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NASA Technical Memorandum 86 333

(YASA-TH-86333) SENSIT1V:IY ANALYSIS OE NeS-lElE6

DISCRETE STBUCTPBAL S Y S I E B S : P SUBVBY
(UASA) 39 HC A03/8P A01 C S C L 20K
Onclas
G3/39 13023

SENSITIVITY ANALYSiS FOR DISCRETE STRUCTURAL SYSTEMS -A SURVEY

HOWARD M. ADELMAN AND RAPHAEL T. HAFTKA

DECEMBER 1984

Nat~onalAeronautics and
Space Adrn~n~stratlon
hngley Rmbarch Center
Hampton,Vlrgmia 23665
 SENSI T I V I rY ANALY 513 FOR 01SCHETE STRUCTURAL SYSTEMS - A SURVEY

In t roduct ion

The f i e l d o f s e n s i t i v i t y analysis i s emergiog as a f r u i t f u l area o f

engineering research. The reason f o r t h i s i n t e r e s t i s t h e r e c o g n i t i o n o f t h e

v a r i e t y o f uses f o r s e n s i t i v i t y d e r i v a t i v e s . I n i t s e a r l y stages, s e n s i t i v i t y

analysis found i t s predominant use i n assessing t h e e f f e c t o f varying param-

e t e r s i n mathematical models of c o n t r o l systems: see, f o r example, the t e x t s

o f Tomovic (1963); Brayton and Spence (1980); Frank (1978); and Radawvic

(1'4bb) f o r discussions o f the e a r l y development o f s e n s i t i v i t y theor-y.

I n t e r e s t i n optimal c o n t r o l i n t h e e a r l y 1960's (see, f o r example, Kelley,

1Y62), and automated s t r u c t u r a l o p t i m i z a t i o n (see, f o r example, Schmi t, 1981)

led t o the use of gradient-based mathematical p r o g r a m i n g methods i n which

a e r i v a t i ves were used t o f i n d search d i r e c t i o n s toward o p t i m m solutions.

More r e c e n t l y , there has been s t r o n g i n t e r e s t i n promoting systematic s t r u c -

t u r a l o p t i m i z a t i o n as a u s e f u l t o o l f o r t h e p r a c t i c i n g s t r u c t u r a l design

engineer on l a r g e problems--a process s t i l l underway. E a r l y a t t e n p t s t o use

formal o p t i m i z a t i o n f o r l a r g e s t r u c t u r a l systems r e s u l t e d i n excessively lony

and rxpensi ve computer runs. Examination o f t h e o p t i m i z a t i o n procedures

i n d i c a t e d t h a t the predominant c o n t r i b u t o r t o t h e cost and time was the

c a l c u l a t i o n of d e r i v a t i v e s . As a consequence, t h e r e has been an emergence o f

i n t e r e s t In s e n s i t i v i t y a n a l y s i s ecnphasizing e f f i c i e n t computational proce-

ddres. I n a d d i t i o n , researchers have developed and applied s e n s i t i v i t y

analysis f o r dpproximate analysis, a n a l y t i c a l model improvement, and assess-

ment of design trends-so t h a t s t r u c t u r a l s e n s i t i v i t y analysis has become

more than a u t i l i t y f o r optimization, but i s a v e r s a t i l e design t o o l i n i t s

own r i g h t . Most recently, researchers i n d i s c i p l ines such as physiology

(Leonard, 1974), thermodynamics ( I r w i n and 0' Brien, 1982), physi c s l chemi s-

try (Hwang, e t a1 ., l978), and aerodynamics (Dwyer and Peterson, 1980;

Dwyer e t al., 1976; B r i s t w and Hawk, 1983), have been using s e n s i t i v i t y

method01oqy t o assess the e f f e c t s of

parameter var i a t i o n s i n t h e i r a n a l y t i c a l models, and t o create designs which

are i n s e n s i t i v e t o parameter v a r i a t i o n (Schy and Giesy, 1981; 1983).

This paper i s a survey of methods applicable t o t h e c a l c u l a t i o n o f

s t r u c t u r a l s e n s i t i v i t y derivatives f o r f i n i t e element modeled structures.

Except f o r c i t i n g several general references, the paper does not deal w i t h

continuous ( d i s t r i b u t e d parameter) models. The survey p r i n c i p a l l y discusses

1it e r a t u r e pub1ished during the past two decades and t h e paper concentrates

on four main topics: derivatives o f s t a t i c response (displacements and

stresses) , e i genval ues and e i genvectors, t r a n s i e n t response, and d e r i v a t i ves

o f optimum s t r u c t u r a l designs w i t h respect t o prob lem parameters. The bulk o f

t h e survey deals w i t h derivatives o f the aforement ioned responses w i t h respect

t o gage-type variables such as rod cross-sectional areas, beam cross-sect iona 1

dimensions, anc p l a t e thicknesses. Additionally, some works are reviewed i n

which the derivatives are calculated w i t h respect t o variables which def ine

t h e shape o f s t r u c t u r a l elements. Methods f o r c a l c u l a t i n g s t r u c t u r a1 sensi-

t i v i t y derivatives are summarized i n Table 1.

S e n s i t i v i t y o f S t a t i c Response

General Equat ions

This section o f the paper focuses on the c a l c u l a t i o n of derivatives o f

s t a t i c s t r u c t u r a l response (displacements and stresses) computed from f i n i t e

element models. The governing equation f o r displacement i s

where K i s the symmetric s t i f f n e s s matrix o f order nxn

U i s the vector o f displacement

F i s the vector o f applied forces

Both K and F are, i n general, functions o f design variables, v. A

t y p i c a l function of displacement (e.g., a c o n s t r a i n t ) w i 11 be respresented as

F i n i t e Difference Method

A straightforward method o f c a l c u l a t i n g d e r i v a t i v e s o f g i s t o use a

f i n i t e difference approximati on. For example

A serious shortcoming o f the f i n i t e d i f f e r e n c e method i s the uncertainty i n

the choice o f a perturbation step s i z e h. If the step s i z e i s too large,

t r u n c a t i o n e r r o r s may be excessive. These can be thought o f as e r r o r s due t o

r e t e n t i o n of only the lowest-order terms o f a Taylor series representation of

a perturbed function. I f the step s i z e i s too small, cond,ition e r r o r s may

occur. Condition e r r o r s are due t o inaccuracies i n the c a l c u l a t i o n o f t h e

displacements and round-off e r r o r s i n the f i n i t e d i f f e r e n c e calculation.

G i 11, e t al. (1980, 1983) developed an algorithm t o determine t h e optimum

f i n i t e difference step size; i.e., one which balances the t r u n c a t i o n and

condition errors. The a1 g o r i thm i s based on approximatin, the t r u n c a t i o n

e r r o r as a l i n e a r function o f step s i z e h and t h e condition e r r o r as a

l i n e a r function of l / h . This technique has been tested on functions which

could be d i f f e r e n t i a t e d a n a l y t i c a l l y f o r check purposes and was found t o be

very e f f e c t i v e . Other work on f i n d i n g optimum step sizes was done by Stewart

(1967); Kelley and Lefton (1980); and Haftka and Malkus (1981). A recent
paper by Haftka (1984) describes s technique f o r reducing c o n d i t i o n e r r o r s i n

f i n i t e difference d e r i v a t i v e s of response q u a n t i t i e s obtained by i t e r a t i v e

methods.

Analytical Methods

Analytical c a l c u l a t i o n s o f d e r i v a t i ves o f displacements and functions

thereof have been described by Arora and Haug (1976, 1979); and Haug and Arora

(1971j . I n these references, three methods are described: the di rect o r

design space method ( a t t r i b u t e d t o Fox, 1965), the a d j o i n t v a r i a b l e o r s t a t e

space method, and the v i r t u a l load method ( a t t r i b u t e d t o Barnett and Hermann,

1968). The v i r t u a l load method i s a special case o f the d i r e c t method. Both

t h e d i r e c t and a d j o i n t methods begin w i t h the d i f f e r e n t i a t i o n of equations (1)

and (2).

D i r e c t Method. The d i r e c t method i s t o solve equation (4) f o r dU/dv

and s u b s t i t u t e dU/dv i n t o equation (5). Equation (4) needs t o be solved

once f o r each design variable ( v ) so t h a t t h e d i r e c t method i s c o s t l y when t h e

number o f design variables i s large,

Adjoint Method. The a d j o i n t variable o r s t a t e space method has been

extensively used i n optimal c o n t r o l theory; see, f o r example, Kel l e y (1962).
The method s t a r t s by d e f i n i n g a vector o f a d j o i n t variables which s a t i s f i e s

the equation

where ag/aU i s sometimes r e f e r r e d t o as the dummy load vector.* Then using

equations (4), (5). and (6)

The a d j o i n t variable method requires t h e s o l u t i o n of equation (6) once

f o r each function g. Therefore, if the number o f functions i s smaller than

t h e number o f design variables, the a d j o i n t variable method i s more e f f i c i e n t

and conversely if the number of design variables i s smaller, t h e d i r e c t

approach i s more e f f i c i e n t . Roth the d i r e c t and a d j o i n t methods involve fewer

computations than the f i n i t e difference approach which requires repeated

f a c t o r i z a t i o n o f the s t i f f n e s s matrix, whereas the d i r e c t and a d j o i n t methods

require a s i n g l e f a c t o r i z a t i o n w i t h several right-hand sides.

Chon (1984) developed a variant o f the a d j o i n t method v i a s t r a i n energy

d i s t r i b u t i o n and implemented i t i n a p r o p r i e t a r y version o f NASTRAN. Hsieh

and Arora (1983); and Gurdal and Haftka (1984) extended t h e a d j o i n t method f o r

boundary conditions which require special ized treatment w h i l e Haug and Choi

(1984) suggest a generalization o f the a d j o i n t method t h a t eliminates many o f

the problems associated w i t h mu1t i - p o i n t boundary conditions. Adaptation o f

*Note t h a t i f g i s a p a r t i c u l a r displacement component, then ag/alJ

corresponds t o a force o f u n i t magnitude i n the d i r e c t i o n o f the conponent.
t h e a d j o i n t variable method t o substructured f i n i t e element models i s

described by Arora and Govil (1977).

Calculation of aK/av. An important computational task i n the a d j o i n t

and d i r e c t methods i s the c a l c u l a t i o n o f aK/av. I f t h e s t r u c t u r a l model

contains only elements whose s t i f f n e s s matrix i s proportional t o v (such as

rods where v i s the cross-sectional area, o r membranes and shear panels

where v i s the thickness), aK/av i s a constant matrix. But for elements

having bending s t i f f n e s s such as beams and plates, the s t i f f n e s s matrix i s a

nonl inear function o f the cross-sectional dimensions and t h e s t i f f n e s s m a t r i x

derivatives are not e a s i l y evaluated (see Giles and Rogers, 1982). Hence, t h e

p r e f e r r e d approach i s t o compute aK/av by f i n i t e differences as i n Prasad

and Emerson (1982); Camarda and Adelman (1984); and Wal l e r s t e i n (1984).

Derivatives w i t h Respect t o Shape Design Variables

Shape design variables t y p i c a l l y c o n t r o l t h e shape o f the boundary o f the

structure--for example, variables c o n t r o l l i n g the shape o f a hole (and thereby

the stress concentration f a c t o r a t the hole boundary). The c a l c u l a t i o n o f

d e r i v a t i v e s w i t h respect t o shape design variables i s i n t h e e a r l y stages of

development and there are unresolved issues. Differentiating the f i n i t e

element equations t o obtain equation (4) has two disadvantages. F i r s t , even

small changes of the boundary can change t h e e n t i r e f i n i t e element mesh and

therefore, the c a l c u l a t i o n o f aK/av can be q u i t e costly. Second, changes i n

shape can lead t o the d i s t o r t i o n o f the f i n i t e elements and reduced

accuracy. Thus, the d e r i v a t i v e s obtained from equation (4) have a spurious

component which r e f l e c t s the changing accuracy o f the s o l u t i o n when the mesh

i s d i s t o r t e d (Botkin, 1982;fjennett and Botkin, 1983) .

 Because o f the above, there has been substantial wwk i n obtaining

s e n s i t i v i t y d e r i v a t i v e s by d i f f e r e r ~ tai t i n g the continuum equations before

d i scretizing. Derivations based on t h e concept o f material d e r i v a t i v e s have

been proposed by Chun and Haug (1978, 1979, 1983); Rousselet and Haug (1981,

1983); Rousselet (1983b); Zolesio (1981); Choi and Haug (1983); Dems and

Mrdz (1984a); Braibant and Fleury (1984); Yoo, Haug, and Choi (1984); Choi

(1984) ; and Yang and Chef (1984). However, computational experience using

equation (4) does not i n d i c a t e t h a t mesh-di s t o r t i o n - d e r i v a t i ve e r r o r s are

s i g n i f i c a n t (possibly due t o t h e use of elements which are not s e n s i t i v e t o

distortion). The material -deri v a t i ve approach seems t o s u f f e r from numerical

d i f f icu! t i e s associated w i t h the evaluation o f boundary integral s (see Yang

and Choi, 1984). While some of these computational d i f f i c u l t i e s may be

e l i n d nated by replacing boundary by volume i n t e g r a l s (Choi and Haug, 1984). a t

t h e present there i s no c l e a r i n d i c a t i o n as t o which method i s preferable.

Calculation o f Second Derivatives

Second d e r i v a t i ves o f displacement and c o n s t r a i n t functions are used f o r

approximate analysis (e.g., Noor ana Lowder, 1975). and f o r t h e c a l c u l a t i o n o f

d e r i v a t i v e s o f optimal s o l u t i o n s (see subsequent section on t h i s t o p i c ) . Such

d e r i v a t i v e s may be obtained by d i f f e r e n t i a t i n g equations (4) and ( 5 ) , f o r

example,
However, f o r m design variables there are m(m + 1)/2 second derivatives,

and equations (8) need t o be solved f o r t h a t many right-hand sides. It i s

possible t o proceed w i t h an extension o f t h e a d j o i n t variable method proposed

by Haug (1981b); and Oem and Mrdz (1984b). However, a mom e f f i c i e n t

approach proposed by Haftka (1982) i s t o use equation (6) t o obtain

This approach requires t h e s o l u t i o n of equation (4) f o r a l l the f i r s t

derivatives and equation (6) f o r a l l vectors o f a d j o i n t variables.
Second derivatives were also derived by Van B e l l e (l982), using
f l e x i b i l i t y rather than s t i f f n e s s matrices. F i n a l l y , Jawed and Morris (1984)
described a procedure f o r approximating higher order d e r i v a t i v e s from the
f i r s t d e r i v a t i v e information, which i s equivalent t o introducing intermediate
variables.

-
Stress Deri vat ives
The stresses i n an element may be obtained from the displacements using

where u i s a vector of element stresses

T I s an element temperature
S and G are stress-di spl acement and stress-tenperature matrices,
respectively.
Derivatives o f stresses may be obta ined by d i f ferent i a t i n g equat i o n (10)
For f i n i t e elements such as rods, membranes, and shear panels, S and G arc

independent o f v and stress d e r i v a t i ves are obtained by simply s u b s t i t u t i n g

dU/dv i n t o equation (11). For bending-type elements, S and G may be

functions of v and the complete expression must be used; see Camrda and

Adel man (1984).

Nonlinear Analysis

When geometric or material nonl i n e a r i t i e s are important, equation (1) i s

no longer v a l i d and the displacement U i s calculated from a system o f t h e

form

where F i s a vector o f nonlinear functions. Derivatives are obtained by

d i f f e r e n t i a t i n g equation (12) w i t h respect t o v

where the Jacobian 3 is aF/aU ( o f t e n referred t o as the tangential s t i f f -

ness matrix). The d e r i v a t i v e o f any constraint g may be calculated by

s o l v i n g equation (13) f o r dU/dv and then s u b s t i t u t i n g i n t o equation (5)--

t h i s i s the d i r e c t method. A l t e r n a t i v e l y one can solve f o r t h e a d j o i n t

vector a from

and calculate dgldv from equation ( 7 ) using Rv from equation (13).

Appl icat ions
Appl i c a t i o n s o f d l spl acement sensi t iv i t y d e r i vat ives f o r formal optimi -
zation are described, f o r example, i n Nguyen and Arora (1982); Arora (1980);

Prasad and Haftka (1980) ; and Schmi t and Farshi (1974). Use of d i s p l a c e w l
and stress derivatives t o construct expl i c i t constraint approximations ir
described, f o r example, by Schmit and Farshi (1974); Storaasli and
S ~ b i e s r c z a n ~(1974);
ki and Noor and Louder (1975). A basic example o f such an
approximation i s

where ~ ( v ) i s the displacement vector f o r the design variable v, U(v*) is

the vector corresponding t o the new design variable v* = v + AV . Numerous
examples o f application o f stress derivatives i n formal optimization are c i t e d
i n the survey by Schmit (1981). Less well known i s t h e use of s e n s i t i v i t y
derivatives of stresses t o effect design changes without formal optimization.
A good example o f t h i s i s reported by Musgrove, e t al. (1983). The most
common appl i c a t i o n o f sensi t i v i t y calculations i n nonlinear s t a t i c response
are of derivatives o f U w i t h respect t o a load parameter. Such d e r i v a t i v e s
are useful i n incremental s o l u t i o n procedures of equation (12) o r fur reduced
basis s o l u t i o n of t h i s equation (see, f o r example, Noor and Peters (1980).
F i n a l l y , readers interested i n the t o p i c o f s t a t i c response s e n s i t i v i t y o f
d i s t r i b u t e d parameter systems are referred t o Haug and Komkov (1977); Haug and
Rousselet (1980a); Haug (1981a); and Rousselet (1983a); as well as t h e t e x t o f
Haug, Kordtov, and Choi (1984). L
 S e n s i t i v i t y o f E i genvalues and E i genvectors

The general problem i s t o compute d e r i v a t i v e s o f eigenvalt -s and

eigenvectors w i t h respect t o design variables o r system parameters. For

reference purposes, the most general case considered i s the f o l lowing

e i genvalue problem:

where A i s an e l genvalue (general l y complex). The general l y nonsymnetric

real nxn matrices A and B are assumed t o be e x p l i c i t functions of a set

of design variables v. And X and Y are r i g h t and l e f t eigenvectors,

respect ively . The f ir s t r e s u l t on e i genval ue d e r i v a t i ves was pub1ished by

Jacobi (1846) who developea the r e s u l t f o r the special case o f symmetric A,and B = 1 f

W i t t r i c k (1962) applied Jacobi's f o r m l a for the case of a symmetric matrix t o

the d e r i vat ives o f buckl ing e i genvalues and presented r e s u l t s f o r the change

i n buckl i n g loads o f plates w i t h respect t o aspect r a t i o and thickness.

Lancaster (1964) developed a rigorous treatment of eigenvalue d e r i v a t i v - i and,

i n p a r t i c u l a r , showed t h a t f o r m l t i p l e eigenvalues, the d e r i v a t i v e s them-

selves are solutions o f an eigenvalue problem. The issue of m u l t i p l e eigen-

values was also investigated by Simpson (1976); and Haug and Rousselet

(1980b). who showed t h a t while simple eigenvalues are d l f f e r e n t i a b l e

(Frechet) , nu1t i p l e eigenvalues are only d i r x t i o n a l l y (Gateaux)

differentiable.
 Two methods developed f o r sensi t i v i t y analysis o f e l e c t r o n i c networks are

notable f o r the1 r non-re1 lance on e l genvectors I n t h e e i genvalue d e r i vat1 ve

f o r m 1 as. Rosenbrock (1965) and Morgan (1966) developed fornulas f o r e l gen-

value derivatives i n terms of the matrix A and i t s elgenvalues. According t o

Morgan's own assertion however, the computational e f f o r t i s not nuch less than

i f eigenvectors were required and examination of the d e t a i l s of t h e i r methods

indicates t h a t the calculations are eolllvalent t o those required f o r computing

e i genvectors.

Other contributions from the e l e c t r o n i c s d i s c i p l i n e include the use o f

the a d j o i n t network theory. An a d j o i n t network o r s t r u c t u r e i s one w i t h t h e

same geometry and nodal connections as the actual configuration, but t h e ele-

ments of the a d j o i n t system may be l i n e a r even though t h e actual elements are

nonlinear. Vanhonacker (1980) has used the theory of a d j o i n t structures t o

derive f o r m l a s f o r derivatives o f eigenvalues and e i genvectors o f structures.

Fox and Kapoor (1968) and Fox (1971) considered the special case o f

symmetric A and 6 matrices, hut developed techniques applicable t o more

general cases. For eigenvalues, t h e i r f o r m l a i s

wherein i t i s assumed t h a t the eigenvectors are normalized such t h a t

For eigenvector derivatives, two methods are presented by Fox and Kapoor. The

f i r s t i s t o d i f f ~ r e n t i a t eequation (16). g i v i n g a set o f simultaneous equa-

t i o n s f o r the eigenvalue and eigenvector derivatives. A complication here i s

t h a t the equations f o r the eigenvector derivatives are s i n g u l a r and the set i s

solvable m l y a f t e r a1gebraic manipulation which destroys the banded nature o f

equations, a p o i n t which arises l a t e r i n connection w i t h another method. The

second method f o r eigenvector derivatives, developed by Fox and Kapoor, i s t o

expand the d e r i v a t i v e as a series of eigenvectors. Thus, f o r the i-th eigenvector

Tne c o e f f i c i e n t s aik are obtained by s u b s t i t u t i n g equation (22) i n t o equa-

t i o n s r e s u l t i n g from d i f f e r e n t i a t i n g equatiun (16). I n principle, i t i s

necessary t o ase a l l n modes i n the expansion o f equation (22). However, as

w i t h the modal method generally, i t should be possible t o obtain reasonakle

r e s u l t s w i t h fewer than n eigenvectors. Study o f t h e convergence properties

o f equation (22) i s c l e a r l y c a l l e d f o r . Fox and Kapoor's second method was

specialized by H i r a i and Kashiwaki (1977) f o r the case o f design variables

c o n t r o l l i n g only a small p a r t o f the structure. Rogers (1970) and Stewart

(1972) d e r i ved sensi t i v i t y formulas f o r e i genvalues and e i genvectors o f the

general problem (eqs. (16) and (17)). For eigenvalues, the equation i s

Rogers expressed the derivatives as an expansion i n terms of the eigenvectors

The c o e f f i c i e n t s aik and bi are computed by s u b s t i t u t i n g equations (24)

i n t o an expression obtained by d i f f e r e n t i a t i n g the eigenvalue problem and

combining i t w i t h appropriate orthogonal it y conditions. P l a u t and Husseyin

(1973), as well as R u d i s i l l (1974); and Doughty (1982), developed t h e same

r e s u l t s as Rogers and, i n addition, developed a fornula f o r second d e r i v a t i v e s

o f e i genval ulrs. Form1as f o r the second d e r i vat ives o f e i genvectors are

presented by Taylor and Kane (1975). Garg (1973) investigated the case where

A and B were complex and produced f o r m 1 as f o r t h e eigenvalue and eigen-

vector d e r i v a t i ves. His e i genvector d e r i v a t i v e procedures are analogous t o

those o f Fox and Kapoor. Rudisi 11 and Chu (1975) developed the same

eigenvalue d e r i v a t i v e f o r , w l a s as Rogers. Additionally, f o r eigenvector

d e r i v a t i v e s they extended Fox and Kapoor's f i r s t formulation t o the case

here A and B are nonsymmetric. They suggest two ways t o solve t h e

equations f o r the derivatives: an i t e r a t i v e method which converges t o t h e

d e r i vat ives of the lowest e i genval ue and corresponding e i genvector; and an

algebraic method which i s an extension of Fox and Kapoor's f i r s t method.

Andrew (1978 and 1979) provided some proofs and refinements o f R u d i s i l l ' s and

Chu's a1g o r i thm. Brandon (1984) showed t h a t second d e r i v a t i v e s o f eigenvalues

may be calculated by using t h e f i r s t d e r i v a t i v e s of the eigenvectors.

An a l t e r n a t e method f o r c a l c u l a t i o n o f eigenvector d e r i v a t i v e s i s due t o

Nelson (1976). D i f f e r e n t i a t i n g the e i genval ue problem o f equation (16) gives

(25)

The matrix A - a0 i s s i n g u l a r since a i s an e i genvalue. The method o f

Nelson i s t o represent the eigervector d e r i v a t i v e as

where V i s the s o l u t i o n o f a reduced version o f equation (25) obtained by

deleting the k t h row and column from A - XB (where k i s chosen a r b i -

t r a r i l y ) , and s e t t i n g the k t h conponent of V equal t o u n i t y . The n u l t i p l i e r

c i s evaluated by s u b s t i t u t i n g equation (26) i n t o an equation obtained by

d i f f e r e n t i a t i n g equation (21). This method has c e r t a i n advantages over

previous e i genvector d e r i v a t i v e techniques: i t requi res only t9e e i genvalue

and eigenvector f o r t h e mode being d i f f e r e n t i a t e d , and t h e equation f o r V

retains the banded character o f c o e f f i c i e n t matrix ( u n l i k e the a1gebrai c

methods o f Fox and Kapoor, Plaut and Huseyin, and Rudisi 11). Cardani and

Mantegazza (1979) extended Nelson's method t o transcendental f l u t t e r

e i genvalue problems. F l u t t e r e i genvalue d e r i v a t i v e s were a1so derived by

R u d i s i l l and Bhatia (19723, Rao (1972), Seyranian (1982), and by Pedersen and

Seyrani an (1983) . Deri v a t i ves o f nonl inear buck1 ing e i genvalues were obtained

by Kamat and Ruangsi 1i a n s i ngha (1984). Final l y , f o r the s e n s i t i v i t y analysis

o f e i yenvectors o f d i s t r i b u t e d parameter systems papers by Farshad (1974),

Haug and Rousselet (1980b) and the t e x t by Haug, Komkov, and Choi (1984)

should be o f i n t e r e s t t o readers.

Sens it i v i t y of Transient Response

Genera 1

The discussion o f s e n s i t i v i t y analysis o f t r a n s i e n t s t r u c t u r a l response

i s usually based on t h e equations o f motion which are w r i t t e n as a system o f

second order d i f ferent ia1 equations. However, t h i s form obscures the

s i m i l a r i t y o f s t r u c t u r a l s e n s i t i v i t y analysis t o s e n s i t i v i t y analysis i n other

f i e l d s where f i r s t order d i f f e r e n t i a qudtions are employed and i s also less

compact than a f i r s t order f o r r m l a t ion. For these reasons the discussion w i 11

be based on a system o f f i r s t order ord i n a r y d i f f e r e n t i a l equations o f the

form
where U i s t h e response, F i s a vector of functions, t i s time, v is a

t y p i c a l design parameter, and a dot denotes d i f f e r e n t i a t i o n w i t h respect t o

time. I n many structural applications the left-hand side o f equations (27) i s

AO where A i s a matrix, and the methods discussed b e l w are also applicable

t o t h a t more general form (see, f o r example, Haftka and Kamat, 1984).

Direct Method

The d i r e c t method o f obtaining s e n s i t i v i t y derivatives i s based on

d i f f e r e n t i a t i n g equations (27) t o obtain

where the Jacobian J is aF/aU. Note that equations (28) i s a system o f

1inear d i f f e r e n t i a l equations, even i f the o r i g i n a l system, equations (27) i s

nonlinear. Often, derivatives o f the e n t i r e vector U are not required.

Instead i t i s required t o obtain the derivatives o f a function o f U o f the

form

where t f i s a f i n a l time f o r the response calculation. The d i r e c t approach

obtains dg/dv as
where dU/dv i s calculated i n equations (28).

Green's Function Method

Equations (28) have t o be solved once f o r each design variable, and are

c o s t l y when the number o f design variables i s large. When the number o f

design variables i s l a r g e r than the dimensionality o f U, then t h e Green's

function approach (see Hwang, Dougherty, Rabitz, and Rabitz, 1978) i s more

e f f i c i e n t than the d i r e c t approach. An a p p l i c a t i o n o f t h i s approach i s

s e n s i t i v i t y analysis o f t r a n s i e n t s t r u c t u r a l response when the response i s

conputed using reduction techniques such as modal analysis (e.g., see Haftka

and Kamat, 1984; Young and Shoup, 1982). The s e n s i t i v i t y derivative,

dU/dv, i s w r i t t e n as

where the Green's function K s a t i s f i e s ( r e c a l l t h a t the dot denotes d/dt)

T':e e f f i c i e n c y o f the Green's function approach i s p a r t l y governed by the

method used t o integrate equations (32). A l a r g e amount of work on the

e f f i c i e n t i.qlementation o f the Green's function approach has been performed

by Rab i t z and co-workers (Demi r l a p and Rabi tz, 1981; Dougherty, Hwang, and

Rdbitz, 1979; Dougherty and Rabitz, 1979, 1980; Eslava, Eno, and Rabitz, 1980;
Kramer and Calo, 1981; Kramer, Calo, Rabitz, and Kee, 1982; Rabitz, 1981).

Their approach i s implemented i n a general purpose computer code c a l l e d AIM

(Kramer, Calo, Rabitz, and Kee, 1982). The Green's function method i s also

known as the variational method (see, Oogru and Seinfeld, 1981).

Adjoint Variable Method

Further improvements i n e f f i c i e n c y may be possible i f less information i s

needed. I f instead o f the derivatives o f t h e e n t i r e vector U, only those of

a few functionals (e.g., eq. (29)) are required, then an a d j o i n t variable

method i s c a l l e d for. The a d j o i n t variable approach solves f i r s t f o r the

a d j o i n t vector A from the d i f f e r e n t i a l equation

It i s shown by Haftka and Kamat (1984) t h a t

(34)

Equat ion (33) i s a set o f 1inear d i f f e r e n t i a l equat ions which i s integrdted

backwards from tf t o zero. As i n the steady s t a t e case, t h e a d j o i n t

variable approach i s preferred over the d i r e c t approach when t h e number o f

functionals i s less than the number o f design variables. The a d j o i n t variable

approach has been applied t o a v a r i e t y of problems i n c l u d i n g dynamics (Ray,

Pister, and Polak, 1978; Haug, Wehage, and Barman, l 9 8 l ) , atmospheric

d i f f u s i o n (Hal 1, Cacuci , and Schlesinger, 19821, nuclear processes (Oblow,

1976), and heat transfer i n structures (Haftka, 1981).

F i n i t e D i fference Method

For s e n s i t i v i t y analysis o f s t a t i c response, the f i n i t e d i f f e r e n c e

approach i s almost always i n f e r i o r t o a n a l y t i c a l methods. For the c a l c u l a t i o n

o f d e r i v a t i v e s of t r a n s i e n t response t h i s i s not always t h e case. When

e x p l i c i t methods are used f o r i n t e g r a t i n g the d i f f e r e n t i a l equations, t h e

1i n e a r i t y of the s e n s i t i v i t y equations does not c o n s t i t u t e a computational

advantage. Therefore, f o r the case of e x p l i c i t i n t e g r a t i o n the f i n i t e

d i f f e r e n c e approach i s o f t e n computationally superior t o t h e d i r e c t method

(see Haftka, 1981; and Haftka and Ma1kus, 1981). When imp1i c i t i n t e g r a t i o n

techniques are used, the f i n i t e d i f f e r e n c e approach i s less a t t r a c t i v e

computational l y , but remains easier t o implement than t h e d i r e c t approach.

-
FAST Method

A1 1 t h e approaches discussed above provide l o c a l sensi t i v i t y informa-

tion. The -
Fourier -
Amp1 i t u d e - -
S e n s i t i v i t y Test (FAST) method (see review by

Cukier, Levine, and Shuler, 1978) provides global s e n s i t i v i t i e s . FAST i s

t y p i c a l l y used t o assess s e n s i t i v i t i e s t o parameter uncertainties. This i s

done by systematical ly sampl ing s o l u t i o n s obtained by varying the parameters

which have a range o f uncertainty. I f there are m parameters

v i , i = l,...,m, the sampling i s performed i n an m-dimensional space. FAST

converts t h i s m-dimensional space t o a one-dimensional space in terms o f a

variable s by using the transformation

= ai t bi s i n wis
i

where w ,i= 1,. ., are a set o f incomnensurate frequencies and a i , bi

are constants which depend on the range of v a r i a t i o n vi . The solutions f o r a
l a r g e number o f s-values are sampled and a Fourier transform o f t h e response
i n terms of s i s obtained. The c o e f f i c i e n t o f the transform associated w i t h

wi i s a d i r e c t measure o f the s e n s i t i v i t y o f the s o l u t i o n t o Via While FAST

i s more e f f i c i e n t than a Monte Carlo sampling o f t h e parameter space, i t i s

s u b s t a n t i a l l y more expensive than l o c a l s e n s i t i v i t y methods when m i s large.

While i n t h e l i t e r a t u r e reviewed herein FAST has been used only f o r

c a l c u l a t i o n of s e n s i t i v i t i e s of t r a n s i e n t response, the method i s equally

appl i c a b l e t o steady-state o r e i genproblem s e n s i t i v i t y calculations. The

method has been applied extensively i n physical chemistry (e.g., Koda, McRde

and Seinfeld, 1979; Tilden and Seinfeld, 1982), and a corrputer inplementation

i s described by McRae, Tilden, and Seinfeld (1982).

Other Forms o f Transient Response Equations

A specialized form o f t r a n s i e n t s t r u c t u r a l response i s the response t o

harmonic excitation. The s e n s i t i v i t y analysis o f t h a t response i s very

simi l a t o the s e n s i t i v i t y analysis o f s t a t i c response--(see, f o r example,

Wang, K i t i s , Pilkey, and Palazzolo, 1982 and 1983, and Yoshimrra, 1984).

The system o f equations (27) i s t y p i c a l l y obtained by d i s c r e t i z a t i o n o f

the s p a t i a l variat!on (e.g., by f i n i t e elements) before the s e n s i t i v i t y

analysis i s performed. I n some applications (see, f o r example, t h e discussion

o f s t a t i c shape s e n s i t i v i t y ) i t may be advantageous t o perform t h e s e n s i t i v i t y

analysis before d i s c r e t i zing. Koda, Dogru, and Seinfeld (1979); Owyer and

Peterson (1980); and Koda and Sei n f e l d (l982), f o r example, discuss appl i c a -

t i o n s o f s e n s i t i v i t y techniques t o p a r t i a l d i f fereclt ia1 equations, w h i l e

Gibson and Clark (1977) and Cacuci (1981) present s e n s i t i v i t y analysis i n the

general s e t t i n g o f functional analysis.

Second Deri vat ives
Part o f the motivation f o r second d e r i v a t i v e s i s t h a t they estimate

nonlinear s e n s i t i v i t y e f f e c t s i n c l u d i n g i n t e r a c t i o n between variables. Second

d e r i vatives may be calculated d i r e c t l y . For example, d i f f e r e n t i a t i n g

equati ons (28)

Unfortunately m design parameters r e s u l t i n m(m + 1)/2 systems such as

equation (36). If second derivatives are needed only f o r a functional g

such as equation (B),
then the c a l c u l a t i o n can '. g r e a t l y s i m p l i f i e d . In

fact,

Thus, the s o l u t i o n f o r a l l the second d e r i v a t i v e s requires only f i r s t deriva-

tives of U plus the a d j o i n t variable vector. This e f f i c i e n t approach t o

second order s e n s i t i v i t y calculations i s not y e t i n use. The l i t e r a t u r e

describes somewhat less e f f i c i e n t d i r e c t d.,J a d j o i n t techniques (e.g., Coffee

and Heimerl, 1983; Haug and Ehle, 1982) o r f i n i t e d i f f e r e n c e techniques (e.g.,

Behrens, 1979).

S e n s i t i v i t y Derivatives o f Optimal Solutions

As the use of optimization techniques has expanded, there has been an

increasing i n t e r e s t i n the s e n s i t i v i t y o f optimal solutions t o p r o b l i m

parameters. A t y p i c a l s i t u a t i o n where such d e r i v a t i v e s are needed i s the

following: Suppose the minimum weight design o f an a i r c r a f t wing i s obtained

by varying the sizes of the s t r u c t u r a l components while the geometry o f the

wing, the loading and the s t r u c t u r a l materials were f i x e d during t h e

optimization process. Now suppose the minimum weight design i s s t i l 1 t o o

heavy and the designer needs t o know which o f t h e f i x e d parameters i s a good

candidate f o r change. It would be useful t o have t h e s e n s i t i v i t y o f t h e

minimum weight design t o changes i n such parameters.

The information required f o r obtaining t h e s e n s i t i v i t y o f an o b j e c t i v e

function such as minimum weight w i t h respect t o problem parameters i s composed

o f a d i r e c t e f f e c t on the objective function p l u s an i n d i r e c t e f f e c t through

the change i n the constraints. For example, the optimization problem may
be posed as

Minimize f(v)

such t h a t

where f(v) i s an objective function, v i s a vector o f design variables and

gj(v) represent constraints. Let v*, f* be t h e s o l u t i o n t o t h e problem

and l e t p be a problem parameter. Then i t i s shown (see, f o r example,

Barthelemy and Sobieski , 1983b) t h a t

df* x af
(v*) -

where A are the Lagrange n u l t i p l i e r s associated w i t h the constraints. The

Lagrange m u l t i p l i e r s thus hare the r o l e o f the 'priceu o f the constraints, i n

that A
i s the change i n the o b j e c t i v e f u n c t i o n due t o a u n i t change i n

gj. Because most optimization a l g o r i t h m y i e l d the Lagrange m u l t i p l i e r s o r

estimates thereof as a by-product o f the solution, the s e n s i t i v i t y of the

o b j e c t i v e function t o problem parameters i s easy t o obtain.

The s e n s i t i v i t y o f the o p t i m m set o f design variables v* w i t h respect

t o problem parameters i s more complicated, Lagrange m u l t i p l i e r s are not

s u f f i c i e n t and additional c a l c u l a t i o n s are requi red. E a r l y work by F i acco and

McCormick (1968); Armacost and Fiacco (1974); Fiacco (1976, 1980); Bigelow

and Shapiro (1974) and Robinson (1974) concentrated on t h e mathematical

aspects (see also t e x t by Fiacco, 1983). More recent papers by YcKeown

(1980a.b) ; Sobieszczanski -Sobieski , B a r t h e l e w , and R i l e y (1982); and

Vanderpl aats and Yoshi da (1984) discuss applications t o the optimal design o f

dynamic systems and t o structures. The c a l c u l a t i o n o f the d e r i v a t i v e s of v*

requi res second derivatives o f the o b j e c t i v e f u n c t i o n and constraints w i t h

respect t o the design variables, and thus poses a need f o r e f f i c i e n t computa-

t i o n a l techniques t o obtain these derivatives.

As w i t h other s e n s i t i v i t y derivatives, d e r i v a t i v e s o f optimal s o l u t i o n

may be used t o extrapolate solutions f o r problem parameter changes. Unfortu-

nately, the s e n s i t i v i t y derivatives do not take i n t o account changes i n the

a c t i v e constraint set brought about by the change o f parameters (see

Barthelemy and Sobieski, 1983a). Consider, f o r example, a c o n s t r a i n t which i s

almost but not q u i t e c r i t i c a l f o r the optimum design. The Lagrange m u l t i p l i e r

associated w i t h the constraint mist be zero and therefore as indicated i n

equation ( 3 9 ) , such a constraint does not c o n t r i b u t e t o the s e n s i t i v i t y o f t h e

o b j e c t i v e function. However, a small change i n t h e value o f p can make t h e
constraint c r i t i c a l and completely change the value o f the derivative. This

problem makes the use o f optimal s o l u t i o n s e n s i t i v i t y d e r i v a t i v e s more r i s k y

than some other derivatives. Sobieszczansk i-Sobieski, Barthelemy, and R i l e y

(1982) suggested using d e r i v a t i ves o f the Lagrange mu1t i p 1 i e r s and t h e optimrm

s o l u t i o n vector v* t o a n t i c i p a t e changes i n the a c t i v e set. However, t h e

effectiveness of t h i s approach i s s t i l l i n doubt w i t h p o s i t l v e r e s u l t s

obtained by Schmit and Chang (1984) and negative r e s u l t s by B a r t h e l e w ant

Sobi eski (1983a).

Concluding Remarks

This a r t i c l e surveys methods f o r c a l c u l a t i n g s e n s i t i v i t y d e r i v a t i ves for

discrete s t r u c t u r a l systems and p r i m a r i l y covers l i t e r a t u r e published during

t h e past two decades. Methods are described f o r c a l c u l a t i n g d e r i v a t i v e s o f

s t a t i c displacements and stresses, e i genvalues and e i genvectors, t r a n s i e n t

s t r u c t u r a l response, and deri v a t i ves o f optimum s t r u c t u r a l designs w i t h

respect t o problem parameters. Methods and selected references are s u m r i zed

i n Table 1. The survey i s focused on publications addressed t o s t r u c t u r a l

analysts, but a1so includes a number o f methods developed i n nonstructural

f i e l d s such as controls and physical chemistry which are d l r e c t l y applicable

t o s t r u c t u r a l formulations. Most notable among the nonstructural -based

methods are the adjoi n t variable technique from control theory, and the

Green's function and FAST methods from physical chemistry.

For s t a t i c displacements and stresses, methods are well established f o r

derivatives w i t h respect t o simple s i z i n g variables. F i n i t e difference and

a n a l y t i c a l methods ( d i r e c t and a d j o i n t variable) are available and there are

clear gui del ines g i v i ng c l asses o f problems where t h e v a r i ous methods are

preferred. F i n i t e differences have long been disparaged as a method as

compared t o the more elegant analyt ical approaches-and indeed the t h e o r e t i c a l

e f f o r t (as measured by operation counts, f o r example) o f f i n i t e differences

does greatly exceed t h a t of the a n a l y t i c a l approaches except f o r very small

numbers of design variables. "owever, f i n i t e d l f ferences have a major

advantage-i t i s extremely simple t o formulate and implement. This factor,

together w i t h the increased speed o f recent and expected computers, may

explain i t s popularity i n many applications.

Methods f o r derivatives w i t h respect t o shape design variables are less

well established and consequently there are no c l e a r choices o f preferred

techniques. One approach i s t o d i f f e r e n t i a t e a set of discretized equations

from a f i n i t e element model w i t h respect t o the shape design variables. This

method has the advantage o f v e r s a t i l i t y bbt t h e disadvantage t h a t when the

shape changes, the f i n i t e element mesh may be d i s t o r t e d leading i wnerical

inaccuracies. An a1t e r n a t i ve approach i s t o d i f f e r e n t i a t e the cwr. I iNUUm

equations (before d i s c r e t i z a t i o n ) using a material derivative. This approach

avoids the mesh d i s t o r t i o n problem and i s p o t e n t i a l l y more e f f i c i e n t but i s

more complex t o implement.

With regard t o d e r i vat1 ves o f s t r u c t u r a l e i genvalue problems, we1 1-

establ ished formulas are aval l a b l e f o r both r e a l and complex eigenvalues.

Deri vat ives o f e i genvectors my be obtained by several methods i n c l u d i n g

expanding the d e r i vat ives as a series of e i genvectors, an a1gebraic approach

based on sirml taneous equations f o r e i genvalue and eigenvector d e r i vat1 ves,

and a s i m p l i f i e d but rigorous a n a l y t i c a l approach developed by Nelson. The

method o f Nelson i s most appealing as i t combines mathematical r i g o r w i t h

computational s',npl i c i t y . The modal expansion method also merits considera-

t i o n but requires a study o f the convergence properties o f the technique.

Derivatives o f t r a n s i e n t s t r u c t u r a l response may be obtained using f i n i t e

differences, d i r e c t and adjoi n t variable a n a l y t i c a l methods, a Green's func-

t i o n technique and the Fourier amplitude t e s t - FAST (the l a t t e r two methods

developed by physical chemistry researchers). As i n t h e s t a t i c case, there

are established guide1 ines f o r deciding when t o choose among the various

methods. Unlike t h e s t a t i c case, the f i n i t e d i f f e r e n c e method may be

c o n p e t l t l v e on the basis o f computational e f f l c l e n c y . For example, I f an
expl i c l t numerical I n t e g r a t i o n algorithm i s used f o r the nominal solution, a
f i n l t e d l fference c a l c u l a t l o n o f t h e d e r l v a t l v e m y be more e f f l c l e n t than an

a n a l y t l c a l method.
Methods f o r d e r l vatlves of optlnum deslgns w l t h respect t o problem
parameters are revlewed. Recause t h i s I s a relatively new topic, t h e body of
l i t e r a t u r e was not large. The d e r i v a t l v e o f the o b j e c t l v e functlon can be
easi ly obtained by a reasonably simple fornula. The derlvatlves o f t h e
optinum design variables are somewhat more d l f f i c u l t t o obtain. A compllca-

t i o n which arises i n using these d e r i vat1 ves t o extrapolate an opclnum design

i s t h a t one m s t keep track o f canstralnts which change from nor:crltical t o
c r i t i c a l as a r e s u l t o f small parameter changes. Flnally, a signiflcant
by-product o f the i n t e r e s t i n derivatives of optinum designs I s the m t l v a t l o n
i t has provided f o r research i n improved methods f o r second d e r l vatlves of

response quant it i e s .
 References

Andrew, A. L. (1978): Convergence o f an I t e r a t i v e Method f o r Derivatives o f

Eigensystems. Journal o f Computational Physics, Vol, 26, pp. 107-112.

.
Andrew, A. L. (1979): I t e r a t i v e Computation o f Derivatives o f Eigenvalues and
Eigenvectors. Journal o f Inst. Math. ApplJcs., Vol 24, pp. 209-218,

Armacost, R. L.; and Fiacco, A. V. (1974): Computational Experience i n

S e n s i t i v i t y Analysis f o r Nonlinear Programni ng. Mathematical Programni ng,
Vol. 6, pp. 301-326.

Arora, J. S.; and Govil, A, K. (1977): Design S e n s i t i v i t y Analysis w i t h

.
Substructuri ng. J. Engineering Mechanics Division, ASCE, Vol 103, No. EM4,
pp. 537-548.

Arora, J. S.; and Haug, E. J. (1976) : E f f i c i e n t Optimal Design of Structures

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 Table 1 . Suranary o f analytical
Type o f d e r i v a t i v e Method
S t a t i c displacenrent
NRT s i z i n g variables Direct
Adjoint variable
WT shape variables Differentiate dis-
c r e t e equations
Material d e r i v a t i v e
Second der ivat ives Direct
Adjoint variable
M i xed
E igenval ues
Symmetric matrices
D i s t i n c t e i genval ues Direct
Mu1t ip l e eigenval ues Direct
Nonsymnetric matrices Direct
2 Second derivatives Direct
Eigenvectors
F i r s t derivatives Direct
Modal expansion
Second derivatives Direct
Modal expansion
Transient displacement
F i r s t derivatives Direct
Adjoint variable
~ & n ' s function
FAST
Second derivatives Direct
Adjoint variable
Mixed
Optimum designs
Objective function
Design variables
* F i n i t e difference methods are generally applicable. See, for example, 6111 (1980, l983), Stewart (l967),
kll e y and Lefton (1980), Haftka and Ma1kus (1981 )
methods f o r s t r u c t u r a l s e n s i t i v i t y derivatives
Sel ected references
Fox (l965), Haug 6 Arora (1978). Arora 6 M u g (1979)
Barnett Herman (l968), Kelley (l962), Haug 6 Arora (1978)
Botkin (1981). Bennett and Botkin (1983)
Rousselet 6 Haug (1983), Rousselet (1983), Dens 6 h ' z (1984b)
Jawed and Morris (1984), ,Van Be11e (1982)
Haug (1981). Dems and Hroz (1984b)
Haftka (1982 )
Fox 6 Kapoor (1968), Fox (1971), W i t t r i c k (1962), Vanhonacker (1980)
Lancast e r (1964). Simpson (1976), Haug and Roussel e t (1980)
Jacobi (1846). Rogers (1970), Stewart (1972), Plaut 6 Husseyin (1973)
Plaut 8 Husseyin (1973). R u d i s i l l (l974), Doughty (1972) , Brandon (1 984)
Fox and Kapoor (1971), Rogers (IWO), Nelson (1976)
Fox and Kapoor (1971), Rogers (IWO), Stewart (1972)
Taylor and Kane (1975)
Taylor and Kane (1975)
Haftka (1981 )
Ray, e t a1 (1981 )
Kramer, e t a1 (1982), Hwang, e t a1 (1978)
Cukier, e t a1 (1978)
Coffee and Heimerl (1983)
Haug and Ehle (1982)
Haftka (1982)
Annacost 6 Fiacco (l974), kl(eorm (l98O), Sobieski, e t a1 (1982)
Barthelerny 6 Sobieski (1983a), Schlnit 8 Chang (l984), Fiacco (1983)