A Time l nt egrat ion Al gorit hm tor

J. Chung
GraOuat e Research Assisia nt .
G. M. Hu|bert
AssistanI Profes so r .
A SSOC. M em . ASM E.
Depan m em Mec ha nica | Eng ineer in9 ,
and A pp lied M ech anic s ,
T h e Univef Sity M ic hig a n ,
An n Arbor , M | 48 1% 2 1 25
St ruct ural Dy namic s Wit h
|n1proved Nu mer ical Dissipat ion :
T he Generalized- M et hod
A new f am ily qf t im e in tegratio n algor ithms k p r@en ted f or soIuing st ru ctur al
dy nami cs p r oblems. The new method , denoted as t he generalized-a met hod , p os-
S@Ses n umer ical d iS lPa t io n that can he contr olled by the user - I n p a iculari i t i s
sho wn t hat the generaIized-a method ach ieve5 highf i ei 1uency d issipation whil e min-
im izi ng un wanted Io w-j kequency d issip ation - Co mpGr isons aM gi uen qf t he gener -
alized -a method wit h ot her numer icaIIy d isslPati ue t im e in tegr ation methods; these
ra Il lts highl ight the irnp r oued perf ormance qf the new aIgor ith m . 77Ie new al gor i thm
can be easi ly imp lem ented into p r ograms that already include the N ewmark and
f f i b er -H ughes- Tay Ior-@ t ime integration met hods.

1 I n t r o d u ct i o n
T h e n eed h as b een I n g r ec o gn ized f o r st eF b y -st ep t i m e method of H off and PahI (I 988& I 988b) (also H off a .
i n t egr at i o n aIg r i t h n 1S t p o ssg s a l go r i t h m i c d am p in g w h en ( I989)).
so lv i n g St ru ct u r al d yn am i c s p r o b l em s . I n p a r t i cu la r , i t k d e- T h e m a t r i x eq u a ti o n o f l i n ear st r u ct u r al d y n am i cs i s
si r a b I e t o h av e con t r o l l ab l e n u m er i ca l d i ssi pa t i o n m t h e h i g h er RI X + C V + K X = F (l )
f r eq u en cy m o d es si n ce, u si n g st an d a r d fi n i t e elem en t s t d is-
cr et i ze t h e spa t i a l d o m ai n , t h e sp a ti al r eso l u t i o n o f t h @e h i gh - w h er e M , C , a n d K ar e t h e m ass, d a m p i ng , a n d st i f f n ess m a-

f r eq u en cy m o d es t y p i @ l l y i s p o o r - B y u si n g al g i t hm s w it h t r i ces, r e3p ect i v el y , F k t h e v ect o r o f a p p l ied l o a d s (a gi ve n

h i gh - fr eq u en cy d issi p a ti n , sp u r io u s hi gh - f r eq ue n cy r esp o n se
m ay b e d a m p ed o u t . A lso , w h e n so l v i n g h ig h l y n n li n ea r p r o b -
lem s, hi gh - f r eq u en cy n u m er i ca I d i ssi p a t io n h as b een f o u n d t o
i m p r o v e th e co n v er gen ce o f i t er at i v e eq ua t io n so l v er s. H o w -
ev er , t h e ad d i t i o n o f h ig h - f r eq u en cy d i ssi p a t i o n sh o u l d n o t
i n cu r a l oss o f accu r acy n o r i n t r o d u ce ex cessi v e al g o r i t h I11i c
d am p i n g i n t he im po rt a n t l o w f r eq u en cy m o d es. F o r ex am p le ,
t h e N ew m ar k f am i l y o f al g r i t In n s co n t ai n s m et h o d s t h at p o s-
Ss h i g h - f r eq u en cy d issip at i o n (N ew m a r k , l 959) ; h o w ev er ,
t h @e m et h o d s ar e o n l y f i r st - r d er ac cu r at e a n d X e t o o d i s-
si p al i v e i n t h e lo w - f r eq u en cy d o m ai n . N u m er o u s d i ssip a t i v e
al go r i t h m s h a v e been d ev el o p ed t h at a t t ai n h i gh - f r eq u en cy
d i ssi p at i n w it h l i n k lo w - f r eq u en cy d am p i n g w h i le m ai n t ai n -
i n g seco n d -o r d er accu r ac y ; e.g ., t h e 8 m et h o d o f W i l s n ( I 96 8) ,
t h e H H T -a m et h od o f H i lb er , H u g hg a n d T a y l o r ( l 97 7) , th e
W B Z -a m et h o d f W o o d , B o ssa k , an d Z i en k i ew i cz ( I 9 8 I ) ,
t h e p m et h o d o f Baz zi an d A n d er h eg g en ( l 9 82) an d t h e 8 l-
Cot ri bu ted by t ht A pp li ed M echn i cs D i vi si on o f T HE A l g l l C S@CI TY
OF M I Ca m CAL EX6Ri ER S f @r pr ei t n !al i n aI l he Fir st h in t A SC E -EKI D -
A S{ EA M D , SES k a i ng , Char lot t eg i lle, V A . June 6- 9, I 993 .
D i scu ssi o n OB l h i s pp ef Sb w ld be dd r essed lo l he T echnici l Ed it Of . F r @
f ess r U w i s T . W heeler , D epg m i enI r M echi nici l Engi neer i ng - U niv er sit y o f
H Olli m n - H uSi on - T X 77204 4 72 , n d w i lI k ccep t ed un Ii l f ur m o III lls af Ier
pu bUCi i i the pgper it sel f in l he A SM E JURN OF A PFLI P M E
Cl i ASICS.
ki l nll i ch p1 r@g i ved b y the A SM E A pp l ied M echan ic s D ivi si on . D ec . 2, l 99 l ;
f inal revi si on , A ug. n , l 9q2. A g o d ate T ec hni cal E4 i I Or : C . F . Shi h .
P ap er N o . 93-A Pk , . ZO.
f u n ct i o n o f t i m e) , X k t h e v ec t o r o f d i sp la cem en t u n k n o w n s,
an d su p er p o sed d o g i n d i cat e d i f f er en t i a ti o n w i t h r espe t o
t im e - T h e i ni t i al v al u e p r o b l em co n si sts o f f i nd i n g a f u n ct i o n
X = X ( t ) w h ic h sa ti sfi es ( 1) f o r a l l t e IO, t , t N 0 , a n d t h e
i ni t i al co n d i t io n s
X (0 ) = d (2)
X (0) - v ( 3)
w h er e d an d v ar e gi v en v ec t o r s o f i n it i a l d i sp lacem en t s a n d
v el o ci t i es , r esp ect i v el y . Th e n u m er i cal l y d i ssi p ati v e t i m e i n -
t egr at i o n al g o r i t h m s Ii st ed a b o v e h av e t h e f o ll w i n g co m m o n
t o m : d ,,, an d e g i v en a p p r o x i m a t i n s t o X ( t) ,
X ( t, ) , an d X ( t ) , r esp ect i v ely . E x p r essi n s f o r d R+ I a n d Vn+ l
ar e sp eci f i ed as l i n ear co m b i n at i o n s o f d ,, , v ,,, a, an d a+ l A n
ad d i Ii o n al eq u a t i o n k n eed ed t o d et er m i n e g* l T h i s ad d i -
t io n a l eq u a t i o n r ep r esen t s a m d i n ed v er sio n o f E q . ( l ) . E ach
al g o r i t h m i s d e f i n ed b y t h e sp ec i f i c f o r m o f t h e d i sp lac em ent
an d v el o ci t y u p d a t e eq u a t i o n s an d th e m o d i f i ed b al an ce eq u a -
t i n . A l go r i t h m s h a vi n g t h i s f o rm m a y b e cla ssi f i ed g o n e-
St ep , t h r ee-St ag e (o r t h r ee- l ev el ) t i m e i n t eg r a t i o n m et ho d s. T h e
al g o ri t h m s ar e o n e- st ep m et h o d s b eca u se t h e so l u t i o n a t t i m e
t l + l d ep en d s o n l y o n t h e so l u t i n h i st o ry a t t i m e . T h e t h r ee-
st age d esig l ati o n r e f er s t o t he so l u ti o n b ei n g d esc r i b ed b y t h e
t h r ee so l u ti o n v ect o r s: 4 , VR, a n d a n
I n t h i s p a p er , w e p r esen t a n ew f am i l y f o n e- st ep , t h r ee-
st ag e , n u m er i ca l ly d i ssi p a t iv e t i m e i n t eg r a t i o n al go r i t h m s. T h i s
f a m i l y , w h ic h w e ca l l t he g en er a l izt d @ m et h o d , c m ai n s t h e
H H T -a an d W B Z @ al g r i t h m s ; i n ad d it i o n , w e i d en t i f y a n ew

Journa| of App|ied Mec hanics J U N E 1gg3 , Vo l - 6O I 37 1

al g o r i t h m t h a t ach i ev es an o p t i m al co m b i n a ti o n f h i g h - f r e-
q u en cy an d l o w - f r eq u en cy d i ssi p a t i o n . T h at is , f o r a gi v en
v al u e o f h i gh - f r eq u en cy d i ssi p at i o n , t h i s o p t hn al al go r i t h m
m i n i m i zes t h e lo w - f r eq u en cy d issi p at i o n . F r o m a p r act i ca l
v i ew p o i n t , t h e gener al i 7x d - @m et h o d is p ar t i cu lar ly co n v e n i en t
si n ce th e al go r it h m i c p a r am et er s ar e d ef i n ed in t er m s o f t h e
d g i r d am o u n t o f h i g h - f r eq u en cy d i ssi p at i o n . T h e d esign o f
t h e g en er al i zed -@ m et h o d is d i scu sse d an d co m p ar iso n s w i t h
o t h er n u m er ic al l y d i ssi pa t i v e a l go ri t h m s ar e p r o v i d ed t h a t
dem o n st r a t e t h e i m p r o v ed pe r f r m an ce o f t he n ew t i m e i I1-
t eg r at i o n m et h o d -
2 T he General ized- a A l go ri thm
T h e b asi c f o r m o f t h e g en er al i a d -a m et h o d i s g i v en b y
d l - da + A m + A F ( G - a) , + A R+ l) (4 )
Vn * I == v ,, + A t ( ( l - y ) an + 7 i , + l ) (5)
l l a n + l + C v , + l - af + I n + I - af = F ( 1, + l - gIf ) (a where L i s t he h h eigenval ue o f A . O f par ticu l ar int erest is
do = d n )
Vo = v (8)
ao = M - l (F ( - C v - K d )
(9 )
w h er e
d + l - - f ( l - @ d + l + @/ R (l
Vl * l - ( I - a A Vn + l + ,, (l I)
. l * l - I,,, = ( I - - a , ,) R+ l + a ,,. , (I
t, + l - -f II ( l - a j + I + a j i ,
( I 3)
i n w hi ch n f { 0 , l , . . . ,N - , N i s t h e n um b er o f t i m e st ep s an d
A t i s t h e ti m e st ep - T h e d i sp l ace m en t an d v elo ci t y u p d a t e E q s .
(4 ) a n d ( 5) ar e i d en t i ca l t o t h o se o f t h e N ew m a r k al g o r i t hm .
T h e st r u ct u r e o f t h ese u pd at e eq u at i o n s w as o b ta i n ed b y r e-
st r i ct i n g t h e su m o f t h e c oe f f i ci en t s o f t h ei r a cceler at i o n t erm s
t o eq u a l t h e c e f f i ci en t o f t h e acc eler at io n t ern 1 i n a T a y l o r
ser i es ex p an si o n o f d ( t R+ l ) a n d v ( t ,, + l) abo u t t ,,. Si m p le n u -
m er i a l ex p er i m en t s h av e sh o w n m at t h i s u p d at e eq u a t io n
g m u r e r esu l t s i n a m o n o t o n e i n cr ease p er p eI i o d m t h e pea k
d i sp l acem en t an d v el oc i t y er r o r s. T h e m o d i f i ed b al an ce eq u a -
t i o n , (6 ) , i s ef f ec t i v el y a c m b i n a t i on o f t h e H H T -a an d W B Z -
a ba l a n ce eq u a t i o n s . T he cr u ci al tas k k t o d et er m i n e r el a -
t i n shi p s b et w een t h e a l go r it h m i c p a r am et er s, @f , a , ,, a , an d
y . W it h ap p r o p d at e ex p r essio n s f o r 7 an d B , i f a = 0 , th e
aI go r i t h m r ed u ces t o th e H H T - a m et h o d ; @f = O p r d u ces t h e
W B Z @ m et h d ; @,,, = @j = O g i v es r i se t o t h e N ew m ar k f am i ly .
W e Sh an sh o w t h a t Ot h er ch o i ces o f t h e al g o r i t h m i c p a r am et er s
en gen d er t i m e i n t eg r at i o n al g o r i t hm s w i t h bet t er n u m er i ca l
d i ssi p at i o n ch ar a ct er i st i @ .
3 A n a l y si s o f t h e G e n e r a l i R d - a A l g o l-i i h II1
F o r p u rp se s o f an al y si s, i t i s ad v an t age u s t o r ed u ce t h e
co u p l ed eq u at i o n s o f m o t i o n a n d t he al g o r i t h m i c eq u a d o n s t o
a ser ies o f u n co u p led si n g l e- d eg r ee-o f - f r eed o m sy st em s - T h is
i s ac co m p li shed by i n v k in g t h e p r o p en y o f ei g en v ect o r o r -
t h o go n al i t y ; see , e.g . , ( H u g h g , l 987 ) . T he si n g le- d egr ee- o f -
f r eed o m p r o b l em is gi v en b y
i + 2* U + Zli = j ; ( 14 )
an d u ( = d , i (0 ) = U. T o st u d y t h e ac cu r acy a n d st a b i l i t y p r OF
er t ies o f a 1 al g ri t h m , it su f fi ces t o c I1si d er f = O f o r al l t e m , tN] .
T h e g en er a li zed -a m et ho d , a p p li ed t o ( I 4 ) w i t h .f = 0 , m ay b e
w r i t t en in t h e co m p a f o r m
x + l = A X ,,, n e l O, 1, . . . ,N - I l ( l 5)
372 I v l . 60 , J U N E 1993
i n whi ch X = I d AI u, , At 2an l T; A is cal led t he am pli f i cati on
II 1a I I lX .
T he a u r acy o f an al gor it hm may be deter mi ned f r om it s
lo cal t ru ncation erro r , T, def i ned by
T = A t - 2S ( - I )iA iU( t,,+ l - i ) ( I 6)
i- o
where A o= l , A l is th e t r ace f A , A 2 is t he sum o f t he pr i nci pal
m ino rs o f A and A 1 is t he det er mi nan t o f A . A n al gori t hm is
k t h order a ii r ate i r Ov ided t hat T= O ( A H ) . T he geR r ali zed-
a met hod i s second-o rder accu rat e, provided
7 = i - a m+ W ( I 7)
Th e stabi Iit y , nu meri cal dissipat in and numer i cal disper sion
of an algori t hm depend On t he eigenvalues o f i ts amp li fi-
catio n m atrU . T h e spect ral rad ius, p , o f an algori t hm is d ef i I1ed
by
p = max ( | k l | , | k2| , | 3| ) ( I 8)
m e var iat ion i n p as a f unct i on of n = A t . A n al gor it hm is
unco ndi ti on aIl y st able f or li n ear pr ob lem s i f p I f or al l
Qe IO, ) (st r ict ly less t han one f or rep eat ed real r ts) . T he
gener alized-@ m et hod k uncondit io nal ly stable, provi ded
l l I
a ,, a rs - - a = - + - (a - a . ( I 9)
m l 2 4 z J
T h e sp ect r al r a d i u s a lso i s a m easu r e o f n u m er i c al d i ssi p a -
t i o n ; a sm al l er sp ect r al r ad i u s v al u e co r r g p o n d s t o gr a t er
n u m er i ca I d i ssi p a t i o n . A l g o ri t h m i c d am p i n g m t h e h i g h f r e-
q u en cy r eg i m e i s d g i r ed ; i t sh o u ld b e co n t r o l l a b le a n d sh u ld
b e ach i ev ed w i t h o u t i n d u ci n g ex cessi v e d i ssi p at i o n i n t h e i m -
p o r t a n t l o w f r eq u en cy r egi o n . I n t er m s o f i @ sp ect r al r a d i u s ,
an al go r i t h m w i t h t h ese d esi r a b l e d i ssi p at i o n p r o p ert i es has
sp ec t r al I ad i ll Sv a l u e c l o se t o u n i t y iI1 t h e lo w - f r eq u en cy d o m a i n
an d t h e v a lu e sm o o t h ly d ecr ea se s as Q i n cr eases . T h i s sm o o t h -
n ess p r o per t y i m p o ses sev er al r est r i ct i o n s o n t h e v al u es o f t h e
am p l i fi ca ti o n m a t r i x ei gen v al u es .
T o d iscu ss t h ese r est r i ct i o n s, w e shal l o r d er t h e ei gen v al i es
o f A SO t h at f o r a c n v er gen t al g o r i t h m t h er e ex ist s a p sk i v e
v al u e , e .g . , Oc, su ch t h a t i f O I l Qc, t h en t w o o f th e ei gen -
v al u es ar e c o m p l ex co nj u g a t e . T h ese t w o r o t s, l aI1d z, m e
t h e p r in ci p al r om s w h il e i s t h e so -c a l l ed sp u r i o u s r t .
T y p i cal ly , i n t h e lo w - f r eq u en cy d o m ai n , | k 3 l | k l ,2 | . T h u s,
f o r t h e sp ect r a l r ad i u s t o d ecr ease sm t h l y as Q i ncr ease s,
l 3| s | l .z l f o r al l I l e IO, ) . V i o la t i o n o f t h i s co n d it i o n i s
m an i f est ed i n th e m r 1rg p o n di n g sp ect r al r ad i u s p l t as a l SP
w h er e , a s n i n c r ea ses , t h e sp ec t r a l r a d i u s al so i n cr ease s. Su 1
an al go r it h m p o ssesse s m o r e n u m er i cal d i ssi p a t i o n f o r v al u es
o f g n ea r t h e l Sp t h an i n t h e h i gh - f r eq u em y r eg io n an d t h u s
is o f l ess p r act i ca l i n t er est .
T I1e b eh av i o r o f t h e p r i n c ip a l r o o t s as a f u n ct i o n o f Q i s al so
im po rt a n t . T o m ax i m i ze h ig h - f r eq u en cy d i ssi p a t io n , t h e p r i n -
ci p a l r o s sh o u ld r em a i n co m p lg co nj u g a te as g i n cr eases .
l f r o o t b i f u r ca t i o n o cc u rs (b o t h p r i n ci p al r o o t s b eco m e r ea l ) ,
t yp i ca l ly n e r o o t h1Cr ea ses i n m a g n i I u d e w i t h i n cr t asi n g Q ;
t h i s r esu l t s m a i n cr ease i n t h e sp ec t r a l r ad iu s w i t h in c r easi n g
n w h ich co rr esp o n d s t o a d ecr ea se i n t h e h ig h - f r eq u ency d is -
si p at i o n . H i g h - f r eq u en cy d i ssi p a t i o n i s m ax i m i zed i f t he m in -
ci p al r oo t s beco m e r ea l i n t h e h i g h - f r eq u en c y l i m i t . T h a t IS,
i f t h e p ri n d p a l r o o t s ar e gi v en b y k l j ( Q ) = A ( n ) iB ( Q ) ,
w h er e A an d B ar e r ea l n u m b er s an d i = J - I , t h en h lgh
f r eq u en cy d i ssi p at i o n i s m i m i zed p r o v i d ed l i m g - - B ( 0 ) = 0 .
F o r t h e gen er a l i a d -a m et h o d , t h i s co n d i t io n k sa t isfi ed w h en
B = i ( I - @m + aA Z (
T o su m m ar i ze t h e sm o o t h n ess d esi gn co n d i t i o n s, w e r eq u u e
T ran s a c t i n s { t h e A S M E
 r *-- @

|As| Lr T-a i

A t/ T
Fig . 2 c mp risn , specrl rad ii l nu merica||y d issipal ive a|go
Fig. 1 Cl ass il icat iOn oI genera|ized-a met1d i!1 @
ta - a, p @e rith n1S

t h e m a gn i t u d e o f t h e sp u r io u s r o o t t o b e l ess t h an o r eq u a l t o
t he m ag i t u d e o f t h e p ri n d paJ r o o t s f o r al l Q an d m e p r i n ci p a l
r o o ts t o h av e r ea l v al ues o n l y m t h e h i 1- f r eq u en cy li m it -
P r v i d ed ( I , ( I 9) , an d (20 ) h o l d , t h e gen er ali a d - g m et h o d
@ n b e d g cr i b ed i n t er m s o f t h e n v o r em a i ni n g f r ee p a r a m et er s ,
a m an d aj ; t h i s is d ep ic ted i n F i g . I . T h e st a b i li t y r egi o n i s
d en ot ed b y t h e sh ad ed ar eas ; t hese ar ea s ar e bo u n d ed b y t w o
UI1es: ( I ) = - I , w h i ch co r r esp o n d s t o a , , @f i n ( I ; (2)
T = - l , w h ic h c r r esp o n d s t o a f I / 2 i n ( l 9 ) ; t h e @ su pe r -
sc r i p t o n k d en o t es t h e h i gh - f r eq u en cy l i m i t o f t h e r oo t .
t p . . d en o t e t h e u ser - sp eci fi ed v al u e o f t h e sp e@r al r ad i u s
i n t h e h i g h - f r eq u en cy li m i t (u se r -sp ed fi ed h i gh - f r eq u en cy d i s-
si p at i o I1) . Si n ce , b y d g ig n , w e r eq u i r e t h a t | l s | k l J | f o r
a l l Q, p . . = | | . T h e v al u e o f a n k o b t ai n ed u si n g
t lf - t l - 1
r z g
i t Xf - a m + I
. (2 l )
T h us , gi v en A . , w e g n d er l n e a ,,, an d a f i n t er m s f P@ F o r
ex am p l e, th e H H T - m et h o d i gi v en b y
l - pg
@R IgI O, @f g T : (Z )
w her e p . I 1, I / 2 I . Sim i l ar ly , u sin g (2 I ) an d r e@ ll i n g th a t aj = 0 ,
t h e W B Z -a m et h d i s gi v en b y
R em ark s.
( l ) T he opt im al generali zed-@ met hod perm i ts hi gh-f r e-
qu ency dissi pati o n t o vary fr om the no di ssipati o n case (p. = l )
to the so @ll ed asym pt ot ic an nih il ati on case @@= 0) . I n m e
latter @se , hi gh-f r equency r espo nse i S ni hi lat ed af ter one
time step - I t is ad vantageo us, f r om the user view po i nt , to able
to speci fy t he al gori thm i c par am et er s i n t erm s o f t he high-
f r equency dissip at i on , Pg. , si nce th e degree o f hi gh-f r equency
di ssi pat in desi r ed is usual l y a k nown q uan t it y .
(2) H o f f an d P ahl ( l 988a) presented a gener ali zed al g -
rith m po ssessi ng six f r ee p ar am et e ; a m di n ed ver si on o f
thi s al gori t hm was developed by H o f f et al . ( 1989) f o r con-
si st ent tr eatm ent o f ap plied loads- T he general ized -@ met hod
is a member of t he modi fi ed H f f -Pah l f ami ly (f or li near
pro blems) by set ti ng 8l = & = & = I - w , i = ( 1 - ,,)/ ( 1 - ,
and R aI1d y gi ven by (20) an d ( I 7), rg peed vely . H owever , we
em phasize th at t he pr eci se def i nit ions o f t he algori t hm ic pa-
ram et ers f or t he opt imal case ar e uni que t t he pr esent wor k .
(3) For t he ptim al case- t he spuri o u s r ot v aIue in t he
low -f r equency li m it (g= lim a- o3) is nonzero - W hi le co ncern
has been g p r essed i n t he Ii t er at u re regar di ng nonzero v al ues
of 3, we have sho wn that t he i m pact on al gor it hm i c accu r acy
i n eg bk (H u lk rt , I 99 1) .
(4) T he pr ob lem o f over shoot in disp lacement s obtai ned

Pg - I
by time integr ati n al gor it hm s was St udied by H il ber and
@f = 0 , a M = - - - (2 3 ) H ughg ( I 978) . W e not e that t he gener alized-@ m et hod does
p .. + I not exhibit t h e o ver sh ot p heno menon -
w h er e p . e [ I ,Ol . T h ese a r e m o r e co n v en i en t exp r g Si o ns f o r t h e
H H T an d W B Z - @ a l go r i t h m i c p ar a 11et er s t h a n ex i st m t h e
li t er at u r e as t h ey d i r ect ly rel a t e t he p ar am t t S t o t h e d esir ed
4 C o m p ar i so n o f A l go r i t h m s
v al u e o f hi g h - f r eq u en cy d i ssi p at i o n . l V e h a v e f o u n d t h a t f o r I n t his sect im1, we com par e al go ri t hm s that possess num er -
a gi v en l ev el o f h i g h - eq u Cy d issi pa t i o n , i .e . , f o r f ix d p .. , i a l di ssi pat ion , in par d la , t he H H T - , W BZ a , p , 8h and
l o w - f r eq u en cy d i ssi p a t i n i s m i n im ized w h en g k . U sin g generali zed-a m et hods -
( 2 I ) an d Spect r al radii o f t he algo ri t hm s are p lotted in F ig . 2. Fo r
al l co mpar iso ns, t he algo ri t hmi c param et er s were chosen such
k = - gL , ( 24 ) that f or each al go ri t hm , th e spect ral r adius i n t he high-f re-
af - l
quency li mi t k 0 .8; no physical dam pi ng i s i ncl uded in t he
modeI pr oblem . It k cla r t hat f o r t he gj ven val u e o f pg , t he
l o w - f r eq u en cy d i ssi p at i o n k m i ni m i zed w h en a = (@R + I ) / 3 . gen er al ized- met hod w ith opt i maI parameters gi ven by (25)
I t i s m o r e c n v en i en t t o d escr i b e t h is o p t i m al case b y de f in i n g (h ereaf ter ref er red to as t he generali zed -a method ) has a si g-
a , , an d @f i n t er n 1S o f p . ; I1l f i@In ly bett er sp ectr al r adi us t han t he ot her al gor i thms. I ts
2p - l lm pr oved per fo rm an ce can be seen mo r e clear ly w hen cm -
q m= T , af = i @5) paring t he numeri cal di ssipati o n and di sper sio n o f the var i ous
al gori t hm s.
T h e gen er al i zed -a m et h d , w i t h p ar am et r i c v aI li es gi v en i n M easur es of numeri cal d issi pati n and dispersi o n ar e pro-
( I 7 ) , (20 ) , a n d (2 5) , i s a n u n cOM i t i n al l y st a b l e , seco n d -o r d er vi ded by t he al g i t hm ic dam pi ng r at i o and r elati ve per iod
ac cu r a t e aIg ri t h m p o ssessi n g a II Op t i m a l c m b i na t i o n o f h ig h - en or - Pr ovi ded the pn p ro ts ar e complex , t hese rotS
f r eq u en cy an d l o w - f r eq u en cy d i ssip at i o n . may be expr essed as

J u rn a | f A p p |i e6 M e c h an ic s J U N E 19g3 , v |. 6O l 373
 - --
- - -
l /
A t/ T
Fig. 3 A|9ri l l1mic damping ratis o! nu merica||y dissipal ive algori t hms
P- - -- -
8l - - -
0.4 }
V B ?r g - - - - -
H H T -a - - -
G e n g li ed - a - - - -
0.3 } ap Oi d a h ------
6.2 }
F ig . 4 Re ltiv e p e f i d e n ,-s I t i m e i n Wg r l io n a lg Ofi t h m s
l ,z = ex p ( A t ( - f ) ( 2b )
w h er e a n d ar e t h e al go r i t h m i c d am p i n g r at i o an d al g&
ri t h m i c u en cy , r g p ect i v el y . T h e R l v e p er i o d er r o r i s
gi v en b y ( T - n / 7; w h er e T - 2 f / a n d T = 2 f / .
F i gu r e 3 sh o w s al go r i t h m ic d am p i n g r at io s f o rn t h e d i ssi p a t i v e
al g o r i t h m s. F o r t h e sam e v al u e o f h i gh - f r eq u en cy d i ssi p a ti o n ,
i t can be seen t h at t h e g en er al i R d - m et h o d h as su b st an t i al l y
l g s lo w - f r eq u en cy d i ssi p a ti o n . R el at i v e p er i o d er r o rs ar e sh o w n
i n F i g . 4 ; al so i n cl u d ed i s t h e r el ati v e p er i o d er r o r o f t h e
t r ap ezo i d a l r u le al g o r i t h m . T h e t r ap ezo i d a l r u l e p o ssessgs t h e
sm al l s t p eI i o d er r o r o f se n d - r d er accu r at e , u n c o n d i t i o n al l y
st a b l e li n ea r m u l t i st ep m et h o d s an d t h $ i t s p er i o d er r o r m ay
be u sed as a b asi s t m p a r e t h e p er i o d err o r s o f m e n u -
m er i @ l l y d issi p at iv e m et h od s. F r o m F i g . 4 , i t ca n b e seen t h a t
t h e p er io d er r o r o f t h e g en er al i zed -a m et h o d i s cl o s@t t o t ha t
o f t h e t r a p erA i d al ru l e al go r i t h m .
A s a f in al co m p a r iso n , ( I 4) w as so lv ed u si n g d i f f er en t t i m e
im eg at i o n al g o r i t h m s w it h = 1 f = 0 , d = I aI1d u = I . T h e
di sp l acem en t er r o r (d i f f er en ce bet w een t he ex a ct an d n u m e r i ca l
d i sp l acem en t v al ues) w as c m p u t ed at tN = 0 .4 . F i gu r e 5 sh o w s
t h i s er r o r a s a f u n ct i n o f t h e n u m b er o f t i m e st eps , N , f o r
v ar i u s al go r i t h m s - A l l al g r i t h m s sh o w n a ch i ev e se n d -o r d er
accu r acy ; t h e p - m eth o d i s n o t i n c l u d ed as i t i s o n l y fi r st -o r d er
accu r at e . D ah l q ll i st ( I 9 6 3) p r o v ed t h at t h e t r a pez oi d al n l le h a s
t he sm al l est er r r o f u n co n di t i o n aJl y st a b le , seco n d - o r d er ac -
cu ra t e m et h od s; f r o m F i g . 5 i t m a y b e seen t ha t am o n gst t h e
nu m er i ca l l y d i ssi p at i v e al g o r i t h m s i n v est i ga t ed , t h e g en er a l -
i a d -a m et h o d h a s t h e sm a l l est er r r .
374 l Vo |. 60 , J U N E 1993
a
$
N
Fig. s c mPari so n oI disp |ace menl errors , l ime integ ral in algtF
n 1l11s . N is t h e n u m be r , t i m e si p s -
5 C OIl c l l l Si o n s
A n ew f am i ly o f t i m e i n t eg r a t i o n m et h o d s h as been p r esen t ed
f o r so lv i n g st ru ct u r a I d y n am i @ p r b l eIn s . T h e n ew sch em e
i n c hl d es b o t h t h e H H T , a a n d W B Z -a m et h od s; in deed , t h e
n ew gen er al i z ed -@ m et h o d m ay b e co n si d er ed a s a sy n t h @i s
r gen er al i z at i o n o f t h ese t w o m et h o d s . A n an al y si s o f t h e
gener ali z ed -a m et h o d w as p er f o rm ed t o d ef i n e a pp r o p r i at e
v a l u es o f t h e al go r i t h m i c p a r a m et er s- E x p r essi o n s w er e p r o -
v i d ed t ha t d ef i n e t h e al g r i t h m i c p ar a m a er s i n t er m s o f a u ser -
sp eci f i ed v a l u e o f hi gh - f r eq u en cy d i ssi p a ti o n . T h e r esu l t an t
tun e i n t egr a t i o n al go r i t h m i s u n co n d i t i o n al l y St ab l e , sec o n d -
o r d er accu r a t e an d p o ssesse s a n o p t i m a l co m b i n a ti o n f h i gh -
f r eq u ency an d lo w - f r eq u en cy d i ssi p at i o n . T h at i s , f o r a d esi r ed
l ev el o f h i g h - f r eq u m cy d i ssi p a ti o n , th e lo w - f r eq u en cy d i ssi -
p a t io n i s m i ni m i a d . T h e g en er ali zed -a m et h o d w as sh o w n t o
h av e b et t er n u m er i cal d i ssi p at i o n c h ar a ct er i st ics , an d sm al ler
p er i o d a n d d i sp la cem en t err o r s t h an o t h er n u m er i cal l y d i ssi -
p a ti v e sch em e5. W e em p h asi ze t h at t h e im p r o v ed p er f o rm a n ce
o f t h e al g o r i t h m i s n t o b t a i n ed b y in cr ea si n g t h e co m p l ex i t y
o f t h e al g o r i t h m b ey n d t h a t asso ci a t ed w i t h t h e H H T -a an d
W B Z -a m et ho d s . T f 1i s i s iI I1p r t an t f r o m a p r a ct i ca l v i ew p o i n t
si n ce t h e g en er aIi a d -a m et h o d ca n b e di r ec t l y im p lem en t ed
w i t h m i n i m al ad d i ti o n al c o d i n g in t o p r o g r am s t h at al r ead y
i n cl u d e t h e N ew m ar l H H T a o r 1V B Z - a m et h o d s .
T h e g en er al i zed -@ m et h o d ha s b een p r ese n t ed f o r st r u ct u r a l
d y n a m i @ . O f i n t er est i s ext en d i n g t he m et h o d t o syst em s o f
f i r st - r d er o r di n ar y d i f f er en t i al eq u at i o n s- R esea r ch ef f o rt s a r e
u n d er w ay i n t h is ar ea as w ell g d ev el o p i n g im p r o v ed i m p l i ci t -
ex p l ici t t i m e i m eg a t i o n m et h o d s u si n g t h e g en er al ized *
m et h o d as t h e p ar en t i m p l i ci t al g o r i t h m -
A ck n o w l ed gm eRt
v e woul d li ke t o acknow led ge suppo n pr ovi ded by a K or ean
Govern men t O ver seas Sch lar shi p f o r t he f ir st aut hor .
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J U N E 19g3 , v |. 6O l 375