Highly precise time integration method for linear

structural dynamic analysis

Yufeng Xing*, Huimin Zhang, Zekun Wang

Institute of Solid Mechanics, Beihang University (BUAA), Beijing 100083, China.

*
Corresponding author: xingyf@buaa.edu.cn

Abstract. To achieve high accuracy, conventional time integration methods require small time steps,
especially when applied to large-scale finite element systems. The use of small time steps calls for a
large number of computations. In this paper, a strategy is proposed to construct an efficient and highly
precise time integration method (HPTIM) for linear time-invariant systems. Adopting the multi
sub-step notion, HPTIM creates an integrated amplification matrix prior to recursive calculations by
multiplying the amplification matrices of N equal sub-steps, where 2m algorithm and the method of
storing incremental matrix are respectively employed to reduce computational cost and rounding error.
Based on the Newmark method, two highly precise symplectic schemes and one highly precise
dissipative scheme are developed. In addition, the consistent stability of the used Newmark schemes
is presented. The free vibration of a three-dimensional truss, the impact of a particle against a rod, the
forced vibrations of a rectangular thin plate and a stiff system are investigated to validate the
performance of the proposed method.

Keywords: time integration method, integrated amplification matrix, multi sub-step method,
computational cost, high precision, high efficiency.

1. Introduction

Time integration method (TIM) predicts approximate solutions at discretized time points via a
recursive formulation. There are many widely used TIMs, such as the Houbolt method [1], the
Newmark method [2], the Wilson-θ method [3], the HHT-α method [4], the WBZ-α method [5], the
Generalized-α method [6] and other methods mentioned in the overview paper [7].
As the pursuit of advanced methods is endless, numerous novel TIMs emerged for different
purposes after 2000. For example, composite methods [8, 9, 10] and BDF-like methods [11] were
shown to be stable and effective for general nonlinear systems. Moreover, Zhou et al. proposed the
conception of ‘algorithm by design’ [12, 13, 14] and built the framework for single-step single-solve
methods [15] for structural dynamics. However, these methods are mostly second-order accurate, so
they cannot easily achieve high accuracy even with a small time step due to enormous calculations.
To improve accuracy, many efforts were devoted to the development of higher-order methods,
which can be roughly classified into three types, according to construction method. The first type is to
use the higher-order schemes for solving first-order differential equations, such as the well-known
Runge-Kutta family [16] and the generalized integration operators [17]. However, excessive
single-step calculations limit the use of this type of methods. The second type is the use of the

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higher-order differential quadrature (DQ) time element [18, 19, 20]. Nevertheless, this approach
expands system size and has unavoidable numerical difficulty in calculating higher-order interpolation
polynomials. The higher-order method can also be developed by employing multi-step or multi
sub-step approaches. The multi-step method employs the information from multiple previous steps.
However, Dahlquist [21] found that the multi-step method is conditionally stable or unstable when the
order of accuracy exceeds two, and in effect this conclusion is suitable for all higher-order methods.
The multi sub-step method uses different integration method in each sub-step. For example, the
complex-time-step Newmark methods [22, 23] combine the results at several sub-step locations, and
Rezaiee-Pajand et al. [24] presented a multi sub-step higher-order implicit time integration family
based on Bathe’s work [8]. However, the expense of N sub-step method is N times that of single-step
method with the same step size.
From above review it follows that, using a second-order method with a small time step to achieve
high accuracy is difficult due to huge computational efforts, and using a higher-order method to
achieve high accuracy is also difficult due to enormous single-step calculations and poor numerical
performance.
In this context, a different strategy is proposed to establish an efficient and highly precise time
integration method (HPTIM) for linear time-invariant systems. In this strategy, the amplification
matrices of N equal sub-steps are multiplied to create an integrated amplification matrix before
recursive calculation, where 2m algorithm is used to reduce the cost of calculating the integrated
amplification matrix, and the method of storing incremental matrix is used to reduce rounding error.
The present work is also motivated by one work [18] of the author and co-workers, in which the
Jacobi matrix of recursive scheme is also computed by multiplying in sequence the Jacobi matrices of
all time points.
This paper is organized as follows. The construction method and solution procedure of the HPTIM
are presented in section 2 where the computational effort is seriously addressed for a larger system. In
section 3, three HPTIMs are developed and discussed in detail. In section 4, four numerical
experiments are conducted to validate the benefits of the new methods. Finally, the conclusions are
drawn in section 5.

2. Formulations

The present HPTIM is suitable for the analysis of second-order homogeneous linear time-invariant
dynamic system, so in this section we first show the method to transform an inhomogeneous motion
equation into a homogeneous one, and then present the HPTIM’s recursive formulation.

2.1. The motion equation

The motion equation of a linear structural dynamic system is as follows

Mx  Cx  Kx  R  t  (1)

where M, C and K are the symmetrical and time-invariant mass, damping and stiffness matrices,
respectively; 𝒙̈ , 𝒙̇ and x are the acceleration, velocity and displacement vectors, and R(t) is the
external load.
If R(t)=0, Eq. (1) can be directly solved by HPTIM. For nonhomogeneous cases, if R(t) can be
decomposed into the linear combination of a series of basic functions f1(t), f2(t), …, fq(t) that satisfy

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the following second-order homogeneous ordinary differential equation (ODE) as


R  Tf , f  f  t  | f  Bf  Df  0  (2)

where T, B and D are constant matrices, Eq. (1) can be transformed to

 M O   x  C O   x   K T   x   0
 O I   f   O B   f    O D   f    0 (3)
          
or

Mx  Cx  Kx  0 (4)

where I is the identity matrix and O is the zero matrix, and

x  M O C O   K T 
x   , M    ,C    ,K    (5)
f O I  O B  O D 
Note that R is an n1×1 vector where n1 is the size of the original system (1), and then T and f are n1×q
and q×1 matrices, respectively, so the expanded system size increases by q, depending on the number
of basic functions included in R(t). After the expansion, the matrix 𝑴 ̃ is still symmetrical and
positive definite, and the matrix 𝑪 ̃ is symmetrical in general, but 𝑲 ̃ is always unsymmetrical, so the
stability of HPTIM for unsymmetrical system is discussed in section 3.
Eq. (3) or Eq. (4) is identical to Eq. (1) if R(t) satisfies Eq. (2) exactly. That is to say, the solutions
of Eq. (2) are the external force forms that HPTIM can deal with. In the following, the external load
R(t) is first assumed to be several special forms and discussed separately. The special load functions
include harmonic function, e-base exponential function, polynomial function and the products of these
three type of functions. After discussing these special load cases, the general load case is treated using
the Fourier series expansion.

Case 1: harmonic function

In this case, we assume

R  t   T sin t (6)

where T and ω are given, then the matrices in Eq. (2) are as follows
f  sin t 
B  [0] (7)
D    2

It follows that for this case, in which all degree-of-freedoms (DOFs) of the system (1) are subjected to
the harmonic loads of the same frequency, the size of the system (1) increases by 1. In particular, if
the excitation frequency of each DOF is different, i.e. Ri=Tisinωit where ωi≠ωj if i≠j, the system size
doubles, i.e. n2=2n1, where n2 is the size of the expanded system.

Case 2: e-base exponential function

We assume

R  t   Tet (8)

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where T and λ are given, then the matrices in Eq. (2) are as follows
f  et 
B  [0] (9)
D    2 
It follows that if all DOFs of the system (1) are subjected to the e-base exponential loads with the
same power, the size of the system (3) also increases by 1. Note that D is negative in this case.

Case 3: polynomial function

In this case, R(t) has the form as

p
R  t    ai t p i (10)
i 0

where ai and the integer p>0 are given, then we can achieve
T  a0 a1 a p 3 a p2 a p 1 a p 
T
f  t p t p 1 t3 t2 t 1
BO
0 0  p  p  1 0 0 0
 
0 0 0   p  1 p  2  0 0 (11)
 
 
D  0 0 0 0 6 0 
0 0 0 0 0 2 
 
0 0 0 0 0 0
0 0 0 
 0 0 0
The system size increases by p+1, depending on the highest power of t.

Case 4: the product of e-base exponential and harmonic functions

Here we assume

R  t   Tet sin t

where T, λ and ω are given, then the matrices in Eq. (2) are as follows
f  et sin t 
B   2  (12)
D     2 2

For this case, the system size increases by 1. Note that here B is negative and not empty, which is
different from other cases.

Case 5: the product of e-base exponential and polynomial functions

Here we have
p
R  t    ai t p  i e  t (13)
i 0

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where ai, λ and the positive integer p are given, then we have
T  a0 a1 a p 3 a p2 a p 1 a p 
T
f  t p et t p 1et t 3et t 2 et te  t et 
B O
  2 2 p  p  p  1 0 0 0 
 
 0  2
2  p  1   p  1 p  2  0 0  (14)
 
 
D 0 0 0 0 6 0 
 0 0 0 0 4 2 
 
 0 0 0 0  2 2 
 0  2 
 0 0 0 0
For this case, the system size increases by p+1. Here D is unsymmetrical and all diagonal elements are
negative.

Case 6: general load function defined within domain [0, T0]

For general case, R can be extended into a periodic function in mathematic sense, hence R can be
expressed in Fourier series expansion form as
a0 p
 2i t 2i t 
R(t )     ai cos + bi sin 
2 i 1  T0 T0 
2 T 2i t
ai 
T0  0
R(t )cos
T0
dt (15)

2 T 2i t
bi 
T0  0
R(t )sin
T0
dt

where T0 is the period of R, and p is an integer to ensure that the series truncation term is negligible.
Then we can achieve the matrices in Eq. (2) as

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 a 
T  0 a1 ap b1 bp 
2 
T
 2 t 2 p t 2 t 2 p t 
f  1 sin sin cos cos 
 T0 T0 T0 T0 
B O
0 0 0 0 0 
 2 
  2  
0  T  0 0 0 
  0  
 
 2

  2 p  
0 0   0 0 
D  T0  
 2 
0  2  

0 0   0

  T0  
 
 2
  2 p  
0 0 0 0    (16)
  T0  
In this way, the system size increases by 2p+1, depending on the accuracy of the Fourier expansion.
Note that even if all elements of R are different from each other, the increased DOF number of the
system (1) is still 2p+1, because all elements of R have the same period T0.

2.2. Highly precise time integration method (HPTIM)

Existing TIMs employ the step-by-step strategy. Generally, small time step is used to achieve high
accuracy, and the smaller the time step the higher the accuracy. However, this approach is
time-consuming for achieve high accuracy, especially for the long-term simulation of a large-scale
system. To improve efficiency and accuracy simultaneously, multi sub-step notion is employed in
HPTIM, and the construction method of HPTIM is presented in this section.
The compact recursive formulation of a single-step TIM for solving Eq. (4) is written as

zk 1  A(h) zk (17)

where A is the amplification matrix; the state vector zk involves displacement and velocity at time
tk=t0+kh; h is the time step size and t0 is the initial time.
For simplicity, the Newmark method is employed to construct HPTIM in this work. The Newmark
method has the form
 1  
xk 1  xk  hxk  h 2     xk   xk 1 
 2  
xk 1  xk  h 1    xk   xk 1  (18)
Mxk 1  Cxk 1  Kxk 1  0
where β and γ are the free parameters controlling accuracy and stability. Transforming Eq. (18) into
the form of Eq. (17), we have the amplification matrix as

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  h2  h 2 h2  h 
 I  s1  h 3
 s 3 2 1
s s  s1  hI  s2  h3  s3  s1  s22  s1 s2  
2  2  2  2 
A(h)   (19)
  h 2  h  
 hs1  h  s3  s2 s1  s1  I  hs2  h 2 s3  s1  s22  s1 s2  
2

  2   2  

T
where zk   xkT xkT  and

s1  M 1 K
s2  M 1C (20)

 
1
s3  M  h C  h 2  K M
In HPTIM, we also use the recursive form as Eq. (17) for calculation, but an integrated amplification
matrix AH is used instead of A, and AH is calculated by
AH  h   A  hN  A  hN   AN  hN  (21)
N

where the sub-step size hN=h/N, and N is an arbitrary positive integer. Therefore, the recursive formula
of HPTIM has the form as

zk 1  AH (h) zk (22)

If N is large, i.e., hN is very small, the results of HPTIM converge to analytical solutions. Although
multi sub-step notion is used in the preparation of AH, HPTIM is still a single-step method as shown
in Eq. (22). For any a TIM, as long as its amplification matrix is given, the corresponding HPTIM can
be constructed according to Eqs. (21) and (22).
In the calculation of AH, we employ 2m algorithm and the method of storing incremental matrix,
which are described in the following.

1) 2m algorithm

In HPTIM, 2m algorithm where N=2m is used to reduce the cost of calculating AH. By the
algorithm, the preparation of AH requires m multiplications only, equivalent to executing the following
statement as

for i  0;i  m;i    A(hN )  A(hN )  A(hN ) (23)

If the displacement and velocity within [0, kh] are to be calculated and the influence of rounding
error is neglected, HPTIM and the corresponding TIM require k and 2mk steps to achieve the same
accuracy respectively. Assuming that HPTIM uses AH(h) and TIM uses A(hN) in recursive calculations,
the ratio of the number of multiplications of HPTIM to TIM is

m(2n2 )3  k (2n2 )2 m n 1
α m 2
= m1 2 + m (24)
2 k (2n2 ) 2 p 2

where m(2n2)3 is the number of multiplications in the preparation of AH and (2n2)2 is the number of
multiplications per step for both HPTIM and TIM. According to Eq. (24), α=3.810-3 if m=20, k=103
and n2=105, indicating that HPTIM requires much less effort than TIM, even for large finite element
(FEM) systems.

2) The method of storing incremental matrix

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 Eq. (19) indicates that A(hN) can be expressed as

A hN   I  S  hN  (25)

where S(hN) is the incremental matrix and has the form as

 hN  hN 2  hN  hN 
  2 s1  hN  s3  s2 s1  2 s1  I  2 s2  hN  s3  s1  s2  2 s1 s2  
2 2 2

   
S  hN   hN  (26)
  hN 2   hN  
  s1  hN  s3  s2 s1   s2  hN  s3  s1  s2 
2
s1 s2  
2 
s1
   2  
where
s1  M 1 K
s2  M 1C (27)

 
1
s3  M  hN  C  hN2  K M
As hN is very small, S(hN) is also very small compared with the identity matrix I. In order to reduce
rounding error, S(hN) is stored instead of A(hN) during the calculation of A(hN). As in the precise
integration method [28], from Eqs. (21) and (25) we have

AH (h)  AN  hN    I  S  hN     I  S  hN     I  S  hN  
2m 2m1 2m1
(28)

Note that

 I  S  h    I  S  h   I  2S  h   S  h   S  h 
N N N N N (29)

Then the calculation in Eq. (28) is equivalent to executing the following statement

for i  0;i  m;i    S  hN   2 S  hN   S  hN   S  hN  (30)

After m loops, AH is calculated by

AH  h   I  S  hN  (31)

Because of the method of storing incremental matrix, using Eq. (31) is more precise than using Eq.
(23) when rounding error works. It follows that HPTIM is more efficient than the corresponding TIM
to reach the same accuracy and is more precise than the TIM when rounding error works. The
step-by-step solution procedure of HPTIM is presented in Table 1.

3. Three HPTIMs and their properties

HPTIM improves efficiency and precision by using the multi sub-step notion, 2m algorithm and the
method of storing incremental matrix, rather than adjusting algorithmic parameters or using
higher-order formulations. Therefore, HPTIM has the same accuracy and stability limit as the
corresponding TIM, which is the Newmark method in this work.
The Newmark method is sympletic [26] and second-order accurate when γ=1/2, otherwise it is
first-order accurate. In this section, we develop three different schemes of HPTIMs, based on the
explicit-symplectic central difference method (CDM, γ=1/2, β=0), the implicit-symplectic trapezoidal
rule (TR, γ=1/2, β=1/4) and the implicit-dissipative method (IDM, γ=11/20, β=3/10). After that, the
consistent stability of these schemes is discussed for the unsymmetrical expanded system (3).

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3.1. Highly precise symplectic methods

For linear-conservative dynamic systems, symplectic methods preserve amplitude [27], so they are
suitable for long-term simulations. In mathematics, a method 𝒛∗𝑘+1 = 𝑨∗ 𝒛∗𝑘 is symplectic if and only
if its amplification matrix 𝑨∗ satisfies
A*T JA*  J (32)
where J is the identity symplectic matrix, and the dual state vector is
T
z*   x T  Mx  
T
(33)
 
One can see that HPTIM is symplectic if its corresponding TIM is symplectic because of the
following relationship
AH* T JAH*  A*T  hN  A*T  hN  J A*  hN  A*  hN   J (34)
N N

Therefore, two highly precise symplectic methods are developed based on symplectic CDM and TR.

1) Highly precise explicit symplectic method (HPESM)

The explicit CDM (γ=1/2, β=0) is employed to construct HPESM. From Eq. (26), we have the
incremental matrix as

 h h 
  N s1 I  N s2 
2 2
S  hN   hN   (35)
  s  hN s  s s  hN s 2   s  hN s  s  s 2  hN s s  
 1 2 3  2 1 2 1  2
2 
3 1 2 1 2 

 2

2) Highly precise implicit symplectic method (HPISM)

In this case, HPISM is established using the implicit TR (γ=1/2, β=1/4), and the incremental matrix
is
 hN hN2  hN 2  hN hN2  h 
  s1  s 3 2 1
s s  s1  I  s 2  s3  s1  s22  N s1 s2  
2 4  2  2 4  2 
S  hN   hN  (36)
 hN  h  h  h  
  s1  s3  s2 s1  N s12   s2  N s3  s1  s22  N s1 s2  
 2  2  2  2  
Consider a single DOF system as
x  2 x  0 (37)
Figs. 1 and 2 illustrate the percentage amplitude decays and period elongations versus τ for different m
of HPESM and HPISM, where the spectral radii are not presented because they remain at one for
stable symplectic methods. The data show that these two symplectic methods have no amplitude
damping, and the period elongation approaches zero as m increases. Hence, both HPESM and HPISM
can achieve any amplitude and phase accuracy in theory.
As well known, the accuracy of numerical results depends on truncation error, which can be
reduced by decreasing step size, or increasing m as in HPTIM. However, when m is large enough, all
significant digits of S(hN) reserved by computer are completely precise. At this time, truncation error
is eliminated, and the rounding error of computer dominates, where further increasing m cannot
further improve precision. That is to say, there exists a critical value of m, denoted as mcr. When
m<mcr, truncation error dominates and increasing m can improve accuracy, but when m≥mcr, rounding

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error dominates and increasing m does not work. Therefore, in the following, we determine the mcr for
HPESM, HPISM, CDM and TR, respectively.
Considering the system (37), the sub-step amplification matrix of HPESM is as follows

  2 hN2 
 1  hN 
A  hN   
2  (38)
 2  4 hN3  2 hN2 
  h  1 
 2 
N
4

The analytical sub-step amplification matrix obtained via Taylor series expansion is

  2 hN2  4 hN4  2 hN3 

1    hN   
AAna  hN   
2 24 6  (39)
  4 hN3  h
2 2
 4 hN4 
   2
h   1 N
  
 
N
6 2 24

The computers used in this work have 16 significant digits, so truncation error can be eliminated if the
relative size of truncation term and main item is less than 10-16. Note that HPESM and HPISM store
S(hN) in memory. By comparing Eq. (38) and Eq. (39), we have the relative sizes between four
truncation terms and four main items in S(hN) as

 4 hN4 24  2 hN3 6  4 hN3 6  4 hN4 24

, , , 2 2 (40)
 2 hN2 2 hN  2 hN  hN 2

Then the truncation error is eliminated if

  h 24  hN 6  hN 6  hN 24  2
4 4 2 3 4 3 4 4
max  2 N2 , , ,    1016 (41)
  hN 2  hN  hN 2  6  2
2 2 2 2m
hN

Similarly, for HPISM we have

2
 1016 (42)
12  22 m
The mcr is the minimum value of m satisfying Eq. (41) or (42). When m> mcr, all significant digits
retained in S(hN) are completely precise and the precision of numerical results cannot be improved
using a larger m. In contrast, CDM and TR store A(hN) in memory, and the diagonal elements in A(hN)
reach computer precision when
4
 1016 (43)
24  24 m
Table 2 presents the mcr with respect to several τ for application. It follows that, the mcr of HPESM and
HPISM are greater than that of CDM and TR, respectively, so HPESM and HPISM can reach higher
precision than CDM and TR. For example, if the real value of a diagonal element of AAna(hN), where
ℎ𝑁 < ℎ/2𝑚cr , is 1.000000792548734859694578, HPESM with m≥mcr stores 1 and
7.925487348596945×10-7 separately, while CDM with m≥mcr stores 1.000000792548734. Therefore,
the method of storing incremental matrix makes HPESM and HPISM can keep more effective
numbers in every sub-step, and it allows AH to achieve the computer precision. As for CDM and TR,
when m≥mcr, the accumulated rounding error causes the loss of precision, and the loss becomes more
pronounced with a larger m. Therefore, as concluded in section 2, CDM and TR are less precise than
HPESM and HPISM when m>mcr.

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 To validate the precision advantage of HPTIMs, the convergence rates of displacement, velocity
and acceleration with respect to hN are investigated. Considering Eq. (37) with the initial conditions of
x0=1 and 𝑥̇ 0 = 1, the analytical solutions are
x0
x  t   x0 cos t  sin t

x  t    x0 sin t  x0 cos t (44)
x  t    2 x0 cos t   x0 sin t

Assuming ω=1, 10 and 100 and h=1, the relative errors of displacement, velocity and acceleration
with respect to analytical solutions at t=t0+h for HPESM and CDM, HPISM and TR are plotted in
Figs. 3–5 and Figs. 6–8, respectively, where CDM and TR use the time step hN=h/2m. The data show
that the numerical precision is not further improved when m>mcr or ℎ𝑁 < ℎ/2𝑚cr . Moreover, there is
a serious decrease in precision for CDM and TR due to the accumulation of rounding error when
m>mcr, which further demonstrates that storing S(hN) rather than A(hN) allows HPTIMs to possess
higher precision than the corresponding TIMs.

3.2. Highly precise implicit dissipative method (HPIDM)

In some structural dynamic problems, spatial discretization introduces spurious high-frequency

modes. For these situations, implicit dissipative methods are recommended to damp out these
high-frequency components. Therefore, it is necessary to construct dissipative HPTIM and investigate
its properties. Here the Newmark scheme with γ=11/20 and β=3/10 is utilized to construct HPIDM, of
which the incremental matrix is as follows
 hN 3hN2  h  h 3h 2  h 
  s1  s3  s2 s1  N s12  I  N s2  N s3  s1  s22  N s1 s2  
2 10  2  2 10  2 
S  hN   hN  (45)
 11hN  hN 2  11hN  hN  
  s1  s3 s2 s1   s2  s3 s1  s2  s1 s2  
2

20  2  20 
s1
 2  
For unconditionally stable methods, numerical dissipation is measured by the spectral radius at
high-frequency limit ρ∞, and a smaller ρ∞ represents a stronger high-frequency damping. According to
the construction strategy of HPTIM discussed in section 2, we have the ρ∞ of HPIDM as

  AH   N  A  hN   (46)

For example, if N=8 and ρ∞(A(hN))=0.8, then ρ∞(AH)=0.1678. Figs. 9–11 illustrate the spectral radii,
percentage amplitude decays and period elongations versus τ for different m. The data show that with
a larger m, HPIDM has a higher low-frequency accuracy and a stronger high-frequency dissipation.
Compared with the Bathe method, the BDF-like method (GBDF-B method with θ1=1/2 and θ2=4/5)
and the TTBDF method (θ1=3/4, θ2=3/4), HPIDM with m≥8 has higher amplitude and period accuracy,
while maintaining enough high-frequency dissipation.

3.3. Stability

In the expanded system (3), 𝑴 ̃ is always symmetrical and positive definite; 𝑪 ̃ is symmetrical in
̃ is unsymmetrical for all cases
general, but not positive definite for some cases, such as in Eq. (12); 𝑲
and also not positive definite for some cases, such as in Eq. (9). Therefore, the expanded system (3) is
unsymmetrical.

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 ̃ = 𝑨e𝜇𝑡 , the characteristic polynomial of the expanded system (4) is
Assuming 𝒙

K  C   2 M T
K  C   2 M   K   C   2 M D   B   2 I  0 (47)
O D  B  2I

where the factor |K+μC+μ2M|=0 is the characteristic polynomial of the original system (1) and the
factor |D+μB+μ2I|=0 is the characteristic polynomial of the external load system involved in Eq. (2),
that is

f  Bf  Df  0 (48)

For all load cases discussed in section 2, B is diagonal, and D is diagonal or upper triangular，so
substituting f=Feμt into Eq. (48) yields

 2
  B1  D1   2   B2  D2   2
  Bq  Dq   0 (49)

where Bi and Di (i=1,2,…,q) are the diagonal elements of matrices B and D, respectively. From Eq.
(49) we can see that the eigenvalues of Eq. (48) are real or complex, depending on Bi and Di. If  is
complex, they must be conjugate since B and D are real matrices. If the load system (48) is unstable,
the expanded system (3) is also unstable since it involves the probably unstable load system (48). For
example, for the situation of Eq. (9) where D is negative and B is zero, the load system 𝑓̈ − 𝜆2 𝑓 = 0
is not stable, where 𝜆2 > 0 .Therefore, determining the consistent stability of the used three
Newmark schemes for physically stable and unstable systems is essential in the present study.
Consistent stability [28] refers to that for a physically stable system, a numerically stable time
integrator is expected, while for a physically unstable system, a numerically unstable time integrator
is desirable. The expanded system (3) can be decomposed into a series of single DOF systems with
the same form as
x  px  qx  0 (50)
where p and q are real numbers, which can be positive, zero or negative. When Eq. (50) corresponds
to the vibration mode of load, then p can represent the contribution of Bi and q the contribution of Di.
In terms of Eq. (50), we derived the consistent stability of the employed three Newmark schemes,
refer to Appendix. It follows that TR has unconditionally consistent stability; both CDM and IDM
(γ=11/20, β=3/10) have conditionally consistent stability, and all stability limits refer to Table A4 in
Appendix.

3.4. Discussions

In the above, three applicable schemes, HPESM, HPISM and HPIDM, are developed for different
purposes. To sum up, the advantages and limitations of HPTIM are concluded in the following.
1) HPTIM is an efficient method to achieve high accuracy because of the use of integrated
amplification matrix and 2m algorithm.
2) HPESM and HPISM can reach high precision due to the method of storing incremental matrix
when truncation error has been eliminated. In contrast, the precisions of CDM and TR can be
seriously spoiled by the accumulated rounding error of the computer.
3) Compared with composite methods and BDF-like methods, HPIDM possesses stronger
high-frequency dissipation and higher low-frequency accuracy.
4) HPTIM is only applicable to linear time-invariant systems, which are the most common cases in
structural dynamics. If all modes need to be retained in solutions, HPESM and HPISM are desirable;

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if the effects of high-frequency modes need to be removed, HPIDM is recommended.

4. Numerical examples

In this section, four examples are employed to demonstrate the benefits of the proposed HPTIMs.
The precision and efficiency advantages of HPESM over CDM, where HPESM uses h and CDM uses
hN, are validated by the first three examples. As shown in Table 3, CDM is implemented through the
following update equations
hN2
xk 1  xk  hN xk  xk
2
 1   hN 
 M + C  xk +1  Rk 1  Kxk 1  C  xk  xk  (51)
 2   2 
h
xk 1  xk  N  xk  xk 1 
2
to improve its efficiency compared with using Eq. (17). Besides, ‘Preparation’ in Tables 4 to 6 stands
for the CUP time for the initial operations indicated in Tables 1 and 3. ‘Recursion’ denotes the CUP
time for recursive calculations of all time steps. The last example is used to examine the HPIDM’s
controllable dissipation compared with the Bathe method [10] and the TTBDF method [11].
The use of HPTIMs is limited to linear time-invariant systems, so all test problems are linear and
time-invariant. In these four examples, the dynamic responses including displacement (x), velocity (𝑥̇ )
and acceleration (𝑥̈ ) are calculated, and the relative errors of the dynamic responses obtained by
different methods are compared. The relative error is defined as

abs  Analytical-Numerical 
Relative error  (52)
abs(Analytical)
where analytical results are obtained by the mode superposition method. In Tables 4 to 7, ‘RD’
denotes the relative error of displacement; ‘RV’ denotes the relative error of velocity; ‘RA’ denotes the
relative error of acceleration. The programs used in this work are developed based on the MATLAB
platform.

Example 1. Free vibration of a three-dimensional truss

In this example, the three-dimensional pin-jointed dome [29] is studied, as shown in Fig. 12. The
structure has 30 elements and 19 nodes, where nodes 1 to 7 are free, and nodes 8 to 19 are fixed. The
elastic modulus and density are E=2.1×1011 N/m2 and ρ=7860 kg/m3, respectively. The cross-sectional
areas of elements 1-6, 7-12 and 12-30 are A1=0.0023 m2, A2=0.00125 m2 and A3=0.002125 m2,
respectively. Each truss component is meshed by a linear rod element, so the FEM system has 21
DOFs. The initial vertical velocities at nodes 1, 3 and 5 are v0=50 m/s.
The time domain is [0, 0.2 s] and step size is h=0.001s. The highest frequency is ωmax=1913 rad/s
and then τmax=1.913, hence the mcr for HPESM and CDM from Table 2 are about 26 and 12,
respectively. Table 4 shows the analytical solutions of node 1, as well as the relative errors of HPESM
and CDM and the CPU time for preparation and recursive calculations. It can be seen that, for the
present example, the CPU time of HPESM increases slightly as m increases, whereas the CPU time of
CDM grows rapidly. One can also have more observations from the data as follows:
1) Both HPESM and CDM achieve the same results when m≤10;

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 2) When m=25, HPESM is much more precise than CDM;
3) The results of CDM with m=20 is much more precise than that of CDM with m=25;
4) The results of HPESM with m=25 is almost the same as that of HPESM with m=35.
All these conclusions are consistent to the analytical results in sections 2 and 3. Therefore, HPESM
has advantages both in efficiency and precision.

Example 2. Impact of a particle against a rod

Fig. 13 shows a longitudinal impact problem of a particle against a rod, and this system is also a
problem of free vibration. The length of rod is l=3 m; the axial stiffness EA=5×106 N and the density
per unit length ρA=0.42 kg/m. The initial velocity of particle v0=-1 m/s, and the mass m=1.5ρAl=1.89
kg. The rod is discretized into 1000 constant strain elements with equal length.
The dynamic responses in time domain [0, 0.01s] are calculated with time step h=1×10-5 s. Table 5
presents the analytical results of the free end, and the relative errors and CPU time of these methods.
The data show that CDM requires much more CPU time than HPESM for recursive calculations,
because CDM uses 2m times as many steps as HPESM. In contrast, although HPESM needs more
CPU time than CDM in preparation, the overall efficiency of HPESM is much higher than that of
CDM. Actually, HPESM has more noticeable efficiency advantage for long-term simulations, since
long-term simulations require more number of steps.
In this case, τmax=39.8408, so m starts from 5 to satisfy the stability requirement of HPESM and
CDM. For this system of 1000 DOFs, although HPESM is much more efficient than CDM, the
precision advantage of HPESM is not as noticeable as that in Example 1. In fact, the calculation
precision of the mode functions and frequencies is hardly guaranteed for a large system, so the
comparison on precision is not much meaningful. One can see that when m≥20, the relative errors
remain nearly unchanged, so m should not be larger than 20 for a large FEM system, also see that in
the next example.

Example 3. Forced vibration of a rectangular thin plate

A simply supported rectangular thin plate of size 0.8×0.4×0.008 m subjected to a uniformly

distributed harmonic excitation of 2×104sint N/m2 (ω=5000) is considered, as shown in Fig. 14. The
elastic modulus is E=7×1010 Pa; the density ρ=2700 kg/m3 and the Poisson ratio ν=0.33. The plate is
meshed into 80×40 rectangular elements (ACM), so the FEM model has 9723 DOFs.
The load vector has the form

R  T sin t (53)

According Eqs. (6) and (7), one can see that there is only one load function as f=sinωt, so the size of
the system (1) increases by 1. In other words, the expanded Eq. (3) or (4) has one more DOF than the
original nonhomogeneous Eq. (1). According to Eq. (8), the expanded mass and stiffness matrices are
as follows

M 0 K T 
M  ，K  
 2 
(54)
0 1 0
The initial conditions are

x0  0 0 0 , x0  0 0 
T T
(55)

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 The highest frequency of the FEM model is ωmax=7449787 rad/s. Selecting h=T/10≈0.0001s, and
then τmax=744.9787, where T=2π/ is the period of harmonic force. The stability requirement for
HPESM and CDM is m≥9. Table 6 shows the analytical solutions at the central point and the relative
errors of HPESM and CDM. For this large system, we have the similar conclusions to that in Example
3.

Example 4. Stiff system

To verify the accuracy and dissipation properties of HPIDM, we consider a stiff system as follows
1 0 0   x1   6 2 1   x1  0 
0 1 0   x    2 4 0   x2   0  (56)
  2 
0 0 1   x3   1 0 107   x3  0 

The initial conditions are

x0T  0 0 0，x0T  0 0 1000 (57)

Three natural frequencies are as follows

1  1.6625, 2  2.6900, 3  3.1623  103 (58)

In this example, the third-order mode represents a rigid connection or support, which does not
provide a substantial contribution to the response. Three dissipative methods as the Bathe method, the
TTBDF method and the HPIDM are employed to damp out the third-order mode from the response.
The time domain is [0, 1000 s], and the time step used by HPIDM is h=0.2 s, hence τ3=632.46. It
follows from Fig. 5 that, m should be 9 or 10, of which the spectral radii are almost zero at τ3.
Table 7 gives the reference solutions for x1 and the relative errors. The reference solutions include
the first two principle responses only, so the analytical solutions in Eq. (51) is substituted for the
reference solutions. It is concluded that HPIDM uses less CPU time and has smaller errors than the
other two methods, since HPIDM has higher low-frequency accuracy than the other two methods.
Moreover, the two composite methods have a significant acceleration overshoot at the first step, but
HPIDM does not have due to the stronger high-frequency dissipation, as shown in Fig. 15.

5. Conclusions

In this paper, an original study of highly precise time integration method (HPTIM) for dynamic
analysis of linear time-invariant systems was presented. Unlike existing time integration methods,
HPTIM establishes the integrated amplification matrix AH by multiplying the amplification matrices
of N sub-steps and uses the integrated amplification matrix for recursive calculations. In the
preparation of AH, 2m algorithm is used to decrease the number of matrix multiplications, and the
method of storing incremental matrix in memory is used to reduce the computer rounding error.
A highly precise explicit symplectic method (HAESM) and a highly precise implicit symplectic
method (HAISM) were developed based on the central difference method (CDM) and the trapezoidal
rule (TR), respectively. It was demonstrated that, although HPESM employs CDM, and HPISM
employs TR in each sub-step, using 2m algorithm and the method of storing incremental matrix allows
them to achieve higher precision in a more efficient way compared with CDM and TR. In addition, a
highly precise implicit dissipative method (HPIDM) was established based on the Newmark scheme

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with β=3/10 and γ=11/20. HPIDM has a controllable and high low-frequency accuracy and
high-frequency dissipation, and these superiorities were validated by comparing HPIDM with the
Bathe method and TTBDF method.
HPTIM is only suitable for solving linear time-invariant homogenous equations, so we presented a
method to transform nonhomogeneous equations into homogenous ones. However, the transformed
system is unsymmetrical, so the consistent stability of TR, CDM and IDM was investigated. It follows
that TR is unconditionally stable for physically stable system, and unconditionally unstable for
physically unstable system; CDM is conditionally stable for physically stable system, and
unconditionally unstable for physically unstable system; IDM is unconditionally stable for physically
stable system, and conditionally unstable for physically unstable system.
Since HPTIM possesses high efficiency and precision, using other existing time integration
methods such as the composite method to construct advanced HPTIMs is an interesting problem.

Acknowledgments

This work was supported by the National Natural Science Foundation of China (grant numbers
11672019, 11372021 and 37686003) and the Academic Excellence Foundation of BUAA for PhD
Students.

Appendix. Consistent stability of three Newmark schemes

The general form of a homogeneous single DOF motion equation is employed as

x  px  qx  0 (A.1)
where p and q are real numbers. In the following, physical and numerical stability are introduced
briefly, and then the consistent stabilities of three employed scheme, CDM (γ=1/2, β=0), TR (γ=1/2,
β=1/4) and IDM (γ=11/20, β=3/10), are investigated on the basis of the work [31].

Physical stability

Assuming = 𝑥̇ , Eq. (A.1) is transformed to

 x  x 0 1 
 y   D  y  , D   q  p  (A.2)
     
The trace D1 and determinant D2 of matrix D are
D1  trace  D    p
(A.3)
D2  determinant( D)  q

The system is physically stable if and only if

 D , D  | D
1 2 1  0, D2  0 or D1  0, D2  0 or D1  0, D2  0 (A.4)

Otherwise, the system is physically unstable.

Numerical stability

Applying the Newmark method to Eq. (A.1) yields the recursive scheme as

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  xk 1   xk 
x   Ax  (A.5)
 k 1   k
where the transition matrix is

1  a11 a12 
A a a22 
(A.6)
2  2 ph  2 qh2  21
where
a11  2  2 ph   2   1 qh 2   2     pqh3
a12  2h   2  1 ph 2   2    p 2 h3
(A.7)
a21  2qh   2    q 2 h3
a22  2   2  2  ph   2   2  qh 2   2     pqh3
The trace A1 and determinant A2 of A are
4   4  2  ph   4  2  1 qh 2
A1  trace( A) 
2  2 ph  2 qh 2
(A.8)
2   2  2  ph  1  2  2  qh 2
A2  determinant( A) 
2  2 ph  2 qh 2
To define numerical stability, three parameters S1, S2 and S3 are defined as

4   4  2  ph   4  2  qh2
S1  1  A1  A2  (A.9)
1   ph   qh2

qh2
S2  1  A1  A2  (A.10)
1   ph   qh2

2 ph   2  1 qh2
S3  1  A2  (A.11)
2  2 ph  2 qh2

Then the Newmark method is numerically stable if and only if

 S1 , S2 , S3  | S1  0, S2  0, S3  0 
 
or S1  0, S2  0, S3  0  (A.12)
or S  0, S  0, S  0 or S  0, S  0, S  0 
 1 2 3 1 2 3 
Otherwise, it is numerically unstable.
The physical and numerical stability regions are illustrated in Fig. A1. For any given system state,
stable or unstable, determined by D1 and D2, the algorithmic consistent stability requires that the step
size of an integrator method makes A1 and A2 fall within the consistent region.

Consistent stability

For all possible system states, consistent stabilities of CDM, TR and IDM are individually studied
in the following, and the step size limits are given for different situations according to Eq. (A. 12).
1) The Central Difference Method
In this method, γ=1/2 and β=0, so

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 4  qh2
S1  (A.13)
1  ph 2

qh2
S2  (A.14)
1  ph 2

2 ph
S3  (A.15)
2  ph

According to Eqs. (A.4) and (A.12), we can determine the relations between the physical stability and
parameters p and q, as well as the relations between the numerical stability and parameters p and q.
All results are listed in Table A1.
2) The Trapezoidal Rule
In this scheme, γ=1/2 and β=1/4, so

4
S1  (A.16)
1  ph 2  qh 2 4

qh2
S2  (A.17)
1  ph 2  qh2 4

2 ph
S3  (A.18)
2  ph  qh 2 2

In a similar way, we can obtain all results for TR, as listed in Table A2.
3) The implicit dissipative method (γ=11/20, β=3/10)
In this method, γ=11/20 and β=3/10, so

4  ph 5  qh2 10
S1  (A.19)
1  11 ph 20  3qh2 10

qh2
S2  (A.20)
1  11 ph 20  3qh2 10

2 ph  qh2 10
S3  (A.21)
2  11 ph 10  3qh2 5

In a similar way, we can also achieve all results for IDM, as listed in Table A3.
For clarity, the results of consistent stability of CDM, TR and IDM (γ=11/20, β=3/10) are shown
in Table A4. For these three methods, there always exists available time interval to make these
methods meet consistent stability. In particular, TR unconditionally satisfy consistent stability.

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Fig. 1. Percentage amplitude decay and percentage period shortening of HPESM (ξ=0)

Fig. 2. Percentage amplitude decay and percentage period elongation of HPISM (ξ=0)

Fig. 3. Relative errors of displacement for HPESM and CDM

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Fig. 4. Relative errors of velocity for HPESM and CDM

Fig. 5. Relative errors of acceleration for HPESM and CDM

Fig. 6. Relative errors of displacement for HPISM and TR

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Fig. 7. Relative errors of velocity for HPISM and TR

Fig. 8. Relative errors of acceleration for HPISM and TR

Fig. 9. Spectral radii of the dissipative methods (ξ=0)

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Fig. 10. Percentage amplitude decays of the dissipative methods (ξ=0)

Fig. 11. Percentage period elongations of the dissipative methods (ξ=0)

Fig. 12. Three-dimensional pin-jointed dome

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Fig. 13. The impact problem of a particle against a rod

Fig. 14. Rectangular thin plate

Fig. 15. Acceleration at x1

Fig. A1. Physical and numerical stability regions

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Table 1. Solution procedure of HPTIM

A. Initial operations
1. Form the expanded matrices 𝑴 ̃ , and 𝑲
̃, 𝑪 ̃.
2. Initialize
T
z0   x0T x0T 

3. Choose parameters β, γ, the step size h and the number of sub-steps N=2m.
4. Calculate hN=h/2m and the constant matrices

 
1
s1  M 1K , s2  M 1C ,s3  M  hN  C  hN2  K M

5. Calculate the incremental matrix S(hN)

 hN  hN 2  hN  hN 
  2 s1  hN  s3  s2 s1  2 s1  I  2 s2  hN  s3  s1  s2  2 s1s2  
2 2 2

   
S  hN   hN 
  hN 2   hN  
  s1  hN  s3  s2 s1   s2  hN  s3  s1  s2 
2
s1  s1 s2  
  2   2  

6. Update the incremental matrix S(hN)

for i  0;i  m;i    S  hN   2 S  hN   S  hN   S  hN 
7. Calculate the integrated amplification matrix AH
AH  h  I  S  hN 
B. Each time step
1. Calculate the displacement and velocity at step k+1
T
zk 1  AH zk ,zk   xkT xkT 

2. Calculate the acceleration at step k+1

xk 1  s1 xk 1  s2 xk 1

Table 2. Critical m for several τ

mcr τ
0.5 1 10 100 200 300
HPESM 25 26 29 32 33 34
HPISM 24 25 29 32 33 34
CDM/TR 11 12 15 18 19 20

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Table 3. Solution procedure of CDM

A. Initial operations
1. Form the matrices M, C, and K.
2. Initialize x0, 𝒙̇ 0 and 𝒙̈ 0 .
3. Choose h and m, and compute the step size hN=h/2m.
4. ̅ = 𝑴 + ℎ𝑁 𝑪⁄2.
Form effective mass matrix 𝑴
5. ̅ = 𝑳𝑫𝑳T .
Triangularize 𝑴
B. Each time step
1. Solve for displacement at step k+1

hN2
xk 1  xk  hN xk  xk
2

2. Calculate effective load at step k+1

 h 
Rk 1  Rk 1  Kxk 1  C  xk  N xk 
 2 

3. Solve for acceleration at step k+1

LDLT xk 1  Rk 1

4. Solve for velocity at step k+1

hN
xk 1  xk   xk  xk 1 
2

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Table 4. Analytical solutions at tip node 1 and the relative errors of HPESM and CDM
Method m CPU (s) Responses Time (s)

Preparation Recursion 0.04 0.08 0.12 0.16 0.20

-2 -2 -2 -2
Analytical - - - x (m) 2.9313×10 5.5778×10 7.3368×10 7.4593×10 5.6264×10-2

𝑥̇ (m/s) -4.0683×101 -1.8755×101 3.5065×100 1.8661×101 2.8705×101

𝑥̈ (m/s2) 1.2291×103 -1.0221×104 -3.0479×104 -4.1536×104 -3.0340×104

HPESM 5 1.0138×10-2 2.6190×10-3 RD* 1.2701×10-3 8.0241×10-4 2.1330×10-3 1.5958×10-3 6.8819×10-4

†
RV 1.8337×10-3 6.2140×10-3 3.0902×10-2 2.2544×10-2 1.2314×10-2
‡
RA 6.3081×10-2 2.2256×10-2 1.8157×10-2 5.8741×10-3 1.8461×10-2

CDM 5 2.4470×10-3 2.6881×10-2 RD 1.2701×10-3 8.0241×10-4 2.1330×10-3 1.5958×10-3 6.8819×10-4

RV 1.8337×10-3 6.2140×10-3 3.0902×10-2 2.2544×10-2 1.2314×10-2

RA 6.3081×10-2 2.2256×10-2 1.8157×10-2 5.8741×10-3 1.8461×10-2

-2 -3 -6 -7 -6 -6
HPESM 10 1.0485×10 3.1082×10 RD 1.2478×10 7.6791×10 2.0886×10 1.6139×10 5.9201×10-7

RV 1.7849×10-6 6.1354×10-6 2.8849×10-5 2.1885×10-5 1.2342×10-5

RA 6.2261×10-5 2.1416×10-5 1.7776×10-5 6.0962×10-6 1.7493×10-5

CDM 10 1.9592×10-3 5.8075×10-1 RD 1.2478×10-6 7.6791×10-7 2.0886×10-6 1.6139×10-6 5.9201×10-7

RV 1.7849×10-6 6.1354×10-6 2.8849×10-5 2.1885×10-5 1.2342×10-5

RA 6.2261×10-5 2.1416×10-5 1.7776×10-5 6.0962×10-6 1.7493×10-5

HPESM 15 1.2185×10-2 2.5856×10-3 RD 1.2186×10-9 7.4989×10-10 2.0397×10-9 1.5762×10-9 2.7806×10-10

RV 1.7430×10-9 5.9916×10-9 2.8172×10-8 2.1372×10-8 1.2053×10-8

RA 6.0802×10-8 2.0914×10-8 1.7359×10-8 5.9636×10-9 1.7082×10-8

CDM 15 1.9070×10-3 1.8357×101 RD 1.2187×10-9 7.4986×10-10 2.0397×10-9 1.5762×10-9 5.7801×10-10

-9 -9 -8 -8
RV 1.7431×10 5.9916×10 2.8172×10 2.1372×10 1.2053×10-8

RA 6.0805×10-8 2.0914×10-8 1.7359×10-8 5.9537×10-9 1.7082×10-8

HPESM 20 1.1052×10-2 2.6630×10-3 RD 1.2322×10-12 7.0190×10-13 1.9770×10-12 1.5557×10-12 4.9000×10-13

RV 1.6922×10-12 5.7830×10-12 2.8285×10-11 2.1019×10-11 1.1869×10-11

RA 5.9786×10-11 2.0344×10-11 1.6927×10-11 5.8302×10-12 1.6603×10-11

CDM 20 1.9100×10-3 5.9251×102 RD 6.8148×10-12 3.1234×10-12 4.7358×10-13 7.7081×10-13 1.6113×10-12

RV 2.0791×10-12 1.6143×10-11 6.6223×10-11 1.4421×10-11 1.6557×10-11

RA 2.7499×10-10 1.7029×10-11 1.4347×10-11 1.0606×10-11 1.4495×10-12

HPESM 25 1.1386×10-2 2.6730×10-3 RD 3.4663×10-14 1.7197×10-14 1.1622×10-15 3.0291×10-14 8.2592×10-14

RV 8.7633×10-15 6.5370×10-14 7.7800×10-13 1.3725×10-13 6.9579×10-14

-13 -14 -15 -14
RA 4.1749×10 3.3168×10 3.9112×10 2.2422×10 5.3289×10-14

CDM 25 1.9610×10-3 1.9362×104 RD 6.5058×10-9 2.2291×10-9 7.5829×10-9 1.9272×10-8 2.5822×10-8

RV 5.4812×10-9 4.9091×10-9 1.5860×10-7 3.8512×10-8 1.9574×10-8

RA 7.8883×10-8 8.3739×10-8 6.7731×10-9 5.7155×10-8 8.2491×10-8

HPESM 35 1.2567×10-2 2.6781×10-3 RD 2.7270×10-14 1.3758×10-14 2.5180×10-15 3.2768×10-14 8.6633×10-14

RV 1.2519×10-14 7.7785×10-14 7.4259×10-13 1.0332×10-13 4.6133×10-14

RA 2.8035×10-13 4.8294×10-14 1.6256×10-14 1.6861×10-14 7.8829×10-14

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Table 5. Analytical solutions at free end of rod and the relative errors of HPESM and CDM
Method m CPU (s) Responses Time (s)

Preparation Recursion 0.002 0.004 0.006 0.008 0.010

-4 -4 -4 -4
Analytical - - - x (m) -9.7735×10 2.2480×10 9.1383×10 -4.3219×10 -7.9611×10-4

𝑥̇ (m/s) 1.1194×10-1 8.8794×10-1 -2.5730×10-1 -7.8373×10-1 3.9513×10-1

𝑥̈ (m/s2) 1.1700×103 -1.8935×102 -9.5261×102 1.4959×102 7.1006×102

HPESM 5 1.1394×100 5.1579×100 RD 1.0330×10-9 1.5653×10-7 1.9515×10-8 2.2561×10-7 7.2915×10-8

RV 5.5903×10-7 8.1665×10-6 4.9140×10-5 5.7100×10-5 5.4120×10-5

RA 4.9579×10-5 7.3709×10-2 1.7216×10-2 2.6344×10-1 3.7403×10-2

CDM 5 2.2425×10-2 1.3189×102 RD 8.4198×10-10 1.5411×10-7 1.9998×10-8 2.2334×10-7 7.1760×10-8

RV 5.5648×10-7 8.1666×10-6 4.9143×10-5 5.7100×10-5 5.4117×10-5

RA 4.9579×10-5 7.3709×10-2 1.7216×10-2 2.6344×10-1 3.7403×10-2

0 0 -11 -11 -10 -9
HPESM 10 2.1666×10 5.1134×10 RD 4.6599×10 1.9927×10 5.5805×10 2.7344×10 3.4401×10-9

RV 2.3384×10-7 1.4720×10-6 2.6260×10-7 7.8224×10-7 8.4992×10-7

RA 1.8001×10-4 1.4400×10-4 1.3363×10-4 2.5171×10-2 1.2564×10-2

CDM 10 1.9370×10-2 4.2314×104 RD 4.2662×10-11 2.1636×10-11 5.6790×10-10 2.6960×10-9 3.4176×10-9

RV 2.3388×10-7 1.4720×10-6 2.6255×10-7 7.8222×10-7 8.4997×10-7

RA 1.8001×10-4 1.4400×10-4 1.3363×10-4 2.5172×10-2 1.2564×10-2

HPESM 15 3.2177×100 5.1098×100 RD 3.3814×10-12 3.6541×10-11 1.1811×10-11 3.3384×10-11 2.6024×10-11

RV 1.1406×10-10 1.3935×10-9 7.8125×10-10 2.6117×10-10 2.5545×10-9

RA 1.9097×10-7 3.1119×10-6 3.7077×10-7 2.7109×10-5 1.3533×10-5

CDM 15 1.8397×10-2 1.3177×105 RD 2.8177×10-11 3.7078×10-10 7.0537×10-11 3.4601×10-10 1.6953×10-10

-10 -9 -9 -10
RV 3.1263×10 1.4126×10 1.2914×10 3.4364×10 3.0249×10-9

RA 1.9074×10-7 3.1120×10-6 3.7086×10-7 2.7109×10-5 1.3533×10-5

HPESM 20 4.2169×100 5.1137×100 RD 7.0385×10-11 8.7155×10-10 1.8093×10-10 8.1765×10-10 4.3325×10-10

RV 8.7360×10-10 4.5913×10-11 1.0578×10-9 2.0090×10-10 9.8108×10-10

RA 1.9319×10-10 1.9010×10-9 4.2384×10-10 2.4114×10-8 1.3045×10-8

HPESM 25 5.2253×100 5.1423×100 RD 1.6154×10-10 2.0541×10-9 4.0576×10-10 1.9251×10-9 9.6801×10-10

RV 2.2057×10-9 9.3842×10-11 2.6346×10-9 3.8913×10-10 2.4326×10-9

RA 2.2723×10-11 3.3824×10-9 1.6332×10-11 7.2382×10-9 3.2278×10-11

HPESM 35 7.3141×100 5.1608×100 RD 2.3138×10-10 2.9241×10-9 5.8200×10-10 2.7405×10-9 1.3881×10-9

RV 3.1169×10-9 1.3683×10-10 3.7275×10-9 5.6825×10-10 3.4440×10-9

-11 -9 -11 -9
RA 4.2769×10 4.6491×10 1.5151×10 9.8578×10 6.8027×10-11

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Table 6. Analytical solutions at the central point of plate and the relative errors of HPESM and CDM
Method m CPU (s) Responses Time (s)

Preparation Recursion 0.0002 0.0004 0.0006 0.0008 0.0010

-6 -5 -4 -4
Analytical - - - x (m) 5.8360×10 4.0284×10 1.2150×10 2.1568×10 2.7493×10-4

𝑥̇ (m/s) 8.1887×10-2 2.8392×10-1 4.8715×10-1 4.1574×10-1 1.6213×10-1

𝑥̈ (m/s2) 6.7766×102 1.3852×103 3.2133×102 -8.5999×102 -1.3334×103

HPESM 10 2.3565×102 5.0498×100 RD 1.6976×10-7 4.7587×10-8 1.2680×10-8 1.2995×10-8 3.3281×10-9

RV 2.8172×10-7 6.0323×10-8 3.5100×10-7 6.6095×10-7 2.2670×10-6

RA 1.0034×10-4 2.8335×10-4 6.2358×10-4 3.9604×10-4 9.4750×10-6

CDM 10 1.9717×101 4.4132×102 RD 2.0849×10-7 8.3390×10-8 1.8972×10-8 1.2179×10-8 1.3528×10-8

RV 3.2511×10-7 2.7017×10-8 3.2583×10-7 6.5550×10-7 2.2107×10-6

RA 1.0030×10-4 2.8338×10-4 6.2365×10-4 3.9597×10-4 9.4513×10-6

2 0 -9 -10 -10 -10
HPESM 15 3.4199×10 5.1173×10 RD 1.1089×10 9.6516×10 7.5511×10 6.6155×10 5.9199×10-10

RV 2.3142×10-9 4.3377×10-10 3.3645×10-10 9.2344×10-10 1.9446×10-9

RA 5.5556×10-7 2.1331×10-7 2.1644×10-6 2.0776×10-6 8.5789×10-7

CDM 15 1.9614×101 1.4390×104 RD 1.1481×10-9 1.0058×10-9 7.9810×10-10 7.0875×10-10 6.4953×10-10

RV 2.3533×10-9 3.9078×10-10 3.8538×10-10 8.6243×10-10 2.1614×10-9

RA 5.5525×10-7 2.1142×10-7 2.1802×10-6 2.0852×10-6 8.5892×10-7

HPESM 20 4.6254×102 4.8846×100 RD 9.4278×10-10 9.1609×10-10 7.6443×10-10 6.6849×10-10 5.8893×10-10

RV 9.6858×10-10 8.2210×10-10 6.1150×10-10 4.5243×10-10 7.4431×10-11

RA 4.2560×10-10 5.0547×10-10 3.9589×10-9 1.8315×10-9 7.2269×10-9

CDM 20 1.9586×101 4.5778×105 RD 9.4428×10-10 9.2359×10-10 7.8184×10-10 6.9441×10-10 6.3622×10-10

-10 -10 -11 -11
RV 9.8615×10 3.9624×10 4.6455×10 3.4064×10 1.0883×10-8

RA 2.5062×10-9 1.0272×10-7 1.4731×10-6 4.3671×10-6 1.4303×10-6

HPESM 25 5.5629×102 4.8147×100 RD 9.4673×10-10 9.3435×10-10 8.0593×10-10 7.4946×10-10 7.4109×10-10

RV 9.7463×10-10 8.5529×10-10 6.9118×10-10 6.6724×10-10 8.8613×10-11

RA 1.0279×10-9 3.1177×10-10 4.3334×10-9 2.1425×10-9 2.8352×10-9

HPESM 35 7.5282×102 4.9738×100 RD 9.4489×10-10 9.2500×10-10 7.8352×10-10 7.0409×10-10 6.5364×10-10

RV 9.7136×10-10 8.3897×10-10 6.4680×10-10 5.4254×10-10 3.2387×10-10

RA 1.1447×10-9 7.4731×10-10 1.4464×10-9 3.2824×10-9 1.4731×10-9

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Table 7. Reference solutions at x1 and the relative errors of HPIDM, the Bathe method and the TTBDF
method
Method h (s) m CPU (s) Responses Time (s)

200 400 600 800 1000

-5 -5 -5 -5
Reference - - x 2.7118×10 -1.2781×10 3.5565×10 1.5024×10 -9.6633×10-6

𝑥̇ 2.6953×10-5 -1.4440×10-5 -5.2683×10-5 8.4588×10-5 -2.8164×10-5

𝑥̈ -1.6011×10-4 1.5563×10-4 -1.8309×10-4 -4.2038×10-5 1.1223×10-4

HPIDM 0.2 9 1.4438×10-2 RD 1.1490×10-2 4.6812×10-2 2.9542×10-2 2.2030×10-2 1.0937×10-1

RV 2.1730×10-2 1.0144×10-2 4.1006×10-2 5.0095×10-2 1.0138×10-1

RA 1.2873×10-2 3.2170×10-2 3.5009×10-2 2.3050×10-2 7.8218×10-2

HPIDM 0.2 10 1.4763×10-2 RD 5.7553×10-3 2.3593×10-2 1.4925×10-2 1.0975×10-2 5.5686×10-2

RV 1.0937×10-2 5.2130×10-3 2.0674×10-2 2.5392×10-2 5.1816×10-2

-3 -2 -2 -2
RA 6.4470×10 1.6203×10 1.7708×10 1.1340×10 3.9758×10-2

Bathe 0.2 - 2.4025×10-2 RD 3.3129×10-2 1.1471×100 8.2038×10-1 2.0832×10-1 2.5532×10-1

RV 9.4045×10-1 1.7972×100 1.9157×10-1 6.5586×10-1 1.0568×100

RA 1.3412×10-1 7.0534×10-2 6.7323×10-1 4.0513×10-1 5.6407×10-1

Bathe 0.02 - 2.3147×10-1 RD 3.8928×10-2 3.8741×10-2 9.3641×10-2 4.9110×10-1 6.1764×10-1

RV 1.2638×10-1 5.9769×10-1 2.3036×10-1 1.1020×10-2 4.4319×10-1

RA 5.3890×10-2 1.5523×10-2 1.3119×10-1 1.2189×100 4.2769×10-1

TTBDF 0.2 - 3.2410×10-2 RD 1.4177×100 3.4173×100 5.0499×10-1 3.4321×100 5.6681×10-1

RV 7.2544×10-1 5.6688×100 4.2921×10-1 1.0078×100 3.1791×100

RA 1.8993×100 1.9999×100 3.7339×10-1 6.0091×100 6.6176×10-1

-1 -2 -3 -2 -1
TTBDF 0.02 - 3.3712×10 RD 1.1923×10 8.2251×10 3.2208×10 1.5625×10 1.7620×10-1

RV 4.0931×10-2 1.8951×10-1 6.8948×10-2 3.0241×10-3 1.6391×10-1

RA 1.6573×10-2 2.4684×10-3 4.5028×10-2 3.8863×10-1 1.2307×10-1

Table A1. Physical stability and the numerical stability of CDM

(p, q) D1 D2 S1 S2 S3 Physically stable Numerically stable
(>0, >0) <0 >0 ≥0 >0 >0 Yes Yes if ℎ √ ⁄
(>0, =0) <0 =0 >0 =0 >0 Yes Yes
(=0, >0) =0 >0 >0 >0 =0 Yes Yes if ℎ < √ ⁄
(=0, =0) =0 =0 - =0 =0 No No
(>0, <0) <0 <0 - <0 - No No
(=0, <0) =0 <0 - <0 - No No
(<0, >0) >0 >0 S2S3<0 No No
(<0, =0) >0 =0 S1S3<0 No No
(<0, <0) >0 <0 S1S2<0 No No

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Table A2. Physical stability and the numerical stability of TR
(p, q) D1 D2 S1 S2 S3 Physically stable Numerically stable
(>0, >0) <0 >0 >0 >0 >0 Yes Yes
(>0, =0) <0 =0 >0 =0 >0 Yes Yes
(=0, >0) =0 >0 >0 >0 =0 Yes Yes
(=0, =0) =0 =0 - =0 =0 No No
(>0, <0) <0 <0 S2S3<0 No No
(=0, <0) =0 <0 S1S2<0 No No
(<0, >0) >0 >0 S2S3<0 No No
(<0, =0) >0 =0 S1S3<0 No No
(<0, <0) >0 <0 S1S2<0 No No

Table A3. Physical stability and the numerical stability of IDM (γ=11/20, β=3/10)
(p, q) D1 D2 S1 S2 S3 Physically stable Numerically stable
(>0, >0) <0 >0 >0 >0 >0 Yes Yes
(>0, =0) <0 =0 >0 =0 >0 Yes Yes
(=0, >0) =0 >0 >0 >0 >0 Yes Yes
(=0, =0) =0 =0 - =0 =0 No No
(>0, <0) <0 <0 S2S3<0 No No if h<-20p/q
(=0, <0) =0 <0 S1S2<0 No No if ℎ < √− 0⁄ .
(<0, >0) >0 >0 S2S3<0 No No if h<-20/p
(<0, =0) >0 =0 S1S3<0 No No if h<-20/p
(<0, <0) >0 <0 S1S2<0 No No
if ℎ < (− + √ 2 − 0 )⁄

Table A4. Consistent stability of CDM, TR and IDM (γ=11/20, β=3/10)

System Method
State p q CDM TR IDM
Stable p>0 q>0 Stable Stable
Stable if h 4 q
p>0 q=0 Stable Stable Stable
p=0 q>0 Stable Stable
Stable if h 4 q
Unstable p=0 q=0 Unstable Unstable Unstable
p>0 q<0 Unstable Unstable Unstable if h<-20p/q
p=0 q<0 Unstable Unstable
Unstable if h  40 q
p<0 q>0 Unstable Unstable Unstable if h<-20p/q
p<0 q=0 Unstable Unstable Unstable if h<-20/p
p<0 q<0 Unstable Unstable Unstable


if h   p  p  40q
2
q

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