Katsikadelis ZAMM

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ZAMM Z. Angew. Math. Mech., 1 18 (2013) / DOI 10.1002/zamm.201200245
A new direct time integration method for the equations of motion
in structural dynamics
John T. Katsikadelis
Institute of Structural Analysis and Aseismic Research, School of Civil Engineering, National Technical University of
Athens, Zografou Campus, 15773, Athens, Greece
Received 11 November 2012, revised 26 March 2013, accepted 8 April 2013
Published online 16 May 2013
Key words Equations of motion, structural dynamics, integral equations, analog equation method, differential equations,
numerical solution.
A direct time integration method is presented for the solution of the equations of motion describing the dynamic response of
structural linear and nonlinear multi-degree-of-freedom systems. It applies also to large systems of second order differential
equations with fully populated, non symmetric coefcient matrices as well as to equations with variable coefcients. The
proposed method is based on the concept of the analog equation, which converts the coupled N equations into a set of
single term uncoupled second order ordinary quasi-static differential equations under appropriate ctitious loads, unknown
in the rst instance. The ctitious loads are established from the integral representation of the solution of the substitute
single term equations. The method is simple to implement. It is self starting, unconditionally stable and accurate and
conserves energy. It performs well when large deformations and long time durations are considered and it can be used
as a practical method for integration of the equations of motion in cases where widely used time integration procedures,
e.g. Newmarks, become unstable. Several examples are presented, which demonstrate the efciency of the method. The
method can be straightforward extended to evolution equations of order higher than two.
c 2013 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim
1 Introduction
In dynamic analysis the equations of motion are obtained by considering the dynamic equilibrium of the external, internal
and inertia forces, namely
f
I
(t) + f
D
(t) + f
S
(t) = p(t)
which may be written as
M u + f
D
( u) + f
S
(u) = p(t) (1)
where f
I
(t) = M u are the inertia forces, f
D
(t) = f
D
( u) the damping forces, f
S
(t) = f
S
(u) the elastic forces, and p(t) are
the external excitation forces; u = u(t) is the displacement vector. The problem consists in establishing the time history
u = u(t), where t [0, T], T > 0, satisfying Eq. (1) with the initial conditions
u(0) = u
0
, u(0) = u
0
. (2)
The forces f
D
( u) and f
S
(u) are in general non linear functions of their arguments. For linear problems they are given as
f
D
(t) = C u and f
S
(t) = Ku and Eq. (1) becomes
M u + C u + Ku = p(t) (3)
where M, C, and K are the mass, damping, and stiffness matrix of the structure, respectively.
In the last fty years, signicant advances have been made in the development and application of numerical methods
to the solution of the equations of motion governing the dynamic behavior of structural systems. Many methods have
been proposed either in the time or in the frequency domain. The reader is advised to relevant literature, where extensive
surveys of the various numerical solution methods and computational procedures for linear and nonlinear structural systems
E-mail: jkats@central.ntua.gr
c 2013 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim
2 J. T. Katsikadelis: A new direct time integration method for the equations of motion in structural dynamics
subjected to dynamic loads are presented, detailed analyzed and critically discussed, e.g. Hughes [1], Bathe [2], Karabalis
and Beskos [3], Dokainish and Subbaraj [4, 5]. The energy dissipation in the proposed schemes is a major drawback.
An in depth investigation of this problem, especially in nonlinear systems, has been studied by Tama and coworkers [6, 7],
Cristeld et al. [8], and Bathe [9], where several remedies for the problemare presented and discussed. All these techniques
apply to the dynamics of inertial systems, stemming mainly from the three fundamental principles: the Principle of Virtual
Work in Dynamics, Hamiltons Principle and as an alternate, Hamiltons Law of Varying Action, and the Principle of
Balance of Mechanical Energy.
In this paper a new direct time integration method is presented. In contrast to the conventional methods, which start by
assuming a variation of the displacements, velocities and accelerations within each time interval, with the nite differences
playing a dominant role, the present method is based on the concept of the Analog Equation introduced by Katsikadelis [10,
11], according to which the system of the N coupled equations of motion, linear or non-linear, is replaced by a set of
uncoupled linear single term quasi-static equations each of which includes only one unknown displacement and is subjected
to appropriate unknown ctitious external loads. These ctitious loads, which actually here represent the accelerations, are
established numerically from the integral representation of the solution of the substitute equations and the requirement that
the equations of motion are satised at discrete times. Numerical examples, including linear as well as non linear systems,
are treated by the proposed method and the results are compared with those obtained by exact or other popular time
integration methods. The method is self starting, second order accurate for liner systems, unconditionally stable and it does
not exhibit amplitude decay or period elongation. In contrast to the previously reported methods, the present scheme does
not use any remedy to overcome the drawback of energy dissipation, because it conserves energy, even when motions of
long duration are studied. The solution algorithms are simple. The method applies also to the case of time dependent mass,
damping or stiffness, i.e. to equations of variable coefcients. Moreover, it applies to any second order differential equations,
no matter where they originate. The scheme has been employed in [1215] to crosscheck the solution of several large
systems of linear and nonlinear semidiscretized equations of motion obtained by another method and it has performed well.
The rest of the paper is organized as follows. In Sect. 2, the method is illustrated with the linear equation of motion of the
single degree-of-freedomsystem. In Sect. 3, the method is applied to equations with time dependent coefcients. In Sect. 4,
the linear multi-degree-of-freedomsystems are treated, while in Sect. 5 the method is applied to nonlinear systems. The so
called soft pendulum[8,9], which is used as a benchmark problem, is studied to showthat the method performs well when
large deformations and long time durations are considered. In Sect. 6, the scheme is applied to large linear and nonlinear
systems, which validate the efciency of the method and its suitability to solve large systems of semidiscrized equations of
motion resulting from FEM, BEM, Meshless or other modern computational methods. A summary of conclusions is given
in Sect. 7. Finally, for the convenience of the reader an Appendix is provided, where the solution algorithms are stated as
they might be implemented on the computer.
2 The one-degree-of-freedom system
2.1 The AEM solution
For the linear one-degree-of-freedomsystem the initial value problem (2), (3) becomes
m u +c u +ku = p(t), (4)
u(0) = u
0
, u(0) = u
0
. (5)
Let u = u(t) be the sought solution. Then, if the operator d
2
/dt
2
is applied to it, we have
u = q(t) (6)
where q(t) is a ctitious source, unknown in the rst instance. Equation (6) is the analog equation of Eq. (4). It indicates
that the solution of Eq. (4) can be obtained by solving Eq. (6) with the initial conditions (5), if the q(t) is rst established.
This is achieved as follows.
Taking the Laplace transform of Eq. (6) we obtain
s
2
U(s) su(0) u(0) = Q(s)
or
U(s) =
1
s
u(0) +
1
s
2
u(0) +
1
s
2
Q(s)
c 2013 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim www.zamm-journal.org
ZAMM Z. Angew. Math. Mech. (2013) / www.zamm-journal.org 3
where U(s), Q(s) are the Laplace transforms of u(t), q(t). The inverse Laplace transform of the above expression yields
the solution of Eq. (6) in integral form as
u(t) = u(0) + u(0)t +
_
t
0
q()(t )d. (7)
Thus the initial value problem of Eqs. (4), (5) is transformed into the equivalent Volterra integral equation for q(t).
( ) u t
t
1
u
2
u
3
u
0
u
N
u
T Nh
h h h h h h h h h h h
1 N
u

n
u
Fig. 1 Discretization of the interval [0, T] into N equal intervals h = T/N.
Equation (7) is solved numerically within a time interval [0, T]. Following a procedure analogous to that for fractional
differential equations [16], the interval [0, T] is divided into N equal intervals t = h, h = T/N, in which q(t) is assumed
to vary according to a certain law, e.g. constant, linear etc. In this analysis q(t) is assumed to be constant and equal to the
mean value in the interval h. That is
q
m
r
=
q
r1
+q
r
2
. (8)
Hence, Eq. (7) at instant t = nh can be written as
u
n
= u
0
+nh u
0
+
_
q
m
1
_
h
0
(nh )d +q
m
2
_
2h
h
(nh )d + +q
m
n
_
nh
(n1)h
(nh )d
_
(9)
which after evaluation of the integrals yields
u
n
= u
0
+nh u
0
+c
1
n1
r=1
[2(n r) + 1] q
m
r
+c
1
q
m
n
= u
n1
+h u
0
+ 2c
1
n1
r=1
q
m
r
+c
1
q
m
n
(10)
where
c
1
=
h
2
2
. (11)
The velocity is obtained by direct differentiation of Eq. (7) making use of the Leibnitz rule. Thus we have
u(t) = u(0) +
_
t
0
q()d. (12)
Using the same discretization for the interval [0, T] to approximate the integral in Eq. (12), we have
u
n
= u
0
+c
2
n1
r=1
q
m
r
+c
2
q
m
n
= u
n1
+c
2
q
m
n
(13)
www.zamm-journal.org c 2013 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim
where
c
2
= h. (14)
Solving Eq. (13) for
n1
r=1
q
m
r
and substituting in Eq. (10) gives
u
n
= u
n1
+h u
n
c
1
q
m
n
. (15)
By virtue of Eq. (8), Eqs. (15) and (13) can be further written as
c
1
2
q
n
h u
n
+u
n
=
c
1
2
q
n1
+u
n1
, (16)
c
2
2
q
n
+ u
n
= u
n1
+
c
2
2
q
n1
. (17)
Moreover, Eq. (4) at time t = nh is written as
mq
n
+c u
n
+ku
n
= p
n
. (18)
Equations (16), (17), and (18) can be combined as
_
_
m c k
1
2
c
1
h 1
1
2
c
2
1 0
_
_
_
_
q
n
u
n
u
n
_
_
=
_
_
0 0 0
1
2
c
1
0 1
1
2
c
2
1 0
_
_
_
_
q
n1
u
n1
u
n1
_
_
+
_
_
1
0
0
_
_
p
n
. (19)
Since m = 0, the coefcient matrix in Eq. (19) is not singular for sufcient small h and the system can be solved succes-
sively for n = 1, 2, . . . to yield the solution u
n
and the derivatives u
n
, u
n
= q
n
at instant t = nh T. For n = 1, the value
q
0
appears in the right hand side of Eq. (19). This quantity can be readily obtained from Eq. (4) for t = 0. This yields
q
0
= (p
0
c u
0
ku
0
) /m. (20)
Equation (19) can be also written as
U
n
= AU
n1
+ b p
n
, n = 1, 2, . . . N (21)
in which
U
n
=
_
_
q
n
u
n
u
n
_
_
, A =
_
_
1 2
2
1
2
c
1
h 1
1
2
c
2
1 0
_
_
1
_
_
0 0 0
1
2
c
1
0 1
1
2
c
2
1 0
_
_
, (22a,b)
b =
_
_
1 2
2
1
2
c
1
h 1
1
2
c
2
1 0
_
_
1
_
_
1
0
0
_
_
, p
n
= p
n
/m. (22c,d)
=
_
m/k is the eigenfrequency and = c/2m the damping ratio. The recurrence formula (21) can be employed to
construct the solution algorithm. However, the solution procedure can be further simplied. Thus, applying Eq. (21) for
n = 1, 2, . . . we have
U
1
= AU
o
+ b p
1
,
U
2
= AU
1
+ b p
2
,
= A(AU
o
+ b p
1
) + b p
2
= A
2
U
o
+ Ab p
1
+ b p
2
=
U
n
= A
n
U
o
+ (A
n1
p
1
+ A
n2
p
2
+. . . A
0
p
n
)b. (23)
Apparently, the last of Eqs. (23) gives the solution vector U
n
at instant t
n
= nh using only the known vector U
0
at t = 0.
The matrix A and the vector b are computed only once. In the following subsections proofs of the stability and convergence
of the scheme for the linear systems are presented.
2.2 Stability of the numerical scheme
The matrix A is the amplication matrix. In order that the solution is stable, A
n
must be bounded. This is true if the spectral
radius (A) satises the condition
(A) = max {|
1
| , |
2
| , |
3
|} 1. (24)
If (A) < 1 the method is strongly stable.
Setting s = h, we obtain the eigenvalues of A as
1
= 0, (25a)
2
=
4 s
2
4 +s
2
+ 4s
+i
4s
_
(1
2
)
4 +s
2
+ 4s
, (25b)
3
=
4 s
2
4 +s
2
+ 4s
i
4s
_
(1
2
)
4 +s
2
+ 4s
, (25c)
and thus
|
1
| = |
2
| =
(s
2
+ 4)
2
16
2
s
2
[(s
2
+ 4) + 4s]
2
1. (26)
The equality holds for = 0. We see that for > 0 it is (A) < 1, thus the scheme is strongly stable.
2.3 Error analysis and convergence
The error is due to the approximation of the integrand in the integral of Eq. (7) in the n-th integration interval [(n1)h, nh]
_
t1
t0
f()d, t
0
= (n 1)h, t
1
= nh (27)
where
f() = q()(t
1
) (28)
which in this analysis is approximated as
f() = q
m
(t
1
). (29)
Expanding f() and

f() in Taylor series at = 0 and evaluating the integral of f()

f() over the interval [t
0
, t
1
] we
nd
_
t1
t0
[f()

f()]d = (q
0
q
m
0
)h
2
+ (q
1
q
0
+q
m
0
)
h
2
2
=
3
2
q
m
0
h
2
(30)
Therefore the convergence of the algorithm is O(h
2
).
2.4 Accuracy
For free vibrations, the numerical solution can be written in terms of the eigenvalues
u
n
= c
n
2
+c
n
3
(
1
= 0) (31)
or
u
n
= r
n
( c
1
sin n + c
2
cos n)
= r
n
( c
1
sin t
n
+ c
2
cos t
n
) (32)
where r =

a
2
+b
2
, = tan
1
(b/a), a = Re(
2
), b = Im(
2
), = /h, t
n
= nh.
The corresponding exact solution is
u
n
= e
tn
(c
1
sin
D
t
n
+c
2
cos
D
t
n
),
D
=
_
1
2
, t
n
= nh. (33)
Comparison of Eqs. (32) and (33) could show the accuracy of the numerical scheme. Thus, if T and

T are the exact and the
approximate periods, respectively, we dene the period elongation
PE =

T T
T
=
s
_
1
2
1. (34)
0 0.05 0.1 0.15 0.2 0.25 0.3
0
0.05
0.1
0.15
0.2
0.25
h/T
p
e
r
i
o
d

e
l
o
n
g
a
t
i
o
n

%
=0
=0.1
=0.2
0 0.05 0.1 0.15 0.2 0.25 0.3
-8
-6
-4
-2
0
2
x 10
-3
h/T
=0
=0.1
=0.2
Fig. 2 Period elongation versus h/T for different values . Fig. 3 Amplitude decay =

versus h/T for different
values of .
For the amplitude decay we can dene an equivalent damping ratio

from the relation
r
n
= e
tn
= e
n
(35)
which gives
= lnr/. (36)
The difference =

can be employed as a measure for the amplitude decay. The dependence of the period elongation
and amplitude decay on h/T is shown in Fig. 2 and Fig. 3, respectively. Apparently, for small values of h/T the scheme is
accurate. Note that for = 0 it is |
2
| = |
3
| = r = 1 and Eq. (36) yields

= 0. That is, there is no amplitude decay.
2.5 Numerical examples
Following the steps of the previous solution procedure a MATLABprogramhas been written and various example problems
have been solved.
Example 1. Free undamped vibrations
Equation (4) has been solved with data: m = 1, = 0, = 5, u
0
= 1, u
0
= 0. The response of the system for long
duration is shown in Fig. 4. The scheme shows no amplitude decay and negligible period elongation (PE = 0.02% for
h = 0.01 and PE = 0.00021% for h = 0.001).
Example 2. Free and forced damped vibrations. Error discussion
Equation (4) has been solved with data: m = 1, = 0.07, = 2, u
0
= 1, u
0
= 20, T = 25, h = 1/500. Case (i) p(t) = 0;
case (ii) p(t) = p
0
H(t), p
0
= 10; H(t) is the Heaviside function.
The analytical solution is obtained as
u(t) =
_
u(0) +u(0)
D
sin
D
t +u(0) cos
D
t
_
e
t
+
p
0
k
_
1
_
cos
D
t +

_
1
2
sin
D
t
_
e
t
_
(37)
where
D
=
_
1
2
. Figure 5 and Fig. 6 show the obtained solution together with the error e = u u
exact
for the two
load cases. Moreover, in Fig. 7 the variation of the computed error e = e(h), h(k) = 1/500k, k = 1, 2, . . . , 8 has been
plotted, which veries that the convergence is of O(h
2
).
90 92 94 96 98 100
-1
-0.5
0
0.5
1
t (h=0.001)
u
(
t
)
computed
exact
990 992 994 996 998 1000
-1
-0.5
0
0.5
1
t ( h=0.001)
u
(
t
)
computed
exact
Fig. 4 Free undamped vibrations in Example 1.
0 5 10 15 20 25
-10
-5
0
5
10
Displacement u(t)
t
computed
exact
error x 10
5
0 5 10 15 20 25
-20
-15
-10
-5
0
5
10
15
20
Velocity u,
t
(t)
t
computed
exact
error x 10
5
0 5 10 15 20 25
-40
-30
-20
-10
0
10
20
30
Acceleration u,
tt
(t)
t
computed
exact
error x 10
5
Fig. 5 Displacement, velocity, acceleration and respective errors in
Example 2, Case (i).
0 5 10 15 20 25
-8
-6
-4
-2
0
2
4
6
8
10
12
Displacement u(t)
t
computed
exact
error x 10
5
Fig. 6 Displacement and error in Example 2, Case (ii).
1 2 3 4 5 6 7 8
0
0.5
1
1.5
2
2.5
x 10
-5
case (i)
k
e
r
r
o
r
computed
expected e=c*h
2
1 2 3 4 5 6 7 8
0
0.5
1
1.5
2
x 10
-5
case (ii)
k
e
r
r
o
r
computed
expected e=c*h
2
Fig. 7 Computed and expected error e = e(h) in Example 2; h(k) = 1/500k, k = 1, 2, . . . , 8, e = ch
2
, c = e(1)/h(1).
3 Variable coefcients
So far we have developed the method for the solution of the equation of motion with constant coefcients. Obviously, if the
coefcients m, c, and k are functions of the independent variable t, the previously described solution procedure remains
the same except that the elements m, c, k in the rst row of the coefcient matrix in the left hand side of Eq. (19) depend
on time. Therefore, this coefcient matrix in the respective solution algorithm must be reevaluated in each step. In the
following, the efciency of the method is demonstrated by solving an equation with variable coefcients. Note that the
exact solution in the example below is obtained using the inverse method. That is, a solution is assumed, which yields the
corresponding excitation force after inserting it in the equation. This technique has been used in all examples where no
reference is made for the exact solution.
Example 3. Variable coefcients
We consider the initial value problem
(1 +t
2
) u +t u + e
1/(1+t)
u = p(t), (38a)
u
0
= 1, u
0
= 0.1 (38b)
with p(t) = 0.01e
0.1t
[(99+10t +99t
2
) cos t +(20+100t 20t
2
) sin t 100e
1/(1+t)
cos t)]. The equation admits an
exact solution u
exact
(t) = e
0.1t
cos t. The computed solution for T = 20 is shown in Fig. 8 as compared with the exact
one.
4 Multi-degree-of-freedom systems
The developed solution algorithm can be applied to systems of N linear equations of motion describing the response of
multi-degree-of-freedomsystems, namely to Eq. (3) with initial conditions (2).
Apparently, the solution procedure described in Sect. 2 may be also applied to this case provided that the coef-
cients m, c, k and the quantities u
0
, u
0
, u
n
, u
n
, q
n
, p
n
are replaced with the coefcient matrices M, C, K and the vectors
u
0
, u
0
, u
n
, u
n
, q
n
, p
n
, respectively, and the scalar operations with matrix operations. Thus Eqs. (19) and (20) read
_
_
M C K
c1
2
I hI I
c2
2
I I 0
_
_
_
_
q
n
u
n
u
n
_
_
=
_
_
0 0 0
c1
2
I 0 I
c2
2
I I 0
_
_
_
_
q
n1
u
n1
u
n1
_
_
+
_
_
I
0
0
_
_
p
n
, (39)
q
0
= M
1
(p
0
C u
0
Ku
0
), det(M) = 0. (40)
Equation (39) is solved for n = 1, 2, . . ..
Example 4. System of equations
We consider the initial value problem for the system of three equations
_
_
52 10 20
10 150 30
20 30 441
_
_
_
_
u
1
u
2
u
3
_
_
+
_
_
34.3199 27.9975 89.4615
27.9975 172.1296 50.4249
89.4615 50.4249 770.3077
_
_
_
_
u
1
u
2
uu
3
_
_
+
_
_
1472 407 5553
407 1001 4154
5553 4154 43516
_
_
_
_
u
1
u
2
u
3
_
_
=
_
_
1
1
1
_
_
10H(t) (41)
with initial conditions
u
0
= {10 1 5}
T
, u
0
= {0 50 20}
T
. (42)
The damping matrix has been constructed as a Caughey type proportional damping matrix C =

2
q=0
a
q
M(M
1
K)
q
=
a
0
M+ a
1
K + a
2
KM
1
K with modal damping coefcients
1
= 0.3,
2
= 0.05,
3
= 0.09. This ensures orthogonality
of the modes
i
of the free undamped vibrations with respect to the damping matrix and the exact solution can be obtained
using the modal superposition method. Results for 0 t 5 are shown in Fig. 9.
0 5 10 15 20
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
Displacement u(t)
t
computed
exact
error x 10
5
0 1 2 3 4 5
-15
-10
-5
0
5
10
15
20
u1
u2
u3
t
computed
exact
Fig. 8 Solution u and error u uexact in Example 3.
Fig. 9 Solution u = {u1 u2 u3}
T
in Example 3.
5 Nonlinear equations of motion
The solution procedure developed previously for the linear equations can be straightforward extended to nonlinear equa-
tions.
The nonlinear initial value problem for multi-degree-of-freedomsystems is described as
M u + F( u, u) = p(t), (43)
u(0) = u
0
, u(0) = u
0
(44)
where M is N N known coefcient matrix with det(M) = 0; F( u, u) is an N 1 vector, whose elements are nonlinear
functions of the components of u, u; p(t) is the vector of the N given load functions and u
0
, u
0
given constant vectors.
The solution procedure is similar to that for the linear systems. Thus Eq. (43) for t = 0 gives the initial acceleration
vector
q
0
= M
1
[p
0
F( u
0
, u
0
)], q
0
= u. (45)
Subsequently we apply Eq. (43) for t = t
n
Mq
n
+ F( u
n
, u
n
) = p
n
. (46)
Apparently, the second and third of Eqs. (39) are valid in this case and can be written as
_
hI I
I 0
__
u
n
u
n
_
=
_
0 I
I 0
_ _
u
n1
u
n1
_
+
_
c1
2
I
c2
2
I
_
q
n
+
_
c1
2
I
c2
2
I
_
q
n1
. (47)
Equations (46) and (47) are combined and solved for q
n
, u
n
, u
n
with n = 1, 2, . . .. Note that Eq. (47) are linear and can be
solved for u
n
, u
n
. Then substitution into Eq. (46) results in a non linear equation, which can be solved to yield q
n
. In our
examples the function fsolve of Matlab has been employed to obtain the numerical results.
Example 5. The Dufng equation
The numerical scheme is employed to solve the initial value problem for the Dufng equation
u + 0.2 u +u +u
3
= p(t), (48)
u(0) = 0, u(0) = 1. (49)
For p(t) = e
0.1t
[(0.01 sint 0.2 cos t sin t) 0.2(0.1 sint cos t) + sint + e
0.2t
(sin t)
3
], Eq. (48) admits an exact
solution u
exact
(t) = e
0.1t
sin t. The solution with t = 0.01 is shown in Fig. 10.
0 5 10 15 20 25
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
t
Computed
Exact
error X10
3
y
x
( ) t
l
O
m
x
y
Fig. 10 Solution u and error u uexact in Example 4. Fig. 11 Simple pendulum.
Example 6. The simple pendulum
The solution of the simple pendulum equation has been chosen as a second one-degree-of-freedom non linear problem,
namely the initial value problem
+
g
l
sin = 0, (50)
(0) =
0
,

(0) =

0
. (51)
(t) represents the angle of the pendulum from the vertical position, l is its length (Fig. 11), and g the acceleration of the
gravity.
Equation (50) admits an exact solution
(t) = 2 sin
1
_
k sn
_
_
g/l(t +T
0
); k
__
(52)
where k = sin
2
(
0
/2) and T
0
the quarter of the period [17]. The response of the pendulum for l = g and
0
= 0.40
is shown in Fig. 12. Moreover, the energy variation E(t) = gy +

2
l
2
/2 is presented in Fig. 13. Apparently, the method
conserves the energy, thus it exhibits no numerical damping (amplitude decay).
0 20 40 60 80 100
-1.5
-1
-0.5
0
0.5
1
1.5
t
(
t
)
computed
exact
0 20 40 60 80 100
-31
-30.5
-30
-29.5
-29
t
E
(
t
)
E(t)=-29.74
Fig. 12 Response of the simple pendulum. Fig. 13 Energy variation in simple pendulum.
Example 7. The elastic pendulum
The elastic pendulum, also called soft pendulum, is chosen as a two-degree-of-freedom nonlinear system. In this pen-
dulum the rod is assumed elastically extensible with a stiffness k = EA/l; A is the area of the cross section and E the
modulus of elasticity. Referring to Fig. 14 the total energy is expressed as
= V +K +U (53)
y
x
( ) u t
/ k EA l
O
m
x
y
Fig. 14 Elastic pendulum.
where
V = mgy, K =
1
2
m( x
2
+ y
2
), U =
1
2
ke
2
, e =
_
x
2
+y
2
l (54)
are the potential of the conservative force (gravity), the kinetic energy, and elastic energy, respectively.
Using the method of Lagrange equations we obtain the equations of motion as
m x +
EA
L
_
1
L
_
x
2
+y
2
_
x = 0, (55a)
m y +
EA
L
_
1
L
_
x
2
+y
2
_
y = mg (55b)
with the initial conditions
x(0) = x
0
, x(0) = x
0
, y(0) = y
0
, y(0) = y
0
. (56)
This problem, in absence of gravity (V = 0), has been used as a benchmark problem by earlier investigators [8, 9] to check
the performance of their method in the effort to overcome the instability of the Newmark method arising when long duration
motions are considered in nonlinear structural dynamics. The pendulum is studied using the scheme with l = 3.0443 m,

0 1 2 3 4 5
-4
-2
0
2
4
t
x
-
d
i
s
p
a
l
c
e
m
e
n
t
0 1 2 3 4 5
-2
0
2
4
6
8
t
y
-
d
i
s
p
a
l
c
e
m
e
n
t
0 1 2 3 4 5
-10
-5
0
5
10
t
x
-
v
e
l
o
c
i
t
y
0 1 2 3 4 5
-10
-5
0
5
10
t
y
-
v
e
l
o
c
i
t
y
0 1 2 3 4 5
-40
-20
0
20
40
t
x
-
a
c
c
e
l
e
r
a
t
i
o
n
0 1 2 3 4 5
-40
-20
0
20
40
t
y
-
a
c
c
e
l
e
r
a
t
i
o
n
0 1 2 3 4 5
0
0.01
0.02
0.03
t
a
x
i
a
l

s
t
r
a
i
n
Fig. 15 Elastic pendulum using the scheme
with t = 0.01.
EA = 10
4
N, x
0
= 0, x
0
= 7.72 ms
1
, y
0
= y
0
= 0, and m = 6.667 kg, which are the data employed in [9]. The
rod has been treated as truss element with consistent mass having A = 6.57 kg/m. The response of the system obtained
with t = 0.01 is presented in Fig. 15, which is identical with that in [9]. In Fig. 16 the x-displacement in the intervals
0 t 5 and 990.71 t 995.71 has been plotted. This demonstrates that the response remains unchanged after
a long duration of motion. Figure 17 shows that the total energy of the system is conserved. Apparently, the proposed
scheme exhibits no period elongation or amplitude decay in analyzing nonlinear dynamic systems. Finally, Fig. 18 shows
the response of the elastic pendulum obtained using the current scheme with t = 0.01 and the Newmarks trapezoidal
scheme with t = 0.00001. Obviously, the present scheme performs well for a relatively large time step, while Newmarks
scheme becomes unstable even for a very small time step.
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
-4
-3
-2
-1
0
1
2
3
4
t
x
-
d
i
s
p
a
l
c
e
m
e
n
t
991 992 993 994 995
0< t <5
990.71< t <995.71
Fig. 16 Elastic pendulum. x-displacement in the time intervals
0 < t < 5 and 990.71 < t < 995.71 with t = 0.01.
80 85 90 95 100
195
196
197
198
199
200
t
E
(
t
)
t=0.01
t=0.001
E(t)=198.67
980 985 990 995 1000
195
196
197
198
199
200
t
E
(
t
)
t=0.01
t=0.001
E(t)=198.67
Fig. 17 Elastic pendulum. Energy variation.
0 200 400 600 800 1000
-4
-2
0
2
4
t
x
-
d
i
s
p
l
a
c
e
m
e
n
t
0 200 400 600 800 1000
-6
-4
-2
0
2
4
6
t
x
-
d
i
s
p
l
a
c
e
m
e
n
t
Fig. 18 Elastic pendulum. x-displacement (a) current scheme with t = 0.01 (b) Newmarks trapezoidal rule with
t = 0.00001.
Example 8. The stiff pendulum as a two-degree-of-freedomsystem
When the stiffness of the rod is very large, the axial deformation is negligible. In this case the pendulum can be analyzed
as a two-degree-of-freedom system by imposing the nonlinear constraint x
2
+ y
2
= l
2
. Using the Lagrange multipliers
method, we obtain the equations of motion in the form [18]
l
2
x +x( x
2
+ y
2
) gxy = 0, (57a)
l
2
y +y( x
2
+ y
2
) +gx
2
= 0, (57b)
l
2
= mg
y
2

1
2
m( x
2
+ y
2
), S = 2l (58a,b)
with initial conditions
x(0) = x
0
, x(0) = x
0
, y(0) = y
0
, y(0) = y
0
(59)
where is the Lagrange multiplier and S the axial force of the rod. Figure 19 shows the response of the pendulum with
l = 3.0443 m, x
0
= 0, x
0
= 7.72 ms
1
, y
0
= y
0
= 0, and m = 6.667 kg. The response resulting from Eqs. (55) with a
large rod stiffness, EA = 10
7
N, is superimposed in the gure. Apparently, both solutions coincide.
0 1 2 3 4 5
-4
-2
0
2
4
t
x
-
d
i
s
p
a
l
c
e
m
e
n
t
-
c
constraint
'stiff'
0 1 2 3 4 5
0
2
4
6
8
t
y
-
d
i
s
p
a
l
c
e
m
e
n
t
-
c
constraint
'stiff'
0 1 2 3 4 5
-8
-6
-4
-2
0
2
4
6
8
t
x
-
v
e
l
o
c
i
t
y
-
c
constraint
'stiff'
0 1 2 3 4 5
-8
-6
-4
-2
0
2
4
6
8
t
y
-
v
e
l
o
c
i
t
y
-
c
constraint
'stiff'
Fig. 19 Stiff pendulum using the scheme with t = 0.01.
6 Large systems
In this sections the scheme is applied to the solution of large linear and nonlinear systems of equations, which result as
semidiscretized equations of motion from the analysis of continuous systems. The results demonstrate that the developed
scheme can efciently solve large systems of equations of motion originating fromthe application of modern computational
methods, such as FEM, BEM, and Meshless methods.
Example 9. Linear equations
In this example the numerical scheme is employed to solve a large system of non symmetric linear equations of motion. The
equations represent the semi-discretized equations of motion resulting fromthe analysis of the simply supported rectangular
plate of Fig. 20. The analysis is performed using the AEM [13]. The response of the plate is governed by the following
initial boundary value problem
D
4
w +h w = p(x, y, t) in , t > 0, (60)
w = M
n
= 0 on , (61a,b)
w(x, y, 0) = w(x, y, 0) = 0 in (62a,b)
where w is the transverse displacement, D = Eh
3
/12(1
2
) the plate stiffness , h the plate thickness, E the elastic
modulus, the Poisson ratio, the mass density, p(x, y, t) the excitation force, and M
n
the normal bending moment on the
boundary.
For p(x, y, t) = w
0
_
D
_
(m/a)
2
+n/b)
2
_
2
h
2
_
W(x, y) sin t the problem admits the exact solution
w
exact
(x, y, t) = w
0
W(x, y) sin t, W(x, y) = sin(
m
a
x) sin(
n
a
y). (63)
6
y
x
4 ss
ss
ss
ss
Fig. 20 Rectangular simply supported plate.
The numerical results are obtained with: h = 0.1 m, = 2.4 kg/m
3
, = 0.25, E = 2.9 10
7
kN/m
2
, = 10,
m = n = 1, w(x, y, 0) = 0, w(x, y, 0) = w
0
W(x, y). The AEM is employed with 400 constant boundary elements
and 524 domain linear triangular elements. This procedure yields a system of 240 equations of motion in terms of the
nodal displacements with non symmetric fully populated coefcient matrices. The equations are solved using the present
numerical scheme and Newmarks trapezoidal rule. Since it is
max
= 66240.74, the central difference method applies
only if t < 2/
max
= 3 10
5
. In Fig. 21, the time history of the deection w(1.5, 1, t) obtained with t = 0.01 is
shown as compared with the exact solution. Moreover, Fig. 22 presents the error e = max
t
|w w
exact
|, 0 < t 200,
at point (1.5, 1) in the present scheme and the Newmarks trapezoidal rule. Apparently, the error is the same for the two
schemes, since both schemes are second order accurate.
180 185 190 195 200
-5
0
5
x 10
-3
t
w
(
1
.
5
,
1
,
t
)
computed
exact
0.05 0.1 0.15 0.2
0
1
2
3
4
x 10
-4
h
e
=
m
a
x
|
w
-
w
e
x
|
present scheme
Newmark's rule
Fig. 21 Time history of w(1.5, 1, t) in Example 9
(t = 0.01).
Fig. 22 Error e = max
t
|w wexact| versus time step
h = t.
Example 10. Nonlinear equations
In order to test the efciency of the scheme with regard to the time cost, Eq. (3) has been solved for various values of the
number of the degrees of freedomN and the total time of the motion t
tot
. The employed matrices M, C, K are symmetric
and fully populated and they are randomly generated for each set of values (N, t
tot
). The computation time for each case
is shown in Table 1. The scheme was programmed in Matlab (R2009a) and the solution with t = 0.01 was obtained on a
Fujitsu Celsius Series 700 notebook.
Table 1 Computation time in Example 10. Upper row: Newmarks trapezoidal rule. Lower row: present scheme.
t
tot
sec
N
20 40 60 80 100 120 140 160 180 200
25 0.439
0.020
1.091
0.031
1.879
0.079
2.937
0.146
3.667
0.219
4.532
0.249
5.227
0.309
5.958
0.402
6.752
0.527
7.510
0.652
50 2.138
0.039
5.471
0.108
8.821
0.160
11.901
0.260
14.845
0.366
17.904
0.434
21.756
0.594
25.507
0.781
27.583
0.971
30.667
1.148
100 10.786
0.091
23.365
0.142
35.828
0.305
48.101
0.435
60.808
0.623
72.760
0.817
85.306
1.114
98.610
1.477
116.044
1.801
121.544
2.110
Example 11.
In this example the numerical scheme is employed to solve a large systemof non linear equations of motion, which represent
the semi-discretized equations of motion resulting from the analysis of the nonlinear wave equation
u,
xx
uu,
x
u = e
2x
cos
2
t + 2e
x
cos t, 0 x 1, 0 < t (64)
u(x, 0) = e
x
, u(x, 0) = 0, (65a,b)
u(0, 0) = 1, u(1, 0) = e
1
. (65c,d)
The AEM is employed with 31 constant elements [19]. This procedure yields a system of 31 nonlinear equations of motion
of the form (43) in terms of the nodal values, which are solved using the present numerical scheme. The problem admits an
exact solution u
ex
= e
x
cos t. Figure 23 shows the solution at x = 0.5 as compared with the exact one together with the
error = |u(0.5, t) u
exact
(0.5, t)|
0 10 20 30 40 50
-1
-0.5
0
0.5
1
t
u
(
0
.
5
,
t
)
computed
exact
error*10
3
Fig. 23 Solution at x = 0.5, t = 0.1.
7 Conclusions
An integral equation method has been developed for the numerical solution of second order linear and nonlinear differential
equations. The coefcient matrices may be fully populated, non symmetric and time dependent, i.e. variable. The resulting
numerical scheme is applied to the solution of the equations of motion arising in structural dynamics. The method is simple
to implement. It is self starting, second order accurate for liner systems, unconditionally stable and it does not exhibit
amplitude decay or period elongation. On the base of the solution algorithms the method can be categorized as explicit.
Several examples are presented, which illustrate the method and demonstrate its efciency. It is shown that the proposed
integration performs well when large deformations and long time durations are considered in the transient response analyses
of structures. It can be used as a practical method for integration of the equations of motion in cases where widely used
time integration procedures, e.g. Newmarks, do not conserve energy and momentum, and become unstable. The method
can be readily extended to equations of order higher than two.
Appendix: Pseudo-codes of the algorithms
Following the derivation of the solution schemes described in Sections 4 and 5, the algorithms are stated in a pseudo-code
type notation. In this way the reader interested in implementing the method can easily do so in the computer language of
his preference.
Algorithm 1: Linear equations of motion
A. Data
Read: M, C, K, u
0
, u
0
, p(t), t
tot
B. Initial computations
1. Choose : h := t and compute n
tot
2. Compute : c
1
:= h
2
/2 c
2
:= h q
0
:= M
1
(p
0
C u
0
Ku
0
)
3. Formulate : U
0
:=
_
q
0
u
0
u
0
_
T
4. Compute : A :=
_
_
M C K
c1
2
I hI I
c2
2
I I 0
_
_
1 _
_
0 0 0
c1
2
I 0 I
c2
2
I I 0
_
_
, b:=
_
_
M C K
c1
2
I hI I
c2
2
I I 0
_
_
1
_
_
I
0
0
_
_
C. Compute solution
for n := 1 to n
tol
U
n
= AU
n1
+ bp
n
end
Algorithm 2: Nonlinear equations of motion
A. Data
Read: M, F( u, u), u
0
, u
0
, p(t), t
tot
B. Initial computations
1. Choose : h := t and compute n
tot
2. Compute : c
1
:= h
2
/2 c
2
:= h q
0
:= M
1
[p
0
F( u
0
, u
0
)]:
C. Compute solution
for n := 1 to n
tol
solve for {q
n
u
n
u
n
}
T
the system of the nonlinear algebraic equations :
Mq
n
+ F( u
n
, u
n
) = p
n
_
_
hI I
I 0
_
_
_
_
_
u
n
u
n
_
_
_
=
_
_
0 I
I 0
_
_
_
_
_
u
n1
u
n1
_
_
_
+
_
_
c1
2
I
c2
2
I
_
_
q
n
+
_
_
c1
2
I
c2
2
I
_
_
q
n1
end
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