FINITE DIFFERENCE BUCKLING ANALYSIS

OF NON-UNIFORM COLUMNS

M.J. kEMONGERt
Civil Engineering Department, Royal Military College of Science, Shrivenham, England

Abstract-Buckling loads for tapered and stepped columns have been determined by a finite difference method
using a matrix iteration solution technique (a BASIC program for which is appended). Errors which can arise with
the finite difference approach are discussed namely, that convergence towards the correct buckling load as the
number of segment subdivisions is increased may not be monotonic, that simple averaging of the second moments
of area to either side of a change of section is hardly adequate and that correct formulation of the problem using a
fourth order differential equation is difficult. It is shown that consistent and correct results can be obtained using
only a small number of segment subdivisions coupled with extrapolation procedures. A simple expression is
derived for an “effective”value of second moment of area at a change of section.

1. Wl’RODlJCTlON As will be shown, it is possible to obtain highly ac-

Tapered and stepped columns such as those shown in
Figs. 2 and 6 are of practical importance in structural
engineering because of their reduced weight compared
with uniform columns for the same axial load carrying
performance (buckling load). Solutions for all the stan-
dard cases are now known[l], indeed some have exact
closed form solutions, so any re-analysis can be regarded
as of only academic interest. It is in this context however
that the analysis of these non-uniform columns provide
good examples in teaching upon which to exercise simple
techniques of numerical analysis-a necessary topic in a
modern treatment of stability. They can also illustrate
lower bound solutions which can be contrasted with
upper bounds obtained from a Rayleigh-Ritz energy
approach. Lower bound solutions to buckling problems
have been found by a method of successive ap-
proximations as done numerically by Newmark[2] or by
finite element methods[3] but such analyses are some-
what complex. A simpler direct approach is presented in
this paper.
Differential equations for the equilibrium of a column
with small lateral. displacements can easily be written in
finite difference form. The expression of these equations
at a number of stations along the column gives a set of
homogeneous simultaneous linear equations the lowest
eigenvalue solution of which leads to the buckling load.
Many methods of solution are available to find the lowest
eigenvalue including direct expansion of the determinant,
which becomes inconvenient if there are more than
about three unknown displacements. Most methods
avoid matrix inversion but as this can be done with a
single statement in a BASIC computer program the
method outlined in this paper uses it in a matrix iteration
technique, the program for which can be student written
(see Appendix A).
The direct finite difference approach may seem like
well trodden ground but it is not easy to find answers to
such questions as “What value of second moment of
area (I) should&e used at a step change of section?’ or
“What are the relative advantages and disadvantages of
modelling a column using second or fourth order
differential equations?‘.
tprincipal Lecturer.
741
curate solutions to the buckling load by dividing a
column into a small number of segments, particularly if
extrapolation methods are used. There are snags
however which are not made clear in most textbooks
employing these methods and giving simple examples.
For instance the pattern of convergence towards the
correct buckling load may depend upon whether a
column is divided into an odd or even number of seg-
ments and an incorrect solution may be obtained if the
problem is formulated using a fourth order differential
equation. These difficulties will be highlighted and it will
be shown how consistent and correct solutions can easily
be obtained.
2.ANALYSBMETHODS
The buckling loads for axially loaded columns can be
found from the governing differential equation for small
deflection bending
H(X) 2 = M(u, x) (1)
where E is Young’s modulus: x is distance along the
column measured from one end; I(x) is the second
moment of area about the neutral axis of bending; v is
the lateral displacement; and M(u, x) is bending moment.
The finite difference form of this equation is
El(xr)(“.-1-2p+“. )=M(o. x.) (2)
h ’ ’ ‘+I ” ’
where uiel, tri and tli+l are the lateral displacements at
three stations covering two segments length h, a beam of
length L being divided into (L/h) equal segments.
It is mathematically invalid to write this equation for
columns of varying I as
~(I(%-‘)&- -Zl(Xi)Vi +I(Xi+l)Ui+l)= M(Q9-G)
(3)
as is sometimes done.
Application of eqn (2) at a number of stations yields a
set of homogeneous linear simultaneous equations from
742 M.J.IREMONGER

which the lowest eigenvalue corresponding to the buck- giving

ling load can be determined. A solution using the matrix
iteration technique is described in Appendix A. This
method requires the simultaneous equations to be written
in the matrix form
(b) Free-fixed column (Fig. lb)
[AIM = A[EI{D] (4) Bending moment M(u, x) = P( u. - u) = El(d*u/dx*).
In finite difference form
where [A] and [B] are matrices containing displacement Ui_l-ZUi t Ui+l t A(Vo- u~)=O
coefficients and A is the eigenvalue. To illustrate how the
equations can be put into this particular matrix form for where
problems with different boundary conditions a column of
uniform I divided into three segments will be considered Ph' L
A=wandh=J
(Fig. 1).

(a) Pinned-Pinned (Euler column (Fig. la)) the boundary conditons are
Bending moment M(u, x) = - PO = EZ (d*u/dx’).
In finite diRerence form this equation is u(L)=O=u3

Ui_l-2UitU~+lt
AUi =O and

where A = (Ph’IEZ) and h = (L/3) u’(L) = 0

the boundary conditions are
zero slope at the fixed end can be represented by intro-
o(0)= 0 = uo ducing a station 4 outside the column and then putting
u4 = uz (slope being defined as U’(Xi)= (- q_, t u,+,)/2h)
u(L)=O=u3

and at luo-2uItu2-A(uo-u,)=O

u”(0) = u”(L) = 0 at2u,-2u2tuj-A(uo-~z)=0

. ‘. at 1 at3u2-2u9tu4-A(uo-us)=0

uo-2u,tu2tAu,=0 giving

at 2

u,-2u2tujtAu2=0

station number
(c) Pinned-fixed column (Fig. lc)
0 1 2 3 L Bending moment M( u, x) = - Pu - Qx = EZ(d2u/dx2)
I where Q is the pin reaction.
I
In finite difference form ui_l - 2Oi+ tli+t + Au,= (axlh)
(a) where A = (Ph’IEZ), a = (Qh”/EZ) and h = (L/3)
the boundary conditions are

u(0) = 0 = u,

lb) u”(0)= 0 --fno equation at station 0

u(L)=O=I+

0’(L)=0+1)4=02
ICI
.Latl uo-2u1tuztAuI=a

at2 u,-2u2+u3tAu2=2a

at3 u2-2u3tu4tAu3=3a

from the last equation a = (2u2/3)

x:1.
......... buckled shape

..
Fig. 1. Uniform columns with various end conditions. . [A2 -'S,3lkl=A [I:
 Buckling analysis of non-uniform columns
Similar equations can be written for columns of varying
Z, in which case some of the coefficients of matrix [B]
are changed. It is also easy to derive the coefficient
matrices [A] and [B] if a column is divided into a higher
number of segments because of the regular structure of
the finite dilTerence equations.
As discussed later, it is not necessary to subdivide a
column into a hi number of segments (more than say
seven) in order to obtain very accurate buckling load
predictions. Instead, the so-called “h’” or Richardson’s
extrapolation method can be used[4]. This assumes that
the error (e) in the ejgenvalue solution is given by
e=ah2tbh4tch6t ...
With the further approximation that e=ah’ it follows
that if a solution AI results from a column being divided
into nr segments and a solution A2results from dividing
the column into n2 segments then a better solution A is
given by
n,*A, - n2*A2
A= 2 2’
fh -n2
More accurate extrapolations can be obtained by tak-
ing into consideration two terms on the right hand side of
eqn (5). Three approximate solutions are then required[4]
but the extrapolation method given by eqn (6) is accurate
enough for most purposes.
In an attempt to simplify the analysis, eqn (1) can be
diflerentiated to give a fourth order equation, which for
columns with constant Z is
Ez fi = d*Mu,xl
dx’ dx*
where the right hand side equals P(d’ddx*) for all three
columns shown in Fig. 1. In finite difference form this
equationcanbewrittenas
&-2_4Ut-~ t6Vi -&+I + u~+z=~(U~-I
This formulation provides a slight simplification of the
pinned-fixed column (Fig. lc) analysis because the reac-
tion Q does not appear but for the other columns extra
outside nodes have to be introduced. For columns where
Z varies along their length this method of analysis pro-
vides no advantage. If Z continuously varies, eqn (7) is
invalid and a much more complicated equation arises
from differentiating eqn (1). For stepped columns eqn (8)
is invalid in the region of the step change of section and
its application provides an erroneous continuity of cur-
vature at the step with consequent errors in both the
buckling load and buckled shape (see later). It would be
possible to modify the central difference eqn (8) using
either forward or backward differences to avoid “cross-
ing the step” but this considerably complicates the for-
mulation of the problem.
tAtternatively the right hand side of eqn (8) can be written as
g(Di_*-2Vi+ Uj+d.
143
3. TAPERED COLUMNS
Application of eqn (2) to tapered columns such as
those shown in Fig. 2 yield solutions that demonstrate
how accurate buckling load predictions can be made with
only a small number of segment subdivisions. Their use
also illustrates that care may be necessary in extrapolat-
ing the results.
For the single tapered free-fixed column of Fig. 2(a)
the predicted buckling load monotonically converges to
the exact value (numerical coefficient 4.92[1]) as shown
in Fig. 3 when the number of segment subdivisions is
increased. Only four segments are required to give a
lower bound solution within 1% of the exact value. Using
“h*” extrapolation (eqn 6), errors are only 0.4% using 2
and 3 segments and 0.1% using 3 and 4 segments. Similar
accuracies could be expected for different degrees of
taper and for the single tapered pinned-pinned column
shown in Fig. 2(b). The value of this simple numerical
method of solution is exemplified in this latter case
because a closed form analytical solution is not possible.
The solution to the double tapered pinned column
shown in Fig. 2(c) is related by symmetry to that for the
single tapered free-fixed column of Fig. 2(a). An exact
closed form solution is possible, giving 19.675 as the
buckling load numerical coefficient. However, as shown
in Fig. 4 the numerical solution does not monotonically
converge towards the exact solution. Using even num-
bers of segments only half the column need be con-
sidered because of the symmetry of the buckled shape
(indeed, the analysis is identical to that for the single
tapered column shown in Fig. 2(a) but of length L/2). The
symmetry of the buckled shape can also be used with
odd numbers of segments. The idealized column shapes
which the numerical solutions represent are shown by
the dashed lines in Fig. 5. These idealized shapes explain
why higher buckling loads are predicted with even num-
bers of segments and illustrate the obviously “overstiff”
idealization with just two segments. Predicted buckling
loads within about 1% of the exact value can be obtained
-2Ui + Ui+l)t.
(8) (a)
fb)
(cl
t- L___/
Fig. 2. Tapered columns.
 M.
I # 1 I
2 3 I 5 6 7
number of segments
Fig. 3. Convergence of buckling load coefficient for single
tapered free-fixedcolumn.
by using eight or more segments. However as demon-
strated in Table I a danger arises when using r‘hZ’r
extrapolation. If results for pairs of either odd or even
segments are used, which inde~ndently converge
monotonically to the exact value of buckling load, then
very accurate lower bound solutions can be obtained. On
the other hand if odd/even pairs are used (e.g. 4 and 5
segments) then the accuracy is less than the un-
extrapolated solution and, equally important, may not
represent a lower bound.
4.srEPPED COLUMNS
Good solutions can be obtained to the buckling loads
of stepped columns from the direct application of eqn (2)
though the different effect of using odd or even numbers
of segments is even more marked than for double
tapered columns.
Fig. 4. Convergence of buckling load coefficient for double tapered pinned column.
J. IREMONGER
Number
of
Segments
1
5
Fig. 5. Idealized column shapes (shown dashed) as analysed to
represent double tapered column.
Two particular stepped columns, one free-fixed and
the second pinned-fixed are shown in Fig. 6. The patterns
of convergence towards the correct buckling load for
these columns as the number of segment subdivisions is
increased are shown respectively in Figs. 7 and 8, An
exact closed form solution is possible for the free-fixed
column giving a numerical coefficient 4.135[l] but for the
pinned-fixed column a numerical solution is required.
Newmark’s method gives a numerical coefficient for this
latter case of 25.175151.
Using only odd numbers of segments the solutions to
the buckling loads for both these problems converge
monotonically from below. Accuracy within 1% is
obtained with only 5 segments for the free-fixed column
 Buckling analysis of non-uniform columns 745

Table 1. Errors measured in buckling load predictions for double tapered pinned column

r T-
rror (X
l-
segment
pair
lations
segment
pair
-r-
E:tror (X)
1

-8.5

3, 4 5.1

-2.5 3, 5 -0.9

4, 5 -5.6

-3.6 4, 6 -0.4

5, 6 3.8

-1.3 5, 7 -0.’

6, 7 -3.6

-1.9 6, 8 -0.1

7, 8 3.0

-0.8

When either of the stepped . columns

_ of Fig. 6 are._.
divided into an even number of segments, eqn (Z)
has to be applied at the step change of section. It is
common[5]to choose a value of second momentof area
(I) at this station which is a simpleaverage of the Z’sto
‘Ia 21, right and left of the section. This gives an effective I of

P
/ value l.S& for the two columns in Fig. 6. This ap-
proximation is successful for the pinned-fixedcolumn
because the finite difference solution basicaly under-
estimates its stiffness. For the free-fixed column, buck-
ling loads above the exact value are obtained. These
converge slowly towards the exact bucklingload as the
number of segment subdivisionsis increased. Not only
I L/2 I L/z I
does this lead to an uncharacteristicupper bound solu-
--------I tion but for both columns “!I”’ extrapolation based on
Fig. 6. Free-fixed and pinned-fixed stepped columns “even plus odd segment” pairs leads to erroneous pre-
dictions of bucklingload.
but I5 segments are necessary for the pinned-fixed The need for a better treatment of a step change of
column because its buckled shape is more complex. For section was recognised by Girijavallabhan[6] who
this latter case, 1% accuracy is obtained using “h’” developed a somewhat complex expression for an
extrapolationof the results from 3 and 5 segments. “equivalent” or “effective” I at the step involving dis-

P wit CEI,
=
T
1 I I I I I 1 I L I J
2 3 4 5 6 I 8 9 IO II 12 13 14 15

number of segments

Fig. 7. Convergence of buckling load coefficient for free-fixed stepped column.

746
exact solution
/
I I
19
3 4
Fig. 8. Convergence of buckling load coefficient for pinned-fixed stepped column.
placements at stations on either side of the step and an
assumed displaced shape. A simpler expression men-
tioned by O’Rourke and Zebrowski [7] is
where ZL and Z, are respectively second moments of
area to left and right of the change of section. This
expression yields an effective Z at the step equal to
(4ZJ3) for the columns of Fig. 6. Equation (9) is derived
in Appendix B using a similar method to that employed
by Girijavallabhan. Using the value (4ZJ3) at the step
there is a monotonic convergence towards the correct
buckling loads for both columns as shown in Figs. 7 and
8. These give similar orders of accuracy to those
obtained with odd numbers of segment subdivisions.
2nd order
4th order
i\
\ divisions. These often appear as worked examples in
\ textbooks. Instead, results from even and odd numbers
/ of segment subdivisions should not be mixed when used
Step change of section
Fig. 9. Variations in predicted buckled shape and curvature
around step between second and fourth order formulations of
pinned-fixed stepped column problem.
M. J. IREMONGER
x I.5 I, at s&p
+ l-33 I, at step
CEI,
Peril i
L’
L
9 10 11 12 13 14
number of scgmcnIs
However for both columns, as for the double tapered
column, it is necessary to restrict “h*” extrapolation to
results from pairs of either odd or even numbers of
segments.
Use of the fourth order eqn (8) leads to values of
predicted buckling loads which converge to about 15%
below the correct value for the pinned-fixed column as
the number of segment subdivisions is increased. This is
because, as shown in Fig. 9, application of eqn (8) leads
to an invalid continuity of curvature at the step change in
section which in turn leads to an incorrect and “too
flexible” buckled shape. The same errors in curvature
occur with the free-fixed column and the buckled shape
is also “too flexible” but because this shape has less
changes in curvature the effect on the buckling load is
insignifIcant.
5. CONCLUSIONS
The analysis of buckling ioadsfor the tapered and
stepped columns shown in Figs. 2 and 6 has demon-
strated that highly accurate lower bound solutions are
possible using a direct finite difference approach coupled
with a matrix iteration solution technique. In calculating
the buckling loads, none of the above columns need be
divided into more than 5 segments to give an accuracy
within 1% (or 8 segments to give an accuracy within
0.1%) provided “A*” extrapolation of two solutions is
used.
There is not in general however a monotonic con-
vergence towards the exact buckling load as the number
of segment subdivisions is increased. Instead, there is
often a marked difference between the pattern of results
for even and odd numbers of subdivisions. It is easy
therefore to be misled by the trends implied by the
results of consecutive low numbers of segment sub-
for “h*” extrapolation.
It has been shown that the most consistent sets of
results for stepped columns are obtained with stations
equally spaced either side of the step, i.e. odd numbers
 Buckling analysis of non-uniform columns
of segments. However if subdivision of the column into
segments gives a station at a step change of cross-section
then reliable results can be obtained if an effective
second moment of area is used at that station given by
eqn (9) and derived in Appendix B. Simple averaging of
the second moments of area to the left and right of the
step change of section can lead to misleading and
erroneous predictions of buckling load. It has also been
demonstrated that the fourth order formulation of eqn (8)
cannot be used successfully for stepped columns
because it predicts continuity of curvature at the change
of section and erroneous buckling loads. To be used
successfully the fourth order equation would have to be
formulated using forward or backward differences in the
region of the step change of section. The correct dis-
continuity of curvature could then be maintained at the
expense however of a more complex analysis which
moreover provides no advantage over a second order
analysis.
The analysis presented in this paper is useful in the
teaching of stability. The application of finite difference
equations is an important part of the modern treatment
of that subject and the use of a matrix iteration solution
technique makes a significant link with the teaching of
vibrations. This paper has shown how some of the pit-
falls of the finite difference approach can be avoided.
REFERENCIC3
I. S. P. Timoshenko and .I. M. Gere, 77reory of Elastic sfa&/ity, of this extracted coefficient and lul gives the buckled shaoe.
2nd Edn. McGraw-Hill, New York (1961).
2. N. M. Newark, Numerical procedure for computine displacement vector {u) are initially set to unity (line 240 ); the
deflections, moments and buckling loads. Trans. AS& 108: value of the extracted term is NI for the current iteration and NO
1161-1188 (1943).
3. Pen-Yuan Shih and H. L. Schreyer, Lower bounds to fun-
damental frequencies and buckling loads of columns and
plates. Int. 1. Solids Structures 14, 1013-1026 (1978).
M. G. Salvadori, Numerical computation of buckling loads by
finite differences. Trans. ASCE 116,590-624 (1951).
Ping-Chun Wang, Numerical and Matrix Methods in Struc-
tural Mechanics. Wiley, New York (1966).
C. V. Girijavallabhan, Buckling loads of nonuniform columns.
J. Struct. Div. ASCE 95, 2419-2431 (1%9).
M. O’Rourke and T. Zebrowski, Buckling load for nonuniform
columns. Comput. Structures 7, 717-720 (1977).
CM Vol. 12.No. S-F
741
8. J. M. Prentis and F. A. Leckie, Mechanical Vibrations-An
Introduction to Matrix Methods. Longmans, London (l%3).
9. L. Meirovitch, Elements of Vibration Analysis. McGraw-Hill,
New York (1975).
APPENDIX A
Matrix iteration
The mechanical vibrations of multi degree of freedom systems
can be represented in matrix form as
[KIWI = ~‘[Ml W) (At)
in which [M] and [K] are respectively mass and stiffness
matrices, {X) is a displacement amplitude vector and w is natural
frequency. The natural frequencies and corresponding mode
shapes are commonly determined using a matrix iteration
technique[8,9]. This technique is also applicable to the stability
analysis presented in this paper because eqns (4) and (Al) are of
similar form.
For matrix iteration eqn (4) is rewritten as
jr}= ACAl-’I4 {u). (A3
In essence, the technique involves assuming a set of values for
the displacement vector {u), evaluating the vector [A]-’ [B] {u),
normalising this vector by extracting a coefficient, i.e. by dividing
through by one of the terms (for instance the first) and repeating
the procedure using this normalised vector for {u). The iteration
procedure is repeated until the value of the extracted coefficient
differs by less than some specified tolerance from one iteration to
the next. The lowest eigenvalue A is then given by the reciprocal
In the BASIC program listed~below all the terms ‘of the
for the previous iteration. NO is initially set to a high number
(line 250). It is assumed that adequate convergence has been
attained when the extracted term differs between one iteration
and the next by less than 0.01% (line 300). In the unlikely event
that this level of convergence is not reached within 20 iterations
a message is printed (line 340). The printed EIGENVALUE
COEFFICIENT has to be multiplied by the square of the number
of segment subdivisions (either N2- or (N t I)‘) to give the
coefficient C in the exoression for buckline load (CEI,/L*).
DATA statements supplying data for l&es 126 and l3b have
been left out of the program listing. These can conveniently be
added using line numbers less than 100.
748

At step change of section

An expression for the most suitable value of second moment
of area (I) to be taken at a APPEND’X
step change
B of section can be derived
by the moment-area method. It is assumed that the bending
moment is constant across the segments to either side of the
step, i.e. from stations i - I to it I in Fig. 10. In addition to the
notation indicated in Fig. IO the slope of the displaced shape at
the step (station i) is taken as 6.
Anulication of the moment-area theorem for the region i - I to
i about station i - I gives
displaced
I h
v,_,-(a,+Bh)=EIl.Mh.i (Bl) / 1 / shape

“i-1 “i “i+l
and for the region i to it I about station it 1gives

-I-.&f/,.;
u;+,-(c!i-Bh)=EIR (B2)
I I

Adding (Bl) and (B2) gives

Fig. IO. Notation and assumed variations around step of dis-

If eqns (2) and (B3) are compared it can be seen that placements and MEI diagram used in moment-area analysis.

This represents an ‘~equivalent” or effective I at station i, the

step change of section.