x
1
u
1
1
2
(
x
2
u
1
+
x
1
u
2
)
1
2
(
x
3
u
1
+
x
1
u
3
)
1
2
(
x
1
u
2
+
x
2
u
1
)
x
2
u
2
1
2
(
x
3
u
2
+
x
2
u
3
)
1
2
(
x
1
u
3
+
x
3
u
1
)
1
2
(
x
2
u
3
+
x
3
u
2
)
x
3
u
3
_
_
.
The diagonal entries of are the extensional strains into the individual directions and the
sum of these values represents the change in volume. Therefore also note that
tr() = tr((u)) =
3
i=1
((u))
ii
=
3
i=1
x
i
u
i
= div u.
The offdiagonal entries of are the shear strains representing internal changes of angles.
Every tensor eld can be decomposed into a volumetric and a deviatoric part by setting
=
1
3
tr()1 + ,
with a symmetric second order tensor satisfying tr() = 0 and is called the deviator
of . Dening the deviatoric subspace
Sym
0
(3) = A Sym(3) : tr(A) = 0 , (1.3)
we obtain an orthogonal decomposition Sym(3) = Sym
0
(3) R1, and we also write
dev() =
1
3
tr()1 Sym
0
(3). Moreover, dening the fourth order tensors P
vol
=
1
3
11
and P
dev
= I P
vol
= I
1
3
1 1 via
P
vol
[] =
1
3
tr()1 and P
dev
[] =
1
3
tr()1, (1.4)
we obtain the corresponding orthogonal projectors, i.e.
P
2
vol
= P
vol
, P
2
dev
= P
dev
, P
vol
P
dev
= P
dev
P
vol
= 0 .
1.2. Equilibrium of Forces.
1.2.1. Forces and the Traction Vector. We can basically distinguish two classes of forces
acting on
t
. On the one hand, there are body forces acting on the current conguration
t
. The most common representative of this class of forces is gravity but there are also
other examples like the electromagnetic forces. Since these forces act inside the body,
they are mostly related with mass or volume.
The second class consists of contact forces which are related with surfaces rather than
with volumes. Considering an innitesimal small surface element da around x which
is contained in the deformed conguration
t
, the corresponding force acting on da is
denoted by df. If da is in the interior of
t
, df is just the result of the action of the body
on itself. However, if da , then the contact force df results from some external in
teraction and in the simplest case, this force is known in advance. As da was assumed to
be an innitesimal small surface element, we can consider the limiting case and the re
sulting vector t(x) =
df
da
is called the traction vector. Of course, with an actual application
in mind, the above limit has to be handled with care since it only makes sense within the
continuum description.
The above denition of the traction vector strongly depends on the surface element da
since a surface element around x with a different orientation would lead to a different
traction vector. This gives rise to the denition of the traction vector as a function of the
normal n(x) of the surface element da passing through x, i.e.
t : S
2
t
[0, T] R
3
,
12 1. MATHEMATICAL MODELING OF PLASTIC DEFORMATION
where S
2
= y R
3
: [y[ = 1 is the surface of the Euclidean unit sphere in R
3
. Essen
tially, Cauchy postulated the existence of such a vector eld and physically, t(n(x), x, t)
is the force per unit area exerted on a surface element with normal n(x).
1.2.2. Balance Equations and the Cauchy Stress Tensor. Considering any part of
the body, we denote by
t
= (, t) the corresponding part in the current conguration.
Further, let :
t
[0, T] R be the material density and b :
t
[0, T] R
3
the
prescribed body force. Then, the balance of (linear) momentum is satised if for every
t
t
_
t
(x, t) u(x, t) dx =
_
t
b(x, t) dx +
_
t
t(n(x), x, t) da , (1.5)
where n(x) is the outward normal to
t
.
Similarly, the balance of angular momentum or balance of moment of momentum is satised
whenever
_
t
(x, t) (x u(x, t)) dx =
_
t
(x, t)(x b(x, t)) dx +
_
t
x t(n, x, t) da . (1.6)
It remains to determine how the traction vector t depends on the normal vector n and
this question was answered already in 1823 by Cauchys Theorem stating that there is a
symmetric tensor eld :
t
[0, T] Sym(3), called the Cauchy stress tensor such that
for every (x, t)
t
[0, T]:
(1) for each n(x) S
2
: t(n(x), x, t) = (x, t)n(x).
(2) satises the equation of motion
(x, t) u(x, t) div (x, t) = (x, t)b(x, t) .
If we work in the linearized regime, we can identify with
t
and consequently, the
stress tensor is dened in the reference conguration, i.e.
: [0, T] Sym(3) . (1.7)
Likewise, the density does no longer depend on t and we can replace (x, t) by
0
(x)
with
0
being the reference density at time t = 0. With this modications, the equation of
motion reduces to
0
(x) u(x, t) div (x, t) = b(x, t) , (1.8)
where without renaming, we absorbed the density
0
into b. In the geometrically non
linear setting, the Cauchy stress tensor on the current conguration can be pulled back
onto the reference conguration by the rst and second PiolaKirchhoff tensors.
1.2.3. Static and QuasiStatic Processes. The above equation of motion includes the ac
celeration u. In many relevant applications however, like in a slow loading process,
inertial effects can be neglected due to the internal time scales of the application. So it
might be reasonable to neglect the acceleration even though the problem itself is time
dependent. We group the considered problems into three classes.
(1) Static: inertial effects can be neglected and the data is not timedependent.
(2) Quasistatic: inertial effect can be neglected but the data is not independent of
time.
(3) Dynamic: inertial effects can not be neglected.
In a quasistatic setting, the equation of motion (1.8) is replaced by the equilibrium equation
div(x, t) = b(x, t) . (1.9)
1.1. REVIEW OF CONTINUUM MECHANICS AND LINEAR ELASTICITY 13
1.3. Thermodynamic Considerations. Since plasticity is best described in the frame
work of thermodynamics (with internal variables), we briey introduce some basic no
tation. The concept of internal variables will be introduced when we turn to plasticity in
the next section. A by far more elaborate exposition can be found in nearly all textbooks
covering that topic, e.g. [BdC05]. Concerning plasticity, we refer to [Lem00, Chapter 2].
1.3.1. The First and Second Law of Thermodynamics. The rst law of thermodynamics
essentially states a balance of energy. Therefore, we dene the internal specic energy by
e : [0, T] R which may also have functional dependences w.r.t. other elds under
consideration. Moreover, the heat source is dened by s : [0, T] R and similar to
the denition of the traction vector, we can dene a surface heat g : S
2
[0, T] R
which gives rise to the heat ux q : [0, T] R
3
such that g(n(x), x, t) = q(x, t) n(x).
Altogether, for an arbitrary part of the body , the rst law is given as
t
_
0
(x)
_
e(x, t) +
1
2
[ u(x, t)[
2
_
dx =
_
_
b(x, t) u(x, t) + s(x, t)
_
dx
+
_
_
(x, t)n(x) +q(x, t) n(x)
_
da ,
or in words: the rate of total energy, i.e. internal energy and kinematic energy, is equal to
the applied mechanical and thermal forces.
By the mechanical work identity
t
_
1
2
0
(x)[ u(x, t)[
2
dx =
_
b(x, t) u(x, t) dx
+
_
(x, t)n(x) da ,
(resulting from the equation of motion (1.8) by multiplying with u, integrating over ,
applying the theorem of Gauss and using
_
u udx =
t
_
1
2
[ u[
2
dx), as well as ap
plying the theorem of Gauss applied with respect to the heat ux, we obtain the energy
balance
t
_
0
(x)e(x, t) dx =
_
_
(x, t) : ( u(x, t)) + s(x, t) div q(x, t)
_
dx ,
or for short in local form
e = : + s div q .
The second law of thermodynamics is based on the notion of entropy : [0, T] R
and absolute temperature : [0, T] R, and states that
t
_
0
(x)(x, t) dx
_
1
(x, t) s(x, t) dx +
_
1
(x, t)q(x, t) n(x) da ,
of for short in local form:
0
1
s div(
1
q). The above inequality is also referred
to as the ClausiusDuhem inequality.
Introducing the (Helmholtz) free energy J : [0, T] R, J = e, which may as well
have additional functional dependencies, the energy balance and the ClausiusDuhem
inequality lead to the (local) dissipation inequality
0
(
J +
) : +
1
q 0 , (nonisothermal),
0
J : 0 , (isothermal).
(1.10)
In the following, we will always consider isothermal conditions, i.e. const.
14 1. MATHEMATICAL MODELING OF PLASTIC DEFORMATION
1.4. Linear Elasticity. Under isothermal conditions, concerning linear elasticity, the
free energy J is assumed to be a quadratic function depending on the strain but not
on time, i.e. J J(, x). Substituting (x, t) into this expression yields
J J((x, t), x) =
1
2
0
(x)
C(x)[(x, t)] : (x, t) ,
with the symmetric fourth order elasticity tensor C(x) : Sym(3) Sym(3) which may
depend on the spatial point x but not on time t. In the case of a homogeneous and
isotropic body, we have the representation
0
J
0
J() =
1
2
C[] : = [[
2
+
1
2
tr()
2
= [ dev()[
2
+
1
2
tr()
2
with the shear modulus , the Lam constant and the bulk modulus = +
2
3
. This gives
the representation of C as
C = 2I + 1 1 = 2P
dev
+ 3P
vol
, (1.11a)
and the orthogonal decomposition (1.4) allows to easily invert C such that
C
1
=
1
2
P
dev
+
1
3
P
vol
. (1.11b)
Taking the total differential of J J((x, t), x) w.r.t. time, we nd
J = D
0
(x)D
e
: [0, T] Sym(3) and
p
: [0, T] Sym(3) . (1.14)
The plastic strain tensor
p
corresponds to the permanent strain after relaxation and we
have
p
= 0 in elasticity due to the reversible nature of the elasticity problem. In this
case, the elastic strain
e
and the total strain (u) coincide and we have = C[
e
]. Using
the additive decomposition (1.13) then results in
= C[
e
] = C[(u)
p
] , (1.15)
which is the stressstrain law we will use in the context of plasticity.
2.1.2. Internal Variables. The above concept can be extended even further by intro
ducing internal variables : [0, T] R
s
. These internal variables may change from
application to application and often cannot be measured directly. Including internal vari
ables, the free energy has the formJ J(
e
, ). For the total time derivative we obtain
J = D
e
J(
e
, ) :
e
+D
J(
e
, )
0
D
e
J(
e
, )
_
:
e
:
p
+
0
D
J(
e
, )
.
Introducing the thermodynamic forces : [0, T] R
s
, conjugate to the internal
variables by setting
=
0
D
J(
e
, ) ,
and using =
0
D
e
J(
e
, ), the local dissipation inequality reduces to
:
p
+
0 .
2.1.3. The Relation between and
p
. As we have introduced the plastic strain as a
further unknown, we also need a functional relationship between the stress and the plas
tic strain. It turns out that it is not appropriate to impose a relation between and
p
but rather to relate the stress and the plastic strain rate
p
. The same holds true for
the thermodynamic forces conjugate to the internal variables . Before we address the
question how this relationship actually looks like, we shortly consider some examples
for the admissible set K.
16 1. MATHEMATICAL MODELING OF PLASTIC DEFORMATION
2.2. Plastic Behavior of Metals and GeoMaterials. As outlined above, the admissi
ble set K Sym(3) strongly depends on the material and the application in mind. We
give simple examples for plasticity of ductile metals and for plasticity observed in Geo
mechanics and/or granular material. We restrict ourselves to isotropic plasticity, and in
this case, the convex set K can be characterized in terms of the eigenvalues of .
As we only aim to give a short summary, we refer the reader to texts like [Lem00, DS02,
PZ99] and we only give further references concerning special topics.
2.2.1. The Principal Stress Space. In case of isotropy, the stress tensor can be fully
characterized by its eigenvalues. Since is symmetric, there are three real eigenvalues
1
2
3
called the principal stresses. Based upon the principal stresses, we dene the
set of principal invariants
=
1
,
2
,
3
via
= tr() =
1
+
2
+
3
,
=
1
2
_
tr()
2
tr(
2
)
_
=
1
2
+
2
3
+
3
1
,
= det() =
1
3
,
which are the coefcients of the normalized characteristic polynomial det( 1). Thus
we see that the set of invariants
=
1
3
1
() =
1
3
tr() =
1
3
(
1
+
2
+
3
) ,
J
2
=
1
2
[ dev()[
2
=
1
3
1
()
2
2
() or q
=
_
3 J
2
=
_
3
2
[ dev()[ .
Here p
is the equivalent
tensile stress. At this point, we also make the following sign convention: tensile stresses
and tensile strains are positive.
Coming back to the principal stress space, the corresponding eigenvectors form an or
thonormal basis of R
3
and the coordinate system with these vectors as axes form the
principal stress space. In principal stress space, the (principal) diagonal corresponds to
isotropic stress (compressive or tensile), i.e.
1
=
2
=
3
and for xed mean stress, the
surface normal to the diagonal is the deviatoric plane. This gives rise to a new coordinate
system in principal stress space being characterized by the three invariants ( p
, q
)
given by
p
=
1
1
() , q
=
_
2
3
q
= [ dev()[ , cos(3
) =
3
3
2
3
(dev())
(J
2
)
3/2
.
Here p
and
are polar
coordinates in the deviatoric plane with the origin being the intersection of the diagonal
with the deviatoric plane. To be more precise, q
[0,
1
3
] gives information about the magnitude of the intermediate
principal stress
2
in comparison to the major and minor principal stresses
1
and
3
.
2.2.2. Simple Plasticity Models for Ductile Metals. Plastic behavior in metal is mainly
observed when the shear stress reaches a critical value, whereas isotropic stress does not
result in plastic behavior. Thinking in terms of the principal stress space, this suggests
that plastic behavior is independent of the actual mean stress, so K is a innitely long
prism, whose shape is determined in the deviatoric plane. Introducing
K Sym
0
(3), we
1.2. PLASTIC DEFORMATION 17
FIGURE 1.1. The admissible sets of Tresca and von Mises plasticity in principal stress
space.
obtain the representation
K = Sym(3) : dev()
K . (1.16)
Moreover, volumetric strains are typically assumed to be purely elastic, i.e. there are no
volumetric plastic strains, and this leads to the notion of incompressible plasticity. A rst
example of the set K is
K = Sym(3) :
1
3
T
,
for a given
T
> 0 and eigenvalues
1
2
3
. This model was proposed by Tresca in
1864 and in the deviatoric plane, the surface of
K is a regular hexagon.
A similar model that is only limiting the admissible shear stress was given by von Mises.
The model is obtained by
K = Sym(3) : q
Y
,
with
Y
> 0 being the yield stress. In this case,
K is just the scaled unit sphere in Sym
0
(3)
and thus in the deviatoric plane, the yield surface is a circle. The model is also attributed
as J
2
plasticity since it only depends on the second invariant of the stress deviator. In
Figure 1.1, the admissible sets are shown in principal stress space for both von Mises and
Tresca plasticity.
2.2.3. Simple Plasticity Models for Cohesive, Frictional Materials. Whereas in simple plas
ticity models for metals, plastic behavior is generally not dependent on the mean stress,
the situation changes when we consider cohesive, frictional materials like soil. We have
to mention that for saturated soil, the effective stress concept comes into play accounting
for the contribution of the pore water pressure as well. However, we will not go into
details but refer to [Ehl02, dB00, Cou04] where these concepts are presented elaborately.
The rst plasticity model for a soil was proposed by Coulomb in 1773. He wrote a failure
criterion for a soil as = c p tan where and p are the shear and normal (effective)
18 1. MATHEMATICAL MODELING OF PLASTIC DEFORMATION
FIGURE 1.2. The admissible sets of MohrCoulomb and DruckerPrager plasticity in
principal stress space.
stress on the failure plane. The materials constants c and are related with the cohesion
and the friction angle. This failure criterion denes the admissible set in the sense of
MohrCoulomb as
K = Sym(3) :
1
(1 sin )
3
(1 + sin ) 2c cos ,
where again
1
2
3
are the eigenvalues of . We see that the admissible set
only relies on the major and the minor principal stress and the boundary of K in the
deviatoric plane is again a hexagon. But due to the occurrence of the friction angle, the
hexagon is not regular. As K depends on the mean stress, K is a hexagonal cone with
vertex
k
0
(c tan p
) 0
where again c and are related with the cohesion and the friction angle, respectively.
Furthermore, k
0
is a material constant. In principal stress space, K is a circular cone
and if = 0, K becomes the innitely long cylinder of von Mises with
Y
= k
0
c. The
parameter k
0
can be used to adjust the radius of the yield surface in the deviatoric plane
w.r.t. the MohrCoulomb hexagon, e.g. for k
0
=
3
9+12 tan
2
K
: Sym(3) R,
K
() =
_
0 , K ,
, , K ,
we can rewrite the minimization problem as: nd Sym(3) such that
:
p
+
K
() = min!
Since this is an unconstrained convex minimization problem, a necessary and sufcient
condition for a minimum (if it exists) is
0
p
+
K
() .
Here,
K
is the convex subdifferential of the indicator function
K
(we also refer to
Figure 1.3 for the convex subdifferential of a convex function):
K
() = Sym(3) :
K
()
K
() + : ( ) for all Sym(3) .
20 1. MATHEMATICAL MODELING OF PLASTIC DEFORMATION
This gives a characterization of the ow rule as
p
: ( ) 0 for all K ,
and by denition, this is equivalent to
p
N
K
() = Sym(3) : : ( ) 0 for all K. (1.17)
Thus, under the requirement of maximal plastic work, the multifunction G does not
have to be specied separately but coincides with the normal cone N
K
at K. If
G N
K
, we call the ow rule associated. However, it is still not possible to evaluate G
at a stress state . Whenever 0 K, we also nd that the associated ow rule assures
thermodynamic admissibility as :
p
0 :
p
= 0.
2.3.2. Normality Law II. To facilitate the computation of
p
, the above concept is not
very useful. However, in typical applications, the admissible set K can be characterized
by p N convex yield functions f
i
: Sym(3) R, i = 1, . . . , p , such that
K = Sym(d) : f() 0 (componentwise) ,
where f : Sym(3) R
p
, f = (f
1
, . . . , f
p
).
A more amenable concept for the computation of
p
is therefore to use the characteriza
tion of K by means of the yield function f and to write the minimization problem as
:
p
= min! subject to f() 0 .
The corresponding Lagrange functional or Lagrangian L : Sym(3) R
p
R is given by
L(, ) = :
p
+
T
f() = :
p
+
p
i=1
i
f
i
() .
We assume that the set K has nonvanishing interior or equivalently, we demand the
existence of some
0
K such that f(
0
) < 0. This condition is also referred to as the
strong Slater condition and under this condition, the necessary and sufcient conditions
for a minimum (if it exists) are the KarushKuhnTucker (KKT) conditions
0
p
+
p
i=1
i
f
i
() ,
i
0 , f
i
() 0 ,
i
f
i
() = 0 for all i = 1, . . . , p .
The strong Slater condition can be weakened in the sense that the KKTconditions are
sufcient and necessary if only the weak Slater condition is satised, i.e. there is some
0
K such that f
i
(
0
) < 0 for all active indices i I() = j 1, . . . , p : f
i
() = 0.
Note that the strong (and therefore also the weak) Slater condition is always fullled as
long as the elastic domain in nonempty.
FIGURE 1.3. Convex subdifferential.
1.2. PLASTIC DEFORMATION 21
Proposition 1.1. If the weak Slater condition is fullled, the normal cone N
K
() has the repre
sentation
N
K
() =
_
Sym(3) : =
iI()
i
s
i
, s
i
f
i
() ,
i
0 , for i I()
_
.
PROOF. We refer to [HUL93a, Chapter VII], and particularly Proposition VII.2.2.1.
A similar equivalence also holds in locally convex, linear topological spaces [IT79, Chap
ter 4]. Using the complementarity we obtain the representation
N
K
() =
_
Sym(3) : =
p
i=1
i
s
i
, s
i
f
i
() ,
i
0 , f
i
() 0 ,
i
f
i
() = 0 for i = 1, . . . , p
_
.
If additionally f is smooth at , i.e. f
i
() = Df
i
(), we obtain
p
=
p
i=1
i
Df
i
(),
cf. [SH98, Chapter 5] or [SKG88].
2.3.3. NonAssociated Flow Rule. Even though the associated ow rule has a nice vari
ational structure, there are situations in which the associated ow rule is not appropriate.
However, then the multifunction Ghas to be specied explicitly. Plastic ow is then typ
ically determined by requiring
p
=
p
i=1
i
r
i
() ,
0 , f() 0 ,
T
f() = 0 ,
with the plastic ow directions r
i
: Sym(3) Sym(3), i = 1, . . . , p. In most cases, r
i
is
dened as the convex subdifferential of a plastic potential g
i
: Sym(3) R
p
, viz. r
i
= g
i
and then we obtain the representation
p
=
p
i=1
i
s
i
, s
i
g
i
() .
With this, we then nd G to take the form
G() =
_
Sym(3) : =
p
i=1
i
s
i
, s
i
g
i
() ,
i
0 , f
i
() 0 ,
i
f
i
() = 0 for i = 1, . . . , p
_
.
Obviously, the associated ow rule is recovered if g = f.
2.4. Hardening. As mentioned earlier, internal variables (with dual forces ) may
change the set of admissible stress states. Looking at the local dissipation inequality, we
see that similarly to the relation connecting the current stress state and the plastic strain
rate via
p
G(), we need to relate and
. We will discuss isotropic and kinematic
hardening separately but also the combination of both is possible. Throughout, we will
assume that the free energy J(
e
, ) can be split up additively into
J(
e
, ) = J
e
(
e
) +J
p
() .
The set of admissible stress states is then generalized to
K = (, ) Sym(3) R
s
:
f(, ) 0 ,
22 1. MATHEMATICAL MODELING OF PLASTIC DEFORMATION
with a suitable yield function
f : Sym(3) R
s
R
p
. However, for the ease of notation,
we only consider the case of a single yield function, i.e.
f : Sym(3) R
s
R.
2.4.1. Isotropic Hardening. As outlined earlier, the notion of isotropic hardening is re
lated to an isotropic expansion of the yield surface resulting in increased strength of the
body under consideration as the set of admissible stress states becomes larger. Isotropic
hardening is described by the scalar internal variable : [0, T] R and the cor
responding force : [0, T] R. In this case, J
p
() is a scalar potential and the
conjugate force is given by
=
0
D
J(
e
, ) =
0
J
t
p
() .
We consider the special case of isotropic hardening where the generalized yield function
f reads as
K
(, ).
Using the yield function, we obtain
p
= s , s f() and
= .
We close by considering two examples of how J
p
() may actually look like. The rst
example corresponds to linear isotropic hardening in which case
0
J
p
() =
1
2
h
0
2
with
h
0
> 0 and therefore = h
0
or alternatively = h
1
0
. However, more complicated
possibilities exist. A more general (convex) energy is given by
0
J
p
() =
1
2
h
0
2
+ (h h)
_
+
1
exp()
_
h
1
with h h 0 and , h
1
, h
0
> 0. This energy is often used with h
0
= 0, leading to
isotropic hardening in the sense of Voce, cf. [SH98].
2.4.2. Kinematic Hardening. Whereas isotropic hardening expands the yield surface,
kinematic hardening changes the center of the admissible set in Sym(3). This type of
hardening is more appropriate for materials exhibiting the socalled Bauschinger effect.
Consequently, an internal variable capable of doing this must be a second order tensor
Sym(3). Once more, the corresponding force is denoted by =
0
D
J
p
(). If the
admissible set K is characterized as K = Sym(3) : f() 0, we can shift the
admissible set by setting
K = (, ) : f( +) 0. The force is called the backstress
and = + the relative stress. Note that in the literature, the backstress often has a
different sign if the conjugate force is introduced without the minus sign.
Using the maximum plastic work inequality again leads to a minimization problem.
Minimize :
p
:
subject to f( +) 0 .
Again assuming p = 1, the Lagrangian is L((, ), ) = :
p
:
+ f( + ) and
the optimality conditions are
0
L((, ), ) =
p
+ f( +) ,
0
L((, ), ) =
+f( +) ,
0 , f( +) 0 , f( +) = 0 .
1.2. PLASTIC DEFORMATION 23
The rst two inclusions allow to identify
p
, i.e. the plastic strain itself serves as an
internal variable. As indicated in [Lem00, Section 5.4], it is difcult to justify a nonlinear
relationship between and , and we therefore only consider linear kinematic hardening,
i.e. there is a hardening modulus H : Sym(3) Sym(3) such that
0
J
p
() =
1
2
: H[].
The conjugate force then is =
0
D
J
p
() = H[] and eventually, the free energy
can be written as
0
J
1
2
e
: C[
e
] +
1
2
p
: H[
p
] =
1
2
(
p
) : C[
p
] +
1
2
p
: H[
p
] .
2.5. Particular Flow Rules. In this section we will specify the ow rule for a set of
model problems. Particularly, we address the models of von Mises and DruckerPrager,
as well as a slight modication of the latter.
2.5.1. Von Mises Plasticity. To describe the admissible set by means of a yield function,
we dene
f : Sym(3) R, f() = [ dev()[ K
0
. (1.18)
with K
0
=
_
2
3
Y
. In light of the characterization given before, we have
K = Sym(3) : f() 0 .
Plasticity in ductile metals is mainly due to dislocations causing slip processes. Indeed,
these processes may change the shape of the body, but typically the volume of the body
remains unchanged and it is therefore assumed that plastic strains are incompressible,
i.e. tr(
p
) = 0. Since K is a cylinder with innite length aligned with the isotropic stress
axis, we have tr(
p
) = 0 for all
p
N
K
(). Since the yield criterion denes a circle in the
deviatoric plane, its is also convenient to use associativity with respect to the deviatoric
portion of the stress space.
2.5.2. DruckerPrager Plasticity. Whereas in metal plasticity, the associated ow rule
is commonly adopted, for frictional materials the situation is different, particularly be
cause in contrast to metal plasticity, plastic ow is not incompressible. Concerning the
examples of MohrCoulomb and DruckerPrager, which both describe a cone in princi
pal stress space, we see that the normality condition naturally implies tr(
p
) ,= 0. We
focus on the DruckerPrager model which is suited for cohesive and frictional materials
like soil. Soil is assumed to consists of particles (e.g. sand, clay) and for a moment, we
assume that the particles are densely packed. Following Coulomb, the strength of the
soil is due to cohesion and friction. Strengthening effects resulting from friction are two
fold: rst, strength increases due to grinding of particles over each other, and secondly,
strength is increased by interlocking of particles which prevents relative movement of the
particles.
Thus, if plastic ow is going to happen as a result of shearing, the particles will have to
move relative to each other and this naturally causes an increase of volume to overcome
interlocking; socalled dilation or dilatancy. Another description of dilation is that close
to the shear band, the displacement is not only tangentially to the shear band, but also
has an (upward) normal component and this gives rise to the denition of the angle of
dilatancy 0 describing the ratio between normal and tangential displacement com
ponents. = 0 corresponds to no dilation, i.e. there is no normal displacement w.r.t. the
shear band and consequently, this implies plastic incompressibility. Typically, the angle
of friction serves as an upper bound, i.e. .
24 1. MATHEMATICAL MODELING OF PLASTIC DEFORMATION
FIGURE 1.4. The DruckerPrager ow rule.
Rescaling k
0
by
_
2
3
, the yield function of the DruckerPrager model is given by
f() = [ dev()[ +k
0
(p
tan c)
with the convex subdifferential
f() =
_
_
dev()
[ dev()[
+
k
0
3
tan 1
_
, dev() ,= 0 ,
_
dev() +
k
0
3
tan 1 : [ dev()[ 1
_
, dev() = 0 .
For all s f(), we therefore obtain tr(s) = k
0
tan > 0. However, it is observed that
using the normality condition overestimates the effects due to dilation. This is when the
nonassociated ow rule, and particularly the angle of dilatancy comes into play.
We introduce the plastic potential g : Sym(3) R,
g() = [ dev()[ +k
0
(p
tan c) + c ,
where c is a constant only depending on the material parameters and which can essen
tially be omitted since we are only interested in elements of the subgradient of g. For
modeling aspects including c, we refer to [PZ99, Chapter VII] or [HFdS03].
The signicant difference between f and g is the replacement of the friction angle in the
yield function by the angle of dilatancy in the plastic potential, giving the subgradient
of g as
g() =
_
_
dev()
[ dev()[
+
k
0
3
tan 1
_
, dev() ,= 0 ,
_
dev() +
k
0
3
tan 1 : [ dev()[ 1
_
, dev() = 0 .
Due to , for a given stress state , we infer tr(s
g
) = k
0
tan k
0
tan = tr(s
f
) for
all s
g
g() and s
f
f(). Thus, we see that the angle of dilatancy allows to control
the plastic volume change. We dene T : Sym(3) Sym(3) by
T[] = P
dev
[] +
tan
tan
P
vol
[] = dev() +
tan
tan
tr()
3
1, (1.19)
and note that T is welldened if tan ,= 0, which is no limitation as in this case, we reob
tain the von Mises yield criteria. Obviously, we have g() = T[f()] and considering
the nonassociated ow rule
p
= s , s g(), we nd
p
= T[s] , s f()
1.2. PLASTIC DEFORMATION 25
Note that whenever tan ,= 0, T is invertible and we can write
T
1
[
p
] = s , s f() .
If = 0, this is not possible, but we obtain
p
= dev(s), with s f() .
Figure 1.4 illustrates the ow rule of nonassociated DruckerPrager plasticity in terms
of the stress deviator and the mean stress. The angle of dilatancy is constrained by 0
and this corresponds to the dashed lines. If the stress state is the apex of the cone,
the ow direction is not uniquely dened.
2.5.3. Smoothed DruckerPrager Plasticity. The fact that the apex of the DruckerPrager
cone is a singular point on the yield surface, and thereby prevents the denition of a
unique ow direction, is often considered as a handicap. An approach to bypass this
drawback is to introduce a smoothing parameter 0 < < c k
0
leading to the smoothed
yield function
f
() =
_
[ dev()[
2
+
2
+k
0
(p
tan c) ,
cf. [KLSW06, ML99]. Again, by replacing the angle of friction by the angle of dilatancy,
we obtain the plastic potential
g
() =
_
[ dev()[
2
+
2
+k
0
(p
tan c) + c .
The derivatives of f
and g
are given by
Df
() =
dev()
_
[ dev()[
2
+
2
+
k
0
3
tan 1,
Dg
() =
dev()
_
[ dev()[
2
+
2
+
k
0
3
tan 1,
respectively, and again we have T[Df
()] = Dg
() . Moreover, we nd D
2
f
() =
D
2
g
[[k
sup
xS
[
z(x)[
Y
< ,
where N
d
0
is a multiindex. With the given norms, the spaces C
k
(S, Y ) are Banach
spaces if Y is a Banach space. For m (0, 1], we also use the notation C
k,m
(S, Y ) to
denote the Hldercontinuous spaces, and particularly C
k,1
corresponds to the ktimes
Lipschitzdifferentiable functions.
1.1.2. Lebesgue Spaces. For 1 p < , we dene the Lebesgue spaces
L
p
(S, Y ) = z : S Y : z
L
p
(S,Y )
:=
_
_
[z(x)[
p
Y
dx
_
1/p
< ,
L
(S, Y ) = z : S Y : z
L
(S,Y )
:= ess sup
xS
[z(x)[
Y
.
Note that L
2
(S, Y ) is a Hilbert space if Y is a Hilbert space and that all L
p
spaces are
Banach spaces as long as Y is a Banach space.
1.1.3. Sobolev Spaces. Based on the concept of weak differentiability, we introduce the
Sobolev spaces of integer order as
W
k,p
(S, Y ) = z : S Y : z
W
k,p
(S,Y )
:=
_
[[k

z
p
L
p
(S,Y )
_
1/p
< ,
where again, N
d
0
is a multiindex. Particularly, all weak derivatives up to order k are
contained in L
p
(S, Y ). Whenever Y is a Hilbert space and p = 2, we use the shorthand
notation H
k
(S, Y ) = W
k,2
(S, Y ) to emphasize the Hilbert space structure. Again, all
W
k,p
spaces are Banach spaces if Y is a Banach space. On W
k,p
(S, Y ), we also dene a
seminorm by
[z[
W
k,p
(S,Y )
:=
_
[[=k

z
p
L
p
(S,Y )
_
1/p
.
For Sobolev spaces, there exist a variety of embedding theorems, see [Rou05, Chapter 1]
or [IS93, Chaper 2]. We quote only the simplest version stating that if S R
d
and kp > d,
then W
k,p
(S, Y ) C(S, Y ). Contrary, one can show that if d > 1, functions in the Hilbert
space H
1
(S, Y ) are not continuous in general. This also raises the question of how to give
a meaning to the evaluation of functions at a subset of measure zero, particularly on the
boundary of S. This problem is resolved by the trace theorem stating that there exists
a continuous linear operator
T
: W
1,p
(S, Y ) W
11/p,p
(S, Y ). Here, the fractional
Sobolev space W
11/p,p
occurs and for details we refer to [Ada75]. We just quote that in
the case d 2, 3, by a suitable embedding theorem, we nd that
T
, when considered
as a function from H
1
(S, Y ) H
1/2
(S, Y ) L
2
(S, Y ), is continuous.
1.2. Function Spaces in Continuum Mechanics of Solid Deformation. Henceforth,
we will frequently use the spaces L
2
(, Sym(d)) and H
1
(, R
d
) and therefore, we use the
abbreviations
P = L
2
(, Sym(d)) and V = H
1
(, R
d
) . (2.1)
2.1. NOTATION 29
We equip these spaces with the natural duality pairings, inner products and norms. Par
ticularly, we use the Euclidean norm in R
d
and the Frobenius norm on Sym(d), which
both can be derived from inner products on the spaces R
d
and Sym(d) and therefore
make P and V Hilbert spaces. Particularly, we will often use the identication of P with
its dual by means of the Riesz representation theorem. However, it will often be convenient
to dene other inner products and norms on P, as well as on (subsets of) V as we will
just see.
1.2.1. Displacement Spaces. The choice of a suitable space for the displacements is clear
in the context of linear elasticity as we will shortly see, but not so obvious in innitesi
mal perfect plasticity. Remembering that we assumed meas
d1
(
D
) > 0, it is possible to
prescribe a boundary condition
u
D
H
1/2
(
D
, R
d
) ,
on
D
. Then, we dene the afne subspace
X(u
D
) = u V :
T
(u) = u
D
,
and if u
D
= 0, we simply write X X(0). If meas
d1
(
D
) > 0, by the PoincarFriedrichs
inequality, there exists a constant C
P
> 0 such that
u
L
2
(,R
d
)
C
P
[u[
V
, u X .
This yields u
V
(C
P
+ 1)[u[
V
for all u X and accordingly, [ [
V
is a norm on X.
The symmetrized gradient operator can be considered as an operator
: V P , (u)(x) =
1
2
_
Du(x) + Du(x)
T
_
, (2.2)
and Korns inequality states that there is a constant C
K
> 0 such that
u
2
V
dx C
K
_
u
2
L
2
(,R
d
)
+(u)
2
P
_
, u X .
The PoincarFriedrichs and Korns inequality are proved in several textbooks, we refer
to [DL76] or [GR86]. Another interesting proof of Korns inequality can be found in
[CC04], making use of the strain compatibility relations as mentioned in section 1.1.1.
With these two inequalities, it is then possible to show that there is a constant C > 0 such
that
1
C
u
V
(u)
P
u
V
, u X ,
showing a norm equivalence. We dene the bilinear form c : V V R,
c(u, v) =
_
by
Cu, w
X
X
= c(u, w) . (2.4)
30 2. ASSOCIATED STATIC PERFECT PLASTICITY
1.2.2. Stress Spaces. The stress tensor is a symmetric second order tensor, and a natu
ral canditate for is the space P. However, as we indicated before, it may be convenient
to use other inner products and norm on P. Due to the nitedimensionality of Sym(d),
we can choose any norm in Sym(d) without changing P topologically. In order to obtain
a Hilbert space, we require that the norm in Sym(d) is deduced from an inner product.
Apart form the usual Frobenius inner product, we will often use the energy product
: C
1
[] on Sym(d). Based on this inner product, we dene
a(, ) =
_
(x) : C
1
[(x)] dx , 
=
_
a(, ) . (2.5)
As previously, this bilinear form also gives rise to the denition of an operator
A : P P
, A,
P
P
= a(, ) , (2.6)
and Ais the Riesz mapping with respect to the inner product a(, ). Obviously the norms

P
and 
are equivalent due the properties of the elasticity tensor and the inverse
operator A
1
: P
=
H
1/2
(, R
d
) we nd Greens formula, cf. [GR86, Section I.2],
N
(),
T
(u)
H
= (, (u))
P
+ (div , u)
L
2
(,R
d
)
(2.8)
for all H(div, , Sym(d)) and u V and we will also write
N
(),
T
(u)
H
=
_
_
(x)n(x)
_
u(x) da .
Essentially, this allows to prescribe the normal component on the boundary, and in the
same spirit as for the displacement space, for a given t
N
H
1/2
(
T
, R
d
), we dene
div
(t
N
) = H(div, , Sym(d)) :
N
() = t
N
.
2.2. LINEAR ELASTICITY A DUALITY FRAMEWORK 31
In the homogeneous case, we also write
div
div
(0).
1.2.3. Strain Spaces. In plasticity, as well as in other applications dealing with mini
mization problems in function spaces, one is often confronted with measure valued func
tions. It will turn out that in perfect plasticity, certain quantities can only be dened as
measures. Therefore, by M
1
(, R) = C(, R)
i,j=1
((u))
ij

M
1
(,R)
.
Even in BD(), a suitable trace operator
B
: BD() L
1
(, R
d1
), d 2, 3 can be
dened and BD() is continuously embedded into L
p
(, R
d
) for all 1 p
d
d1
. The
space of bounded deformations has been discussed by various authors at the end of the
1970s, cf. [Suq78a, Suq78b, Suq79, TS80] or the monograph [Tem85]. Details can also be
found in the textbooks [FS00, IS93, ABM06].
2. Linear Elasticity a Duality Framework
After having introduced the necessary functional analytic background, we shortly con
sider the linear elasticity problem. This problem serves as a model problem and we set
up the problem in a duality framework being extendable to innitesimal plasticity.
We shortly repeat the governing equations and we focus on the static setting. Again,
we assume that is open, bounded and simple connected with Lipschitz boundary
which is disjointly decomposed into a part
D
where the displacement u
D
is pre
scribed, and a part
T
where the traction t
N
is prescribed. Moreover, in , we
require that the stress tensor is in equilibrium (1.9), and that stresses and strains are re
lated by Hookes law (1.12). This results in the following system:
div((x)) = b(x) , x , (2.9a)
(x) = C[(u(x))] , x , (2.9b)
u(x) = u
D
(x) , x
D
, (2.9c)
(x)n(x) = t
N
(x) , x
T
. (2.9d)
2.1. The Displacement Problem. The displacement (or also primal) problem is ob
tained by formally eliminating the stress tensor by means of Hookes law (2.9b) and to
impose the traction boundary condition only weakly. In order to obtain the weak formu
lation, we multiply with test functions w X and integrate over to arrive at
div
_
(x)
_
w(x) dx =
_
b(x) w(x) dx , w X .
32 2. ASSOCIATED STATIC PERFECT PLASTICITY
Application of Greens formula (2.8) then gives
_
b(x) w(x) dx +
_
T
t
N
(x) w(x) da . (2.10)
Substitution of Hookes law (2.9b) leads to the variational problem of nding u X(u
D
)
such that
c(u, w) = (w) , w X . (2.11)
It is well known that (2.11) is the optimality condition (or Euler condition) of a minimiza
tion problem.
Minimize c
el
(u) :=
1
2
c(u, u) (u) subject to u X(u
D
) . (2.12)
The existence of a unique minimizer can either be obtained by the direct method in the
calculus of variations, cf. [Dac89, Giu03], or by applying the LaxMilgram lemma to the
optimality conditions (2.11), cf. [AH05, Chapter 8].
We shortly remark that v
1
2
c(v, v) is just the integrated free energy J
e
introduced in
the previous chapter. Therefore, using the same notation, we introduce the elastic free
energy
J
e
: P R, J
e
(
e
) =
1
2
_
e
(x) : C[
e
(x)] dx , (2.13)
which is equal to the total free energy in the context of elasticity and obviously, we have
J
e
((v)) =
1
2
c(v, v) =
1
2
[[[v[[[
2
. Moreover, (2.11) can also be written as the abstract opera
tor equation
Cu = in X
,
with C as in (2.4). Since C is uniformly monotone, existence of a unique solution can
also be obtained in the framework of monotone operators, and particularly by means
of the BrowderMinty theorem, cf. [Sho97, Section II.2]. The BrowderMinty theorem is
standard in the context of monotone operators and can be found in many textbooks, see
[Zei90, R u04, Eva08].
2.2. Mixed Problems. Based on (2.9) we can also derive different formulations of
the elasticity problem, leading to the mixed formulations involving the stress tensor as
well as the displacement eld as unknowns. As we will see, there is more than one
way to formulate these mixed methods. However, it turns out that they also describe a
minimization problem.
2.2.1. Mixed Problem I. Contrary to the formulation of the displacement problem, we
do not substitute Hookes law into the equilibrium equation. Instead, we multiply the
equilibrium equation (2.9a) by w X, integrate over and use Greens formula (2.8).
Furthermore, we apply C
1
to the constitutive relation (2.9b), multiply with P and
integrate over . Together, we obtain
_
C
1
[(x)] : (x) dx
_
(u(x)) : (x) dx = 0 , P ,
_
: V P
w,
P
P
= b(, w) =
_
and B
as an
operator from X to P
u = 0 ,
B = ,
in P
,
in X
.
(2.17)
This has the structure of a saddle point problem and existence and uniqueness relies
on an infsup condition, cf. [BF91, Bre74, Ern04], which can easily be veried as a(, ) is
elliptic on P and
sup
P
b(, w)

= sup
P
(x) : (w(x)) dx

=C[(w)]
[[[w[[[ .
Here, we used that C[(w)]
2
=
_
C
1
[(x)] : (x) dx +
_
v(x) div((x)) dx =
_
b(x) v(x) , v L
2
(, R
3
) ,
(2.18)
with h
div
given by
h() =
_
D
_
(x)n(x)
_
u
D
(x) da . (2.19)
This problem can be solved via the same infsupframework but using different spaces,
i.e. the product space
div
(t
N
) L
2
(, R
3
). For a proof of the infsupcondition in this
setting, we refer to [Bra07, BF91].
34 2. ASSOCIATED STATIC PERFECT PLASTICITY
Similarly to the displacement problem, the mixed formulations correspond to the opti
mality system of a minimization problem.
Minimize
1
2
a(, ) h()
subject to
div
(t
N
) , div((x)) = b(x) in .
(2.20)
The mixed formulation is also attributed as the HellingerReissner principle. The link be
tween the two minimization problems will be established in the next subsection.
2.3. Convex Duality. We see that the two mixed formulations lead to different func
tion space settings and they also differ concerning the treatment of boundary values.
Whereas in the rst formulation (2.14), the Dirichlet boundary condition is essential and
already incorporated in the formulation of the space X(u
D
), the traction boundary con
dition is only imposed weakly. Contrary, in (2.18), the Dirichlet condition is only imposed
weakly via the functional h whereas the Neumann condition is essential. We will now
introduce a duality framework linking the two minimization problems (2.12) and (2.20).
For the derivation, we will distinguish P from its dual P
, 0)
, (2.23)
where the LegendreFenchel conjugate function
: (P V )
R is given by
, u
) = sup
(,u)PV
_
(
, u
), (, u)
_
(PV )
(PV )
(, u)
_
.
To , we can associate a Lagrange function or Lagrangian L : P
V R via
L(
, u) = sup
P
_
,
P
P
(, u)
_
,
and an easy computation shows
L(
, u) = J
e
(
, (u)
P
P
F(u) . (2.24)
2.2. LINEAR ELASTICITY A DUALITY FRAMEWORK 35
Here, the conjugate energy J
e
is just the LegendreFenchel conjugate function of the free
energy J
e
, and it is easy to see that
J
e
(
) = sup
P
_
,
P
P
J
e
()
_
=
1
2
_
(x) : C
1
[
(x)] dx =
1
2
a(
) ,
where the last two representations require the identication P
= P
. It remains to spec
ify the goal functional of the dual problem (2.23). Reconsidering : V P, for the
corresponding dual operator we have
: P
V
, and then
, 0) = sup
(,u)PV
_
,
P
P
(, u)
_
= sup
uV
sup
P
,
P
P
(, u) = sup
uV
L(
, u)
= J
e
(
) + sup
uV
, (u)
P
P
F(u)
= J
e
(
) + sup
uV
), u
V
V
F(u)
= J
e
(
) + F
)) .
As a result of [Tem85, Lemma I.2.2], we have
F
)) =
_
(x)n(x) u
D
(x) da , if
_
div(
(x)) = b(x) in ,
(x)n(x) = t
N
(x) on
T
,
+ , else .
Dening the statically admissible set
S(b, t
N
) =
div
(t
N
) : div((x)) = b(x) in , (2.25)
and identifying P and P
P
+B
u,
P
P
F, u
V
V
, (2.27)
and restricting the Lagrangian to P X(u
D
), we arrive at
L(, u) =
1
2
a(, )
_
u(x)
_
div((x)) +b(x)
_
dx
+
_
T
u(x)
_
t
N
(x) (x)n(x)
_
da
_
D
(x)n(x) u
D
(x) da .
We see that depending on whether we seek stationary points of the Lagrangian based
on the representation in the rst or the second line, we arrive at the two different mixed
formulations (2.14) and (2.18) presented in the previous subsection.
The solutions of the primal and the dual problem dene a saddle point of the Lagrange
functional L, i.e. if u X(u
D
) solves (2.12) and S(b, t
N
) solves (2.26), then
L(, v) L(, u) L(, u) , for all , v X(u
D
) .
36 2. ASSOCIATED STATIC PERFECT PLASTICITY
In terms of the Lagrangian, the primal and dual problem can be recast as
Minimize sup
P
L(, u) , u X(u
D
) .
Minimize sup
uX(u
D
)
L(, u) , P .
The optimality system for the two minimization problems is then equivalent to nding a
saddle point of the Lagrangian, i.e.
0
L(, u),
P
P
= a(, )
_
(x) : (u(x)) dx , P ,
0
u
L(, u), v
X
X
=
_
p
(x) N
K
((x)) x , (2.28d)
u(x) = u
D
, x
D
, (2.28e)
(x)n(x) = t
N
(x) , x
T
. (2.28f)
In the static setting, the ow rule (1.17) is replaced by (2.28d) and for the denition of
the normal cone N
K
, we also refer to (1.17). Contrary to linear elasticity, the choice of
spaces is not obvious because of the presence of the two inclusions (2.28c) and (2.28d),
rendering the problem of perfect plasticity signicantly harder than the problem of linear
elasticity. Indeed, results have only been obtained for the case of associated plasticity and
even in this case, most results rely on a particular shape of K given by the yield criteria
of von Mises. We will not derive a complete duality framework for plasticity since this
is far beyond the scope of this work, but we will only provide a basic exposition suitable
for our purposes. An extensive study based on the von Mises yield condition including
regularity results can be found in [FS00] or [BF02]. Major progress was already made
around 1980, in the already mentioned papers [Suq78a, Suq78b, Suq79, TS80] leading
to the monograph [Tem85].
2.3. ASSOCIATED PERFECT PLASTICITY 37
3.2. The Dual Problem in Associated Static Perfect Plasticity. In associated plastic
ity, the ow rule is derived from a variational principle as we have seen in the introduc
tory chapter. This allows to treat associated plasticity in the same duality framework as
presented above. But contrary to the previous section, we will not give a full deriva
tion, but we will rather state the dual minimization problem directly and show that the
governing equations are satised. For this derivation, we proceed formally, assuming
u X(u
D
) which however is not reasonable as we will see later.
In the last chapter, our approach to plasticity was to conne the stress tensor to the set
of admissible stress states via the inclusion (2.28c). This is a pointwise constraint and
dening
K = P : (x) K a.e. in ,
K
() =
_
0 , K,
, , K,
(2.29)
admissibility can be reformulated as K. Here,
K
is the (convex) indicator function
of the set K. To incorporate this constraint into the duality framework of the previous
chapter, we simply modify the Lagrangian (2.27) by adding
K
(), i.e.
L(, u) =
1
2
a(, ) +
K
()
_
P
+
K
() +B
u,
P
P
F, u
V
V
,
with F as dened in (2.21). Sticking to the terminology previously introduced, the dual
problem is given as:
Minimize sup
uX(u
D
)
L(, u) , P .
and thus:
Minimize
1
2
a(, ) +
K
() h() subject to S(b, t
N
) . (2.31)
It is wellknown, cf. [Tem85, Section II.8] or [FS00, Section 1.3], that this problem admits
a unique solution under the following safeload condition:
Assumption 2.1. There exist P and > 0 such that for all Sym(d) with [[ :
S(b, t
N
) and (x) + K a.e. in . (2.32)
The safeload condition can be interpreted as a uniform Slater condition.
Before we consider the optimality conditions, we note that formally, the convex subdif
ferential of the indicator function
K
is a multivalued map
K
: P P
,
K
() = P
:
K
()
K
() +,
P
P
,
which coincides with the normal cone N
K
of K, also reconsider Subsection 1.2.3. The
optimality conditions are given as
0
L(, u) = A +
K
() + B
u, in P
, (2.33a)
0
u
L(, u) = B F , in V
. (2.33b)
The only difference to the optimality conditions of linear elasticity (2.17) is the presence
of the subdifferential of the indicator function. The second inclusion can be transformed
38 2. ASSOCIATED STATIC PERFECT PLASTICITY
into an equation in X
, i.e. B = in X
, we explicitly obtain
K
()
K
() +
_
_
C
1
[(x)] +(u(x))
_
:
_
(x) (x)
_
dx , P .
Reconsidering (2.28b), and testing with K, we arrive at
_
p
(x) :
_
(x) (x)
_
dx 0 , K.
Looking back at Section 1.2.3, this is just the associated ow rule in integrated form. We
conclude that if we dene the dual problem of associated perfect plasticity in the above
way, we automatically fulll the governing equations (2.28) in weak form.
We also remark that the dual problem (2.31) has a representation as the variational in
equality
a(, ) h( ) , S(b, t
N
) K. (2.34)
This formulation is particularly useful in the (timedependent) quasistatic scenario as
we will see later.
3.3. The Primal Problemin Associated Static Perfect Plasticity. Based on Lagrangian
duality, we now consider the primal problem
Minimize sup
P
L(, u) , u X(u
D
) ,
and again, we proceed formally in order to derive the primal minimization problem. We
nd
sup
P
L(, u) = sup
P
_
1
2
a(, )
K
() +
_
1
2
a
_
C[(u)], C[(u)]
_
+
1
2
a
_
C[(u)], C[(u)]
_
K
() (u)
_
= sup
P
_
1
2
 C[(u)]
2
K
()
_
+
1
2
C[(u)]
2
(u)
= sup
K
_
1
2
 C[(u)]
2
_
+
1
2
C[(u)]
2
(u)
=
1
2
P
K
_
C[(u)]
_
C[(u)]
2
+
1
2
C[(u)]
2
(u) ,
where in the last line, the projection P
K
: P K is w.r.t. the inner product a(, ) in P
and therefore differs from the Euclidean projection in general, cf. (2.7).
We introduce the functional
: P R, () =
1
2

2
1
2
P
K
() 
2
, (2.35)
and it is wellknown that is differentiable and convex, cf. [Zar71] or [HR99, Chapter
8], with the Frchet derivative
D(),
P
P
= a(P
K
(), ) .
The convexity easily follows from the monotonicity of the projection mapping w.r.t. to
the associated metric, i.e. a(P
K
()P
K
(), ) 0 for all , P. However, it must
be noted that is not uniformly convex. This is easy to see by considering two elements
, P, ,= such that P
K
() = P
K
().
2.3. ASSOCIATED PERFECT PLASTICITY 39
Introducing the primal functional c
pl
: X R,
c
pl
(u) =
1
2
C[(u)]
2
1
2
P
K
_
C[(u)]
_
C[(u)]
2
(u)
=
_
C[(u)]
_
(u) ,
(2.36)
we obtain the primal problem:
Minimize c
pl
(u) , u X(u
D
) , (2.37)
We remark that setting K = P returns the primal problem in elasticity since then () =
1
2
a(, ) and
1
2
a(C[(u)], C[(u)]) =
1
2
c(u, u) . Since the composition of a convex function
and a linear transformation is again convex, the convexity of also shows the convex
ity of the primal functional c
pl
. By the chain rule we nd the necessary and sufcient
optimality condition for a minimum u X(u
D
) of the primal problem to be
a(P
K
(C[(u)]), C[(w)]) = (w) , w X .
Written out explicitly, this is
_
P
K
(C[(u(x))]) : (w(x)) dx = (w) , w X . (2.38)
We emphasize that just as in the elasticity problem, the primal problem is unconstrained
whereas the dual problem is a constrained minimization problem. But contrary to the
elastic case, this time the primal functional exhibits some unpleasant features as we will
see.
3.4. Linear or Anisotropic Linear Growth of the Primal Problem. Besides the favor
able properties of being differentiable and convex, the major drawback is that generally
only has linear or anisotropic linear growth (linear growth into certain directions). To
explain this notion, we shortly consider the case of incompressible plasticity, cf. Sub
section 1.2.2, in which the admissible set is given by K = R1
K with
K Sym
0
(d)
which we assume to be bounded in Sym
0
(d). This assumption is typically fullled, e.g.
for ductile metals (von Mises and Tresca plasticity).
Provided C
1
=
1
2
P
dev
+
1
d
P
vol
, the projection onto K can be computed independently on
the volumetric and deviatoric subspace and on the volumetric subspace, the projection
is the identity. On the deviatoric subspace Sym
0
(d), the projection
P
K
is the Euclidean
projection (up to scaling by
1
2
), and pointwise a.e. we nd
P
K
()(x) =
P
K
(P
dev
[(x)]) +P
vol
[(x)] .
This leads to
() =
1
2

2
1
2
P
K
(P
dev
[]) P
dev
[]
2
, (2.39)
and as a result, has quadratic growth with respect to the subset P
vol
[P] but only linear
growth otherwise. To understand this, we x P by requiring (x) Sym
0
(d) a.e. in
and 
= 1. Moreover, since
K is bounded, for sufciently large t > 0, there is a
unique K such that P
K
(t) = . Substituted into , we then nd
(t)
t
=
1
t
a(P
K
(t), t)
1
2t
a(P
K
(t), P
K
(t))
t
a( , ) = const ,
showing the linear growth of into the direction of .
40 2. ASSOCIATED STATIC PERFECT PLASTICITY
3.5. IllPosedness in Sobolev Spaces and Relaxation. Concerning the von Mises
yield function, the following results can be found in [Tem85, Chapter 2] and [FS00, Chap
ter 1]. For a more general exposition to problems with linear growth, we refer to [ABM06,
Section 11.3]. Since only has linear growth, the same holds for the primal functional
c
pl
since it is a composition of and a linear operator. Hence, we cannot expect to
nd a minimizer in X(u
D
) and a more natural space would be W
1,1
(, R
d
). However,
due to the nonreexibility of this space, the direct method in the calculus of variations
[Giu03, Dac89] fails in this case as the primal functional is not lower semicontinuous
w.r.t. the weak topology of W
1,1
(, R
d
). An explicit example for the nonexistence of a
solution in case of the von Mises ow rule is given in [FS00, Section 1.1]. To circumvent
this difculty, one considers the lower semicontinuous envelope of the primal functional
and its domain which essentially is the space in which the primal problem admits a
solution. This relaxation naturally leads to the space of bounded deformations BD()
as introduced in the opening section of this chapter. This space allows discontinuities
of the displacement eld within the body as well as on the boundary. This also im
poses the necessity to relax the boundary condition in a suitable way. We remark that
the relaxation procedure is just one special case of convergence, cf. [Mas93, Chapter 4].
Moreover, choosing the right topology right from the beginning reenables the use of the
direct method, cf. [MDM06, Section 3].
3.6. Monotonicity Properties. We close the chapter by briey commenting on mono
tonicity properties of the associated perfectly plastic problem. Therefore, we rewrite the
problem as a nonlinear operator equation. At this point, we use a more abstract notation
as we distinguish P and its dual space P
.
Again we proceed formally and dene the mapping
T : X X
, T = B P
K
A
1
(B
) . (2.40)
Less abstract, this corresponds to T(u) = div
_
P
K
_
C[(u)]
__
and therefore, the optimal
ity condition of the primal problem (2.38) can be reformulated as the nonlinear operator
equation
T(u) = in X
.
Contrary to elasticity, T is not strongly monotone but only a monotone operator. The
monotonicity again follows from the monotonicity of the projection P
K
with respect to
the metric induced by a(, ) as
T(u) T(v), u v
X
X
= B
(u v), P
K
_
A
1
(B
(u))
_
P
K
_
A
1
(B
(v))
_
P
= AA
1
B
(u v), P
K
_
A
1
B
(u)
_
P
K
_
A
1
B
(v)
_
P
= a
_
P
K
_
A
1
B
(u)
_
P
K
_
A
1
B
(v)
_
, A
1
B
u (A
1
B
v)
_
0 .
Despite the monotonicity of T, the theory of monotone operators [Rou05, R u04] cannot
work here, as u T(u), u
X
X
only has (anisotropic) linear growth. In the next chap
ter, we will consider regularization schemes for which the corresponding operators are
strongly monotone.
CHAPTER 3
REGULARIZATION AND EXTENDED
MODELS IN ASSOCIATED PLASTICITY
In the previous chapter, we shortly outlined the illposedness of the problem of perfect
plasticity in Sobolev spaces. The aim of this chapter is to give a short overview how it is
possible to regularize the model such that solutions in Sobolev spaces can be recovered.
We will present two such regularizations which are physically motivated. The rst is the
viscoplastic regularization whereas the second is kinematic hardening plasticity. It will
turn out that both methods have a very similar structure in the static case even though
the derivation differs considerably.
1. Viscoplasticity
Physically, the viscoplastic regularization is obtained by introducing a viscosity into the
model. Mathematically, we relax the requirement (x) K and allow stress states lying
outside the admissible set. There are many ways how to dene a viscoplastic ow rule,
but we focus on the regularization by means of the MoreauYosida approximation of the
indicator function
K
, or the Yosidaapproximation of the multivalued operator
K
,
respectively. For the von Mises model, this regularization has been extensively discussed
in [DL76] where also questions of wellposedness were addressed.
1.1. MoreauYosida Approximation. We shortly present the MoreauYosida approx
imation in the Hilbert space setting, but note that it is possible to transfer this approxima
tion to a more general Banach space setting, cf. [PR01]. Though the MoreauYosida ap
proximation can be applied to arbitrary convex functionals, we will only consider the ap
plication to the convex indicator function
K
: P R, or to the operator
K
: P P
,
respectively. It is known that
K
is a maximal monotone operator since it is the subdiffer
ential of a closed convex mapping and for > 0 we dene the MoreauYosida approxi
mation
K
() = inf
P
2
 
2
+
K
() .
Concerning the MoreauYosida approximation, we have the following result:
41
42 3. REGULARIZATION AND EXTENDED MODELS IN ASSOCIATED PLASTICITY
Proposition 3.1. The MoreauYosida approximation
K
of the indicator function
K
is given as
K
() =
2
 P
K
()
2
. Moreover,
K
is convex and Frchet differentiable with Lipschitz
continuous derivative and we have
D
K
(),
P
P
= A( P
K
()),
P
P
, = a( P
K
(), ) , (3.1a)
_
_
A
1
_
D
K
() D
K
()
__
_
 
. (3.1b)
PROOF. Obviously
K
() = inf
P
2
 
2
+
K
() = inf
K
2
 
2
=
2
 P
K
()
2
,
by the denition of the projection P
K
: P K, see (2.7), and the characterization of the
derivative follows as in the previous chapter, see (2.35).
We now consider the Lipschitz continuity of the derivative. Let , P be arbitrary.
Then, the orthogonal projections onto K w.r.t. the inner product a(, ) are characterized
by a(P
K
(), P
K
()) 0 for all K and similarly for . Testing with = P
K
()
and = P
K
() then leads to
a
_
P
K
() ( P
K
()), P
K
() P
K
()
_
0 .
Rearranging this inequality also shows the nonexpansiveness of P
K
w.r.t. the norm
.
From the representation of the derivative, we obtain
1
_
_
A
1
_
D
K
() D
K
()
__
_
2
= a
_
P
K
()
_
P
K
()
_
, P
K
()
_
P
K
()
_
_
a
_
P
K
()
_
P
K
()
_
,
_
= a
_
A
1
_
D
K
() D
K
()
_
,
_
,
from which (3.1b) follows by the CauchySchwarz inequality.
For a proof in a more general setting, see [Sho97, Section 4.1] or [AF90, Section 3.5].
For , it follows
K
()
K
() for all P. We also remark that we used the
norm 
p
(x) = D
K
((x)) = C
1
[(x) P
K
((x))] ,
where D
K
is the Yosida approximation of
K
: Sym(d) Sym(d) w.r.t. the inner prod
uct induced by C
1
. Obviously, this is the pointwise a.e. interpretation of the result of
the previous subsection. This allows to eliminate the plastic strain
p
in the constitutive
relation (2.28b) and we have
(x) = C
_
(u(x)) D
K
((x))
= C
_
(u(x)) C
1
[(x) P
K
((x))]
= C[(u(x))]
_
(x) P
K
((x))
_
almost everywhere in , or simply
= C[(u)]
_
P
K
()
_
. (3.2)
3.1. VISCOPLASTICITY 43
The following lemma will be important also in the algorithmic treatment later on which
is why we state it in a more abstract way.
Lemma 3.2. Let H be a Hilbert space with inner product (, )
H
and let L H be a closed convex
set. Let P
L
: H L denote the orthogonal projection onto L with respect to the inner product
(, )
H
and let x, y H satisfy x = y (x P
L
(x)) for all > 0. Then P
L
(x) = P
L
(y).
PROOF. We note that we have y = (1+)xP
L
(x). With respect to the inner product
(, )
H
, the projection P
L
(y) onto L is characterized by
_
y P
L
(y), z P
L
(y)
_
H
0 , z L.
Now let z L be arbitrary and consider
_
y P
L
(x), z P
L
(x)
_
H
=
_
(1 + )x P
L
(x) P
L
(x), z P
L
(x)
_
H
= (1 +)
_
x P
L
(x), z P
L
(x)
_
H
0 ,
where in the last step, we used the characterization of the projection. Together this gives
(y P
L
(x), z P
L
(x))
H
0 for all z L and consequently we have P
L
(y) = P
L
(x).
Applying the Lemma to our current setting with H = P, (, )
H
= a(, ), x = and
y = C[(u)], we directly obtain
P
K
(C[(u)]) = P
K
() .
Note that this does not hold if the MoreauYosida approximation is introduced with a
different norm than  
K
()
_
K
() h() subject to S(b, t
N
) . (3.4)
In order to dene the primal problem, we again consider
sup
P
L(, u) = sup
P
_
1
2
a(, )
K
() +
_
L(, u),
P
P
= a(, ) + a( P
K
(), )
_
(x) : (u(x)) dx .
Pointwise a.e., this is
C
1
[(x)] + C
1
[ P
K
((x))] (u(x)) = 0 ,
44 3. REGULARIZATION AND EXTENDED MODELS IN ASSOCIATED PLASTICITY
and by applying Lemma 3.2, we nd (3.2) once more. Hence, the primal problem is
Minimize L
_
1
1+
C[(u)] +
_
1
1
1+
_
P
K
(C[(u)]) , u
_
, u X(u
D
) .
So far, we again proceeded formally, but this time, it is possible to show the existence
and uniqueness of a unique solution u X(u
D
), i.e. the solution is contained in H
1
. In
order to prove this, we show the quadratic growth of the primal functional for a xed
regularization parameter .
Theorem 3.3. For xed [0, ), the primal functional c
vp,
: X(u
D
) R,
c
vp,
(u) = L
_
1
1+
C[(u)] +
_
1
1
1+
_
P
K
(C[(u)]) , u
_
,
takes the form
c
vp,
(u) =
1+
(C[(u)]) + (1
1+
)J
e
((u)) (u) ,
and is uniformly convex with modulus
1
1+
w.r.t. the energy norm[[[[[[. Furthermore, the necessary
and sufcient condition for a minimum is
_
1
1+
C[(u(x))] : (w(x)) +
1+
P
K
(C[(u(x))]) : (w(x)) dx = (w) , (3.5)
for all w X .
PROOF. We introduce =
1
1+
and note that (1 )
2
+
2
=
1+
. By Lemma 3.2,
we have P
K
(C[(u)]) = P
K
(). With = C[(u)] + (1 ) P
K
(C[(u)]), the primal
functional is given as
L(, u) =
1
2
a(, )
2
 P
K
()
2
+
_
+
1
2
C[(u)]
2
2
 P
K
(C[(u)])
2
(u)
=
1
2
C[(u)] + (1 )P
K
(C[(u)]) C[(u)]
2
2
C[(u)] + (1 )P
K
(C[(u)]) P
K
(C[(u)])
2
+
1
2
C[(u)]
2
(u)
=
(1)
2
2
_
_
P
K
(C[(u)]) C[(u)]
_
_
2
2
2
_
_
P
K
(C[(u)]) C[(u)]
_
_
2
+
1
2
C[(u)]
2
(u)
=
1
2
1+
_
_
P
K
(C[(u)]) C[(u)]
_
_
2
+
1
2
C[(u)]
2
(u)
=
1
2
1+
_
C[(u)]
2
_
_
P
K
(C[(u)]) C[(u)]
_
_
2
_
+
1
2
_
1
1+
_
C[(u)]
2
(u)
=
1+
(C[(u)]) +
1
2
1
1+
C[(u)]
2
(u) .
The identity C[(u)]
2
= [[[u[[[
2
= 2J
e
((u)) then gives the claimed representation of
the primal functional. According to the last chapter, is convex and differentiable, and
consequently, D is monotone. We now show the uniform convexity of c
vp,
by showing
3.1. VISCOPLASTICITY 45
the strong monotonicity of Dc
vp,
.
Dc
vp,
(u) Dc
vp,
(v), u v
X
X
= (1 ) a
_
P
K
(C[(u)]) P
K
(C[(v)]), u v
_
+c
_
u v, u v
_
[[[u v[[[
2
=
1
1+
[[[u v[[[
2
.
The optimality condition follows from (3.3).
The direct method in the calculus of variations [Giu03, Dac89] then directly gives:
Corollary 3.4. For [0, ), the primal problem
Minimize c
vp,
(u) subject to u X(u
D
) (3.6)
admits a unique solution u X(u
D
).
PROOF. For [0, ), the functional c
vp,
is convex and has quadratic growth. Thus,
c
vp,
is weakly lower semicontinuous on H
1
(, R
d
). Since X(u
D
) is a closed (afne)
subspace, it follows that the primal minimization problem has a unique minimizer.
Of course, the uniform convexity modulus
1
1+
vanishes as since in this case,
the problem degenerates into the problem of perfect plasticity which has no solution in
X(u
D
). As briey mentioned earlier, the derivative of the MoreauYosida regularization
of
K
is just the Yosidaregularization of the multivalued operator
K
. In the language
of operator equations, Theorem 3.3 states that the operator equation
_
1+
T +
_
1
1+
_
C
_
(u) = in X
,
with T being the operator of perfect plasticity as dened in (2.40), has a unique solution.
The optimality conditions for the dual and primal problem once more dene a saddle
point of the Lagrangian, which is characterized by
A
_
(1 + ) P
K
()
_
+ B
u = 0 ,
B = ,
in P
,
in X
.
1.4. Approximation of Perfect Plasticity. We introduced the viscoplastic ow rule as
an approximation of the perfectly plastic ow rule and we briey state an approximation
result showing that the dual solution of the perfectly plastic problem can indeed be ob
tained by letting when considering the viscoplastic regularization. At this point
we only state the result and defer the proof to Section 10.2 where we will proof a more
general result. Similar approximation results can be found in [Joh76, HR99, Tem85].
Theorem 3.5. If the safe load condition holds, i.e. Assumption 2.1, then the solution
of the
regularized problem(3.4) converges strongly to the solution of the perfect plasticity problem(2.31)
as .
46 3. REGULARIZATION AND EXTENDED MODELS IN ASSOCIATED PLASTICITY
2. Kinematic Hardening
As we have seen in the opening chapter, cf. Subsection 1.2.4, concerning hardening plas
ticity, the free energy has to be augmented by a term including hardening parameters
and we showed that for linear kinematic hardening, the internal variable can be identi
ed with the plastic strain. This gave the decomposition
J J(
e
,
p
) = J
e
(
e
) +J
p
(
p
) =
1
2
e
: C[
e
] +
1
2
p
: H[
p
] .
In the following, we assume H L(Sym(d), Sym(d)) to be symmetric and positive de
nite on Sym(d). This is a too strong requirement in incompressible plasticity, and we refer
to subsection 3.2.4 concerning this topic, where it will be shown that this seemingly too
strong assumption is not a restriction at all.
The dual (or complementary) energy to J is given by
J
(, ) = sup
(
e
,
p
)PP
_
,
e
P
+,
p
P
J(
e
,
p
)
_
=
1
2
_
(x) : C
1
[(x)] dx +
1
2
_
(x) : H
1
[(x)] dx
=
1
2
a(, ) +
1
2
d(, )
with a(, ) as dened in (2.5) and
d : P P R, d(, ) =
_
(x) : H
1
[(x)] dx .
2.1. Problem Setting and the Dual Problem. Again, we repeat the governing equa
tions
div((x)) = b(x, t) , x , (3.7a)
(x) = C[(u(x))
p
(x)] , x , (3.7b)
(x) +(x) K , x , (3.7c)
p
(x) N
K
((x) +(x)) x , (3.7d)
(x) = H[
p
(x)] x , (3.7e)
u(x) = u
D
(x) , x
D
, (3.7f)
(x)n(x) = t
N
(x) , x
T
. (3.7g)
Though the dual force can essentially be eliminated by (3.7e), we formally continue to
include in our formulation to clearly distinguish dual and primal quantities. From
time to time, it will also be convenient to use the relative stress = + . We introduce
the Lagrangian L : (P P) X(u
D
) R as
L((, ), u) =
1
2
a(, ) +
1
2
d(, ) +
K
( +)
_
(x) : N
1
[(x)] dx , 
N
=
_
n(, ) ,
we dene the projection onto K w.r.t. this metric by P
N
K
: P K. Accordingly, we
dene
N
: P R,
N
() =
1
2

2
N
1
2
P
N
K
() 
2
N
.
Theorem 3.6. Assume that H is positive denite on the symmetric second order tensors. Then,
the primal functional
c
hd
: X(u
D
) R, c
hd
(u) = sup
(,)PP
L((, ), u) ,
is given as
c
hd
(u) =
N
(C[(u)]) +
1
2
_
1
2
a(, )
1
2
d(, )
K
( +) +
_
: (u) dx (u)
_
= sup
P
_
sup
P
_
1
2
a
_
C[(u)], C[(u)]
_
1
2
d(, )
_
K
()
_
+
1
2
c(u, u) (u) .
Dening L : Sym(d) Sym(d), L = DH
1
, we also nd L = CN
1
and we rst consider
the unconstrained inner problem which is uniformly concave. The supremum
sup
P
_
1
2
a
_
C[(u)], C[(u)]
_
1
2
d(, )
_
48 3. REGULARIZATION AND EXTENDED MODELS IN ASSOCIATED PLASTICITY
is attained at
= D
_
(u) +H
1
[]
= D[(u)] +L[] .
Thus, = (I L)[] D[(u)] and substitution into the formula for c
hd
then yields
sup
(,)PP
L((, , u)
= sup
P
_
1
2
_
_
L[] + (D C)[(u)]
_
: C
1
_
L[] + (D C)[(u)]
dx
1
2
_
_
(I L)[] D[(u)]
_
: H
1
_
(I L)[] D[(u)]
dx
K
()
_
+
1
2
c(u, u) (u)
= sup
P
_
1
2
_
:
_
LC
1
L + (I L)H
1
(I L)
_
[] dx
+
_
:
_
(I L)H
1
D LC
1
(D C)
_
[(u)] dx
1
2
_
(u) :
_
(D C)C
1
(D C) +DH
1
D
__
(u)] dx
K
()
_
+
1
2
c(u, u) (u) .
We nd the following relations by algebraic transformations:
LC
1
L + (I L)H
1
(I L) = H
1
H
1
DH
1
(I L)H
1
D LC
1
(D C) = L
(D C)C
1
(D C) +DH
1
D = C D
and by further transformations, we nd L = N
1
C and C D = CN
1
C. This yields
c
hd
(u) = sup
(,)PP
L((, , u)
= sup
P
_
1
2
_
: N
1
[] 2 : N
1
_
C[(u)]
+C[(u)] : N
1
_
C[(u)]
dx
K
()
_
+
1
2
c(u, u) (u)
= sup
P
_
1
2
C[(u)]
2
N
K
()
_
+
1
2
c(u, u) (u)
=
1
2
P
N
K
(C[(u)]) C[(u)]
2
N
+
1
2
c(u, u) (u) .
Remembering D = C CN
1
C, we observe
c(u, u) =
1
2
_
(u) :
_
C CN
1
C +CN
1
C)[(u)] dx
=
1
2
C[(u)]
2
N
+
1
2
_
(u) : D[(u)] dx ,
and this nally gives the claimed representation
c
hd
(u) =
N
(C[(u)]) +
1
2
_
X
= n
_
P
N
K
(C[(u)]), C[(w)]) +
_
_
(C N
1
)
_
P
N
K
_
C[(u)]
_
+D[(u)]
_
: (w) dx (w) ,
(3.9)
and the strong monotonicity then follows from the monotonicity of the projection.
Dc
hd
(u) Dc
hd
(w), u w
X
X
= n
_
P
N
K
(C[(u)]) P
N
K
(C[(w)]), C[(u)] C[(u)]
_
+
_
(u w) : D[(u w)] dx
_
(u w) : D[(u w)] dx
1
[D
1
[
(u v)
2
P
1
[D
1
[ [C[
[[[u v[[[
2
.
Provided H is positive denite, we infer that D = CCN
1
C is positive denite and this
completes the proof.
Note that during the derivation, we found
= P
N
K
(C[(u)]) ,
= (D C
1
)
_
C[(u)]
+ (C N
1
)
_
P
N
K
(C[(u)])
,
= (D C
1
)
_
C[(u)]
+ (I C N
1
)
_
P
N
K
(C[(u)])
,
which gives rise to the denition of a response function
R
hd
: P (P P) , R
hd
() =
_
(D C
1
)[] + (C N
1
)[P
N
K
()]
(D C
1
)[] + (I C N
1
)[P
N
K
()]
_
, (3.10)
from which we conclude
_
_
= R
hd
(C[(u)]) .
Similarly to the former section, we obtain an existence and uniqueness results.
Corollary 3.7. If His symmetric positive denite on the second order tensors, the primal problem
admits a unique solution u X(u
D
).
PROOF. Once more, this is a consequence of the direct method in the calculus of vari
ations, cf. the previous section.
Of course, this does not hold in the case [H[ 0 which would recover the problem of
perfect plasticity. This can also be seen by observing the loss of strong monotonicity in
the operator equation Dc
hd
(u) = 0 if [H[ 0.
50 3. REGULARIZATION AND EXTENDED MODELS IN ASSOCIATED PLASTICITY
2.3. The Relation with the Viscoplastic Regularization. The following observation
seems to be fairly unknown in the literature and will simplify many proofs in this work.
The surprising result is that a particular choice of the hardening modulus leads to the
same primal problem as the viscoplastic regularization. This is why we will often be able
to identify viscoplasticity with kinematic hardening plasticity from a mathematical point
of view.
Lemma 3.8. If H = H
0
C with the dimensionless scaling factor H
0
> 0, then the primal func
tional of associated hardening plasticity c
hd
coincides with the primal functional c
vp,
of the
viscoplastic regularization with = H
1
0
.
PROOF. For the proof, we introduce h = H
1
0
and thus
1
1+h
=
H
0
1+H
0
. We note that
N = C + H = C +
1
h
C and hence N
1
=
h
1+h
C
1
by denition and likewise, we have
D =
1
1+h
C. Consequently, up to scaling by a constant factor, the inner products a(, )
and n(, ) coincide and consequently P
K
= P
N
K
. The corresponding norms scale with

2
N
=
h
1+h

2
and we have
N
() =
h
1+h
(). Hence,
c
hd
(u) =
N
(C[(u)]) +
1
2
_
X
H
0
1+H
0
[[[u w[[[ . (3.11)
PROOF. This can either be observed directly by reconsidering the proof of Theorem
3.6, or we can use Theorem 3.3 via the above Lemma 3.8.
We will later see that in incremental (timediscrete) plasticity, the situation changes, since
then, will be replaced by t, thus depending on the time step size t, whereas in the
hardening case, this will not be the case. Nevertheless, if only one time step is considered,
incremental viscoplasticity will correspond to incremental hardening plasticity via the
relation t = H
1
0
with the hardening modulus H = H
0
C.
2.4. Incompressible Plasticity. As indicated in the beginning of the section, in in
compressible plasticity, it is sufcient that H is positive denite on the deviatoric sub
space Sym
0
(d) as dened in (1.3). If moreover, we assume isotropic elasticity (1.11), then
we can assume H to be of the form H = H
0
2P
dev
with the dimensionless quantity
H
0
> 0. Thus, P
dev
H = H
0
P
dev
C and as in the previous subsection, on the deviatoric
subspace, the hardening modulus is a multiple on the elasticity tensor. Since K takes the
form (1.16), we nd to be of the form (2.39). Then, with the same computation as in
Lemma 3.8, it is easy to show that also in this case, c
hd
has the representation as given in
3.3. A (PRIMAL) VARIATIONAL INEQUALITY FORMULATION 51
Lemma 3.8, i.e.
c
hd
(u) =
H
1
0
1+H
1
0
(C[(u)]) +
1
1+H
1
0
1
2
c(u, u) (u)
=
1
1+H
0
(C[(u)]) +
H
0
1+H
0
1
2
c(u, u) (u) .
Proposition 3.10. If we consider incompressible plasticity, then Theorem 3.6, Corollary 3.7,
Lemma 3.8 and Corollary 3.9 remain true if H = H
0
2P
dev
, i.e. the hardening modulus is only
denite on the deviatoric subspace Sym
0
(d).
As a result of this proposition, we will restrict ourselves to the case that H is denite on
Sym(d). Concerning incompressible von Mises plasticity, a similar observation was made
in [Wie08].
3. A (Primal) Variational Inequality Formulation
So far the notion primal problem always corresponded to a problem in duality with a
dual problem by means of a Lagrangian. However, in the literature the notion primal
problem is also used for a related problem which is based on a reformulation of the
ow rule. As a result, the variables under consideration are the displacement u and
the plastic strain
p
. The advantage of this formulation (which results in a variational
inequality) is that it admits a timedependent analogue in the quasistatic setting and
we already refer to Chapter 5. For elaborate surveys, we refer to [HR95, HR99] and we
will shortly derive this problem in the case of associated hardening. Afterwards, we will
work out the connection between the primal minimization problem of the last section
and the extended primal problem which we will derive next.
3.1. Derivation. Starting with the governing equations (3.7), we will use the relative
stress = + . The key point is to reformulate the ow rule
p
(x)
K
((x)) as
(x)
K
(
p
(x)) by the rules of convex analysis, see [ET76, IT79, HUL93b, RW98].
Here,
K
is the support function of K, being dened as the Fenchelconjugate function of
the indicator function.
K
() = sup
Sym(d)
:
K
() = sup
K
: .
The physical interpretation of
K
is that of dissipation and we remark that support func
tions are linearly homogeneous, i.e.
K
(t ) = t
K
() for all t 0.
The inclusion (x)
K
(
p
(x)) can be written as
K
()
K
(
p
(x))+(x) : (
p
(x))
for all Sym(d) and after integration over , we arrive at
K
()
K
(
p
) +
_
K
() = sup
P
,
P
P
K
() = sup
K
,
P
P
. From the weak form
of the equilibrium constraint, we nd
_
K
()
K
(
p
) +
_
(x) :
_
(x)
p
(x) (w(x)) +(u(x))
_
dx
+
_
(x) : ((x)
p
(x)) dx +(w u) , (, w) P X .
52 3. REGULARIZATION AND EXTENDED MODELS IN ASSOCIATED PLASTICITY
Using the constitutive equations (3.7b), (3.7e), we arrive at
_
((u(x))
p
(x)) : C
_
(w(x)) (u(x)) ((x)
p
(x))
+
_
p
(x) : H[(x)
p
(x)] dx +
K
()
K
(
p
) (w u) ,
for all (, w) P X. With the bilinear form q : (V P) (V P) R,
q((u,
p
), (w, ))
=
_
((u(x))
p
(x)) : C
_
(w(x)) (x)
+
_
p
(x) : H[(x)] dx ,
(3.12)
the problem takes the form
q
_
(u,
p
), (w, ) (u,
p
)
_
+
K
()
K
(
p
) (w u) , (, w) P X .
(3.13)
This is a variational inequality of the second kind, cf. [Glo84, AH05] . Moreover, as q is
symmetric, the variational inequality is equivalent to the minimization problem
Minimize
1
2
q
_
(u,
p
), (u,
p
)
_
+
K
(
p
) (u) ,
subject to (u,
p
) X(u
D
) P .
(3.14)
Note that this minimization problem corresponds to the minimization of the total energy
which is composed of the free energy
1
2
q
_
(u,
p
), (u,
p
)
_
, the dissipation
K
(
p
) and the
exterior forces which are represented by the load functional. Concerning existence and
uniqueness of solutions, we have the following result.
Proposition 3.11. If His positive denite on the symmetric second order tensors, the variational
inequality (3.13) admits a unique solution (u,
p
) X(u
D
) P.
PROOF. It sufces to show that q(, ) is bounded and elliptic on X P. For this, we
refer to [HR99, Section 7.3] where this is proven in a more general setting also including
the possibility of isotropic hardening. Then, a standard existence and uniqueness proof
for variational inequalities of the second kind yields the claimed assertion. This proof is
standard and can be found in many textbooks, cf. [HR99, Theorem 6.6], [Glo84, Theorem
I.4.1] or [Rou05, Section 5] for a proof in a slightly different setting.
Remark 3.12. For incompressible plasticity, it is sufcient that H is positive denite on the
deviatoric subspace, cf. the discussion in Subsection 3.2.4.
3.2. Partial Minimization. We will now show that by partial minimization of (3.14)
w.r.t.
p
, we arrive at the primal problem of the previous section. For this, we have a
closer look at the bilinear form q(, ) and note that
q((u,
p
), (u,
p
)) = c(u, u) +
_
p
(x) : N[
p
(x)] dx 2
_
(u(x)) : C[
p
(x)] dx .
Lemma 3.13. Let
c
hd
: X(u
D
) R be dened as
c
hd
(u) = inf
p
P
_
1
2
q
_
(u,
p
), (u,
p
)
_
+
K
(
p
)
_
(u) .
Then
c
hd
= c
hd
with c
hd
as given in Theorem 3.6.
3.3. A (PRIMAL) VARIATIONAL INEQUALITY FORMULATION 53
PROOF. Once more, we omit the dependence on x. Using the structure of q(, ), we
arrive at
c
hd
(u) = inf
p
P
_
1
2
_
p
: N[
p
] dx
_
(u) : C[
p
] dx +
K
(
p
)
_
+
1
2
c(u, u) (u) .
and dening I : P R via
I(
p
) =
1
2
_
p
: N[
p
] dx
_
(u) : C[
p
] dx +
K
(
p
) ,
we consider the minimization problemI(
p
) = min! I is convex and has at least quadratic
growth since we assumed that N is positive denite and
K
is the support function of K.
The necessary and sufcient condition for a minimum is 0 I(
p
), viz.
N[
p
] +C[(u)]
K
(
p
) ,
and since
K
is a closed convex functional and (
K
)
=
K
, this is equivalent to
p
K
_
N[
p
] +C[(u)]
_
.
This can be rewritten as
_
p
:
_
_
N[
p
] +C[(u)]
__
dx 0 , K. (3.15)
By the ow rule (3.7d), we also nd
p
K
() and the previous section already sug
gests = P
N
K
(C[(u)]). In view of this, we will show that
p
= N
1
_
C[(u)] P
N
K
(C[(u)])
,
indeed satises the ow rule and therefore is the minimizer of I(
p
). Therefore, we sub
stitute the above expression into (3.15) and then for all K, we have
_
p
:
_
_
N[
p
] +C[(u)]
__
dx
=
_
N
1
_
C[(u)] P
N
K
(C[(u)])
:
_
P
N
K
(C[(u)])
_
dx
= n
_
C[(u)] P
N
K
(C[(u)]), P
N
K
(C[(u)]) 0
since P
N
K
is the projection with respect to n(, ). Hence, we are able to conclude that
p
= N
1
_
C[(u)] P
N
K
(C[(u)])
c
hd
(u) = I
_
N
1
_
C[(u)] P
N
K
(C[(u)])
_
+
1
2
c(u, u) (u)
=
1
2
C[(u)] P
N
K
(C[(u)])
2
N
_
C[(u)] : N
1
_
C[(u)] P
N
K
(C[(u)])
dx
+
K
_
N
1
_
C[(u)] P
N
K
(C[(u)])
_
+
1
2
c(u, u) (u)
=
1
2
C[(u)]
2
N
+
1
2
P
N
K
C[(u)]
2
N
+
K
_
N
1
_
C[(u)] P
N
K
(C[(u)])
_
+
1
2
c(u, u) (u) .
Since
1
2
c(u, u)
1
2
C[(u)]
2
N
=
1
2
_
C[(u)] : D
_
C[(u)]
dx it remains to show
1
2
P
N
K
(C[(u)]) +
K
_
N
1
_
C[(u)] P
N
K
(C[(u)])
_
=
N
(C[(u)]) .
To show this, we consider the denition of the support function
K
_
N
1
_
C[(u)] P
N
K
(C[(u)])
_
= sup
K
_
n
_
, C[(u)] P
N
K
(C[(u)])
__
54 3. REGULARIZATION AND EXTENDED MODELS IN ASSOCIATED PLASTICITY
The maximum is attained at = P
N
K
(C[(u)]) due to the characterization of the ow rule
which is just the optimality condition of this optimization problem. Hence,
K
_
N
1
_
C[(u)] P
N
K
(C[(u)])
_
= n
_
P
N
K
(C[(u)], C[(u)] P
N
K
(C[(u)])
_
=
1
2
P
N
K
(C[(u)])
2
N
+
N
(C[(u)]) ,
which assures
c
hd
= c
hd
.
The extended primal problem therefore admits the interpretation of an augmented prob
lem whose formulation is based on the governing equations rather than a direct deriva
tion from an extremum principle. The corresponding variational inequality (3.13) is
equivalent to a minimization problem as long as q(, ) is symmetric. In the next section,
we will see that in certain cases, the nonassociated ow rule also transfers the problem
into a variational inequality. However, the corresponding bilinear form will no longer be
symmetric reecting the lack of an underlying minimization problem.
CHAPTER 4
NONASSOCIATED PLASTICITY
DRUCKERPRAGER PLASTICITY
In Section 2.3, we simply added the constraint K to the dual problem of elastic
ity and afterwards showed that this procedure automatically implies the associated ow
rule. This is coherent with Subsection 1.2.3, where the associated ow rule was intro
duced by means of a variational principle, viz. the maximum plastic work inequality. In
the nonassociated setting, no such variational principle exists and therefore the bound
ary value problem cannot be derived by a pair of minimization problems in duality as
in Section 2.3. But even worse, the occuring boundary value problem may no longer
be elliptic, cf. [VP96], and may suffer from instabilities. In the case of DruckerPrager
plasticity, we will show that the introduction of the nonassociated ow rule may lead
to the loss of monotonicity in the underlying boundary value problem and we also re
fer to Appendix B for an elementary (counter) example showing the illposedness of the
model. From a mechanical point of view, the loss of monotonicity can cause softening be
haviour as it was observed in [BCDS01] for a special loading regime. As a consequence,
the amount of regularization which is necessary to obtain solutions strongly depends on
the magnitude of nonassociativity as we will show below.
After introducing a general setting and stating some abstract results, we focus on non
associated DruckerPrager plasticity as introduced in Section 1.2. Afterwards, we briey
come back to the general setting.
1. The Response Function
1.1. Perfect Plasticity. In Subsection 1.2.3 (and again adopting the static scenario), we
introduced the general nonassociated ow rule as
p
(x) G((x)) with G : Sym(d)
Sym(d). Transferring this into the function space setting, we request
p
G() with
G : P P
p
(x) G((x)) x , (4.1d)
u(x) = u
D
, x
D
, (4.1e)
(x)n(x) = t
N
(x) , x
T
. (4.1f)
In the associated case, it was possible to handle the two inclusions K and
p
G()
simultaneously due to the special structure G =
K
which automatically guaranteed
admissibility and the ow rule. Since the latter was a result of the rst, this naturally
cannot be true in nonassociated case.
Substituting (4.1b) into (4.1d), we seek P and u X(u
D
) satisfying
0 C
1
[(x)] (u(x)) + G((x)) , a.e. in , (4.2a)
(x) K , a.e. in , (4.2b)
_
R
K
_
C[(u(x))]
_
: (w(x)) dx = (w) , w X . (4.4)
In the associated case, the response function R
K
was simply the projection operator P
K
,
cf. (2.38), and by duality, this condition was the Euler condition of the primal minimiza
tion problem. However, this no longer holds here, but (4.4) is the weak formulation of
the boundary value problem
div
_
R
K
_
C[(u(x))]
_
_
= b(x) , x ,
with boundary values (4.1e) and (4.1f). Dening the operator
S : X X
, S = B R
K
A
1
(B
) (4.5)
the operator equation
S(u) = in X
,
is just the reformulation of (4.4). Whereas in the case of associated plasticity, the oper
ator T as dened in (2.40) was monotone, the operator S may no longer be monotone
in the nonassociated case, essentially meaning that the boundary value problem is no
longer elliptic, cf. [Eva08, Section 9.1]. We will make this more precise for nonassociated
DruckerPrager plasticity in the next section.
4.1. THE RESPONSE FUNCTION 57
1.2. Kinematic Hardening Plasticity. Concerning kinematic hardening, the govern
ing equations (4.1) are supplemented by the relation
p
(x) = H
1
[(x)] a.e. in and the
admissibility (4.1c) and ow rule (4.1d) are replaced by
(x) +(x) K , x ,
p
(x) G
_
(x) +(x)
_
, x .
Using
p
(x) = H
1
[(x)] and writing = C[(u)] leads to the system
0 = C
1
[(x)] C
1
[(x)] H
1
[(x)] , a.e. in , (4.6a)
0 H
1
[(x)] + G
_
(x) +(x)
_
, a.e. in , (4.6b)
(x) +(x) K , a.e. in , (4.6c)
_
_
= R
hd
() ,
such that (, , ) satises (4.6a)(4.6c). Afterwards, the rst component of R
hd
is sub
stituted into the weak equilibrium equation (4.6d). In the associated case, this coincides
with the response function (3.10).
1.3. A General Existence Result. We shortly indicate under which assumptions on
the response function, we obtain a unique solution in X(u
D
).
Theorem 4.1. Suppose that > 0 exists such that the response function R : Sym(d) Sym(d)
satises
_
R() R()
_
: C
1
[ ]
2
_
_
: C
1
[ ]
for all , Sym(d). Then, the variational problem of nding u X(u
D
) such that
_
, by setting
F(u), w
X
X
=
_
X
=
_
_
R(C[(u(x))]) R(C[(w(x))])
_
:
_
(u(x)) (w(x))
_
dx
=
_
_
R(C[(u(x))]) R(C[(w(x))])
_
: C
1
_
C[(u(x))] C[(w(x))]
dx
2
_
C
_
(u(x)) (w(x))
:
_
(u(x)) (w(x))
_
dx =
2
[[[u w[[[
2
.
The proof then follows from a xedpoint argument. This will later be shown in Theorem
8.1. Alternatively, the monotonicity can again be exploited.
58 4. NONASSOCIATED PLASTICITY DRUCKERPRAGER PLASTICITY
Remark 4.2. It is easy to verify that the response function for associated hardening plasticity, i.e.
R() = D C
1
[] +C N
1
[P
F
K
()], satises the above condition if the hardening modulus H
is positive denite, cf. Theorem 3.6. Likewise the viscoplastic regularization of associated perfect
plasticity satises this properties as R() =
1
1+
+
1+
P
K
(), cf. (3.3). For associated perfect
plasticity however, we only have = 0.
2. DruckerPrager Plasticity
We now consider the special case of nonassociated DruckerPrager plasticity. After hav
ing a look at the response function in this specic case, we once more consider the vis
coplastic ow rule and kinematic hardening. As we will demonstrate, in both cases the
necessary amount of regularization cannot be arbitrarily small but depends on the mag
nitude of nonassociativity. Just as in Section 3.3, it is possible to derive a formulation as
a variational inequality.
In this section, we exclusively consider the nonassociated ow rule
p
(x) T
_
K
((x))
,
introduced in Section 1.2.5, and we will show that it is possible to regain some variational
principles. Particularly, the response function is locally characterized as the solution of a
minimization problem.
2.1. The Response Function. For simplicity, we will always assume that T is invert
ible on Sym(d). This corresponds to a strictly positive angle of dilatancy > 0. With
some modications, also the case = 0 can be handled, but we do not go into details
here.
2.1.1. Perfect Plasticity. Using G = T[
K
], the response function is characterized by
the two inclusions
0 T
1
C
1
[(x)] T
1
[(u(x))] +
K
((x)) , a.e. in ,
(x) K , a.e. in ,
(4.8)
After integration, multiplication by P and integration, we arrive at
0
_
(x) : (C T)
1
[(x)] dx
_
(x) : (C T)
1
_
C[(u(x))]
dx +
K
() .
We dene F = C T and assume that F is symmetric which is justied in an isotropic
medium, i.e. if C = 2P
dev
+3P
vol
. Then, F gives rise to the inner product f : P P R
and norm 
F
via
f(, ) =
_
(x) : F
1
[(x)] dx , 
F
=
_
f(, ) .
Then, the inclusions (4.8) are equivalent to the optimality conditions of the minimization
problem:
Minimize
1
2
 C[(u)]
2
F
+
K
() , P ,
and again, the solution is a projection which we denote P
F
K
: P K. Thus, R
K
= P
F
K
and we have = P
F
K
(C[(u)]).
4.2. DRUCKERPRAGER PLASTICITY 59
We dene operators
: V P
u,
P
P
=
_
(x) : T
1
[(u(x))] dx ,
F : P P
, F,
P
P
= f(, ) ,
the latter being the Riesz operator with respect to the inner product f(, ). Together, the
replacement of the optimality conditions (2.33) of associated plasticity is then given by
the inclusions
0 F +
K
() +
B
u , in P
, (4.9a)
0 = B , in X
, (4.9b)
We note that whenever
B
,= B
= B
and F = A.
2.1.2. Hardening Plasticity. The response function is determined by (4.6a)(4.6c) and
in the given context, these relations are
0 = C
1
[(x)] C
1
[(x)] H
1
[(x)] , a.e. in , (4.10)
0 (T
1
H
1
)[(x)] +
K
_
(x) +(x)
_
, a.e. in , (4.11)
(x) +(x) K , a.e. in . (4.12)
We rewrite this in terms of and = +. Substitution into the rst equation gives
0 = (C
1
+H
1
)[] C
1
[] H
1
[] ,
and thus
= D
_
C
1
[] +H
1
[]
.
Substituting this into the inclusion and making use of the tensors N and D as dened in
Section 3.2.2, we arrive at
0 (T
1
N
1
)[] +
K
() , a.e. in ,
K.
Assuming M = N T to be symmetric, we obtain as the projection of in the metric
dened by M
1
, i.e. = P
M
K
(). Using = C[(u)], we nd that
= D[(u)] + (D H
1
)
_
P
M
K
(C[(u)])
.
2.2. Monotonicity Properties. We have seen that the response function is again a
projection, i.e. R
K
= P
F
K
. Projections onto convex sets are monotone operators w.r.t. the
metric in which they are dened. But the key difference to associated plasticity is that
the metric in which the projection P
F
K
is dened (the metric induced by f(, )) and the
metric in which the boundary value problem is posed (the metric induced by a(, )) do
no longer coincide. As a consequence, the operator (4.5) in the corresponding boundary
value problem is no longer monotone in general. However, it is possible to give a lower
bound for the lack of monotonicity as we have the following result.
Lemma 4.3. With T = P
dev
+MP
vol
, 0 < M 1, the operator S as dened in (4.5) satises
S(u) S(v), u v
X
X
1M
M
u v
2
X
for all u, v X.
60 4. NONASSOCIATED PLASTICITY DRUCKERPRAGER PLASTICITY
PROOF. We use the orthogonal decomposition of Sym(d) = Sym
0
(d) R1 and
(a) the monotonicity of P
F
K
with respect to f(, ),
(b) the CauchySchwarz inequality,
(c) the nonexpansiveness of P
F
K
w.r.t. the norm 
F
,
(d) 
2
M
2
F
for all P ,
(e) C[(u)]
2
= [[[u[[[
2
.
Then, we have
S(u) S(v), u v
X
X
=
_
_
P
F
K
(C[(u(x))]) P
F
K
(C[(v(x))])
_
:
_
(u(x) (v(x))
_
dx
= a
_
P
F
K
(C[(u)]) P
F
K
(C[(v)]), C[(u)] C[(v)]
_
= f
_
P
F
K
(C[(u)]) P
F
K
(C[(v)]), C[(u)] C[(v)]
_
(1 M)f
_
P
vol
_
P
F
K
(C[(u)]) P
F
K
(C[(v)])
, P
vol
_
C[(u)] C[(v)]
_
(a)
(1 M)f
_
P
vol
_
P
F
K
(C[(u)]) P
F
K
(C[(v)])
, P
vol
_
C[(u)] C[(v)]
_
(b)
(1 M)
_
_
P
vol
_
P
F
K
(C[(u)]) P
F
K
(C[(v)])
_
_
F
_
_
P
vol
_
C[(u)] C[(v)]
_
_
F
(1 M)
_
_
P
F
K
(C[(u)]) P
F
K
(C[(v)])
_
_
F
_
_
C[(u)] C[(v)]
_
_
F
(c)
(1 M)
_
_
C[(u)] C[(v)]
_
_
2
F
(d)
1M
M
_
_
C[(u)] C[(v)]
_
_
2
(e)
=
1M
M
[[[u v[[[
2
,
quantifying the lack of monotonicity.
We once more remark that we proceeded formally, since even in the associated case the
space X is far to restrictive in order to obtain a solution. Moreover, in the associated
setting when T = I, we reobtain monotonicity as M = 1.
2.3. Viscoplastic Regularization. As before, we drop the condition (x) K and
use the Yosida approximation of
K
= N
K
. However, the Yosida approximation as in
troduced earlier will have to be slightly modied as we will shortly indicate: introducing
the viscoplastic ow rule as
p
(x) = T
_
D
K
((x))
, by (4.1b) we nd
C
1
[(x)] = (u(x)) T[D
K
((x))] .
Inserting the formula for the derivative as found in Proposition 3.1, we nd
(x) = C[(u(x))] (C T C
1
)[(x) P
K
((x))] .
Unfortunately, it is now not possible to apply Lemma 3.2 due to the presence of T which
is distorting the underlying metric. To circumvent this difculty, we redene the Moreau
Yosida approximation by means of the inner product f(, ) and the projection P
F
K
. Based
on this inner product, we dene
K
() = inf
P
K
() +
2
 
2
F
=
2
 P
F
K
()
2
F
.
4.2. DRUCKERPRAGER PLASTICITY 61
The derivative D
K
is now characterized by
D
K
(),
P
P
= f
_
P
F
K
(),
_
=
_
F
1
[ P
F
K
()],
_
P
,
cf. Lemma 3.1. This time, we make the ansatz
p
(x) = T
_
D
K
((x))
to obtain
= C[(u)] C[
p
] = C[(u)] (C T)[D
K
()]
= C[(u)]
_
F F
1
_
[ P
F
K
()] = C[(u)]
_
P
F
K
()
_
.
Now, we are in the position to apply Lemma 3.2, and we conclude P
F
K
() = P
F
K
(C[(u)]).
Thus,
=
1
1+
_
C[(u)] + P
F
K
(C[(u)])
_
=
1
1+
C[(u)] +
_
1
1
1+
_
P
F
K
(C[(u)]) ,
(4.13)
which is exactly equation (3.3) with P
K
replaced by P
F
K
.
We conclude that for a given displacement eld, the response function of the viscoplas
tic regularization of nonassociated DruckerPrager can again be interpreted as a convex
combination of linear elasticity and the perfect plasticity. After substitution of the re
sponse function into the weak form of the equilibrium constraint we arrive at
1
1+
_
C[(u(x))] : (w(x)) dx +
1+
_
P
F
K
(C[(u(x))]) : (w(x)) dx = (w) ,
(4.14)
for all w X.
Due to the lack of monotonicity of the operator S, the regularization parameter cannot
become arbitrarily large in order to obtain a solution of (4.14). However, we have the
following result.
Lemma 4.4. If (1 M) < M, equation (4.14) has a unique solution in X.
PROOF. Writing =
1
1+
, we dene the operator
S
: X X
, S
= C + (1 )S .
If <
M
1M
, then := (1 )
1M
M
> 0 and by Lemma 4.3 we have
S
(u) S
(v), u v
X
X
[[[u v[[[
2
(1 )
1M
M
[[[u v[[[
2
=
_
(1 )
1M
M
_
[[[u v[[[
2
= [[[u v[[[
2
.
Thus, S
K
((x) + (x))
K
(T
1
[])
K
(T
1
[
p
]) +
_
_
(x) +(x)
_
: T
1
_
(x)
p
(x)
dx .
Adding the equilibrium constraint in weak form, we arrive at
_
(x) :
_
(w(x)) (u(x)) T
1
[(x)
p
(x)]
_
dx
(x) : T
1
[(x)
p
(x)] dx +
K
(T
1
[])
K
(T
1
[
p
]) (w u) .
Dening the bilinear form q : (X P) (X P) R via
q
_
(u,
p
), (w, )
_
=
_
_
(u(x))
p
(x)
_
: C
_
(w(x)) T
1
[(x)]
dx
+
_
p
(x) : H
_
T
1
[(x)]
dx ,
and substituting (4.1b) and (x) = H[
p
(x)] into the variational inequality gives
q
_
(u,
p
), (w u,
p
)
_
+
K
(T
1
[])
K
(T
1
[
p
]) (w u) . (4.15)
Obviously, q(, ) is not symmetric and contrary to the associated setting, cf. (3.14), no
minimization problem can be attributed to this variational inequality. But even worse,
the bilinear form q is only positive denite if sufcient hardening is present as we will
demonstrate.
Lemma 4.5. Assuming the special structures C = 2P
dev
+ 3P
vol
, H = h
d
P
dev
+ h
v
P
vol
, and
T = P
dev
+ MP
vol
with 0 < M 1, the (nonsymmetric) bilinear form q(, ) is coercive on
X P if h
d
> 0 and h
v
>
(M1)
2
4M
.
PROOF. By a slight abuse of notation, we interpret the bilinear form q as a bilinear
form on (Sym(d))
2
(Sym(d))
2
, i.e.
q
_
(,
p
), (, )
_
= (
p
) : C
_
T
1
[]
+
p
: H
_
T
1
[]
_
tr() tr(
p
)
__
tr()
1
M
tr(
p
)
_
+
h
v
M
_
tr(
p
)
_
2
=
_
(1 )(1
M
) + h
v
2
M
_
a
2
Hence, deniteness holds if h
v
>
M
2
(1 )(1
M
) =: s(). It can easily be shown that
the maximum of s() is attained at
=
2M
M+1
and thus we require h
v
> s(
) =
(M1)
2
4M
for 0 < M 1.
In the limit case M = 1 corresponding to the associated ow rule, once more we obtain
the requirement h
v
> 0, but for nonassociated ow we have M < 1. Then, the necessary
magnitude of h
v
to show deniteness strongly depends on the nonassociativity repre
sented by the value of M. Thus, we conclude that contrary to the associated case where
any positive denite hardening modulus H assured the deniteness of the bilinear form
q(, ), a similar result does not hold in the nonassociated case. Particularly, we see that
kinematic hardening has no regularized effect in general but we only have the following.
Theorem 4.6. Let the hardening modulus be of the form H = h
d
P
dev
+ h
v
P
vol
with h
d
> 0 and
h
v
>
(M1)
2
4M
. Then, the variational inequality (4.15) has a unique solution.
PROOF. By Lemma 4.5, the bilinear form q is coercive on X P. Moreover, since
K
is a convex lower semicontinous and proper functional, so is
K
T
1
due to the linearity
of T
1
, and the existence and uniqueness is a standard result, cf. [HR99, Theorem 6.6] or
[Glo84].
3. The General Case Revisited
Though the above approach may not always be possible for arbitrary ow rules, the
result can be transferred to arbitrary ow rules when considering the viscoplastic regu
larization as a type of homotopy. Looking back at (4.13), or (3.3) in the associated setting,
in static plasticity we can interpret the viscoplastic regularization as a convex combina
tion of elasticity and perfect plasticity in which the viscosity (indirectly) is the parameter
in the convex combination. Hence, for arbitrary ow rules, we postulate the viscoplastic
regularization to be dened via the response function
R() =
1
1+
+
1+
R
K
() , (4.16)
with R
K
being the response function of perfectly plasticity as dened in (4.3). This results
in the variational problem of nding u X(u
D
) such that
1
1+
_
C[(u(x))] : (w(x)) dx +
1+
_
R
K
(C[(u(x))]) : (w(x)) dx = (w) ,
(4.17)
for all w X. Under certain assumptions on R
K
, we can apply Theorem 4.1.
Corollary 4.7. Assume that the response function R
K
: Sym(d) K Sym(d) of perfect
plasticity satises
_
R
K
() R
K
()
_
: C
1
[ ] L( ) : C
1
[ ] ,
for some L R and all , Sym(d). Then, the regularized problem (4.17) has a unique
solution if L < 1 .
64 4. NONASSOCIATED PLASTICITY DRUCKERPRAGER PLASTICITY
PROOF. The response function (4.16) satises
_
R() R()
_
: C
1
[ ]
_
1
1+
L
1+
__
_
: C
1
[ ]
and if L < 1, we have existence and uniqueness according to Theorem 4.1.
CHAPTER 5
A REVIEW OF QUASISTATIC AND
INCREMENTAL PLASTICITY
As we have indicated before, static plasticity is not reasonable from a physical point of
view since the irreversibility of plastic deformation is not reected. Therefore, this chap
ters is dedicated to the timedependent problems. Nevertheless, the static scenario will
naturally reappear when we turn to incremental plasticity. These problems are consid
ered in Section 5.4 where we introduce a time discretization.
Whereas in perfect plasticity and also hardening plasticity, the introduction of time can
be considered as articial in the sense that time is only incorporated to represent the
pathdependency of plastic evolution, the situation changes in viscoplasticity where time
has a physical meaning. In the former case, one speaks of rateindependent plasticity and
in the latter of ratedependence since time is attributed a physical interpretation. In rate
independence processes, it is irrelevant how fast a load is applied and the system has
no inherent dynamics. Thus, this concept can only be applied if the underlying phys
ical problem admits this simplication. For a mathematical precise denition of rate
independence, we refer to [Mie05, Section 1] and we will shortly strife this framework
when considering the primal problem. In ratedependent plasticity on the other side, the
dynamics of the system depend on the time in which the load is applied. We also remind
that the notion quasistatic only reects the fact that inertial forces are neglected.
We briey remark on the notation used in this chapter: let
: [0, T] R
s
,
be any eld under consideration (with suitable s N), and let V be a function space
w.r.t. the spatial variable x , e.g. for = u we formally set s = d and V = X. Then,
for xed t [0, T], we will interpret (t) (, t) as an element of V . As in Chapter 1,
time derivatives are indicated by a superimposed dot.
65
66 5. A REVIEW OF QUASISTATIC AND INCREMENTAL PLASTICITY
1. Associated QuasiStatic Perfect Plasticity
We begin by recapitulizing the governing equations of perfect plasticity in the absence of
hardening:
div((x, t)) = b(x, t) , x , t (0, T) , (5.1a)
(x, t) = C[(u(x, t))
p
(x, t)] , x , t (0, T) , (5.1b)
(x, t) K , x , t (0, T) , (5.1c)
p
(x, t)
K
((x, t)) x , t (0, T) , (5.1d)
u(x, t) = u
D
(x, t) , x
D
, t (0, T) , (5.1e)
(x, t)n(x, t) = t
N
(x, t) , x
T
, t (0, T) , (5.1f)
(x, 0) =
0
(x) , x , (5.1g)
u(x, 0) = u
0
(x) , x . (5.1h)
We remark that two initial conditions are necessary since otherwise it is not be possible
to determine the state of the body. Even though the incorporation of time does not allow
to consider two convex minimization problems in duality, it is possible to formulate a
primal and dual problem in the sense of timedependent variational inequalities. For a
short mathematical survey on quasistatic perfect plasticity, we also refer to [ER04].
1.1. The Dual Problem of Associated QuasiStatic Plasticity. Taking the time deriv
ative in the constitutive relation (5.1b) and inverting the elasticity tensor, we obtain the
relation C
1
[ (x, t)] +( u(x, t)) =
p
(x, t). Inserting into the ow rule (5.1d) leads to
C
1
[ (x, t)] +( u(x, t))
K
((x, t)) ,
and after integration over , we obtain
_
_
C
1
[ (x, t)] ( u(x, t))
_
:
_
(x) (x, t)
_
dx 0 , K.
Dening the load functionals (t) = (t, ) and h(t) = h(t, ) via
(t, w) =
_
b(x, t) w(x) dx +
_
T
t
N
(x, t) w(x) da , (5.2)
h(t, ) =
_
D
_
(x)n(x)
_
u
D
(x, t) da , (5.3)
and using the equilibrium constraint in weak form, we arrive at
a
_
(t), (t)
_
+b
_
(t), u(t)
_
dx 0 , K, (5.4a)
b((t), w) + (t, w) = 0 , w X . (5.4b)
a problem also referred to as the dual problem of quasistatic plasticity. These conditions
reect the optimality conditions (2.33) in the static scenario. The equilibrium constraint
can be eliminated by dening the statically admissible set
S(t) S
_
b(t), t
N
(t)
_
, (5.5)
cf. (2.25). Then, the problem reduces to a variational inequality similar to (2.34). Particu
larly, we seek (t) S(t) K such that
a( (t), (t) (t)) h(t, (t) (t)) , S(t) K. (5.6)
5.1. ASSOCIATED QUASISTATIC PERFECT PLASTICITY 67
Concerning existence and uniqueness of a solution, we rely on the timecontinuous ana
logue of the safeload condition 2.1.
Assumption 5.1. There exists W
1,
_
(0, T),
div
L
(, Sym(d))
_
and > 0 such that
for all Sym(d) with [[ :
(t) S(t) and (x, t) + K a.e. in . (5.7)
Based on this assumption, existence and uniqueness (for homogeneous boundary condi
tions h = 0) was rst proven in [Joh76], viz. there is a stress eld solving problem (5.6)
and having the regularity
W
1,2
((0, T), P) L
((0, T),
div
(t
N
(t)) .
The regularity result for the velocity eld u L
2
((0, T), L
3/2
(, R
3
)), was later improved
to u AC((0, T), BD()) in the case of incompressible plasticity, i.e. u is an absolutely
continuous function into the space of bounded deformations, cf. [MDM06, IS93]. The
proof in [Joh76] relies on a time discretization by nite differences and the viscoplastic
regularization as introduced in Section 3.1.
1.2. The Primal Problem. Concerning the dual problem, we have seen that it is pos
sible to obtain a characterization as the variational inequality (5.6), or the system (5.4),
respectively. Similarly, we can dene a primal problem in the sense of Section 3.3 which
also explains why this approach is often preferred. First, the ow rule is reformulated as
(t)
K
(
p
(t)) and using Hookes law (5.1b), we nd
C
_
(u(t))
p
(t)
K
(
p
(t)) .
In integrated form, this is
_
C
_
(u(x, t))
p
(x, t)
_
:
_
(x)
p
(x, t)
_
dx +
K
()
K
(
p
(t)) 0
for all . Testing the weak equilibrium with w u(t), and adding to the above inequality,
we arrive at
q
_
(u,
p
), (w, ) ( u(t),
p
(t))
_
+
K
()
K
(
p
(t)) (t, w u(t)) . (5.8)
Here, we used the bilinear form q(, ) as dened in (3.12) in the absence of the hardening
modulus H. Please note that for perfect plasticity, q(, ) cannot be dened on X P in
general but only in the weaker spaces BD() M
Sym
(). Only if the energy q would
be positive denite, solutions in X P could exist. Nevertheless, the problem can be
posed in the framework of rateindependent systems in the sense of Mielke and we refer
to [Mie05] for a survey. This theory is based on two conditions: one is a global stability
property whereas the latter is an energy balance. Concerning the problem of perfect
plasticity, this has been considered in [MDM06, MDD07] and we mainly follow these
two articles. The quasistatic evolution is described by the triple
z(t) :=
_
u(t),
e
(t),
p
(t)
_
: := BD() L
2
(, Sym(d)) M
Sym
() ,
satisfying (u(t)) =
e
(t) +
p
(t), where is interpreted as a mapping : BD()
M
Sym
(). With the help of the elastic energy J
e
as introduced in (2.13), z(t) needs to
satisfy the global stability condition
J
e
(
e
(t)) (t, u(t)) J
e
(
e
(t)) (t, u) +
K
(
p
p
(t)) , (5.9a)
68 5. A REVIEW OF QUASISTATIC AND INCREMENTAL PLASTICITY
for all ( u,
e
,
p
) : satisfying ( u) =
e
+
p
, as well as the energy balance
J
e
(
e
(t)) (t, u(t)) + D(
p
, (0, t)) = J
e
(
e
(0)) (t, u(0))
_
t
0
(s, u(s)) ds .
(5.9b)
In these formulas, (t) is dened on BD()
j=1
K
_
p
(t
j
)
p
(t
j1
)
_
: 0 = t
0
t
1
t
N
= t
_
.
Note that formally also
K
can only be dened in the sense of measures. Based on this
formulation, it was then proven in [MDM06, MDD07] that there are absolutely continu
ous functions
(u,
e
,
p
) AC
_
(0, T), :
_
satisfying the stability and energy balance conditions (5.9) and therefore solve the quasi
static perfect plasticity problem. Here, by AC
_
(0, T), :
_
we denote the absolutely contin
uous functions from (0, T) to :. However, even these proofs rely on a special structure of
the admissible set K: whereas in the rst reference, the admissible set was limited to be a
cylinder in the sense of von Mises or Tresca (corresponding to incompressible plasticity),
the latter exclusively considered a bounded admissible set K. In the case of incompress
ible plasticity, following [MDM06, Theorem 6.1], the dual and the primal problem are
linked in the sense that if (u,
e
,
p
) AC
_
(0, T), :
_
is a solution of the primal problem,
then (t) = C[
e
(t)] is a solution to the dual problem and vice versa. In [MDD07, Section
4], similar results are also presented in the case of a bounded admissible set.
2. Extended Models
2.1. Viscoplasticity. The viscoplastic regularization of the ow rule is a key ingredi
ent in the proof presented by Johnson in [Joh76] concerning the existence and uniqueness
result of the dual perfect plasticity problem. In the quasistatic setting, essentially there
are two possibilities for employing the viscoplastic regularization: either after a time dis
cretization in order to regularize the incremental problems as we have done it in the pre
vious chapters or to directly transfer the problem into an ordinary differential equation
in Banach, or Hilbert space, respectively. The rst approach was used by Johnson in the
before mentioned paper but of course, viscoplasticity does not only serve as some sort of
regularization scheme. Viscoplasticity can be seen as an independent branch of material
modeling including models like the NortenHoff or BodnerPartom model. Such models
are adressed in [AC04, AC07] and mainly result in a formulation as an ordinary differen
tial equation in a suitable phase space. Regarding this topic, a good reference is also the
book [IS93]. Though we only considered the viscoplastic regularization so far, we will
now allow more general viscoplastic ow rules. Note that this may include any sort of
ow rule satisfying appropriate properties. These models are also capable to encorpo
rate softening effects, e.g. the BodnerPartom model, while retaining stable solutions in
Sobolev spaces.
Once more, we drop the requirement of (x, t) K and the ow rule (5.1d) is now
singlevalued, i.e.
p
(x, t) = H((x, t)) x , t (0, T) ,
5.3. NONASSOCIATED PLASTICITY 69
where H : Sym(d) Sym(d) is a given function (not a multifunction). The viscoplastic
regularization is just one special case with H() = D
K
() = C
1
_
P
K
()
. More
generally, time differentiation in Hookes law (5.1b) gives
(x, t) = C
_
( u(x, t))
p
(x, t)
= C
_
( u(x, t)) H((x, t))
,
and together with the equilibrium condition (5.1a), we obtain a system of differential al
gebraic equations for and u. Under standard assumptions concerning the data and
Lipschitz continuity of G, we obtain existence and uniqueness with continuous depen
dence on the data, cf. Theorems 1.1 and 1.2 in [IS93, Section 3.1]. Additionally, we nd
the following regularity results:
C
1
_
(0, T), P) , (t)
div
(t
N
(t)) ,
u C
1
_
(0, T), V
_
, u(t) X(u
D
(t)) .
Similar results can be found in [AC04].
2.2. QuasiStatic Hardening Plasticity. In the quasistatic scenario, hardening can
be incorporated following the lines of the static case, cf. Section 3.2 or Section 3.3 for the
formulation as a variational inequality. With the dual force already used earlier, the
admissibility (5.1c) and the ow rule (5.1d) are replaced by
(x, t) +(x, t) K , x , t (0, T) , (5.10a)
p
(x, t) N
K
_
(x, t) +(x, t)
_
, x , t (0, T) , (5.10b)
and additionally we have the relation
(x, t) = H[
p
(x, t)] , x , t (0, T) , (5.10c)
linking the dual force with the plastic strain
p
. In the formulation as a variational
inequality, the introduction of kinematic hardening simply implies the nonvanishing of
the hardening modulus in formulation (5.8). It is possible to treat this case in the same en
ergetic framework, cf. [Mie05]. In [HR95, HR99], existence and uniqueness was proven
directly, and also the proofs of [AC04, AC07] apply here. First results concerning the dual
problem were obtained in [Joh78]. We obtain the following regularity of solutions:
H
1
_
(0, T), P
_
, (t)
div
(t
N
(t)) ,
u H
1
_
(0, T), V
_
, u(t) X(u
D
(t)) ,
p
H
1
_
(0, T), P
_
.
3. NonAssociated Plasticity
Once more, the ow rule (5.1d) is replaced by
p
(x, t) G((x, t)) , x , t (0, T) .
Within the framework of viscoplasticity, the results of the previous section also apply
to nonassociated ow rules as long as the resulting differential equation is Lipschitz
continuous. For rateindependent plasticity, we are only aware of a result presented in
[Che03] which can also be found in [Mie05, Chapter 6] using slightly different notation.
70 5. A REVIEW OF QUASISTATIC AND INCREMENTAL PLASTICITY
3.1. Convex Composite Flow Rule. In the presence of kinematic hardening, the re
sult given in [Che03] relies on a very special kind of ow rule, called the convex composite
ow rule, also see [Gui00] for subdifferential inclusions of that type. The convex com
posite ow rule is given as
p
(x, t) (M )((x, t)) = D((x, t))M(((x, t))) ,
where denotes Clarkes generalized Jacobian (see Appendix A), the transformation
C
1,1
(Sym(d), Sym(d)) is a global Lipschitz diffeomorphism and M : Sym(d) R is a
convex function. The associated theory is recovered when I and M =
K
.
We restrict ourselves to stating the result in the case of plasticity with kinematic harden
ing to avoid the introduction of additional notation. As in [AC04, AC07] and Subsection
5.1.2, the point of departure is the free energy
J =
1
2
((u)
p
) : C[(u)
p
] +
1
2
p
: H[
p
] .
which is assumed to positive denite. Under certain regularity conditions on the data, it
was proven that there exists a unique solution satisfying (5.1a), (5.1b), the convex com
posite ow rule and the boundary and initial conditions (5.1e)(5.1h). However, the ad
missibility (x, t) K is not guaranteed in this setting. The solution has the regularity
W
1,
_
(0, T), L
2
(, Sym(3))
_
, (t)
div
(t
N
(t)) ,
u W
1,
_
(0, T), H
1
(, R
3
)
_
, u(t) X(u
D
(t)) ,
p
W
1,
_
(0, T), L
2
(, Sym(3))
_
.
3.2. NonAssociated DruckerPrager Plasticity. Formally, quasistatic nonassociated
DruckerPrager plasticity can be reformulated by variational inequalities similar to the
pair (5.4) and (5.8) in associated plasticity.
3.2.1. A dual Variational Inequality. Similarly to the derivation of (4.9) in the static
scenario, for perfect plasticity we obtain the dual variational inequality
f
_
(t), (t)
_
+
b
_
(t), u(t)
_
dx 0 , K, (5.11a)
b((t), w) + (t, w) = 0 , w X . (5.11b)
Note however that
B ,= B if the nonassociated ow rule is used and therefore, there is
no analogue to the variational inequality (5.6).
3.2.2. A primal Variational Inequality. Concerning the primal variational inequal
ity, similarly to the associated setting, we can adopt the derivation of Subsection 4.2.4 to
the current setting and we obtain the variational inequality (cf. (4.15) for the static ana
logue)
q
_
(u,
p
), (w u,
p
)
_
+
K
(T
1
[])
K
(T
1
[
p
]) (w u) .
If kinematic hardening is sufciently large in the sense of Lemma 4.5, we expect that this
variational inequality has a unique solution. However, the proof in [HR99, Section 7.2]
relies on the symmetry of the bilinear form q which is not at hand in the current situation,
so we cannot show existence and uniqueness of solutions here.
5.4. INCREMENTAL PLASTICITY 71
4. Incremental Plasticity
Already at this point we want to introduce a discretization, or to be more precise a semi
discretization w.r.t. the temporal evolution. For this, let
0 = t
0
< t
1
< < t
N
= T
be a partition of the time interval [0, T] and let t
n
= t
n
t
n1
be the step size in the
nth time step. At the discrete time instances t
n
, any time continuous quantity (t
n
) is
approximated by
n
. To give an example, by
n
, u
n
and
n
p
we denote the approximations
of (t
n
), u(t
n
) and
p
(t
n
). Generally, for the time stepping we will use the backward Euler
method. The merely rst order accuracy of the method is acceptable for the following
reasons:
(1) especially for threedimensional problems, the total error is typically dominated
by the spatial discretization,
(2) the solution normally does not possess higher regularity in time, cf. [Wie99] for
the comparison with a second order method,
(3) the backward Euler method is Bstable, cf. [HW02], which is a desirable proper
ties for plasticity problems, cf. [SH98, Chapter 6].
4.1. Perfect Plasticity. Once more we proceed formally as we generally cannot ex
pect solutions in Sobolev spaces. The only time derivative in the governing equations
occurs in the ow rule (x, t) G((x, t)). At a particular time t
n
, we infer
(x, t
n
) G((x, t
n
)) ,
and using backward differences, we arrive at
1
t
n
_
n
p
(x)
n1
p
(x)
_
G(
n
(x)), or equiv
alently
n
p
(x)
n1
p
(x) + t
n
G(
n
(x)) .
Thus, starting with u
0
= u
0
and
0
=
0
, we can evaluate
0
p
(x) = (u
0
(x)) C
1
[
0
(x)]
and in each time step n = 1, . . . , N, the governing equations are
div(
n
(x)) = b(x, t
n
) , x , (5.12a)
n
(x) = C[(u
n
(x))
n
p
(x)] , x , (5.12b)
n
(x) K , x , (5.12c)
n
p
(x)
n1
p
(x) + t
n
G(
n
(x)) , x , (5.12d)
u
n
(x) = u
D
(x, t
n
) , x
D
, (5.12e)
n
(x)n(x) = t
N
(x, t
n
) , x
T
. (5.12f)
This has the structure of the static problems considered in previous chapters. The only
new ingredient is the presence of the plastic strain
n1
p
and of the time step size t
n
in
the ow rule (5.12d).
4.1.1. Associated Perfect Plasticity. Once again, G = N
K
and equations (5.12) dene
two convex minimization problems in duality. The corresponding Lagrangian L
n
at time
step n is given by
L
n
(
n
, u
n
) =
1
2
A
n
,
n
P
+ (
n1
p
,
n
)
P
+ t
n
K
(
n
)
+B
u
n
,
n
P
F
n
, u
n
V
V
,
(5.13)
72 5. A REVIEW OF QUASISTATIC AND INCREMENTAL PLASTICITY
with the functional F
n
V
given as
F
n
(u) =
_
(t
n
, u) , u X(u
D
) ,
, else .
(5.14)
We also refer to (2.30) and (2.21). Restricting the Lagrangian to X(u
D
), we nd
L
n
(
n
, u
n
) =
1
2
a(
n
,
n
) + (
n
,
n1
p
)
P
+ t
n
K
(
n
) + b(
n
, u
n
) + (t
n
, u
n
) .
(5.15)
The fact t
n
K
() =
K
() once more exhibits the rateindependence: the model depends
on the history of deformation represented by
n1
p
, but does not depend on the physical
time represented by t
n
. We therefore omit t
n
in the following. The dual problem for
obtaining
n
is:
Minimize
1
2
a(
n
,
n
) + (
n
,
n1
p
)
P
+
K
(
n
) h(t
n
,
n
)
subject to
n
S(t
n
) .
(5.16)
while the corresponding primal problem for obtaining u
n
reads:
Minimize c
n
pl
(u
n
) subject to u
n
X(u
D
(t
n
)) , (5.17)
with
c
n
pl
(u) =
_
C
_
(u)
n1
p
_
(t
n
, u) ,
and dened as in (2.35). We see that each incremental problem has exactly the same
structure as the static problem and obviously, we cannot expect more regularity of the
incremental problem.
4.1.2. NonAssociated Perfect Plasticity. Using (5.12d), substitution into (5.12b) along
with the admissibility constraint (5.12c) yields the inclusions
0 C
1
[
n
(x)]
_
(u
n
(x))
n1
p
(x)
_
+ t
n
G(
n
(x)) ,
n
(x) K , a.e. in .
By means of the response function R
K
as introduced in (4.3), this gives
n
= R
K
_
C
_
(u
n
)
n1
p
_
.
Substitution into the weak formulation of the equilibrium constraint results in the prob
lem of nding u
n
X(u
D
(t
n
)) such that
_
R
K
(C[(u
n
(x))
n1
p
(x)]) : (w(x)) dx = (t
n
, w) , w X . (5.18)
4.2. Viscoplastic Regularization. Contrary to perfect plasticity, the material response
in incremental viscoplasticity does depend on the time step size t
n
.
4.2.1. Associated Perfect Plasticity. Replacing the subdifferential of the indicator func
tion in the ow rule
1
t
n
(
n
p
(x)
n1
p
(x))
K
((x)) by its Yosida approximation, we
obtain the viscoplastic ow rule
n
p
(x) =
n1
p
(x) + t
n
C
1
_
n
(x) P
K
(
n
(x))
.
Proceeding as in Section 3.1, we obtain
n
=
1
1+t
n
C[(u
n
)
n1
p
] +
_
1
1
1+t
n
_
P
K
(C[(u
n
)
n1
p
]) ,
which is (3.3) with replaced by t
n
. Note that has the dimension of an inverse
viscosity in the quasistatic setting. The dependence on the time step size t
n
shows the
5.4. INCREMENTAL PLASTICITY 73
ratedependence of the model. Obviously, if t
n
gets smaller, the material response will
be closer to elasticity whereas for larger time steps, plastic behavior will dominate. Via
the Lagrangian
L
n
(
n
, u
n
) =
1
2
a(
n
,
n
) + (
n
,
n1
p
)
P
+ t
n
K
(
n
) + b(
n
, u
n
) + (t
n
, u
n
) ,
the corresponding minimization problems in duality are:
Minimize
1
2
a(, ) + t
n
K
() h() subject to S(t
n
) ,
Minimize c
n
vp,
(u
n
) subject to u
n
X(u
D
(t
n
)) ,
with the functional
c
n
vp,
(u) =
1
1+t
n
J
e
_
(u)
n1
p
_
+
_
1
1
1+t
n
_
(C[(u)
n1
p
]) (t
n
, u) .
The Euler condition for the primal problem is
1
1+t
n
_
C
_
(u
n
(x))
n1
p
(x)
: (w(x)) dx
+
_
1
1
1+t
n
_
_
P
K
_
C
_
(u(x))
n1
p
(x)
_
: (w(x)) dx = (t
n
, w)
for all w X.
Theorem 5.2. There exists a primaldual pair (
n
, u
n
) P X(u
D
(t
n
)) solving the above
minimization problems in duality.
PROOF. Both objective functions are uniformly convex w.r.t. the topologies in P and
X. Moreover, since S(t
n
) is a closed and afne subspace, no further constraint qualica
tion is necessary.
4.2.2. NonAssociated Perfect Plasticity. As indicated in Section 4.3, for general ow
rules G, we postulate the viscoplastic regularization as a convex combination of the lim
iting problems of elasticity and perfect plasticity. We follow this approach and dene
n
(x) =
1
1+t
n
C[(u
n
(x))
n1
p
(x)] +
t
n
1+t
n
R
K
(C[(u
n
(x))
n1
p
(x)]) .
Substitution into the weak equilibrium equation then gives the variational problem of
nding u
n
X(u
D
(t
n
)) such that
1
1+t
n
_
C
_
(u
n
(x))
n1
p
(x)
: (w(x)) dx
+
t
n
1+t
n
_
R
K
_
C
_
(u(x))
n1
p
(x)
_
: (w(x)) dx = (t
n
, w)
(5.19)
Contrary to the static case, under certain conditions, this problem is always solvable if
the time step size is small enough.
Theorem 5.3. Let the response function R
K
of perfect plasticity satisfy
_
R
K
() R
K
()
_
: C
1
[ ] L( ) : C
1
[ ] ,
for some L R. Then, the variational problem (5.19) has a unique solution if t
n
L < 1.
PROOF. The proof is the same as that of Corollary 4.7 with replaced by t
n
and
relies on Theorem 4.1.
We remark that unless L 0, this is a severe restriction of the step size t
n
if we want to
consider the approximation of perfect plasticity, i.e. 1.
74 5. A REVIEW OF QUASISTATIC AND INCREMENTAL PLASTICITY
4.3. Incremental Hardening Plasticity. After time discretization, the ow rule reads
n
p
(x)
n1
p
+ t
n
G
_
n
(x) +
n
(x)
_
.
and the admissibility rewrites as
n
(x) +
n
(x) K.
4.3.1. Associated Hardening Plasticity. As in Section 3.2, we dene two minimization
problems in duality by means of a Lagrangian L
n
and restricted to (P P) X(u
D
(t
n
)),
the Lagrangian in time step n is given as
L
n
((
n
,
n
), u
n
) =
1
2
a(
n
,
n
) +
1
2
d(
n
,
n
) + (
n
,
n1
p
)
P
+ t
n
K
(
n
+
n
)
+b(
n
, u
n
) dx +(t
n
, u
n
) .
Again, the time step size t
n
can be omitted due to the rateindependence of the problem
and sticking to our terminology, the corresponding dual problem is given as
Minimize
1
2
a(
n
,
n
) +
1
2
d(
n
,
n
) + (
n
,
n1
p
)
P
+
K
(
n
+
n
) h(t
n
,
n
)
subject to S(t
n
) , P .
Proceeding like in Subsection 3.2.2, we obtain the primal functional at time step n.
c
n
hd
(u
n
) =
N
(C[(u
n
)
n1
p
])
+
1
2
_
_
(u
n
(x))
n1
p
(x)
_
: D[(u
n
(x))
n1
p
(x)] dx (t
n
, u
n
) .
Finally, the primal problem is
Minimize c
n
hd
(u
n
) subject to u
n
X(u
D
(t
n
)) . (5.20)
Proposition 5.4. Provided that H is positive denite on the symmetric second order tensors (or
positive denite on the deviatoric subspace in incompressible plasticity), then the primal incre
mental problem (5.20) has a unique solution u
n
X(u
D
(t
n
)).
PROOF. The primal incremental problem is uniformly convex w.r.t. the topology of
H
1
(, R
3
), cf. Theorem 3.6, and problem (5.20) has a unique minimizer in X(u
D
(t
n
)). For
the plastically incompressible case, we refer to the discussion in Subsection 3.2.4.
4.3.2. NonAssociated Hardening Plasticity. As in Section 4.1 and particularly (4.6), by
using the response function R
hd
, we nd that the governing equations
0 = C
1
[
n
(x)]
_
(u
n
(x))
n1
p
(x)
_
H
1
[
n
(x)] , a.e. in , (5.21a)
0 H
1
[
n
(x)] +
n1
p
+ t
n
G
_
n
(x) +
n
(x)
_
, a.e. in , (5.21b)
n
(x) +
n
(x) K , a.e. in , (5.21c)
are satised by
_
n
_
= R
hd
(C[(u
n
)
n1
p
]) .
The rst component is then substituted into the weak equilibrium equation resulting in
a variational problem for the displacement.
5.4. INCREMENTAL PLASTICITY 75
4.4. Incremental DruckerPrager Plasticity.
4.4.1. Perfect Plasticity. The results of Section 4.2 concerning the static scenario di
rectly transfer to the incremental problem. The response function corresponds to the
projection P
F
K
, i.e.
n
= P
F
K
(C[(u)
n1
p
]), and in the nth time step we need to deter
mine u
n
X(u
D
(t
n
)) such that
_
P
F
K
_
C[(u
n
(x))
n1
p
(x)]
_
: (w(x)) dx = (t
n
, w) , w X .
4.4.2. Hardening Plasticity. Analogously to Theorem 4.6, we state the existence and
uniqueness result for the variational inequality formulation. The governing equations
and the response function are just those of (5.21) with G = T[
K
] and T given in (1.19).
Corollary 5.5. Let the hardening modulus be of the form H = h
d
P
dev
+ h
v
P
vol
with h
d
> 0 and
h
v
>
(M1)
2
4M
. Then, the incremental problem of nonassociated DruckerPrager plasticity with
kinematic hardening has a unique solution.
PROOF. This is the natural extension of Theorem 4.6 to the given context.
4.4.3. Viscoplastic Regularization. Contrary to perfect and hardening plasticty, the vis
coplastic regularization leads to ratedependent problems, i.e. time has a physical mean
ing. This gives the following result.
Corollary 5.6. The incremental problemof viscoplastic DruckerPrager plasticity admits a unique
solution u
n
X(u
D
(t
n
)) provided that t
n
(1 M) < M.
PROOF. Using Lemma 4.3, we can apply Theorem 5.3 with L =
1M
M
.
Essentially, this result states that incremental nonassociated DruckerPrager viscoplas
ticity is wellposed for a nite regularization parameter [0, ) provided that the time
step size t
n
is small enough. This has to be expected since the timecontinuous problem
in viscoplasticity is wellposed, cf. the previous section. On the other hand, the time
step restriction is quite restrictive, e.g. M = 1/2 would require irrealistic small time steps
t <
1
.
Part 2
Aspects of Algorithmic Plasticity
CHAPTER 6
DISCRETIZATION BY THE FINITE
ELEMENT METHOD
1. The Problem Setting Reconsidered
Proceeding formally, after time discretization as introduced in Section 5.4, all static and
incremental problems of the rst part can be stated as
div((x)) = b(x) , x , (6.1a)
(x) = R
_
C[(u(x)) (x)]
_
, x , (6.1b)
u(x) = u
D
(x) , x
D
, (6.1c)
(x)n(x) = t
N
(x) , x
T
, (6.1d)
with a suitable response function R : Sym(d) Sym(d) (see Table 6.1 for examples), and
given data L
2
(, Sym(d)). For static problems, we have = 0 and in the incremental
setting we nd =
n1
p
. For the introduction of the nite element method below, we
always assume that system (6.1) admits a solution
(, u)
div
(t
N
) X(u
D
) .
Note that we proceed in a very general framework and Rmight be any response function.
Henceforth, we only make the following assumption concerning the response function
which is wellfounded for our considered examples.
Assumption 6.1. The response function R : Sym(d) Sym(d) is Lipschitz continuous.
Ass. Perfect plasticity: R() = P
K
()
Ass. Viscoplasticity: R() =
1
1+
+
1+
P
K
()
Ass. Kinematic hardening: R() = (D C
1
)[] + (C N
1
)[P
N
K
()]
Nonass. DruckerPrager: R() = P
F
K
()
TABLE 6.1. Examples of response functions.
79
80 6. DISCRETIZATION BY THE FINITE ELEMENT METHOD
For convenience, we shortly recapitulate some notation as introduced in Section 2.1:
P = L
2
(, Sym(d)) ,
V = H
1
(, R
d
) ,
div
(t
N
) = H(div, , Sym(d)) :
N
() = t
N
,
div
div
(0) ,
X(u
D
) = u V :
T
(u) = u
D
, X X(0) .
1.1. Weak Formulations. As we have seen earlier, there are mainly two approaches
to the above problem a formulation only comprising the displacement u and a mixed
formulation approximating both the displacement u and the stress . For the elasticity
problem, both types were presented in Section 2.2.
1.1.1. Displacement Formulation. We explicitly use the response function and substi
tute the constitutive equation (6.1b) into the equilibrium equation (6.1a). Afterwards,
we multiply with a test function and integrate over to obtain the problem of nding
u X(u
D
) such that
_
R
_
C[(u(x)) (x)]
_
: (w(x)) dx = (w) , w X , (6.2)
with the load functional as dened in (2.10). Dening the mapping F : X X
via
F(u), w
X
X
=
_
R
_
C[(u(x)) (x)]
_
: (w(x)) dx (w) , (6.3)
problem (6.2) is equivalent to
F(u) = 0 , u X(u
D
) . (6.4)
1.1.2. Mixed Formulation. The mixed formulation in P X(u
D
) consists of nding
(, u) such that for all (, w) P X
_
(x) : C
1
[(x)] dx
_
(x) : C
1
_
R
_
C[(u(x)) (x)]
_
dx = 0 ,
C
_
(u(x))
p
(x)
: (w(x)) dx = (w) , w X ,
_
C
_
(u(x))
p
(x)
R
_
C[(u(x)) (x)
_
: (x) dx = 0 , P .
Contrary to the elasticity problem, a mixed formulation in H(div, , Sym(d)) L
2
(, R
d
)
w.r.t. the stress and the displacement cannot be given directly since Greens formula (2.8)
may not be applicable in the rst equation due to the (generally nonsmooth) nonlinearity
R. One possible remedy is the introduction of the total strain (x) = (u(x)) as an inde
pendent variable, corresponding to the HuWashizu formulation. Then, applying Greens
formula to the equilibrium equation, and likewise in the weak formulation of the con
straint = (u), yields the problem of nding (, , u)
div
(t
N
) P L
2
(, R
d
) such
6.2. DISCRETE APPROXIMATION SPACES 81
that for all (, , w)
div
P L
2
(, R
d
)
_
(x) : (x) dx
_
div((x)) w(x) dx =
_
b(x) w(x) dx ,
_
(x) : (x) dx +
_
div
_
(x)
_
u(x) dx = h() ,
(6.6)
with h as dened in (2.19).
1.1.3. Least Squares Formulation. For completeness, we also mention a formulation in
the least squares sense. Since (6.1) is a rst order system of partial differential equations,
it is possible to set up a corresponding least squares formulation leading to a system of
second order differential equations. The approach consists in minimizing the functional
1
2
_
_
div((x)) +b(x)
2
dx +
_
2
dx
_
,
with a suitable treatment of the boundary conditions. This formulation has been consid
ered in [Sta07, SSS09], but we will not follow this approach here.
2. Discrete Approximation Spaces
In order to dene discrete approximation spaces, we approximate R
d
by a nite set
of cells ( and thus dene
h
=
C(
C. In the following, we tacitly assume =
h
for
simplicity.
2.1. Finite Element Spaces for the Displacement. We consider a family of spaces
V
h
h7
C
0,1
(, R
d
) V and we assume that
h7
V
h
is dense in V , i.e. for all u V
there are sequences h
n
nN
1 and u
n
nN
with u
n
V
h
n
such that
lim
n
u u
n

V
= 0 .
This approximation property can be interpreted as the consistency of the spaces V
h
h7
with V . The most prominent examples of V
h
are the nodal basis Lagrange nite elements
spaces and in the following, let V
h
be a nite element space spanned by nodal basis
functions. The restriction of u
h
V
h
to one cell C ( is assumed to be polynomial and
the simplest realization is given by continuous, piecewise (multi) linear functions (on
each C). We denote this space by
V
h
= u
h
C
0,1
(, R
3
) : u
h
C
is (multi) linear.
Further important examples are (multi)quadratic elements and Serendipity elements (re
duced multiquadratic elements on cuboids, cf. [BS02]). Denoting by D
D
all nodal
points on the Dirichlet part of the boundary, in analogy with Section 2.1, we dene
X
h
(u
D
) = u
h
V
h
: u
h
(x) = u
D
(x) for all x D ,
X
h
(u
D
) = u
h
V
h
: u
h
(x) = u
D
(x) for all x D .
and likewise X
h
X
h
(0) and
X
h
X
h
(0) in case of homogeneous Dirichlet boundary
conditions.
82 6. DISCRETIZATION BY THE FINITE ELEMENT METHOD
Similarly to the continuous setting, we dene the discrete elasticity operator C
h
: X
h
X
h
by setting
C
h
: X
h
X
h
, C
h
u
h
, w
h
h
X
h
= c(u
h
, w
h
) , (6.7)
with the bilinear form c(, ) as given in (2.3).
2.2. Stress Spaces for Mixed Approximations. We shortly address the approxima
tion of L
2
functions, and particularly of tensorvalued functions in P. The simplest pos
sibility is to use piecewise constants functions (on each cell C). This denes
P
h
=
h
P :
h
C
is constant on all C ( P .
On simplical meshes, i.e. triangular meshes for d = 2 and tetrahedral meshes for d = 3,
the combination
P
h
X
h
(u
D
) is stable concerning the mixed formulation (6.5). In this
case, (u
h
)
P
h
for all u
h
X
h
and the infsupcondition follows as in the continuous
case, cf. Section 2.2, i.e.
sup
P
h
b(
h
, w
h
)

h

= sup
P
h
h
(x) : (w
h
(x)) dx

h

h
=C[(w
h
)]
[[[w
h
[[[ .
However, also discretizations with (u
h
) ,
P
h
, like the enhanced assumed strain (EAS)
methods, can be constructed and we refer to [SR90, BCR04].
Considering the mixed approximation (6.6), we remark that the construction of numeri
cal approximation schemes is not straight forward in the H(div)spaces. Even for the elas
ticity problem, the construction of conforming nite element spaces in (t
N
) L
2
(, R
d
)
with piecewise polynomial structure has only been partly realized. For d = 2, the rst
stable conforming element on triangles was given in [AW02] and in [AW03], a corre
sponding nonconforming variant was presented. On tetrahedral meshes, a conforming
element with 162 degrees of freedom per element was introduced in [AC05]. The con
struction of such elements is based on the differential calculus as presented in [AFW06a,
AFW06b] and summarized in [AFW06c]. However, within the context of composite el
ements (i.e. approximation of and u on different triangulations), stable nite elements
have been derived earlier [JM79].
One particular difculty is the symmetry of the stress tensor and in order to circumvent
this difculty, symmetry may only be imposed weakly by means of the additional con
straint =
T
at the cost of augmenting the corresponding system by this equation. One
member of this family is the PEERSelement [ABDJ84] for d = 2 and for a construction
in d = 3, we refer to [AFW07].
3. Quadrature and Discrete Spaces
Within the nite element method, integrals are typically approximated by a quadrature
rule of sufcient accuracy. Therefore, let be a set of quadrature points and for each
, the corresponding quadrature weight is denoted by
g(x) dx
g() .
With a slight abuse of notation, we treat the above approximation as an equality, i.e. we
will always interpret the integral sign as the nite sum over the quadrature points if
we work with spatially discrete quantities. This is convenient in a nite element context
6.3. QUADRATURE AND DISCRETE SPACES 83
since the error caused by quadrature is typically of higher order and therefore neglectable
provided that the coefcients are smooth and the quadrature has a sufciently high ac
curacy. Throughout this work, we use Gaussian quadrature rules due to their numerical
stability and accuracy. Particularly, we have
h
=
h
: R
p
,
with p N determined by the underlying application. We remark that
h
and
h
are not
nite element spaces in general. However, particular choices of the quadrature rule allow
the interpretation as nite element spaces. One such example is when the quadrature
rule is dened cellwise (or elementwise, respectively), and on each C (, we use
the approximation
_
C
g(x) dx [C[g(
C
) with
C
being the center of mass of C and [C[
denoting the volume of C. This quadrature rule is exact for piecewise linear functions
and we have P
h
=
P
h
. If paired with
X
h
(u
D
), the approximation in
P
h
X
h
(u
D
) is stable
(cf. the previous section).
In P
h
, we dene the norms

h

P
h
=
_
[
h
()[
2
_
1/2
, 
h

h
=
_
h
() : C
1
[
h
()]
_
1/2
,
and the two norms can be interpreted as discrete L
2
norms being the counterparts of 
P
and  
.
We also remark on the symmetric gradient operator : V P as dened in (2.2). Since
functions in V
h
are continuous, () is welldened as an operator from V
h
P
h
and
(u
h
)() =
1
2
_
Du
h
() + Du
h
()
T
_
.
In view of the quadrature formula, we can also dene a pair of dual operators B
h
: P
h
V
h
and B
h
: V
h
P
h
by setting
B
h
h
, w
h
V
h
V
h
= B
h
w
h
,
h
h
P
h
=
_
h
(x) : (w
h
(x)) dx , (6.8)
and we refer to (2.15) for the denition of B and B
h
corresponds to a discrete (neg
ative) symmetric gradient operator. However note that B
h
cannot be evaluated directly,
since P
h
is not a nite element space permitting the evaluation of the divergence (the
same holds true for the piecewise constant functions in
P
h
).
Analogous to the continuous setting, we also dene operators
A
h
: P
h
P
h
, A
h
h
,
h
h
P
h
=
_
C
1
[
h
(x)] :
h
(x) dx ,
R
h
: P
h
P
h
, (R
h
(
h
))() = R(
h
()) ,
(6.9)
and identifying P
h
and P
h
results in (A
h
h
)() = C
1
[
h
()]. Likewise, the inverse
operator A
1
h
: P
h
P
h
locally corresponds to the application of the elasticity tensor.
Finally, R
h
gathers the response functions at the quadrature points and as a consequence
of Assumption 6.1, we nd that R
h
is Lipschitz continuous.
84 6. DISCRETIZATION BY THE FINITE ELEMENT METHOD
4. Discrete Problem Formulation
Due to the difculties of approximating (, u) in H(div, , Sym(d)) L
2
(, R
d
), we re
strict ourselves to the displacement formulation (6.2) and the mixed formulation (6.5)
in P X. Having a specic application in mind, we will also consider individually
adapted problem settings like in Chapter 9. When working in the discrete setting, we
tacitly replace P by its discrete counterpart
h
P
h
. This is reasonable since either
= 0 or =
n1
p
and in the latter case,
n1
p
is typically a discrete quantity within a
computational framework.
4.1. Displacement Formulation. The discrete counterpart of (6.2) is the problem of
nding u
h
X
h
(u
D
) such that
_
R
_
C[(u
h
(x))
h
(x)]
_
: (w
h
(x)) dx = (w
h
) , w
h
X
h
. (6.10)
We once more remark that the integral represents a quadrature rule and with
F
h
(u
h
), w
h
h
X
h
=
_
R
_
C[(u
h
(x))
h
(x)]
_
: (w
h
(x)) dx (w
h
) , (6.11)
the problem is equivalent to the nonlinear operator equation
F
h
(u
h
) = 0 , u
h
X
h
(u
D
) . (6.12)
In terms of the operators dened in the last section, F
h
can be represented as
F
h
(u
h
) = B
h
R
h
_
A
1
h
(B
h
u
h
h
)
_
h
,
with
h
being the restriction of to X
h
.
4.2. Mixed Formulation. We present the mixed formulation in
P
h
X
h
being a nite
element formulation, and the formulation in P
h
X
h
which is not a nite element dis
cretization since P
h
is not a function space. Both formulations are closely related with the
displacement formulation.
4.2.1. Mixed Formulation in
P
h
X
h
. We seek (
h
, u
h
)
P
h
X
h
such that for all
(
h
, w
h
)
P
h
X
h
_
h
(x) : C
1
[
h
(x)] dx
_
h
(x) : C
1
_
R
_
C[(u
h
(x))
h
(x)]
_
dx = 0 ,
_
h
(x) : (w
h
(x)) dx = (w
h
) .
(6.13)
With the bilinear forms a(, ) and b(, ), this is equivalent to the conditions
a(
h
R(C[(u
h
)
h
]),
h
) = 0 , b(
h
, w
h
) = (w
h
) ,
for all
h
P
h
and w
h
X
h
. We observe that
h
is just the orthogonal L
2
projection of
the response R(C[(u
h
)
h
)]) onto the subspace of piecewise constant functions
P
h
. We
denote this projection by P
h
: P
P
h
and
h
= P
h
is dened via a(
h
,
h
) = 0 for
all
h
P
h
. Using P
h
, it is possible to reduce the system to
_
P
h
_
R(C[(u
h
(x))
h
(x)])
_
: (w
h
(x)) dx = (w
h
) , w
h
X
h
.
6.5. ACCURACY OF THE FINITE ELEMENT METHOD 85
Apart from the projection P
h
, this coincides with (6.10). We remark that the projection
P
h
can be computed cellwise via
C
(x) =
1
[C[
_
C
R(C[(u
h
(x))
h
(x)]) dx .
On simplical meshes and if
h
P
h
, the projection P
h
can essentially be omitted as
(u
h
)
P
h
.
4.2.2. Mixed Formulation in P
h
X
h
. Find (
h
, u
h
) P
h
X
h
such that for all (
h
, w
h
)
P
h
X
h
_
h
(x) : C
1
[
h
(x)] dx
_
h
(x) : C
1
_
R
_
C[(u
h
(x))
h
(x)]
_
dx = 0 ,
_
h
(x) : (w
h
(x)) dx = (w
h
) .
The stress
h
can be evaluated independently at each quadrature point, i.e.
h
() = R(C[(u
h
())
h
()]) , ,
Using the explicit representation of
h
, after substitution into the weak equilibriumequa
tion, we obtain the displacement formulation (6.10).
Due to the close relation between the displacement formulation and the mixed formula
tions given here, we will henceforth concentrate on the displacement formulation.
5. Accuracy of the Finite Element Method
The accuracy of nite element approximations has been considered for associated plastic
ity models. As we have already seen, there is more than one way of stating the problem
of associated plasticity. Similarly, error estimates were obtained in different settings as
well as for static and quasistatic problems, whereas for the latter, also errors due to time
discretization were considered.
5.1. Associated Hardening Plasticity. The problems of hardening plasticity are elab
orately discussed in [HR95, HR99], to which we refer for a detailed discussion.
5.1.1. Convergence under Full Regularity. Considering kinematic hardening in the static
scenario, the solution has the regularity
((, ),
p
, u) P
2
P X(u
D
) .
In [HR95, HR99], error estimates have been derived for the quasistatic problem for both
((, ), u) and (
p
, u), corresponding to a mixed formulation of the dual problem and
the variational formulation of the extended primal problem presented in Section 3.3. For
the mixed formulation of the dual problem in
P
2
h
X
h
(u
D
), optimal error estimates were
obtained under full regularity, i.e.

h

P
+
h

P
+u u
h

V
C h,
with C independent of h but depending on the solution (, , u). However, in the varia
tional inequality formulation for (u
h
,
p,h
) in
P
h
X
h
(u
D
), they were only able to show
u u
h

V
+ 
p
p,h

P
C h
1/2
. This suboptimal error estimate was improved in
[ACZ99] to the optimal estimate
u u
h

V
+
p
p,h

P
C h.
86 6. DISCRETIZATION BY THE FINITE ELEMENT METHOD
However, these results were not the rst convergence results. In [Joh78], convergence of
the stress was proven, and in [RX96, Section 3], optimal convergence of the displacement
was proven by duality techniques, i.e. u u
h

V
C h.
We also remark that besides the above mentioned a priori estimates, there exists a cor
responding a posteriori theory. For the variational inequality formulation in (u,
p
), this
was developed in [ACZ99], whereas dualitybased error estimators were considered in
[RX96].
5.1.2. Convergence under Minimal Regularity. Convergence with a rate always requires
extra regularity of the solutions. Nevertheless, it is also possible to show convergence
without this regularity. This was done in [HR00] and a different approach relying on
convergence was presented in [MRS08, MR09, Mie08].
5.2. Perfect Plasticity. Contrary to hardening plasticity, perfect plasticity does not
admit a solution u X(u
D
) but only in the weaker space BD(). Nevertheless, the
stress tensor always satises P (provided that a solution exists). Thus, one is
tempted to consider convergence of the stresses only. This was done in [Rep96] where a
convergence result for the (static) model problem of von Mises plasticity was achieved.
The result is based on a regularization by hardening and a suitable coupling between
the hardening parameter and the mesh size parameter h. Denoting the regularization
parameter by , under certain (local) regularity assumptions on the solution, it is possi
ble to show that there is a function (h) such that 
(h)

P
converges, where
(h)
is
the solution of the regularized problem with regularization parameter (h) and is the
solution of perfect plasticity.
CHAPTER 7
A SEMISMOOTH NEWTON
APPROACH TO PLASTICITY
In this chapter, we consider a generalized Newton method for the solution of the dis
placement problem (6.10). We prove locally superlinear convergence results for certain
discrete plasticity problems arising from discretization as introduced in the previous
chapter. However, superlinear convergence in a function space setting cannot be shown
in general as in this case, superlinear convergence of generalized Newton methods for
nonsmooth equations typically relies on some smoothing properties of the involved map
pings. While this smoothing property is fullled for certain optimal control problems (via
the controltostate mapping), this property cannot be expected for plasticity problems
in general. We will come back to this topic several times in this chapter. As we only con
sider local convergence, we do not use any underlying structure of the equations like the
duality framework of associated plasticity. Therefore, the results in this chapter also ap
ply to nonassociated plasticity. Structure exploiting algorithms for associated plasticity,
leading to an improved global performance, are considered in the next chapter. We close
the chapter by considering von Mises and (non) associated (smoothed) DruckerPrager
plasticity for which we prove superlinear convergence in the discrete setting.
At this point we also refer to Appendix A for necessary notation concerning results from
nonsmooth analysis.
1. Problem Formulation
In this chapter, we focus on the discrete displacement formulation (6.10)
_
R
_
C[(u
h
(x))
h
(x)]
_
: (w
h
(x)) dx = (w
h
) , w
h
X
h
,
(where as usual, the integral represents a Gaussian quadrature formula) and its equiva
lent operator formulation F
h
(u
h
) = 0 given in (6.12). In the following, we assume that
h
P
h
is given. We observe that the only nonlinearity is the response function R, which
we only assume to be Lipschitz continuous but which is not necessarily differentiable,
cf. Assumption 6.1. Being Lipschitz continuous, it follows from Rademachers theorem
[CLSW98, Section 3.4] that except on a set of measure zero, F
h
is differentiable. Hence,
87
88 7. A SEMISMOOTH NEWTON APPROACH TO PLASTICITY
Algorithm 7.1 Generic generalized Newton algorithm for plasticity problems
S0) Choose u
0
h
X
h
(u
D
), 0, and set k := 1.
S1) If F
h
(u
k1
h
)
X
h
, stop and set u
h
= u
k1
h
.
S2) Choose an element G
h
F
h
(u
k1
h
).
S3) Solve G
h
u
k
h
= F
h
(u
k1
h
) for u
k
h
X
h
.
S4) Set u
k
h
= u
k1
h
+ u
k
h
and k := k + 1. Go to S1) .
we can evaluate the generalized Jacobian of F
h
(see Section A.1 and particularly equation
(A.1)), and we nd
F
h
(u
h
) = B
h
R
h
_
A
1
h
(B
h
u
h
h
)
_
A
1
h
(B
h
) L(X
h
, X
h
) . (7.1)
Based on this results, Algorithm 7.1 is the adaption of the generic Algorithm A.1 to the
current situation.
Looking at (7.1), we see that it sufces to choose an element S
h
R
h
() L(P
h
, P
h
) to
determine G
h
in step S2) of Algorithm 7.1. Each S
h
R
h
() is blockdiagonal since R
h
is a local (or pointwise) operator by denition (6.9), and for P
h
and , we nd
(R
h
())() = R(()) with the response function R : Sym(d) Sym(d). Thus, in order
to compute an element of R
h
(), it is sufcient to compute an element S R() of the
generalized Jacobian of the response function.
For k 1, we dene the consistent tangent modulus C
k
ct
() L(Sym(d), Sym(d)) by
C
k
ct
() = S() C, with S() R(C[(u
k1
h
())
h
()]) , (7.2)
and this denes G
h
L(X
h
, X
h
) in the kth iteration via
G
h
v
h
, w
h
h
X
h
=
_
C
k
ct
(x)
_
(v
h
(x))
: (w
h
(x)) dx .
With this choice of G
h
, step S3) in the algorithm consists of nding u
k
h
X
h
such that
_
C
k
ct
(x)
_
(u
k
h
(x))
: (w
h
(x)) dx = r
k1
(w
h
) , w
h
X
h
, (7.3)
with the residual r
k1
(w
h
) = F(u
k1
h
), w
h
h
X
h
,
r
k1
(w
h
) =
_
R
_
C[(u
k1
h
(x))
h
(x)]
_
: (w
h
(x)) dx (w
h
) .
Finally, step S4) is the usual update.
1.1. Innite Dimensional Setting. Looking at (7.3) and (7.2), we see that these equa
tions have a spatially continuous analogue, i.e. for given u
k1
X(u
D
), determine u
k
X such that
_
C
k
ct
(x)
_
(u
k
(x))
: (w(x)) dx = r
k1
(w) , w X ,
with r
k1
= F(u
k1
) X
h
= o(w
h

X
h
) as w
h
0 .
If o(w
h

X
h
) is replaced by O(w
h

1+p
X
h
), we say that F
h
is semismooth of order p (0, 1].
We also refer to Proposition A.2 for different characterizations of semismoothness. Look
ing back at the denition of F
h
in Section 6.4, it is easy to see that F
h
is semismooth if and
only if the response function R is semismooth. Concerning examples, we refer to the last
section of the present chapter.
2.1. Local Superlinear Convergence. Assuming that the elements of the generalized
Jacobian in the solution are regular, we are able to show superlinear convergence of the
generalized Newton method given in Algorithm 7.1.
Theorem 7.1. Let F
h
as dened in (6.11) be semismooth (of order p (0, 1]) and let u
h
X
h
(u
D
) be a zero of F
h
. If each G
h
F
h
(u
h
) is regular (i.e. F
h
is CDregular in u
h
), then the
generalized Newton method converges locally superlinear (with order 1 + p) to the solution u
h
provided that u
h
u
0
h

X
h
is sufciently small.
PROOF. This is simply a restatement of Theorem A.7 applied to the current situation.
Specically, Proposition A.1 guarantees the wellposedness of the iteration in a neighbor
hood of the solution since the CDregularity in the solutions guarantees the regularity of
F in that neighborhood.
We remark that without further assumptions, the existence of a solution u
h
is not guar
anteed, cf. the simple example in Appendix B. And even if a solution exists, it may not
be unique in general.
2.2. Local Superlinear Convergence under Strong Monotonicity. Under the assump
tion of strong monotonicity of F
h
, i.e. there exists > 0 such that
F
h
(u
h
) F
h
(w
h
), u
h
w
h
h
X
h
2
u
h
w
h

2
X
h
,
we are able to guarantee superlinear convergence under semismoothness assumptions.
In order to do so, we need the following result relating strong monotonicity to the regu
larity of elements of the generalized Jacobian.
Proposition 7.2. Let F
h
: X
h
X
h
be Lipschitz continuous. Then:
(1) F
h
is monotone if and only if for every w
h
X
h
, all subgradients G
h
F
h
(w
h
) are
positive semidenite.
(2) F
h
is strongly monotone if and only if for every w
h
X
h
, all subgradients G
h
F
h
(w
h
) are positive denite.
PROOF. Part (1) has been shown in [LS96] and the extension of the result to strongly
monotone mappings is straightforward.
We remark that the above usage of the term positive (semi) denite does not necessarily
imply symmetry of the subgradients G
h
. The above results guarantees the superlinear
convergence provided that F
h
is strongly monotone.
90 7. A SEMISMOOTH NEWTON APPROACH TO PLASTICITY
Theorem 7.3. Let F
h
be semismooth (of order p (0, 1]) and suppose that F
h
is strongly mono
tone. Then, the solution of (6.12) is unique and the generalized Newton method converges locally
superlinear (with rate 1 + p) to the solution.
PROOF. The unique solvability even holds for the continuous case and transfers to the
discrete setting. Concerning local superlinear convergence (with rate 1 + p), we need to
verify the conditions of Theorem 7.1. By Proposition 7.2(2), we know that all G
h
F
h
()
are regular. This implies that the linear problem (7.3) has a unique solution and u
k
h
is
welldened. The semismoothness of F
h
then yields local superlinear convergence (with
rate 1 + p) as a result of Theorem 7.1.
2.3. Innite Dimensional Setting. We close the section with some remarks concern
ing the spatially continuous setting, i.e. F : X X
. As Rademachers theorem is no
longer applicable, the generalized Jacobian cannot be dened. Nevertheless, there have
been attempts to nd suitable replacements of the generalized Jacobian in an innite di
mensional setting, cf. [HPUU09, Ulb03]. Following Section (A.1), it would be sufcient
to nd a family of mappings G : X L(X, X
) such that
F(u +w) F(u) G(u +w)w
X
= o(w
X
) as w 0 ,
for all u close to a solution. If all G(u) are nonsingular in a neighborhood of a solu
tion, then the generalized Newton method as indicated in Algorithm A.1 would result
in superlinear convergence. We will come back to this point later in Section 7.4 when we
consider associated von Mises plasticity.
3. Application to Plasticity Problems
We apply the above convergence results to the plasticity problems considered in the rst
part of the thesis. For this purpose, we simply have to check the conditions of the the
orems for the various problems. The results considerably extend the known results of
superlinear convergence in the literature, where it has only been shown for the special
case of the von Mises ow rule (with and without hardening).
3.1. Associated Plasticity. The associated plasticity models considered so far com
prised the problem of perfect plasticity, kinematic hardening plasticity and the viscoplas
tic regularization by means of the MoreauYosida regularization. The latter can be inter
preted as a particular instance of kinematic hardening when considering the static or
incremental setting, cf. Subsection 3.2.3. For associated problems, we can assure mono
tonicity of F
h
as it is the derivative of a proper convex functional. Moreover, in these
cases the response function is a projection onto a convex set, cf. Table 6.1 for a summary,
and under appropriate assumptions on K, the (strong) semismoothness of the projection
can be shown, cf. Theorem A.11 and Section A.2.4.
3.1.1. Perfect Plasticity. Perfect plasticity was investigated in Section 2.3 and the re
sponse function R is the projection P
K
onto the admissible set K Sym(d), see (2.38).
We also found that the continuous operator F is monotone but not strongly monotone
w.r.t. to the topology in X. Under the safe load assumption 2.1, it could be shown that
a solution to the primal solution only exists in the space BD(). Nevertheless, after dis
cretization, we can try to determine u
h
X
h
(u
D
) satisfying
_
P
K
_
C[(u
h
(x))
h
(x)]
_
: (w
h
(x)) dx = (w
h
) , w
h
X
h
. (7.4)
7.3. APPLICATION TO PLASTICITY PROBLEMS 91
The existence of a solution depends on the discrete analogue of the safeload condition
2.1, the Slater condition. For this, we dene the admissible set
K
h
=
h
P
h
:
h
() K, . (7.5)
Assumption 7.4. There exist P
h
and > 0 such that for all Sym(d) with [[ :
B
h
+
h
= 0 in X
h
and () + K for all . (7.6)
This assumption is the Slater condition for the convex set
h
P
h
:
h
K
h
, B
h
h
+
h
= 0. By duality, we obtain the existence of a solution to the equation F
h
(u
h
) = 0.
Theorem 7.5. Under Assumption 7.4, equation (7.4) has a solution u
h
X
h
(u
D
).
PROOF. The proof follows by Lagrangian duality as introduced in Section 2.3 for the
spatially continuous case. Therefore consider the discrete Lagrangian L
h
: P
h
X
h
R,
L
h
(
h
, u
h
) =
1
2
A
h
h
,
h
h
P
h
+ (
h
,
h
)
P
h
+
K
h
(
h
)
+B
h
u
h
,
h
h
P
h
+
h
(u
h
) .
The resulting minimization problems in duality are:
Minimize sup
u
h
X
h
(u
D
)
L
h
(
h
, u
h
) ,
h
P
h
,
Minimize sup
h
P
h
L
h
(
h
, u
h
) , u
h
X
h
(u
D
) .
As long as the admissible set of the dual problem is nonempty, the dual problem for
h
has a unique solution due to the uniform convexity of the objective function and
the closedness of the admissible set. If the Slater condition (Assumption 7.4) is fullled,
there is no duality gap and a Lagrange multiplier u
h
X
h
(u
D
) exists, solving the primal
problem. However, due to the lack of uniform convexity of the primal problem, the
solution is not necessarily unique.
For a introduction to Lagrangian convexity in nite dimensions, we refer to the textbooks
[BNO03, BV08]. We have the following result concerning superlinear convergence.
Theorem 7.6. Let K Sym(d) be convex. Assume that the projection P
K
: Sym(d) K
Sym(d) is semismooth (of order p) and that the Slater condition (Assumption 7.4) holds. Then
there exists a solution u
h
X
h
(u
D
) of the associated perfect plasticity problem and if all elements
G
h
F
h
(u
h
) are regular, then the generalized Newton method converges locally superlinear
(with order 1 + p) to the solution.
PROOF. The existence follows from Theorem 7.5 and under the assumed assump
tions, the superlinear convergence follows from the result of Theorem 7.1 with the re
sponse function R = P
K
.
3.1.2. Kinematic Hardening Plasticity. We shortly repeat some notation from Section
3.2. The hardening modulus is given by H L(Sym(d), Sym(d)) and we assume H to be
positive denite. For incompressible plasticity, Honly has to be denite on the deviatoric
subspace Sym
0
(d), cf. Subsection 3.2.4, but as outlined in this subsection, it is not neces
sary to treat these two cases individually which is why we restrict ourselves to the fully
denite setting. Based on H, the fourth order tensors
N = C +H, D
1
= C
1
+H
1
,
92 7. A SEMISMOOTH NEWTON APPROACH TO PLASTICITY
were dened which are also symmetric and positive denite. The response function was
found to be
R() = (D C
1
)[] + (C N
1
)[P
N
K
()] ,
with P
N
K
: Sym(d) K Sym(d) being the orthogonal projection onto K in the metric
dened by the inner product induced by N
1
. The primal problem is the minimization of
the hardening functional (3.8) which is uniformly convex and therefore admits a unique
solution. Restricting the functional c
hd
to X
h
(the Ritz method) leads to the corresponding
discrete minimization problem with the necessary and sufcient optimality condition
(cf. (3.9)):
_
_
(C N
1
)
_
P
N
K
_
C[(u
h
(x))
h
(x)]
_
+D[(u
h
(x))
h
(x)]
_
: (w
h
(x)) dx
=
h
(w
h
) , w
h
X
h
.
(7.7)
This is indeed equivalent to substituting R(C[(u
h
(x))
h
(x)]) into the displacement
formulation (6.10). We have the following result:
Theorem 7.7. Let H be a symmetric and positive denite fourth order tensor, K Sym(d) be
convex and assume that P
N
K
: Sym(d) K Sym(d) is semismooth (of order p). Then, there
exists a unique u
h
X
h
(u
D
) satisfying (7.7) and the generalized Newton method converges
locally superlinear (with order p + 1) to the solution.
PROOF. Since a solution of the continuous problem in X exists and is unique (see
Theorem 3.7), we immediately obtain existence and uniqueness of a solution of the cor
responding Ritzmethod. Since the corresponding functional is uniformly convex and
thus F
h
is strongly monotone, Theorem 7.3 guarantees the local superlinear convergence
(of order 1 + p) if P
K
is semismooth (of order p).
Once again, for incompressible plasticity, H only has to be positive denite on the devia
toric subspace of Sym(d) as a consequence of Proposition 3.10.
3.1.3. Viscoplasticity. As observed in Subsection 3.2.3, the viscoplastic regularization
is a special instance of hardening plasticity in the static or incremental setting by setting
H =
1
h
of perfect
plasticity satisfy
F
h,pl
(u
h
) F
h,pl
(w
h
), u
h
w
h
h
X
h
L[[[u
h
w
h
[[[
2
,
for some L R. Then, with the above response function R, there exists a solution u
h
X
h
(u
D
)
of F
h
(u
h
) = 0 if t
n
L < 1, and in this case, the generalized Newton method converges locally
superlinear.
PROOF. Obviously, Ris semismooth (of order p) if R
K
is semismooth (of order p). The
existence of a unique solution is due to Theorem 5.3. Moreover, as in the prove of this
theorem, it follows that F
h
is a strongly monotone operator and we can apply Theorem
7.3.
4. Application to Specic Material Models
After proceeding in an abstract way so far, we now consider particular choices of the
response function. Semismoothness of the response function for general models can be
shown with the methods presented in Appendix A. For convenience, we start with the
wellunderstood problem of von Mises plasticity. Afterwards we consider (non) associ
ated DruckerPrager plasticity. For all examples, we assume that the elasticity operator
C has the form C = 2P
dev
+ d P
vol
, cf. (1.11), with the orthogonal projectors P
dev
and
P
vol
as dened in (1.4).
4.1. Von Mises Plasticity / Incompressible Plasticity. The admissible set of von Mises
plasticity is dened in terms of the yield function f() = [ dev()[ K
0
, see (1.18), i.e.
K = Sym(d) : f() 0 = Sym(d) : [ dev()[ K
0
function
f() = [ dev()[
2
K
2
0
and that the
(CRCQ), see Denition (A.10), is trivially fullled whenever K is described by a single
smooth constraint. Alternatively, by using the strong semismoothness of the function
m(t) = max0, t, see (A.2), the strong semismoothness of P
K
can be shown by the chain
rule, cf. Proposition A.5. The explicit representation by means of the maxfunction also
establishes the strong semismoothness.
The projection P
K
is a PC
1
function and P
K
C
1
(Sym(d)K, Sym(d)). Hence, it sufces
to compute the derivative of P
K
for int(K) and for , K. Since P
K
is the identity
for K, we only consider , K. Then, [ dev()[ , = 0 and
P
K
() = f()
dev()
[ dev()[
= f()Df() = K
0
dev()
[ dev()[
+P
vol
[] , , K .
Since
_
dev()
[ dev()[
_
=
1
[ dev()[
_
P
dev
dev()
[ dev()[
dev()
[ dev()[
_
,
we nd
DP
K
() = P
vol
+
K
0
[ dev()[
_
P
dev
dev()
[ dev()[
dev()
[ dev()[
_
, , K .
This results can be found, e.g. in [SH98, NCWM07, Wie07, Ml09]. If f() = 0, i.e.
[ dev()[ = K
0
, then all element of the generalized Jacobian are obtained by taking the
convex combinations of I and lim
DP
K
(
t
) with
t
, K. Thus, if [ dev()[ = K
0
, we
nd
S P
K
() S = (1 t)I + t
_
P
vol
+
K
0
[ dev()[
_
P
dev
dev()
[ dev()[
dev()
[ dev()[
__
= P
vol
+ (1 t)P
dev
+t
_
P
dev
dev()
[ dev()[
dev()
[ dev()[
_
= I t
dev()
[ dev()[
dev()
[ dev()[
7.4. APPLICATION TO SPECIFIC MATERIAL MODELS 95
for t [0, 1]. Altogether, this gives the following characterization of P
K
:
P
K
() =
_
_
I , [ dev()[ < K
0
,
_
I t
dev()
[ dev()[
dev()
[ dev()[
: t [0, 1]
_
, [ dev()[ = K
0
,
_
P
vol
+
K
0
[ dev()[
_
P
dev
dev()
[ dev()[
dev()
[ dev()[
__
, [ dev()[ > K
0
.
4.1.1. Quadratic Convergence in the Discrete Setting. Due to the explicit formulas for
P
K
and P
K
, von Mises plasticity (with and without hardening) is one of the most fre
quently used models both in engineering applications and mathematical analysis. Due
to the strong semismoothness of the maxfunction in nite dimensions, local quadratic
convergence can be shown.
Corollary 7.11. Consider the discrete problems of von Mises plasticity in one of the following
situations.
(1) Kinematic hardening: let H be positive denite on the deviatoric subspace Sym
0
(d).
(2) Viscoplastic regularization: let [0, ).
(3) Perfect plasticity: let the Slater condition (Assumption 7.4) hold and let u
h
be a solution
of F
h
(u
h
) = 0. Further, let F
h
be CDregular in u
h
.
Then, the generalized Newton method converges locally quadratic.
PROOF. In view of Theorem 7.7 and Corollary 7.8, quadratic convergence is assured
for hardening plasticity and the viscoplastic regularization as a result of the strong semis
moothness (semismoothness of order p = 1) of P
K
. In the perfectly plastic setting, qua
dratic convergence can be shown under the assumption that all elements of the general
ized Jacobian are regular in the solution, provided a solution exists, cf. Theorems 7.5 and
7.6.
4.1.2. Convergence in Function Space. Superlinear convergence results for this model
(with and without hardening) are wellknown from empirical observations as already re
ported in [Bla97, ACZ99, Chr02, NCWM07, Wie07] and analytical results were presented
in [GV09]. In this last reference, also the superlinear convergence in function space was
addressed for a model with isotropic hardening. The authors used the representation of
P
K
in terms of the maxfunction within a function space setting, also see (A.5). With the
trial stress = C[(u) ], superlinear convergence was shown if the composition of
the yield function and the trial stress is a L
2+
function for some > 0. In this situation,
the maxfunction is slantly differentiable from L
2+
into L
2
. However, as stated by the
authors, there is no a priori information available whether this assumption is fullled.
4.1.3. Incompressible Plasticity. Von Mises plasticity is one particular instance of in
compressible plasticity. With
K Sym
0
(d), elements K take the form = 1 +
with
K and R. Particularly, the yield function f does not depend on the rst
invariant
1
K
(P
dev
[]) ,
with
P
K
: Sym
0
(d)
K being the projection w.r.t. the restriction of the inverse elasticity
tensor to Sym
0
(d), i.e. C
1
Sym
0
(d)
=
1
2
P
dev
. Since P
dev
is the identity on Sym
0
(d), the
projection
P
K
coincides with the Euclidian projection onto
K. Smoothness properties of
P
K
are therefore related with the smoothness properties of
P
K
.
96 7. A SEMISMOOTH NEWTON APPROACH TO PLASTICITY
4.2. DruckerPrager Plasticity. As mentioned before, the model of von Mises plas
ticity is wellunderstood from a numerical and analytical point of view and serves as the
most widely used model problem in associated plasticity. DruckerPrager plasticity has
the potential to serve as a standard model in nonassociated plasticity as it is possible to
give a closed form expression of the response function R
K
= P
F
K
. K is characterized by
the yield function f() = [ dev()[ +
m
d
tr() C with m 0 and C 0. We restrict
ourselves to m > 0, since otherwise, the model of von Mises obtained. For the physical
interpretation of m and C, we refer to Subsections 1.2.3 and 1.2.5. By means of the yield
function, the admissible set is
K = Sym(d) : f() 0 = Sym(d) : [ dev()[ +
m
d
tr() C .
With the splitting of Sym(d) = Sym
0
(d) R1, we see that K has the shape of a scaled and
shifted second order unit cone, cf. (A.9)
K = = + 1 Sym(d), ( , ) Sym
0
(d) R : [ [ m +C
Lemma 7.12. The orthogonal projection (w.r.t. to an arbitrary inner product) onto K is strongly
semismooth.
PROOF. This results follows from Proposition A.14.
As for von Mises plasticity, the projection onto K can be given in closed form. We eval
uate the projection w.r.t. the inner product induced by F
1
with F = C T = 2P
dev
+
dMP
vol
and therefore F
1
=
1
2
P
dev
+
1
d M
P
vol
with M (0, 1] and remark that M = 1
corresponds to associated plasticity.
Lemma 7.13. Consider K = Sym(d) : [ dev()[ +
m
d
tr() C. The orthogonal
projection P
F
K
w.r.t. the inner product dened by F
1
is given as
P
F
K
() =
_
_
, f() 0 ,
C
m
1 , c() 0 ,
f()
2+mn
_
2
dev()
[ dev()[
+n1
_
, else ,
(7.8)
with n = mM and c() = mn[ dev()[ 2
_
m
d
tr() C
_
.
PROOF. For the proof, we shift the cone via the transformation
C
m
1 such that
the apex coincides with the origin. Thus, we consider the cone dened by K =
Sym(d) : [ dev()[ +
m
d
tr() 0 which allows us to set C = 0 in (7.8) and in the yield
function. Since the Slater condition is fullled, the projection = P
F
K
() satises the
KKTsystem
0 F
1
[ ] + f() ,
0 = f() , 0 , f() 0 .
The rst line is indeed an inclusion because the apex is a singular point on K due to the
nondifferentiability of f. However, we can use the cone structure of K and dene the
polar cone (or dual cone) with respect to F
1
as
K
,F
1
= Sym(d) : : F
1
[] 0 for all K .
A short computations gives the equivalence: K
,F
1
c() 0. It is wellknown
[HUL93a, Section 3.2] that P
F
K
() = 0 if and only if K
,F
1
and moreover, KK
,F
1
=
0. Hence it remains to consider the case , K K
,F
1
. Since the apex is the only
7.4. APPLICATION TO SPECIFIC MATERIAL MODELS 97
singular point of K, it follows that in this case the projection lies on the regular part of
K and the projection is therefore characterized by
0 = F
1
[ ] + Df() , and f() = 0 .
Noting that Df() =
dev()
[ dev()[
+
m
d
1, after applying P
dev
to the rst equation =
F[Df()], we obtain
dev() = dev() 2
dev()
[ dev()[
= dev() =
[ dev()[
[ dev()[+2
dev() .
Taking the norm gives [ dev()[ = [ dev()[ 2 from which we can conclude
dev()
[ dev()[
=
dev()
[ dev()[
. Similarly, we apply the trace operator and obtain tr() = tr() d n. Substi
tution into f() = 0 gives (note that C = 0 by the transformation)
0 = f() = [ dev()[ +
m
d
tr() = [ dev()[ +
m
d
tr()
_
2 +mn
_
.
This explicitly gives in terms of and we have =
f()
2+mn
. Finally, we obtain
= F[Df()] =
f()
2+mn
F
_
dev()
[ dev()[
+
m
d
1
_
=
f()
2+mn
_
2
dev()
[ dev()[
+n1
_
.
Putting all pieces together and using the backtransformation +
C
m
1 nally yields
the desired representation of P
F
K
.
In the limit case m = n = 0, the projection resembles von Mises plasticity.
Our next task is to give a full characterization of the generalized Jacobian of P
F
K
, and
we also refer to [HYF05]. In order to do so, we need to determine the derivative if ,
K K
,F
1
. We denote this tensor by S
reg
, i.e.
S
reg
() = DP
F
K
() = I
1
2+mn
_
F[Df()] Df() + f()F D
2
f()
_
= I
1
2+mn
_
2m
d
1
dev()
[ dev()[
+ n
dev()
[ dev()[
1 +
mn
d
1 1
+ 2P
dev
+ 2
m
d
tr()C
[ dev()[
_
P
dev
dev()
[ dev()[
dev()
[ dev()[
_
_
.
Lemma 7.14. The generalized Jacobian of P
F
K
is
P
F
K
() =
_
_
I , f() < 0 ,
0 , c() < 0 ,
S
reg
() , , K K
,F
1
,
t S
reg
() : t [0, 1] , c() = 0 , ,=
C
m
1,
t I + (1 t)S
reg
() : t [0, 1] , f() = 0, ,=
C
m
1,
s I + tS
reg
() : s, t 0 and s + t 1 , =
C
m
1.
PROOF. We simply note that P
F
K
is differentiable if , K K
,F
1
. This gives the
rst three lines. It remains to consider the cases where P
F
K
is not differentiable.
c() = 0 and ,=
C
m
1: then
B
P
F
K
() = 0, S
reg
().
f() = 0 and ,=
C
m
1: then
B
P
F
K
() = I, S
reg
().
98 7. A SEMISMOOTH NEWTON APPROACH TO PLASTICITY
=
C
m
1: then
B
P
F
K
(
C
m
1) = 0, I, S
reg
().
Taking the convex combinations of the elements of the Bsubdifferential then gives the
assertion.
We remark that the consistent tangent is not symmetric. To understand this, consider the
consistent tangent at , K K
,F
1
. Then, the projection lies on the regular part of K
and
C
ct
= S
reg
() C = C
1
2+mn
_
F[Df()] C[Df()] + f()F D
2
f() C
_
.
If F ,= C, then C
ct
is not symmetric as the rankone update F[Df()] C[Df()] is not
symmetric. Thus C
ct
is only symmetric if T = I, i.e. if we consider associated plasticity.
4.2.1. Quadratic Convergence. Again, we can apply the results of the previous section.
Corollary 7.15. Consider the discrete problems of nonassociated DruckerPrager plasticity in
one of the following situations.
(1) Static and quasistatic hardening plasticity with sufcient hardening: let H = h
d
P
dev
+
h
v
P
vol
with h
d
> 0 and h
v
>
(M1)
2
4M
be positive denite.
(2) Static viscoplasticity with sufcient regularization: let
1M
M
< 1.
(3) Incremental viscoplasticity: let t
n
1M
M
< 1.
(4) Assume that there exists a solution u
h
of F
h
(u
h
) = 0 and suppose that F
h
is CDregular
in u
h
.
Then, the generalized Newton method converges locally quadratic.
PROOF. In all cases, the response function is strongly semismooth by Lemma 7.12.
Concerning hardening plasticity, Lemma 4.5 gives the strong monotonicity of F
h
and
Theorem 7.3 guarantees the quadratic convergence. For static viscoplasticity and incre
mental viscoplasticity, strong monotonicity under the given assumption is due to Lemma
4.4 and Corollary 5.6. Concerning (4), we can only quote Theorem 7.1.
4.3. Smoothed DruckerPrager Plasticity. The examples considered so far are very
specic as the simple structure of the admissible set allowed to compute the response
function explicitly. In smoothed DruckerPrager plasticity, this is no longer possible
but nevertheless, we are able to compute an element of the generalized Jacobian. For
a smoothing parameter > 0, the yield function is dened by (also see Section 1.2.5)
f
() =
_
[ dev()[
2
+
2
+
m
d
tr() C ,
and thus, f
() =
dev()
[ dev()[
2
+
2
+
m
d
1 =
1
L()
dev() +
m
d
1,
D
2
f
() =
1
[ dev()[
2
+
2
_
P
dev
dev()dev()
[ dev()[
2
+
2
_
=
1
L()
_
P
dev
dev()
L()
dev()
L()
_
.
In the following, we x Sym(d) and by = P
F
K,
(), we denote the projection. The
corresponding Lagrange multiplier is again denoted by 0. Following the lines of
7.4. APPLICATION TO SPECIFIC MATERIAL MODELS 99
Section A.2.3, evaluating the derivative of the projection requires the inverse of F
1
+
D
2
f
() =
_
1
2
+
L()
_
P
dev
+
1
dM
P
vol
dev()
dev()
L()
3
Introducing A =
L()+2
2L()
P
dev
+
1
dM
P
vol
(which is invertible as 0), = dev() and
=
dev()
L()
3
we nd F
1
+ D
2
f
()
_
1
= A
1
+
A
1
[] A
1
[]
1 : A
1
[]
.
The inverse A
1
can be computed explicitly and we have A
1
=
2L()
L()+2
P
dev
+ dMP
vol
.
We use the abbreviation
G G(, ) = F
1
+D
2
f
() ,
and an element of the generalized Jacobian of P
F
K,
can be constructed by considering the
corresponding Bsubdifferentials, see Appendix A. We nd
R() S =
_
I , K ,
_
I
G
1
[Df
()]Df
()
Df
():G
1
[Df
()]
_
G
1
F
1
, , K .
4.3.1. Using the Plastic Potential. We present an alternative derivation following Sec
tion A.3, relying on the plastic potential
g
() =
_
[ dev()[
2
+
2
+
n
d
tr() C ,
Dg
() =
dev()
[ dev()[
2
+
2
+
n
d
1 =
1
L()
dev() +
n
d
1,
D
2
g
() = D
2
f
() .
with 0 < n m. We nd T[Df
()] = Dg
and g = g
G = C
1
+()D
2
g
(), we nd
R()
S =
_
_
_
I , K ,
_
I
G
1
[Dg
()]Df
()
Df
():
G
1
[Dg
()]
_
G
1
C
1
, , K .
An easy calculation shows that indeed we have S =
S. Finally,
C
ct
=
S C =
_
_
_
C , K ,
G
1
G
1
[Dg
()]
G
1
[Df
()]
Df
():
G
1
[Dg
()]
, , K ,
is the consistent algorithmic tangent moduli in the sense of [SH98, Section 3.6] for a
general nonassociated setting and we also refer to [OM89]. We see that once we are
able to compute the response = R() = P
F
K,
(), the computation of an element of the
generalized Jacobian easily follows from the above formula if one is able to compute the
second derivative of the plastic potential.
100 7. A SEMISMOOTH NEWTON APPROACH TO PLASTICITY
4.3.2. Evaluating the Response Function. Since the response function R : Sym(d)
Sym(d) cannot be evaluated in closed formfor the smoothed DruckerPrager model, eval
uating R() for a given Sym(d) requires the solution of the system
0 = C
1
_
] + Dg
() ,
0 = f
() , 0 , f
() 0 .
If f() 0, then (, ) = (, 0) solves the above system. If f() > 0, then the solution is
characterized by
0 = C
1
_
] + Dg
() ,
0 = f
() ,
and > 0. For the above system, it is possible to set up a Newton method under the ad
ditional constraint 0. Alternatively, the complementarity condition can be replaced
by a NCP function, see Section A.3. We also refer to Chapter 9 concerning the active set
method which is based on a reformulatation by means of a NCP function.
4.3.3. Superlinear Convergence. Since f
C
2
(Sym(d), R), the projection P
F
K,
is semis
mooth, cf. Theorem A.11. Then, under the same assumptions as in Corollary 7.15, we
obtain the superlinear convergence of the generalized Newton method.
Corollary 7.16. Corollary 7.15 also holds for smoothed DruckerPrager plasticity if quadratic
convergence is replaced by superlinear convergence.
PROOF. Semismoothness of the response function can be shown by Theorem A.11
since P
F
K
is a projection in the metric dened by F
1
and K is described by the smooth
function f
0
h
P
h
or
p,h
(t
0
) =
0
p,h
P
h
in order to determine the state of the body at time t
0
. In the
following, we assume that
0
p,h
is at our disposal. Again, for simplicity we assume =
h
after triangulation. Time discrete quantities will again be denoted by a superscript as in
Section 5.4 and the related index is denoted by n. In each time step, a nonlinear system
of equations has to be solved, i.e. determine (
n
h
, u
n
h
) P
h
X
h
(u
D
(t
n
)) such that
_
n
h
(x) : (w
h
(x)) dx = (t
n
, w
h
) , w
h
X
h
,
n
h
() = R
_
C
_
(u
n
h
())
n1
p,h
()
_
, .
Again, the expression for
n
h
is substituted into the equilibrium equation (note that the
integral represents a quadrature rule once again) resulting in a nonlinear problem for
the displacement. The index of the nonlinear iteration will be the second superscript,
denoted by k. With F
n
h
: X
h
X
h
, we denote the corresponding nonlinear system
in the nth time step for determining u
n
h
X
h
(u
D
(t
n
)). For the implementation of the
generalized Newton method of the previous chapter for incremental plasticity problems,
we refer to Algorithm 8.1 and shortly discuss the algorithm. Steps S1) and S8) are re
lated to the incremental structure whereas S2)S7) are the realization of the generalized
Newton method. Steps S2) and S3) are simply the evaluation of F
n
h
whereas S4) checks
for convergence. Finally, in S5)S7), the solution of the linear system and the update is
described.
1.2. Local Treatment of the Nonlinearity. The key feature of the algorithm is the
local treatment of the nonlinearity R. This allows to solve the highly nonlinear part of
the problem independently at each quadrature point and therefore decouples into
[[ subproblems. Essentially, the algorithm only involves three key routines.
(1) Given Sym(d), compute the stress = R() Sym(d) via the response
function.
(2) Given Sym(d) and the stress response = R(), compute an element S
R(). Therefore note that S typically depends on = R(), cf. the example of
smoothed DruckerPrager plasticity in the previous chapter.
(3) Solve the elasticitylike subproblems in S6).
Often, (1) and (2) are treated simultaneously as typically S is used for the computation of
the response within a local Newtontype iteration. But while (1) and (2) can be evaluated
locally at each quadrature point, problem (3), i.e.
_
C
n,k1
ct
(x)
_
_
u
n,k
h
(x)
_
: (w
h
(x)) dx = r
n,k1
(w
h
) , w
h
X
h
,
introduces the global coupling. This problem corresponds to the linearized constitutive
law given by the consistent tangent modulus C
ct
.
8.1. THE SEMISMOOTH NEWTON ALGORITHM 103
Algorithm 8.1 Return algorithm for incremental plasticity
S0) Given
0
p,h
P
h
and u
0
h
X
h
(u
D
(t
0
)), choose > 0 and set n := 1.
S1) While t
n1
< T, choose t
n
> 0 such that t
n
(T t
n1
) and set t
n
=
t
n1
+ t
n
.
Choose initial guess u
n,0
h
X
h
(u
D
(t
n
)) (e.g. u
n,0
h
= u
n1
h
+ Dirichlet boundary
conditions). Set k := 1.
S2) At each quadrature point , compute
n,k1
h
() = C
_
(u
n,k1
h
())
n1
p,h
()
, (trial stress) ,
n,k1
h
() = R(
n,k1
h
()) , (stress response) .
S3) Compute the residual
r
n,k1
(w
h
) =
_
n,k1
h
(x) : (w
h
(x)) dx (t
n
, w
h
) , w
h
X
h
.
S4) If r
n,k1

X
h
< , set u
n
h
= u
n,k1
h
and
n
h
=
n,k1
h
. Go to S8).
S5) At each quadrature point , determine S
n,k1
() R
_
n,k1
h
()
_
and the
consistent algorithmic tangent modulus C
n,k1
ct
() = S
n,k1
() C.
S6) Determine u
n,k
h
X
h
such that
_
C
n,k1
ct
(x)
_
_
u
n,k
h
(x)
_
: (w
h
(x)) dx = r
n,k1
(w
h
) , w
h
X
h
.
S7) Set u
n,k
h
= u
n,k1
h
+ u
n,k
h
. Set k := k + 1 and go to S2).
S8) Compute
n
p,h
() = (u
n
h
()) C
1
[
n
h
()] for all .
Set n := n + 1 and go to S1).
1.3. Stopping Criteria  Evaluating the Dual Norm 
X
h
. We shortly remark on the
stopping criteria in step S4) in which we need to evaluate the norm in the dual space X
h
.
For further usage, we will rst dene the (spatially continuous) dual norm of the energy
norm. This is the operator norm
[[[[[[
= sup
[[[u[[[1
, u
X
X
=
_
, C
1
X
= [[[C
1
[[[ , (8.1)
with C being the elasticity operator, see (2.3). That the supremum is indeed attained at
u =
C
1
_
, C
1
X
,
easily follows from the KarushKuhnTucker conditions, cf. [ABM06, Section 9.6] or
[KZ05, Chapter 6]. Evaluating [[[ [[[
h
(u
h
(x)) : C[(u
h
(x))] dx ,
104 8. RETURN ALGORITHMS AND GLOBALIZATION TECHNIQUES
and if =
h
and the quadrature rule is sufciently accurate, we nd [[[u
h
[[[ = [[[u
h
[[[
h
for
u
h
X
h
. But for the corresponding discrete dual norm
[[[
h
[[[
h,
= [[[C
1
h
h
[[[
h
.
we always nd [[[
h
[[[
h,
,= [[[
h
[[[
as [[[ [[[
N
i=1
u
i
i
and this gives rise to the denition of the operator E
h
: R
N
X
h
,
u
h
= E
h
u, as well as its dual E
h
: X
h
R
N
. Then, a computatable norm on X
h
is given
by 
h

X
h
= [E
h
[, with [ [ denoting the Euclidian norm in R
N
. Unless stated otherwise,
we will always use this norm on X
h
within a computational framework.
2. Globalization Techniques
We present some simple strategies aiming to improve the global behaviour of the above
algorithm. We remark that these strategies do not depend on any additional structure.
We consider both the continuous and discrete equations F(u) = 0 and F
h
(u
h
) = 0 with
F : X X
and F
h
: X
h
X
h
, respectively.
2.1. Globalization by Merit Functions. Typically, the global convergence properties
of Newtontype algorithms are improved by the introduction of a suitable merit function
which is minimized during the iteration and the minimizer of the merit function is a
solution of F(u) = 0. If F is the derivative of a potential in the context of a minimization
problem, the potential itself can serve as a merit function and this case will be treated
in the next section. If a potential does not exist, a different merit function has to be
imposed. In nite dimension, i.e. F : R
N
R
N
, the most widely used merit function is
(u) =
1
2
F(u)
T
F(u) and sometimes also (u) = [F(u)[ is used with a suitable norm[ [ in
R
N
, cf. [PF03a, IK08]. However, when F is related to a differential operator, the denition
of a merit function is more involved since it should reect the continuous nature of the
problem and particularly, it should be independent of the discretization.
2.1.1. A Simple Line Search for the Discrete Equation. We begin with a line search not
fullling the above conditions as it heavily relies on the discrete structure obtained by
discretization. On the other hand, its implementation is straight forward. Using the merit
function (u
h
) = [E
h
F
h
(u
h
)[ with [ [ being the Euclidian norm, the above algorithm
can easily be extended by a simple backtracking line search. In this case, step S7) in
Algorithm 8.1 is replaced by the line search given in Algorithm 8.2. It is important to
note that generally, there is no guarantee that the condition in S7d) is ever met, i.e. that
the line search terminates after nitely many steps.
2.1.2. A Line Search based on the Dual Energy Norm. We now consider the merit func
tion (u
h
) =
1
2
[[[F
h
(u
h
)[[[
2
h,
. This merit function still depends on the mesh size h, but now,
it is possible to set up a continuous counterpart. has the same semismoothness proper
ties as F
h
but unfortunately, it is not (Frchet) differentiable in general. In the following,
we assume that the response function R is semismooth and consequently, the same holds
for F
h
and (as well as the directional differentiability). Let v
h
X
h
be the solution of
the elasticity problem C
h
v
h
= F
h
(u
h
). Then, the directional derivative of at u
h
into the
8.2. GLOBALIZATION TECHNIQUES 105
Algorithm 8.2 Simple backtracking line search.
S7) S7a) Choose (0, 1) and set m = 0.
S7b) Compute
m
=
m
and set u
n,k,m
h
= u
n,k1
h
+
m
u
n,k
h
.
S7c) At each quadrature point , compute
n,k,m
h
() = C
_
(u
n,k,m
h
())
n1
p,h
()
n,k,m
h
() = R(
n,k,m
h
()) ,
r
n,k,m
(w
h
) =
_
n,k,m
h
(x) : (w
h
(x)) dx (t
n
, w
h
) , w
h
X
h
.
S7d) If [E
h
r
n,k,m
[ < [E
h
r
n,k1
[, set u
n,k
h
= u
n,k,m
h
, k := k + 1 and go to S2).
S7e) Set m := m+ 1 and go to S7b).
direction w
h
is characterized by
D(u
h
; w
h
) =
_
DR
_
C[(u
h
(x))
h
(x)]; C[(w
h
(x))]
_
: (v
h
(x)) dx .
Hence, evaluating and its directional derivative at u
h
requires the solution of a linear
elasticity problem with righthandside F
h
(u
h
). Loosely following [IK08, Algorithm G,
page 222] and [PF03a, Section 8.3], we modify the generalized Newton method accord
ing to Algorithm 8.3. We remark that step S7d) is not specied and a nontrivial task.
In this step, a suitable descent direction for the merit function must be computed. It re
mains an open question how this can be handled efciently in the current setting as the
merit function is not differentiable. Moreover, the existence of a step size
m
satisfying
the Armijocondition in S7e) can only be proved under suitable assumptions. The reason
for mentioning this rather vague algorithm is the stability in function space. However,
Algorithm 8.3 Modied line search with merit function (u
h
) =
1
2
[[[F
h
(u
h
)
2
h,
.
S7) S7a) Choose , , (0, 1).
S7b) Set u
n,k,0
h
= u
n,k1
h
+ u
n,k
h
. At each quadrature point , compute
n,k,0
h
() = C
_
(u
n,k,0
h
())
n1
p,h
()
n,k,0
h
() = R(
n,k,0
h
()) ,
r
n,k,0
(w
h
) =
_
n,k,0
h
(x) : (w
h
(x)) dx (t
n
, w
h
) , w
h
X
h
.
S7c) If [[[r
n,k,0
[[[
h,
< [[[r
n,k1
[[[
h,
, set u
n,k
h
= u
n,k,0
h
, k := k + 1 and go to S2).
S7d) Compute a suitable descent direction d
n,k
h
of at u
n,k1
h
satisfying
D(u
n,k1
h
; d
n,k
h
) < 0. Set m := 0.
S7e) Compute
m
=
m
and
m
=
_
u
n,k1
h
+
m
d
n,k
h
_
(u
n,k1
h
)
m
D(u
n,k1
h
; d
n,k
h
) .
S7f) If
m
0, set u
n,k
h
= u
n,k1
h
+
m
d
n,k
h
, k := k + 1 and go to S2) .
S7g) Set m := m+ 1 and go to S7e).
106 8. RETURN ALGORITHMS AND GLOBALIZATION TECHNIQUES
in innite dimensions, the smoothness properties of F and therefore also of remain un
clear. Besides, evaluating (and likewise D(; )) consists in solving an elasticity problem
amounting in large computational costs. Nevertheless, from a theoretical point of view,
the local superlinear behaviour can be preserved in the discrete case [PHR91].
2.2. Global Convergence under Strong Monotonicity. We consider the strongly mono
tone setting in the spatially continuous case. Particularly, we consider the problem of
nding u X(u
D
) such that F(u) = 0 in X
X
2
[[[u w[[[
2
. (8.2)
Under this assumption, we already proved the superlinear convergence of the general
ized Newton method for the discrete problem provided that the response function R is
semismooth, see Theorem7.3. We nowshowglobal convergence of a xed point iteration
in function space, provided that F satises a Lipschitz condition.
Theorem 8.1. Assume that F : X X
L[[[u w[[[ .
Then, starting from u
0
X(u
D
), the xed point iteration
u
k
= u
k1
+ u
k
with u
k
= C
1
F(u
k1
) X , (8.3)
converges to the unique solution u
X(u
D
) if
_
0,
L
2
_
.
PROOF. The proof is a standard application of the contraction mapping theorem. We
dene the mapping : X X as (u) = u C
1
F(u) and we will show that is a
contraction. We obtain
[[[(u) (w)[[[
2
= C
_
(u) (w)
_
, (u) (w)
X
X
= [[[u w[[[
2
2F(u) F(w), u w
X
X
+
2
[[[F(u) F(w)[[[
2
_
1 +
2
L
2
_
[[[u w[[[
2
and for
_
0,
L
2
_
, this is a contraction.
As a byproduct, we also showed the existence of a solution under the given conditions
and thereby completed the proof of Theorem 4.1. The same result applies to the discrete
counterpart F
h
(u
h
) = 0. The above xed point iteration consists of solving a linear elas
ticity problem in each step. For associated plasticity, this iteration can be considered as
a gradient algorithm with xed step size and we will come back to this point in the next
section.
Remark 8.2. The above result applies to associated hardening plasticity and the viscoplastic regu
larization. Considering the example of nonassociated (smoothed) DruckerPrager plasticity, once
more the hardening and the viscoplastic regularization cannot be arbitrarily small or requires a
sufciently small time step size in the incremental setting.
We only mention that the Lipschitz constant L is moderate and for associated perfect
plasticity and the corresponding viscoplastic regularization, the constant is L = 1. There
fore note that the response function is given by R() = +(1 )P
K
() with [0, 1].
Then, with y = C
1
F(u) and z = C
1
F(w) and setting = 0 for simplicity, we have
[[[F(u) F(w)[[[
2
= F(u) F(w), y z
X
X
8.2. GLOBALIZATION TECHNIQUES 107
=
_
_
R(C[(u(x))]) R(C[(w(x))])
_
:
_
(y(x)) (z(x))
_
dx
=
_
_
C[(u(x))] C[(w(x))]
_
:
_
(y(x)) (z(x))
_
dx
+ (1 )
_
_
P
K
(C[(u(x))]) P
K
(C[(w(x))])
_
:
_
(y(x)) (z(x))
_
dx
C[(u) (w)]
C[(y) (z)]
+ (1 )P
K
(C[(u)]) P
K
(C[(w)])
C[(y) (z)]
[[[y z[[[
= [[[u w[[[ [[[y z[[[ = [[[u w[[[ [[[F(u) F(w)[[[
.
For associated hardening plasticity, L depends on H but if H = H
0
C with H
0
> 0 we
have L = 1 as well, and we also refer to the Subsections 3.2.3 and 3.2.4.
2.3. Globalization by Continuation  a Homotopy Approach. In this section, we
will consider the variational problem of nding u X(u
D
) such that
(1 )
_
C[(u(x))] : (w(x)) dx +
_
X
=
_
as
H(, u) = (1 )Cu +F(u) . (8.4)
For = 0, we obtain the elasticity problem which is always well posed and for = 1, we
obtain the underlying plasticity problem. Such homotopy or continuation methods have
a long history and a classical reference is [OR70]. In the following, we will assume that
for xed [0, 1], there always exists u() X(u
D
) such that H(, u()) = 0.
After discretization, we are confronted with nding zeros of H
h
: [0, 1] X
h
X
h
,
H
h
(, u
h
) = (1 )C
h
u
h
+ F
h
(u) for given [0, 1]. Assuming that F
h
is semismooth
(of order p (0, 1]), it follows that H
h
is semismooth as well. Since the generalized New
ton method as introduced in the previous chapter only converges locally and therefore
requires a good initial guess, a straight forward approach is Algorithm 8.4. If F (or F
h
) is
monotone, then the subproblems are uniquely solvable for [0, 1). If F is even strongly
Algorithm 8.4 Continuation method for F
h
(u
h
) = 0.
S0) Set
0
= 0 and solve the elasticity problem H(
0
, u
0
h
) = 0 for u
0
h
X
h
(u
D
). Set
k := 1.
S1) If
k1
= 1, set u
h
= u
k1
h
and stop.
S2) Choose
k
> 0 such that
k
:=
k1
+
k
1.
S3) Solve the equation H
h
(
k
, u
k
h
) = 0 for u
k
h
X
h
(u
D
) with the generalized New
ton method and initial guess u
k,0
h
= u
k1
h
.
S4) Set k := k + 1 and go to S1).
108 8. RETURN ALGORITHMS AND GLOBALIZATION TECHNIQUES
monotone, then the subproblems have a unique solution for all [0, 1]. If however, F
only satises
F(u) F(w), u w
X
X
L[[[u w[[[
2
,
with L 0, as is common in nonassociated plasticity, we can only guarantee that the
homotopy is welldened if [0,
1
1+L
).
We remark that solving the subproblems H
h
(
k
, ) = 0 exactly is generally not necessary
unless
k
= 1. Moreover, in step S2),
k
has to be chosen appropriately to guarantee
that u
k1
h
is a good initial guess for the kth subproblem. On the other hand,
k
should
be large enough to make sufcient progress. Thus, a suitable update strategy must be at
hand.
3. Global Convergence for Associated Plasticity
As associated plasticity can be formulated in the framework of convex minimization
problems, it is natural to exploit this additional structure. Therefore, we extend the gen
eralized Newton method for the equation F
h
(u
h
) = 0 to the generalized Newton method
for unconstrained minimization problems. But before we do so, we consider gradient
related methods for which we are able to show global convergence in function space.
For convenience of the reader, we shortly recapitulate the corresponding functionals of
perfect plasticity, hardening plasticity and the viscoplastic regularization, and we refer
to Sections 2.3, 3.1 and 3.2.
c
pl
(u) =
_
C[(u) ]
_
(u) ,
c
hd
(u) =
N
(C[(u) ]) +
1
2
_
D[(u) ], (u)
_
P
(u) ,
c
vp,
(u) =
1+
(C[(u) ]) + (1
1+
)J
e
((u) ) (u) .
The potentials and
N
are given by
_
_
=
1
2

2
1
2
 P
K
()
2
_
=
1
2

2
N
1
2
 P
N
K
_
_

2
N
, respectively. Each of the above functionals is
convex and Frchet differentiable, and c
hd
and c
vp,
are even uniformly convex. Hence
forth, by c : X R, we will denote any of the above functionals and we consider the
primal problem:
Minimize c(u) subject to u X(u
D
) .
Since c is convex, the necessary and sufcient optimality condition for a minimum (if it
exists) is Dc(u) = 0. As usual, we will also write F = Dc.
3.1. AGradientType Algorithmand Global Convergence. We study general gradient
related methods in X and we assume that a solution u
X(u
D
) exists. In the following,
let S
k
k
L(X, X
X
, and S
k
v, w
X
X
s
1
[[[v[[[ [[[w[[[ . (8.5)
In the kth iteration, the operator S
k
is used to determine the new search direction u
k
< , set u
= u
k1
and stop.
S2) Solve the problem S
k
u
k
= Dc(u
k1
) for u
k
X. Set m := 0.
S3) S3a) Compute
m
=
m
and
m
= c(u
k1
+
m
u
k
) c(u
k1
)
m
Dc(u
k1
), u
k
X
.
S3b) If
m
0, set
k
=
m
and u
k
= u
k1
+
k
u
k
. Set k := k + 1 and go to S1) .
S3c) Set m := m+ 1 and go to S3a) .
contrast to the previous Section, we can now derive conditions which guarantee global
convergence. As usual, for the global convergence of a gradientrelated algorithm, two
conditions need to be veried:
(1) admissibility of the step sizes,
(2) admissibility of the search directions.
3.1.1. Admissibility of the Step Size. Step S3) of Algorithm 8.5 involves the Armijo line
search. We will show that the Armijo line search terminates under quite natural condi
tions.
Lemma 8.3. Assume that the Frecht derivative of c is Lipschitz continuous with modulus L 0
w.r.t. the energy norm, i.e.
Dc(v) Dc(w), v w
X
X
L[[[v w[[[
2
,
and that the operators S
k
k
, k 1, satisfy (8.5). Then, the Armijo line search in Algorithm 8.5
terminates whenever
m
2s
0
(1)
L
.
PROOF. We consider one step and set u u
k1
and u = u
k
. With the scalar
function () = c(u + u), we nd (0) = c(u), (1) = c(u +u) and
t
() = Dc(u + u), u
X
X
.
Since (1) = (0) +
_
1
0
t
() d, we infer
c(u +u) = c(u) +
_
1
0
Dc(u + u), u
X
X
d
= c(u) + Dc(u), u
X
X
+
_
1
0
Dc(u + u) Dc(u), u
X
X
d
c(u) + Dc(u), u
X
X
+
_
1
0
L
[[[ u[[[
2
d
c(u) + Dc(u), u
X
X
+
L
2
2
[[[u[[[
2
c(u) + Dc(u), u
X
X
+
L
2
2s
0
S
k
u, u
X
X
.
From S2), we obtain S
k
u, u
X
X
= Dc(u), u
X
X
, and thus
c(u +u) c(u) +
_
1
L
2s
0
_
Dc(u), u
X
X
.
110 8. RETURN ALGORITHMS AND GLOBALIZATION TECHNIQUES
Hence, if 1
L
2s
0
, then the Armijo condition is fullled and in terms of the step size
this is equivalent to
2s
0
(1)
L
.
We remark that typically (0,
1
2
) as only in this case, the step size = 1 is admissible for
the (quadratic) linear elasticity problem which is given by c(u) =
1
2
Cu, u
X
X
(u),
and naturally has Lipschitz modulus L = 1.
3.1.2. A Global Convergence Result. Following [HPUU09, Theorem 2.2], we have the
following global convergence result.
Theorem 8.4. Let the assumptions of Lemma 8.3 be satised and let u
k
k
X(u
D
) be gener
ated by Algorithm 8.5. Further, assume that c(u
k
)
k
R is bounded from below. Then
lim
k
Dc(u
k
) = 0 ,
and every accumulation point of u
k
k
is a stationary point and therefore a minimizer of c.
PROOF. While Lemma 8.3 shows admissibility of the step sizes, it remains to check
admissibility of the search directions. This means that the obtained directions are indeed
suitable descent directions. This can be assured by showing the angle condition, i.e. the
search directions u
k
k
X satisfy
Dc(u
k1
), u
k
X
[[[Dc(u
k1
)[[[
[[[u
k
[[[ , k N, (8.6)
for a xed > 0. In order to show that the angle condition is satised during the algo
rithm, we again consider one iteration and write S S
k
, u u
k
and u u
k1
. Since
S is symmetric and positive denite, S denes norms on X and X
via
[[[w[[[
S
=
_
Sw, w
X
X
, [[[[[[
S,
=
_
, S
1
X
= [[[S
1
[[[
S
,
cf. (8.1). With (8.5), we then obtain
[[[[[[
S,
= sup
w,=0
, w
X
X
[[[w[[[
S
sup
w,=0
1
s
0
, w
X
X
[[[w[[[
=
1
s
0
[[[[[[
,
and likewise [[[[[[
s
1
[[[[[[
S,
. Then,
1
s
1
[[[Dc(u)[[[
[[[Dc(u)[[[
S,
= [[[S
1
Dc(u)[[[
S
= [[[S
1
Su[[[
S
= [[[u[[[
S
.
and thus [[[u[[[
S
1
s
1
[[[Dc(u)[[[
s
0
[[[u[[[ and
hence,
Dc(u), u
X
X
= Su, u
X
X
= [[[u[[[
2
S
_
s
0
s
1
[[[Dc(u)[[[
[[[u[[[ .
This shows the angle condition (8.6) with =
_
s
0
s
1
> 0. Since does not depend on k,
all search directions are admissible during the iteration. As we assumed that c(u
k
)
k
is
bounded from below the assertion follows as in [HPUU09, Theorem 2.2].
If c is uniformly convex, then the Algorithm 8.5 converges to the unique minimizer of c.
8.3. GLOBAL CONVERGENCE FOR ASSOCIATED PLASTICITY 111
3.1.3. The Search Directions. Aspecial type of gradient algorithmwhich is very closely
related to the xed point iteration of the previous section is obtained if we always take
elasticity as a preconditioner, i.e. S
k
C. In this situation, we have the following result.
Corollary 8.5. If S
k
C, for perfect plasticity, kinematic hardening plasticity with H = H
0
C
and the viscoplastic regularization, the step size = 1 in Algorithm 8.5 is always admissible if
(0,
1
2
).
PROOF. In these cases, the Lipschitz constant is L = 1 as we have shown in the pre
vious section and obviously, we have s
0
= 1 in (8.5). Taking (0,
1
2
), it easily follows
from Lemma 8.3 that the step size = 1 is always admissible.
However, it is well known that the above gradient method with S
k
C is inefcient.
Usually, a method with fast local convergence properties like the (generalized) New
ton method is used to compute the search direction. Afterwards, the angle condition is
checked for this search direction. In the context of associated plasticity, reconsidering
Subsection 7.1.1, suitable directions can be computed with the operators S
k
dened via
S
k
u
k
, w
X
X
=
_
C
k
ct
(x)
_
(u
k
(x))
: (w(x)) dx , w X .
For uniformly convex problems like the viscoplastic regularization and kinematic hard
ening, the operators S
k
k
then satisfy (8.5). For perfect plasticity on the other hand, the
obtained search direction may not satisfy the angle condition as s
0
= 0 in this case.
3.2. AGlobally and Locally Superlinear Convergent Discrete Algorithm. After dis
cretization, we consider the corresponding Ritz problem.
Minimize c
h
(u
h
) subject to u
h
X
h
(u
D
) , (8.7)
with c
h
: X
h
Rbeing the restriction of c to X
h
. Throughout this subsection, we assume
c
h
SC
1
, i.e. c
h
is Frchet differentiable and the derivative F
h
is Lipschitz continuous
and semismooth. These assumptions are meaningful as we have seen by the examples of
the previous chapter. Each element G
h
F
h
() is symmetric and positive semidenite
due to the convexity of c
h
. For convex SC
1
minimization problems, Algorithm 8.6 was
proposed in [PQ95]. Whenever
k
> 0, the direction nding problem is well posed as
G
k
h
is positive semidenite and C
h
is positive denite. Thus, u
k
h
is a descent direction.
Concerning the Algorithm 8.6, due to [PQ95], we have the following results.
Proposition 8.6. If the sequence
k
k
is uniformly bounded and if there is a constant c > 0
such that (G
k
h
+
k
C
h
)w
h
, w
h
h
X
h
cw
h

2
X
h
for all w
h
X
h
and k sufciently large, then
every accumulation point of the sequence u
k
h
k
produced by Algorithm 8.6 is a solution of (8.7)
if such a solution exists.
Essentially, this proposition states the same result as Theorem 8.4. However, if F
h
= Dc
h
is semismooth, we are able to obtain superlinear convergence.
Theorem 8.7. Let (0,
1
2
) and let
k
0 as k . If the sequence u
k
h
k
X
h
(u
D
)
produced by the Algorithm 8.6 has a limit u
h
X
h
(u
D
) and F
h
is BDregular at u
h
, i.e. all
elements of the Bsubdifferential at u
h
are regular (see Section A.1), then:
(1) u
h
is the unique solution of (8.7),
(2) there exists k
0
N such that
k
= 1 for all k k
0
,
(3) the entire sequence u
k
h
k
converges superlinearly to the solution.
112 8. RETURN ALGORITHMS AND GLOBALIZATION TECHNIQUES
Algorithm 8.6 Line search algorithm for SC
1
minimization problems.
S0) Choose , (0, 1), a tolerance > 0 and an initial guess u
0
h
X
h
(u
D
). Set k := 1.
S1) If [E
h
F
h
(u
k1
h
)[ < , set u
h
= u
k1
h
and stop.
S2) Choose G
k
h
F
h
(u
k1
h
) and
k
0. Set m := 0 and solve the problem
_
G
k
h
+
k
C
h
_
u
k
h
= F
h
(u
k1
h
) .
S3) S3a) Compute
m
=
m
and
m
= c
h
(u
k1
h
+
m
u
k
h
) c
h
(u
k1
h
)
m
F
h
(u
k1
h
), u
k
h
h
X
h
.
S3b) If
m
0, set
k
=
m
and u
k
h
= u
k1
h
+
k
u
k
h
. Set k := k + 1 and go to S1) .
S3c) Set m := m+ 1 and go to S3a) .
The acceptance of the unit step size
k
= 1 sufciently close to the solution was already
observed in [Fac95]. Thus, there is no Maratostype effect in SC
1
minimization.
In the context of the denite problems of kinematic hardening and the viscoplastic regu
larization we infer the following result.
Corollary 8.8. Let c
h
= c
hd,h
or c
h
= c
vp,h
and set
k
0. Then, the algorithm globally
converges to the unique solution. Moreover, if F
h
is semismooth of order p (0, 1], then the
convergence is locally superlinear of order 1 + p.
PROOF. In the considered cases, G
k
h
is uniformly positive denite as F
h
is strongly
monotone, cf. Proposition 7.2. Proposition 8.6 therefore shows that the sequence u
k
h
k
converges to the unique solution and this also guarantees BDregularity at the solution.
By Theorem 8.7, there is a k
0
N such that the full step size
k
= 1 is accepted whenever
k k
0
. Once k k
0
, the algorithm coincides with Algorithm 7.1, and from Theorem 7.3,
the superlinear convergence with rate 1 + p follows.
Remark 8.9. (1) In some situations, it will be more appropriate to solve the system
_
(1
k
)G
k
h
+
k
C
h
_
u
k
h
= F
h
(u
k1
h
)
with
k
[0, 1] in step S2) of Algorithm 8.6. The reason is the acceptance of the unit
step size = 1.
(2) Concerning perfect plasticity, once more we need to impose the existence of a solution
and the BDregularity of F
h
at the solution. Additionally, we cannot take
k
= 0 from a
theoretical point of view, since G
h
F
h
() may not be denite.
3.3. The Algorithm. We again adopt the incremental setting and present the modi
cation of Algorithm 8.1, taking into account the minimization structure by employing
the properties of the globally convergent Algorithm 8.6. Particularly, besides choosing
the line search parameters , (0, 1), we need to adjust steps S6) and S7). This is done
in Algorithm 8.7. We once more remark that for strongly monotone problems,
n,k
0 is
possible. In the case of perfect plasticity,
n,k
> 0 is necessary from an a theoretical stand
point. Algorithm 8.8 describes the modication of Algorithm 8.7 according to Remark
8.9(1) which has potentially better scaling properties concerning the line search.
8.3. GLOBAL CONVERGENCE FOR ASSOCIATED PLASTICITY 113
Algorithm 8.7 Line search algorithm for associated plasticity.
S6) Choose
n,k
0, set m := 0, and determine u
n,k
h
X
h
such that for all w
h
X
h
_
_
C
n,k1
ct
(x) +
n,k
C
_
_
_
u
n,k
h
(x)
_
: (w
h
(x)) dx = r
n,k1
(w
h
) .
S7) S7a) Compute
m
=
m
and
m
= c
h
(u
n,k1
h
+
m
u
n,k
h
) c
h
(u
n,k1
h
)
m
F
h
(u
n,k1
h
), u
n,k
h
X
h
X
h
.
S7b) If
m
0, set
n,k
=
m
and u
n,k
h
= u
n,k1
h
+
n,k
u
n,k
h
. Set k := k + 1 and go
to S1) .
S7c) Set m := m+ 1 and go to S7a) .
Algorithm 8.8 Modied variant of Algorithm 8.7.
S6) Choose
n,k
> 0, set
n,k
=
n,k
1+
n,k
, m := 0, and nd u
n,k
h
X
h
s.t. for all w
h
X
h
_
n,k
C
n,k1
ct
(x) + (1
n,k
) C
_
_
_
u
n,k
h
(x)
_
: (w
h
(x)) dx = r
n,k1
(w
h
) .
3.3.1. Evaluating the Objective Function. We close the section by explaining how the
potential c
h
can be evaluated efciently. In fact, the evaluation only relies on the response
function and the Lagrangian and easily generalizes to more complicated ow rules, e.g.
nonlinear isotropic hardening. Taking into consideration the example of kinematic hard
ening and looking back to Section 3.2 and Section 5.4, we nd
c
h
(u
h
) = c
hd,h
(u
h
) = sup
(
h
,
h
)P
h
P
h
_
L
h
((
h
,
h
), u
h
)
_
(8.8)
with the Lagrangian L
h
: P
h
P
h
X
h
R
L
h
((
h
,
h
), u
h
) =
1
2
a(
h
,
h
) +
1
2
d(
h
,
h
) + (
h
,
h
)
P
+
K
(
h
+
h
)
+b(
h
, u
h
) dx +
h
(u
h
) .
In the incremental setting we have
h
=
n1
p,h
and
h
() =
h
(t
n
, ). The response function
R
hd
: P
h
P
h
P
h
as dened in (3.10) was the solution operator of the optimization
problem (8.8) and therefore
c
h
(u
h
) = L
h
_
R
hd
(C[(u
h
)
h
]), u
h
_
.
Hence, having the Lagrangian and the response function at hand, it is straight forward
to evaluate c
h
. Moreover, within the algorithm, it is possible to evaluate the residual and
the potential simultaneously causing almost no additional work load.
CHAPTER 9
AN ACTIVE SET METHOD FOR
PERFECT PLASTICITY
Considering the response function R : Sym(d) Sym(d) in perfect plasticity, we have
already seen that R is dened implicitly. Specically, for general nonassociated plas
ticity, the response function is (a component of) the solution operator of a set of equa
tions/inclusions and inequalities. For associated plasticity, these are just the optimality
conditions of the minimization problem corresponding to the projection operator. Typ
ically, p N (convex) yield functions f
i
: Sym(d) R, determine the admissible set
K = Sym(d) : f
i
() 0, whereas the (generalized) derivatives of the correspond
ing (convex) plastic potentials g
i
: Sym(d) R, establish the direction of plastic ow. In
detail, for given Sym(d), the response = R() and 0 R
p
are dened as the
solution of
0 C
1
[ ] + g()
T
,
0 =
i
f
i
() , 0 , f() 0 .
The numerical methods presented so far relied on the explicit evaluation of the response
function which was substituted into the weak equilibrium equation afterwards. In this
chapter, we follow a different approach by treating the above relations and the equilib
rium equation simultaneously. Concerning associated plasticity, a similar method can be
obtained by means of the Augmented Lagrangian as presented in the next chapter and
we refer to Section 10.5.
For simplicity, we assume that g is continuously differentiable, i.e. g C
1
(Sym(d), R
p
),
but a similar approach is possible if g is merely assumed to be a convex function. With
h
=
h
: R
p
, we can reformulate the problem of perfect plasticity as follows: nd
(
h
, u
h
,
h
) P
h
X
h
(u
D
)
h
such that
C
1
[
h
()]
_
(u
h
())
h
()
_
+ Dg(
h
())
T
h
() = 0 , ,
h
()
T
f(
h
()) = 0 ,
h
() 0 , f(
h
()) 0 , ,
_
h
(x) : (w
h
(x)) dx = (w
h
) , w
h
X
h
.
(9.1)
115
116 9. AN ACTIVE SET METHOD FOR PERFECT PLASTICITY
This system is describing the same problem as the displacement problem of Chapter 7
but this time, we want to tackle this system directly. In order to do so, we transfer the
complementarity condition into a nonsmooth equation via an NCP function. For arbitrary
> 0, we use
: R R R,
h
(), f(
h
())
_
= 0 or
h
() max0,
h
() + f(
h
()) = 0 , ,
with the maxoperator applied rowwise in R
p
. In the following, it will be convenient to
use the nonlinear mapping
f
h
: P
h
h
, f
h
(
h
),
h
h
=
_
f(
h
(x))
T
h
(x) dx ,
and as always, the integral is representing a quadrature rule. Likewise, g
h
: P
h
h
is
dened. Moreover, we introduce the mapping M : P
h
h
,
M(
h
,
h
),
h
h
=
_
_
max
_
0,
h
(x) + f(
h
(x))
_
h
(x)
_
T
h
(x) dx .
(9.2)
With the help of these operators, we dene
: P
h
X
h
h
P
h
X
h
,
(
h
, u
h
,
h
) =
_
_
1
(
h
, u
h
,
h
)
2
(
h
, u
h
,
h
)
3
(
h
, u
h
,
h
)
_
_
=
_
_
A
h
h
+ B
h
u
h
+
h
+ Dg
h
(
h
)
h
B
h
h
+
h
M(
h
,
h
)
_
_
(9.3)
on the basis of the operators A
h
, B
h
as dened in Section 6.3. Consequently
0 = (
h
, u
h
,
h
) (
h
,
h
, u
h
) satises (9.1).
Remark 9.1. (1) If g is not differentiable, would be a multifunction as Dg
h
would have
to be replaced by the subdifferential g
h
. Then, we seek an element satisfying 0
(
h
, u
h
,
h
).
(2) In a function space setting, the complementarity condition must hold a.e. in . But as
may not be in L
2
but merely be a measure, the mapping (9.2) is not well dened as a
comparison of and f() is not possible.
(3) The parameter may also depend on the spatial point and on the mesh size parameter h.
This issue will also be adressed in Section 9.3.
For the ease of notation, we introduce the product space
}
h
= P
h
X
h
h
,
and thus, : }
h
}
h
. Whenever possible, we will use
y
h
= (
h
, u
h
,
h
) }
h
,
to denote elements in }
h
.
At this point, we also remark that there are numerous NCP functions, e.g. the Fischer
Burmeister function
FB
(a, b) =
a
2
+b
2
(a + b). This function is slightly more com
plicated to handle due to the square root, but enjoys some nice properties. We refer to
[PF03a, Section 9.1.1] for more details.
9.1. THE GENERALIZED JACOBIAN 117
We also remark that the reformulation of the complementarity condition as a nonsmooth
equation is not new in the eld of plasticity. For the case of von Mises plasticity with
isotropic hardening, a similar approach has been presented in [HW09].
1. The Generalized Jacobian
Since the aim of this chapter is to establish a generalized Newton method for (y
h
) = 0,
we have a closer look at the generalized Jacobian of . For the sake of clarity, we make
the following simplications.
Assumption 9.2. The yield function and the plastic potential satisfy the following conditions:
(1) p = 1: i.e. there is only one yield function f : Sym(d) R and one corresponding
plastic potential g : Sym(d) R.
(2) f C
1,1
(Sym(d), R) and g C
2,1
(Sym(d), R), i.e. f has a (locally) Lipschitz continu
ous derivative and g has a (locally) Lipschitz continuous second derivative.
The restriction to p = 1 is for the ease of notation as the same approach is possible for
p > 1. The smoothness requirements can also be relaxed in the sense that concerning su
perlinear convergence, it is sufcient to assume f to be convex and g SC
1
(Sym(d), R),
i.e. g is continuously differentiable with a semismooth derivative. We will come back to
this point later.
Despite the smoothness assumptions on f and g, the mapping is not differentiable due
to the occurence of the maxfunction. Before we can set up a generalized Newton method
(which will be the task of the next section), we have an eye on the generalized Jacobian
(or the corresponding Bsubdifferential). For that purpose, we introduce the sets
/
h
(y
h
) = :
h
() + f(
h
()) > 0 ,
h
(y
h
) = :
h
() + f(
h
()) < 0 ,
B
h
(y
h
) = :
h
() + f(
h
()) = 0 ,
and we call /
h
the active set. Obviously, we have = /
h
(y
h
)
h
(y
h
) B
h
(y
h
) and we
also dene the inactive set J
h
(y
h
) =
h
(y
h
) B
h
(y
h
) = /
h
(y
h
) .
Since the only nonsmoothness is encountered in
3
: }
h
h
, we compute the general
ized Jacobian of
3
. Identifying
h
and
h
, we nd that
_
3
(y
h
)
_
() = max0,
h
() + f(
h
())
h
() .
As, apart from the origin, the maxoperator is continuously differentiable, we nd
(1) /
h
(y
h
): then
3
(y
h
)() = f(
h
()) and thus
D
3
(y
h
)() =
_
Df(
h
()) 0 0
(2)
h
(y
h
): then
3
(y
h
)() =
h
() and thus
D
3
(y
h
)() =
_
0 0 1
(3) B
h
(y
h
): with the above preparations we nd the generalized Jacobian to be
3
(y
h
)() =
__
(1 t) Df(
h
() t
: t [0, 1]
_
118 9. AN ACTIVE SET METHOD FOR PERFECT PLASTICITY
Together, this gives
3
(y
h
)() =
_
_
__
Df(
h
()) 0 0
__
, /
h
(y
h
) ,
__
(1 t)Df(
h
()) 0 t
_
: t [0, 1]
_
, B
h
(y
h
) ,
__
0 0 1
__
,
h
(y
h
) .
Since
1
and
2
are continuously differentiable as a result of the smoothness assumptions
on f and g, we have
1
(y
h
) =
__
A
h
+ (D
2
g
h
(
h
))
h
B
h
Dg
h
(
h
)
_
,
2
(y
h
) =
__
B
h
0 0
_
,
with the blockdiagonal tensor
_
(D
2
g
h
(
h
))
h
_
() =
h
()D
2
g(
h
()).
Combining the above results gives a full characterization of the generalized Jacobian
(y
h
). For the denition of a generalized Newton method, it remains to pick an element
of () and in the following, we always take t = 1 if B(y
h
) and we obtain
3
(y
h
)
_
_
_
_
Df(
h
()) 0 0
_
, /
h
(y
h
) ,
_
0 0 1
_
, J
h
(y
h
) .
With this choice, we can nally dene D : }
h
L(}
h
, }
h
) via
D(y
h
) =
_
_
A
h
+ (D
2
g
h
(
h
))
h
B
h
Dg
h
(
h
)
B
h
0 0
_
Df
h
(
h
)
_
,
h
(y
h
)
0 id
7
h
(y
h
)
_
_
(y
h
) ,
with id
7
h
(y
h
)
understood as the embedding from
h
to
h
.
2. Solving the Linear Subproblems
With the preparations of the last section, the generalized Newton method simply is
y
k
h
= y
k1
h
(D
k
)
1
(y
k1
h
) , D
k
= D(y
k1
h
) . (9.4)
So formally, in each step, a linear system with the operator D
k
has to be solved. This
system can either be tackled directly, or by a Schur complement reduction, it can be
reduced to an elasticitylike subproblem. To obtain further insight into the algorithm,
we present this reduction for which we use the shorthand notation
k1
(y
k1
h
). In
the kth iteration, the linear system is given as
_
_
A
h
+ (D
2
g
h
(
h
))
h
B
h
Dg
h
(
h
)
B
h
0 0
_
Df
h
(
k1
h
)
_
,
k1
h
0 id
7
k1
h
_
_
_
_
k
h
u
k
h
k
h
_
_
=
_
_
k1
1
k1
2
k1
3
_
_
, (9.5)
with the active / inactive sets
/
k1
h
/
h
(y
k1
h
) and J
k1
h
J
h
(y
k1
h
) .
The rst equation of (9.5) is equivalent to
_
C
1
+
h
()D
2
g(
h
())
_
[
k
h
()] (u
k
h
()) +
h
()Dg(
h
()) =
k1
1
() ,
9.2. SOLVING THE LINEAR SUBPROBLEMS 119
for all and following the notation of the last chapters, we introduce
G
k1
() = C
1
+
k1
h
()D
2
g(
k1
h
()) .
Based on this tensor, we nd the above equation to be equivalent to
G
k1
()[
k
h
()] (u
k
h
()) +
k
h
()Dg(
k1
h
()) =
k1
1
() , (9.6)
Similarly, the third equation of (9.5) can be rewritten as
Df(
k1
h
()) :
k
h
() =
k1
3
() , /
k1
h
,
k
h
() =
k1
3
() , J
k1
h
,
and as
k1
3
() =
h
() max0,
h
() + f(
h
()), we obtain
Df(
k1
h
()) :
k
h
() = f(
k1
h
()) , /
k1
h
, (9.7a)
k
h
() =
k1
h
() , J
k1
h
. (9.7b)
We see that on the active set /
k1
h
, we perform a Newton step for the equation f(
h
()) =
0, whereas on the inactive set J
k1
h
the multiplier
k
h
() =
k1
h
() +
k
h
() = 0 vanishes
in the kth step. This observation justies the notion active set method. Moreover, we
observe that the parameter only affects the active / inactive set prediction but not the
solution of the linear system. Particularly, this allows to conclude that has no regular
izing effect.
If we interpret the strain increment = (u
k
h
()) as a given quantity, the relations (9.6)
and (9.7) give rise to a linear system for the unknowns
k
h
() and
k
h
() in terms of the
strain increment at each quadrature point . The (afnelinear) solution operator of
this linear system w.r.t.
k
h
gives rise to the denition of a linearized algorithmic tangent
C
k1
lat
() L(Sym(d), Sym(d)) , (9.8)
being dened as C
k1
lat
() =
k
h
().
2.1. Evaluation of C
k1
lat
(). Using the active / inactive set, we distinguish pointwise
between /
k1
h
and J
k1
h
.
2.1.1. On the Inactive Set J
k1
h
. In this case the evaluation is simple as we already
found
k
h
() =
k1
h
() and hence we have
k
h
() = G
1
k1
()
_
(u
k
h
())
k
h
()Dg(
k1
h
())
k1
1
()
_
= G
1
k1
()
_
(u
k
h
()) +
k1
h
()Dg(
k1
h
())
k1
1
()
_
.
2.1.2. On the Active Set /
k1
h
. In this situation, the linear response function is dened
by the relations
G
k1
()[
k
h
()] (u
k
h
()) +
k
h
()Dg(
k1
h
()) =
k1
1
() ,
Df(
k1
h
()) :
k
h
() = f(
k1
h
()) .
Since the aim is to express
k
h
() in terms of u
k
h
() and the data of iteration k 1, we
use a linear Schur complement reduction. This gives
k
h
() in terms of u
k
h
() and in
detail we obtain
k
h
() =
f(
k1
h
()) + Df(
k1
h
()) : G
1
k1
()
_
(u
k
h
())
k1
1
()
Df(
k1
h
()) : G
1
k1
()
_
Dg(
k1
h
())
(9.9)
120 9. AN ACTIVE SET METHOD FOR PERFECT PLASTICITY
provided that the Schur complement Df(
k1
h
()) : G
1
k1
()
_
Dg(
k1
h
())
is nonzero
which we assume here (this is always true for associated plasticity and also holds for
smoothed nonassociated DruckerPrager plasticity). This expression can now be substi
tuted into the expression for
k
h
() to obtain
k
h
() =
_
G
1
k1
()
G
1
k1
()[Dg(
k1
h
())]G
1
k1
()[Df(
k1
h
())]
Df(
k1
h
()):G
1
k1
()
[
Dg(
k1
h
())
]
_
_
(u
k
h
())
k1
1
()] f(
k1
h
())
G
1
k1
()[Dg(
k1
h
())]
Df(
k1
h
()):G
1
k1
()[Dg(
k1
h
())]
.
2.1.3. The Linear Algorithmic Response Function. Combining the above results, we de
ne
C
k1
lat
() =
_
_
_
G
1
k1
() , J
k1
h
,
G
1
k1
()
G
1
k1
()[Dg(
k1
h
())]G
1
k1
()[Df(
k1
h
())]
Df(
k1
h
()):G
1
k1
()
[
Dg(
k1
h
())
]
, /
k1
h
,
(9.10)
and
k1
h
() = C
k1
lat
()
_
k1
1
()
+
_
_
_
k1
h
()G
1
k1
()[Dg(
k1
h
())] , J
k1
h
,
f(
k1
h
())
G
1
k1
()[Dg(
k1
h
())]
Df(
k1
h
()):G
1
k1
()
[
Dg(
k1
h
())
]
, /
k1
h
.
(9.11)
This eventually gives the linear algorithmic stress response as
k
h
() = C
k1
lat
()
_
(u
k
h
())
+
k1
h
() , (9.12)
and the corresponding linearized algorithmic tangent C
k1
lat
().
2.2. The Linear Systemand the Update. Having derived an expression for the stress
increment in terms of the strain increment it remains to substitute (9.12) into the equilib
rium equation B
h
k
h
=
k1
2
of (9.5). This equation can be represented as
_
C
k1
lat
(x)
_
(u
k
h
(x))
: (w
h
(x)) dx
=
_
k1
h
(x) +
k1
h
(x)
_
: (w
h
(x)) dx + (w
h
) , w
h
X
h
,
(9.13)
and once this linear system is solved for u
k
h
X
h
, we obtain
k
h
P
h
pointwise by
(9.12). Finally, on the active set, the multiplier update for
k
h
h
is performed via
(9.9). Formally, we dene the update mapping
U : P
h
P
h
h
, U(
h
) =
_
U
1
(
h
), U
2
(
h
)) , (9.14)
based on the above relations such that
_
k
h
k
h
_
=
_
U
1
((u
k
h
))
U
2
((u
k
h
))
_
= U((u
k
h
)) .
9.3. THE ALGORITHM AND ITS CONVERGENCE 121
3. The Algorithm and its Convergence
Similarly to Section 8.1, we state the algorithm for incremental plasticity, but this time we
restrict ourselves to perfect plasticity. The occuring subproblems in the nth time step are
solved by the active set / generalized Newton method as developed in this chapter. This
is Algorithm 9.1 where we use to following notation: depending on the nth time step,
we introduce the product space
}
h
(t
n
) = P
h
X
h
(u
D
(t
n
))
h
,
for the correct handling of the Dirichlet boundary conditions. By
n
: }
h
}
h
, we
denote the mapping as given in (9.3) with
h
=
n1
p,h
and
h
() =
h
(t
n
, ), i.e.
n
(y
n
h
) =
_
_
A
h
n
h
+B
h
u
n
h
+
n1
p,h
+Dg
h
(
n
h
)
n
h
B
h
n
h
+
h
(t
n
)
M(
n
h
,
n
h
)
_
_
.
Hence, we aim for nding a zero y
n
h
}
h
(t
n
) of
n
. Essentially, steps S4)S7) are the
solution process of the Schur complement reduction and simply correspond to the solu
tion of D
k
y
n,k
h
=
n,k1
. We also remark that the linear Schur complement reduction
leading to the the linear system in S6) does not need to be provided explicitly but can be
performed by the computer.
Algorithm 9.1 Active set method for incremental perfect plasticity.
S0) Given
0
p,h
P
h
, choose > 0 and set n := 1.
S1) While t
n1
< T, choose t
n
> 0 such that t
n
(T t
n1
) and set t
n
=
t
n1
+ t
n
.
Choose initial guess y
n,0
h
= (
n,0
h
, u
n,0
h
,
n,0
h
) }
h
(t
n
). Set k := 1.
S2) Compute
n,k1
=
n
(y
n,k1
h
).
S3) If 
n,k1

h
< , set y
n
h
= y
n,k1
h
. Go to S9).
S4) Determine the active / inactive sets
/
n,k1
h
= /
h
(
n,k1
h
,
n,k1
h
) , and J
n,k1
h
= /
n,k1
h
.
S5) Use the active/inactive set to determine C
n,k1
lat
() and
n,k1
h
() according to
(9.10) and (9.11). Compute the residual r
n,k1
X
h
via
r
n,k1
(w
h
) =
_
n,k1
h
(x) +
n,k1
h
(x)
_
: (w
h
(x)) dx (t
n
, w
h
) .
S6) Determine u
n,k
h
X
h
such that
_
C
n,k1
lat
(x)
_
_
u
n,k
h
(x)
_
: (w
h
(x)) dx = r
n,k1
(w
h
) , w
h
X
h
.
S7) Use the active/inactive set and the update mapping (9.14) and compute
_
n,k
h
,
n,k
h
) = U((u
n,k
h
)).
S8) Set y
n,k
h
= (
n,k
h
, u
n,k
h
,
n,k
h
) and y
n,k
h
= y
n,k1
h
+ y
n,k
h
. Set k := k + 1 and
go to S2).
S9) Compute
n
p,h
() = (u
n
h
()) C
1
[
n
h
()] for all .
Set n := n + 1 and go to S1).
122 9. AN ACTIVE SET METHOD FOR PERFECT PLASTICITY
3.1. The Inuence of . Up to now, we did not comment on the choice of the pa
rameter > 0 in the denition of the NCP function. We will briey indicate that an
appropriate choice of is not obvious after all.
3.1.1. Spatial Dependence. As it can be seen from the derivation in the previous sec
tion, the parameter plays no role in the solution process of the linear system once the
active / inactive set has been determined.
However, it has a huge effect on the prediction of
the active / inactive set and thereby affects the over
all performance of the method. Therefore note that
during the iteration, it is possible that
k
h
() , 0. If
such a situation occurs, it can be advantageous if ei
ther is chosen to be very small or very large. To il
lustrate this, we consider one quadrature point and
write
k
k
h
() and
k
k
h
(). Assume
k
< 0 and
f(
k
) > 0, but that the solution (
) in this point
satises f(
) < 0 and
> 0 and f(
n
in the incremental setting).
Theorem 9.3. Let Assumption 9.2 hold. Suppose that y
h
satises (y
h
) = 0 and that is CD
regular in y
h
, i.e. all elements of the generalized Jacobian (y
h
) are regular. Then, the active set
/ generalized Newton method (9.4) converges locally quadratic to the solution if the initial guess
y
0
h
is sufciently close to the solution.
PROOF. As Df and D
2
g are Lipschitz continuous, we nd that f and Dg are strongly
semismooth. Since moreover, the maxoperator is strongly semismooth, the mapping is
strongly semismooth as a result of the chain rule for semismooth functions (Proposition
A.5). Thus, under the assumed conditions, by Proposition A.1, sufciently close to the
solution, the occuring linear systems are uniquely solvable and the convergence is locally
quadratic as a result of Theorem A.7
Superlinear convergence can be shown under the weaker smoothness assumptions men
tioned before. Particularly, g SC
1
and f convex already guarantee the semismoothness
of . However, this also implies that
1
is not differentiable and the computation of an
element of is more involved. Concerning associated plasticity, more precise results
are available via the interpretation as a minimization problem.
4. Associated Plasticity
If the plastic potential is equal to the yield function, viz. g f, as found in associated
plasticity, then (9.1) are the optimality (or KarushKuhnTucker) conditions of the convex
minimization problem
Minimize
1
2
_
h
(x) : C
1
[
h
(x)] dx +
_
h
(x) :
h
(x) dx
subject to B
h
h
+
h
= 0 , f
h
(
h
) 0 ,
(9.15)
and again, f
h
(
h
) 0 is equivalent to f(
h
()) 0 for all . This minimization
problemis the discrete analogue of the dual problemof perfect plasticity (2.31) by making
the admissibility constraint
h
() K = Sym(d) : f() 0 explicit. Thus, with
y
h
= (
h
, u
h
,
h
) we have
(y
h
) = 0
h
solves (9.15) with Lagrange multipliers (u
h
,
h
) .
The corresponding Lagrangian is
L
h
(
h
, u
h
,
h
) =
1
2
_
h
(x) : C
1
[
h
(x)] dx +
_
h
(x) :
h
(x) dx
h
(x) : (u
h
(x)) dx +
h
(u
h
) +
_
h
(x)
T
f(
h
(x)) dx .
4.1. Convergence of the Active Set / Generalized Newton Method. In the context of
minimization problems and variational inequalities, a lot of work has already been done
concerning the properties of and particularly, we refer to [QJ97] where semismooth
ness properties of were addressed for the specic choice of = 1 in the denition of
the NCP function
h
+
h
= 0, f
h
(
h
) 0 of the minimization problem
(9.15) is not empty.
For given y
h
}
h
, we dene the set of active indices (which essentially is a set of double
indices) by
I(y
h
) = (, j) 1, . . . , p : f
j
(
h
()) = 0 .
Lemma 9.5. Let y
h
= (
h
, u
h
,
h
) be a KKT point of (9.15), i.e. y
h
satises (9.1). Moreover, let
the (LICQ) at y
h
hold, i.e. the matrix
_
B
h
_
Df
h
(
h
)
_
I(y
h
)
_
has full rank. Then is CDregular at
y
h
, i.e. all elements of (y
h
) are regular.
PROOF. This follows from [QJ97, Theorem 4.2] where this result is proven in a gen
eral nonconvex setting relying on the strong secondorder sufciency condition and the
(LICQ) which together they called Robinson condition following [Rob80, Rob82]. The
strong secondorder condition is not necessary in the given context since the objective
function is uniformly convex.
The convexity of the objective function and the (LICQ) also yield the uniqueness of the
multipliers u
h
and
h
.
Based on the above regularity result, we obtain the following convergence result in the
spirit of [QJ97, Theorem 4.3].
Theorem 9.6. Let y
h
be a solution of (y
h
) = 0 and let y
h
satisfy the conditions of Lemma
9.5. Then the active set / generalized Newton method converges locally superlinear. If moreover,
f C
2
(Sym(d), R
p
) and D
2
f is locally Lipschitz continuous, then the convergence is locally
quadratic.
PROOF. The generalized Newton method is welldened due to the CDregularity
guaranteed by Lemma 9.5, and by Proposition A.1, there is a neighbourhood of y
h
in
which is CDregular. is semismooth if f is a SC
1
function and under the additional
smoothness requirements on f, we nd that is strongly semismooth. This gives the
asserted quadratic convergence.
4.2. Relation to the SQP Method. The SQP method for the minimization problem
(9.15) consists in the successive solving of quadratic minimization problems with lin
earized constraints. Particularly, for a given iterate y
k1
h
= (
k1
h
, u
k1
h
,
k1
h
), the next
iterate is obtained by solving a quadratic subproblem
Minimize
1
2
_
k
h
(x) : M
k1
(x)
_
k
h
(x)
dx +
_
k
h
(x) :
_
C
1
[
k1
h
(x)] +
h
(x)
_
dx
subject to B
h
(
k1
h
+
k
h
) +
h
= 0 , f
h
(
k1
h
) + Df
h
(
k1
h
)
k
h
0 ,
with symmetric positive denite second order tensors M
k1
(x). This subproblem is uni
formly convex and admits a unique solution as long as the linearized admissible set is
not empty. In a convex setting, this is always fullled if the admissible set of (9.15) is not
empty. The solution of the subproblem corresponds to the projection onto the linearized
9.4. ASSOCIATED PLASTICITY 125
admissible set in the metric dened by M
k1
. If M
k1
is taken to be the derivative of
the Lagrangian w.r.t.
h
, we obtain M
k1
(x) = G
k1
(x) with G as dened in Section 9.1.
This is a symmetric and positive denite tensor due to the convexity of problem (9.15).
Having solved the quadratic subproblem, we update
k
h
=
k1
h
+
k
h
, and (u
k
h
,
k
h
) are
dened as the Lagrange multipliers of the quadratic subproblem. The convergence of the
SQP method can be shown under the same assumptions as those of Theorem 9.6 and we
refer to [Bon89] or [BGLS06, Theorem 15.4] for a general nonconvex result. Moreover,
under strict complementarity of the solution, i.e.
h
() f(
h
()) > 0 for all ,
and starting sufciently close to the solution in the sense that the active set of the solu
tion /
h
(
h
,
h
) coincides with the active set of the initial iterate /
h
(
0
h
,
0
h
), the iterates
of the SQP method and of the active set / generalized Newton method as presented in
this chapter are identical. Concerning the application of the SQP method to plasticity
problems, we refer to [Wie07] and [NSW09].
4.3. Relation to Augmented Lagrangian Methods. Though, Augmented Lagrangian
methods are the topic of the next chapter, we shortly comment on its relation with the ac
tive set method. If only the inequality constraints of (9.15) are treated by the Augmented
Lagrangian method with parameter > 0, we obtain
L
h,
(
h
, u
h
,
h
) =
1
2
_
h
(x) : C
1
[
h
(x)] dx +
_
h
(x) :
h
(x) dx + (u
h
)
h
(x) : (u
h
(x)) dx +
1
2
_
max0,
h
(x) + f(
h
(x))
2
[
h
(x)[
2
dx ,
cf. [Ber82]. If f SC
1
(Sym(d), R
p
), then L
h,
SC
1
(P
h
X
h
h
, R), see [QS93], and a
saddle point of L
h,
is characterized by
0 = C
1
[
h
()]
_
(u
h
())
h
()
_
+ max
_
0,
h
() + f(
h
())
_
Df(
h
()) ,
0 =
_
h
(x) : (w
h
(x)) dx (w
h
) , w
h
X
h
,
0 =
1
_
max
_
0,
h
() + f(
h
())
_
h
()
_
.
These conditions are very similar to the condition (y
h
) = 0, with exception of the rst
equation and the rescaling of the last equation by 1/. Indeed, for simpler problems like
the obstacle problem, nding a saddle point of L
h,
by a generalized Newton method
coincides with the active set method which is obtained by the reformulation of the opti
mality conditions by means of the NCPfunction
P
+
K
() h()
subject to S ,
with ,
P
P
=
_
, dened by A,
P
P
=
_
(x) : C
1
[(x)] dx and its inverse
A
1
,
PP
=
_
.
127
128 10. AUGMENTED LAGRANGIAN METHODS FOR ASSOCIATED PLASTICITY
1. The Generalized MoreauYosida Approximation
1.1. The Generalized MoreauYosida Approximation. Whereas the viscoplastic reg
ularization essentially was the MoreauYosida approximation
K
of the indicator func
tion
K
, i.e.
K
() = inf
P
2
 
2
+
K
() =
2
 P
K
()
2
,
we now introduce the generalized MoreauYosida approximation
K
: P P
R of
K
which additionally depends on a given P
K
(, ) = inf
P
K
( ) +,
P
P
+
2

2
= inf
P
2
 
2
+
K
() +,
P
P
,
(10.1)
In the Augmented Lagrangian methods developed below, will not be xed but will be
updated during the iteration. Then will have an interpretation of the plastic strain (in
crement). For = 0, the standard MoreauYosida approximation is recovered. Already
at this point, the notion Augmented Lagrangian can be justied as the quadratic penalty
term is related to the equality constraint = 0. Using  
2
= A,
P
P
(see Section
2.1), this can be rewritten as
K
(, ) = inf
P
_
2

_
+
1
A
1
_

2
+
K
()
_
1
2
A
1

2
,
and we summarize some properties of
K
.
Lemma 10.1. Consider the generalized MoreauYosida approximation (10.1).
(1) For all P and P
(, ) =
P
K
_
+
1
A
1
_
.
(2)
K
is convex and Frchet differentiable with Lipschitz continuous derivatives
D
K
(, ),
P
P
= a
_
+
1
A
1
P
K
( +
1
A
1
),
_
,
D
K
(, ),
PP
= a
_
P
K
( +
1
A
1
), A
1
_
.
(3) For all P
, we have
lim
K
(, ) =
K
() .
PROOF. We mainly follow [IK00]. As
K
(, ) = inf
P
_
2

_
+
1
A
1
_

2
+
K
()
_
1
2
A
1

2
= P
K
_
+
1
A
1
_
into
K
then gives
K
(, ) =
2
_
_
( +
1
A
1
) P
K
_
+
1
A
1
__
_
2
1
2
A
1

2
. (10.2)
and as in Proposition 3.1, we obtain
D
K
(, ),
P
P
=
_
C
1
_
(x) +
1
C[(x)] P
K
_
(x) +
1
C[(x)]
_
_
: (x) dx ,
10.2. APPROXIMATION OF PERFECT PLASTICITY 129
which is the asserted representation of the derivative w.r.t. . The derivative w.r.t. fol
lows accordingly by the chain rule. (10.2) also gives (3) by letting .
Remark 10.2. (1) Setting = 0 just gives the standard MoreauYosida approximation.
(2) The derivative can also be expressed by means of the standard MoreauYosida approxi
mation
K
() =
2
 P
K
()
2
K
(, ) = D
K
_
+
1
A
1
_
. (10.3)
(3) By (10.2), we nd
0
K
(, ) +
1
2
A
1

2
. (10.4)
(4) In nite dimension, the formula for the derivative follows from the theorem of Danskin,
cf. [Dan67].
1.2. The Dual Representation of
K
. As shown in [IK00], the generalized Moreau
Yosida approximation also has a dual representation which can be derived in a duality
framework similar to Section 2.2.3. It turns out that
K
(, ) = sup
P
_
(, )
P
K
()
1
2
A
1
( )
2
_
where
K
is the support function of K, i.e. the Fenchelconjugate function of
K
. Since
the expression in braces is uniformly concave w.r.t. , the supremum is attained at a
unique point
(, ) = D
K
(, ) . (10.5)
This formula suggests that
K
converges to the Fenchelconjugate function of
K
which is
_
K
_
=
K
. Therefore,
D
K
(, ) is an approximation to the subdifferential
K
() of the indicator function.
2. Approximation of Perfect Plasticity
In this section, we show how perfect plasticity can be approximated with the help of
the generalized MoreauYosida approximation by letting . This result is well
known for the standard MoreauYosida approximation and we extend these results to
the generalized approximation.
2.1. Problem Setting and Optimality Conditions. With the functional
J : P R, J() =
1
2
a(, ) + (, )
P
h() (10.6)
the problem of associated perfect plasticity reduces to
Minimize J() +
K
() subject to S . (10.7)
The functional J is quadratic and uniformly convex and this also shows that J is bounded
from below and is weakly lower semicontinuous. Regarding the given problem setting,
the corresponding optimality system is
DJ(),
P
P
+
K
()
K
() 0 for all S ,
also see (2.34). Now, we introduce the regularized minimization problem by means of
the generalized MoreauYosida approximation.
Minimize J() +
K
(, ) subject to S , (10.8)
130 10. AUGMENTED LAGRANGIAN METHODS FOR ASSOCIATED PLASTICITY
for > 0 and P
),
P
+D
K
(
, ),
P
0 for all S .
By (10.5), we write D
K
(
, ) =
),
P
+
P
0 for all S .
2.2. Approximation of Perfect Plasticity. We show that by means of the generalized
MoreauYosida approximation, the stress eld of the perfectly plastic limit can be ap
proximated in a stable manner. This convergence results also covers the approximation
results of Section 3.1. Particularly, we will proof Theorem 3.5. We begin with some pre
liminary results and notation.
Denition 10.3. Throughout this section, we use the following notation.
(1) By
K
( , )
K
(
, ) a
_
+
1
A
1
P
K
(
+
1
A
1
),
_
, (10.9a)
a(
) + (,
)
P
+a
_
+
1
A
1
P
K
(
+
1
A
1
),
_
= 0 , (10.9b)
_
_
+
1
A
1
P
K
( +
1
A
1
)
_
_
A
1

P
K
(
)
_
_
+
1
A
1
P
K
_
+
1
A
1
__
_
+
2
A
1

(10.9d)
PROOF. Since
K
(, ) is convex and differentiable, (10.9a) follows from the character
ization of differentiable convex functions by means of their derivatives and the charac
terization of the derivative D
K
given in Lemma 10.1.
Concerning (10.9b), note that 2
S and 2
A
1
, K, then
_
_
+
1
A
1
P
K
( +
1
A
1
)
_
_
= dist

( +
1
A
1
, K)
 +
1
A
1

=
1
A
1

as the projection P
K
minimizes the distance to K in the given norm.
10.2. APPROXIMATION OF PERFECT PLASTICITY 131
Finally, (10.9d) follows from

P
K
(
)
=
_
_
+
1
A
1
P
K
_
+
1
A
1
A
1
+P
K
_
+
1
A
1
_
P
K
(
)
_
_
_
_
+
1
A
1
P
K
_
+
1
A
1
__
_
+
1
A
1

+
_
_
P
K
_
+
1
A
1
_
P
K
(
)
_
_
_
_
+
1
A
1
P
K
_
+
1
A
1
__
_
+
2
A
1

and in the last estimate we used the nonexpansiveness of the projection in the norm
 
.
The following lemma gives a priori estimates for the stress eld
.
Lemma 10.5. Let the safeload condition (Assumption 2.1) hold. Then, for xed P
and
1, there exists a constant C > 0 such that

C , and
K
(
, ) C .
PROOF. By (10.9a) and (10.9b), we nd
a(
) + (,
)
P
= a
_
+
1
A
1
P
K
(
+
1
A
1
),
K
( , )
K
(
, )
=
2
_
_
+
1
A
1
P
K
( +
1
A
1
)
_
_
2
1
2
A
1

2
2
_
_
+
1
A
1
P
K
(
+
1
A
1
)
_
_
2
1
2
A
1

2
2
_
_
+
1
A
1
P
K
( +
1
A
1
)
_
_
2
1
2
A
1

2
) a(
, ) (,
)
P
+ (, )
P
+
1
2
A
1

2
Using the CauchySchwarz and Youngs inequality then gives the bound for
. We now
turn to the bound for
K
(
, ).
K
(
, )
(10.9a)
K
( , ) a
_
+
1
A
1
P
K
(
+
1
A
1
),
_
(10.9b)
=
2
_
_
+
1
A
1
P
K
( +
1
A
1
)
_
_
2
1
2
A
1

2
a(
) (,
)
P
(10.9c)
1
2
A
1

2
1
2
A
1

2
a(
) (,
)
P
.
The boundedness of
K
(
.
Theorem 10.6. If the safe load condition is satised, then the solution
of the regularized
problem (10.8) converges strongly to the solution of the perfect plasticity problem (10.7) as
.
PROOF. Since
S, we
also nd S, i.e. is in equilibrium.
132 10. AUGMENTED LAGRANGIAN METHODS FOR ASSOCIATED PLASTICITY
We will now show K. In order to do this, rst notice that

P
K
(
)
2
(10.9d)
2
_
_
+
1
A
1
P
K
_
+
1
A
1
__
_
2
+
8
2
A
1

2
=
4
K
(
, ) +
1
2
A
1

2
_
+
8
2
A
1

2
,
for some C > 0 and 1 due to the boundedness of
K
(
, ) as proven in Lemma
10.5. The functional P
K
()
2
liminf
P
K
(
)
2
limsup
P
K
(
)
2
= 0
by the above estimate.
It remains to prove that is optimal for the perfect plasticity problem (10.7). We have
J(
) =
1
2
a(
) + (
, )
P
(10.4)
1
2
a(
) + (
, )
P
+
K
(
, ) +
1
2
A
1

2
1
2
a(, ) + (, )
P
+
K
(, ) +
1
2
A
1

2
K
(, ) 0 for all K S ,
and consequently
J(
) J() +
1
2
A
1

2
for all S K.
Since J is uniformly convex and weakly lower semicontinuous, we eventually get
J() liminf
J(
) limsup
J(
and u
.
2.3.1. The Plastic Strain. For every > 0, the quantity
as introduced in (10.5) is
an approximation to the plastic strain (static plasticity) or the plastic strain increment
(incremental plasticity). In perfect plasticity, the plastic strain in not contained in L
2
generally but only in the weaker space M
Sym
(), see Section 5.1. This is reected in the
following dependent estimate.
Corollary 10.7. Let
A
1
C . (10.10)
PROOF. The proof easily follows from the characterization of the derivative given in
Lemma 10.1. Since
= D
K
(
, ) = A
_
+
1
A
1
P
K
_
+
1
A
1
_
_
,
10.3. SOLVING THE REGULARIZED SUBPROBLEMS 133
we nd
A
1

2
=
2
_
_
+
1
A
1
P
K
_
+
1
A
1
__
_
2
= 2
_
K
(
, ) +
1
2
A
1

2
_
C ,
with C > 0 for all 1 as a result of Lemma 10.5. Taking the square root gives the
assertion.
2.3.2. The Displacement Field. So far, the displacement eld was hidden in the deni
tion of the statically admissible set S. Due to the linear structure of S, the optimality
conditions of the regularized problem can be rephrased as
DJ(
) +
+ B
,
P
P
= 0 , P , (10.11)
and b(
X(u
D
) and 1, the dependent estimate
1
[[[u
[[[ C (10.12)
holds with C > 0 being independent of .
PROOF. The optimality condition (10.11) is equivalent to
+A
1
_
+
+B
_
= 0 .
Applying the  
, we nd
[[[u
[[[ 
+ A
1

+A
1
(1 +
) C
with a constant C > 0 independent of . Considering 1 completes the proof.
2.3.3. A priori Estimates. Altogether, we obtain the following a priori estimate valid
for 1.

+
1
_
[[[u
[[[ +A
1
_
C .
By using the optimality condition (10.11), we also see that the elastic strain B
)
= 
+A
1

.
This seems reasonable if we look back to Section 5.1.
3. Solving the Regularized Subproblems
We consider the regularized problem (10.8) and derive the corresponding primal min
imization problem and its optimality condition. As for the viscoplastic regularization
given in Section 3.1, the corresponding primal functional will turn out to be uniformly
convex with modulus
1
1+
.
134 10. AUGMENTED LAGRANGIAN METHODS FOR ASSOCIATED PLASTICITY
3.1. The Primal Regularized Problem. Making the constraint
S explicit, for
xed P
, the optimality conditions of the regularized problem (also see (10.11)) are
given by
a(
, ) + (, )
P
+b(, u
)
+a
_
+
1
A
1
P
K
(
+
1
A
1
),
_
= 0 , P ,
b(
, w) = (w) , w X .
Lemma 10.9. The stress response is given by
=
1
1+
A
1
_
B
_
+
1+
P
K
_
A
1
_
B
+
1
_
_
,
and pointwise a.e., this is
(x) =
1
1+
C
_
(u
+
1+
P
K
_
C
_
(u
(x)) (x) +
1
(x)
_
.
PROOF. We omit the argument x and pointwise a.e., the rst equation of the optimal
ity conditions is equivalent to
C[(u
) ] +
_
+
1
C[] P
K
_
+
1
C[]
_
_
= 0 .
Rearranging and adding
1
+
1
C[] = C
_
(u
) +
1
+
1
C[] P
K
_
+
1
C[]
_
_
= 0 .
With =
+
1
) +
1
_
P
K
()
_
and
by Lemma 3.2, we nd
P
K
_
+
1
C[]
_
= P
K
() = P
K
_
C
_
(u
) +
1
_
Substitution of this expression yields
(1 + )
_
+
1
C[]
_
= C
_
(u
) +
1
+P
K
_
C
_
(u
) +
1
_
and dividing by (1 + ) and subtracting
1
X(u
D
) is optimal
w.r.t. the primal problem if F
(u
) = 0 with F
: X X
dened as
F
(u
), w
X
X
=
1
1+
_
C
_
(u
: (w(x)) dx
+
1+
_
P
K
_
C
_
(u
(x)) (x) +
1
(x)
_
: (w(x)) dx (w) .
(10.13)
Reconsidering Theorem 3.3, we observe that F
(u) F
(w), u w
X
X
1
1+
[[[u w[[[
2
,
and F is the derivative of the uniformly convex primal functional
c
(u) =
1
1+
1
2
_
_
A
1
_
B
u + +
__
_
2
+
1+
_
A
1
(B
u +
1
)
_
(u
) ,
with being the potential of the projection (2.35).
10.4. THE AUGMENTED LAGRANGIAN METHOD 135
Algorithm 10.1 A penalty method for the approximation of perfect plasticity.
S0) Given P
, choose P
,
1
> 0 and u
0
X(u
D
). Set k := 1.
S1) Solve the regularized primal problem F
k
(u
k
) = 0 with F
given in (10.13)
with one of the methods of the previous chapters and initial guess u
k1
.
S2) Use u
k
to compute
k
according to Lemma 10.9.
S3) Set k := k + 1 and choose
k
>
k1
. Go to S1).
3.2. A Simple Penalty Method. We present a simple penalty method for the approx
imation of the stress eld of perfect plasticity relying on the approximation result of the
previous section, i.e. we approximate the minimizer of problem (10.7) by a sequence
k
S, each
k
being the solution of the regularized problem (10.8) with parameter
k
.
We remark that the algorithm is not amenable to implementation in the presented form
and only serves as a basis for theoretical considerations. The idea of the penalty method
is to compute a good initial guess for the next iteration in which a higher value of the
penalty parameter is used. We remark that formally, the speed of convergence of the
penalty method is directly related to the growth properties of the sequence of penalty
parameters
k
k
.
The approach via a penalty method is in the spirit of the exterior path following algo
rithms presented in [HK06b, HK06a], and especially [HK06a] considers low multiplier
regularity in the context of optimal control problems. In those works, multiplier updates
are avoided if no stable a priori bounds are available for the multipliers. This reects the
situation of perfect plasticity where only the parameter dependent estimates of the pre
vious section are at hand concerning the displacement eld and the plastic strain. Thus,
this approach requires the limit .
Path following methods are not new in the eld of elastoplasticity, cf. [KLSW06], where
an interior path following algorithm (interior point method) was proposed.
4. The Augmented Lagrangian Method
In the previous section, we gave an approximation result for the stress eld in perfect
plasticity. However, this requires and the regularized problems (10.8) become
progressively harder to solve as increases. Nevertheless, Algorithm 10.1 does not rely
on more regularity than guaranteed by the problem.
In this section, we will introduce a linearly convergent method for xed > 0 un
der additional regularity assumptions on the solution of the perfect plasticity problem,
namely that the plastic strain is contained in L
2
rather than merely in the measure space
M
Sym
(). However, this extra regularity cannot be assured as we have shown in the
parameter depended estimates of Section 10.2. On the other hand, hardening plasticity
does indeed guarantee the required regularity, so that the method should be stable for
that problem. Though, for the outline of the algorithm, perfect plasticity is better suited
since the model is simpler than hardening plasticity.
The key issue for convergence while holding xed will be to change in every iteration
and we will replace by
k1
in each step of the algorithm. But before we state the
algorithm, we study some of its characteristics.
136 10. AUGMENTED LAGRANGIAN METHODS FOR ASSOCIATED PLASTICITY
4.1. Optimality Systems. The following result summarizes [IK08, Theorem4.43, The
orem 4.46] and can also be found in [IK00].
Proposition 10.10. Let
be
dened via (10.5).
(1) Suppose that
has a weak
cluster point in P
K
() and (10.14a)
DJ(),
P
P
+,
P
P
0 for all S . (10.14b)
(2) Let P
= D
K
(
converges
weakly to .
We already found that
as dened in (10.5) has a weak cluster point , then solves the perfect
plasticity problem and the plastic strain (increment) is indeed contained in L
2
. Recon
sidering the a priori estimates, this also shows that the displacement eld is in X(u
D
).
However, the existence of a weak cluster point cannot be guaranteed, cf. the numerical
example in Section 11.1. The second statement shows that if the plastic strain (increment)
has the extra regularity P
.
In particular, (, ) satises (10.14).
At this point, we nally introduce the Augmented Lagrangian
L
(, ) = J() +
K
(, ) . (10.15)
and the following proposition is patterned after [IK08, Theorem 4.45].
Proposition 10.12. Assume that (, ) P P
K
(, ) , (10.16)
with being the unique solution of:
Minimize J() +
K
(, ) = L
(, ) subject to S .
Based on this proposition, it is also possible to restate the optimality system (10.14) as
DJ(),
P
P
+,
P
P
0 for all S , (10.17a)
D
K
(, ) = 0 . (10.17b)
However, the rst condition cannot be evaluated directly which is why we use (10.11) to
replace the rst condition by
DJ() + +B
u,
P
P
= 0 , P , (10.18a)
B, w
X
X
+(w) = 0 , w X , (10.18b)
10.4. THE AUGMENTED LAGRANGIAN METHOD 137
taking into account the displacement eld. It is then easy to see that the conditions
(10.17b) and (10.18) are equivalent to the requirement that (, u, ) P X(u
D
) P
is
a saddle point of the full Augmented Lagrangian
L
(, u, ) = J() +
K
(, ) + b(, u) + (u) . (10.19)
4.2. The Algorithmand its Convergence. We nowpresent the rst order Augmented
Lagrangian method. After stating the algorithm we will show convergence provided As
sumption 10.11 holds.
4.2.1. The Augmented Lagrangian Method. The blueprint algorithm of the Augmented
Lagrangian method is Algorithm 10.2. The regularized problem in step S1) can once
more be solved via its primal representation (10.13) with the methods of the previous
chapters, and particularly, the methods of Section 8.3 can be applied. The multiplier
update in S2) is motivated by (10.16) and corresponds to a xed point iteration for the
optimality condition (10.17b). Step S3) and S4) consist of the evaluation of the stopping
criteria. In step S3) it is not necessary to check (10.18b) again, since it is not depending
on the multiplier update in S2) and as a consequence, it is already fullled due to S1). In
practical applications however, the minimization problem in S1) may not necessarily be
solved exactly and checking of the equilibrium equation may be necessary in S3).
4.2.2. Convergence of the Algorithm. Before we state the convergence of the Augmented
Lagrangian method, we give an alternative interpretation of the multiplier update in S2).
For this purpose, we dene the value function
V
: P
R, V
() = inf
S
L(, ) , (10.20)
and for given P
K
_
(),
_
.
We already mentioned that the multiplier update in step S2) of the above algorithm can
be interpreted as a xed point iteration. We give an additional interpretation as a gradi
ent method for the problem of maximizing the value function V
K
(, ) is uniformly concave for all S and
Algorithm 10.2 The Augmented Lagrangian method for the approximation of perfect
plasticity.
S0) Given P
, choose > 0,
0
, u
k
) P X(u
D
) by solving (10.8) via its primal representation
(10.13).
S2) Update
k
= D
K
(
k
,
k1
).
S3) Compute the residuals
r
k
() = DJ(
k
) +
k
+B
u
k
,
P
P
, P ,
r
k
() =
k
K
(
k
,
k
),
P
P
, P .
S4) If A
1
r
k
+A
1
r
k
.
Proposition 10.13. The value function (10.20) is Lipschitz continuous with the Lipschitz con
stant being independent of and the value function is Frchet differentiable with derivative
DV
() =
() P
K
_
() +
1
A
1
_
,
with
= D
K
(
k
,
k1
) = A
_
+
1
A
1
k1
P
K
_
+
1
A
1
k1
_
_
=
k1
+A
_
P
K
_
+
1
A
1
k1
_
_
=
k1
+ADV
(
k1
) .
Here A : P P
once more serves as the Riesz operator between the stress space P and
the strain space P
. The update in this form is also consistent with the update formulas
given in [Ber82, Chapter 3] for the nite dimensional case. The interpretation of the
update as a gradient algorithm for the value function V
fulll the optimality condition (10.14) (or equivalently (10.17)). Then, the
sequence (
k
,
k
) is bounded in P P
and satises

k

2
+
1
2
A
1
(
k
)
2
1
2
A
1
(
k1
)
2
,
and
k=1

k

2
1
2
A
1
(
0
)
2
.
PROOF. Using (10.3) as given in Remark 10.2, we nd
= D
K
_
,
k1
_
= D
K
_
+
1
A
1
k1
_
,
= D
K
_
,
_
= D
K
_
+
1
A
1
_
,
with the standard MoreauYosida approximation
K
as dened in Section 3.1. By Lemma
3.1, we nd that
,
k
+
1
A
1
k1
( +
1
A
1
P
=
_
D
K
_
+
1
A
1
k1
_
D
K
_
+
1
A
1
_
,
+
1
A
1
k1
_
+
1
A
1
_
_
P
_
_
A
1
_
D
K
_
+
1
A
1
k1
_
D
K
_
+
1
A
1
_
_

2
=
1
A
1
(
k
)
2
.
10.4. THE AUGMENTED LAGRANGIAN METHOD 139
Thus,
,
k
P
=
k
,
k
+
1
A
1
k1
( +
1
A
1
)
P
, A
1
(
k1
)
P
A
1
(
k
)
2
1
2
_
A
1
(
k
)
2
+A
1
(
k1
)
2
_
=
1
2
A
1
(
k
)
2
1
2
A
1
(
k1
)
2
.
Next, we reconsider the optimality conditions
DJ(
k
) +
k
,
k
P
0 , S ,
DJ() +,
P
P
0 , S ,
for the regularized problem (10.8) and the perfect plasticity problem (10.8). Since both
) DJ(),
k
P
+
k
,
k
P
0 .
Because DJ(
k
) DJ() = A(
k

2
+
1
2
A
1
(
k
)
2
1
2
A
1
(
k1
)
2
0 .
This gives the rst assertion and summing up w.r.t. k, we obtain the second bound, which
also shows the linear convergence of the method.
This theorem shows linear convergence provided that the plastic strain possesses extra
regularity. The above estimate also shows that convergence is faster if is large. This
suggests to combine the results of the previous and the current section, i.e. to performthe
multiplier update and increase the penalty parameter if convergence is not fast enough.
This extension can easily be incorporated and is presented in Algorithm 10.3. Moreover,
we only require inexact solving of the subproblem.
Algorithm 10.3 The Augmented Lagrangian with penalty update and inexact solving.
S0) Given P
, choose
0
> 0,
0
k1
K
(
k
,
k1
).
S3) Compute the residuals
r
k
() = DJ(
k
) +
k
+ B
u
k
,
P
P
, P ,
r
k
() =
k
D
k1
K
(
k
,
k
),
P
P
, P ,
r
k
u
(w) = B
k
+ , w
X
X
, w X .
S4) If A
1
r
k
+A
1
r
k
+[[[r
k
u
[[[
< , stop.
S5) Determine
k
k1
, set k := k + 1 and go to S1).
140 10. AUGMENTED LAGRANGIAN METHODS FOR ASSOCIATED PLASTICITY
5. Second Order Iterations
The multiplier update as presented in the previous section naturally leads to a linearly
convergent algorithm. In this section, we will derive a potentially faster algorithm by
directly considering a saddle point of the full Augmented Lagrangian L
as dened in
(10.19). Based on this formulation, it will be possible to reobtain the radial return algo
rithm for perfect plasticity as presented in Chapters 7 and 8. However, also a different
formulation is possible which is related to an active set method as presented in Chapter
9.
5.1. The Radial Return Algorithm. For perfect plasticity, the response function was
just the projection onto the admissible set, i.e. (x) = P
K
((x)) with the trial stress
(x) = C
_
(u(x)) (x)
.
Theorem 10.15. Let (, u, ) P X(u
D
) P
(, u, ), i.e.
L
(, u, ) L
(, u, ) L
(, u, ) , (10.21)
for all (, u, ) P X(u
D
) P
. Then (x) = P
K
_
C
_
(u(x)) (x)
_
holds a.e.
PROOF. The conditions for a saddle point of L
can be recast as DL
(, u, ) = 0.
This is equivalent to
0 = A
_
+ A
1
_
+ D
K
(, ) + B
u, in P
, (10.22a)
0 = B + , in X
, (10.22b)
0 = D
K
(, ) , in P . (10.22c)
which itself is equivalent to (10.17b) and (10.18) as we already found earlier. Using
Lemma 10.1, we can rewrite the rst and the last condition as
0 = A A
_
A
1
(B
u +
_
+A
_
+
1
A
1
P
K
_
+
1
A
1
)
_
, in P
,
0 = P
K
_
+
1
A
1
_
, in P .
The second equality already shows K. Introducing = A
1
_
B
u +
_
which
locally is the trial stress (x) = C
_
(u(x)) (x)
and = +
1
A
1
, this is
0 = A( ) + A
_
P
K
()
_
= 0 , and = P
K
() .
Combining both equations results in
P
K
() +
_
P
K
()
_
= 0 ,
and this gives P
K
() =
_
P
K
()
_
. As > 0, we nd that P
K
() = P
K
() since
a
_
P
K
(), P
K
()
_
= a
_
P
K
(), P
K
()
_
0 , for all K.
This follows from the characterization of the projection P
K
, cf. (2.7) and also Lemma 3.2.
Consequently, = P
K
() and this shows the theorem.
Substituting = P
K
() into the equilibrium equation then results in the problem
_
P
K
_
C
_
(u(x)) (x)
_
: (w(x)) dx = (w) , w X ,
10.5. SECOND ORDER ITERATIONS 141
and this is just the optimality condition of the primal problem in perfect plasticity, see
Section 2.3. This gives a new interpretation of the radial return as a nonlinear Schur
complement reduction of the systemDL
,
and writing y = (, u, ), we dene : } }
via = DL
, i.e.
(y) =
_
_
A A(A
1
(B
u +)) + A( +
1
A
1
P
K
( +
1
A
1
))
B +
P
K
( +
1
A
1
)
_
_
,
and this results in the problem of nding (, u, ) such that (, u, ) = 0 characterizing
a saddle point of the full Augmented Lagrangian. For this system a generalized Newton
method can be applied as follows: suppose that Q : P L(P, P) is an approximation
to the derivative of P
K
. Then, dening D : } L(}, }
),
D(y) =
_
_
A + A(id Q( +
1
A
1
)) B
id Q( +
1
A
1
)
B 0 0
id Q( +
1
A
1
) 0
1
Q( +
1
A
1
)A
1
_
_
results in the generalized Newton method
y
k
= y
k1
D(y
k1
)
1
(y
k1
) .
In a function space setting, we cannot show the superlinear convergence of the above it
eration since P
K
is not slantly differentiable in general, also see Appendix A.1. A further
difculty is that there is no obvious choice for Q in an innite dimensional setting. How
ever, going to the discrete setting and assuming that P
K
is semismooth, Q() P
K
()
guarantees the superlinear convergence of the method in the discrete setting. Adopting
the ideas of the previous chapter, an active / inactive set can be described by
/(, ) = x : (x) +
1
t > 0 such that S(t) K ,= for all t t
(i.e. a solution
of the dual problem exists). Moreover, on [0,
is the so
called limit load. If t > t
(5.05, 5.1].
1.2. Stability Study. The following study is motivated by the a priori estimates of
Section 10.2 and henceforth, we adopt the notation of that chapter. We only consider
a static scenario (or only one time step in an incremental setting), with the load evalu
ated at
t = 5.05 which is very close to the limit load t
no
[[[u[[[ no
u
L
2
(,R
2
)
yes

yes
(a) Perfect plasticity
Quantity Bounded
A
1
yes (depending on )
[[[u

L
2
(,R
2
)
yes (independent of )

yes (independent of )
(b) Viscoplasticity
TABLE 11.3. Expected behavior in perfect plasticity / viscoplasticity.
meshrenement (hrenement). For successive mesh renement, we expect the plastic
strain and the displacement gradient not to converge in L
2
in the absense of regulariza
tion, cf. Corollaries 10.7 and 10.8. However, since the stress eld can be approximated
stably (Theorem 10.6) and since BD() embeds continuously into L
2
(, R
2
) for d = 2 (see
Section 2.1), we expect these quantities to be bounded. The obtained results are shown
in Table 11.4. The second number in each cell gives the difference to the correspond
ing value on the coarser mesh. Considering the last columns ( = ) corresponding to
perfect plasticity, our expectations seem to be fullled as the plastic strain and the en
ergy norm of the displacement do not converge. Quite interestingly, there seems to be
convergence up to mesh renement level 6, but afterwards divergence is encountered.
Contrary, for the lowest regularization parameter ( = 1e2), all quantities seem to con
verge as h 0, which is expected from a theoretical point of view. Uniform bound
edness should also hold for all other nite regularization parameters. However, as the
bounds for the plastic strain and the energy norm of the displacement depend on , we
see the discrepancy between analysis and numerical reality: though the computations
are performed with millions degrees of freedom, the mesh size is still too large to ob
serve results predicted by the theory. Particularly, a difference between perfect plasticity
and viscoplasticity with 1e6 can hardly be observed.
Concerning the convergence w.r.t. the regularization parameter, we see that the perfectly
plastic model serves as an upper bound for all quantities. What can also be read off the
table is the uniform boundedness of the stresses in L
2
for all regularization parameters
and all mesh sizes (similarly for the displacement in L
2
).
148 11. ASSOCIATED PLASTICITY
Level = 1e2 = 1e4 = 1e6 = 1e8 =
3 5.5903 12.29 12.64 12.64 12.64
4 5.6157 0.0254 12.79 0.50 13.22 0.58 13.22 0.58 13.22 0.58
5 5.6230 0.0073 12.94 0.15 13.41 0.19 13.42 0.20 13.42 0.20
6 5.6252 0.0022 12.99 0.05 13.48 0.07 13.48 0.06 13.48 0.06
7 5.6259 0.0007 13.04 0.05 13.57 0.09 13.58 0.10 13.58 0.10
8 5.6262 0.0003 13.12 0.08 13.81 0.24 13.82 0.24 13.82 0.24
(a) Plastic strain: A
1
h
h

.
TABLE 11.4. Norms of the different quantities.
11.2. VERIFICATION OF NUMERICAL METHODS 149
2. Verication of Numerical Methods
As demonstrated above, we cannot expect uniform bounds for the underlying problem
and therefore, meshindependent convergence of numerical methods cannot be expected
in general. Nevertheless, some of the methods we presented before seem to converge al
most meshindependent as we will demonstrate. For this, we compare several methods,
namely the standard radial return algorithm with a simple backtracking line search (RR)
which essentially is Newtons method applied to the rst order optimality condition, the
radial return algorithm with an energybased line search (RRmin) which is Newtons
method for unconstrained minimization, the rst order Augmented Lagrangian method
(ALM) and the active set method (AS). Details concerning the different methods are listed
in Table 11.5. We will also consider a gradient method (Grad) which is related to (RRmin).
2.1. Problem Statement and Numerical Performance of the Methods. Contrary to
the previous section, this time the load is applied incrementally and we divide the time
interval [0, 5.05] uniformly into 10 subintervals with t t
n
= 0.505 and time instances
t
n
= nt, n = 0, . . . , 10. The last three time steps are considered in the Table 11.6. For
(RR), (RRmin) and (AS), the number of iterations (which coincides with the number of
linear systems to be solved) is listed, whereas for (ALM), the number of (ALM) steps as
well as the number of linear systems (LS) is shown.
We can observe that the standard algorithm (RR) is only competitive in time step 8 in
which the plastic volume fraction is about 0.8%. In time step 9, (RR) shows strong mesh
dependence whereas it did not converge within the maximum number of iterations in
time step 10 for higher levels of mesh renement. The other three methods essentially
behave meshindependent in time step 8 and 9, and also in time step 10, these method
seem to be almost stable. Due to the lack of a globalization strategy, the active set method
(AS) did not converge on Level 7. This is also related to the linear solver and we will come
back to this issue. In the next subsections, we will have a closer look at the individual
methods.
2.2. (RR), (RRmin) and GradientType Methods. As indicated above, (RR) is a gen
eralized Newton method applied to an equation (the rst order optimality condition),
whereas (RRmin) is a generalized Newton method for the solution of the (unconstrained)
Method Type Algorithm
Radial
Return
(RR)
Primal Algorithm 8.1 with the simple backtracking line
search (Algorithm 8.2). This does not reect the mini
mization structure.
Radial Re
turn Min.
(RRmin)
Primal Algorithm 8.1 with the modication of Algorithm 8.7
and
n,k
0, i.e. the same search direction as in (RR) is
used. The line search is based on the primal energy.
Augmented
Lagrange
(ALM)
(Primal)
Dual
The rst order Augmented Lagrangian method with
multiplier update and adaptive selection of the
penalty parameters, Algorithm 10.3.
Active Set
(AS)
Primal
Dual
Algorithm 9.1 without a line search, i.e. we always
take the full Newton stepsize. The parameter (see
the discussion in Section 9.3) is chosen to be 1e5.
TABLE 11.5. Overview of the methods.
150 11. ASSOCIATED PLASTICITY
Level (RR) (RRmin) (ALM) (AS)
3 6 steps 6 steps 4 steps (7 LS) 6 steps
4 8 steps 7 steps 4 steps (9 LS) 7 steps
5 9 steps 7 steps 4 steps (9 LS) 7 steps
6 11 steps 8 steps 5 steps (10 LS) 8 steps
7 13 steps 7 steps 5 steps (10 LS)
(a) Time step 8 from t = 3.535 . . . 4.04. Plastic volume fraction 0.8%.
Level (RR) (RRmin) (ALM) (AS)
3 9 steps 8 steps 5 steps (9 LS) 8 steps
4 13 steps 9 steps 5 steps (10 LS) 9 steps
5 22 steps 10 steps 5 steps (10 LS) 10 steps
6 38 steps 10 steps 5 steps (11 LS) 10 steps
7 70 steps 9 steps 6 steps (11 LS)
(b) Time step 9 from t = 4.04 . . . 4.545. Plastic volume fraction 3.5%.
Level (RR) (RRmin) (ALM) (AS)
3 37 steps 10 steps 6 steps (12 LS) 10 steps
4 70 steps 10 steps 7 steps (13 LS) 10 steps
5 > 100 steps 11 steps 8 steps (15 LS) 11 steps
6 > 100 steps 11 steps 8 steps (16 LS) 11 steps
7 > 100 steps 16 steps 9 steps (16 LS)
(c) Time step 10 from t = 4.545 . . . 5.05. Plastic volume fraction 35%.
TABLE 11.6. Iteration count for the different methods.
primal minimization problem and therefore accounts for the additional minimization
structure. Locally, the convergence properties of both algorithms are the same as we
have shown in Section 8.3. However, away from the solution, the situation is different,
since globalization relies on different strategies: (RR) only considers the residual at the
current iteration and uses line searching to reduce the residual. Contrary, line searching
in (RRmin) is based on the primal energy (5.17) (or (2.36) in the static setting)
c
pl
(u) = (C[(u)
n1
p
]) (u) .
Accordingly, (RRmin) has more information during the iteration and we expect better
global convergence properties. This is indeed the case, cf. Table 11.6.
We observe that after time step 8, merely about 0.8% of is plastied but already at
this point, (RR) begins to show meshdependent behavior. However, in this time step,
(RRmin) behaves meshindependent. The explanation for the bad behavior of (RR) is the
use of the simple backtracking line search (Algorithm 8.2) which is based on the deriv
ative F = Dc
pl
of the primal energy rather than on the energy itself as in (RRmin). In
Figure 11.2, the evolutions of the residual and the energy during the iteration are pre
sented and for convenience, the initial energy is shifted to 0. We observe that in the rst
iterations of (RRmin), the residual is not necessarily reduced (it is even increased), but
11.2. VERIFICATION OF NUMERICAL METHODS 151
0 5 10 15 20 25 30 35 40
10
10
10
8
10
6
10
4
10
2
10
0
10
2
Iteration
R
e
s
i
d
u
a
l
(RR)
(RRmin)
(a) Residual
0 5 10 15 20 25 30 35 40
0.035
0.03
0.025
0.02
0.015
0.01
0.005
0
Iteration
E
n
e
r
g
y
(RR)
(RRmin)
(b) Energy
FIGURE 11.2. Residual and energy decay during the iteration on Level 6, time step 9.
we substantially decrease the primal energy. This contrasts (RR) where we reduce the
residual in each step by the line search, but hardly decrease the energy. Both methods
accept the full Newton step size in the nal iterations and therefore converge quadrati
cally (or at least superlinearly) as can be seen from Subgure (a). In both cases, the initial
residual is reduced by a factor of 1e8. Concerning (RRmin), the number of iterations
remains more or less constant. The only exception is encountered in time step 10 going
from Level 6 to 7.
At this point however, we also have to mention that for different problems (and particu
larly in 3d), a pure energybased line search was not always successful as the residuals in
the rst iterations increased too much which also caused higher iteration numbers. Thus,
from our numerical experience, it is necessary to take into account both the residual and
the energy.
2.2.1. A Gradient Method. Actually, (RRmin) is a special implementation of the gen
eral gradient method (Algorithm 8.7). We now present some for the modied variant
(Algorithm 8.8) which does not use the pure Newton direction, but the search direction
is obtained by (locally) using a convex combination of C
ct
and C. If the portion of C does
not vanish, it is assured that the obtained direction is a descent direction. For further ref
erence, this algorithm will be denoted by (Grad). In detail, for different values of , we
use
1+
C
ct
+
1
1+
C (see Algorithm 8.8) to determine the search direction u. The larger
, the closer the search direction is to the Newton direction and we expect faster local
convergence for increasing . Formally, (RRmin) corresponds to = . The results are
shown in Figure 11.3. As expected, we obtain linear convergence for xed values of ,
but we also see that for = 1000, this convergence is quite fast. Moreover, in the rst
iterations, none of the parameter seems to be superior. Only for fast local convergence,
a higher value of is necessary. Physically, the used tangent corresponds to the vis
coplastic regularization with =
t
or to kinematic hardening with modulus H =
1
1+
C.
2.3. (ALM) Method. Whereas (RR) and (RRmin) are purely primal methods, the
Augmented Lagrangian method structurally is a dual method. For the computation,
we used Algorithm 10.3, and in each (ALM) step, a regularized subproblem of the type
152 11. ASSOCIATED PLASTICITY
0 5 10 15 20 25 30 35
10
10
10
8
10
6
10
4
10
2
10
0
10
2
Iteration
R
e
s
i
d
u
a
l
=100
=250
=1000
= (RRmin)
FIGURE 11.3. Residuals of the gradient algorithm (Grad) for different values of on
level 6, time step 9.
(10.8) with penalty parameter
k1
has to be solved. The subproblems are solved via the
corresponding regularized primal problems (10.13) with the globally and locally super
linear convergent Algorithm 8.7 (with
n,k
0) and for efciency, we use inexact solving.
The penalty parameters
k
are limited by = 1e5 which is well conrmed by the results
of the previous subsection. As a rst guess, we typically choose 1000. Even though
the limitation of the penalty parameter implies only linear convergence as a consequence
of Theorem 10.14, is sufciently large to observe fast convergence in the nal iterations.
This can be seen in the last column of Table 11.7, or in Figure 11.4, respectively.
By Theorem 10.14, once the penalty parameter is xed, the best we can expect is linear
convergence. This can indeed be observed here since the penalty parameter is kept xed
from the beginning of the fourth iteration. Though, is large enough to yield very fast
linear convergence. In each of the nal iterations, the total error is (approximately) re
duced by a factor of 1e2. Moreover, in the nal iterations, the subproblems are solved
in only one or two iterations (column LS in Table 11.7). In conclusion, the last 5 linear
system solves are responsible for the largest part of the error reduction. Even more fa
vorable, the remaining linear systems are only needed to be solved with a lower penalty
(ALM) step LS Penalty Equilibrium Flow rule Complement. Total
0 2.230e+01 1.193e00 3.043e08 2.350e+01
1 5 1 000 5.225e00 8.413e00 1.138e+03 1.152e+03
2 1 8 154 5.231e00 2.298e00 3.814e+01 4.566e+01
3 5 66 501 1.027e02 8.969e01 1.825e00 2.732e00
4 1 100 000 2.339e03 1.031e02 1.395e02 2.661e02
5 1 100 000 1.526e04 1.934e04 2.617e04 6.077e04
6 2 100 000 8.893e10 7.287e06 9.863e06 1.715e05
7 1 100 000 8.792e10 2.581e07 3.493e07 6.083e07
8 0 100 000 8.833e10 2.837e10 2.539e10 1.421e09
TABLE 11.7. Convergence history of (ALM) on Level 6, time step 10.
11.2. VERIFICATION OF NUMERICAL METHODS 153
0 1 2 3 4 5 6 7 8
10
10
10
8
10
6
10
4
10
2
10
0
10
2
10
4
Iteration
R
e
s
i
d
u
a
l
s
Equilibrium
Flow rule
Complementarity
Total
FIGURE 11.4. Convergence of (ALM) on Level 6, time step 10.
parameter as merely the nal linear systems use the penalty parameter = 1e5. The ob
tained convergence rates parallel the fast linear convergence of (Grad) presented above,
provided that the parameter is chosen sufciently large.
We briey remark on the penalty update for which we recall some notation from Section
10.4.
r
k
() = DJ(
k
) +
k
+B
u
k
,
P
P
, P ,
r
k
() =
k
D
k1
K
(
k
,
k
),
P
P
, P ,
r
k
u
(w) = B
k
+ , w
X
X
, w X .
The penalty parameter is updated in one of the following situations:
(1) maxA
1
r
k
, A
1
r
k
r
k
u

X
> A
1
r
k
h
whereas the col
umn Equilibrium shows 
2
(y
k
h
)
X
h
= [E
2
(y
k
h
)[ (cf. Section 8.1 for norms on X
h
).
The column Feasibility is the quantity
_
max0, f(
h
(x))
2
dx , (11.1)
and is related to the admissibility of
h
. This is a reasonable quantity to observe in the
context of associated plasticity and has the additional advantage to be independent of
which would not be the case if we consider the norm of
3
. However, for nonassociated
plasticity, it might not sufce to consider that quantity. The sum of the three quantities
is the overall error, which is reduced by a factor 1e8 during the iteration. From the
table and the corresponding Figure 11.5, quadratic convergence can be observed in the
nal iteration. Since (AS) is a primaldual method and the equilibium equation is linear,
the stress eld is always statically admissible during the iteration (within the prescribed
tolerance). This can also be observed in Table 11.8 and Figure 11.5.
Iteration Prediction Equilibrium Flow rule Feasibility Total
0 206836 3.153e+01 1.193e00 1.689e11 3.272e+01
1 416181 2.064e10 8.316e02 1.255e+02 1.256e+02
2 455154 1.947e09 2.419e01 7.648e+01 7.672e+01
3 479262 1.307e08 1.180e01 4.988e+01 5.000e+01
4 489007 1.079e09 4.679e02 2.810e+01 2.815e+01
5 493854 2.089e10 1.187e02 1.242e+01 1.243e+01
6 495763 4.616e11 1.741e03 3.147e00 3.149e00
7 496286 1.395e11 9.500e05 2.975e01 2.976e01
8 496377 1.025e12 1.824e06 1.349e02 1.349e02
9 496392 9.082e13 2.906e08 1.903e03 1.903e03
10 496397 9.029e13 7.218e10 1.191e04 1.191e04
11 496397 9.046e13 3.380e12 1.183e10 1.226e10
TABLE 11.8. Convergence history of (AS) on Level 5, time step 10.
2.4.1. The Inuence of . As we already remarked in Section 9.3, the active set method
is expected to be sensitive to the choice of and also on the mesh size. Thus, we examine
the behavior of (AS) for different values of as well as for varying mesh size h. The
iteration count is listed in Table 11.9.
As it can be seen from the table, lower values of seem to be favourable for the given
problem. The reason is already described in Section 9.3: lower values of make it easier
to inactive mistakenly actived points. Moreover, the prediction strategy is less aggres
sive. This can be seen in Figure 11.6 where the number of predicted points during the
iteration is plotted for = 1 and = 1e4. Since initially, the number of predicted points
11.2. VERIFICATION OF NUMERICAL METHODS 155
0 2 4 6 8 10 12
10
14
10
12
10
10
10
8
10
6
10
4
10
2
10
0
10
2
10
4
Iteration
R
e
s
i
d
u
a
l
s
Equilibrium
Flow rule
Feasibility
Total
FIGURE 11.5. Convergence of (AS) on Level 5, time step 10.
is the same (the number of the previous time step), the active set predictions for the rst
iteration are identical and overestimate the true active set. But afterwards, the curves
are fairly different. Whereas for = 1e4, the next two iterates decrease the number of
predicted points signicantly, the predicted number of points is even further increased
for = 1. Starting from iteration 3, = 1e4 gives a monotonic increase in the predicted
number of active points while for = 1, the prediction seems to oscillate before a mono
tonic decrease starts. We conclude that if inactivation is necessary, a smaller value of
gives superior convergence properties and this can also explain why the algorithm did
not converge for too large values of on the higher levels.
Reconsidering Table 11.9, we observe that meshdependence seems to be related to the
choice of . For = 1, the iteration count increases with ongoing mesh renement.
Also, for = 1e2 meshdependent behavior seems to take place at least in the nal time
Level 2 Level 3 Level 4 Level 5 Level 6
1 1e2 1e4 1 1e2 1e4 1 1e2 1e4 1 1e2 1e4 1 1e2 1e4
TS 5 6 5 5 7 6 5 9 7 5 14 7 6 13 8 7
TS 6 5 5 5 10 6 5 10 7 6 15 8 6 13 8 7
TS 7 6 5 5 8 7 5 15 7 6 8 9 7 15 9 7
TS 8 8 7 6 10 7 6 10 7 7 10 9 7 12 9 8
TS 9 13 8 7 16 9 8 21 10 8 24 11 9 28 12 10
TS 10 16 10 9 18 13 10 16 10 19 11 11
TABLE 11.9. Iteration count of (AS) for different values of at the time steps 5 to 10.
denotes not converged within 80 iterations.
156 11. ASSOCIATED PLASTICITY
0 5 10 15 20 25
5
5.2
5.4
5.6
5.8
6
6.2
x 10
4
Iteration
A
c
t
i
v
e
s
e
t
p
r
e
d
i
c
t
i
o
n
= 1
= 0.0001
FIGURE 11.6. Predicted active quadrature points by (AS) on Level 4, time step 9 for
different values of .
steps. For = 1e4, the method seems to behave almost meshindependent, but just as
for the other values of , we expect the onset of meshdependent behavior if we would
be able to further rene the mesh. Thus, there seems to be a relation between and
h. However, without additional (analytical) insight into the problem, the nature of this
relation remains unclear.
2.5. Comparison of the Methods. Mainly, the algorithms can be distinguished into
primal (RR,RRmin,Grad), dual (ALM) and primaldual (AS) algorithms. On a contin
uous level, the primal problem is not wellposed in standard Sobolev spaces, see Sec
tion 2.3, and consequently, it is not to be expected that primal (and even primaldual)
algorithms perform well. Nevertheless, exploiting the minimization structure of the pri
mal problem und using a (primal) energybased line search, the algorithms (RRmin) and
(Grad) exhibit satisfying stability properties. A further advantage of primal methods re
sults from the fact that the primal problem is an unconstrained minimization problem
since constraints are explicitly fullled by the response function (a projection in perfect
plasticity).
As mentioned above, also primaldual methods like the active set method (AS) are not
generally expected to behave meshindependent, and for the given problem, this could
only be achieved for specic choices of . Wrong choices of even lead to divergence of
the iteration. An advantage of the method is that in each iteration, only one linear system
has to be solved. This contrasts the primal methods, where in each quadrature point, a
constrained minimization problem has to be solved (the projection). Moreover, the Schur
complement reduction which we explicitly derived in Section 9.2 can be handled by the
computer, i.e. it is only necessary to set up the linear system (9.5) and let the computer do
the rest. However, globalization techniques are more difcult to implement. One reason
is the dependence on , which introduces a scaling between the components
3
and
1
,
2
which is not fully understood so far. It is also the reason why we tested for feasibility
(11.1) in the above numerical study.
Methods based on the Augmented Lagrangian seem to be superior from a theoretical
point of view, even though the implementation as used in this chapter might not be
11.3. A TEST CONFIGURATION 157
stable either, cf. Section 10.4 (and particularly Assumption 10.11), where we assumed
that the solution is contained in standard Sobolev spaces. Nevertheless, Algorithm 10.1
stably approximates the stress eld in perfect plasticity even if no extraregularity of the
solution is available. From a numerical point of view, the situation is a bit different as it
can be seen fromthe stability study at the beginning of the chapter. Up to renement level
8, a difference between perfect plasticity and viscoplasticity with parameter = 1e6 can
hardly be obtained. Thus, numerically, it is reasonable to include the multiplier update.
A drawback of the method is that the subproblems are still nonlinear, even if they are
wellposed analytically. Hence, in order to be competitive, inexact solving and an update
strategy for the multiplier are necessary. This demands for some insight into the problem.
Looking at the iteration count and the computational complexity (which is related to
the solution of linear systems), the methods (RRmin), (ALM) yield similar results. (AS)
is also competitive as long as a robust solver for the linear systems is at hand and is
reasonably chosen.
3. A Test Conguration
3.1. Problem Setting. We now turn to a threedimensional example. Again, we use
the model of von Mises plasticity with the parameters given in Table 11.1. We consider
a tensile / compression test for the workpiece illustrated in Figure 11.7. In Subgure
(b), the full workpiece is illustrated and Subgure (a) shows the computational domain
including symmetry boundary conditions. (c) nally shows the projection of onto the
x
i
x
k
planes and also the point P = (3, 22, 2) is shown at which we will consider load
displacement curves. Due to the symmetry conditions, we only consider an eighth of the
full workpiece but remark that despite the symmetries, the problemis threedimensional.
With the functions
L(t) = 3.505 sin(
2
t) and S(w) =
_
7
0
_
4
0
100w
2
(x
1
, 22, x
3
) dx
3
dx
1
,
the applied load is given as (t, v) = L(t)S(v) . As it can be seen from Figure 11.8, the
limit load is expected to be slightly above 3.505S(v). We consider the time interval [0, 4]
corresponding to a complete load cycle. Up to t = 1, the conguration corresponds to
a tensile test. Due to the smaller crosssection at the face with symmetry boundary con
ditions w.r.t. x
2
, we expect to see necking, i.e. a reduction of the crosssection. Generally,
we will refer to that part of as the lower part. Once the tensile phase is completed,
between t = 1 and t = 2, elastic unloading takes place before the compression phase
starts at t = 2. The maximal compressive force is applied at t = 3 and afterwards, elas
tic unloading takes place again. As before, the computations are performed on different
levels of meshrenement, also see Table 11.10. Since we use the Augmented Lagrangian
Level 0 1 2 3 4 5
Degrees of Freedom 2 520 16 305 116 271 875 931 6 795 315 53 523 555
Cells 536 4 288 34 304 274 432 2 195 456 17 563 648
Quadrature Points 4 288 34 304 274 432 2 195 456 17 563 648 140 509 184
Internal variables 51 456 411 648 3 293 184 26 345 472 210 763 776 1 686 110 208
TABLE 11.10. Computational details for the 3d test conguration
158 11. ASSOCIATED PLASTICITY
0.00
0.00
Z
X
7.00
0.00
4.00
Y
22.0
(a) 3d view of the coarse mesh with symmetry boundary conditions
and load.
(b) 3d view of the workpiece. (c) Projections of the geometry onto the x
1
x
2
, x
1
x
3
and x
2
x
3
plane.
FIGURE 11.7. Problem setting for the 3d workpiece.
method (ALM), besides the plastic strain
n1
p
of the previous time step, it is also neces
sary to store the plastic strain increment at each quadrature point. Accordingly, in each
quadrature point we store 12 (dim(Sym(3)) = 6) internal variables. For the present case
of incompressible plasticity, it is possible to reduce this number to 10 (dim(Sym
0
(3)) = 5).
The time interval [0, 4] was nonuniformly partitioned into 80 subintervals correspond
ing to 80 load steps. At the peak loads at t = 1 and t = 3, the time step size is signicantly
smaller. The full cycle on the time interval [0, 4] is only performed up to mesh renement
level 4, while on level 5, we only considered the tensile phase t [0, 1] (also see the next
subsection).
Figure 11.8 shows the obtained hysteresis curves at the point P = (3, 22, 2) which is
situated on the face of the boundary where the force is exerted. The hysteresis curve is
w.r.t. to the x
2
displacement u
2
(P, t). As expected from the perfectly plastic model, once
the yield strength is reached, it is seemingly possible to further deform the body without
a further load increase. The yield strength is correctly identied on all meshes, but the
11.3. A TEST CONFIGURATION 159
predicted displacements are fairly different. This can be seen in Subgures (b) and (c)
which provide a zoom into the hysteresis curve at the maximal tensile and compression
force. The graphics suggests that the loaddisplacement curves converge linearly with
the mesh size h. This is also illustrated in the Figure 11.10 in which also mesh renement
level 5 is included.
160 11. ASSOCIATED PLASTICITY
0.08 0.06 0.04 0.02 0 0.02 0.04 0.06 0.08
4
3
2
1
0
1
2
3
4
Displacement u
2
(P)
L
o
a
d
L
(
t
)
Level = 1
Level = 2
Level = 3
Level = 4
(a) Hysteresis curve at P = (3, 22, 2) for different levels of mesh renement
0.05 0.055 0.06 0.065 0.07 0.075
3.49
3.495
3.5
3.505
Displacement u
2
(P)
L
o
a
d
L
(
t
)
Level = 1
Level = 2
Level = 3
Level = 4
(b) Zoom in hysteresis curve at P = (3, 22, 2).
0.075 0.07 0.065 0.06 0.055 0.05 0.045 0.04 0.035
3.508
3.506
3.504
3.502
3.5
3.498
3.496
3.494
3.492
3.49
Displacement u
2
(P)
L
o
a
d
L
(
t
)
Level = 1
Level = 2
Level = 3
Level = 4
(c) Zoom in hysteresis curve at P = (3, 22, 2).
FIGURE 11.8. Hysteresis curve at P = (3, 22, 2) for different levels of mesh renement.
11.3. A TEST CONFIGURATION 161
3.2. The Augmented Lagrangian Method (ALM). Due to the promising results of
the previous section, we use the Augmented Lagrangian method (ALM) with the same
parameters as presented before as presented in the previous section.
3.2.1. Stability and Convergence. Concerning the stability of (ALM) w.r.t. the mesh size,
we consider the time interval [0, 1] which corresponds to the tensile phase of the loading
process. Computations are performed up to mesh renement level 5 corresponding to
approximately 50 million degrees of freedom for the displacement eld, cf. Table 11.10.
The time interval is nonuniformly partitioned into 20 subintervals and gure 11.9 shows
how many linear systems were needed to be solved at the individual time steps. As
indicated above, around t = 1 corresponding to the maximal tensile force, the time step
size is considerably smaller if compared to the rst time steps. This explains why the
number of linear systems even decreases in the nal time steps. Small time steps t
n
are
indeed necessary to give a suitable initial guess for the nonlinear iteration. Nevertheless,
even very small time steps require robust methods in the vicinity of the limit load if the
mesh size is small. Surprisingly, the method shows the worst convergence behavior on
renement level 4, whereas on level 5, the number of linear systems and the convergence
is comparable to level 3. A closer look reveals that on level 4, more line searches are
necessary for the regularized subproblems.
To give an example concerning the convergence behavior of the Augmented Lagrangian
method, we consider time step 15 in more detail. Table 11.11 shows the total error during
the iteration in this time step. Therefore note that contrary to Figure 11.9, in this table
we do not consider the number of linear systems but the number of total (ALM) steps.
Similar to the twodimensional example, we obtain very fast linear convergence in the
last (ALM) steps in which the penalty parameter is xed. In the nal iterations, the equi
librium equation is typically fullled within the prescribed tolerance and only multiplier
updates are performed. This also explains why on level 5, there are 7 (ALM) steps, but
only 5 linear systems that need to be solved.
As indicated in the previous section, it appears that the loaddisplacement curves at the
point P = (3, 22, 2) converges linearly with the mesh size h. This can indeed be observed
0 2 4 6 8 10 12 14 16 18 20
2
4
6
8
10
12
14
Load step
L
i
n
e
a
r
S
y
s
t
e
m
s
Level = 2
Level = 3
Level = 4
Level = 5
FIGURE 11.9. Number of linear systems for (ALM) in the tensile phase t [0, 1] for
different levels of mesh renement.
162 11. ASSOCIATED PLASTICITY
(ALM) step Level 2 Level 3 Level 4 Level 5
0 2.089e02 1.828e02 1.686e02 1.601e02
1 3.858e00 4.557e00 4.788e00 4.872e00
2 1.970e01 3.445e01 2.115e01 9.035e01
3 2.058e02 3.895e02 3.393e02 3.231e02
4 8.661e03 1.682e02 1.095e02 3.425e04
5 1.266e05 3.171e05 8.232e03 1.096e06
6 4.687e08 1.285e06 1.225e02 2.291e08
7 2.063e09 2.172e09 1.223e02 1.976e09
8 3.283e05
9 4.340e07
10 2.171e09
TABLE 11.11. (ALM) convergence in time step 15.
by looking at Figure 11.10 which provides a magnied view on the loaddisplacement
curves.
3.2.2. Parallel Performance. We briey consider the parallel performance and efciency.
All computations were performed at the parallel cluster InstitutsCluster [KIT10] at the
Steinbuch Center for Computing (SCC) of the Karlsruhe Institute of Technology (KIT).
Computational details are shown in Table 11.12. Having a closer look at the table, the
parallel scaleup (concerning the total runtime) is not optimal when the problem size
is scaled with the resources (asymptotically the problem size increases by a factor of 8
with each additional mesh renement level). The main reason for this is the direct par
allel solver for the coarse grid problem in the multigrid method which requires a lot of
communication. Nevertheless, we used this coarse grid solver for stability reasons. As
observed in [Ml09, Chapter 4.4], a better parallel scaling can be obtained by using an
iterative linear solver for the coarse grid problem at the expense of robustness near the
limit load. But as our primary interest is the performance of the nonlinear solution algo
rithm, we decided for the more robust variant. Additionally, despite nonincreasing total
numbers of linear systems (Figure 11.9) from level 4 to 5, the occuring linear subprob
lems are harder to solve for higher levels of mesh renement. This is to be expected for
the perfectly plastic model. To give an example: in time step 9, 14 linear systems have to
be solved on mesh renement levels 4 and 5. But whereas on level 4, only 92 multigrid
Level #Processors Total memory Linear Systems Total Runtime
5 512 1 024 GB 143 6 h48 m
5 256 1 024 GB 143 7 h37 m
4 128 128 GB 165 2 h21 m
4 64 128 GB 165 4 h10 m
4 32 128 GB 165 4 h58 m
3 16 16 GB 143 1 h35 m
3 8 16 GB 143 3 h14 m
3 4 16 GB 143 3 h47 m
TABLE 11.12. Comparison of the total runtime for different numbers of processors on
different levels of mesh renement.
11.3. A TEST CONFIGURATION 163
0.055 0.06 0.065 0.07 0.075
3.492
3.494
3.496
3.498
3.5
3.502
3.504
3.506
3.508
Displacement u
2
(P)
L
o
a
d
L
(
t
)
Level = 1
Level = 2
Level = 3
Level = 4
Level = 5
(a) Loaddisplacement curve at P.
0.055 0.06 0.065 0.07 0.075 0.08
3.5025
3.503
3.5035
3.504
3.5045
3.505
3.5055
Displacement u
2
(P)
L
o
a
d
L
(
t
)
Level = 1
Level = 2
Level = 3
Level = 4
Level = 5
(b) Zoom in loaddisplacement curve at P.
FIGURE 11.10. Loaddisplacement curves at P = (3, 22, 2) for different levels of mesh
renement. We observe linear convergence.
cycles were necessary for the solution of the linear systems, this number increases to 106
multigrid cycles on level 5. This gives an additional contribution to the total runtime.
164 11. ASSOCIATED PLASTICITY
3.2.3. Graphical Illustration. We close the section with some illustrations. Figure 11.11
shows the obtained displacements at the end of the tensile phase. The displacement is
scaled 50 times and clearly shows the expected necking behavior within the lower part
of . Besides the vector norm, also the individual displacement components are shown.
The equivalent stress [ dev()[ is shown in Figure 11.12 for different loads. Whenever
[ dev()[ = K
0
= 400 MPa, plastic behavior is to be expected. As it can be seen, plastic
deformation starts at the reentrant corner and the reentrant edges, where a singularity
has to be expected even in the case of elasticity. However, if the load is further increased
the whole lower part plasties. This can also be seen in Figure 11.13 which shows the
development of the accumulated plastic strain
_
t
n
0
[
p
(t)[ dt
n
l=1
[
l
p
l1
p
[ during the
tensile phase. Starting at the edges, more and more plastic deformation sets on in the
area with smaller crosssection. Please note that in that zone, plastic deformation sets
on just after about 99.7% of the maximum load is applied, cf. Figure 11.13(cf) where no
plastic deformation is found in that part of . But afterwards, very small changes in the
applied load cause a rapid development of plastic strains in that region. Contrary, on the
bulk upper part, no plastic deformation is encountered.
11.3. A TEST CONFIGURATION 165
(a) Vector norm[u(x, 1)[ (b) x
1
displacement u
1
(x, 1)
(c) x
2
displacement u
2
(x, 1) (d) x
3
displacement u
3
(x, 1)
FIGURE 11.11. Displacement u(x, 1) at the end of the tensile loading phase. The dis
placement is scaled 50 times and one can easily recognize necking be
havior, i.e. a reduction of the crosssectional area.
166 11. ASSOCIATED PLASTICITY
(a) 80.9% of the maximum load
(b) 97.25% of the maximum load
(c) maximum load
FIGURE 11.12. Equivalent stress [ dev((x, t))[ for different applied loads. Plastic de
formation occurs whenever [ dev((x), t)[ = 400 MPa, i.e. in the blue
shaded areas.
11.3. A TEST CONFIGURATION 167
(a) 80.9% of the maximum load
(b) 97.25% of the maximum load
(c) 99.69% of the maximum load
FIGURE 11.13. Accumulated plastic strain
_
t
n
0
[
p
(x, t)[ dt.
168 11. ASSOCIATED PLASTICITY
(d) 99.89% of the maximum load
(e) 99.97% of the maximum load
(f) Maximum load
FIGURE 11.13. Accumulated plastic strain
_
t
n
0
[
p
(x, t)[ dt.
CHAPTER 12
NONASSOCIATED DRUCKERPRAGER
PLASTICITY
We begin with a numerical study in a twodimensional setting. Particularly, we want
to examine the interplay between nonassociativity in perfect DruckerPrager plasticity
and mesh renement on the other side. Since existence and uniqueness of solutions
cannot be guaranteed, we expect to observe this illposedness in some way or the other.
Additionally, we study the convergence properties of the return mapping algorithm and
the active set method, before we turn to a threedimensional slope failure problem.
1. A Study of NonAssociated DruckerPrager Plasticity
1.1. Problem Setting. We consider one half of a strip footing, described by =
(0, 10)
2
which has symmetry boundary conditions on the left and on the right w.r.t. the
x
1
direction and which is xed on the lower boundary. On the upper boundary, a com
pressive force is exerted as indicated in Figure 12.1 on half of the surface. We also con
sider the two control points P = (0, 10) and Q = (5, 5) at which we will consider load
displacement curves. The initial mesh consists of four quadrilateral cells as indicated in
the graphic.
Level 5 6 7 8
Degrees of Freedom 8 450 33 282 132 098 526 338
Cells 4 096 16 384 65 536 262 144
Quadrature Points 16 384 65 536 262 144 1 048 576
TABLE 12.1. Computational details for the 2d example of the strip footing.
Looking back at Section 1.2.5, the yield function of DruckerPrager plasticity is given by
f() = [ dev()[ +k
0
(tan
tr()
3
c) ,
169
170 12. NONASSOCIATED DRUCKERPRAGER PLASTICITY
(a) Full footing
(b) Computational domain
FIGURE 12.1. Geometry of the strip footing with points P = (0, 10) and Q = (5, 5).
with the angle of friction and the cohesion c. Nonassociativity was introduced by
means of the angle of dilatancy which is incorporated into the plastic potential
g() = [ dev()[ +k
0
(tan
tr()
3
c) .
The used material parameters are presented in Table 12.2 and the ratio between the angle
of friction and the angle of dilatancy determines the degree of nonassociativity. In the
next subsection, we will demonstrate that the choice of has a signicant impact on the
material response.
Shear modulus: 5.5 MPa
Bulk modulus: 12.07 MPa
Cohesion: c 0.01 MPa
Friction angle: 30
Dilatancy angle: 1 30
Scaling factor: k
0
0.7
TABLE 12.2. Parameters for the 2d study of DruckerPrager plasticity.
1.2. LoadDisplacement Curves and the Effect of NonAssociativity. We begin with
a study of the effect of nonassociativity in perfect DruckerPrager plasticity. Therefore,
we study the loaddisplacement curves at the points P and Q for varying degree of non
associativity, i.e. for different choices of the angle of dilatancy . The loaddisplacement
curves are shown in Figure 12.2, and all curves were obtained on mesh renement level 7
with variable time stepping. In P, the solution has symmetry boundary conditions w.r.t.
x
1
, thus we only consider the x
2
displacement u
2
(P, t). This is depicted in Subgure (a)
and we see that the limit load decreases in nonassociated materials. On the other hand,
for xed load, the nonassociated material seems to exhibit larger displacements. We
turn to the point Q, and Subgure (b) shows the x
1
displacement u
1
(Q, t). The obtained
curve is similar to the rst one. However, looking at the x
2
displacement u
2
(Q, t) in (c),
the situation changes signicantly. Whereas for the associated material ( = 30
), we ob
tain a positive x
2
displacement once plastic deformation sets on, for the nonassociated
material we observe the opposite. This can also be seen in (d) where the path Q(t) of
12.1. A STUDY OF NONASSOCIATED DRUCKERPRAGER PLASTICITY 171
0.6 0.5 0.4 0.3 0.2 0.1 0
5.5
6
6.5
7
u
2
T
i
m
e
= 30
, = 30
= 30
, = 20
= 30
, = 10
= 30
, = 1
(a) Displacement u
2
(P, t)
0 0.05 0.1 0.15 0.2 0.25
5.5
6
6.5
7
u
1
T
i
m
e
= 30
, = 30
= 30
, = 20
= 30
, = 10
= 30
, = 1
(b) Displacement u
1
(Q, t)
0.04 0.02 0 0.02 0.04 0.06
5.5
6
6.5
7
u
2
T
i
m
e
= 30
, = 30
= 30
, = 20
= 30
, = 10
= 30
, = 1
(c) Displacement u
2
(Q, t)
0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7
0.05
0.04
0.03
0.02
0.01
0
0.01
0.02
x
1
x
2
= 30
, = 30
= 30
, = 20
= 30
, = 10
= 30
, = 1
and = 1
(associated). (b) = 30
and = 1
(nonassociated).
(c) = = 30
(associated). (d) = 30
and = 1
(nonassociated).
FIGURE 12.3. Qualitative difference between associated and nonassociated plasticity.
(a) and (b) show the vector norm[u[ on . (c) and (d) magnify the region
around x = (5, 10).
12.1. A STUDY OF NONASSOCIATED DRUCKERPRAGER PLASTICITY 173
1.3. Mesh Convergence. As outlined in the beginning of the section, nonassociated
perfect plasticity is generally illposed in the sense that existence and uniqueness of
solutions is not guaranteed, also see Appendix B. Thus, if we progressively rene the
mesh we expect to observe this behavior somehow. In Figure 12.4 we consider the load
displacement curves at P for associated and nonassociated plasticity for different lev
els of mesh renement. In associated plasticity, Subgure (a) suggests that the load
displacement curve converges linearly if the mesh is rened. The same was already ob
served in the previous chapter for associated von Mises plasticity. Moreover, it appears
that the loaddisplacement curve is well dened. Subgure (b) considers nonassociated
plasticity with = 1
. Apparently, there is some limit load in the sense that the com
putation could not proceed beyond that time instance. However, on renement level 8,
it seems that the material fails just after the elastic limit is reached and (c) provides a
magnied view into the loaddisplacement curve on level 8. We observe that contrary
to associated plasticity, the curve is nonmonotone and the zigzagging behavior seems
to be an indicator for the illposedness of the model since the point P is just below the
monotonically increasing load, and in a quasistatic setting (no dynamical forces), an in
crease of the vertical displacement u
2
should not be possible. A closer look shows that
this behavior, though not as obvious, also occurs for = 10
and = 20
.
0.25 0.2 0.15 0.1 0.05 0
5.5
6
6.5
7
7.5
Displacement u
2
L
o
a
d
Level = 5
Level = 6
Level = 7
Level = 8
(a) = = 30
(associated).
0.25 0.2 0.15 0.1 0.05 0
5
5.5
6
6.5
7
Displacement u
2
L
o
a
d
Level = 5
Level = 6
Level = 7
Level = 8
(b) = 30
and = 1
(nonassociated).
0.08 0.075 0.07 0.065
6.131
6.132
6.133
6.134
6.135
6.136
Displacement u
2
L
o
a
d
Level = 8
(c) = 30
and = 1
(nonassociated). Magnied
view on level 8.
FIGURE 12.4. Loaddisplacement curves at P for different levels of mesh renement.
174 12. NONASSOCIATED DRUCKERPRAGER PLASTICITY
1.4. Superlinear Convergence of (Smoothed) DruckerPrager Plasticity. After hav
ing set the focus on the material model, we now have an eye on the convergence prop
erties of the algorithms. Since the model is nonassociated, we cannot use minimization
algorithms due to the lack of a suitable merit function. Therefore, we focus on the gen
eralized Newton method (RR) as introduced in Chapter 7 and also consider the active
set method (AS) of Chapter 9. We expect at least superlinear convergence as a result of
Sections 7.4 and 9.3. In order to observe the convergence behavior, we x the angle of di
latancy at = 15
and = 15
t and
L
t
(t) = max0, t
w
3
(x) dx L
t
(t)
_
3
0
_
12
9
1
400
w
3
(x
1
, x
2
, 6) dx
2
dx
1
.
The loading process is also illustrated in Subgure 12.5(b). The slope geometry is such
that plastic behavior already sets on in the gravity loading phase, i.e. the selfweight of
the slope triggers plastic deformation and as indicated above, this deformation is homo
geneous w.r.t. the x
1
direction due to the geometry of .
Shear modulus: 5.5 MPa
Bulk modulus: 12.07 MPa
Cohesion: c 0.008 MPa
Friction angle: 25
Dilatancy angle: 5 25
Scaling factor: k
0
0.7
Specic weight: 0.033 MPa/m
Viscoplasticity: 2000 1/s
Time step size: t 0.1 s
TABLE 12.5. Parameters for the slope failure problem.
12.2. A SLOPE FAILURE PROBLEM 177
Table 12.6 presents the computational details. In each quadrature point, the history
variable
n1
p
needs to be stored for the computation. Again, we also consider load
displacement curves at two different points. The points P = (0, 4, 4) and Q = (4, 12, 3)
are also marked in Figure 12.5.
Level 0 1 2 3 4 5
Degrees of Freedom 4392 14943 108 603 826 995 6 452 451 50 973 123
Cells 512 4 096 32 768 262 144 2097152 16 777 216
Quadrature Points 4 096 32 768 262 144 2097152 16 777 216 134 217 728
Internal variables 24 576 196 608 1 572 864 12 582 912 100 663 296 805 306 368
TABLE 12.6. Computational details for the slope failure problem.
(a) 3d view of the coarse mesh.
0 0.5 1 1.5 2 2.5 3 3.5
0
0.5
1
1.5
2
2.5
Time
L
o
a
d
f
u
n
c
t
i
o
n
s
L
g
(t)
L
t
(t)
(b) Loading regime.
(c) Projections of the geometry onto the x
1
x
2
, x
1
x
3
and x
2
x
3
plane.
FIGURE 12.5. Geometry of the slope and the loading regime.
178 12. NONASSOCIATED DRUCKERPRAGER PLASTICITY
2.1. LoadDisplacement Curves. On mesh renement level 4 and for different angles
of dilatancy , we consider loaddisplacement curves at the points P = (0, 4, 4) and
Q = (4, 12, 3) as well as the paths of the corresponding material points during the time
interval [0, 3.5]. Subgures 12.6(a,b) show the loaddisplacement curves w.r.t. the x
2
 and
x
3
component at P (note that u
1
(P, t) = 0 due to symmetry conditions). Qualitatively, the
obtained curves are very similar for the different dilatancy angles. Nevertheless, having
a closer look at the obtained displacements, there are signicant differences, e.g. the nal
u
3
(P, t) displacement in Subgure (b). Subgures (c,d) correspond to the paths of the
material points. In the nonassociated material, the total displacements in P are smaller
for a given load when compared to the associated material. This can be explained by the
larger volumetric plastic strains in the associated model.
It is interesting to observe that on mesh renement level 4 and for = 5
, the generalized
Newton method always converged with the step size t t
n
= 0.1, wheres for = 15
and = 25
, it was necessary to halve the step size in some of the nal time steps. This
can also be recognized by having a closer look at the loaddisplacement curves. We just
remark that for = 25
, = 5
= 25
, = 15
= 25
, = 25
(a) Displacement u
2
(P).
0.02 0.01 0 0.01 0.02 0.03 0.04 0.05
0
0.5
1
1.5
2
2.5
3
3.5
u
3
T
i
m
e
= 25
, = 5
= 25
, = 15
= 25
, = 25
(b) Displacement u
3
(P).
0.1 0.08 0.06 0.04 0.02 0 0.02
0.02
0.01
0
0.01
0.02
0.03
0.04
0.05
x
2
x
3
= 25
, = 5
= 25
, = 15
= 25
, = 25
, = 5
= 25
, = 15
= 25
, = 25
and
we consider = 25
(associated) and = 15
, = 5
(nonassociated).
12.2. A SLOPE FAILURE PROBLEM 179
2.2. Mesh Convergence. Similar to the previous sections, we also consider the de
pendence on the mesh size h. For this, we examine associated DruckerPrager plasticity
( = 25
, [[[u[[[ and
the loaddisplacement curves at P. The results can be found in Figures 12.712.10. In the
rst gure, the convergence of the stresses are observed. The curves of the associated
model and the nonassociated look very similar and a difference can only be observed in
the magnied view. The norm 
29 30
0.565
0.5655
0.566
0.5665
0.567
0.5675
0.568
0.5685
0.569
Time step
Level = 2, = 25
Level = 3, = 25
Level = 4, = 25
Level = 5, = 25
Level = 2, = 5
Level = 3, = 5
Level = 4, = 5
Level = 5, = 5
for = = 25
, = 5
Level = 3, = 25
Level = 4, = 25
Level = 5, = 25
Level = 2, = 5
Level = 3, = 5
Level = 4, = 5
Level = 5, = 5
, = 5
Level = 3, = 25
Level = 4, = 25
Level = 5, = 25
Level = 2, = 5
Level = 3, = 5
Level = 4, = 5
Level = 5, = 5
Level = 3, = 25
Level = 4, = 25
Level = 5, = 25
Level = 2, = 5
Level = 3, = 5
Level = 4, = 5
Level = 5, = 5
) and
the nonassociated model ( = 15
and = 5
and = 5
(nonassociated).
(b) = 25
and = 15
(nonassociated).
(c) = = 25
(associated).
FIGURE 12.11. Accumulated plastic strain
_
t
0
[
p
(x, s)[ ds at time t = 2.9 for different
angles of dilatancy.
12.2. A SLOPE FAILURE PROBLEM 185
(a) t = 1.0, Isosurface at 0.005. (b) t = 2.0, Isosurface at 0.005.
(c) t = 2.5, Isosurface at 0.007. (d) t = 2.9, Isosurface at 0.02.
(e) t = 3.2, Isosurface at 0.04. (f) Cutplanes.
FIGURE 12.12. Shear band development: = 25
and = 5
(nonassociated).
186 12. NONASSOCIATED DRUCKERPRAGER PLASTICITY
(a) = 25
and = 5
(nonassociated).
(b) = 25
and = 15
(nonassociated).
(c) = = 25
(associated).
FIGURE 12.13. Displacement at nal time t = 3.5 for different angles of dilatancy. The
gures show the vector norm[u(x, 3.5)[ and the displacement is scaled
(only) three times.
12.2. A SLOPE FAILURE PROBLEM 187
F
I
G
U
R
E
1
2
.
1
4
.
M
a
g
n
i
e
d
v
i
e
w
o
f
t
h
e
u
2
d
i
s
p
l
a
c
e
m
e
n
t
a
t
t
i
m
e
t
=
3
.
5
.
T
h
e
c
o
m
p
u
t
a

t
i
o
n
w
a
s
p
e
r
f
o
r
m
e
d
o
n
m
e
s
h
r
e
n
e
m
e
n
t
l
e
v
e
l
4
a
n
d
t
h
e
m
e
s
h
i
s
i
n
d
i

c
a
t
e
d
i
n
t
h
e
g
r
a
p
h
i
c
.
A
g
a
i
n
,
t
h
e
d
i
s
p
l
a
c
e
m
e
n
t
i
s
s
c
a
l
e
d
b
y
a
f
a
c
t
o
r
o
f
t
h
r
e
e
.
Part 4
Appendix
APPENDIX A
NONSMOOTH ANALYSIS AND THE
PROJECTION OPERATOR
In this chapter, we provide a summary of results concerning nonsmooth analysis includ
ing generalized derivatives, implicit function theorems, semismoothness of functions
and generalized Newton methods. We also consider properties of projection operators in
nite dimensional spaces. Specically, we will show the (strong) semismoothness of the
projection operator for particular sets K. We do this in a more abstract framework and
for convenience, this framework will be set in R
N
. We consider the projection operator
P : R
N
K R
N
w.r.t. the inner product a(x, y) = x
T
Ay and corresponding norm
[x[
A
=
_
a(x, x) onto a closed convex set K R
N
. Here, the matrix A R
N,N
is symmet
ric and positive denite. It is well known that the projection P(x) is characterized by the
variational inequality
a
_
x P(x), z P(x)
_
0 z K ,
and that for a given x R
N
, the projection is the unique solution of the minimization
problem
Minimize [y x[
A
subject to y K .
In the associated norm, P is nonexpansive, i.e. Lipschitz continuous with modulus 1,
[P(x) P(y)[
A
[x y[
A
x, y R
N
.
As we have seen before, this characterization also holds in the innite dimensional case.
Analytically, the case A = I is dominant. However, this is no limitation from an ana
lytical point of view, since the projection can also be characterized as the solution of an
equivalent Euclidian problem:
Minimize [z w[ subject to A
1/2
z K .
with the correspondence w = A
1/2
y and z = A
1/2
x. Hence, everything that is valid for
the Euclidean projection also holds true for the projection w.r.t. the norm[ [
A
.
191
192 A. NONSMOOTH ANALYSIS AND THE PROJECTION OPERATOR
1. Nonsmooth Analysis and Generalized Newton Methods
We shortly recapitulate some basic concepts of nonsmooth analysis, and in particular
we consider different differentiability concepts for generally nondifferentiable functions.
The goal is to enlarge the class of functions for which a (generalized) variant of Newtons
method converges superlinearly. After introducing some concepts particularly designed
for nite dimensional spaces, we shortly consider the innite dimensional case. Good
references for this topic are [IK08, Section 8] and [PF03a, Section 7].
1.1. Basic Concepts of Nonsmooth Analysis the Finite Dimensional Case. Let
F : R
N
R
M
be a function. If F is differentiable at x R
N
, then DF(x) R
M,N
denotes
the usual Jacobian. The directional derivative of F at x into direction h R
N
is denoted by
DF(x; h) := lim
t0
1
t
_
F(x +th) F(x)
_
,
and if F is differentiable at x, we have DF(x; h) = DF(x)h. Moreover, the function F
is B(ouligand)differentiable at x if it is directionally differentiable at x and the directional
derivative satises
1
[h[
_
F(x +h) F(x) DF(x; h)
_
= o([h[) as h 0 , h ,= 0 .
In the following we restrict ourselves to (locally) Lipschitz continuous functions and it
is wellknown that in this case, Bdifferentiability and directional differentiability are
equivalent. Moreover, by Rademachers theorem [CLSW98, Section 3.4], F is differen
tiable almost everywhere and by
F
R
N
, we denote the points where F is differen
tiable. The set
B
F(x) := B R
M,N
: B = lim
yx, y
F
DF(y)
is the Bsubdifferential of F at x and if F is differentiable at x, then
B
F(x) = DF(x).
Based on the Bsubdifferential, Clarkes generalized Jacobian, cf. [Cla83], is given as the
convex hull of the Bsubdifferential,
F(x) = conv
B
F(x) . (A.1)
It can be shown that F(x) is nonempty, compact and convex and obviously F(x) =
DF(x) if F is differentiable at x. We remark that we use the same symbol for the
generalized Jacobian and the convex subdifferential. This is justied because for a scalar
convex function, the convex subdifferential and the generalized Jacobian coincide, see
[KK02, Section 1.2].
The Csubdifferential
C
F(x) is dened as
C
F(x) =
_
F
1
(x)
T
F
M
(x)
T
_
T
,
and obviously
B
F(x) F(x)
C
F(x). The function F is called
BDregular (Bouligandregular) at x, if all elements of
B
F(x) are regular, i.e.: if
B
B
F(x), then B is regular,
CDregular (Clarkeregular) at x, if all elements of F(x) are regular, i.e.: if C
F(x), then C is regular.
Note that CDregularity is a stronger requirement as for m(x) = [x[ (the absolute value
function), we nd
B
m(0) = 1, 1 but m(0) = [1, 1] and hence 0 m(0) but 0 ,
B
m(0), so mis BDregular but not CDregular. The following result follows from[PF03a,
Theorem 7.5.3].
A.1. NONSMOOTH ANALYSIS AND GENERALIZED NEWTON METHODS 193
Proposition A.1. Suppose that F : R
N
R
M
is CDregular at x
, ) = y R
N
: [x
y[ < .
The same result obviously holds for BDregularity as
B
F() F().
For the rapid convergence of Newtons method for nonsmooth equations, semismooth
ness plays a central role. For vectorvalued functions, this concept was introduced in
[QS93] extending the scalar case given in [Mif77]. F is semismooth at x if it is locally
Lipschitz continuous at x and if
lim
V F(x +th
),
t 0, h
h
V h
t
exists for all h R
N
. There are several equivalent formulations of semismoothness even
allowing the transfer to the innite dimensional case. We begin with some characteriza
tions of semismoothness, cf. [QS93, SS02]:
Proposition A.2. For F : R
N
R
M
, the following statements are equivalent:
(1) F is semismooth at x.
(2) F is locally Lipschitz at x, DF(x; ) exists and for any G F(x + h):
[Gh DF(x; h)[ = o([h[) as h 0 .
(3) F is locally Lipschitz at x, DF(x; ) exists and for any G F(x + h):
[F(x +h) F(x) Gh[ = o([h[) as h 0 .
(4) F is locally Lipschitz at x, DF(x; ) exists and for all x + h
F
:
[DF(x +h)h DF(x; h)[ = o([h[) as h 0 .
(5) F is locally Lipschitz at x, and for all x + h
F
:
[F(x +h) F(x) DF(x +h)h[ = o([h[) as h 0 .
When o([h[) is replaced by O([h[
1+p
), p (0, 1], we say that F is semismooth of order p, and in
the case p = 1 we say that F is strongly semismooth.
Depending on the given context, one of these different formulations may be most conve
nient. We consider the following examples of semismooth functions.
A simple example for a strongly semismooth function is the maxfunction and
we also give the generalized Jacobian.
m : R R, m(t) = max0, t , m(t) =
_
_
1 , t > 0 ,
[0, 1] , t = 0 ,
0 , t < 0 .
(A.2)
Piecewise C
1
functions (or PC
1
functions): a function F : R
N
R
M
is PC
1
if it
is locally Lipschitz and if there is a nite selection (pieces) of smooth functions
F
i
C
1
(R
N
, R
M
) such that for all x R
N
the set I(x) = i : F(x) = F
i
(x) is not
empty. Properties of PC
1
functions were considered in [KS94]. The generalized
Jacobian at x of such a function is given as
F(x) = convDF
s
(x) : x int(I
1
(s)) ,
and we also refer to [KK02]. We call a function f locally PC
1
at x if there is a
neighbourhood (x) such that f is PC
1
in (x). Furthermore, if f is locally PC
1
194 A. NONSMOOTH ANALYSIS AND THE PROJECTION OPERATOR
at all x R
N
, we call the function locally PC
1
on R
N
. Locally PC
1
functions are
semismooth, also see [PF03a, Proposition 7.4.6].
Tame functions: this is a broader, but less accessible set of semismooth functions
introduced in [BDL09].
SC
1
functions: a function f : R
N
R is a SC
1
function if f C
1,1
(R
N
, R) and
if F() = Df()
T
is semismooth, i.e. f is a differentiable function with Lipschitz
continuous and semismooth derivative F(x) = Df(x)
T
. For SC
1
function, the
following second order approximation result holds:
lim
V F(x+h)
[h[0
1
[h[
2
_
f(x +h) f(x) F(x)
T
h
1
2
h
T
V h
_
= 0 (A.3)
Following [vHK08, Lemma 2.2], semismoothness can also be dened in terms of the
B
and
C
subdifferential:
Proposition A.3. Let F : R
N
R
M
be locally Lipschitz and directionally differentiable and let
x R
N
be an arbitrary point. Then the following statements are equivalent:
(1) F is semismooth at x, i.e. for all G F(x +h): [Gh DF(x; h)[ = o([h[) as h 0 .
(2) For all G
B
F(x + h): [Gh DF(x; h)[ = o([h[) as h 0 .
(3) For all G
C
F(x +h): [Gh DF(x; h)[ = o([h[) as h 0 .
(4) F
i
is semismooth for all components i = 1, . . . , M, i.e. for all H
i
F
i
(x + h): [H
i
h
DF
i
(x; h)[ = o([h[) as h 0 .
Based on this equivalent formulations, in [vHK08], the following implicit function the
orem for semismooth equations was proven on the basis of an inverse function theo
rem given in [PSS03]. Concerning this theorem, we need the following notation. Let
Y : R
N
R
M
R
N
be locally Lipschitz. Then
x
Y (x, y) denotes the set of all matrices
M R
N,N
such that there exists a matrix N R
N,M
such that
_
M N
R
N,N+M
belongs
to Y (x, y). Similarly,
y
Y (x, y) is dened. Then, the following holds:
Proposition A.4. Let Y : R
N
R
M
R
N
be locally Lipschitz and semismooth in a neigh
bourhood of a point (x
, y
) R
N
R
M
satisfying Y (x
, y
x
Y (x
, y
) of y
and a func
tion S : (y
) R
N
which is locally Lipschitz and semismooth such that S(y
) = x
and
Y (S(y), y) = 0 for all y (y
).
A similar theorem was given in [Sun01]. However, not within the framework of semis
moothness, but he showed that if Y has a superlinear approximation property, then
the implicitly dened function inherits this property. An implicit function theorem for
Lipschitz functions was already shown in [Cla83].
We close this subsection by stating a chain rule for (strongly) semismooth functions. The
following result can be found in [PF03a, Proposition 7.4.4].
Proposition A.5. Let F : R
N
R
M
be (strongly) semismooth in a neighbourhood of x R
N
and let G : R
M
R
P
be (strongly) semismooth in a neighbourhood of F( x). Then H : R
N
R
P
, H = G F is (strongly) semismooth in a neighbourhood of x.
We remark that this proposition was only proven for G : R
M
R, being a scalar function.
However, by proposition A.3(4), this also holds for vectorvalued functions.
A.1. NONSMOOTH ANALYSIS AND GENERALIZED NEWTON METHODS 195
1.2. The Innite Dimensional Case. Since Rademachers theorem does not hold in
innite dimensional spaces, the concept of semismoothness in terms of the generalized
Jacobian as introduced above is not applicable. However, looking at the different equiva
lent formulations of semismoothness, it is formulation (3) in Proposition A.2 which is es
sential for showing superlinear convergence of a generalized Newton method. By drop
ping the requirement G F(x + h) as the generalized Jacobian cannot be dened in
function space, several concepts have been introduced. In [CQN00], the notion of a slant
derivative was introduced. This concept was slightly extended in [HIK03], and we repeat
this denition at this point. Let X and Z be Banach spaces. The mapping F : D X Z
is called slantly differentiable on an open subset U D if there exists a family of mappings
G : U L(X, Z) such that
F(x +h) F(x) G(x +h)h
Z
= o(h
X
) as h 0 , (A.4)
for every x U. In subsequent work, the same authors also used the notions of Newton
differentiability or generalized differentiability.
In [KK02, Chapter 6], functions G : U L(X, Y ) that satisfy (A.4) are called Newton
functions and the set of such functions is denoted as a Newton map. Going back to
the nite dimensional case and using the notion of a Newton map, F : R
N
R
M
is
semismooth at x if F() is a Newton map.
As an example, let us consider the pointwise max function. For R
d
open and
bounded, dene
M : L
q
(, R) L
p
(, R) , (Mu)(x) =
_
u(x) , u(x) 0 ,
0 , else
a.e. in . (A.5)
M is welldened whenever 1 p q , and for some arbitrary but xed R, we
dene
G : L
q
(, R) L(L
q
(, R), L
p
(, R)) (G(u))(x) =
_
_
1 , u(x) > 0 ,
, u(x) = 0 ,
0 , u(x) < 0 .
Following [HIK03], we nd that G cannot serve as a Newtonmap (or slant derivative) if
p = q, but if p < q, G is a slant derivative of M.
A different concept of semismoothness in function space was developed in [Ulb03].
There, the focus was set on the denition of a generalized differential in function space
suitable to prove superlinear convergence of Newtons method (with an additional smooth
ing step if necessary).
1.3. Generalized Newton Methods. Adopting the framework of the last subsection,
we now consider the problem of nding x
provided that x
0
x
 is small enough.
196 A. NONSMOOTH ANALYSIS AND THE PROJECTION OPERATOR
Algorithm A.1 Generic Newton algorithm.
S0) Choose x
0
U and set k := 1.
S1) Check for convergence by a suitable stopping rule.
S2) Determine a generalized derivative G(x
k1
) of F at x
k1
.
S3) Solve G(x
k1
)d
k
= F(x
k1
) for d
k
and set x
k
= x
k1
+ d
k
.
S4) Set k := k + 1 and go to S1) .
In nite dimenions, provided that F() is a Newton map, a suitable choice for G(x
k1
) is
an arbitrary element of the generalized Jacobian F(x
k1
), thereby yielding superlinear
convergence provided that F is semismooth at x
. This is
summarized in the following theorem taken from [QS93, Theorem 3.2]:
Theorem A.7. Let x
) are non
singular (i.e. F is CDregular at x
provided that [x
0
x
[ is small
enough.
For semismooth Lipschitz functions, there also exists a NewtonKantorovich type theo
rem, cf. [QS93, Theorem 3.3], which we do not state here.
2. Semismoothness of the Projection Operator
2.1. The Projection Operator. Since the projection operator P : R
N
K R
N
is
Lipschitz continuous, by Rademachers theorem it follows that P is differentiable almost
everywhere. However, it is not clear a priori in which points P is differentiable. Ob
viously, on the boundary of K, the derivative cannot exist classically. However, when
x K, the directional derivative can be given explicitly in terms of the projection onto
the tangent cone at x, cf. [Zar71, Har77, HUL93a]. In the given references, this was
proven for the Euclidean projection, but the proof also applies in our context and we
shortly prove this result. For this result, we introduce the tangent cone T
K
(y) of K at
y K as the set
T
K
(y) = h R
N
: y
k
K, y
k
y and t
k
0 s.t. h = lim
k
1
t
k
(y
k
y)
If K is convex, we have T
K
(y) = limext
t0
1
t
(Ky), where the limes exterior is the set of all
cluster points of all selections, cf. [HUL93a, Appendix A.5]. If y int(K), then obviously
T
K
(y) = R
N
, so the interesting case is y K.
Lemma A.8. For y K, the directional derivative in direction h R
N
of the projection P is
given by the projection onto the tangent cone at y in the metric dened by A, i.e.
DP(y; h) = lim
t0
1
t
_
P(y + th) P(y)
_
= P
T
K
(y)
(h) .
PROOF. We rst show that the difference quotient
1
t
(P(y +th) y) is the projection of
h onto the cone
1
t
(Ky) w.r.t. the metric [ [
A
. For arbitrary z
1
t
(Ky), i.e. z =
1
t
(wy)
A.2. SEMISMOOTHNESS OF THE PROJECTION OPERATOR 197
for some w K, we have
a
_
h
1
t
(P(y + th) y), z
1
t
(P(y +th) y)
_
= a
_
h
1
t
(P(y +th) y),
1
t
(w y (P(y +th) y))
_
=
1
t
2
a
_
y +th P(y + th), w P(y +th)
_
0 ,
where the last inequality follows from the characterization of the projection. Hence the
difference quotient
1
t
(P(y + th) y) is the projection of h onto the cone
1
t
(K y). The
assertion follows by letting t 0.
It remains the question of differentiability when y , K. This question cannot be an
swered in general, since it depends on the smoothness of the boundary of K. Particu
larly, in [Kru69] and [Sha94] it was shown that the projection cannot be differentiable
in general when y , K. Positive results concerning differentiability were obtained in
[Hol73], where it is shown that P C
1
in R
N
K, if K is C
2
. Under additional regular
ity conditions, the converse was proven in [FP82], also cf. [Nol95]. However, it turns out
that a C
2
regular boundary K is far too restrictive.
2.2. A General Result. In this subsection, K is described by p N smooth and con
vex functions f
i
C
2
(R
N
, R) and we also write f : R
N
R
p
. Then, K R
N
is charac
terized by
K = x R
N
: f(x) 0 = x R
N
: f
i
(x) 0 for i = 1, . . . , p . (A.6)
K could contain afne equality constraints as well but we do not discuss this here, cf.
[PR96]. For x K, we denote the set of active indices by
I(x) = i 1, . . . , p : f
i
(x) = 0 .
In the situation without equality constraints, the MangasarianFromovitz constraint quali
cation (MFCQ) requires that there is a h R
N
such that Df
i
(x)h < 0 for all i I(x) and
it is wellknown that the (MFCQ) is implied by the Slater condition, i.e. there exists a
x K with f( x) < 0. Therefore, let i I(x) and then
0 > f
i
( x) = f
i
( x) f
i
(x) Df
i
(x)( x x)
due to the convexity of f
i
. Thus, setting h = x x gives the result. Under (MFCQ),
there exists a Lagrange multiplier R
p
, 0 such that the projection x = P(y) is
characterized by the KarushKuhnTucker (KKT) conditions
A(x y) + Df(x)
T
= 0 ,
0 , f(x) 0 and
i
f
i
(x) = 0 for i = 1, . . . , p .
(A.7)
We will now establish differentiability properties of P at y , K. In order to do so, we
need to introduce the critical cone of the projection w.r.t. the metric induced by A. For
x = P(y), we dene
(
K
(y) = T
K
(x) (x y)
A
= T
K
(P(y)) (P(y) y)
A
,
cf. [PF03b, Section 4] and
A
denotes the orthogonality w.r.t. the inner product induced
by A. If y K (i.e. y = P(y) = x), we have (
K
(y) = T
K
(y). To give an illustration, Figure
A.1 shows possible shapes of the critical cone if y , K in R
2
. From A.1(c), one can readily
observe that (
K
(x) is a cone in general.
198 A. NONSMOOTH ANALYSIS AND THE PROJECTION OPERATOR
(a) Single active constraint: The critical cone
coincides with the subspace (y x)
.
(b) Two active constraints and y x int A
k
(x):
the critical cone reduces to (
K
(x) = 0.
(c) Two active constraints and y x A
K
(x): the
critical cone is a ray starting at 0 and is parallel
to y x, i.e. (
K
(y) is a cone.
FIGURE A.1. Possible shapes of the critical cone in 2d for one and two active con
straints w.r.t. the Euclidian metric. The tangent cone T
K
(x) is shaded in
grey, the normal cone A
K
(x) in light blue and the critical (
K
(x) in red.
The dashed line is the subspace (P(y) y)
i=1
i
D
2
f
i
(P(y)) .
Due to [PR96, Theorem 2], we have the following result:
Proposition A.9. Suppose that (MFCQ) holds at x = P(y) K with K as given in (A.6). Then
P is Bouliganddifferentiable (in particular directionally differentiable) at y and for each h R
N
,
there exists R
p
, 0 such that
DP(y; h) = P
G(y,)
(
K
(y)
(G(y, )
1
Ah) , (A.8)
with the projection P
G(y,)
(
K
(y)
onto the critical cone (
K
(y) in the metric induced by G(y, ) .
Note that in [PR96] and [PF03b], a slightly different notation for the projection onto the
critical cone was used and their derivation was for A being the identity. Again, this
gives a characterization of the directional derivative of P at an arbitrary point with the
derivative being a projection onto a polyhedron.
In order to prove the semismoothness of the projection mapping, we need to introduce a
different constraint qualication than the (MFCQ).
Denition A.10. Let K be of the form (A.6). At x K, the constant rank constraint quali
cation (CRCQ) holds if there is a neighbourhood U of x such that for every subset J I(x) and
all z U, the set Df
i
(z) : i J has the same rank (which depends on J).
Obviously, the (CRCQ) at x K is implied by the (LICQ), i.e. the derivatives Df
i
(x) :
i I(x) are linearly independent at x. However, the (CRCQ) neither implies nor is
implied by the (MFCQ).
The following theorem is a conclusion of the results given in [PR96, QS93].
Theorem A.11. Let K have the form (A.6) with f C
2
(R
N
, R
p
) and let y R
N
be arbitrary.
If the (CRCQ) holds at P(y), then the projection P is semismooth at y R
N
and the directional
derivative is given as, cf. (A.8):
DP(y; h) = P
G(y,)
(
K
(y)
(G(y, )
1
Ah) .
PROOF. The proof relies on several theorems in the above mentioned articles and
can also be found in [PF03b, PF03a]. Following [PF03b, Theorem 4.5.2], we remark that
under the (CRCQ), the projection is locally PC
1
for all y R
N
. Then, the semismoothness
follows by [PF03a, Proposition 7.4.6]. Further, in [PR96, Theorems 7 and 8] it is shown
that under (CRCQ), the directional derivative at y is given as
DP(y; h) = P
G(y,)
(
K
(y)
(G(y, )
1
Ah)
for all y R
N
, therefore extending Proposition A.9.
2.3. Evaluating the Derivative in a Simple Case. The above subsection gives a char
acterization of the directional derivative of the projection by means of the projection onto
the critical cone in a different metric, see (A.8). If K is dened by only one convex func
tion, i.e. K = x R
N
: f(x) 0 with a convex function f C
2
(R
N
, R), this result can
be simplied and the derivative can be given in closed form if the projection x = P(y) is
known. Therefore note that if y , K, the critical cone is given as
(
K
(y) = T
K
(P(y)) (P(y) y)
A
= h R
N
: Df(P(y))h = 0 ,
200 A. NONSMOOTH ANALYSIS AND THE PROJECTION OPERATOR
and is a linear subspace. We consider several cases:
(1) y int K: obviously DP(y; h) = h.
(2) y K: By Lemma A.8, we nd DP(y; h) = P
T
K
(y)
(h) and if K is described by
a single constraint, T
K
(y) is a halfspace, i.e. T
K
(y) = h R
N
: Df(y)h 0.
Hence,
P
T
K
(x)
(h) = h max0, Df(x)h
A
1
Df(x)
T
Df(x)A
1
Df(x)
T
=
_
h , Df(y)h 0 ,
_
I
A
1
Df(x)
T
Df(x)
Df(x)A
1
Df(x)
T
_
h , Df(y)h > 0 .
(3) If y , K, let 0 be the Lagrange multiplier of the projection. The directional
derivative is then given by DP(y; h) = P
G(y,)
(
K
(y)
(G(y, )
1
Ah) and as we have seen
above (
K
(y) = h R
N
: Df(x)h = 0. Thus, the derivative is characterized as
the solution d of the minimization problem
Minimize
1
2
(d G(y, )
1
Ah)
T
G(y, )(d G(y, )
1
Ah)
subject to d (
K
(y) = d R
N
: Df(x)d = 0 .
This is equivalent to nding a minimum of
1
2
(d
T
G(y, )d d
T
Ah) on (
K
(y). This
is a projection onto a linear space and can be given explicitly as
DP(y; h) =
_
I
G(y, )
1
Df(x)
T
Df(x)
Df(x)G(y, )
1
Df(x)
T
_
G(y, )
1
Ah.
We will obtain the same result in different setting from the implicit function the
orem below.
2.4. The projection operator in special cases.
2.4.1. Semismoothness of the Projection onto a Polyhedron. In this section, we consider
the case when K is a polyhedron, i.e. an intersection of halfspaces. For this, let B R
M,N
and b R
M
be given such that the set K has a representation
K = x R
N
: Bx b
The following result can be found in [Sch94].
Proposition A.12. The projection P : R
N
K onto the polyhedron K is piecewise afne and
hence PC
1
, i.e. there are afne functions P
i
: R
N
R
N
such that the active set I(x) = i :
P(x) = P
i
(x) is not empty for all x R
N
.
Particularly, each piece P
i
is a projection onto an afne subspace K
i
R
N
and we have
K =
iN
K
i
. Each K
i
can be identied with a face of the polyhedron K. Moreover, we
have:
Corollary A.13. The projection P : R
N
K onto the polyhedron K is strongly semismooth.
PROOF. This follows from [PF03a, Proposition 7.4.7] showing that each piecewise
afne mapping is strongly semismooth.
A.3. SEMISMOOTHNESS OF GENERALIZED EQUATIONS 201
2.4.2. Semismoothness of the Projection onto the Second Order Cone. In this section K
R
N
is assumed to have a representation
K = x R
N
: x = ( x, x
0
) R
N1
R : [ x[ x
0
(A.9)
The set K is also called Lorentz cone, ice cream cone or second order unit cone being a special
realization of the general second order cone
x R
N
: [Bx b[ c
T
x +d
with B R
M,N
, b R
M
, c R
N
and d R. For an introduction to second order cone
programming (SOCP) which is the main eld of application concerning second order
cones, we refer to [BLLV98, AG03]. The Lorentz cone also appears in second order cone
complementarity problems (SOCCP), i.e. the problem of nding (x, y, z) R
N
R
N
R
M
such that
x /, y /, x
T
y = 0, F(x, y, z) = 0
with a continuously differentiable mapping F : R
N
R
N
R
M
R
N
R
M
and / R
N
is
the Cartesian product of Lorentz cones of suitable dimension. The (SOCCP) contains the
(SOCP) as a special case as well as the nonlinear complementarity problems. This is the
reason why the projection onto this class of convex sets is wellstudied in the literature.
We have the following result:
Proposition A.14. The projection P : R
N
K onto the second order unit cone K is strongly
semismooth.
This result has been proven by several authors by slightly different methods. Particularly,
we mention [CSS03, HYF05, GM06, CCT04] and remark that in [HYF05], a complete
characterization of Clarkes generalized Jacobian is given.
Similarly to the smooth case, the directional derivative DP(x; h) can be interpreted as a
skewed projection of h onto the tangent cone of K at x, see [PSS03, Proposition 13].
3. Semismoothness of Generalized Equations
After having considered the semismoothness of the projection operator which is implic
itly dened by the KKT system (A.7), we now turn to the properties of functions im
plicitely dened by systems of equations similar to the KKT conditions. Specically, we
consider semismoothness properties of the functions (x(y), (y)) which is implicitly de
ned by the relations
A(x y) + Dg(x)
T
= 0 ,
f(x) 0 , 0 , and f(x) = 0 ,
(A.10)
where f, g C
2
(R
N
, R) are assumed to be convex. According to the denition of the
response function, we will use the notation R(y) = x = x(y).
With the help of the NCP function : R R R, dened as
(a, b) = b max0, b a (A.11)
with > 0 arbitrary, we can rewrite the complementarity condition as
(, f(x)) = 0 f(x) 0 , 0 , and f(x) = 0 .
202 A. NONSMOOTH ANALYSIS AND THE PROJECTION OPERATOR
We dene Y : (R
N
R) R
N
(R
N
R) as
Y
_
(x, ), y
_
=
_
A(x y) + Dg(x)
T
max0, +f(x)
_
and if
_
(x
), y
), y
_
= 0. We have the following result:
Theorem A.15. If Df(x)
_
A + D
2
g(x)
_
1
Dg(x)
T
> 0 for all x R
N
and 0, then there
exists a semismooth Lipschitz function S : R
N
(R
N
R), S(y) = (R(y), (y)) such that
_
(R(y), (y)), y
_
satises (A.10). Furthermore, the function R : R
N
K R
N
is semismooth
and Lipschitz continuous.
PROOF. The proof relies on the implicit function theorem for semismooth function
(Proposition A.4). We dene m : R R as m(t) = max0, t and m is strongly semis
mooth with m(0) = [0, 1]. Consequently, Y is semismooth as f, g C
2
(R
N
, R) and the
composition of two semismooth functions is again semismooth, see Theorem A.5. In or
der to use the implicit function theorem we need show the regularity of the elements of
(x,)
Y
_
(x, ), y
_
. We have
Y
_
(x, ), y) =
_
_
__
A + D
2
g(x) Dg(x)
T
A
0 1 0
__
, + f(x) < 0
__
A + D
2
g(x) Dg(x)
T
A
Df(x) 0 0
__
, + f(x) > 0
__
A + D
2
g(x) Dg(x)
T
A
tDf(x) 1 t 0
_
: t [0, 1]
_
, +f(x) = 0 .
If + f(x) < 0,
(x,)
Y
_
(x, ), y
_
is singlevalued and if 0, the only element is
invertible since A + D
2
g(x) is positiv denite by the convexity of g. Thus, it remains to
check that
_
A + D
2
g(x) Dg(x)
T
tDf(x) 1 t
_
is regular for all t (0, 1]. A matrix of the type
_
K B
T
1
B
2
C
_
with regular K is nonsingular if
and only if the Schur complement C + B
2
K
1
B
T
1
is regular [BGL05, Section 3.3]. In the
present situation this is equivalent to
1 + t t Df(x)
_
A + D
2
g(x)
_
1
Dg(x)
T
,= 0 .
This is fullled if
1 Df(x)
_
A +D
2
g(x)
_
1
Dg(x)
T
,=
1
t
.
Since
1
t
1, this condition is satised if
1 Df(x)
_
A + D
2
g(x)
_
1
Dg(x)
T
< 1
or equivalently if Df(x)
_
A + D
2
g(x)
_
1
Dg(x)
T
> 0. This holds by assumption and
we conclude that all elements of
(x,)
Y
_
(x, ), y
_
are regular. Now, let
_
(x
), y
_
satisfy Y
_
(x
), y
) and
a semismooth Lipschitz function S : (y
) (R
N
R) such that Y (S(y), y) = 0 for all
y (y
). Finally, Proposition A.3 shows that the individual components R(y) and (y)
of S(y) are semismooth.
A.3. SEMISMOOTHNESS OF GENERALIZED EQUATIONS 203
3.1. Elements of the Generalized Jacobian. If y K, i.e. f(y) 0, then R(y) = y
and the identity is contained in the generalized Jacobian. If f(y) > 0, then > 0 must
hold and by complementarity also f(x) = 0. Thus locally around y, the response function
is determined by the equalities A(x y) + Dg(x)
T
= 0 and f(x) = 0. Thus locally Y is
given as (setting = 1)
Y
_
(x, ), y
_
=
_
A(x y) + Dg(x)
T
f(x)
_
,
and for y , K, we seek (x, ) such that Y ((x, ), y) = 0. In this setting the implicit
function theorem for continuously differentiable functions applies, and under the as
sumptions of the theorem, the derivative D
(x,)
Y ((x, ), y) is regular (this corresponds to
+ f(x) > 0 in the representation of the generalized Jacobian of Y in the proof of the
theorem). Thus the derivative of S(y) is
D
y
S(y) = D
(x,)
Y (S(y), y)D
y
Y (S(y), y)
=
_
A +(y)D
2
g(R(y)) Dg(R(y))
T
Df(R(y)) 0
_
1
_
A
0
_
.
Writing x = R(y) and = (y), we set G = A + D
2
g(x) = A + (y)D
2
g(R(y)) and by a
Schur decomposition we obtain
_
G Dg(x)
T
Df(x) 0
_
1
=
_
G
1
G
1
Dg(x)
T
Df(x)G
1
Df(x)G
1
Dg(x)
T
G
1
Dg(x)
Df(x)G
1
Dg(x)
T
G
1
Df(x)
Df(x)G
1
Dg(x)
T
1
Df(x)G
1
Dg(x)
T
.
_
Thus, we have
D
y
R(y) =
_
G
1
G
1
Dg(x)
T
Df(x)G
1
Df(x)G
1
Dg(x)
T
_
A =
_
I
G
1
Dg(x)
T
Df(x)
Df(x)G
1
Dg(x)
T
_
G
1
A
We remark that if g = f, the present situation is identical to Section A.2.3 and particu
larly, the assumptions of the theorem are always satised, thereby showing the semis
moothness of the projection operator when K is dened by only one smooth function
f C
2
(R
N
, R). We also remark that the characterization of the derivative in the case
y , K coincide. Whereas we used the characterization of the derivative as a projection
onto the critical cone above, the same characterization is obtained by using the implicit
function theorem. Since R : Sym(d) K is differentiable except on the boundary of K,
we also nd that R is a PC
1
function and the generalized derivative can be constructed
as the convex hull of the corresponding Bsubdifferentials.
APPENDIX B
A SCALAR COUNTEREXAMPLE
ProblemSetting. In Chapter 4, we stressed that nonassociated plasticity may in gen
eral be illposed. In order to illustrate this, we introduce an example in R
2
having a
structure which is very similar to the DruckerPrager plasticity problem. We compare
associated and nonassociated plasticity and show that the former always has a solution
under the Slater condition, the nitedimensional equivalent of the safeload condition
2.1. Contrary, the nonassociated model, depending on the loading scenario, may fail to
have a solution, or it may be nonunique.
Henceforth, we assume C = C
1
= I, so the Euclidian metric coincides with the metric
induced by the inverse elasticity tensor. This will be important in the nonassociated
setting later on, cf. Chapter 4. The associated problem is given by
+ B
u +Df() = 0 ,
B = ,
f() 0 , 0 , f() = 0 ,
(B.1)
and in the nonassociated setting, the rst equation is modied:
T
1
_
+B
+ Df() = 0 ,
B = ,
f() 0 , 0 , f() = 0 .
(B.2)
We introduce a simple model by assuming u R and R
2
. Moreover, B R
1,2
and
the dual operator B
R
2,1
is given by its transpose, i.e. B
= B
T
. With M (0, 1], we
set
T =
_
M 0
0 1
_
, B =
_
1
, and f() =
1
+
2
.
Setting M = 1 recovers the associated problem. For R, we dene
K = R
2
: f() 0 , and S = R
2
: B = ,
and as a consequence, we nd
K S = > 0 and = 1 . (B.3)
205
206 B. A SCALAR COUNTEREXAMPLE
Thus, the Slater condition, i.e. there exists K S such that f( ) < 0, is satised
whenever ,= 1 and if = 1, then it is satised if < 0. For the ease of notation, we
dene 1 =
_
1 1
T
, and consequently f() = 1
T
.
Associated Plasticity. The associated problem (B.1) is the optimality system of
Minimize
1
2
[[
2
subject to K S .
The projection of an arbitrary element R
2
onto K w.r.t. the Euclidian metric is given
by
P() =
_
, f() 0 ,
1
2
f()Df() , f() > 0 ,
=
_
, f() 0 ,
1
2
f()1 , f() > 0 ,
and with () =
1
2
[[
2
1
2
[ P()[
2
, see (2.35) and (2.36), we consider the primal
functional
c(u) = (B
u) u =
1
2
_
u P(B
u)
2
_
u
=
1
2
_
(1 +
2
)u
2
(1+)
2
2
maxu, 0
2
_
u.
Thus, the primal problem consists of minimizing c(u) over R. Again, c is convex and
the rst order optimality condition is F(u) = 0 with F(u) := BP(B
u) . Then
F(u) =
_
1
_
u
1+
2
maxu, 0
u
1+
2
maxu, 0
_
= (1 +
2
)u
1+2+
2
2
maxu, 0
= (1 +
2
)u
(1+)
2
2
maxu, 0 =
_
(1 +
2
) u , u 0 ,
1
2
( 1)
2
u , u > 0 .
We shortly comment on the coercivity of c. Obviously, we have c(u) quadratically
if u . Hence, it remains to consider u > 0. Then
c(u) =
1
4
( 1)
2
u
2
u.
Obviously, whenever ,= 1, we have quadratic growth. However, if = 1, coercivity is
only assured if < 0. Thus, the conditions for coercivity are fullled whenever the Slater
condition is satised. We also discuss this relation in view of monotonicity properties of
the derivative F(u) = Dc(u). Since c is a convex function, F is montonically increasing
as the derivative of a convex function. It is easy to see that F(u) = 0 always has a unique
solution if the Slater condition is fullled. But if = 1 and = 0, i.e. the Slater condition
is not fullled but KS ,= , uniqueness of a solution is lost since all u 0 are solutions.
If K S ,= , then F(u) has no solutions.
NonAssociated Plasticity. We dene R : R
2
K R
2
as the orthogonal projection
w.r.t. the inner product induced by T
1
=
_
1
M
0
0 1
_
. We then have
R() =
_
, K ,
1
1+M
f()T[Df()] , , K ,
=
_
, K ,
1
1+M
f()T[1] , , K .
We pick our standard element of the generalized Jacobian, i.e.
R() S :=
_
I , K ,
I
1
1+M
Df() T[1] , , K ,
B.B. A SCALAR COUNTEREXAMPLE 207
and we also have the representation
S =
_
I , K ,
E , , K ,
with E =
1
1+M
_
1 M
1 M
_
.
If M ,= 1, the generalized derivative of R is not symmetric with respect to the Euclidean
inner product (which coincides with the metric of C
1
= I) since E ,= E
T
. However, it is
symmetric with respect to the inner product ,
T
1 =
T
T
1
[]. Therefore note that
E
T
T
1
= T
1
E and thus
E[],
T
1 = (E[])
T
T
1
[] =
T
(E
T
T
1
)[] =
T
T
1
_
E[]
= , E[]
T
1 .
Moreover, it is easily seen that E has a zero eigenvalue and is positive semidenite. We
now evaluate F(u) = BR(B
u) and nd
F(u) =
_
1
_
u
(1+) M
1+M
maxu, 0
u
(1+)
1+M
maxu, 0
_
= (1 +
2
)u
1
1+M
_
(1 + )M +(1 + )
_
maxu, 0
=
_
(1 +
2
)u , u 0 ,
1
1+M
_
M
2
(1 + M) + 1)u , u > 0 ,
=
_
(1 +
2
)u , u 0 ,
1
1+M
( 1)(
1
M
)u , u > 0 .
Contrary to the associated case, F(u) is no longer monotone even if the safe load con
dition is fullled. To see this, take (1,
1
M
) which assures the validity of the safeload
condition, cf. (B.3). In this situation, we easily see that F is strictly monotonically in
creasing for u (, 0] and strictly monotonically decreasing in (0, ). Depending on
, there is either no solution ( > 0), one solution ( = 0) or two solutions ( < 0):
(1) > 0: then, F(0) = < 0, thus there cannot exists a solution to F(u) = 0.
(2) = 0: then, F(0) = 0, and we have exactly one solution at u
= 0.
(3) < 0: then, F(0) = > 0. Thus there are two solutions: one on the positive
halfline and one on the negative. Particularly, we nd
u
1
=
1 +
2
< 0 , and u
2
=
(1 + M)
( 1)(
1
M
)
> 0 .
At rst sight one might wonder why monotonicity of F is lost despite the fact that the
generalized derivative of the projection R is at least positive semidenite. The answer
is the nonsymmetry with respect to the inverse elasticity tensor C
1
= I. If it would
be symmetric w.r.t. this metric, then Sylvesters law of inertia would assure the posi
tive semideniteness. However, as E is not symmetric w.r.t. the Euclidian inner product,
nothing can be said about BEB
(remember B
= B
T
). Particularly, the sign of BEB