Computers and Structures 196 (2018) 341–354

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Computers and Structures

journal homepage: www.elsevier.com/locate/compstruc

An improved implicit time integration algorithm: The generalized

composite time integration algorithm
Wooram Kim ⇑, Su Yeon Choi
Department of Mechanical Engineering, Korea Army Academy at Yeongcheon, Yeongcheon-si, Gyeongsangbuk-do 38900, Republic of Korea

a r t i c l e i n f o a b s t r a c t

Article history: The weighted residual method is employed to develop one- and two-step time integration schemes.
Received 7 March 2017 Newly developed time integration schemes are combined to obtain a new second-order accurate implicit
Accepted 10 October 2017 time integration algorithm whose computational structure is similar to the Bathe method (Bathe and
Available online 27 October 2017
Noh, 2012). The newly developed algorithm can control algorithmic dissipation in the high frequency
limit through the optimized weighting parameters. It contains only one free parameter, and always pro-
Keywords: vides an identical effective stiffness matrix to the first and second sub-steps in linear analyses, which is
Linear and non-linear structural dynamics
not provided in the algorithm proposed by Kim and Reddy (2016). Various nonlinear test problems are
Step-by-step implicit time integration
method
used to investigate performance of the new algorithm in nonlinear analyses.
Composite time integration Ó 2017 Elsevier Ltd. All rights reserved.
Time finite element method
Weighted residual method
Bathe method

1. Introduction systems. For the analyses of these systems, step-by-step direct

After applying proper spatial discretizations to governing par-
tial differential equations (PDEs) of solid continua and structural
members, ordinary differential equations (ODEs) in time are
obtained. The ODEs are often called the semi-discrete equations.
These equations can be expressed in the form of
€ ðtÞ þ CuðtÞ
_ rithms has been one of the interests of structural dynamics.
Mu þ KuðtÞ ¼ fðtÞ
and initial conditions are given by
uð0Þ ¼ d0
_
uð0Þ ¼ v0
where M; C, and K are the mass, damping, and stiffness matrices,
respectively, f is the vector of applied loads, u is the vector of dis-
placement, d0 is the vector of initial displacement, and v 0 is the vec-
tor of initial velocity.
Two general strategies are used to solve Eqs. (1)–(3). Exact solu-
tions can be obtained by using the modal decomposition method
[3], while numerical solutions can be obtained by using proper
step-by-step direct time integration algorithms. In spite of the fact
that the modal decomposition method can give exact solutions for
multi-degree-of-freedom problems, it is very difficult to apply the
modal decomposition method to large, complex, and non-linear
⇑ Corresponding author.
E-mail address: c14445@naver.com (W. Kim).
time integration algorithms are more suitable than the modal
decomposition method. Applications of step-by-step direct time
integration algorithms to a variety types of structural dynamics
problems can be done in a consistent and unified manner, once
algorithms are properly implemented on computers. Naturally,
development of effective step-by-step direct time integration algo-
ð1Þ
Among many of the existing step-by-step direct time integra-
tion algorithms, the second-order accurate implicit time integra-
tion algorithms are most commonly used in practical analyses. In
ð2Þ
fully discretized linear systems obtained by the second-order accu-
rate algorithms, the computational effort required to advance a
ð3Þ
step is equivalent to those required in analyses of static systems
of the same size. In the higher-order accurate algorithms, on the
other hand, the computational effort required to advance a step
also increase as order of accuracy of algorithms increase.
In order to apply the higher-order accurate algorithms, Eq. (1)
should be rearranged in proper forms, and sizes of fully discretized
equations of the higher-order accurate algorithms become several
times larger than those of the second-order accurate algorithms.
Unlike the higher-order accurate algorithms, the second-order
accurate algorithms can be directly applied to Eq. (1), and sizes
of fully discretized equations obtained from the second-order
accurate algorithms are identical to the size of Eq. (1). Due to these
reasons, the second-order accurate algorithms are still popular,
more intuitive and easy to implement on computers.

https://doi.org/10.1016/j.compstruc.2017.10.002
0045-7949/Ó 2017 Elsevier Ltd. All rights reserved.
342 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354
However, in the higher-order accurate algorithms, total compu-
tational effort required to obtain equivalently accurate solutions
can be decreased by using much larger time steps. In addition, sev-
ere nonlinear problems can be solved effectively only by using
proper higher-order accurate algorithms [4]. To find details of
related discussions regarding the advantages of the higher-order
accurate algorithms over the second-order accurate algorithms,
see works of Kim and Reddy [5,6].
The second-order accurate algorithms are often designed to
possess unconditional stability (for linear problems) and control-
lable algorithmic dissipation. In unconditionally stable algorithms,
time step can be determined independently without stability con-
siderations. Controllable algorithmic dissipation is useful for the
elimination of the spurious high frequency mode in the numerical
solutions, and they also enhances stability in nonlinear analyses.
Among the numerous second-order accurate algorithms, the
Newmark method is the most famous one. The Newmark method
[7] was first introduced in 1959. Newmark’s approximations [7]
have two truncation parameters, and several well-known methods
can be included within its family as special cases. The trapezoidal
rule (also known as the average constant acceleration method) is
the standard non-dissipative method of the Newmark family. The
trapezoidal rule can preserve the total energy of a dynamic system,
and be able to provide the best accuracy among all unconditionally
stable one-step second-order accurate algorithms [8,9]. However,
the trapezoidal rule may become unstable in some nonlinear anal-
yses if inappropriately large time steps are used. Some dissipative
cases can also be obtained from the Newmark method by properly
adjusting the truncation parameters, but all dissipative cases
obtained from the Newmark method are only first-order accurate.
To enhance performances of the second-order algorithms, some
modified algorithms were developed based on Newmark’s approx-
imations. Among theses modified algorithms, the generalized-a
method [10] is the most successful one. The generalized-a method
can control algorithmic dissipation effectively and intuitively, and
retains the second-order accuracy even in dissipative cases. How-
ever, as discussed in Ref. [2], the asymptotic case of the
generalized-a method introduces excessive algorithmic damping
into the important low frequency range, and application of the
method to nonlinear analyses requires additional modifications
of the nonlinear internal force vectors as discussed in Ref. [11].
Unlike the Generalized-a method, the Bathe method [12] can be
applied to nonlinear problems without modification of the nonlin-
ear internal force vectors, and introduces less algorithmic damping
in the important low frequency range compared with the asymp-
totic annihilating case [13] of the Generalized-a method. The
authors of Ref. [1] explained that the absence of adjustable param-
eter is one of the advantages of the Bathe method. However, the
Bathe method can only work as the asymptotic annihilating case,
and introduces the maximum level of the algorithmic damping in
the high frequency range.
In short term analyses, total energies of a highly dissipative algo-
rithm will not be affected noticeably by the algorithmic dissipation,
if sufficiently small time step is used. In long term analyses [14],
however, total energies of a highly dissipative algorithm may
decease noticeably even though it does not introduce excessive
algorithmic damping in the important low frequency range. In long
term analyses, algorithms with minimal algorithmic dissipations
can preserve total energy of dynamic system better than highly dis-
sipative algorithms. In this view point, time integration algorithms
with controllable algorithmic dissipation can be used more robustly
and flexibly in practical analyses. Some useful discussions regard-
ing limitations of the dissipative second-order accurate algorithms
are provided in the recent works of Kim and Reddy [5,6].
To overcome some drawbacks of the generalized-a method, a
new composite time integration algorithm was developed based
on the collocation time finite element approach by Kim and Reddy
[2]. We may call this algorithm the collocation composite time inte-
gration algorithm. The collocation composite time integration algo-
rithm can control algorithmic dissipation like the generalized-a
method, and can include the Bathe method as a special case. How-
ever, the collocation composite time integration algorithm
requires settings of several parameters, which may be inconve-
nient for unexperienced analysts. In addition, the first sub-step
of the algorithm may introduce algorithmic damping depending
on setting of the collocation parameters, but the complete algo-
rithm becomes only first-order accurate if the first sub-step
becomes dissipative.
The objective of this paper is to develop an improved composite
time integration algorithm which can attain the simple algorithmic
dissipation control shown in the generalized-a and the improved
performance observed in the collocation composite algorithm. To
these ends, we employ the time weighted residual finite element
method, and use weighting parameters [15] to restate the
weighted residual statements as algebraic equations. After opti-
mizing the weighting parameters, we test the newly developed
algorithm by using the linear single-degree-of-freedom problem
[16] and various nonlinear test problems selected from other
papers [17,4,18].
2. Development
Instead of directly discretizing Eq. (1), it is advantageous to
rewrite Eq. (1) as a set of lower order equations as explained in
Refs [2,5]. We rewrite Eq. (1) as
MaðtÞ þ CvðtÞ þ KuðtÞ ¼ fðtÞ ð4aÞ
vðtÞ ¼ uðtÞ
_ ð4bÞ
aðtÞ ¼ v_ ðtÞ ð4cÞ
where v and a are the velocity and acceleration vectors, respec-
tively. Due to the presence of different kinds of variables in formu-
lations, Eq. (4) can be called the mixed formulations [19,20]. One of
the biggest advantages of step-by-step direct time integration algo-
rithms is that they can be applied to various nonlinear problems
without major modification of algorithms. However, if Eq. (1) is
directly manipulated to construct weighted residual statements,
the resulting fully discrete relations cannot be directly used in non-
linear analyses as explained in Ref. [2,21,22]. Instead of directly
manipulating Eq. (1), Eqs. (4b) and (4c) can be used to find the
velocity-displacement and acceleration-velocity relations, and Eq.
(4a) can be used for the setting of dynamic equilibriums. For nonlin-
ear systems, the semi-discretized equations can be written as
MaðtÞ þ nðu; v Þ ¼ fðtÞ ð5Þ
where, n is the nonlinear internal force vector.
In Eqs. (4b) and (4c), u; v and a can be uniformly approximated
as the time finite element expressions, and the approximated
displacement-velocity and velocity-acceleration relations can be
used for the construction of the weighted residual statements in
time.
2.1. 1st sub-step
For the first sub-step, Eqs. (4b) and (4c) are discretized over
0 6 t 6 D2t, where t ¼ t  t s is the local time. Here, t s is the beginning
of the ðs þ 1Þ-th time element, and Dtis the size of the time step. In
the first sub-step, the linear interpolation functions are used to
uniformly approximate u; v and a. The linear interpolation func-
tions of time are defined as
 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354 343

2t  Dt 2t Now, u1 can be determined by solving Eq. (15), and v 1 and a1
wl0 ðtÞ ¼  ; wl1 ðtÞ ¼ ð6Þ
Dt Dt can be updated by using Eqs. (12) and (13). Computed u1 ; v 1 , and
and u; v and a are approximated as a1 will be used as known properties in the second sub-step along
with u0 ; v 0 , and a0 .
 l ¼ wl0 ðtÞu0 þ wl1 ðtÞu1
uffiu ð7aÞ
2.2. 2nd sub-step
v ffi v l ¼ wl0 ðtÞv 0 þ wl1 ðtÞv1 ð7bÞ
For the second sub-step, Eqs. (4b) and (4c) are discretized over
l ¼ wl0 ðtÞa0 þ wl1 ðtÞa1
affia ð7cÞ 0 6 t 6 Dt. In the second sub-step, the quadratic interpolation
functions can be used to uniformly approximate u; v and a. The
where the functions and vectors with subscript 0 and 1 denote that
quadratic interpolation functions of time are defined as
they are properties associated with t ¼ 0 and t ¼ D2t, respectively,
and functions with the superscript l denote that they are linear ð2t  DtÞðt  Dt Þ 4t ðt  DtÞ
functions of time. By substituting Eq. (7) into Eqs. (4b) and (4c), wq0 ðtÞ ¼ ; wq1 ðtÞ ¼  ;
Dt 2 Dt 2
two residual vectors are defined as t ð2t  Dt Þ
wq2 ðtÞ ¼ ð18Þ
rl1 ðtÞ ¼ v _ l ðtÞ – 0
 l ðtÞ  u ð8aÞ Dt 2
By using Eq. (18), u; v and a are approximated as
l ðtÞ  v
rl2 ðtÞ ¼ a _ l ðtÞ – 0 ð8bÞ
 q ¼ wq0 ðtÞu0 þ wq1 ðtÞu1 þ wq2 ðtÞu2
uffiu ð19aÞ
Since u0 ; v 0 , and a0 are known properties from the previous step
(i.e., s-th step), u l; v l can be determined by finding u1 ; v 1 ,
 l , and a uffiv
 q ¼ wq0 ðtÞv 0 þ wq1 ðtÞv 1 þ wq2 ðtÞv 2 ð19bÞ
and a1 that minimize Eq. (8) and satisfy
Ma1 þ Cv1 þ Ku1 ¼ f 1 ð9Þ q ¼ wq0 ðtÞa0 þ wq1 ðtÞa1 þ wq2 ðtÞa2
uffia ð19cÞ

Eq. (9) is obtained by substituting t ¼ t s into Eq. (4a). For the min- where the functions and variables with subscript 0; 1 and 2 denote
imization of Eq. (8), the weighted residual method is employed. In that they are properties associated with t ¼ 0; t ¼ D2t, and t ¼ Dt,
the weighted residual method, the residuals are minimized accord- respectively, and the functions with the superscript q denote that
ing to they are quadratic functions of time. By substituting Eq. (19) into
Z Dt Eqs. (4b) and (4c), two residual vectors are defined as
2
w1 rl1 dt ¼ 0 ð10aÞ
0 rq1 ðtÞ ¼ v _ q ðtÞ – 0
 q ðtÞ  u ð20aÞ
Z Dt
2 q ðtÞ  v
rq2 ðtÞ ¼ a _ q ðtÞ – 0 ð20bÞ
w1 rl2 dt ¼ 0 ð10bÞ
0
Since u0 ; v 0 , and a0 are known properties from the previous step
where w1 is the weight function of the first sub-step. Effects of w1
(i.e., s-th step), and u1 ; v 1 , and a1 are obtained from the first sub-
on t in Eq. (10) can be restated by using the weight parameters q; v q can be determined by finding u2 ; v 2 , and a2 that
 q , and a
step, u
[23,24]. The effect of w1 on the n-th degree polynomial term in minimize Eq. (20) and satisfy
Eq. (10) can be stated as
R D2t Ma2 þ Cv2 þ Ku2 ¼ f 2 ð21Þ
w1 t n dt
h1n ¼   R Dt
0
ð11Þ Eq. (21) can be obtained by substituting t ¼ ts þ Dt into Eq. (4a).
Dt n 2 
2 0 w1 dt For the minimization of Eq. (20), the weighted residual method
where h1n is the weighting parameter of the first sub-step. By using can also be employed. We minimize Eq. (20) as
Eq. (11), the integral equations given in Eq. (10) are rewritten in Z Dt
algebraic equations w2 rq1 dt ¼ 0 ð22aÞ
0
v 1 ¼ c1 u1 þ c2 u0 þ c3 v0 ð12Þ
Z Dt

a1 ¼ c1 v 1 þ c2 v 0 þ c3 a0 ð13Þ w2 rq2 dt ¼ 0 ð22bÞ

0

where c1 ; c2 , and c3 are defined as where, w2 is the weight function of the second sub-step. The effect
2 2 h11  1 of w2 on the n-th degree polynomial term in Eq. (22) can be stated
c1 ¼ ; c2 ¼  ; c3 ¼ ð14Þ as
h11 Dt h11 Dt h11
R Dt
h11 will be determined by optimizing the solution of the linear w2 t n dt
single-degree-of-freedom problem [24,25]. By substituting Eqs. h2n ¼ 0
R Dt ð23Þ
Dt 0 w2 dt
n
(12) and (13) into Eq. (9), we obtain
^ 1 u1 ¼ ^f 1
K ð15Þ where h2n is the weighting parameters of the second sub-step. By
using Eq. (23), the integral equations given in Eq. (22) can be rewrit-
where ten as
^ 1 ¼ c 2 M þ c1 C þ K ð16Þ
K 1 v2 ¼ d1 u2 þ d2 u1 þ d3 u0 þ d4 v 1 þ d5 v 0 ð24Þ

^f 1 ¼ M½c1 c2 u0  ðc1 c3 þ c2 Þv 0  c3 a0  þ Cðc2 u0  c3 v 0 Þ þ f 1 a2 ¼ d1 v 2 þ d2 v 1 þ d3 v 0 þ d4 a1 þ d5 a0 ð25Þ

ð17Þ where
344 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354

4h21  1 4ð2h21  1Þ where Aa is the numerical amplification matrix whose entries are
d1 ¼  ; d2 ¼
ðh21  h22 ÞDt ðh21  h22 ÞDt functions of Dt; n; x; h11 ; h21 , and h22 . Some of the weighting param-
4h21  3 eters can be determined to ensure the second-order accuracy by
d3 ¼  ð26Þ
ðh21  2h22 ÞDt comparing the entries of Ae and Aa . For the new algorithm to be a
4ðh21  h22 Þ 3h21  2h22  1 second-order accurate, the Taylor’s expansion of the entries of
d4 ¼ ; d5 ¼  ðAe  Aa Þ should satisfy
h21  2h22 h21  2h22
 
h21 and h22 will be determined by optimizing the solution of the Aeij  Aaij ¼ O Dt 3 for i; j ¼ 1; 2 ð35Þ
single-degree-of-freedom problem. By substituting Eqs. (24) and
(25) into Eq. (21), we obtain where Aeij and Aaij e
are the i-th row and j-th column entries of A and
a
A , respectively.
^ 2 u2 ¼ ^f 2
K ð27Þ After ensuring the second-order accuracy, two eigenvalues of Aa
where are manipulated to ensure the unconditional stability. For the
undamped and homogeneous single-degree-of-freedom system
^ 2 ¼ d2 M þ d1 C þ K
K ð28Þ
1 (i.e., n ¼ 0 and f ðtÞ ¼ 0), the spectral radius is defined as
 
^f 2 ¼ M½d1 d3 u0  d1 d2 u1  ðd1 d5 þ d3 Þv 0  ðd1 d4 þ d2 Þv 1 q Aa ¼ max ðjk1 j; jk2 jÞ ð36Þ

d5 a0  d4 a1  þ Cðd3 u0  d2 u1  d5 v 0  d4 v 1 Þ þ f 2 ð29Þ where k1 and k2 are the two eigenvalues of Aa . The algorithm
becomes unconditionally stable, if the spectral radius satisfies
Now u2 can be determined by solving Eq. (27), and v 2 and a2 can be
 
updated by using Eqs. (24) and (25). Then, u2 ; v 2 , and a2 can be used 0 6 q Aa 6 1 ð37Þ
to advance another step.
for all Dt > 0. The spectral radius in the high frequency range, also
called the ultimate spectral radius [26], is defined as
3. Optimization of weighting parameters  
q1 ¼ lim q Aa ð38Þ
xDt!1
For the new algorithm to possess second-order accuracy and
unconditional stability, the weighting parameters should be cho- Now, the weighting parameters can be related to q1 according to
sen judiciously. Here, the weigh ting parameters are optimized to Eq. (38), and a desired level of algorithmic dissipation in the high
enhance preferable attributes of second-order implicit accurate frequency limit can be specified through q1 .
algorithms. According to Refs. [3,10,9], the vector and matrix form There are some possible sets of h11 ; h21 , and h22 which satisfy Eq.
of coupled system presented in Eq. (4) can be decomposed and (35), (37), and (38). The first admissible set of the weighting
rewritten as a series of uncoupled single-degree-of-freedom equa- parameters are
tions with respect to the eigenvector space. Among the series of 1 1 5 þ q1
uncoupled single-degree-of-freedom equations, only one single- h11 ¼ ; h21 ¼ ; h22 ¼ ð39Þ
2 2 4ð3 þ q1 Þ
degree-of-freedom equation is needed to investigate the character-
istic of the algorithm. One of the uncoupled single-degree-of- where 0 6 q1 6 1. If the weighting parameters are chosen accord-
freedom equations is written as ing to Eq. (39), the discrete relations of the first sub-step given in
Eqs. (12) and (13) become the trapezoidal rule, and the discrete
€ ðtÞ þ 2nxuðtÞ
u _ þ x2 uðtÞ ¼ f ðtÞ ð30Þ relations of the second sub-step given in Eqs. (24) and (25) can be
with the initial conditions determined by specifying q1 . If q1 ¼ 0, the algorithm becomes
the asymptotic annihilating case which is identical to the Bathe
uðtÞ ¼ u0 ; _
uðtÞ ¼ v0 ð31Þ
method. If q1 ¼ 1, the algorithm becomes the non-dissipative.
where uðtÞ is the displacement, n is the damping coefficient, x is the Instead of using the trapezoidal rule for the first sub-step, the
natural frequency, u0 is the initial displacement, and v 0 is the initial algorithm can introduce algorithmic damping into the first sub-
velocity. The exact solution of the homogeneous case (i.e., f ðtÞ ¼ 0) step through the following set of parameters. The second admissi-
is given by ble set of the weighting parameters are
 
ðnxu0 þ v 0 Þ 1 1 4q1 þ q1 þ 1
uðtÞ ¼ expðnxtÞ u0 cos ðxd t Þ þ sin ðxd tÞ ð32Þ h11 ¼ ; h21 ¼ ; h22 ¼  11  ð40Þ
xd q11 þ 1 2 4 2q1 þ q1 þ 1
pffiffiffiffiffiffiffiffiffiffiffiffiffiffi
where, xd ¼ 1  n2 x is the damped natural frequency. By using where q11 is the ultimate spectral radius of the first sub-step. In this
Eq. (32), the exact displacement and velocity at t ¼ Dt can be writ- parameter setting, q11 can be chosen from the range of 0 < q11 6 1 if
ten as it is necessary. It should be also noted that the algorithm remains as
    a second order accurate ones, even if q11 – 1. This is one of the most
uðDtÞ u0
¼ Ae ð33Þ
_ DtÞ
uð v0 distinguished traits of the new algorithm, when they are compared
with the collocation finite element method based composite time
where Ae is the exact amplification matrix whose entries are func- integration algorithm [2]. If the first sub-step becomes dissipative,
tions of Dt; n; x. the collocation composite time integration algorithm becomes first
In a similar way, the new algorithm can directly applied to order accurate algorithm. Despite of the flexible choice for the first
Eq. (30) by setting u ¼ u; v ¼ v ; a ¼ a; M ¼ 1; C ¼ 2nx; K ¼ x2 , sub step’s dissipation level, the second set of the weighting param-
and f ¼ 0. Then, Eqs. (9), (12), (13), (21), (24), and (25) can be used eters given in Eq. (40) requires two specification of dissipation
to find u2 ; v 2 , and a2 . After eliminating a0 by using a0 þ levels (i.e., q11 and q1 ). For experienced users, this type of parameter
2nxv 0 þ x2 u0 ¼ 0; u2 and v 2 can be written as setting can be helpful, but for unexperienced users, two free param-
    eters may cause confusions, even though the parameters have clear
u2 u0
¼ Aa ð34Þ meanings (i.e., the ultimate spectral radii of the first and second
v2 v0 sub-steps).
 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354 345

The third admissible set of the weighting parameters are step size of the first sub-step to get identical effective stiffness
matrices, while the newly developed composite algorithm can keep
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
2 þ 2q 1 þ 2 1 q1  3 þ 2q1 þ 2 the time step size of the first sub-step as 0:5 Dt in any cases.
h11 ¼ ; h21 ¼ ; h22 ¼
q1  1 2 4ðq1  1Þ Even though Eq. (41) contains only one free parameter, the first
sub-step of the new algorithm becomes dissipative if q1 – 1. For
ð41Þ
example, if q1 – 1, the ultimate spectral radius of the first sub-
step automatically becomes less than 1.0, thus it becomes dissipa-
where 0 6 q1 < 1. Note that h11 ¼ 12 ; h21 ¼ 12 and h22 ¼ 38 give the
tive. This can be helpful to enhance stability of the algorithm in
non-dissipative case, which is identical to the case q11 ¼ 1 and highly nonlinear cases, which will be illustrated by using exam-
q1 ¼ 1 of the second set of weighting parameters. If the third set ples. We propose the third set of weighting parameters given in
of the weighting parameters is used, then K ^ 1 of Eq. (15) becomes Eq. (41) for the newly developed algorithm and call it the general-
^ 2 of Eq. (27). Thus, only one effective stiffness matrix
identical to K ized composite time integration algorithm.
is needed to be diagonalized in linear analyses, which can reduce A time integration algorithm is unconditionally stable if Eq. (37)
computational cost. Similar properties of the Bathe method were is satisfied. Fig. 1 shows that the generalized composite time inte-
discussed in Refs. [27,1], but Bathe method should adjust the time gration algorithm is unconditionally stable, and the algorithmic

Dt
Fig. 1. Comparison of spectral radii for varying T
.

Dt
Fig. 2. Comparison of period elongations for varying T
.
346 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354

dissipation is controllable through q1 . As q1 approaches to zero,
the algorithm introduces a stronger algorithmic damping into the
high frequency limit. The case q1 ¼ 0 can eliminate the spurious
high frequency mode faster than any other dissipative cases, while
smaller q1 increases the damping and period errors as shown in
Figs. 2 and 3. Within the new time integration algorithm, the case
q1 ¼ 1, called the non-dissipative case, can provide the best accu-
racy for the important low frequency modes. For the choice of
q1 ¼ 0, the spectral radius of the new algorithm (the red line)
almost superposes the spectral radius of the Bathe method (the
dashed line).
We achieved the second-order accuracy through the optimiza-
tion of the weight parameters by comparing the entries of Ae and
Aa , and Ae and Aa were established between the exact and algorith-
mic discrete solutions and the initial conditions. To define the
order of accuracy of an algorithm at an arbitrary time step, how-
ever, a proper local error should be defined. In literatures [3,8,9],
the order of accuracy of time integration algorithms has been
defined between neighboring arbitrary steps by utilizing the local
truncation error. The local truncation error of algorithms can be
defined as
1
se ðts Þ ¼ ðuðts þ DtÞ  2A1 uðt s Þ þ A2 uðt s  DtÞÞ
Dt 2
where A1 ¼ 1=2 trðAa Þ; A2 ¼ detðAa Þ, and uðtÞ is the exact solution of
the single-degree-of-problem given in Eq. (32) for the case of
 
f ðtÞ ¼ 0. Since se ¼ O Dt2 is provided, the generalized composite
algorithm is always second-order accurate for any choices of
0 6 q1 < 1. The non-dissipative case, which is also second-order
accurate, is obtained by setting h11 ¼ 1=2; h21 ¼ 1=2 and h22 ¼ 3=8
as explained previously.
The order of accuracy is one of the important factors which can
be used to measure accuracy, however, the period elongation and
the damping ratio are more practical measurements, because they
can describe detailed characteristics of time integration algo-
 
rithms. The relative period error is defined as T  T =T where,
the exact period is T ¼ 2 p=x and the numerically obtained period
is T ¼ 2p=x  . The algorithmic damping ratio is defined as
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi

n ¼  lnðA2 Þ=ð2 X Þ. Here x  ¼ acrtan A2 =A21  1 = Dt 1  n2
and X  ¼x Dt. As shown in Figs. 2 and 3, the period elongation
and the damping ratio of the generalized composite time integra-
tion algorithm decrease as q1 changes from 0 to 1. Thus, if the
algorithmic damping is not necessary, then it should be used min-
imally to get more accurate solutions.
As presented in Figs. 1–3, the improvements of accuracy caused
due to less algorithmic dissipation become negligible when suffi-
ciently small Dt is used. However, at the practical range of Dt
(i.e., Dt ffi 20
T
), less dissipative cases are presenting noticeably less
period errors. For example, at Dt ¼ 20 T
, the period error of the Bathe
method is roughly twice of the non-dissipative case of the general-
ized composite algorithm as presented in Fig. 2, and a similar trend
is observed in the damping error as shown in Fig. 3. In short term
analyses, small amounts of period and damping errors do not affect
qualities of numerical solutions noticeably, however, in long term
nonlinear analyses, even small period and damping errors can con-
taminate numerical solutions seriously, which will be illustrated
by using numerical examples.
4. Numerical examples
As discussed, spectral radius, order of accuracy, period elonga-
ð42Þ tion, and damping ratio can provide enough information regarding
the linear performance of the generalized composite time integra-
tion algorithm. In many cases, however, nonlinear performances of
algorithms cannot be assessed completely by the linear measure-
ments. In this section, we assess the nonlinear performance of
the algorithms by using several nonlinear problems which were
used for the test of the well known time integration algorithms
in many literatures.
For the nonlinear equation solving at each time step, Newton-
Raphson method iterative method is used to find converged non-
linear solutions. In each time step, Newton-Raphson iterative pro-
cedure is continued until rth and ðr  1Þth iterative solutions sat-
isfy the criterion [28]
rffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
Du  Du
6 ð43Þ
uðrÞ  uðrÞ
where uðrÞ is displacement vector at the rth iteration,
pffiffiffiffiffiffiffiffiffiffiffiffiffiffi
Du ¼ u ðrÞ
 uðr1Þ , and  is the tolerance.  ¼ 1010 is used in all

Dt
Fig. 3. Comparison of damping ratios for varying T
.
 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354 347

examples. We also note that the precision of 16 significant digits is This simple pendulum problem is very useful for the test of
used for evaluations of variables in our computer code. nonlinear performance of newly developed time integration algo-
rithm, because important information pertaining to the problem
4.1. Oscillating simple pendulum (such as nonlinear period and maximum angle) can be exactly
obtained with the initial conditions given in Eqs. (45a) and (45b).
As the first nonlinear example [29,30], we consider In addition, the degree of nonlinearity can also be adjusted by
simply adjusting the initial conditions. Nonlinearity of the problem
€h þ x2 sinðhÞ ¼ 0 ð44Þ becomes high as large values of h0 and h_ 0 are used. In the work of
Fung [29,30], some useful data of this problem have been exactly
and the initial conditions computed by manipulating the total energy of the pendulum in
motion.
hð0Þ ¼ h0 ð45aÞ
Here, we review some useful discussions presented in Ref. [29].
For the oscillating pendulum, the total energy (i.e., the sum of
_
hð0Þ ¼ h_ 0 ð45bÞ potential and kinetic energies) must be conserved. The total energy
pffiffiffiffiffiffiffiffi of the pendulum is expressed as
where, x ¼ g=L, and hðtÞ is the angle between the rod and a ver-
2
tical line at time t. g is the gravitational constant, and L is the length 1 dh 1 _2
 x2 cosðhÞ ¼ a constant ¼ h  x2 cosðh0 Þ ð46Þ
of the massless rod. Here, we assumed a dimensionless case of g ¼ 1 2 dt 2 0
and L ¼ 1.

Fig. 4. Configuration of oscillating simple pendulum.

Fig. 5. Comparison of numerical solutions for varying t. Dt ¼ 105

T
and T ¼ 33:72102056485366.
348 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354

From Eq. (46), t can be expressed in terms of h as The exact solution of the first quarter of the nonlinear period
Z h (i.e., T f ¼ T=4) can be computed from Eq. (48) by finding values
1
t¼ qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi d# ð47Þ of t for varying values of h 6 hmax . It should be also noted that T f
h0 _h2 þ 2 x2 ðcosð#Þ  cosðh0 ÞÞ can be directly computed by substituting h ¼ hmax into Eq. (48).
0
A detailed description of the oscillating pendulum and the
By assuming zero initial angle (h0 ¼ 0), Eq. (47) can be simplified as initial conditions are provided in Fig. 4. In our case, we use
Z h h0 ¼ 0:0 and h_ 0 ¼ 1:999999238456499 to synthesize a highly
1 1 2 #
t¼ qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi d# ¼ Ei sin ; j ð48Þ nonlinear case which can be used for the test of the generalized
h_ 0 0 1  j sin ð2Þ
2 2 # _0
h 2
composite algorithm. For the chosen initial conditions, hmax
becomes 3:139847324337799, and the period becomes
where, j ¼ 2x=h_ 0 and Eiðz; jÞ is the elliptical integral of the first T ¼ 33:72102056485366.
kind. If we assume that the pendulum keeps oscillating in the plane,
In the result shown in Fig. 5, all three cases with Dt ¼ T  105
the maximum angle hmax can be computed from Eq. (46) by setting
superposed the exact solution obtained from Eq. (48). In linear
dh
¼ 0. For this particular case, hmax is computed as
dt
! cases, time steps are usually chosen from T  102 6 Dt 6
1 h_ 0 T  101 , and the construction and factorization of the effective
hmax ¼ 2 sin ð49Þ
2x stiffness matrices are required only once. However, the Newton-
Raphson iterative method is used for nonlinear analyses, and
As shown in Eq. (49), hmax is determined by h_ 0 . construction and factorization of the effective stiffness matrices

Fig. 6. Comparison of numerical solutions for varying t. Dt ¼ 2104

T
and T ¼ 33:72102056485366.

Fig. 7. Comparison of numerical solutions for varying t. Dt ¼ 104

T
and T ¼ 33:72102056485366.
 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354 349

should also be conducted in every iteration, which can seriously
increase computational costs, limiting a use of small Dt. For exam-
ple, 100,000 steps were used, and every step included maximum
10 iterations to get the results presented in Fig. 5.
If larger Dt is chosen, as shown in Fig. 6, the Bathe method pre-
sented the largest period error, while both of the non-dissipative
case (q1 ¼ 1:0) and asymptotic annihilating case (q1 ¼ 0:0) of
the generalized composite time integration algorithm presented
smaller period errors than the Bathe method.
More interestingly, if Dt ¼ T  104 is used, then the Bathe
method could not reflect the physics of the pendulum correctly.
As shown in Fig. 7, the numerical solution obtained from the Bathe
method is indicating that the pendulum is rotating about the
pinned point. On the other hand, the numerical solution obtained
from the asymptotic annihilating case (q1 ¼ 0:0) of the general-
ized composite time integration algorithm is showing that the pen-
dulum is oscillating even though noticeably increased period error
is inevitable. As one can expect, the non-dissipative case (q1 ¼ 1:0)
of the generalized composite time integration algorithm provided
the numerical solution which is closest to the exact solution among
three cases.
We note that the Bathe method also provided correct results
when 0 < Dt 6 11;156T
is used, while the cases q1 ¼ 1:0 and
q1 ¼ 0:0 of the generalized composite time integration algorithm
provided correct results when 0 < Dt 6 7;888
T
and 0 < Dt 6 9;708
T
are
used, respectively. For this particular case, the generalized com-
posite algorithm reflected the physics of the problem correctly
with larger time steps compared with the Bathe method.
We also note that convergence criterion given in Eq. (43) with
tolerance  6 1010 is used for this problem, and all converged
nonlinear solutions are obtained within 10 iterations by using
the Newton-Raphson iterative method.

Fig. 8. Comparison of solutions for varying t; Dt ¼ 0:1.

Fig. 9. Comparison of solutions for varying t; Dt ¼ 1:0.

350 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354

Fig. 10. Phase portraits of the softening spring problem u€ þ 100 tanhðuÞ ¼ 0; u0 ¼ 4:0, and v 0 ¼ 0:0 for the time duration of 100  T. (a) Generalize composite time
integration algorithm q1 ¼ 0:9999; Dt ¼ T=16; (b) Bathe method, Dt ¼ T=16; (c) Generalize composite time integration algorithm q1 ¼ 0:9999; Dt ¼ T=8; (d) Bathe method,
Dt ¼ T=8.

Fig. 11. Displacement solutions of the softening spring problem u € þ 100 tanhðuÞ ¼ 0; u0 ¼ 4:0, and v 0 ¼ 0:0 for 0 6 t 6 2 T and 98 T 6 t 6 100 T; T being 1.1419. Dt ¼ 40
T
is
used. (a) short term solutions (0 6 t 6 2 T); (b) long term solutions (98 T 6 t 6 100 T).
 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354 351

4.2. van der Pol’s equation method with Dt ¼ 1:0 presented noticeably increased amplitude
and period errors compared with other numerical solutions as
As the second nonlinear example, we solve van der Pol’s equa- shown in Fig. 9. The case of q1 ¼ 1:0 of the generalized composite
tion [4] by using the generalized composite time integration time integration algorithm provided the best numerical solution
method and the Bathe method. A form of van der Pol’s equation among three cases, and the case of q1 ¼ 0:0 of the generalized
can be written as composite time integration algorithm provided the second accu-
    rate numerical solutions. As shown in the results of the first non-
1 þ x2 €x þ c þ x2 x_ þ x ¼ 0 ð50Þ
linear example given in Figs. 6 and 7, the results of the second
with the initial conditions nonlinear example presented in Fig. 9 also shows that the asymp-
totic case (q1 ¼ 0:0) of the generalized composite algorithm can
xð0Þ ¼ x0 ð51aÞ perform better in highly nonlinear cases.

_
xð0Þ ¼ x_ 0 ð51bÞ
4.3. Softening spring problems
where, c represents the damping coefficient, negative in van der
Pol’s equation. Semler et al. [4] used this problem to test various As the third nonlinear example, we solve the softening equation
methods, and Fung [30] also used it to test his differential quadra- [17,31] by using the new algorithm and the Bathe method. Motions
ture method. Here, we use c ¼ 2:0; x0 ¼ 0:02 and x_ 0 ¼ 0:0 as pre- of a softening elastic spring is represented as
sented in Ref. [30].
As shown in Fig. 8, for the choice of Dt ¼ 0:1 (i.e., about 400
T
;T € þ s tanh ðuÞ ¼ 0
u ð52aÞ
being the nonlinear period), all numerical solutions almost super-
posed the reference solution obtained from the higher-order accu- uð0Þ ¼ u0 ð52bÞ
rate time integration algorithm [5,6] by using a much smaller time
step. However, the numerical solution obtained from the Bathe
_
uð0Þ ¼ v0 ð52cÞ

where s > 0. Here we use s ¼ 100; u0 ¼ 4:0, and v 0 ¼ 4:0 as given in

Ref. [17].
Since the given problem is a conservative system, the exact
displacement-velocity portrait should be a closed cycle as the
green line shown in Fig. 10. The results presented in Fig. 10 shows
the phase portraits of the softening spring problem obtained by the
generalized composite algorithm and the Bathe method. The
results presented in Fig. 10 supports that adjustable algorithmic
dissipation of the generalized composite algorithm can improve
the quality of solutions with large time steps compared with the
Bathe method.
When considerably small time step was used (i.e., Dt ¼ T=40),
both methods presented very accurate displacement solutions at
the beginning as presented in Fig. 11(a). However the Bathe
method presented large period errors as time duration increases,
while the case l ¼ 0:9999 of the generalized composite method
Fig. 12. Configuration of the spring-pendulum problem presented in Ref. [18].
presented much smaller period errors as presented in Fig. 11(b).

Fig. 13. Displacement in the r direction for the spring-pendulum problem.

352 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354

4.4. Elastic spring-pendulum problem where r and h are the displacements in the radial and circumferen-
tial directions, respectively, m is the mass of the pendulum, g is the
As the fourth nonlinear example, the two-degree-of-freedom gravity, L0 is the length of the undeformed spring, and k is the spring
spring-pendulum problem presented in Ref. [18] is used for the constant. In this numerical test, we use m ¼ 1:0; g ¼ 9:81; L0 ¼ 0:5;
test of the generalized composite algorithm. The configuration of k ¼ 98:1; r0 ¼ 0:25; h0 ¼ :6981317007977317; r_ 0 ¼ 0; 0 and h_ 0 ¼ 0:0
the two-degree-of-freedom spring-pendulum problem is described as presented in Ref. [18]. Dt ¼ 0:02 is used to obtain numerical solu-
in Fig. 12, and its governing equations are given as tions, and q1 ¼ 0:9999 is used for the generalized composite time
integration algorithm.
m €r  m ðL0 þ r Þ h_ 2  m g cos h þ k r ¼ 0 ð53aÞ
To investigate performances of two algorithms, numerical solu-
tions of 56:94 6 t 6 62:94 are compared. Figs. 13 and 14 show the
m 2 r_ h_ þ g sin h displacements in the r and h directions for 56:94 6 t 6 62:94,
m €h þ ¼0 ð53bÞ
L0 þ r respectively. In Figs. 15 and 16 the velocities in the r and h direc-
tions are presented, respectively. In these figures we also presented
with initial conditions
the reference solutions which were obtained by using the 10th-
rð0Þ ¼ r 0 ; hð0Þ ¼ h0 ; r_ ð0Þ ¼ r_ 0 ; _
hð0Þ ¼ h_ 0 ð54Þ order differential quadrature method of Fung [29] and 10th-order

Fig. 14. Angle in the h direction for the spring-pendulum problem (Radians are converted to degrees).

Fig. 15. Velocity in the r direction for the spring-pendulum problem.

 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354 353

accurate algorithm of Kim and Reddy [5] with very small time step
(i.e., Dt ¼ 0:0002).
Both the generalized composite time integration algorithm and
the Bathe method presented accurate solutions for the first two
periods(i.e., 0:0 6 t 6 6:0). However, for 56:94 6 t 6 62:94, numer-
ical solutions obtained from the generalized composite time inte-
gration algorithm presented noticeably less period errors
compared with the results obtained from the Bathe method as pre-
sented in Figs. 13–16. In addition, portraits of h and h_ obtained
from the Bathe method are noticeably distorted as presented in
Figs. 14 and 16.
Since the spring-pendulum problem is a conservative system,
its total energy should also be conserved. However, Fig. 17 shows
that the Bathe method cannot conserve the total energy of the sys-
tem. This particular error is mainly caused due to the excessive
algorithmic (numerical) dissipation of the Bathe, and it can be
avoided by minimizing algorithmic dissipation. In the generalized
composite time integration algorithm its algorithmic dissipation
can be adjusted in a simple and intuitive way through q1 .
5. Concluding remarks
The generalized composite time integration algorithm devel-
oped in this paper can control algorithmic dissipation through
the optimized weighting parameters. Remarkably, all advantages
of the generalized composite time integration algorithm over the
Bathe method was obtained without any increase of computational
effort. The advantages of using the generalized composite time
integration algorithm can be summarized as follows:
(a) The algorithm can be used for analyses of linear and non-
linear structural dynamics problems in a consistent and
simple manner.

Fig. 16. Angular velocity in the h direction for the spring-pendulum problem (Radians are converted to degrees).

Fig. 17. Error in total energy of the spring-pendulum problem. error(%) = jðEtðtÞ  E0Þ=E0j  100% where EtðtÞ is the sum of kinetic and potential energies computed by using
time integration algorithms at time t, and E0 is the sum of the initial kinetic and potential energies.
354 W. Kim, S.Y. Choi / Computers and Structures 196 (2018) 341–354
(b) The algorithm includes only one free parameter q1 (i.e., the
ultimate spectral radius) which controls algorithmic dissipa-
tion in a intuitive way.
(c) In linear analyses, the effective stiffness matrices of the first
and second sub-steps become always identical for any
choices of q1 , which can reduce the computation effort as
explained in Ref. [1].
(d) In the nonlinear examples [17,4,18] used in this paper, the
new algorithm provided improved results.
(e) The computational structure of the new algorithm is identi-
cal to that of the Bathe method. Thus the computer imple-
mentation of the algorithm requires only minor
modification of the coefficients, if the Bathe method is
already implemented on computers.
As shown in the numerical examples herein, less dissipative
cases of the generalized composite algorithm could provide more
accurate solutions. Since the generalized composite algorithm
can also include the asymptotic annihilating case (i.e., the case
q1 ¼ 0), the algorithm can eliminate the spurious high frequency
mode if it is necessary. However, if elimination of the spurious high
frequency mode is not necessary, algorithmic dissipation can be
minimized to increase solution accuracy by just resetting q1 , and
this justifies usefulness of adjustable algorithmic dissipation pro-
vided in the generalized composite algorithm.
Acknowledgments
The research was carried out with the support of the Republic of
Korea(ROK) Army.
Appendix A. Supplementary material
Supplementary data associated with this article can be found, in
the online version, at https://doi.org/10.1016/j.compstruc.2017.10.
002.
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