Sec. 9.

2 Direct Integration Methods 769

L. Collatz [A]). However, the procedures proposed for the solution of general systems of
differential equations can become very expensive if the order of the matrices is large-
unless specific advantage is taken of the special characteristics of the coefficient matrices
K, C, and M. In practical finite element analysis, we are therefore mainly interested in a few
effective methods and we will concentrate in the next sections on the presentation of those
techniques. The procedures that we will consider are divided into two methods of solution:
direct integration and mode superposition. Although the two techniques may at first sight
appear to be quite different, in fact, they are closely related, and the choice for one method
or the other is determined only by their numerical effectiveness.
In the following we consider first (see Sections 9.2 to 9.4) the solution of the linear
equilibrium equations (9.1), and then we discuss the solution of the nonlinear equations of
finite element systems idealizing structures and solids (see Section 9.5). Finally, we show
in Section 9.6 how the basic concepts discussed are also directly applicable to the analysis
of heat transfer and fluid flow.
9.2 DIRECT INTEGRATION METHODS
In direct integration the equations in (9./) are integrated using a numerical step-by-step
procedure, the term "direct" meaning that prior to the numerical integration, no transfor-
mation of the equations into a different form is carried out. In essence, direct numerical
integration is based on two ideas. First, instead of trying to satisfy (9.1) at any time t, it is
aimed to satisfy (9.1) only at discrete time intervals at apart. This means that, basically,
(static) equilibrium, which includes the effect of inertia and damping forces, is sought at
discrete time points within the interval of solution. Therefore, it appears that all solution
techniques employed in static analysis can probably also be used effectively in direct
integration. The second idea on which a direct integration method is based is that a variation
of displacements, velocities, and accelerations within each time interval at is assumed. As
will be discussed in detail, it is the form of the assumption on the variation of displacements,
velocities, and accelerations within each time interval that determines the accuracy, stabil-
ity, and cost of the solution procedure.
In the following, assume that the displacement, velocity, and acceleration vectors at
. ..
time 0, denoted by u,ou, and aU, respectively, are known and let the solution to (9.1) be
required from time to time T. In the solution the time span under consideration, T, is
subdivided into n equal time intervals at (i.e., at = Tin), and the integration scheme
employed establishes an approximate solution at times at, 2at, 3at, ... ,t, t + at, ... , T.
Since an algorithm calculates the solution at the next required time from the solutions at the
previous times considered, we derive the algorithms by assuming that the solutions at times
0, at, 2at, ... , t are known and that the solution at time t + at is required next. The
calculations performed to obtain the solution at time t + at are typical for calculating the
solution at time at later than considered so far and thus establish the general algorithm
which can be used to calculate the solutions at all discrete time points.
In the following sections a few commonly used effective direct integration methods
are presented. The derivations are given for a constant time step at (as commonly used in
linear analysis), but are easily extended to varying time step sizes (as employed in nonlinear
analysis [see Section 9.5]). Considerations of accuracy, selection of time step size, and a
discussion of the advantages of one method over the other are postponed until Section 9.4.
Many additional results are presented in T. Belytschko and T. J. R. Hughes (eds.) [A].