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If a structure consists of more than one member, it is necessary to define the connection of the individual entities. The connection may be rigid or free or anything in between.
In SCIA Engineer the rigid connection is realised by means of linked nodes or cross-links and described in chapter Connecting and disconnecting the entities. The "something in between" connection may be realised by means of hinges (described in this chapter) or by means of hinged cross-links (see chapter Connecting and disconnecting the entities). And there is no need to define a free connection, just let the 1D members unconnected.
The difference between individual types of connections can be summarised as follows.
A linked node is a connection where an end-point of one entity is connected to any point of another entity.
A cross-link is the connection of two intersecting entities. The both entities remain "undivided" in the connection, they just pass through it.
A hinge may be inserted into an end-point of a 1D member if other than rigid connection is required.