p r e v i o u s l y stated, this m a y be a f l e x u r a l o r a
longitudinal vibration, and d i f f e r e n t v a r i a b l e s at
d i f f e r e n t points in the s t r u c t u r e m a y r e s p o n d
differently. However, w h i c h e v e r i t e r a t i v e method
is to be used, the p r o b l e m of o p t i m u m r e l a x a t i o n
r e m a i n s the s am e.
The q u e s t i o n as to w h e t h e r s u c c e s s i v e o r
s i m u l t a n e o u s o v e r r e l a x a t i o n should be u s e d d e -
pends l a r g e l y on the c o m p l e x i t y of the p r o b l e m .
In s i m p l e c a s e s t h e r e is s o m e advantage in u s i n g
SOR, but d i f f i c u l t i e s a r i s e as the n u m b e r of d e -
pendent v a r i a b l e s i n c r e a s e s when the p r o g r a m -
m i n g logic can get v e r y c o m p l i c a t e d . S o m e t i m e s
t h e r e i s a f u r t h e r p r o b l e m involved in applying
s u c c e s s i v e r e l a x a t i o n to the boundary conditions;
this m a t t e r is too involved to d i s c u s s h e r e , but it
ma y be said that to avoid the difficulty, it is p o s -
sible to u s e s u c c e s s i v e i t e r a t i o n f o r i n t e r n a l
a r y conditions, p r e s u m a b l y with s o m e s m a l l l o s s
in c o n v e r g e n c e speed. On b a l a n c e , the w r i t e r
b e l i e v e s s i m u l t a n e o u s i t e r a t i o n is p r a c t i c a l l y the
b e t t e r in spite of the s o m e w h a t s l o w e r c o n v e r -
gence.
T h e r e a r e a n u m b e r of f e a t u r e s in the u se of
DR f o r p r e s s u r e v e s s e l p r o b l e m s as d e s c r i b e d
in Nucl. Struct. Eng. vol. 1, no. 1, which a r e
v a l u a b l e for that p a r t i c u l a r p r o b l e m , but not e s -
s e n t i a l in the f o r m u l a t i o n of a g e n e r a l s y s t e m of
simultaneous overrelaxation. These are:
a) the u se of the s t r e s s - s t r a i n and e q u i l i b r i u m
equations s e p a r a t e l y ;
b) the u s e of i n t e r l a c i n g nets;
c) the u s e of c u r v i l i n e a r c o o r d i n a t e s y s t e m s to
c o r r e s p o n d m o s t c l o s e l y to the b o u n d a r i e s of
the p r o b l e m .
With r e g a r d to a), the i t e r a t i o n equations may
be f o r m u l a t e d in t e r m s of the d i s p l a c e m e n t s
only, or if t h e r e w e r e any advantage in doing so,
u s i n g the e l a s t i c equations w r i t t e n in t e r m s of
the s t r e s s e s only. Whilst f o r c a r t e s i a n c o o r d i -
n at es t h e s e f o r m u l a t i o n s a r e quite s i m p l e , they
become progressively aore complicated:
1) when c u r v i l i n e a r c o o r d i n a t e s a r e u s e d to fit
the b o u n d a r i e s ;
2) when the n u m b e r of d i m e n s i o n s involved in the
problem increases;
3) when the boundary conditions i n v o l v e both
s t r e s s e s and d i s p l a c e m e n t s ;
4) when s u c c e s s i v e i t e r a t i o n is used.
In one p r o b l e m in which it w as n e c e s s a r y to
u s e n o n - o r t h o g o n a l c u r v i l i n e a r c o o r d i n a t e s in
t h r e e d i m e n s i o n s , it is thought that the f o r m u l a -
tion of the equations in t e r m s of the d i s p l a c e -
m e n t s would have been p r a c t i c a l l y s p e a k i n g i m -
p o s s i b l e . In any c a s e , p r o g r a m m i n g i s usually
much s i m p l e r when s e p a r a t e d equations a r e
used; m o r e s t o r a g e s p a c e is r e q u i r e d in the
c o m p u t e r , but this has not a s a r u l e p r o v e d an
obstacle.
Th e u se of i n t e r l a c i n g nets is v a l u a b l e in
e l a s t i c p r o b l e m s in o r d e r to obtain the s a m e
finite d i f f e r e n c e i n t e r v a l f o r the s h e a r d i s p l a c e -
m e n t s as f o r the n o r m a l s t r e s s d i s p l a c e m e n t s .
T h i s has been d eal t with in s o m e d e t a i l by G i l l e s
[3] to which the r e a d e r i s r e f e r r e d . It will be
s e e n that the a c c u r a c y of the r e s u l t s f o r any giv-
en m e s h s i z e is i m p r o v e d when i n t e r l a c i n g nets
a r e adopted.
W h et h er c u r v i l i n e a r c o o r d i n a t e s to fit the
b o u n d a r i e s and the s y s t e m s y m m e t r y should be
u s e d depends l a r g e l y on the difficulty o r o t h e r -
w i s e of e x p r e s s i n g the boundary conditions at
n o n - m e s h points. Again this i s a r a t h e r c o m p l i -
 DYNAMICALRELAXATION
c a te d p r o b l e m which cannot be d i s c u s s e d h e r e ,
but it m ay be said that the w r i t e r p r e f e r s to u s e
c u r v i l i n e a r c o o r d i n a t e s with s i m p l e f o r m u l a t i o n
of boundary conditions r a t h e r than be involved in
the p r o g r a m m i n g of c o m p l i c a t e d boundary condi-
tions. One f o r m u l a t i o n of the t e m p e r a t u r e d i s -
t r i b u t i o n p r o b l e m which the w r i t e r has s e e n
r e c e n t l y u s e s c a r t e s i a n c o o r d i n a t e s f o r the s o l u -
tion of a r a d i a l p r o b l e m ; the c o m p l i c a t i o n in the
f o r m u l a t i o n of the boundary conditions s e e m e d
quite u n n e c e s s a r y .
Two f u r t h e r points m a y be m e n ti o n e d to c o m -
p l e t e the c o m p a r i s o n with o t h e r methods in use.
T he f i r s t q u e s t i o n is w h e t h e r it is d e s i r a b l e to
use h i g h e r o r d e r finite e q u i v a l e n t s f o r the p a r -
tial d e r i v a t i v e s ; the w r i t e r b e l i e v e s on the b a s i s
of c o m p a r i s o n s with m o d e l t e s t s that the u s e of
second o r d e r e q u i v a l e n t s (as u s e d in DR) i s a d e -
quate, and that the ~greater c o m p l e x i t y of p r o -
g r a m m i n g of the h i ~ a e r o r d e r e q u i v a l e n t s p a r -
t i c u l a r l y at the b o u n d a r i e s i s as a r u l e u n j u s t i -
fied. T h e second i s the u s e of nets with v a r i a b l e
spacing; this often s e e m s d e s i r a b l e to give
g r e a t e r d e t a i l at points of s t r e s s c o n c e n t r a t i o n ,
but this is obtained at the e x p e n s e of a l o w e r
o r d e r in the finite d i f f e r e n c e a p p r o x i m a t i o n o v e r
the whole s t r u c t u r e . The w r i t e r would not c a r e
to e x p r e s s an opinion as to the b a l a n c e of advan-
185
tage in this c a s e , and f u r t h e r c o m p a r a t i v e i n v e s -
tigation s e e m s c a l l e d for.
S u m m a r i s i n g , the w r i t e r b e l i e v e s that f o r
p r e s s u r e v e s s e l s , the r e l a t i v e s i m p l i c i t y of dy-
n a m i c r e l a x a t i o n s e e m s to m a k e it the method of
choice, but c o m p a r i s o n with the r e s u l t s of o t h e r
s y s t e m s has shown that t h e r e is little d i f f e r e n c e
b et w een the d e g r e e of a c c u r a c y which can be ob-
tained. The c h o i c e s e e m s to depend m a i n l y on
the p r e v i o u s e x p e r i e n c e of the s t r u c t u r a l a n a l y s t
with v a r i o u s s y s t e m s of n u m e r i c a l a n a l y s i s , but
it is s u g g e s t e d that dynamic r e l a x a t i o n is w e l l
w o r t h a t r i a l when a new and c o m p l i c a t e d p r o b -
l e m is to be tackled.
REFERENCES
[1] Forsythe and Wasow, Finite-difference methods for
partial differential equations (Wiley, 1960}.
[2] Duncan and Collar, A method for the solution of os-
cillation problems by matrices, Phil. Mag. 7 (1934)
17. (This work is summarised in: Pipes, Applied
mathematics for engineers and physicists (Mc-
Graw-Hill, 1946}.}
[3] Gilles, The use of interlacing nets for the applica-
tion of relaxation methods to problems involving
two dependent variables, Proc. Roy. Soc. A
(1948).