Development of Direct Integration Algorithms for Structural

Dynamics Using Discrete Control Theory

Cheng Chen1 and James M. Ricles, M.ASCE2

Abstract: In structural dynamics, integration algorithms are often used to obtain the solution of temporally discretized equations of
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motion at selected time steps. Various time integration algorithms have been developed in the time domain using different methods. In
order for an integration algorithm to be reliable it must be stable and accurate. A discrete transfer function is used to study the properties
of integration algorithms. A pole mapping rule from control theory in conjunction with a discrete transfer function is used to develop new
integration algorithms for obtaining solutions to structural dynamics problems. A new explicit integration algorithm, called the CR 共Chen
and Ricles兲 algorithm, is subsequently developed based on the proposed method. The properties of the algorithm are investigated and
compared with other well established algorithms such as the Newmark family of integration algorithms. By assigning proper stable poles
to the discrete transfer function the newly developed CR explicit algorithm is unconditionally stable and has the same accuracy as the
Newmark method with constant acceleration. In addition, the CR algorithm is based on expressions for displacement and velocity that are
both explicit in form, making it an appealing integration algorithm for solving structural dynamics problems.
DOI: 10.1061/共ASCE兲0733-9399共2008兲134:8共676兲
CE Database subject headings: Algorithms; Structural dynamics; Transfer functions; Stability; Discrete elements.

Introduction initial conditions. Explicit algorithms are generally conditionally

Integration algorithms are often used to solve the temporally dis-
cretized equations of motion of structures. Numerous time inte-
gration algorithms have been proposed, including the Newmark
family of integration algorithms 共Newmark 1959兲, Wilson ␪
method 共Wilson 1968兲, and Hilber–Hughes–Taylor ␣ method
共Hilber et al. 1977兲. The stability and accuracy of different inte-
gration algorithms have been extensively studied 共Newmark
1959; Hilber et al. 1977; Hughes 1987兲 using the amplification
matrix and its associated eigenvalues. Various methods have been
used to develop integration algorithms, including Taylor series
expansions, weighted residual methods, Hamilton’s principle, and
least-squares methods 共Wood 1990兲.
Integration algorithms can be classified as either explicit or
implicit. An integration algorithm is explicit if the displacements
for the next time step can be determined from the accelerations,
velocities, and displacements at the current and previous time
step, otherwise it is implicit. An integration algorithm is consid-
ered to be stable if the numerical solution of a free-vibration
structure will not grow without bound for any arbitrary set of
1 the relationship between the output and the input for a linear
Postdoctoral Research Associate, ATLSS Research Center, Dept. of
Civil and Environmental Engineering, Lehigh Univ., Bethlehem PA
18015; formerly, Graduate Research Assistant. E-mail: chc4@lehigh.edu
2 Laplace transform of the response to the Laplace transform of the
Bruce G. Johnston Professor, ATLSS Research Center, Dept. of Civil
and Environmental Engineering, Lehigh Univ., Bethlehem PA 18015
共corresponding author兲. E-mail: jmr5@lehigh.edu
Note. Associate Editor: Lambros S. Katafygiotis. Discussion open
until January 1, 2009. Separate discussions must be submitted for indi-
vidual papers. To extend the closing date by one month, a written request
must be filed with the ASCE Managing Editor. The manuscript for this
paper was submitted for review and possible publication on November
27, 2006; approved on February 4, 2008. This paper is part of the Journal
of Engineering Mechanics, Vol. 134, No. 8, August 1, 2008. ©ASCE,
ISSN 0733-9399/2008/8-676–683/$25.00.
stable while most implicit methods are unconditionally stable.
The conditional stable algorithms usually have a time step size
restriction imposed by stability, which is associated with the high-
est natural frequency of vibration of the system. When the total
number of degrees of freedom of the system becomes large, re-
sulting in high natural frequencies, the required time step size can
become extremely small as a result.
The analysis of integration algorithms are typically carried out
in the time domain. Amplitude decay 共AD兲 and period elongation
共PE兲 共Chopra 2001兲 are two criteria used to evaluate the perfor-
mance of an integration algorithm 共Hughes 1987兲. Frequency do-
main properties of the integration algorithms have been the
subject of recent studies. Ramirez 共1992兲 derived the discrete
transfer function for the Newmark family of integration algo-
rithms and studied the magnitude and phase error characteristics
of its frequency response. Mugan and Hulbert 共2001a,b兲 extended
the work to other integration algorithms and investigated their
frequency response. Mugan 共2003兲 found that frequency domain
analysis can describe all of the time domain properties of an
integration algorithm.
A transfer function in control engineering is used to represent
time-invariant system. It can be classified as either continuous or
discrete. The continuous transfer function is the ratio of the
input, while the discrete transfer function is the ratio of the Z
transform of the response to the Z transform of the input 共Franklin
et al. 2002兲. A continuous transfer function and a discrete transfer
function correspond to the differential equation, and the differ-
ence equation, respectively, that describe the system dynamics. In
control theory, the output of a continuous transfer function can be
approximately replicated by applying the same input to a discrete
transfer function corresponding to the continuous one 共Ogata
1995兲.

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J. Eng. Mech., 2008, 134(8): 676-683

 In this paper, the relation between the properties of integration
algorithms and the corresponding discrete transfer functions is
utilized to develop a new integration algorithm for structural dy-
namics. It is shown that the poles of a discrete transfer function
are the eigenvalues of the amplification matrix for an integration
algorithm. Using the proposed method it is shown that some well-
known integration algorithms can be derived, such as the New-
mark algorithm with constant acceleration, in addition to an
explicit unconditionally stable algorithm developed by Chang
共2002兲. A new explicit unconditionally stable integration algo-
rithm is then developed by using pole mapping to establish the
values of the coefficients for the new integration algorithm. Nu-
merical properties of the new integration algorithm are compared Fig. 1. Schematic of stable and unstable poles
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with the algorithm of Chang and the Newmark family of integra-

tion algorithms based on constant acceleration and linear
acceleration.
m · ẍi+1 + 2m␰␻n · ẋi+1 + m␻2n · xi+1 = Fi+1 共4兲

Properties of Transfer Functions
For a single-degree-of-freedom 共SDOF兲 linear elastic structure,
the differential equation of motion under external excitation can
be expressed as
where xi+1, ẋi+1, ẍi+1⫽displacement, velocity, and acceleration of
the SDOF structure at the 共i + 1兲th time step and Fi+1⫽value of
excitation F共t兲 at the 共i + 1兲th time step.
For a discrete system, the Z transform is defined by Ogata
共1995兲 as

⬁
m · ẍ共t兲 + 2m␰␻n · ẋ共t兲 + m␻2n · x共t兲 = F共t兲 共1兲
Z兵F共k兲其 = F共z兲 = 兺
k=0
F共k兲 · z−k 共5兲
In Eq. 共1兲 ␻n, ␰, and m are equal to the natural frequency of the
SDOF structure, the viscous damping ratio of the SDOF structure,
In Eq. 共5兲, F共k兲⫽sample of F共t兲, where k refers to the discrete
and the mass of the SDOF structure, respectively; F共t兲⫽external
sample time. If F共t兲 = 0 for t less than 0, and if F共t兲 has the Z
excitation; and x共t兲, ẋ共t兲, ẍ共t兲⫽displacement, velocity, and accel-
transform F共z兲, then by the real translation theorem 共Ogata 1995兲
eration of the SDOF structure, respectively. Assuming at rest ini-
tial conditions, the continuous form of the transfer function
between the excitation F共t兲 and the displacement x共t兲 can be de- Z兵F共k − 1兲其 = z−1 · F共z兲 共6兲
rived in the Laplace domain and is equal to
Thus, from Eq. 共6兲, multiplication of F共z兲 by z−1 has the effect of
X共s兲 1 delaying the time function F共t兲 by the time step, i.e., Fi共z兲
G共s兲 = = 共2兲
F共s兲 共s2 + 2␰␻n · s + ␻2n兲m = z−1 · Fi+1共z兲 with Fi共z兲 and Fi+1共z兲 equal to F共t兲 at time index i
and i + 1, respectively.
When a difference equation for an integration algorithm is
where s⫽variable in the Laplace domain; and X共s兲 and
known, the corresponding discrete transfer function G共z兲 can be
F共s兲⫽Laplace transform of x共t兲 and F共t兲, respectively.
determined through the use of Eq. 共6兲, which typically has the
The values of s that render the denominator of the transfer
following general form
function to be zero are defined as “poles” of the transfer function
共Franklin et al. 2002兲. The denominator is also called the charac-
teristic equation of the transfer function. The poles of the transfer X共z兲 nrzr + ¯ + n1z + n0
function G共s兲 in Eq. 共2兲 are complex variables and are equal to G共z兲 = = 共7兲
F共z兲 dqzq + ¯ + d1z + d0

p1,2 = − ␰ · ␻n ⫾ i · ␻n · 冑共1 − ␰2兲 共3兲
where i⫽designation for 冑−1.
The poles in Eq. 共3兲 determine the response of the system in
Eq. 共1兲 to initial conditions and an external excitation 共Ogata
2002兲. Referring to Fig 1共a兲, which is a plot showing poles in the
complex s domain, stable oscillatory behavior occurs in a system
whose poles are in the left-half plane near, or on the imaginary
axis 共underdamped, with 0 ⱕ ␰ ⬍ 1兲, whereas stable exponential
decay occurs when the poles are on the negative real axis 共over-
damped, with ␰ ⱖ 1兲. Unstable behavior occurs in a system when
the poles have a positive real part, i.e., are located in the right-half
plane. Poles in the right-half plane are associated with negative
damping, i.e., ␰ ⬍ 0.
The temporally discretized form of Eq. 共1兲 can be written as
where X共z兲 and F共z兲⫽Z transform of x共t兲 and F共t兲, respectively.
In Eq. 共7兲 nr , . . . n0 and dq , . . . d0⫽coefficients of the numerator
and denominator of the discrete transfer function G共z兲, respec-
tively, with q and r equal to the order of the denominator and
numerator of G共z兲. A value of z that renders the denominator of
the transfer function in Eq. 共7兲 to be zero is defined as a “pole” of
the discrete transfer function. The stability of a discrete system is
also determined by its pole positions. When the pole of a discrete
system is located on or inside the unit circle of the complex plane,
the system will be stable; otherwise the system is unstable 共Ogata
1995兲. The stable and unstable regions of poles for a discrete
system are illustrated in Fig. 1共b兲.
For the Newmark family of integration algorithms 共Newmark
1959兲, displacement, velocity, and acceleration at time step 共i兲
and 共i + 1兲 are related by

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J. Eng. Mech., 2008, 134(8): 676-683

 Table 1. Coefficients of Discrete Transfer Function for Newmark Table 2. Coefficients of Matrices A and B for Newmark Family of
Integration Algorithms Integration Algorithms
Numerator Denominator Coefficient Expression
n2 2␤⌬t 2
d2 共␻n⌬t共2␤␻n⌬t + 4␥␰兲 + 2兲m A11 共1 + 2␥␰␻n⌬t兲关1 − 共0.5− ␤兲␻2n⌬t2兴 + 2␤␰共1 − ␥兲␻3n⌬t3
n1 ⌬t2共2␥ − 4␤ + 1兲 d1 共共␻n⌬t兲2共2␥ − 4␤ + 1兲 + ␰␻n⌬t共4 − 8␥兲 − 4兲m A12 共1 + 2␥␰␻n⌬t兲关⌬t − 2共0.5− ␤兲␻n⌬t2␰兴
n0 ⌬t 共2␤ − 2␥ + 1兲
2
d0 共共␻n⌬t兲 共2␤ − 2␥ + 1兲 + ␰␻n⌬t共4␥ − 4兲 + 2兲m
2 −2␤␻n⌬t2␰关1 − 2共1 − ␥兲␻n⌬t␰兴
A21 −␥␻2n⌬t关1 − 共0.5− ␤兲␻2n⌬t2兴 − 共1 + ␤␻2n⌬t2兲共1 − ␥兲␻2n⌬t
A22 −␥␻2n⌬t共⌬t − 共0.5− ␤兲␻n⌬t2兲 − 共1 + ␤␻2n⌬t2兲共2␥ − 1兲␰␻n⌬t
ẋi+1 = ẋi + 关共1 − ␥兲 · ⌬t兴 · ẍi + 共␥ · ⌬t兲 · ẍi+1 共8a兲 B11 共1 + 2␥␰␻n⌬t兲共0.5− ␤兲⌬t2 − 2␤␰共1 − ␥兲␻n⌬t3
B12 共1 + 2␥␰␻n⌬t兲␤⌬t2 − 2␤␻n⌬t3␰␥
xi+1 = xi + 共⌬t兲 · ẋi +
共0.5 − ␤兲 · 共⌬t兲  · ẍi +
␤ · 共⌬t兲  · ẍi+1
2 2
B21 −␥␻2n⌬t3共0.5− ␤兲 + 共1 + ␤␻2n⌬t2兲共1 − ␥兲⌬t
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共8b兲 B22 −␥␻2n⌬t3␤ − 共1 + ␤␻2n⌬t2兲␥⌬t

where ␤ and ␥ in Eqs. 共8a兲 and 共8b兲⫽integration parameters and

⌬t⫽time step size. Some well-known set of values include:
共␤ , ␥兲 = 共1 / 4 , 1 / 2兲 which corresponds to the Newmark method
with constant average acceleration; 共␤ , ␥兲 = 共1 / 6 , 1 / 2兲 which cor-
A=
1 + 2␥␰␻n⌬t +
1
␤␻2n⌬t2
冋 A11 A12
A21 A22
册 共13a兲

冋 册
responds to the Newmark method with linear acceleration; and
共␤ , ␥兲 = 共0 , 1 / 2兲 which corresponds to the Newmark explicit m B11 B12
method. B= 共13b兲
1 + 2␥␰␻n⌬t + ␤␻n⌬t B21 B22
2 2
Ramirez 共1992兲 and Mugan and Hulbert 共2001b兲 showed that
the discrete transfer function corresponding to the Newmark fam-
ily of integration algorithms can be written as ui = 冋 册
Fi
Fi+1
共13c兲

X共z兲 n2z2 + n1z + n0
G共z兲 = = 共9兲
F共z兲 d2z2 + d1z + d0
The values of the coefficients of G共z兲 are given in Table 1.
For the 共i + 1兲th time step, the discrete transfer function can be
written in the following form of a difference equation
− d1 − d0 n2 n1 n0
xi+1 = xi + xi−1 + Fi+1 + Fi + Fi−1
d2 d2 d2 d2 d2
For Eq. 共10兲 to represent an explicit integration algorithm, n2
must be equal to zero. That is, the solution for xi+1 must be based
on the equilibrium condition of Eq. 共4兲 associated with the exci-
tation at a time corresponding to the indices i and 共i − 1兲.
On that basis, from Table 1, the Newmark family of integra-
tion algorithms can therefore be written in an explicit form only if
␤ = 0. As noted previously, the well known Newmark explicit
method with zero algorithmic damping 共Hughes 1987兲 has the
integration parameters for ␤ and ␥ equal to 0 and 1/2,
respectively.
The poles of the transfer function of Eq. 共9兲 can be obtained by
solving the following quadratic equation
d 2z 2 + d 1z + d 0 = 0
Eq. 共11兲 is called the characteristic equation of the discrete sys-
tem. As mentioned previously, to ensure the stability of the inte-
gration algorithm, the poles of the corresponding discrete transfer
function have to be on or inside the unit circle of the discrete z
domain.
The Newmark family of integration algorithms can also be
written in following matrix form 共Hughes 1987兲
Xi+1 = A · Xi + B · ui
where A⫽amplification matrix; and B is related to the excitation;
ui⫽excitation; and Xi+1 and Xi⫽state vector values at the ith and
共i + 1兲th time step, respectively. A, B, ui, Xi and Xi+1 are defined
as
冋册 冋 册
xi xi+1
Xi = and Xi+1 = 共13d兲
ẋi ẋi+1
The coefficients of matrices A and B are given in Table 2.
The eigenvalues of the amplification matrix A in Eq. 共12兲 can
be obtained by solving the eigenvalue problem
共10兲 兩A − ␭I兩 = 0 共14兲
where I⫽identity matrix of the same dimension of A and
␭⫽eigenvalue.
Substituting the elements of A from Table 2 into Eq. 共14兲 gives
共1 + 2␥␰␻n⌬t + ␤␻2n⌬t2兲␭2 + 关共− 2␤ + 0.5 + ␥兲␻2n⌬t2
+ 共2 − 4␥兲␰␻n⌬t − 2兴␭ + 关共␤ − ␥ + 0.5兲␻2n⌬t2
+ 共2␥ − 2兲␰␻n⌬t + 1兴 = 0 共15兲
Eq. 共15兲 is similar to the denominator in Eq. 共9兲, which means
that the eigenvalues of the amplification matrix are exactly the
same as the poles of the discrete transfer function. Hence the
properties of the poles of the discrete transfer function are equiva-
lent to those of the eigenvalues of the amplification matrix for the
共11兲 same integration algorithm. Thus, in the development of a new
integration algorithm, the stability and accuracy of the integration
algorithm will be ensured if proper stable pole values are assigned
to its discrete transfer function.
Discretization in Control Theory
Two methods are typically used in control theory to obtain the
response of a system at selected time steps. One is to sample the
共12兲
solution of the continuous system at desired time steps; the other
is to discretize the continuous system and solve the corresponding
discrete system. Different discretization methods have been de-
veloped in control engineering, such as the zero-order hold
method and the first-order hold method. The values of the poles of

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J. Eng. Mech., 2008, 134(8): 676-683

 a discrete system are determined by the discretization method
used to discretize the corresponding continuous system. To ensure
that the discrete system can duplicate the response of the original
continuous system, the poles of the continuous and discrete sys-
tems have to follow a specific mapping rule, one that transforms
the continuous pole from the s domain to a discrete pole in the z
domain.
A discretization method called “matched pole and zero” is
used in control theory for the mapping of poles from the continu-
ous s domain to the discrete z domain. According to this method,
the equivalent characteristics in the z domain are related to those
in the s domain by the following expression
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z = es⌬t 共16兲
where ⌬t⫽sample period and can be taken to be the same as time
step used in the integration algorithm. Based on Eq. 共16兲, a stable
continuous pole located in the left-half plane in the s domain
corresponds to a stable discrete pole located inside the unit circle
in the z domain. An oscillatory pole located on the imaginary axis
in the s domain corresponds to a discrete pole located on the unit
circle in the z domain; an unstable continuous pole located in the
right-half plane of the s domain corresponds to an unstable dis-
crete pole located outside the unit circle in the z domain. By using
Eq. 共16兲, the stability of the poles in the s domain is maintained in
the process of discretization.
Since the use of an exponential function can make the discreti-
zation difficult, a first-order Pade approximation of the exponen-
tial function is often used instead, where
1 + s · ⌬t/2
z⬇
1 − s · ⌬t/2
共17兲
Eq. 共17兲 is also called “Tustin’s method” in control theory 共Fran-
klin et al. 2002兲. For an s value with a nonpositive real part, Eq.
共17兲 will give a value of z inside or on the unit circle. This means
Fig. 2. Comparison of first-order Pade approximation with exact
mapping
that the stability of the continuous pole is also conserved during
the discretization using Eq. 共17兲.
The error due to the first-order approximation for z can be
studied by plotting the difference between Eqs. 共16兲 and 共17兲 for
negative real values of s · ⌬t, as shown in Fig. 2. It is shown to be
relatively small when s · ⌬t is larger than −0.5.
Using Eq. 共17兲, the continuous poles from Eq. 共3兲 can be trans-
formed to the z domain, where
2 + 共− ␰ ⫾ i冑1 − ␰2兲␻n⌬t
z1,2 = 共18兲
2 − 共− ␰ ⫿ i冑1 − ␰2兲␻n⌬t
Applying the discretization rule of Eq. 共17兲 to the continuous
transfer function in Eq. 共2兲 results in

x共z兲 ⌬t2 · z2 + 2 · ⌬t2 · z + ⌬t2

G共z兲 = = 共19兲
F共z兲 关共4 + ␻2n⌬t2 + 4␰␻n⌬t兲z2 + 共− 8 + 2␻2n⌬t2兲z + 共4 − 4␰␻n⌬t + ␻2n⌬t2兲兴m

The poles of G共z兲 in Eq. 共19兲 are equal to

4 − ␻2n⌬t2 ⫾ 4冑共␰2 − 1兲␻n⌬t

p1,2 = 共20兲
4 + ␻2n⌬t2 + 4␰␻n⌬t

which can be shown to be the same as z1,2 from Eq. 共18兲. Fig. 3
shows the spectral radius ␳ of the complex conjugate poles p1 and
p2 from Eq. 共20兲 as a function of ␻n⌬t for various values of the
damping ratio ␰ less than 1.0. From Fig. 3 it can be observed that
for increasing values of ␻⌬t the spectral radius ␳ remains less
than one 共i.e., inside the unit circle in the z domain兲 for the cases
when ␰ ⱖ 0, which shows that G共z兲 from Eq. 共19兲 is uncondition-
ally stable when ␰ ⱖ 0. This is consistent with the statement made
earlier that the stable poles of G共s兲 of Eq. 共2兲 lie in the left-hand
plane. Fig. 3. Spectral radius 共␳兲 for different damping ratios

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J. Eng. Mech., 2008, 134(8): 676-683

 Development of Integration Algorithms for SDOF Table 3. Coefficients for Discrete Transfer Function for Chang’s
Structures Algorithm
Numerator Denominator
The procedure starts with assuming a variation in displacement
n2 0 d2 共2␰␻n⌬t + 2兲m
and velocity over the time step with unknown integration param-
n1 共␣1 + 2␣2兲⌬t2 d1 共共␣1 + 2␣2兲␻2n⌬t2 − 4兲m
eters. Considering the equilibrium equation 关i.e., Eq. 共4兲兴 and the
expressions for the variation in displacement and velocity over n0 共␣1 − 2␣2兲⌬t2 d0 共共␣1 − 2␣2兲␻2n⌬t2 − 2␰␻n⌬t + 2兲m
time, a system of three equations can be formed. The response
quantities 共displacement, velocity, and acceleration兲 and excita-
tion force in these equations will be associated with different 1 1
discrete points in time 共e.g., time indices i and i + 1兲. Applying the ẋi+1 = ẋi + 2 ⌬t · ẍi + 2 ⌬t · ẍi+1 共22a兲
discreted z transform as well as the real translation theorem 关Eq.
共6兲兴 to these quantities in the three equations enables these equa- xi+1 = xi + ␣1 · ⌬t · ẋi + ␣2 · ⌬t2 · ẍi 共22b兲
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tions to be written in terms of the excitation force and the three

unknown response quantities at the same discrete point in time for
the SDOF: 共1兲 excitation force F共z兲; 共2兲 displacement X共z兲; 共3兲
velocity Xv共z兲; and 共4兲 acceleration Xa共z兲. Consequently, the so-
lution for X共z兲 can be obtained in terms of the integration param-
eters, structural parameters 共i.e., mass, damping, natural
frequency兲, and excitation force F共z兲. The ratio of F共z兲 to X共z兲
can thus be written, which is the discrete transfer function G共z兲
for the integration algorithm in the form of Eq. 共7兲. Assigning
poles to G共z兲 results in the characteristic equation
d qz q + ¯ + d 1z + d 0 = 0 共21兲
The poles of G共z兲 are used to determine the integration param-
eters that express the variation in the displacement and velocity
over the time step. If proper stable poles are used, the integration
algorithm will be accurate and unconditionally stable. Such
proper stable poles in the z domain can be obtained by applying
the transformation expressed by Eq. 共17兲 to stable poles of the
corresponding continuous system, for example p1,2 from Eq. 共3兲
for the case when q = 2.
If the above procedure is used in conjunction with assuming a
variation of displacement and velocity based on Eqs. 共8a兲 and
共8b兲, i.e., the Newmark equations, and the poles are based on Eq.
共18兲, the solution for the integration parameters are ␤ = 1 / 4 and
␥ = 1 / 2. This is the same result as the Newmark method with
constant acceleration, which is an implicit unconditionally stable
algorithm for ␰ ⱖ 0 since the poles z1,2 are within the unit circle of
the z domain. Through the appropriate choice of the variation of
the displacement and velocity relation, an explicit integration al-
gorithm can be derived, as will be illustrated later. As noted pre-
viously, 关Eq. 共10兲兴, in order for the algorithm to be explicit, the
displacement xi+1 must be based on the equilibrium condition as-
sociated with the excitation at a time corresponding to the indices
i and/or 共i − 1兲, and the property of unconditional stability requires
the poles of the discrete transfer function for the algorithm to be
located on or within the unit circle of the discrete z domain.
where ␣1 and ␣2 in Eq. 共22兲⫽two integration parameters to be
determined. The integration algorithm presented in Eq. 共22兲 is
referred to in this paper as Chang’s algorithm. Chang’s algorithm
is explicit because the displacement xi+1 in Eq. 共22a兲 is dependent
on the equilibrium condition at time associated with index i. The
coefficients of the corresponding discrete transfer function G共z兲
for the integration algorithm defined by Eq. 共22兲 are tabulated in
Table 3. As seen in Table 3, n2 is equal to zero, and Chang’s
algorithm is indeed explicit.
Substituting the discrete poles from Eq. 共18兲 into the charac-
teristic equation of the discrete transfer function G共z兲 and solving
for ␣1 and ␣2 leads to
4共1 + ␰␻n⌬t兲
␣1 = 共23a兲
␻2n⌬t2 + 4␰␻n⌬t + 4
2
␣2 = 共23b兲
␻2n⌬t2 + 4␰␻n⌬t + 4
Chang developed the above algorithm using a different approach
共Chang 1999兲. To determine the integration parameters, he
matched the overshooting error in the expressions for displace-
ments and velocity variation for his algorithm to that of the New-
mark method with constant acceleration. The spectral radius ␳
associated with the amplification matrix was subsequently shown
to satisfy the condition of unconditionally stability, where ␳ ⱕ 1.
Explicit Unconditionally Stable Proposed CR Algorithm
In Chang’s algorithm, the determination of the velocity ẋi+1 re-
quires knowledge of the acceleration ẍi+1. An integration algo-
rithm where xi+1 and ẋi+1 are dependent only on response
quantities 共displacement, velocity, and acceleration兲 at ith time
step can be developed by assuming the following variation in
displacement and velocity over a time step

ẋi+1 = ẋi + ␣1 · ⌬t · ẍi 共24a兲

Explicit Unconditionally Stable Chang’s Algorithm
Although the Newmark method with constant acceleration is
unconditionally stable, it is an implicit integration algorithm.
For some situations, the use of an explicit integration algorithm
is more desirable. For example, an explicit integration algorithm
avoids the need for numerical iteration that is required in implicit
integration algorithms when applied to nonlinear structural
systems 共Chang 2002兲. Chang 共2002兲 developed an explicit
unconditionally stable integration algorithm, modifying the New-
mark equations in Eq. 共8兲 where a variation in displacement and
velocity similar to that shown in Eq. 共22兲 was assumed
xi+1 = xi + ⌬t · ẋi + ␣2 · ⌬t2 · ẍi 共24b兲
This proposed integration algorithm is referred to as the CR
algorithm 共named after the authors Chen and Ricles兲. The coeffi-
cients of the discrete transfer function G共z兲 for the CR algorithm
are tabulated in Table 4. Since the coefficient n2 is equal to zero,
the CR algorithm is also explicit.
Upon substituting the poles from Eq. 共18兲 into the character-
istic equation of the discrete transfer function G共z兲, it is found
that

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J. Eng. Mech., 2008, 134(8): 676-683

 Table 4. Coefficients for Discrete Transfer Function for Proposed CR
Algorithm
Numerator Denominator
n2 0 d2 m
n1 ␣2⌬t2 d1 共␣2␻2n⌬t2 + 2␰␣1␻n⌬t − 2兲m
n0 共␣1 − ␣2兲⌬t2 d0 共共␣1 − ␣2兲␻2n⌬t2 − 2␰␣1␻n⌬t + 1兲m
4
␣1 = ␣2 =
4 + 4␰␻n⌬t + ␻2n⌬t2
The accuracy of the proposed CR algorithm is discussed later.
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The proposed CR algorithm remains unconditionally stable when
applied to nonlinear structures with a softening behavior, for the
poles for the algorithm can be shown to remain on the unit circle
in the discrete z domain as the structural natural frequency ␻n
goes to zero due to a softening of the structure 共Chen 2007兲. If a
different form of the variation in either the velocity or displace-
ment over a time step were selected than that appearing in Eqs.
共24a兲 and 共24b兲, but where Eqs. 共24a兲 and 共24b兲 both remain
explicit expressions 共i.e., xi+1 and ẋi+1 are a function of the previ-
ous time step兲, the integration algorithm would remain uncondi-
tionally stable by assigning the poles from Eq. 共18兲. However, the
integration ␣1 and ␣2 would be different than that given by Eq.
共25兲.
Development of Integration Algorithms for
Multidegree-of-Freedom Structures
The results from a linear elastic SDOF structure can be extended
to a linear elastic MDOF structure. The differential equations of
motion for a linear elastic MDOF structure are
M · Ẍ共t兲 + C · Ẋ共t兲 + K · X共t兲 = F共t兲
where M, C, and K⫽mass, damping, and stiffness matrices, re-
spectively, of dimension n ⫻ n for a MDOF structure with n de-
grees of freedom; X共t兲, Ẋ共t兲, and Ẍ共t兲⫽displacement, velocity,
and acceleration vectors, respectively, of dimension n ⫻ 1 for the
MDOF structure; and F共t兲⫽excitation force vector of dimension
of n ⫻ 1. For simplicity, the damping matrix C is assumed to be
based on classical damping.
For a MDOF structure the response is coupled among the de-
grees of freedom, and as a result the transfer functions G共s兲 in Eq.
共2兲 and G共z兲 in Eq. 共9兲 become transfer function matrices.
The poles of the MDOF structure can be calculated based on
the diagonalized mass, stiffness, and damping matrices for each
mode of vibration of the MDOF structure. The equations of mo-
tion in Eq. 共26兲 can be revised as follows:
⌽TM⌽ · Ÿ共t兲 + ⌽TC⌽ · Ẏ共t兲 + ⌽TK⌽ · Y共t兲 = ⌽TF共t兲
In Eq. 共27兲, ⌽⫽set of eigenvectors, ⌽ = 关␾1 ␾2 . . . ␾n兴, where ␾i
共i = 1 ¯ n兲⫽eigenvector for the ith mode of the MDOF structure;
and Y共t兲⫽modal coordinate vector. X共t兲 and Y共t兲⫽vectors used
to describe the response of the MDOF structure in the original
and modal coordinate systems, where they are related by
X共t兲 = ⌽ · Y共t兲.
The orthogonality property of modes gives a set of diagonal
mass, M*, stiffness, K*, and damping, C*, matrices in modal
coordinates, where
J. Eng. Mech., 2008, 134(8): 676-683
M* · Ÿ共t兲 + C* · Ẏ共t兲 + K* · Y共t兲 = ⌽T · F共t兲 共28兲
The diagonal matrices in Eq. 共28兲 are defined as M* = ⌽TM⌽,
C* = ⌽TC⌽, and K* = ⌽TK⌽.
The poles of a MDOF structure for each mode of vibration are
determined from the following expression in the modal coordi-
nate system
miis2i + ciisi + kii = 0 共29兲
共25兲 where mii, cii, and kii⫽ith diagonal term of the diagonalized mass
matrix M*, damping C*, and stiffness matrix K*, respectively,
and si⫽pole of the ith mode.
For each mode of vibration of a MDOF structure, two complex
conjugate poles are obtained from the solution to Eq. 共29兲. The
solution of the poles of Eq. 共29兲 in the modal coordinate system
can be written in the following matrix form, where
M * · S *2 + C * · S * + K * = 0 共30兲
In Eq. 共30兲, S*⫽diagonal matrix of dimension n ⫻ n, with each
diagonal term representing poles of a mode in the modal coordi-
nate system. The solution of S* can be written as
1
S* = 2 · 共M*兲−1 · 关− C* ⫾ i · 共4 · M* · K* − C*2兲1/2兴 共31兲
Premultiplying and postmultiplying Eq. 共30兲 by 共⌽ 兲 and 共⌽兲−1,T −1
respectively, leads to the characteristic equation for the MDOF
structure in the original coordinate system
M · S2 + C · S + K = 0 共32兲
where the pole matrix S is equal to
S = ⌽ · S* · ⌽−1 共33兲
Based on Eqs. 共31兲 and 共33兲, the solution for the pole matrix S is
equal to
共26兲
S = ⌽ · S* · ⌽−1
1
= ⌽ · 2 · 共M*兲−1 · 关− C* ⫾ i · 共4 · M* · K* − C*2兲1/2兴 · ⌽−1
共34兲
When Chang’s algorithm is extended to a MDOF structure, the
characteristic equation is written as
共2M* + ⌬t · C*兲 · Z*2 + 共K*共␣*1 + 2␣*2 兲⌬t2 − 4M*兲 · Z*
+ 共K*共␣*1 − 2␣*2 兲⌬t2 − ⌬t · C* + 2M*兲 = 0 共35兲
where ␣*1 and ␣*2 ⫽diagonal integration parameter matrices based
on the diagonalized matrices M*, C*, and K*. The diagonal ma-
trix Z* for the MDOF structure is calculated from
Z* = 共I − S* · ⌬t/2兲−1 · 共I + S* · ⌬t/2兲 共36兲
Premultiplying and postmultiplying Eq. 共35兲 by 共⌽ 兲 T −1
by 共⌽兲−1,
respectively, leads to
共27兲
共2M + ⌬t · C兲 · Z2 + 共K共␣1 + 2␣2兲⌬t2 − 4M兲 · Z
+ 共K共␣1 − 2␣2兲⌬t2 − ⌬t · C + 2M兲 = 0 共37兲
where ␣1 = ⌽ · ␣*1 · ⌽−1 and ␣2 = ⌽ · ␣*2 · ⌽−1, and where the dis-
crete pole matrix Z is equal to
Z = ⌽ · Z* · ⌽−1 共38兲
For Chang’s algorithm applied to MDOF systems, Eq. 共37兲 can be
simplified, where
JOURNAL OF ENGINEERING MECHANICS © ASCE / AUGUST 2008 / 681
 Table 5. Coefficient Matrices for Discrete Transfer Function for Chang’s
Algorithm
Numerator Denominator
N2 0 D2 2M + ⌬t · C
N1 共␣1 + 2␣2兲 · ⌬t2 D1 K · 共␣1 + 2␣2兲 · ⌬t2 − 4 · M
N0 共␣1 − 2␣2兲 · ⌬t2 D0 K · 共␣1 − 2␣2兲 · ⌬t2 − C · ⌬t + 2 · M

共D2 · Z2 + D1 · Z + D0兲 = 0 共39兲

In Eq. 共39兲 D2, D1, D0⫽coefficient matrices of dimension n ⫻ n
for Chang’s algorithm, which are tabulated in Table 5. Eq. 共39兲 is Fig. 4. Definition of amplitude decay
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reduced to Eq. 共11兲 for a SDOF structure.

Substituting Eq. 共36兲 into Eq. 共38兲, the discrete pole matrix Z
is equal to the following: 冑
z1,2 = ␴ ⫾ ␧ · i = exp关⍀̄ · 共− ¯␰ ⫾ i 1 − ¯␰2兲兴 共43兲

Z = ⌽ · 共I − S* · ⌬t/2兲−1 · 共I + S* · ⌬t/2兲 · ⌽−1 The algorithmic damping ratio ¯␰ is defined as ¯␰ = −ln共␴2

= 共I − S · ⌬t/2兲−1 · 共I + S · ⌬t/2兲
The pole matrix of Z can be directly obtained by substituting the
result for S from Eq. 共34兲 into Eq. 共40兲. This results in the fol-
lowing solution for ␣1 and ␣2
␣1 = 共4 · M + 2 · ⌬t · C · + ⌬t2 · K兲−1 · 共4 · M + 2 · ⌬t · C兲
␣2 = 2 · 共4 · M + 2 · ⌬t · C + ⌬t2 · K兲−1 · M
The results shown in Eqs. 共41a兲 and 共41b兲 are identical to that
derived by Chang 共1999兲 using his approach described previously
for a SDOF system.
␣1 and ␣2 for the proposed CR algorithm can be derived in a
similar manner. The coefficient matrices D2, D1, D0, N2, N1, and
N0 for the discrete transfer function relating the displacement re-
sponse X共t兲 to the excitation F共t兲 for the CR algorithm are tabu-
lated in Table 6. Substituting these coefficient matrices into the
discrete characteristic equation for the algorithm, which has a
similar form to that of Eq. 共39兲, leads to ␣1 and ␣2, where
␣1 = ␣2 = 4 · 共4 · M + 2⌬t · C + ⌬t2 · K兲−1 · M
For a SDOF structure, Eqs. 共41兲 and 共42兲 reduce to Eqs. 共23兲 and
共25兲, respectively.
+ ␧2兲 / 2⍀̄, while the apparent frequency ⍀̄ is defined as ⍀̄
共40兲
冑
= tan−1共␧ / ␴兲 / 1 −¯␰2.
The AD is defined in Fig. 4 and is the reduction in the calcu-
lated displacement response amplitude that occurs in one cycle
relative to the exact free vibration solution for a SDOF system
with the initial conditions of a unit displacement and zero veloc-
ity. The relative PE is defined by Eq. 共44兲 共Chopra 2001兲
共41a兲
PE = 共T̄n − Tn兲/Tn 共44兲
共41b兲
In Eq. 共44兲, T̄n = 2␲ / ␻
¯ n and ␻
¯ n = ⍀̄ / ⌬t, with Tn equal to the SDOF
undamped natural period.
Plotted in Figs. 5 and 6 for increasing values of ⌬t / Tn⫽AD
and PE for the proposed CR algorithm, where they are compared
with the Newmark family of integration algorithms 共linear, con-
stant acceleration, and explicit form兲 as well as Chang’s algo-
rithm. In Figs. 5 and 6, the SDOF was assigned Tn = 1.0 s with
zero inherent damping ␰. It is observed that the proposed CR
algorithm exhibits exactly the same behavior 共AD and PE兲 as the
Newmark method with constant acceleration as well as Chang’s
algorithm. This is because the discrete transfer functions of these
three integration algorithms have the same poles 关i.e., those from
共42兲 Eq. 共18兲兴, which in turn results in the same properties. The New-
mark explicit method or Newmark method with constant accel-

Accuracy Analysis

The accuracy of the proposed CR algorithm is analyzed. For sim-

plicity, a linear elastic SDOF structure is considered. However the
results obtained are also applicable to the linear MDOF structures
based on the modal superposition concept.
The complex eigenvalues of the amplification matrix in
Eq. 共12兲, and the poles for the discrete transfer function G共z兲 in
Eq. 共7兲, can be written in the following form:

Table 6. Coefficient Matrices for Discrete Transfer Function for

Proposed CR Algorithm
Numerator Denominator
N2 0 D2 M Fig. 5. Amplitude decay for Chang’s algorithm and proposed CR
N1 ␣2⌬t2 D1 K · ␣2 · ⌬t2 + C · ␣1 · ⌬t − 2 · M algorithm, and comparison with Newmark family of integration
N0 共␣1 − ␣2兲⌬t2 D0 K · 共␣1 − ␣2兲 · ⌬t2 − C · ␣1 · ⌬t + M algorithms

682 / JOURNAL OF ENGINEERING MECHANICS © ASCE / AUGUST 2008

J. Eng. Mech., 2008, 134(8): 676-683


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Fig. 6. Period elongation for Chang’s algorithm and the proposed CR
algorithm, and comparison with Newmark family of integration
algorithms
eration, as well as the proposed CR algorithm and Chang’s
algorithm, have no algorithmic damping and therefore no ampli-
tude decay. The period elongation shown in Fig. 6 that occurs in
the CR algorithm is the same as that in Chang’s algorithm and the
Newmark method with constant acceleration, and larger than that
which occurs in the Newmark methods in both explicit form and
with linear acceleration.
One can reduce the PE that occurs in the CR algorithm by
selecting a different set of poles other than those from Eq. 共18兲.
However, the unconditional stability property of the algorithm
may be impaired. For example, if the poles from the discrete
transfer function for the Newmark explicit method had been used
to develop the CR algorithm, the result would be ␣1 = 1 and ␣2
= 1 / 2. In effect, the CR algorithm in this case would be identical
to the Newmark explicit method, which is conditionally stable.
Summary and Conclusions
A discrete transfer function approach is used to develop explicit
unconditionally stable integration algorithms for linear structural
dynamics problems. The poles of the discrete transfer function are
shown to be the same as the eigenvalues of the amplification
matrix for the integration algorithm. By applying the mapping
rule of poles using the first-order Pade approximation, a new ex-
plicit integration algorithm called the CR algorithm is developed.
Both linear elastic SDOF and MDOF cases are discussed.
The proposed method offers a viable means for developing
integration algorithms with desirable characteristics for solving
structural dynamics problems. By selecting stable poles that are
based on the continuous transfer function for a SDOF system with
a positive viscous damping ratio, the explicit CR algorithm devel-
oped in this paper is unconditionally stable and exhibits properties
of zero algorithmic damping. The period elongation is identical to
that in the Newmark method with constant average acceleration.
The CR algorithm, besides being unconditionally stable, has the
advantage of being based on expressions for displacement and
velocity that are both explicit in form. These features make the
JOURNAL OF ENGINEERING MECHANICS © ASCE / AUGUST 2008 / 683
J. Eng. Mech., 2008, 134(8): 676-683
CR algorithm appealing for integrating the equations of motion to
obtain solutions to structural dynamics problems.
Acknowledgments
This paper is based upon work supported by a grant from the
Pennsylvania Department of Community and Economic Develop-
ment through the Pennsylvania Infrastructure Technical Alliance,
and by the National Science Foundation 共NSF兲 under Grant No.
CMS-0402490 within the George E. Brown, Jr. Network for
Earthquake Engineering Simulation Consortium Operation. Their
support is gratefully appreciated. Any opinions, findings, and con-
clusions or recommendations expressed in this material are those
of the writers and do not necessarily reflect the views of the
sponsors.
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