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Numerical Methods in Structural Dynamics

Article  in  Canadian Journal of Civil Engineering · February 2011

DOI: 10.1139/l74-017

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 Numerical Methods in Structural Dynamics

Deportment of Civil Engineering, Cnr.letotz University, Ottntc~n,Cnnridrr K I S 5B6

Received November 26, 1973
Accepted September 16, 1974

The dynamic analysis of a structure subjected to a random forcing function from a

Can. J. Civ. Eng. Downloaded from www.nrcresearchpress.com by 199.201.121.12 on 06/04/13

source such as earthquake, blast, or wind requires the use of a numerical integration
technique. The efficiency and accuracy of the technique employed is of great importance
for both research and practical design. The more effective methods of numerical integra-
tion belong to the category designated as 'predictor-corrector' methods. A systematic
method is presented for the derivation of single-point and multiple-point predictor-cor-
rector formulae. I t is shown that most of the methods of numerical integration presently
employed in structural dynamics are single-point predictor-corrector methods. A
scheme of iteration is usually employed for the solution of the difference equations
obtained by the application of these methods. It is shown that for problems in structural
dynamics, it is not necessary to use an iterative scheme; a process of elimination is
feasible and also gives considerable economy in computation time. It is further shown
that the choice of a n appropriate multi-point method for the numerical integration of
the equations of motion of an elastic system can lead to a considerable saving in compu-
tation time and cost. One such multi-point method is presented, and its truncation error
and stability are examined.
For personal use only.

Dans 1'Ctude dynamique d'une structure soumise B une force perturbatrice aliatoire
engendrCe, par exemple, par un tremblement de terre, une explosion ou du vent, on doit
recourir B une technique d'intkgration numCrique. L'efficacitC et la prCcision de la
mithode utilisCe sont d'une grand? importance tant pour le travail du chercheur que
pour des calculs du praticien. Les mCthodes d'intigration numiriqt~e les plus efficaces
appartiennent B la catCgorie "essai et correction". Les auteurs prisentent un procCdC
systkmatique de dirivation de formules du type "essai et correction" B point simple ou
k points multiples. 11s montrent en outre que la pltlpart des mCthodes d'intkgration
numtrique prCsentement utilisCes en dynamique des structures sont du type "essai et
correction" B point simple. GCnCralement, on recourt ii un mode itCratif dans la solution
des equations aux diffCrences rtsultant de l'application de ces mtthodes. Cependant, le
mimoire dCmontre que pour les probliimes liCs B la dynamique des structures, il n'est
pas nicessaire de recourir B un procCdC ittratif: on peut en effet se contenter d'une
mCthode par Climination qui conduit par ailleurs ii des economies considCrables en temps
de calcul. Bien plus, on peut aboutir, comme le montrent les auteurs, B des Cconomies
analogues de temps et de cotit de calcul en choisissant une mCthode appropriee B points
multiples pour llintCgration numtrique des equations du mouvement d'un systime
Clastique. L'article se termine par I'exposC d'une mCthode de ce type dont on Ctudie
l'erreur de troncature et la stabilitC de la solution. [Traduit par la Revue]

Introduction study real life dynamic problems in terms of

In practical engineering situations, there is
often a need to investigate the behavior of a
structure subjected to dynamic excitation from,
say, blast, wind, an earthquake, vehicular traf-
fic, or operating machinery. The complexity of
dynamic behavior has usually forced engineers
in the past to deal with such loads in a very
approximate manner, using, for example, the
seismic load 'equivalent lateral forces' and live
load impact coefficients found in typical struc-
tural design specifications. The digital com-
puter, however, is now making it feasible to
Can. J. Civ. Eng., 1, 179(1974)
rather refined mathematical models; these, al-
though still far from ideal, provide a greatly
improved picture of the behavior of the struc-
ture under study. In the future, as computing
costs reduce and the models improve, it will
become increasingly practical to use such com-
puterized models, first for the examination of
the adequacy of the design codes and then for
the direct design of important or unusual struc-
tures. To achieve this objective, it is important
to maximize the efficiency of the numerical
integration process, which is an essential and
very time-consuming part of the computerized
 180 CAN. J. CIV. ENG. VOL. 1, 1974
simulation. This last topic is the subject of this
paper.
In many real engineering dynamic problems,
the forcing function or accelerogram
U " encoun-
tered is an arbitrary irregular function of time
rather than, say, a smooth sine or cosine curve.
Such a function can be handled by either (1)
the mode superposition method, which requires
an integration of the random forcing function
Can. J. Civ. Eng. Downloaded from www.nrcresearchpress.com by 199.201.121.12 on 06/04/13
by numerical means, or (2) a direct numerical
integration of the equations of motion. In many
practical situations, especially with heavily
loaded structures, the stiffness properties of the
structure do not remain constant and the struc-
tural response is not linear elastic. In such
cases, the mode superposition method no longer
can be used. and reliable results can be ob-
tained only by direct numerical integration of
the equations of motion.
The analysis of the response of a single-
degree-of-freedom structure to such a dynamic
excitation involves the numerical integration of
For personal use only.
a single second-order differential equation over
an appropriate time interval; the comparable
direct integration analysis for a multi-degree-
of-freedom structure involves the simultaneous
numerical integration of a set of such equations,
one equation for each degree of freedom. The
amount of numerical work entailed is often
very substantial; hence the efficiency of the
computational technique employed may be of
considerable practical importance.
For the type of problem considered here, the
mathematical model of a structure initially at
rest is subjected to some form of dynamic ex-
citation and the structural response is computed
as a function of time. Such a problem is essen-
tially an 'initial value' problem with respect
to the time parameter. The methods available
for the numerical integration of the differential
equations associated with initial value problems
can be divided into two broad categories, the
methods based on Taylor series, and the 'pre-
dictor-corrector' methods.
The methods based on Taylor series, which
also include the well known Runge Kutta
methods, have received extensive treatment in
the literature (Hamming 1962; Norris et al.
1959; Wang 1966). Although the Runge Kutta
methods can be applied to problems involving
random forcing functions, it is difficult to esti-
mate the errors involved; also the time required
for the solution of a problem by this method
may be rather large when compared to other
possible means of numerical integration, some
of which will be discussed below.
The Predictor-Corrector Methods
The predictor-corrector methods are iterative
methods that use the information at one or
more previous time points to assist in evaluating
the dependent variable at each successive time
point. These methods offer several advantages
over the Taylor series type methods.
The Euler predictor-corrector formula
(Milne 1953) is a simple example of this
class of method. The use of this formula can be
illustrated by applying it to the following single
first order differential equation:
where t is the independent time variable, y is
the dependent variable, and j, is the first deriva-
tive of y with respect to t. If t, and t,,+l are
two successive time intervals, h = t,,+l - t,,
is the time step, and y, represents the value of
displacement y at t,,, then j,, is approximately
given by :
Yn+l - Yn
c21 Ji" = h
provided the time step h is sufficiently small.
A first approximation to Y , , + ~is given by
where superscript p signifies a predicted value
of Y,,+~.A better estimate of j,+l is obtained
by
C41 Y",I = Y,
where the superscript c indicates a corrected
value of Y,,+~.
The value of Y , + ~ so obtained can be used
to evaluate f ( ~ , , + ~ , t , +for
~ ) the next iteration,
which will hopefully give a further improved
value of Y , + ~ .The use of the corrector formula,
Eq. [4], is repeated as many times as is de-
sired. The accuracy of the final answer will
depend upon the degree of convergence of the
iteration process and the adequacy of the
integration interval h. The method just de-
scribed is an example of a 'single-point' method,
 HUMRR AND WRIGHT: NUMERICAL METHODS
which makes use only of information at loca-
tion n and not, for example, at location n - l .
Numerical methods developed for the dy-
namic analysis of structures have been variously
called the 'Difference Equation Methods' and
'Acceleration Methods' (Chan and Newmark
1952; Tung and Newmark 1954). The latter
include the well known Newmark's ,B method
(Chan and Newmark 1952; Newmark 1959;
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Tung and Newmark 1954) and the Accelera-
tion Pulse method developed at M.I.T. (Norris
et al. 1959). It will be shown herein that all of
these methods, in fact, belong to the category
of predictor-corrector methods and can be de-
rived using one unified approach. This ap-
proach, though standard in the mathematical
theory of numerical analysis, does not seem to
have been employed in structural engineering.
The authors believe that the identification of
the various methods within the general category
of the predictor-corrector methods should lead
to a better appreciation of their relative merits
For personal use only.
and to added facility in the derivation of suit-
able multi-point formulae.
Multi-point formulae, which make use of
information at more than one previous point
in evaluating the dependent variable at a suc-
cessive location, generally have a smaller trun-
cation error than do single-point formulae. One
might therefore expect that their use would
result in lower errors in practical numerical
solutions. This has not always been found to
be the case. On the contrary, it has been ob-
served that, with many multi-point methods,
the errors have a tendency to grow with time t
(Norris el al. 1959; Wang 1966) ; i.e. the solu-
tions are not stable. An attempt will be made
herein to show that it is possible to derive
multi-point methods that (1 ) show good per-
formance with respect to stability, and ( 2 )
give more accurate solutions than do the single-
point methods for the same amount of computa-
tion time. One such multi-point formula will be
presented in this paper and its truncation error
and condition of stability will be derived. It
will then be demonstrated by an example that,
when used for appropriate problems, properly
selected multi-point formulae can give much
better accuracy in the computation of the elas-
tic response of structures than do the single-
point formulae.
This study will also show that, for the type
181
of differential equations involved in structural
dynamics, iteration of the corrector is not
necessary. On the contrary, a direct solution of
the simultaneous difference equations by a pro-
cess of elimination is not only feasible but also
offers the definite advantages of ( 1) conserving
computing time, and ( 2 ) eliminating the need
for any limitation on the magnitude of the step
size h to ensure convergence of the iterative
process.
The initial part of the paper will deal with
methods of solution for a single second-order
differential equation related to the analysis of
a single-degree-of-freedom system. Later, these
methods will be generalized to deal with the
solution of a set of simultaneous second-order
differential equations of motion related to the
analysis of multi-degree-of-freedom dynamic
systems.
The General Predictor-CorrectorFormula
A general corrector formula should give the
value of Y , , + ~ in terms of the information at
several previous points n - k, n - k + 1, . . . ,
n. It may be written in the form:
where R is a remainder term, and A,, Be, C ,
are constants, some of which may equal zero.
The total number of these constants, including
possible zero terms, is
Higher order derivatives could be included,
but the general principles will remain un-
changed. However, when the differential equa-
tion being solved is of the second order, as is
usually the case with structural dynamics prob-
lems, derivatives higher than the second may
be difficult to obtain.
If Eq. [5] has m free parameters, A,, Be, C ,
then by a suitable choice of the values for these
parameters the equation can be made exact in
the special case where y is in the form of a
polynomial of order rn - 1. When the formula
is exact, the remainder term R will equal zero.
Now if Eq. [5] is exact for a polynomial of
 182 CAN. J. CIV. E:NG. VOL. 1, 1974

order (m - I ) , it will also be exact when y
takes on any one of the following values:
Therefore, t o evaluate the m free parameters,
y can be successively set equal to each of these
values in turn, and in each case a substitution
made into Eq. [5]. This procedure yields m
Can. J. Civ. Eng. Downloaded from www.nrcresearchpress.com by 199.201.121.12 on 06/04/13
to make the formula capable of representing
exactly only a second-order polynomial, one
slack parameter is obtained. Selecting n.* as the
slack parameter to be used in this latter case,
and substituting in turn
in Eq. [8], one obtains:

simultaneous equations involving the set of

coefficients A,, B,, C,, which are also m in
number. A solution of these equations provides
the required values of these parameters.
Now if y = tnGs substituted into Eq. [5], R
cannot be expected to automatically equal zero.
Equation [8] then reduces to
The resulting value of R will be designated as
E,,,. It will be evident that, when Eq. [5] is
used to estimate the value of y , , + ~ ,a larger
number of terms in the equation will have the
effect of reducing the magnitude of the esti-
mated truncation error R. Equations having where a,$ is an arbitrary constant which can be
many terms may, however, encounter problems selected to optimize the performance of Eq.
of spurious roots and instability. Therefore it [lo]. Setting a.l = p h2, where /3 is now the
For personal use only.

may not be desirable to use all m free param- arbitrary constant which can be assigned an
eters to reduce the truncation error. An ap- appropriate value, one obtains:
proach having practical usefulness is to employ
Eq. [5] to represent exactly a polynomial of
ordcr p - 1, p being an integer smaller than
nz by an appropriate number of terms. Then
(nz - 11) slack parameters become available, The above formula is basic to Newmark's ,f3
which can be assigncd arbitrary values chosen method (Newmark 1959). Table 1 shows the
so as to improve the stability or the conver- formulae obtained by substituting into Eq. [ I l l
gence characteristics of the resulting predictor- the following values of /3: 0, 1/4, 1/6, 1/8.
corrector formula. Equation [ l l ] can be made capable of rep-
As an example of a solution of a differential resenting a third-order polynomial exactly by
equation using a corrector formula, the follow- assigning the appropriate value to p, or in
ing second-order differential equation may be effect eliminating the slack parameter. This is
considered: donc by setting y = t3 in the equation, with the
result that p becomes 1/6. Equation [ l l ] then
reduces to
A possible second-order single-point correcter
formula is:
which is Newmark's linear acceleration for-
mula. The predictor to be used with Eq. [12] is
where lower case letters are used here for the
constant coefficients to distinguish from the
convention used for Eq. [5]. In this formula,
the constant coefficient of jr,,+l has in effect obtained by setting y,,+l = jj,,. Newmark
been set equal to zero. (1959) has presented the criterion for stability
Since there are four free parameters, the and convergence of Eq. [I 11 for various values
formula can be used to represent exactly a of p.
polynomial of the third order. If one chooses Corresponding to Eq. [8], the general sec-
 HUMAR AND WRIGHT: NUMERICAL METHODS 183
TABLE1. A comparison of some of the methods of numerical analysis used in structural
dynamics

Truncation Truncation Criterion

Method Error Term Error Term for Stab- Remarks
For Velocity For Displace- ility of
ment Displacement
Constant Acceleration Method
hw<4 Solution diverges
with time
h2 . .. -
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h3 y(3) (0)
Yn+l -- Y n + l l Yn +-Yn
2 6

Newmark's B Method

(i) B = 1/4 in Eq. 11

.Timoshenko Method
3
' h
Yncl = Yn T (Y,+Y,,~)
" "
- h (4) (0) The displacement
+ 12 truncation error
Uncondition- term represents
ally stable an upper bound
. h2 .. h2 ..
Yn+l = Yn + h Yn + r Y n + ;i--Yn+l 0.152h~
y(3)
~ (0)

(ii) B = 1/6 in Eq. ll

Linear Acceleration Method
h " " h3 ~(~)(0)
- -
Yn+l = Yn 7 (Y,+Y,,~)
For personal use only.

hw< JET
. h2 .. h2 ..
h4
Yn+l = Yn + h Yn + -j-- Yn +
Yn+l

(iii) B = l/8 in Eq. ll

h. " "
h3
The displacement
Yn+l = Yn T (yn+yn+l)
+
truncation error
term represents
~ i i an upper bound
.
Y ~ + ~ ' Y , + ~ nY + -8 h
..
Yn +
8 n h
+ l
2 ..
~ h3

Acceleration Pulse Method

h2
= Yn + h Yn

Yn+1 = - Yn-1 + 2 Yn + h
2 "

Yn :i
- yc4) (0) hw<2

Parabolic Acceleration Method

h . "
h4
Yn+1 = Yn 12 (-Y,-~+B Yn
+ + 5 Y,+~)
Solution diver-
. h2 .. .. .. 7 5 (5) (O.
hw<3.358 ges with time
Yn+1 = Yn + h Yn + -i;i- (-Y,-~ + 10 Yn + 3ync1) - m h y

ond-order single-point corrector formula for the interval h. The following expression for
velocity is velocity

A velocity formula compatible with the cor- is compatible with Eq. [11] for displacement
responding displacement formula is obtained in the special case where P = 1/6. In this case
by differentiating the latter with respect to YlLfl = ylL + ah, where is a constant. In
 184 CAN. J . CIV. EN G. VOL. 1, 1974
practice the expressions for displacement and
velocity need not be compatible. In the New-
mark method, Eq. [15] is used consistently for
velocitvJ although it is com~atible
0 I
with the dis-
placement equation only when P = 1/6 (see
Table 1 ) .
Errors in the Computations
The errors introduced into the numerical
Can. J. Civ. Eng. Downloaded from www.nrcresearchpress.com by 199.201.121.12 on 06/04/13
solution of a differential equation can be classi-
fied into three types :
1. Round-off errors introduced by- repeated
- deriving predictor-corrector formulae was pre-
computations using a small step size.
2. Truncation errors involved in representing
y,, + 1 by a finite number of terms in the Taylor
series explansion. This is the error term rep-
resented by R in Eq. [ 5 ] .
3. Propagated error introduced by replacing
the differential equation by a particular finite
difference equivalent.
Round-off errors will not be considered in
this paper. They are random in nature and
For personal use only.
therefore must be treated by statistical methods.
Error bounds obtained by statistical means
often grossly overestimate the real errors. In
computer calculations, it is often possible to
reduce the round-off errors by using a higher
precision in the computations, say, double
precision with IBM Systen1/360 and System
370 equipment.
Truncation errors are accumulated locally
at each step; unless the integration method
being used is totally or partially unstable the
size of the truncation error is the best indica-
tion of the accuracy of the numerical solution.
Truncation error terms, therefore, provide a
useful criterion for assessing the relative ac-
U
curacy of the various methods of numerical
integration. The method of obtaining the trun-
cation error term for the corrector formulae is
quite straightforward and is explained in a
number of books dealing with the numerical
solution of differential equations. Hamming
(1962) contains a concise but good treatment
of the subject.
The truncation error terms for some of the
presently used formulae for displacement and
velocity are summarized in Table 1, where the
superscript in parentheses indicates differentia-
tion with respect to time t, and B represents a
particular value of t located in the range t,, < B
< t,,+l. The value of B is not known, but an
estimate of the maximum value of the ap-
plicable derivative of y in the time range under
consideration can be used to obtain an upper
bound for the error term.
Propagated errors are discussed later herein
under the heading 'Stability of the Computa-
tional Method'.
Multi-Point Formulae
Earlier in this paper, a general procedure for
sented. It was also shown, by an example, how
the existing single-point methods of numerical
analysis used in the field of structural dynamics
can all be derived by this procedure. A simi-
lar approach will be used here to derive several
multi-point formulae for the displacement and
velocity of a single-degree-of-freedom system.
A possible multi-point corrector formula for
the displacement of a single-degree-of-freedom
system is as follows:
The formula has seven free parameters and
hence can be made exact for
y = 1, t, t2, t3, t4, t5, and t 6
A whole class of formulae can be obtained
by making the equation exact for only
y = 1, t, t2, t3, and t 4
leaving two slack parameters, which are se-
lected herein as al and a ~ By. successively as-
signing the five values, 1 . . . t" to y, expres-
sions are obtained for al through ai. These are
summarized in Table 2, which gives five dif-
ferent possible formulae obtained by assigning
different values to al and aB.
The expressions for velocity are derived in
a similar manner starting from the general
corrector formula
Equation [17] is made exact for,
leaving two slack parameters to be chosen here
 HUMAR AND WRIGHT: NUMERICAL METHODS

TABLE2. Higher order corrector formula displacement

(1) (2) (3) (4) (5)

a 1-0
- a =O a =-1 a 1-0 a =1
Coefficient Expression -
a =O a1.h a 3-0 a & h
3 3 15 a3=& 3 15

al 0 0 -1 0 1
al
a 1-a 1 1 2 1 0

a3 a3
0
15
h 0 -
h
10
14
-
15 h
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a4 h+a h-a
1 3
h
8
i.5 0 -
9h
10
1156 I1
- -
a5
[-h2-3a
1
h2+10a 11
3 J -W
h2 11 h2
72
h2
12 0
; h2
I
a6 & [10h2-10alh2+16a3h< 1 0 h2
3
262 ,,2
%E
g h2

a7
& [3h2+alh2-2a 3h-J 3h2
TF -
h2
12

E5
- $ h 5 - I a h 5 + 5 a h4
3 1 3
- $ h5 o o - + h5 o

E6
- 2 h6 + 32 a
1
h6 - 4a ]I5
3
--
1 0 1 h6
30
- 3h6 - -
56 ,,6
15

Truncation
Error
- & h5 y(5) (0) - & h6 Y ' ~ ) ( s )
For personal use only.

TABLE3. Higher order corrector formula-Velocity

1 2 3 4

b =O b
1
= O b=1 b=O
Coefficierit Expression 1 3
b =0
3

0 0 1. -1
"1 "1 5
1-bl 1 1
b2
il
- - 11
b 0 O
3 b3 l? 7
h
- -
Oil 4 4

1 lr
U b h-2b I
"4 2 2 1 3 2 12
11
- -
5h -11 2
b
5 3 2 12 3

Truncation
Error

as 0 , and 03. Some of the possible resulting

formulae are prescnted in Table 3.
~,-~ll,3r3h2~
-11 :blh

11
-
113 (4)
-$
Y (0)

[lgl Y,+I = Y,,+ h j , , + ~ [ - i j,,-I 1 0 ~ .

1 1; 1 1
- & Y(5)
I4
(0)
.k4

+
Of the formulae presented in Tables 2 and 3 7
the following (No. 1 in Table 2 and No. 2 in + 3~.+1 1 - 360 h5y(')(8)
Table 3, respectively) have bcen presented by
Newmark ( h a n and Ncwmark '1952; T U ~[ l g~l )in+, = g,, + E h [-Jn-l + 8yn + 5 j n + , l
and Newmark 1954). ,, and were derived bv
,
assuming a parabolic variation of acceleration
over the time intervals t,,- ,, t,,, t,,+ l .
 186 CAN. J. CIV. El*IG. VOL. 1, 1974

situation the computational method is said to

be unstable.
Formula No. 1 in Table 3 will be recognized As discussed earlier, instability may be total
as the expression for velocity used in associa- or partial. Total instability may be caused by
tion with the Newmark's p method. It can also the presence of spurious roots in the solution
be derived on the assumption that acceleration of a difference equation, while partial instability
varies linearly over a time step.
results from progressive divergence of the
Of the formulae shown in Table 2 the follow- numerical solution from the real solution. This
ing (No. 3 in the table) has the minimum trun- may be illustrated by considering Newmark's
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cation error: parabolic acceleration method. A detailed ex-

amination of the stability of this method has
been presented elsewhere (Chan and Newmark
h6 1952; Tung and Newmark 1954); a summary
+ Y n + 1 1 - Y ( ~ ) ( @of the treatment is presented directly below.
The differential equation
where t n - l 5 6 5 tn+l
Equation [20] has been previously presented
in the mathematical theory of the numerical bas an exact solution
solution of differential equations as a formula
useful for the numerical solution of second- C221 y = D sin wt + Ecos wt
order differential equations that do not contain in which D and E are constants of integration.
the first derivative (Hamming 1962; Norris et In a numerical solution with a step size h,
For personal use only.

al. 1959). The present study shows that it is the elapsed time t at any stage in the analysis
also useful for the solution of second-order is given by
differential equations of motion that may in- t = nh
volve the velocity term, for example for vibra-
tion with viscous damping, in which case it can where n is the number of time intervals already
be used in conjunction with a suitable expres- considered. The displacement at time t, as
sion for velocity such as Eq. [19]. The stability obtained by the numerical solution, is denoted
of this formula has been studied by the authors by y,, to distinguish it from the corresponding
with the results presented later in this paper. exact value of the displacement at time t.
The performance of the formula with respect With the parabolic acceleration method, the
to stability is good, and it gives a significant following difference equation is used for the
improvement in the accuracy of the solution as numerical integration of Eq. [21.]:
compared with the conventional single-point-
formulae. This will be demonstrated by an
example of response calculations presented Provided wh is less than 3.358 (Chan and
near the end of the paper. The Acceleration Newmark 1952), the solution of this difference
Pulse Method (Norris et al. 1959) developed equation can be written as
at the Massachusetts Institute of Technology
uses a lower-order formula rather similar to
[24] yn=Apn + yn(Bcosncp + C sin n q )
Eq. [20]. where A , B, and C are constants of integration
and p, y, and p are functions of ~ 1 2 .On com-
Stability of the Computational Method parison with the exact solution, which has two
As discussed earlier in this paper, errors are roots, it will be evident that p" represents an
introduced into the numerical solution, due to extraneous root. Fortunately, in this case, p
truncation and to the finite difference approxi- works out to less than unity and the extraneous
mation to the differential equation. It is impor- solution dies out very soon. If the numerical
tant to know the effect of the error introduced solution were exact, y would equal 1; also np
at one step upon the computations at the next would equal ~t or p would equal oh. In fact, y
step. If this error has a tendency to grow, the turns out to be slightly greater than 1 and for
solution soon becomes meaningless. In such a large values of n the solution starts oscillating
 HUMAR AND WRIGHT: NUMERICAL METHODS
farther and farther from the true solution. If
oh is larger than 3.358, all roots of the dif-
ference equation become real and the method
is rendered unstable.
In the above example, although the ex-
traneous root does not give rise to instability
since p is less than one, the method is stable
only as long as wh is less than 3.358. Also
since 7 is slightly greater than unity, partial
Can. J. Civ. Eng. Downloaded from www.nrcresearchpress.com by 199.201.121.12 on 06/04/13
instability also results because of progressive
divergence of the numerical solution from the
true solution.
The stability of Eq. [20] may also be ex-
amined for the case when it is used to integrate
Eq. 1211. The substitution of Eq. [21] into Eq.
[20], with the truncation error term omitted,
gives
C251 Y,+I- my, + Y,-1 = 0
where
2 - 5/6h2w2-
a = ------
h2w2
For personal use only.
I+--
12
The difference equation Eq. [25] has a solu-
tion of the form:
where A I and A2 are constants whose value
depend upon the initial conditions, and pl and
p2 are roots of the characteristic equation:
The roots of Eq. [26] are:
For the solution of Eq. [25] to be periodic so
that it corresponds to the exact solution of Eq.
[21], the roots pl and p2 must be complex or
the quantity (a2 - 4) must be less than zero.
For this condition to be satisfied, h202must be
less than 6. Thus the maximum step size that
will permit stability is established. Assuming
that the condition for stability is satisfied, the
solution of Eq. [25] reduces to the form:
y, = A cos np + B sin nq
where A and B are constants whose value de-
pends upon the initial conditions and thus the
method used to start the integration process,
that is upon how yl is obtained from yo and yo,
and p is a function of oh. This method then
187
does not give any extraneous roots; also the
numerical solution never diverges from the true
solution provided w2h2is less than 6.
The conditions of stability of the displace-
ment formulae in Table 1 have been discussed
in Chan and Newmark (1952), Newmark
( 1959), Norris et al. (1959), and Tung and
Newmark (1954). The conditions are also
presented in Table 1 in terms of the parameter
wh, the natural frequency of the dynamic system
multiplied by the integration step length.
Solution of the Differential Equations
A second-order differential equation of mo-
tion of a single-degree-of-freedom mechanical
system subjected to a force which varies with
time may take the form
where m is the mass, c is the viscous damping
coefficient, k is stiffness of the system, and F is
an exciting force, which is a function of time.
Typically, the function F may represent time-
dependent forces induced by wind excitation
w blast.
Alternatively, the system may be subjected
to base motion, in which case the equation of
motion may take the form:
where x is a foundation displacement and z =
y - x. Equations [28] and [29] are essentially
similar. The forcing function F(t) in Eq. [28]
is replaced by the expression -mX in Eq. [29].
The following discussions will be mainly related
to systems subjected to base motion; they apply
equally to the response computations for wind
and blast.
Considering Eq. 1291, the following relation-
+
ship will hold at point n 1 :
[30] mi,+ + ci,,+ kz, = - mx,,
Suppose that the following expressions are
used for the displacement and velocity at suc-
cessive time steps :
 188 CAN. J. CIV. ENG. VOL. 1, 1974

If the solution for each new time step is to where {z> = { Y ) - 4 1 )

be obtained by iteration, an estimated value
An r degree of freedom system requires the
must be used for Lltl, the first approximation
solution of 3r simultaneous equations at each
being usually taken as equal i',,;then 2,,+1 and
time step, instead of the three for a single
are evaluated from Eqs. [3:1.] and [32]. A
degree of freedom system. If, for example, the
better approximation for is now obtained
system is a linear elastic frame subject to a
by substituting these values into Eq. [30]; this
base motion and it is decided to use corrector
improved approximation is used in the next
formulae [19] and [20] for computing the re-
Can. J. Civ. Eng. Downloaded from www.nrcresearchpress.com by 199.201.121.12 on 06/04/13

iteration.
sponse, these formulae would then be used in
If k remains constant, as in the case of
their vector form:
elastic systems, Eq. [29] is linear and Eqs. [301,
[31], and [32] can all be solved simultaneously
to obtain the values of three unknowns, z,,+l,
.,
ill TI,+ This direct solution by elimination
makes it possible to achieve a large economy
in computation time.
Equations [31 and [32] and also the other
multi-point equations discussed in this paper
make use of information at two previous points,
that is at t,,-l and t,,. At th'e beginning of Starting from known values of vectors
the solution, the values of z, 2, and T are
available only at one point, usually at t = 0.
{z,,-I), {z,,-I), {z,,), (ilr), and {%), the three
For personal use only.

sets of equations [33], [31A], and [32A] can

The solution is thercfore not self starting and be solved simultaneously to obtain {z,,+ I},
zl, i,, and 'i2 must be evaluated by some other {i,,.;. 11, and {i;,.t
I). The problem ultimately
means. This, however, does not present any reduces to the solution of the following matrix
special problems, sincc severaI methods are equation:
available to start the solution. Any onc of the
Taylor series, Runge-Kutta or ~ewrnark's P C341 C~c*l{~,,=
+ ~{f,,+l*l
)
111ethod can be used to obtain the values of z,
z, and z at time t,. where
5h 11
There are situations, such as those for
inelastic systems, where the structural stiffness
[35] [k*] = [rn] +-
12
ic] + - [lc]
12
IC is not constant, but depends upon the struc- and
tural displacement. Although equations of
motion arc then no longer linear, a numerical C361 { f , , + ~ * )= -Xt,+~Cml{l)
solution can be obtained by assunling that the - Ccl{A) - CkI{B)
str~ictural stiffncss remains constant during where, in turn
each individual time step. The equations of h .. 8 11
motion, taken in their incremental form, are C371 { A ) = - {z,,- 1 J+ {%,I + {ill)
converted into a set of linear cquations, and and
the process of elimination described above is
applied to their solution. i381 { B ) = - {z,,- I 1 + 2{z1,1
Solution of Sets of Sitn~r1tarzeou.sEq~mtions
Up to this point, the discussion has been + h {""-'I + 101z2 Ci',)
confined to a system having a single degree of
freedom. For a multi-degree-of-freedom sys- Cholesky's mcthod can be used very effec-
tem such as would be used to model a high-rise tively to solve the matrix Eq. [34]. Since [k"]
building under dynamic load or seismic ac- is a symmetric, positive definite matrix, it can
celcration, the procedure is essentially similar. be decomposed into the product of a lower
Typical sets of equations are triangular matrix and its transpose.
C391 CLICLIT{~ll+
1) = if,,+1":)
 HUMAR AND WRIGHT: NUMERICAL METHODS
This equation is solved by Cholesky's method
in two steps. First the equation
C401 CLl{C> = {A,+,*)
is solved for C and then
Ed11 CLJT{.i?,+l>= { C )
is solved for {?,+ l ) .
Can. J. Civ. Eng. Downloaded from www.nrcresearchpress.com by 199.201.121.12 on 06/04/13
It will be observed that matrix [k*] does not
change with time provided the time interval lz
is constant. The more time-consuming decom-
position of matrix [Ic*] has, therefore, to be
carried out only once. For each time interval,
the vector {f:" is calculated and Eqs. [40] and
[41] are solved in a segment of the Cholesky
subroutine to obtain { i ; , + l ) .
The advantage of a solution by elimination
over that by an iterative process will now be
evident. The fact that the decomposition of
matrix [k*] has to be carried out only once
makes the elimination process much less time
For personal use only.
consuming than an iteration method where the
iterations have to be repeated at each time
step. The elimination procedure is also more
accurate than the iterative scheme and its use
removes any problem of convergence of an
iteration process. The conservation of compu-
tation time is by far the most important of the
advantages mentioned above. This has become
very evident in comparative test runs carried
out using both the elimination and iteration
methods of solution.
The solution of the differential equations of
an inelastic system follows the same lines as
for an elastic analysis, except that only single-
step methods can be used and all the equations
must be used in incremental form.
The equations of motion are now
E421 [m]{Az) + [c]{Ai)
+ [ k ] { A z ) = -Ajt[m]{l),
where {z,,+,) = {z,,) + { A z ) , and so on and
the A's are used to indicate that the particular
relations given are valid only over a small
interval of the variables { z ) .
Ultimately, the problem reduces to the solu-
tion of an equation of the form:
The Cholesky method can again be used to
advantage to solve the above matrix equation.
189
This time, however, the matrix [Ic:~:] is not
constant, but varies with the number of plastic
hinges that form in the structure.
Every time [lc:':]changes, the decomposition
into two triangular matrices has to be carried
out afresh. But since [ I C ' ~ ]does not change at
each step, and in fact the number of changes
during an entire response history may not be
very large, there is still considerable economy
in computation timc if the elimination process
is used instead of an iterative scheme.
Selection of Time Step Size
The step size to be adopted for a numerical
solution using the predictor-corrector method
depends upon the following:
(1) The convergence characteristics of the
corrector.
(2) Truncation errors.
(3) The stability of the solution.
In general, an upper limit is imposed upon
the possible time step size by the need to ensure
convergence and stability and to reduce the
truncation errors. However, as discussed above,
an iterative solution of the corrector is not
necessary for problems in the dynamic analysis
of structures. Therefore, in structural dynamics,
convergence need not be a criterion for limiting
the step size. The step size can then be selected
on the basis of the other two considerations.
In all the formulae presented in this paper,
the truncation error term is of the form:
c h p Y(P) (e),
where c is a constant and p is the degree of
the formula. Since the pth derivative of y will
contain a factor wP, the magnitude of truncation
error depends on the value of (oh)P. It is evi-
dent that, to keep the truncation error low, the
time step size h should be chosen so that w h is
less than 1.
For systems with only a few degrees of free-
dom, the criteria for stability are not usually
as restrictive as those for truncation error. For
systems with a larger number of degrees of
freedom, the truncation error term is usually
important only for the first few low frequency
modes, since the contribution from the higher
modes is comparatively small. However, the
stability criterion must be based on the highest
mode frequency, because instability even in the
highest mode may result in a progressively
 190 CAN. J. CIV. ENG. VOL. 1, 1974

dominating contribution from that mode, ul-

timately rendering the solution unstable. In
such situations, the stability criterion may be-
come more restrictive. For example, in vibra-
ticn problems involving shells or flat plate
structures modelled by finite elements, the num-
ber of degrees of freedom may be very large.
Consequently the highest mode period may be
Can. J. Civ. Eng. Downloaded from www.nrcresearchpress.com by 199.201.121.12 on 06/04/13

so small that it is impracticable to meet the

criterion of stability imposed by the highest
mode. In such situations, the formulae that are
unconditionally stable, such as No. 2 in Table
1, may be the only one that can be successfully
used. On the other hand, for multistory build-
ings that can be modelled by a finite number of
degrees of freedom, the highest mode period
REST
will usually still be large enough to permit the
formulae with conditional stability but lower
truncation errors to be used.

An Example of Response Calculations

For personal use only.

To provide an indication of the comparative

accuracy of some of the predictor-corrector
methods described in this paper, an example of
a response calculation problem is now pre-
sented.
The single degree of freedom oscillator shown
in Fig. 1 has the following properties:
Natural frequency = w/2.7r = 1.0 cycles per
second.
Ratio of damping to critical damping = 0.0.
The response of this system to a sinusoidal base
excitation is calculated using the linear ac-
celeration method and the formulae of Eqs.
[18], [19], and [20]. The oscillator, initially at
rest, is excited by a base motion given by:
x = Q sin Rt
where Q = amplitude = 1.00 mm
R = exciting frequency = 1.5708 radians
per second
t = time in seconds
The results of the calculations are compared
in Table 4 with an accurate solution given by:
W
sin at - - sin wt
a
z=Q
(;I2 -1
For Newmark's linear acceleration method,
the condition of stability requires that oh be
FIG.1. Single degree-of-freedom oscillator subject
to base motion.
less than 3.46. This limits the maximum value
of h to 0.55 s. The corresponding limit for the
multi-point corrector formula of Eq. [20] is
0.39 s. However, for both methods to reduce
the truncation errors, wh should be limited to 1,
or h should be limited to 0.16 s. In fact, a con-
siderably smaller value of 1%should be used to
ensure reasonable accuracy. Even with h =
0.04 s the errors in the results obtained by the
linear acceleration method are considerable. A
value of h = 0.02 s gives much better accuracy.
The multi-point methods, on the other hand,
give comparabIe or better accuracy even with a
step size of h = 0.04 s.
Summary and Conclusions
In many practical engineering situations, the
analysis of structures subjected to dynamic
load requires the use of a numerical method of
computation. The more effective methods of
 HUMAR AND WRIGHT: NUMERICAL METHODS

TABLE4. Response of single-degree-of-freedom oscillator

Relative Displacement, mm.

Newnark's Method B = 1/6 Formulae (18), (19) Forinulae (19), (20)
Time, Exact h = 0.02 s h = 0.04 s h = 0.04 s ?, = 0.04 s
S
-

Value Error Value Error Value Error Value Error

1.0 .06667 .06727 - 60 -07056 - 389 .06622 + 45 .06616 + 51
1.2 -.I9021 -.l9010 - 11 -.la934 - 87 -.l9095 + 74 -.I9036 + 15
Can. J. Civ. Eng. Downloaded from www.nrcresearchpress.com by 199.201.121.12 on 06/04/13

1.4 -.lo281 -.lo362 + 81 -.lo763 + 482 -.lo39 - 2 -.lo227 - 54

1.6 .19593 .I9513 + 80 .l9114 + 479 .19690 - 97 .19648 - 55
1.8 .27422 .27465 - 43 .27690 - 268 .27485 - 63 .27388 + 34
2.0 - .Ooooo .00129 -129 .00786 - 786 -.00091 + 81 -.00094 + 94

10.0 .00001 .00643 -642 .03919 -3918 -.00411 +412 -.00472 +473
10.2 -.27422 -.27219 -203 -.25959 -1463 -.28078 +656 -.27559 +I37
10.4 -.19594 -.20133 +539 -.22741 +3147 -.19578 - 16 -.l9188 -406
10.6 .lo279 .09732 +547 A5770 +3509 .lo975 -696 .10682' -403
10.8 .l9022 .l9240 -218 .ZOO71 -1049 .I9447 -425 .I6857 1.165
11.0 -.Of5665 -.05955 -710 -.02355 -4310 -.07115 +450 -.07182 +517

14.0 .00002 .00901 -899 .05468 -5466 -.00579 +581 -.00661 +663
14.2 -.27421 -.27133 -288 -.25214 -2207 -.28341 +920 -.27614 +I93
14.4 -.I9595 -.20337 +742 -.23825 +4230 -.I9572 - 23 -.19033 -562
For personal use only.

14.6 ,10279 .09519 +760 .053@ +by31 .ll243 -964 .I0832 -553
14.8 ,19022 .I9312 -290 .20268 -1246 .l9606 -584 .18794 1278
15.0 -.06665 -.05697 -968 -.00810 -5855 -.07285 +620 -.07370 +705

numerical analysis belong to the general cat-
egory designated as 'Predictor-corrector Meth-
ods'. With some problems in structural dy-
namics, it is not necessary to use the predictor.
In this paper, several existing predietor-correc-
tor methods were reviewed and compared with
reference to the errors involved in the solution.
Ncxt a general development of the higher order
methods was presented; one such method was
examined in detail for its truncation error and
stability when applied to the solution of prob-
lems in structural dynamics. An example of
the analysis of structural response for dynamic
loads was given, in which the effectiveness of
properly selected higher order formulae was
demonstrated.
The following conclusions can be drawn
from this study:
1. For the dynamic analysis of structures not
strained into the inelastic range, i.e. where the
stiffness matrix remains constant, the choice of
an appropriate multi-point numerical method
will give a definite improvement in the accuracy
of the solution beyond what can bc expected
from single-point methods. For comparable
accuracy, the time step size that can be used
with a properly selected multi-point formula
is considerably larger than that which is pos-
sible with a single-point formula. The main
consideration that should weigh in the selection
of a multi-point method is the requirement of
stability. Multi-point methods that give rise to
extraneous roots or partial instability should be
used with caution. Methods that do not suffer
from these short-comings can be used with
advantage. The formula presented in Eq. [20]
of this paper is very suitable for use in analysis
of structures subject to dynamic forces such as
wind, blast, or earthquake, provided conditions
of stability can be met, i.e, provided lz can be
selected so that W?Z"S less than 6.
2. For most problems encountered in struc-
tural dynamics, the iteration of the corrector is
not necessary. Instead a process of elimination
described herein under the heading 'Solution
of the Differential Equations', can be used for
the solution, resulting in considerable economy
in computation time. Although this is true of
both elastic and inelastic systems, the economy
will be most evident in the case of elastic
systems.
3. For the reason stated in conclusion 2,
 192 CAN. J. CIV. ENG. VOL. 1, 1974

convergence of the corrector usually need not Notations

be a criterion for limiting-U
the time s t Ie ~size.
To reduce the truncation error, the step size
B, C, D, E, = Constants of integration
should be chosen so that h w is less than 1 ; in
A,, Be, Ce = Coefficients in corrector
fact it should be considerably less than this
formula
limit to ensure adequate accuracy in the solu-
Coefficients in corrector
tion. The need to maintain stability of the
formulae for displacement
solution will impose a different liniitation on
Coefficients in corrector
Can. J. Civ. Eng. Downloaded from www.nrcresearchpress.com by 199.201.121.12 on 06/04/13

!he step size depending on the formula selected.

formulae for velocity
Some formulae are, in fact, unconditionally
Damping coefficient
stable.
Damping matrix
4. For systems with a few degrees of free-
Error term in corrector
dom, the limitation imposed on the step size by
formula
the need to minimize the truncation error is Force which varies as a
more restrictive than that imposed by the re- function of time
quirement to maintain stability of the solution. Function of time and
However, for systems with a large number of variable y
degrees of freedom, the stability criterion may Interval of time used in
become more restrictive. When the number of numerical integration
degrees of freedom are very large, for example Stiffness
in the case of flat plate or shell structures Stiffness matrix
modelled by finite elements, the stability cri-
For personal use only.

Triangular matrix used with

terion may be so restrictive that it becomes Cholesky's method of
impracticable to select a step size to meet the solving simultaneous
stability requirement. In such situations, cor- equations
rector formulae with unconditional stability Mass
may be the only one that can be successfully Mass matrix
used. In cases where it is possible to select a Subscript indicating the
reasonable step size and still meet the criterion location or interval of
of stability multi-point formulae like the one in time at which the sub-
Eq. [20] can be used with advantage. scripted variable is
evaiuated
CHAN,S. P. and NEWMARK, N. M. 1952. Comparison of Q = Amplitude of exciting
numerical methods for analysing the dynamic sinusoidal motion
response of structures. Civ. Eng. Stud. Struct. Res.
Ser. No. 36, Univ. Illinois, Urbana, Ill. R = Remainder term in integra-
HAMMING, R. W. 1962. Numerical methods for scientists tion formula
and engineers. McGraw-Hill Book Co., Inc., New t = Time
York. x = Displacement of foundation
MILNE,W. E. 1953. Numerical solution of differential of a structure
equations. John Wiley and Sons, Inc., New York.
NEWMARK, N. M. 1959. A method of computation for y = Absolute displacement
structural dynamics. J. Eng. Mech. Div. Am. Soc. z = Relative displacen~ent
Civ. Eng., 85, pp. 67-94. i ,j , i = Velocities corresponding to
NORRIS,C., HANSEN, R. J., HOLLEY, M. J., BIGGS,J. M., displacements x, y, z
NAMYET,S., and MINAMI,J. K. 1959. Structural
design for dynamic loads. McGraw-Hill Book CO., 2,y, z = Accelerations corresponding
Inc., New York. to displacements x, y, z
TUNG,T. P. and NEWMARK, N. M. 1954. A review of yc = Corrected value of dis-
numerical integration methods for dynamic response placement
of structures. Civ. Eng. Stud., Struct. Res. Ser. No. yP = Predicted value of dis-
69, Univ. Illinois, Urbana, Ill.
WANG,P. C. 1966. Numerical and matrix methods in placement
structural mechanics. John Wiley and Sons, Inc., p = Parameter used in
New York. Newmark's method
 HUMAR AND WRIGHT: NUMERICAL METHODS 193
Ax, Ay, Az Incremental values of x, y
= ,
between t,, and t,,,
and z Q = Frequency of exciting base
19 = A particular value of time t motion
located somewhere in the w = Natural frequency
interval of length lz
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For personal use only.

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