CHAPTER 5

NUMERICAL EVALUATION OF DYNAMIC

RESPONSE

Analytical solution is usually not possible when

excitation varies arbitrarily with time or if the system is
nonlinear. Such problems can be solved by numerical time-
stepping methods for integration of differential equations.

Time-Stepping Method

The equation to be solved is

mu&& + cu& + ku = p ( t )
or
mu&& + cu& + f S ( u , u& ) = p ( t )
with initial condition
u ( 0 ) = u0
for linearly elastic system
for inelastic system
u& ( 0 ) = u&0

The applied force is given by a set of discrete values pi = p ( ti )

where i =0 to N . The time interval
Δti = ti +1 − ti

is usually constant, although this is not necessary.

The response is determined at discrete time instant ti .
The displacement, velocity and acceleration at time ti ,
denoted by ui , u&i , and u&&i , respectively, are assumed to be
known and satisfy the equation

mu&&i + cu&i + kui = pi

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 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

We first apply the procedure to time i = 0 to determine

response at time i = 1 and repeat the procedure again to
determine response at time i = 2 and so on. Therefore, this
progressive calculation is called “time-stepping method.”

The response at time i + 1 determined from response at time

i is usually not exact. Many approximate procedures
implemented numerically are possible. The requirements for a
numerical procedure are
(1) Convergence—the numerical solution should approach
the exact solution as the time step decreases
(2) Stability—the numerical solution should be stable
even if there is some round-off error or approximation.
(3) Accuracy—the numerical solution should provide
results that are close enough to the exact solution.

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These issues are very important in numerical methods of
solving equations. They will govern the limitation of time-
stepping procedures.

Three types of methods will be discussed:

1) Method based on interpolation of excitation
2) Method based on finite difference expression of velocity
and acceleration
3) Method based on assumed variation of acceleration.

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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

and the time variable τ varies from 0 to Δti .

For simplicity, we will show derivation of this procedure

for a system without damping, although this procedure can be
extended to damped systems. The equation to be solved is
Δpi
mu&& + ku = pi + τ
Δti

The response u (τ ) over time 0 ≤ τ ≤ Δti is the sum of three

parts:
1) Free vibration due to initial displacement u i and velocity u&i
at τ = 0
2) Response to step force pi with zero initial condition
Δpi
3) Response to ramp force τ with zero initial condition
Δt i

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 Analytical solution derived in Chapter 3 can be used to
determined the above three parts of responses and we will get

These formulae are derived from exact solution of the

equation of motion. Therefore the result is exact if the
excitation is actually varies linearly during each time step as
usually assumed for earthquake ground excitation which is
recorded at closely spaced time intervals.

The exact solution used in deriving this procedure is

available only if the system is linear.

The only restriction on the size of time step is that it

permits a close approximation to the excitation function and it
provides response results at closely spaced time intervals so
that the response peaks are not missed.

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 If the time step Δt is constant, the coefficients A , B , …
D ' in this procedure need to be computed only once.

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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

Substituting these in the equation of motion at time i , we get

ui +1 − 2ui + ui−1 ui+1 − ui−1
m +c + kui = pi
( Δt ) 2Δt
2

We assume that ui and ui−1 are known from previous steps.

Transferring known quantities to the right hand side, we get

⎡ 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

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Note that ui+1 is obtained without using equation of motion at
time i + 1 but from equation of motion at time i .

And ui+1 can be computed explicitly from the known

displacement ui and ui−1 . Such method is called an “explicit
method.”
When i = 0 , u−1 is needed for computing u1 , so we consider
u1 − u−1 u1 − 2u0 + u−1
u&0 = and u&&0 =
2Δt ( Δt )
2

Using the first equation to eliminate u1 in the second equation,

we then have
( Δt )
2

u−1 = uo − Δt ( u&0 ) + u&&0

2
And consider equation of motion at time i = 0
mu&&0 + cu&0 + ku0 = p0
we get
p0 − cu&0 − ku0
u&&0 =
m

to be used for determining u−1

The procedure is summarized next

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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

However, this requirement is never a constraint because the

time step needs to be much shorter, typically Δt / Tn ≤ 0.1, to
obtain acceptable accuracy of results.

In analysis of earthquake response, a time step about 0.005

sec up to 0.02 sec is chosen to define ground excitation.

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5 - 12
Newmark’s Method
This method is developed by Nathan M. Newmark in 1959
based on the following equations:

u&i +1 = u&i + ⎡⎣(1 − γ ) Δt ⎤⎦ u&&i + ( γΔt ) u&&i+1

ui +1 = ui + ( Δt ) u&i + ⎡( 0.5 − β )( Δt ) ⎤ u&&i + ⎡ β ( Δt ) ⎤ u&&i +1

2 2
⎣ ⎦ ⎣ ⎦

The parameters β and γ define the variation of

acceleration over a time step and determine the stability and
accuracy characteristics of the method. Typical selection is
γ =0.5 and 16 ≤ β ≤ 14 .

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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.

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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

From the basis equations of Newmark

Δu&i = ⎡⎣(1 − γ ) Δt ⎤⎦ u&&i + ( γΔt ) u&&i +1 = ( Δt ) u&&i + ( γΔt ) Δu&&i
and
Δui = ( Δt ) u&i + ⎡( 0.5 − β )( Δt ) ⎤ u&&i + ⎡ β ( Δt ) ⎤ u&&i +1
2 2
⎣ ⎦ ⎣ ⎦
( Δt )
2

= ( Δt ) u&i + u&&i + β ( Δt ) Δu&&i

2

2
Solve for Δu&&i
1 1 1
Δu&&i = Δui − u&i − u&&i
β ( Δt ) βΔt 2β
2

and substitute Δu&&i in equation for Δu&i

γ γ ⎛ γ ⎞
Δu&i = Δui − u&i + Δt ⎜1 − ⎟ u&&i
βΔt β ⎝ 2β ⎠

Then, substitute Δu&i and Δu&&i in the incremental form of

equation of motion
mΔu&&i + cΔu&i + k Δui = Δpi

It can be written as kˆΔui = Δpˆ i

Δpˆ i
We obtain Δui =
kˆ

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 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

Alternatively, u&&i+1 can be computed from

pi +1 − cu&i +1 − kui+1
u&&i +1 =
m

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Newmark’s method is stable if
Δt 1 1
≤
Tn π 2 γ − 2 β

For Average acceleration method

Δt
γ = 12 and β = 14 <∞
Tn

This implies that average acceleration method is stable for any

Δt , although results would not be accurate for large Δt .

For Linear acceleration method

Δt
γ = 12 and β = 16 < 0.551
Tn

This requirement is not significant because a much smaller

time step is required for accurate representation of excitation
and response.

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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.

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 All numerical methods give results that have amplitude
decay, implying that these procedures introduce numerical
damping.

Most methods make the period of vibration longer except

the central difference method, which gives result that has
shorter period than the exact result.

Period shortening in the central difference method is

highly significant when Δt / Tn is close to its stability limit 1/ π .

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 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.

The choice of methods would be different for MDF

system or nonlinear response analysis.

The choice of time step also depends on the time

variation of the dynamic excitation and natural period of the
system. Δt = 0.1Tn gives reasonably accurate results, but it also
has to be small enough to avoid distortion of the excitation
function. For earthquake excitation Δt is usually less than
0.02 sec.

A useful technique for selecting the time step is to solve

the problem with a time step that seems reasonable and re-
solve the problem with a small time step. The time step is
deemed small enough if results from two analyses are
essentially the same, otherwise reduce the time step and repeat
such comparison until two successive solutions are close
enough.

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