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Time-Stepping Method
5-1
The numerical procedure to be presented will enable us
to determine the response quantities ui+1 , u&i+1 , and u&&i+1 at time
i + 1 which satisfy the equation
mu&&i+1 + cu&i+1 + kui+1 = pi+1
5-2
These issues are very important in numerical methods of
solving equations. They will govern the limitation of time-
stepping procedures.
5-3
Method Based on Interpolation of Excitation
This method is highly efficient by interpolation excitation
during a time step as a linearly varying function.
Δpi
p (τ ) = pi + τ
Δ ti
where Δpi = pi+1 − pi
5-4
Analytical solution derived in Chapter 3 can be used to
determined the above three parts of responses and we will get
5-5
If the time step Δt is constant, the coefficients A , B , …
D ' in this procedure need to be computed only once.
5-6
5-7
5-8
Central Difference Method
This method is based on a finite difference
approximation of the time derivatives of displacements, which
are velocity and acceleration. Suppose Δti is constant Δt . The
central difference expression for velocity and acceleration at
time i are
ui +1 − ui−1 ui +1 − 2ui + ui −1
u&i = and u&&i =
2Δt ( Δt )
2
⎡ m c ⎤ ⎡ m c ⎤ ⎡ 2m ⎤
⎢ + ⎥ ui +1 = pi − ⎢ − ⎥ ui−1 − ⎢ k − 2⎥ i
u
⎢⎣ ( )
Δ Δ ⎢⎣ ( )
Δ Δ ( ) ⎥⎦
Δ
2 2
t 2 t ⎥⎦ t 2 t ⎥⎦ ⎢⎣ t
or
ˆ = pˆ
kui +1 i
where
m c
kˆi = +
( Δt ) 2 Δt
2
⎡ m c ⎤ ⎡ 2m ⎤
pˆ i = pi − ⎢ − ⎥ u − ⎢ k − 2⎥ i
u
⎢⎣ ( Δt ) ( Δt ) ⎥⎦
i −1
2
2 Δ t ⎥⎦ ⎢⎣
pˆ i
The unknown ui+1 is then given by ui+1 =
kˆ
5-9
Note that ui+1 is obtained without using equation of motion at
time i + 1 but from equation of motion at time i .
5 - 10
This central difference method will give meaningless results,
called “unstable”, if the time step is not short enough. The
requirement for stability of this procedure is that
Δt 1
<
Tn π
5 - 11
5 - 12
Newmark’s Method
This method is developed by Nathan M. Newmark in 1959
based on the following equations:
5 - 13
Special Cases
1. Average acceleration
If γ = 12 and β = 14 are chosen, the above equations for ui+1 and
u&i +1 corresponds to the special case that acceleration during the
time step i is constant and equal to the average of u&&i and u&&i+1
as can be shown below.
2. Linear acceleration
If γ = 12 and β = 16 are chosen, the above equations for ui+1 and
u&i +1 corresponds to the special case that acceleration during the
time step i varies linearly between u&&i and u&&i+1 as can be shown
below.
5 - 14
Time-Stepping Formula
This method uses equilibrium equation at time i and time i + 1 ,
which involves response quantities at time i + 1 , i.e. ui+1 , u&i+1 ,
and u&&i+1 . Such method is called an “implicit method.”
Let us define the incremental form
Δui = ui +1 − ui Δu&i = u&i +1 − u&i Δu&&i = u&&i +1 − u&&i Δpi = pi +1 − pi
2
Solve for Δu&&i
1 1 1
Δu&&i = Δui − u&i − u&&i
β ( Δt ) βΔt 2β
2
5 - 15
γ 1
where k̂ = k + c+ m
β Δt β ( Δt )
2
⎛ 1 γ ⎞ ⎡ 1 ⎛ γ ⎞ ⎤
and Δpˆ i = Δpi + ⎜ m+ c ⎟ u&i + ⎢ m + Δt ⎜ − 1⎟ c ⎥ u&&i
⎝ β Δt β ⎠ ⎣ 2β ⎝ 2β ⎠ ⎦
Once Δui is known, Δu&i , Δu&&i , ui+1 , u&i+1 , and u&&i+1 can be computed
ui +1 = ui + Δui u&i +1 = u&i + Δu&i u&&i +1 = u&&i + Δu&&i
5 - 16
Newmark’s method is stable if
Δt 1 1
≤
Tn π 2 γ − 2 β
5 - 17
5 - 18
5 - 19
Stability
Numerical procedures that give bounded results if time
step is shorter than a certain limit are called “conditionally
stable.”
Numerical procedures that give bounded results
regardless of time step size, no matter how large, are called
“unconditionally stable.”
Stability of the method is important for multi-degree-of-
freedom system where a unconditionally stable method is
sometimes necessary.
Computational Error
Error is inherent in any numerical method both from
round-off error and approximation of solution.
Let us consider solutions of free vibration using different
procedures discussed earlier; Δt = 0.1Tn ; and compare to the
exact analytical solution.
5 - 20
All numerical methods give results that have amplitude
decay, implying that these procedures introduce numerical
damping.
5 - 21
The linear acceleration Newmark’s method seems to be
most accurate in the sense of least period elongation error for
these methods considered for linear SDF system.
5 - 22