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Stability and Convergence theoremsfor Newmark’s method
Fumihiro Chiba
∗
February 7, 2012
Abstract
For the second order time evolution equation with a general dissipation term, weintroduce a recurrence relation of Newmark’s method. Deriving an energy inequalityfrom this relation, we obtain the stability and the convergence theories of Newmark’smethod. Detail of proofs for theorems and their application are stated in Chiba-Kako[2].
keywords
convergence, stability, newmark, dissipation term, recurrence relation, energyinequality, second order time evolution equation
1 Introduction of Newmark’s method
We recall the basic ideas of Newmark’s method[7],[11] for the second order time evolution equation in the
d
-dimensional complex Euclidean space
C
d
. Let
M 
,
C 
and
K 
be
d
×
d
Hermitianmatrices on
C
d
which are constant in time, and let
f 
(
t
) be a given
C
d
-valued function on[0
,
∞
). We use the usual Hermitian scalar product (
·
,
·
) and the corresponding norm
∥·∥
in
C
d
. Throughout this chapter, we assume that
M 
is positive definite:(
Mx,x
)
>
0 for
x
∈
C
d
with
x
̸
= 0
,
(1)which is equivalent to the condition:(
Mx,x
)
≥
m
(
x,x
) for
x
∈
C
d
,
(2)with a positive constant
m
. The identity matrix on
C
d
is denoted by
I 
. We consider theapproximation method for the following initial value problem of the second order time evolutionequation for an
C
d
-valued function
u
(
t
):
M 
d
2
u
d
t
2
(
t
) +
C 
d
u
d
t
(
t
) +
Ku
(
t
) =
f 
(
t
)
, u
(0) =
u
0
,
d
u
d
t
(0) =
v
0
.
(3)Let
a
n
,
v
n
and
u
n
be approximations of (d
2
/
d
t
2
)
u
(
t
), (d
/
d
t
)
u
(
t
) and
u
(
t
) respectively at
t
=
τn
with a positive time step
τ 
and an integer
n
, and let
f 
n
=
f 
(
τn
). Then Newmark’smethod for (3) is defined through the following relations:
Ma
n
+
Cv
n
+
Ku
n
=
f 
n
,u
n
+1
=
u
n
+
τv
n
+
12
τ 
2
a
n
+
βτ 
2
(
a
n
+1
−
a
n
)
,v
n
+1
=
v
n
+
τa
n
+
γτ 
(
a
n
+1
−
a
n
)
.
(4)
∗
chibaf@mac.com,http://math.digi2.jp/
1
 
The first relation corresponds to the equation (3), and the second and the third relationscorrespond to the Taylor expansions of 
u
(
t
+
τ 
) and
v
(
t
+
τ 
) at
t
=
τn
respectively. Here,
β 
and
γ 
are positive tuning parameters of the method.An interpretation of the parameter
β 
related to the acceleration (d
2
/
d
t
2
)
u
(
t
) can be seenin [7]: The case
β 
= 1
/
6 corresponds to the approximation where the acceleration is a linearfunction of 
t
in each time interval; the case
β 
= 1
/
4 corresponds to the approximation of theacceleration to be a constant function during the time interval which is equal to the mean valueof the initial and final values of acceleration; the case
β 
= 1
/
8 corresponds to the case wherethe acceleration is a step function with the initial value for the first half of each time intervaland the final value for the second half of the interval. It is often the case that
γ 
is equal to 1
/
2.
2 Iteration scheme of Newmark’s method
Based on the formulas in (4), Newmark’s method generates the approximation sequence
u
n
,n
=0
,
1
,
2
,...,N 
by the following iteration scheme:Step 1. For
n
= 0, compute
a
0
from the initial data
u
0
and
v
0
:
a
0
=
M 
−
1
(
f 
0
−
Cv
0
−
Ku
0
)
.
Step 2. Compute
a
n
+1
from
f 
n
+1
, u
n
, v
n
and
a
n
solving a linear equation:
a
n
+1
= (
M 
+
γτC 
+
βτ 
2
K 
)
−
1
×
−
Ku
n
−
(
C 
+
τK 
)
v
n
+
{
(
γ 
−
1)
τC 
+ (
β 
−
12)
τ 
2
K 
}
a
n
+
f 
n
+1
.
Step 3. Compute
u
n
+1
from
u
n
, v
n
, a
n
and
a
n
+1
:
u
n
+1
=
u
n
+
τv
n
+ (
12
−
β 
)
τ 
2
a
n
+
βτ 
2
a
n
+1
.
Step 4. Compute
v
n
+1
from
v
n
,
a
n
and
a
n
+1
:
v
n
+1
=
v
n
+ (1
−
γ 
)
τa
n
+
γτa
n
+1
.
Step 5. Replace
n
by
n
+ 1, and return to Step 2.Here, Step 1 is nothing but the first relation of (4) with
n
= 0. The expression of 
a
n
+1
inStep 2 is obtained by eliminating
u
n
+1
and
v
n
+1
from the second and the third equalities in (4)together with the first equality in (4) with
n
replaced by
n
+ 1:
Ma
n
+1
+
Cv
n
+1
+
Ku
n
+1
=
f 
n
+1
.
Step 3 and Step 4 are from the second and the third relations of (4).
3 Recurrence relation of Newmark’s method
Newmark’s method (4) for the second order equation (3) is reformulated as follows in the recur- rence relation([1] and [10]). Eliminating
v
n
and
a
n
from (4) by a series of lengthy computations,we have(
M 
+
βτ 
2
K 
)
D
τ 
¯
τ 
u
n
+
γCD
τ 
u
n
+
{
(1
−
γ 
)
C 
+
τ 
(
γ 
−
12
)
K 
}
D
¯
τ 
u
n
+
Ku
n
=
{
I 
+
τ 
(
γ 
−
12
)
D
¯
τ 
+
βτ 
2
D
τ 
¯
τ 
}
f 
n
,
(5)2
 
where
D
τ 
u
n
= (
u
n
+1
−
u
n
)
/τ,D
¯
τ 
u
n
= (
u
n
−
u
n
−
1
)
/τ,D
τ 
¯
τ 
u
n
= (
D
τ 
u
n
−
D
¯
τ 
u
n
)
/τ.
We confirmed this result by a formula manipulation software NCAlgebra [5] on Mathematica[9]. Especially, in the case
γ 
= 1
/
2, we have:(
M 
+
βτ 
2
K 
)
D
τ 
¯
τ 
u
n
+
12
C 
(
D
τ 
+
D
¯
τ 
)
u
n
+
Ku
n
= (
I 
+
βτ 
2
D
τ 
¯
τ 
)
f 
n
.
(6)These recurrence relations are useful for the stability and error analyses of Newmark’s method.See [6] and [8] for the case with
C 
≡
0.
4 Derivation of an energy inequality
Taking a scalar product of (5) and (
D
τ 
+
D
¯
τ 
)
u
n
, we can derive an energy inequality for New-mark’s method. From this inequality, we obtain the stability conditions for Newmark’s method.From now on, let
T 
be a fixed positive number and
N 
be a positive integer, and define
τ 
:=
T/N 
and
n
= 0
,
1
,
2
,...,N 
. Let
C 
be nonnegative: (
Cx,x
)
≥
0,
K 
be positive definite:(
Kx,x
)
≥
k
(
x,x
) with
k >
0, and
m >
0 be the smallest eigenvalue of 
M 
. We also assumethat
γ 
≥
12
.
We have the following theorem for the energy inequality.
Theorem 4.1
Let 
{
u
n
}
N n
=0
be a sequence generated by the scheme in Section 2 . Then for a positive constant 
τ 
0
determined as below, there exists a positive constant 
C 
0
such that theinequality:
∥
M 
1
/
2
D
τ 
u
n
∥
2
+
τ 
2
{
β 
−
12
(
γ 
−
12
)
−
12
α
}∥
K 
1
/
2
D
τ 
u
n
∥
2
+ (1
−
12
α
)
∥
K 
1
/
2
u
n
∥
2
≤
C 
0
,
(7)
holds for all 
τ 
≤
τ 
0
and an arbitrary positive constant 
α
, where
τ 
0
is determined either as
τ 
0
>
0
when 
β 
≥
γ 
2
,
(8)
or as
0
< τ 
0
<
 
m
(
12
γ 
−
β 
)
∥
K 
∥
when 
0
≤
β <γ 
2
.
(9)
Remark 4.1
The constant 
C 
0
is defined as follows:
C 
0
:=
(
1
−
12
δτ 
0
−
1
[
w
0
+
T δ
2
{
(4
β 
+ 2
γ 
)sup
0
≤
t
≤
T 
∥
f 
(
t
)
∥
}
2
]
×
exp
δ
1
−
12
δτ 
0
−
1
T 
)
,
(10)
where
w
0
=
∥
M 
1
/
2
D
τ 
u
0
∥
2
+
τ 
2
{
β 
−
12
(
γ 
−
12
}
∥
K 
1
/
2
D
τ 
u
0
∥
2
+Re
{
τ 
(
KD
τ 
u
0
,u
0
)
}
+
∥
K 
1
/
2
u
0
∥
2
+
τ 
(
γ 
−
12
)
∥
C 
1
/
2
D
τ 
u
0
∥
2
,
(11)
and 
δ
in ( 11) is defined as:
0
< δ
≤
m,
in the case (8)
,
(12)
or 
0
< δ
≤
m
−
τ 
20
(
12
γ 
−
β 
∥
K 
∥
,
in the case (9)
.
(13)3
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