Applied Mathematical Modelling 81 (2020) 910–930

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Applied Mathematical Modelling

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

An improved implicit method with dissipation control

capability: The simple generalized composite time integration
algorithm
Wooram Kim
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: In this paper, a simple and accurate implicit composite time integration scheme is newly
Received 15 October 2019 developed for more efficient transient analyses of structural problems. The new scheme
Revised 30 December 2019
does not require the acceleration vector of the previous time step, and the initial acceler-
Accepted 14 January 2020
ation vector is not needed, either. As a result, the factorization of the mass matrix is un-
Available online 21 January 2020
necessary, while factorizations of the effective coefficient matrix are still needed. Besides,
Keywords: the new method is designed to possess controllable algorithmic dissipation. Despite the
Generalized composite time integration absence of the acceleration vector of the previous time step, the numerical performance
algorithm of the new method is equivalent to those of the existing methods. The excitation of an
Wave propagation and impact problems elastic bar problem and the simple nonlinear pendulum problem are numerically analyzed
Implicit time integration for the test of the new scheme. In the numerical experiments, the effects of consistent and
Structural dynamics lumped mass matrices are also discussed.
Nonlinear pendulum
Bathe method © 2020 Elsevier Inc. All rights reserved.

1. Introduction

The finite element method is widely used as a solution method for analyses of various engineering problems described by
partial differential equations (PDEs) [1,2]. After original governing PDEs are spatially discretized by employing an appropriate
numerical method such as the finite element method, ordinary differential equations (ODEs) in time are obtained. These
ODEs in time are often called the semi-discrete equations, and step-by-step direct time integration methods are frequently
used to obtain numerical solutions of them.
In structural dynamics and transient analyses of various dynamic problems, direct time integration methods play an
important role. For example, the efficiency of computations and the quality of numerical solutions are highly dependent
on the characteristics of direct time integration methods chosen for analyses [3]. Direct time integration methods are often
categorized into implicit and explicit methods [4,5]. Implicit methods can be designed to possess unconditional stability
and controllable numerical dissipation [6], but they require matrix factorizations. On the other hand, explicit methods are
only conditionally stable, but they do not require matrix factorizations if the mass matrix is diagonal [7]. Several improved
two-stage explicit methods with the dissipation control capability have been introduced recently [8–11].
In nonlinear structural dynamic problems of big sizes, implicit methods may require huge computational resources
because constructions and factorizations of large system matrices should be conducted several times in each time step.

E-mail address: kim.wooram@yahoo.com

https://doi.org/10.1016/j.apm.2020.01.043
0307-904X/© 2020 Elsevier Inc. All rights reserved.
 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930 911

Convergence checks should also be done in each iterative nonlinear solution finding process. For nonlinear structural dy-
namic problems of big sizes, explicit methods may provide a better balance between the accuracy and the efficiency [11,12].
In wave propagation and impact problems, on the other hand, implicit methods can efficiently eliminate the spurious
high-frequency modes in numerical solutions by properly manipulating numerical dissipation and unconditional stability.
Of course, explicit methods are more frequently used in these problems than implicit methods due to the efficiency, but ex-
plicit methods must use small time steps to satisfy stability conditions if the spurious high-frequency mode is far detached
from the important low-frequency mode. This kind of situation may increase the computation time because very small time
steps should be used to satisfy stability conditions in explicit methods.
Since the efficiency of transient analyses and the quality of numerical solutions are heavily dependent on the perfor-
mance and the characteristic of a chosen time integration method, developing improved direct time integration methods
has long been an interest of structural dynamics. For decades, various numerical methods have been employed to develop
improved time integration methods. Details regarding various numerical methods and time integration methods can be
found in [13–15]. Compared with the higher-order methods, the second-order methods are still more broadly used due
to simple computational structures and affordable computational costs when applied to general structural problems. For
this reason, the second-order accurate composite methods with two sub-steps are also gaining attentions from structural
dynamics [16–19].
Recently, the composite time integration methods are widely used for wave propagation and impact problems [20,21].
The composite time integration method of Bathe and Baig is simply called the Bathe method. The Bathe method has been
developed by combining two of the existing methods. The first sub-step of the Bathe method uses the trapezoidal rule, and
the second sub-step of the Bathe method uses the three-point Euler method. Then, the complete method is obtained by
combining the two sub-steps. The Bathe method can eliminate the spurious high-frequency mode in one time step. This
property is often called the asymptotic annihilation. In many studies [22–24], it was shown that the Bathe method could
filter out the spurious high-frequency mode effectively not altering the important low-frequency modes too much.
After the introduction of the Bathe method, several different types of composite time integration methods have been
developed to improve numerical performances [16–18,25]. These methods have been designed to have algorithmic dissipa-
tion control capabilities like the generalized-α method [6]. In the improved composite methods, the non-dissipative and less
dissipative cases were included as special cases of their families in addition to the asymptotic annihilating case. The non-
dissipative and less dissipative cases are more frequently used for general structural problems where the high-frequency
filtering is not required.
However, the asymptotic annihilating property becomes significantly important than other cases when the elimination
of the spurious high-frequency mode is required. This point has been emphasized in [18,23]. Due to this reason, the im-
provement of many of the composite methods mainly focused on the high-frequency filtering capabilities which could be
maximized with the asymptotic annihilating cases. The high-frequency filtering capabilities of the asymptotic annihilating
cases are also known to be useful for the analysis of the wave propagation and impact problems [11,23]. Interestingly, the
numerical characteristics of the asymptotic annihilating cases of the aforementioned improved composite time methods are
almost identical to the standard Bathe method. Thus, the standard Bathe method still holds the original significance as an
excellent tool for the analysis of structural dynamics.
In [18,25], it is reported that the asymptotic annihilating cases of the composite methods with two sub-steps are more
accurate when compared with the asymptotic annihilating case of the single step methods such as the generalized-α
method [6]. Thus, enhancing numerical characteristics of the composite type time integration methods is also important.
Although the advantageous numerical characteristics of the existing composite methods have been obtained by using
two sub-steps, these methods have to conduct more than two matrix factorizations in linear analyses in general. In linear
cases, the mass matrix, the effective coefficient matrices of the first and second sub-steps should be factorized. Then, they
can be saved for the next computations. If the same effective coefficient matrix is used for the first and second sub-steps, as
shown in the generalized composite method by Kim and Choi [17], two matrix factorizations are required in linear analyses.
To reduce the effort of factorizing the mass matrix and computing the initial acceleration vector, lumped mass matrices may
be used as done in [18].
However, using lumped mass matrices may also decrease the order of accuracy. To remedy this, some special mass lump-
ing techniques can be employed to avoid a severe decrease in the order of accuracy [26,27], but a certain loss of accuracy is
still inevitable [28]. On the other hand, the factorization of the mass matrix is not needed in some time integration methods,
and mass lumping techniques are not required accordingly. These methods can be started by using the mathematical initial
conditions [9,19,29–31] without the initial acceleration vector. In these methods, the factorization of the mass matrix can
be avoided at the first time step, and decrease in the order of accuracy due to the use of a lumped mass matrix does not
happen accordingly. It is noted that factorizations of the effective coefficient matrices are still required in these methods,
but only explicit methods can avoid matrix factorization if the mass matrix is diagonal. Some drawbacks of using lumped
mass matrices in wave propagation and impact problems will be discussed in this study with proper numerical examples.
In this study, a new type of simpler implicit composite time integration scheme is presented to increase the com-
putational efficiency in linear impact and wave propagation problems. To this end, a completely different approach is
taken. To be specific, the acceleration vector of the previous time step is excluded from the beginning of the development
procedure. As a result, the initial acceleration vector is not required, either, and the method becomes a true self-starting
method. This characteristic has never been realized in any of the existing implicit methods with the controllable numerical
912 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930

dissipation. While there is a recently developed true self-starting implicit composite method [19], it cannot control the level
of numerical dissipation in the high-frequency limit.
The new method is designed to possess the true self-starting capability and the controllable algorithmic dissipation not
increasing any computational efforts, which is not possible in any of the existing implicit methods [19]. To be specific,
the method is designed to possess the unconditionally stability, the second-order accuracy, and the controllable numerical
dissipation. Interestingly, the spectral characteristic of the newly proposed method is equivalently accurate when compared
with those of the existing advanced composite methods [17,18,25] despite the absence of the acceleration vector of the
previous time step.
In the following sections, the mathematical framework and the spectral characteristics of the new method are presented.
The algorithmic parameters of the new method are optimized to have the second-order accuracy and the unconditional
stability. The Bathe method [23], the Kim and Reddy method [25], and the generalized composite time integration algorithm
of Kim and Choi [17] are briefly reviewed to explain the advantageous computational structures of the new method.
In the analysis of the new method, the accuracy and the stability are studied by using the single-degree-of-freedom prob-
lem [6]. Also, the effect of the splitting ratio τ of the new method is compared with the effect of the splitting ratio of the
existing methods. For the test of high-frequency filtering capability, the three-degree-of-freedom spring mass system [23] is
used. To verify that the new method can give accurate predictions which are equivalent to those of the existing methods,
the one-dimensional elastic bar problem is solved and numerical results are analyzed. In the numerical examples, effects of
lumped and consistent mass matrices are also discussed. Then, the highly nonlinear simple pendulum problem is analyzed
for the verification of the nonlinear performance of the new method.

2. Review of the existing methods

The equations of structural dynamics are often expressed in the form of

Mü(t ) = f(u(t ), u˙ (t ), t ) (1)
where t is time, M is the mass matrix, f is the total force vector, u is the displacement vector, u˙ is the velocity vector, and
ü is the acceleration vector. The initial conditions are given by
u ( 0 ) = u0 (2)
u˙ (0 ) = u˙ 0 (3)
where u0 is the initial displacement vector, and u˙ 0 is the initial velocity vector. For linear cases, the total force vector f in
Eq. (1) is expressed as
f(u(t ), u˙ (t ), t ) = q(t ) − Cu˙ (t ) − Ku(t ) (4)
where q is the external force vector, C is the damping matrix, and K is the stiffness matrix. If the relation given in Eq. (4) is
used, Eq. (1) can be rewritten as
Mü(t ) + Cu˙ (t ) + Ku(t ) = q(t ) (5)
Then, Eq. (5) is often called the equations of structural dynamics. Eqs. (1) and (5) can be directly obtained from discrete
systems, but they can also be obtained from continuous systems governed by PDEs in space and time. For the spatial dis-
cretization of the governing PDEs of continuous dynamic problems, the finite element method is frequently employed. If
Eq. (5) is obtained by spatially discretizing original governing PDEs, then Eq. (5) is also called the semi-discrete equa-
tion [2].
For linear cases, exact solutions can be obtained by conducting the modal analysis. However, it is not easy to apply the
modal analysis to complicated nonlinear systems. To find nonlinear solutions of Eqs. (1) and (5), step-by-step direct time
integration methods are more frequently used. Unlike the modal analysis, step-by-step direct time integration methods are
applicable to both linear and nonlinear problems in a systematic manner.
In this section, computational structures of the existing implicit methods are reviewed briefly. It is noted that the ρ ∞ -
Bathe method of Noh and Bathe [18] is spectrally identical to the Kim and Reddy method [25]. For this reason, ρ ∞ -Bathe
method is not included in the review.

2.1. The Newmark method [32]

The most broadly used implicit method for structural dynamics is the Newmark method [32]. To start the Newmark
method, ü0 at t = 0 should be computed as
ü0 = M−1 (q(0 ) − Cu˙ 0 − Ku0 ) (6)
For the time interval ts ≤ t ≤ ts + t, the Newmark method is summarized as
Müts +t + Cu˙ ts +t + Kuts +t = q(ts + t ) (7a)
 1  
uts +t = uts + t u˙ ts + t 2 − β üts + β üts +t (7b)
2
 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930 913

u˙ ts +t = u˙ ts + t ( (1 − γ ) üts + γ üts +t ) (7c)

where β and γ are the Newmark parameters, ts is the starting point of the time interval, t is the size of the time step, and
ut denotes the displacement vector at t. To obtain unconditionally stable second-order accurate method, Newmark proposed
β = 14 and γ = 12 . With the choice of β = 14 and γ = 12 , the Newmark method becomes the famous trapezoidal rule. It is
noted that Eq. (6) is required only once at t = 0.

2.2. The Bathe method [20]

In many studies, the algorithmic damping (the numerical dissipation) of the Bathe method has been proven to be useful
for wave propagation and impact problems. For wave propagation and impact problems, the asymptotic annihilating case is
frequently used to filter out the spurious high-frequency modes by manipulating the algorithmic damping and the uncon-
ditional stability. In this study, the original Bathe method is used as a reference method to verify the performance of the
newly proposed method because most of the asymptotic annihilating cases of the recently introduced two-stage implicit
methods are spectrally identical to the original Bathe method.
In the Bathe method, the trapezoidal rule has been used for the first sub-step, and the three-point Euler backward
method has been used for the second sub-step. To start the Bathe method, ü0 at t = 0 should be computed according to
Eq. (6). The initial acceleration vector given in Eq. (6) is required at t = 0 to start the method, because the Bathe method
utilizes üts in the approximations of variables.
The standard Bathe method [20,21] for the time interval ts ≤ t ≤ ts + t is summarized as
Müts +γ t + Cu˙ ts +γ t + Kuts +γ t = q(ts + γ t ) (8a)
1 1

u˙ ts +γ t = u˙ ts + γ t üts + üts +γ t (8b)
2 2
1 1

uts +γ t = uts + γ t u˙ ts + u˙ ts +γ t (8c)
2 2
Müts +t + Cu˙ ts +t + Kuts +t = q(ts + t ) (8d)
 
1 (1 − γ ) 1 2−γ
u˙ ts +t = uts − u + u (8e)
t γ (1 − γ )γ ts +γ t 1 − γ ts +t
 
1 (1 − γ ) 1 2−γ
üts +t = u˙ ts − u˙ + u˙ (8f)
t γ (1 − γ )γ ts +γ t 1 − γ ts +t
where γ is the splitting ratio. Note that γ of the Bathe method is different from γ √ of the Newmark method given in
Eq. (7c). In the Bathe method, γ = 12 is the standard choice, and the choice of γ = 2 − 2 gives the same stiffness matrix
for the first and second sub-steps. When γ is close to 1, the Bathe method introduces less numerical dissipation into the
low-frequency range while the period error increases. In this case, the spectral properties of the low-frequency range of the
Bathe method become similar to those of the trapezoidal rule with t, and the asymptotic annihilating property is kept in
the high-frequency range.
In the Bathe method, the initial acceleration vector (ü0 ) should also be computed according to Eq. (6), and the factor-
ization of M should be conducted to start the method. To minimize the computational effort required in computing ü0 , the
lumped mass matrix has been used as shown in the numerical examples presented in [16,18]. However, using the lumped
mass matrix can introduce the additional spurious oscillations when γ = 0.5 is used as shown in [16]. To remedy this, ex-
cessive numerical damping was used by choosing γ = 1.99, and smaller time step was also used as shown in the numerical
examples presented in [18].
However, the problems stated above can be resolved in the new method because the initial acceleration vector is not
necessary to start the procedure. Thus, the consistent mass matrix does not increase the computation effort in the new
method. The influence of using the consistent and lumped mass matrices for impact and wave propagation problems will
be discussed with numerical examples.

2.3. The Kim and Reddy method [25]

To start the Kim and Reddy method, ü0 at t = 0 should also be computed according to Eq. (6). The Kim and Reddy
method [25] is expressed as
Müts +τ t + Cu˙ ts +τ t + Kuts +τ t = q(ts + τ t ) (9a)
u˙ ts +τ t = c1 uts +τ t + c2 uts + c3 u˙ ts (9b)
üts +τ t = c1 u˙ ts +τ t + c2 u˙ ts + c3 üts (9c)
Müts +t + Cu˙ ts +t + Kuts +t = q(ts + t ) (9d)
u˙ ts +t = d1 uts +t + d2 uts +τ t + d3 uts + d4 u˙ ts +τ t + d5 u˙ ts (9e)
üts +t = d1 u˙ ts +t + d2 u˙ ts +τ t + d3 u˙ ts + d4 üts +τ t + d5 üts (9f)
914 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930

where ci and di are defined by

1 1 1 1 θ1 − 1
c1 = , c2 = − , c3 =
τ θ1 t τ θ1 t θ1
τ − 2 θ2 1 2 θ2 − 1 1 (τ − 1 )(τ − 2 θ2 + 1 ) 1
d1 = , d2 = , d3 = − (10)
θ2 (τ − θ2 ) t τ θ2 (τ − θ2 ) t τ θ2 ( τ − θ2 ) t
θ2 − 1 (τ − 1 )(θ2 − 1 )
d4 = − , d5 =
τ ( τ − θ2 ) τ θ2
For second-order accuracy, θ 1 should be chosen as
1
θ1 = (11)
2
and θ 2 is chosen according to

τ 2 ( ρ∞ − 1 ) + 2 + τ 4 ρ∞ 2 − 2 τ 4 ρ∞ + τ 4 + 4 τ 3 ρ∞ − 4 τ 3 + 8 τ 2 − 8 τ + 4
θ2 = (12)
2 ( τ ρ∞ − τ + 2 )
The most dissipative case (the asymptotic annihilating case) is obtained when ρ ∞ is set as 0, and less dissipative cases are
obtained as ρ ∞ approaches to 1. The non-dissipative case is obtained by setting ρ ∞ as 1. It is noted that τ is usually chosen
as 12 , but different values of τ is also allowed to adjust numerical dissipation of the important low-frequency range. The
effect of τ on the numerical characteristics of the method can be found in [25]. The Kim and Reddy method can include the
standard Bathe method with ρ∞ = 0 and τ = γ .
In addition, the most recent composite method proposed by Noh and Bathe (the ρ ∞ -Bathe method) [18] is spectrally
identical to the Kim and Reddy method, and the roles of τ and γ are also the same. Thus, numerical performances of the
Kim and Reddy method and the ρ ∞ -Bathe method [18] are the same.

2.4. The generalized composite method [17]

It is also noted that the generalized composite method of Kim and Choi [17] is obtained by defining ci and di given in
Eq. (9) as
1 1 1 1 θ11 − 1
c1 = , c2 = − , c3 =
τ θ11 t τ θ11 t θ11
τ − 2 θ21 1 2 θ21 − 1 1 (τ − 1 )(τ − 2 θ21 + 1 ) 1
d1 = , d2 = , d3 = − (13)
θ21 τ − θ22 t τ (θ21 τ − θ22 ) t τ (θ21 τ − θ22 ) t
θ21 − θ22 (τ − 1 )(θ21 τ − τ + θ21 − θ22 )
d4 = , d5 =
τ (θ21 τ − θ22 ) τ (θ21 τ − θ22 )
where θ 11 , θ 21 , and θ 22 are the weighting parameters [14,17,33], and τ = 12 . It should be noted that the coefficients d1 and
d2 given in [17] have typos. With τ = 12 , correct d1 and d2 of the generalized composite method can be computed according
to Eq. (13). In the generalized composite method, the algorithmic parameters are determined as [17]
 
−2 + 2 ρ∞ + 2 1 ρ∞ − 3 + 2 ρ∞ + 2
θ11 = , θ21 = , θ22 = (14)
ρ∞ − 1 2 4 ( ρ∞ − 1 )
Of course, different values of τ can be used for the coefficients given in Eq. (13), then the method can also adjust the
amount of numerical damping in the low-frequency range like the Kim and Reddy method and the ρ ∞ -Bahte method. It is
noted that the inaccurate acceleration solution of the generalized composite time integration algorithm reported in [18] can
easily be fixed by using the average acceleration vector of
u˙ t +t − u˙ ts
ü¯ ts +t = s (15)
t
However, Eq. (15) should not be used for the computation of the variables in the next time step. In the next step, üts +t
computed by using Eqs. (9f) and (13) should be used.

3. Development

In this section, a simple two-stage implicit method is developed to exclude the acceleration vector of the previous time
step. In the mathematical point of view, the acceleration vector does not play an important role in equation solving proce-
dures. For example, only the initial displacement and velocity vectors are the required mathematical conditions in finding
the analytical solution of Eq. (5). After finding the displacement vector analytically, the velocity and acceleration vectors
can easily be computed from the displacement vector.
 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930 915

In practical analyses, on the other hand, the acceleration vector may play an important role, because the total forces
(i.e., the reaction forces) at each nodes may directly be computed by using the acceleration vector. However, the total forces
are also directly computable with the displacement and velocity vectors as given in Eq. (4), or the velocity vectors of
the current and previous time steps may be used to compute the average acceleration over the time interval. Thus, the
acceleration vector does not hold a critical significance in numerical analyses when compared with the displacement and
velocity vectors. For this reason, several methods have been designed not to include the acceleration vector of the previous
time step in the displacement and velocity approximations of the current time step [9,19,29–31].

3.1. Simple generalized composite time integration algorithm

In the first sub-step, Eq. (5) at t = ts + τ t is solved by using the approximated displacement and velocity vectors over
the time interval ts ≤ t ≤ ts + τ t, where ts is the beginning of the time interval, t is the size of the time step, and τ is
the splitting ratio. In the first-sub step, the displacement and velocity vectors at t = ts + τ t are approximated as

ū˙ ts +τ t = u˙ ts + τ t ū¨ ts +τ t (16a)

ūts +τ t = uts + τ t ū˙ ts +τ t (16b)
where the bar over the variables indicates that the variables belong to the first sub-step. The dynamic equilibrium at t =
ts + τ t is expressed as

Mū¨ ts +τ t + Cū˙ ts +τ t + Kūts +τ t = q(ts + τ t ) (17)

The acceleration vector ū¨ ts +τ t is computed by using Eqs. (16) and (17).
In the second sub-step, Eq. (5) at t = ts + t is solved by using the approximated displacement and velocity vectors
over the time interval ts ≤ t ≤ ts + t. In the second-sub step, the displacement and velocity vectors at t = ts + τ t are
approximated as
 
ˆ˙ ts +t = u˙ ts + t (1 − α )ū¨ ts +τ t + α u
u ˆ¨ ts +t (18a)
 
ˆ ts +t = uts + t (1 − α )ū˙ ts +τ t + α u
u ˆ˙ ts +t (18b)

where the hat over the variables indicates that the variables belong to the second sub-step, and α is the algorithmic param-
eter. The dynamic equilibrium at t = ts + t is expressed as

ˆ¨ ts +t + Cu
Mu ˆ ts +t = q(ts + t )
ˆ˙ ts +t + Ku (19)
The acceleration vector uˆ¨ ts +t is computed by using Eqs. (18) and (19).
Finally, the displacement and velocity vectors at ts + t is updated by using the acceleration vectors ū¨ ts +τ t and u
ˆ¨ ts +t as
 
u˙ ts +t = u˙ ts + t (1 − β )ū¨ ts +τ t + β u
ˆ¨ ts +t (20)
 
uts +t = uts + t (1 − β )ū˙ ts +τ t + β u
ˆ˙ ts +t (21)

where β is the algorithmic parameter.

For the record of the acceleration vector at t = ts + t, the average acceleration vector can be computed as
u˙ ts +t − u˙ ts
üts +t = (22)
t
It should be noted that the acceleration vector of the previous time step (üts ) is not included in the new method as shown
in Eqs. (16)-(21). Naturally, computing the initial acceleration vector (ü0 ) at t = 0 is not required, and the new method can
be started by using the mathematical initial conditions (i.e., u0 and u˙ 0 ). Due to the absence of üts (and ü0 ), factorization
of M is not required throughout the entire procedure of the new method. As a result, the mass lumping for the efficient
computation of ü0 is unnecessary in the new method, which is the most distinguished point of the new method when
compared with the existing method. The efficiency of the new method can be maximized by using the first set of the
parameters. When α = τ is used, the effective coefficient matrices of the first and second stages become the same, and only
one factorization of a system matrix is required in the new method for linear cases.

3.2. Optimization of the parameters

The stability and the accuracy of the new method are often investigated by using the linear single-degree-of-freedom
(SDOF) problem and the procedure presented in [6,17,34]. Complex multi-degree-of-freedom (MDOF) problems can be
rewritten as a series of SDOF equations by changing the basis. One of the series of SDOF equations [35] is written as

ü(t ) + 2ξ ωu˙ (t ) + ω2 u(t ) = q(t ) (23)

916 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930

where u(t) is the displacement, ω is the natural frequency, ξ is the damping ratio, and q(t) is the external force. The initial
displacement and velocity are given by
u ( 0 ) = u0 , u˙ (0 ) = u˙ 0 (24)
In [34,35], it is reported that the linear accuracy and numerical characteristics of a time integration scheme can be suffi-
ciently investigated by using the SDOF problem given in Eq. (23). Application of the new method to Eq. (23) with M = 1,
C = 2 ξ ω, K = ω2 , u(t ) = u(t ), and q(t ) = q(t ) gives

ut a11 a12 u0 b11 b12 qτ t

= + (25)
u˙ t a21 a22 u˙ 0 b21 b22 qt
   
A B

where A and B are the amplification and load matrices, respectively. The characteristic polynomial of A is defined as
p(λ ) = det(A − λA ) = λ2 − 2 A1 λ + A2 (26)
where A1 and A2 are the invariants of A, and λ is the eigenvalue of A. A1 is one half of the trace of A, and A2 is the
determinant of A. A1 and A2 are computed as
A1 = [ ( α 2 τ 2 − β α τ 2 + β α τ − α 2 τ ) 4
+ (2 ξ α τ 2 − β ξ τ 2 −2 ξ α τ − β α ξ τ + β ξ τ + 2 ξ α 2 τ + β α ξ − ξ α 2 ) 3

+ (τ 2 − 2 β ξ 2 τ − τ + β τ + 4 ξ 2 α τ − 2 ξ 2 α − β + 2 β ξ 2 + α 2 ) 2
+ (2 ξ τ + 2 ξ α − ξ ) + 1]/ (27a)

A2 = [ ( α 2 τ 2 − 2 β α τ 2 + β 2 τ 2 − 2 α 2 τ − 2 β 2 τ + 4 β α τ − 2 β α + α 2 + β 2 ) 4

+ (−2 β ξ τ + 2 ξ α τ + 2 ξ α
2
τ − 2 β α ξ τ + 4 β ξ τ − 4 ξ α τ − 2 β ξ − 2 ξ α2 + 2 β α ξ + 2 ξ α ) 3
2 2

+ (τ − 2 τ − 4 β ξ τ + 4 ξ α τ + 2 β τ − 4 ξ 2 α + 4 β ξ 2 − 2 β + 1 + α 2 ) 2 + (2 ξ τ − 2 ξ + 2 ξ α ) + 1]/
2 2 2

(27b)
where = ωt, and is
  
= 1 + 2ξ τ + τ2 2
1 + 2ξ α + α2 2
(28)
By using A1 and A2 given in Eq. (27), the local truncation error [6,36] is defined by
1
τ (ts ) = (u(ts + t ) − 2 A1 u(ts ) + A2 u(ts − t ) ) (29)
t 2
where u(t) is the exact solution. The local error of the newly propose method is computed as
   
τ (ts ) = (−2 τ + 2 β τ − 2 β + 1 ) ξ ω3 u0 + (2 ξ 2 − 1 )ω2 u˙ 0 t + O t 2 (30)
 
τ (ts ) = O t 2 should be provided for the new method to become second-order accurate. To ensure second-order accuracy,
β is optimized as
2τ − 1
β= (31)
2 (τ − 1 )
With β given in Eq. (31), the local error of the newly propose method is computed as
1    
τ (ts ) = − (6 α τ − 3 τ − 3 α + 1 ) (2 ξ 2 − 1 )ω4 u0 + (4 ξ 3 − 3 ξ )ω3 u˙ 0 t 2 + O t 3 (32)
3
 
Since τ (ts ) = O t is satisfied as given in Eq. (32), the new method is second-order accurate.
2

Among the three algorithmic parameters, α and τ are optimized to achieve other preferable numerical characteristics
such as the controllable algorithmic dissipation and the unconditional stability.
The stability is investigated with the spectral radius. The spectral radius is defined by
ρ (A ) = max(|λ1 |, |λ2 | ) (33)
where λ1 and λ2 are the two roots of p(λ ) = 0 (i.e., λ1 and λ2 are the eigenvalues of A). To control the algorithmic dissipa-
tion of implicit methods, the ultimate spectral radius is frequently used. The ultimate spectral radius of a method is defined
by
ρ∞ = lim ρ (A ) (34)
t→∞
To make the effective coefficient matrices of the first and second sub-steps identical, α can be chosen as
α=τ (35)
With the relation given in Eq. (35), the ultimate spectral radius is computed as
2τ2 − 4τ + 1
ρ∞ = (36)
2τ2
 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930 917

Fig. 1. (a) Spectral radii of the new method with the parameters given in Eq. (41). (b) Spectral radii of the new method with the parameters given in
Eq. (42).

If α is determined according to Eq. (35), τ can be stated in terms of ρ ∞ . From Eq. (36), τ is stated as

−2 + 2 ρ∞ + 2
τ= (37)
2 ( ρ∞ − 1 )
If the algorithmic parameters β , α , and τ are chosen according to Eqs. (31), (35), and (37), respectively, the level of nu-
merical dissipation can be adjusted by specifying the value of ρ ∞ in the range of 0 ≤ ρ ∞ < 1. More dissipative cases are
obtained as ρ ∞ approaches to 0, and less dissipative cases are obtained as ρ ∞ approaches to 1. The non-dissipative case is
obtained when τ is directly chosen as 14 instead of using the relation given in Eq. (37).
It is noted that all cases obtained with the admissible parameters given in Eqs. (31), (35), and (37) are unconditionally
stable for linear problems. If ρ ∞ is chosen from 0 to 1, ρ (A) < 1 is automatically satisfied for all values of t. The spectral
radii of the new method with the first set of the parameters are presented in Fig. 1(a). As shown in Fig. 1(a), numerical
dissipation is controllable through ρ ∞ , and the new method is unconditionally stable for linear problems.
If an identical effective coefficient matrix is not required in the first and second sub-steps, τ can be treated as a user
specifiable free parameter. Then, the ultimate spectral radius is computed as
−2 τ + 2 α τ + 1 − 2 α
ρ∞ = (38)
2ατ
From Eq. (38), α can be stated in terms of ρ ∞ and τ as
2τ − 1
α=− (39)
2 ( τ ρ∞ − τ + 1 )
If the algorithmic parameters β and α are chosen according to Eqs. (31) and (39), respectively, the level of numerical
dissipation can be adjusted by specifying the value of ρ ∞ in the range of 0 ≤ ρ ∞ ≤ 1. Unlike the previous case, τ can be
chosen in the range of
1 1 1
≤τ < , <τ <1 (40)
4 2 2
When α is determined according to Eq. (39), the amount of numerical damping in the important low frequency range
decreases as τ approaches to 12 in the range of 14 ≤ τ < 12 for any specified value of ρ ∞ . On the other hand, the amount of
numerical damping in the important low frequency range increases as τ approaches to 1 in the range of 12 < τ < 1 for any
specified value of ρ ∞ . For any specified value of ρ ∞ , τ = 14 gives the smallest period error.
It is also noted that all cases obtained with the admissible parameters given in Eqs. (31), (39), and (40) are uncondi-
tionally stable for linear problems, because ρ (A) ≤ 1 is automatically satisfied for all values of t. The spectral radii of the
new method with the second set of the parameters are presented in Fig. 1(b). As shown in Fig. 1(b), numerical dissipation
is controllable through ρ ∞ , and the new method is unconditionally stable for the linear problems. Unlike the case with
the first set of the parameters, the level of numerical dissipation in the low frequency range is also adjustable as shown in
Fig. 1(b) as explained above.
918 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930

Fig. 2. (a) Period errors of the new method with the parameters given in Eq. (41). (b) Period errors of the new method with the parameters given in
Eq. (42).

Fig. 3. (a) Damping errors of the new method with the parameters given in Eq. (41). (b) Damping errors of the new method with the parameters given
in Eq. (42).

In summary, two sets of the parameters are optimized to ensure second-order accuracy, unconditional stability, and
dissipation control capability. The first set of the optimized parameters are

2τ − 1 −2 + 2 ρ∞ + 2
β = , α = τ, τ = (41)
2 (τ − 1 ) 2 ( ρ∞ − 1 )
and the second set of the optimized parameters are
2τ − 1 2τ − 1
β= , α=− (42)
2 (τ − 1 ) 2 ( τ ρ∞ − τ + 1 )
where τ is chosen in the range of 14 ≤ τ < 12 and 2 < τ < 1. It is noted that the first set of the parameters given in
1

Eq. (41) gives an identical effective coefficient matrix in the first and second sub-steps. The level of numerical dissipation
in the low-frequency range can be adjusted with the second set of the parameters given in Eq. (42). With the second set
of the optimized parameters given in Eq. (42), the case of τ = 14 is considered standard.
The accuracy of the new method can also be measured by using the period elongation and the damping ratio [17,34,36].
The period error is often computed as (T̄ − T )/T , where T = 2π /ω is the exact period, the numerically computed period
 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930 919

Fig. 4. (a) Errors |unumerical − uexact | of various methods for the damped and forced case. (b) Errors |u˙ numerical − u˙ exact | of various methods for the damped
and forced case.

Fig. 5. (a) Convergence rates of |unumerical − uexact | for the damped and forced case. (b) Convergence rates of |u˙ numerical − u˙ exact |. The errors are measured at
t = 0.4.

 
is T̄ = 2π /ω̄, and ω̄ = acrtan( A2 /A21 − 1 )/(t 1 − ξ 2 ). The damping error is defined by ξ¯ = −ln(A2 )/(2 ¯ ), where ¯ =
ω̄ t. The period and damping errors of the new method are presented in Figs 2 and 3. The results reported in Figs 2
and 3 show that the new method is equivalently accurate when compared with the existing methods.

4. Illustrative examples

In this section, two cases of the SDOF problem given in Eq. (23), the three-degree-of-freedom spring-mass problem [23],
the simple nonlinear pendulum problem [37], and the excitation of an elastic bar problem [16,18,38,39] are considered for
the test of the new method.

4.1. Single degree of freedom problem

In this section, the SDOF problem given in Eqs. (23) and (24) is used to demonstrate the superior performance of the
two-stage implicit methods over the single-stage implicit methods with the dissipation control capability [6,34]. For the
comparison, the generalized-α method of Chung and Hulbert [6] is used.
920 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930

Fig. 6. (a) Errors |unumerical − uexact | of various methods for the undamped and unforced case. (b) Errors |u˙ numerical − u˙ exact | of various methods for the
undamped and unforced case.

Fig. 7. (a) Convergence rates of |unumerical − uexact | for the undamped and unforced case. (b) Convergence rates of |u˙ numerical − u˙ exact |. The errors are measured
at t = 0.4.

As the first case, the damped and forced case of the SDOF given in Eqs. (23) and (24) is considered with ξ = 1/10,
ω = 2 π , q(t ) = 10 sin(3 t ) + 15 cos(t ), u0 = 1 and u˙ 0 = 3. The asymptotic annihilating case (ρ∞ = 0) is assumed in all meth-
ods. It should be noted that the linear accuracy of the non-dissipative case of a linearly stable second-order accurate method
is basically the same as the accuracy of the trapezoidal rule [6,23,25]. For this reason, the case of ρ∞ = 1 is not tested in this
example. t = 10 1
is used in the two-stage composite methods, and t = 20 1
is used in the generalized-α method to allocate
the same computational resource in each method. The errors are measured as |unumerical − uexact | and |u˙ numerical − u˙ exact |. In
this particular example, the generalized-α is presenting noticeably greater errors than the two-stage methods as shown in
Fig. 4. Fig. 5 shows convergence rates of the three methods. As shown in Fig. 5, the rates of convergence of the three meth-
ods are all second-order, but the proposed and existing two-stage methods are presenting smaller errors when compared
with the generalized-α method. It is noted that the generalized-α method uses a half time step.
As the second case, the undamped and unforced case of the SDOF given in Eqs. (23) and (24) is considered with ξ = 0,
ω = 2 π , q(t ) = 0, u0 = 1 and u˙ 0 = 3. The asymptotic annihilating case (ρ∞ = 0) is assumed in all methods. t = 20 1
is
used in the two-stage coposite methods, and t = 40 is used in the generalized-α method to allow the same level of the
1

computational resource in each method. As shown in Fig. 6, the generalized-α is also presenting noticeably greater error
than the two-stage methods.
 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930 921

Fig. 8. (a) Displacement u2 (t) of various methods. (b) Velocity u˙ 2 (t ) of various methods.

Fig. 9. (a) Acceleration ü2 (t ) of various methods. (b) Enlargement of (a) without the trapezoidal rule.

For more details regarding the comparison of two-stage and single-stage methods, please see [25]. In [25], more com-
plicated examples are used to demonstrate improved performance of the Kim and Reddy method over the generalized-α
method. The convergence rates are presented in Fig. 7. As shown in Fig. 7, the convergence rate of the new method is
second-order.

4.2. Three-degree-of-freedom spring-mass problem

To verify the high-frequency filtering capability of the new method, the three-degree-of-freedom spring-mass system is
used [11,23]. The reduced equation of the problem presented in [23] is given by

m2 0 ü2 k1 + k2 −k2 u2 k1 u p
+ = (43)
0 m3 ü3 −k2 k2 u3 0

where m2 = 1, m3 = 1, k1 = 107 , k2 = 1, u p = sin(1.2 t ), and zero initial conditions u˙ 2 (0 ) = 0, u˙ 3 (0 ) = 0, u2 (0 ) = 0, and

u3 (0 ) = 0 are used.
This problem was considered by Bathe and Noh [23] to represent stiff and flexible parts of a complex structural model
for the test of the Bathe method. The spring k1 represents almost rigid parts in complex structures, while the spring k2
represents flexible parts. The stiff part was considered as constraints [23], and the high-frequency modes of the stiff part
922 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930

Fig. 10. Description of the excitation of an elastic bar problem [16,18].

Fig. 11. Velocities at x = 100.0 of the new method (τ = 0.25) with the lumped mass (LM) and consistent mass (CM) matrices. The parameters given in
Eq. (42) with ρ∞ = 0 are used.

was supposed to be filtered out for efficient and accurate computations. Details about the high-frequency filtering capability
in explicit methods are also provided in [11].
Interestingly, the new method with ρ∞ = 0 and the parameters given in Eq. (42) gives accurate results as expected in the
analysis. As shown in Fig. 8(a), the numerically obtained displacement solutions at the second node (i.e., u2 ) are superposing
each other.
As shown in Fig. 8(b), the numerically obtained velocity solutions at the second node (i.e., u˙ 2 ) are presenting noticeable
differences. As expected, u˙ 2 obtained from the Newmark method (the trapezoidal rule) is including the high-frequency
mode, and the asymptotic annihilating cases of the existing composite methods (i.e., the existing composite methods with
ρ∞ = 0 and τ = γ = 1/4) and the new method are providing accurate solutions without the high-frequency mode. For this
particular problems, the existing methods give slightly more accurate velocity solutions as shown in Fig. 8(b).
As shown in Fig. 9, on the other hand, the new method gives slightly more accurate acceleration than the existing
composite methods. In Fig. 9(b), the accelerations obtained from the two methods have overshoots after the first step. This
is caused due to the inconsistency between the imposed initial conditions and the reference solution as well as the presence
of the high frequency mode. The reference solution is obtained by excluding the high frequency modes from the exact modal
solution. To be specific, u p = sin(ω pt ) can be regarded as the reference solution u2 (t) because k1 is stiff. However the given
initial velocity at t = 0 is zero, which is different from the velocity of the reference solution at t = 0 (i.e., u˙ (0 ) = ω p ) as
shown in Fig. 8(b). To reduce this difference, the methods present overshoots in the acceleration solutions at the first time
step. Interestingly, the acceleration ü2 of the new method is presenting a smaller overshoot than the existing methods.
 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930 923

Fig. 12. Velocities at x = 100.0 of the existing methods (γ = τ = 0.5 and ρ∞ = 0) with the lumped mass (LM) and consistent mass (CM) matrices.

This particular numerical test shows that the new method can filter out the high-frequency mode as effectively as the
asymptotic annihilating cases of the existing methods not using the initial acceleration vector and the acceleration vector of
the previous time step.

4.3. Excitation of an elastic bar

The axial motion of an elastic bar [2] is described by

 
∂ 2u ∂ ∂u
ρA 2 − EA = f (x, t ) for 0 ≤ x ≤ L, t > 0 (44)
∂t ∂x ∂x
where ρ is the density, A is the area of the cross section, u is the axial displacement, E is the elastic modulus, f is the
distributed axial force, and L is the length of the bar. The initial and boundary conditions are given by

∂ u 
u ( 0, t ) = 0, EA = 10,0 0 0
∂ x x=L (45)
u(x, 0 ) = 0, u˙ (x, 0 ) = 0 for 0≤x≤L
The excitation of an elastic bar problem has been used in [16,18] for the test of the existing methods. In [16,18], only the
lumped mass matrix has been used. In this study, on the other hand, the consistent mass matrix is also considered for the
test of the new method. The excitation of an elastic bar [16,18] described in Fig. 10 is solved by using 10 0 0 linear elements.
K, M, and q can be found in [16]. The consistent and lumped mass matrices used in this study are given by
⎡ ⎤ ⎡ ⎤
4 1 2
⎢1 4 1 ⎥ ⎢ 2 ⎥
⎢ 1 4 1 ⎥ ⎢ 2 ⎥
⎢ ⎥ ⎢ ⎥
ρ Ah ⎢ .. .. .. ⎥ ρ Ah ⎢ .. ⎥
M=
6 ⎢
⎢ . . . ⎥ , lM = ⎢ . ⎥ (46)
⎥ 2 ⎢ ⎥
⎢ 1 4 1 ⎥ ⎢ 2 ⎥
⎣ 1 4 1
⎦ ⎣ 2
⎦
1 2 N×N
1 N×N
924 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930

Table 1
The ratio of Ta to Tb , where Ta is the computational time of various cases for
the varying values of N, and Tb is the computational time of the proposed
method for N = 10 0 0.

Number of Proposed Existing

elements (N)
CM (CFL=1.0) CM (CFL=1.0) LM (CFL = 0.1)

500 0.104 0.167 0.625

1000 1.000 1.667 4.895
1500 3.354 5.395 16.687
2000 8.395 12.895 43.875

Fig. 13. Velocities at x = 100.0 of the new method (τ = 0.995) and the existing methods (γ = τ = 1.99) with the lumped mass (LM) matrix when CFL = 1.0
is used. The parameters given in Eq. (42) with ρ∞ = 0 are used.

For this problem, E = 30 × 106 , A = 1, ρ = 0.0 0 073, f (x, t ) = 0.0, L = 200, h = L/N, and N = 1, 0 0 0 are used. It is noted
that the time step becomes one-tenth if CFL = 0.1 is used when compared with the case of CFL = 1.0. Thus, the case of
CFL = 0.1 requires ten times more steps than the case of CFL = 1.0, which is computationally expensive. The comparison of
computation times is presented in Table 1.
The effects of using the lumped mass matrix given in Eq. (46) are shown in Figs. 11 and 12. As shown in Figs. 11 and
12, series of spurious oscillations are observed in the numerical solutions obtained by using the lumped mass matrix while
the numerical solutions obtained by using the consistent mass with CFL = 1.0 have only one or two small oscillations.
When additional numerical damping is used with the lumped mass matrix, the new method with τ = 0.995 and the
existing methods with γ = τ = 1.99 can eliminate the spurious oscillations as shown in Figs. 13 and 14, and the solutions
of the new method are superposing the solutions of the existing methods. √
As shown in Figs. 15 and 16, the numerical solution of the new method (τ = 2−2 2 ≈ 0.292893219 and CFL = 1) with the
consistent mass matrix are more accurate than the numerical solutions of the existing methods (γ = τ = 1.99 and CFL = 1.0)
with the lumped mass matrix. When CFL = 0.1 is used for the existing methods with the lumped mass matrix, the quality
of the solution is slightly improved, but the improvement cannot reach the accuracy of the new method with the consistent
mass matrix and CFL = 1.0 as shown in Fig. 16. Above all, the case of CFL = 0.1 requires much greater computational effort
than the case of CFL = 1.0.
 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930 925

Fig. 14. Velocities at x = 100.0 of the new method (τ = 0.995) and the existing methods (γ = τ = 1.99) with the lumped mass (LM) matricx when CFL =
0.1 is used. The parameters given in Eq. (42) with ρ∞ = 0 are used.

To compare computational efforts, the computation times of the proposed and existing methods are presented in Table 1.
For the case of the consistent mass (CM), identical effective coefficient matrices can be used, while two different effective
coefficient matrices should be used to introduce additional numerical damping by the choice of τ = 1.99. As shown in
Table 1, the proposed method with consistent mass requires smaller computational effort when compared with the existing
methods. It should be noted that the exiting methods with the mass lumping are not only inefficient but also inaccurate as
shown in Fig. 16 and Table 1.

4.4. Simple nonlinear pendulum

Two motions of the simple pendulum are described in Fig. 17. In recent studies, the simple pendulum described in
Fig. 17 has been used to test nonlinear performances of the improved time integration methods [14,17,37]. The governing
equation of the nonlinear single pendulum is given by

θ̈ (t ) + ω2 sin( θ (t ) ) = 0 (47)
and the initial conditions are given by

θ ( 0 ) = θ0 (48a)
θ˙ (0 ) = θ˙ 0 (48b)

where, ω = g/L, and θ (t) is the angle between the rigid rod and the vertical line at time t, g is the gravitational constant,
and L is the length of the massless rigid rod. Dimensionless properties g = 1.0 and L = 1.0 are used in this example.
When the case of τ = 13 and ρ∞ = 0 is used for Eq. (42), the linear spectral properties of the new method is identical to
those of the asymptotic annihilating cases of the existing methods with τ = 12 and ρ∞ = 0 and the Bathe method with γ =
2 . Interestingly, the choice of τ = 3 and ρ∞ = 0 in the proposed method gives exactly the same linear spectral properties
1 1

when compared with the case of τ = 14 and ρ∞ = 0. However, enhanced nonlinear performances are obtained only with the
case of τ = 13 and ρ∞ = 0. In nonlinear cases, construction and evaluation of system matrices are required in every time
√
step, and the used of τ = 2− 2
2 does not guarantee the same stiffness matrices for the first and second sub steps. Thus, the
926 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930

Fig. 15. Velocities at x = 100.0 of the new method (τ = 0.2928932190, CFL = 1.0, consistent mass (CM)) and the existing methods (γ = τ = 1.99, CFL = 1.0,
lumped mass (LM)). The parameters given in Eq. (41) with ρ∞ = 0 are used.

Table 2
Comparisons of absolute errors for the simple pendulum problem with θ0 = 0 and θ˙ 0 = 1.99999923845. The errors
are computed at t = T /2, where θexact = 0.0 and θ˙ exact = −1.99999923845.

n t = 1
2n
Proposed Existing
   
|θnumerical − θexact | θ˙ numerical − θ˙ exact  |θnumerical − θexact | θ˙ numerical − θ˙ exact 

11 4.88E-04 3.28E-02 2.68E-04 9.29E+00 2.14E+00

12 2.44E-04 4.15E-03 4.31E-06 8.81E+00 2.61E+00
13 1.22E-04 5.28E-04 7.00E-08 5.97E+00 3.98E+00
14 6.10E-05 6.82E-05 1.21E-09 1.17E+00 3.34E-01
15 3.05E-05 9.09E-06 2.67E-11 2.46E-01 1.51E-02
16 1.53E-05 1.28E-06 1.16E-12 5.88E-02 8.64E-04
17 7.63E-06 1.95E-07 9.99E-14 1.45E-02 5.28E-05
18 3.81E-06 3.33E-08 9.99E-15 3.62E-03 3.28E-06

√
use of τ = 13 does not increase the computational cost when compared with the case of τ = 2−2 2 in the proposed method.
In this example, only the Bathe method is used for the comparison, but it should be noted that the results obtained from
the Bathe method can also be regarded as the results of the existing methods with τ = 12 and ρ∞ = 0.
 
Errors |θ − θexact | and θ˙
numerical − θ˙ exact  for varying values of t are presented in Table 2. As shown in Table 2,
numerical
the errors of the proposed method for n = 11 (i.e., the case with t = 1/211 ) are smaller than the errors of the existing
methods for n = 16 (i.e., the case with t = 1/216 ). In this particular case, the computational effort of the existing methods
is about forty times greater than the case of the proposed method. The convergence rates of the two methods are also
provided in Fig. 19. As shown in Fig. 19, the rates of convergence of the two methods are second-order, but the proposed
method is presenting much smaller errors.
In [17,37], the initial conditions have been chosen as θ0 = 0 and θ˙ 0 = 1.99999923845. With these initial conditions, the
pendulum oscillates between two peak points, because the initial total energy of the pendulum is just slightly lower than
 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930 927

Fig. 16. Velocities at x = 100.0 of the new method (τ = 0.2928932190, CFL = 1.0, consistent mass (CM)) and the existing methods (γ = τ = 1.99, CFL = 0.1,
lumped mass (LM)). The parameters given in Eq. (41) with ρ∞ = 0 are used.

Fig. 17. Description of simple nonlinear pendulum. Source from Kim[37]

928 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930

Fig. 18. Comparison of θ (t) of simple nonlinear pendulum problem θ̈ + sin(θ ) = 0, u0 = 0 and u˙ 0 = 1.999999238456499, where T = 33.72102056501721.
(a) the case of t = T /20 0 0. (b) the case of t = T /20, 0 0 0. In both methods, ρ∞ = 0 is used.

 
Fig. 19. Convergence rate for the simple pendulum problem with θ0 = 0 and θ˙ 0 = 1.99999923845. (a) |θnumerical − θexact |. (b) θ˙ numerical − θ˙ exact . The errors
are measured at t = T /2.

the minimum total energy required for a complete rotation. As shown in Fig. 18, the numerical solutions of the new method
are superposing the exactly computed solution [14], but the Bathe method is giving inaccurate predictions. It is noted that
changing values of τ in the existing methods and γ in the Bathe method cannot improve the numerical results.
As a different case, the initial conditions are chosen as θ0 = 0 and θ˙ 0 = 2.0 0 0 0 0 076154 to synthesize a case of com-
plete rotation [37]. For this case, the initial total energy of the pendulum is slightly higher than the minimum total energy
needed for a complete rotation. The numerically computed period of this case is T = 16.86. As shown in Fig. 20, the nu-
merical solutions of the new method are superposing the reference solution obtained from the accurate 10th-order accurate
method [3,14], but the Bathe method is giving inaccurate predictions. It is noted that changing values of γ in the Bathe
method cannot improve the numerical results either.
The tendency shown in the first example is also observed in the second case. The convergence rates of the two methods
are also provided in Fig. 21. As shown in Fig. 21, the rates of convergence of both methods are second-order, but the
proposed method is presenting much smaller errors.
 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930 929

Fig. 20. Comparison of θ (t) of simple nonlinear pendulum problem θ̈ + sin(θ ) = 0, u0 = 0 and u˙ 0 = 2.0 0 0 0 0 0761543501, where T = 16.86. (a) the case of
t = T /10 0 0. (b) the case of t = T /10, 0 0 0. In both methods, ρ∞ = 0 is used.

 
Fig. 21. Convergence rate for the simple pendulum problem with θ0 = 0 and θ˙ 0 = 2.0 0 0 0 0 0761543501. (a) |θnumerical − θexact |. (b) θ˙ numerical − θ˙ exact . The
errors are measured at t = T .

5. Concluding remark

In this study, the new simpler composite time integration scheme is developed for the analysis of structural dynamics.
The improved features of the new method are summarized as follows:

• All preferable attributes observed in the existing composite methods [17,18,25] are also obtained in the newly proposed
method.
• The acceleration vector of the previous time step (üts ) is not used for the computation of the variables at ts + τ t and
ts + t. Naturally, the computation of the initial acceleration vector (ü0 ) is unnecessary, and the factorization of the mass
matrix (M) can also be omitted.
• Since the new method does not require the initial acceleration vector (ü0 ), using the consistent mass matrix does not
increase the computation effort.
• The new method can filter out the spurious high-frequency mode as effectively as the existing composite methods, as
shown in the numerical test conducted with the spring-mass problems of Bathe and Noh [23].
• By using the consistent mass matrix ρ∞ = 0, and the first set of parameters given in Eq. (41), only one factorization of
the system matrix is required in the new method for linear problems, which is advantageous when compared with the
existing implicit methods. The accuracy of the new method is equivalent to that of the recent composite methods for
linear problems.
930 W. Kim / Applied Mathematical Modelling 81 (2020) 910–930

• The case of τ = 13 with the second set of the parameters given in Eq. (42) can provide very accurate nonlinear solutions
when applied to the challenging nonlinear simple pendulum problems.

Data availability

All data, models, and code generated or used during the study appear in the submitted article.

Acknowledgments

The author truly appreciates the support from the Republic of Korea Army. The support from Dal-Soo Yoon and Seung-Im
Paek is also appreciated.

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