High-Order Composite Implicit Time Integration Schemes

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High-order composite implicit time integration schemes based on rational

approximations for elastodynamics
Article in Computer Methods in Applied Mechanics and Engineering · January 2024

DOI: 10.1016/j.cma.2023.116473
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Computer Methods in Applied Mechanics and Engineering 418 (2024) 116473
Contents lists available at ScienceDirect
Comput. Methods Appl. Mech. Engrg.

journal homepage: www.elsevier.com/locate/cma
High-order composite implicit time integration schemes based on

rational approximations for elastodynamics
Chongmin Song ∗, Xiaoran Zhang
Centre for Infrastructure Engineering and Safety, School of Civil and Environmental Engineering, University of New South Wales,
Sydney, NSW 2052, Australia
ARTICLE INFO ABSTRACT
Keywords: A new approach for developing implicit composite time integration schemes is established
Composite time integration starting with rational approximations of the matrix exponential in the solution of the equations
High-order method of motion. The rational approximations are designed to have the same effective stiffness matrix
Implicit time integration
in all sub-steps. An efficient algorithm is devised so that the implicit equation for a sub-step
Numerical dissipation
is in the same form as that of the trapezoidal method. The proposed 𝑀-schemes are 𝑀th
Structural dynamics
Wave propagation
order accurate using 𝑀 sub-steps. The amount of numerical dissipation is controlled by a user-
specified parameter 𝜌∞ . The (𝑀 +1)-schemes that are (𝑀 +1)th order accurate using 𝑀 sub-steps
can also be constructed, but the amount of numerical dissipation is built in the schemes and
not adjustable. The order of accuracy of all the schemes is not affected by external forces and
physical damping. Numerical examples demonstrate that the proposed high-order composite
schemes are effective for introducing numerical dissipation and allow the use of large time
step sizes in wave propagation problems. The source code written in MATLAB is available for
download at: https://github.com/ChongminSong/CompsiteTimeIntegration.
1. Introduction
Many engineering applications, such as wave propagation and heat transfer problems, require the solution of time-dependent
governing partial differential equations. The problem domain is discretized spatially by numerical methods such as the finite element
method [1,2]. The resulting system of semi-discrete equations of motion is integrated numerically in the time domain to obtain
the response history [3]. To prevent spurious high-frequency oscillations due to spatial discretizations, it is necessary for a time
integration method to have the capacity of numerically dissipating high-frequency contents while minimizing the effect on low-
frequency responses. As stated in [4], it is generally agreed that implicit time integration schemes for structural dynamics should
possess the following attributes:
1. Unconditional stability when applied to linear problems.

2. No more than one set of implicit equations should have to be solved at each step.
3. Second-order accuracy, at least.
4. Controllable algorithmic dissipation in the higher modes.
5. Self-starting.
For solving large systems, the implicit equations in Item 2 should maintain the sparsity of the stiffness matrix. Most of the classical
single- and multiple-step methods for solving initial value problems of ordinary differential equations such as the Runge–Kutta
∗ Corresponding author.
E-mail address: c.song@unsw.edu.au (C. Song).
https://doi.org/10.1016/j.cma.2023.116473
Received 13 May 2023; Received in revised form 12 September 2023; Accepted 20 September 2023
Available online 30 September 2023
0045-7825/© 2023 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license
(http://creativecommons.org/licenses/by/4.0/).
C. Song and X. Zhang Computer Methods in Applied Mechanics and Engineering 418 (2024) 116473
method do not meet the requirements and are not commonly used in structural dynamics. A large number of implicit time integration
schemes that are efficient for large sparse systems, unconditionally stable and possess numerical damping have been developed,
for example [5–20], to name a few. The accuracy of most of the commonly used time integration methods, such as the Houbolt
method [5], the Wilson-𝜃 method [7], the Newmark method [6], the HHT-𝛼 method [8], and the generalized-𝛼 method [10], are
of second order. To advance one time step, an implicit equation with a sparse effective stiffness matrix is solved in the same way
as in statics.
Various high-order time integration methods have been proposed to improve the accuracy and numerical dissipation properties
of standard second-order time integration schemes, for example [12,14,16,17,21,22]. Generally speaking, high-order direct time
integration methods are computationally more expensive than the second-order methods mentioned above for advancing one time
step. However, much larger time step sizes can be used to obtain solutions of similar accuracy, which may lead to more efficient
overall performance.
Composite time integration methods [11,15,18,23–35] have attracted much research effort since the work of Bathe and Baig [36].
A time step is split into two or more sub-steps, and different time integration methods can be used for the individual sub-steps.
Composite schemes are attractive because only the usual symmetric stiffness, mass, and damping matrices are used, and no additional
unknown variables need to be solved [36]. To advance each sub-step, the amount of numerical effort is similar to that of a single-step
second-order method such as the trapezoidal rule, the Newmark method [6], and the HHT-𝛼 method [8]. It is also possible to use
the same effective stiffness matrices in all sub-steps, which is efficient when a direct equation solver is used. Bathe and others
have developed schemes to have adjustable numerical damping in the high-frequency range [11,15,18,20,23,24,28–30,37]. Further
composite schemes have been proposed by Kim and Reddy [25] and Kim and Choi [27]. A comprehensive review and an attempt
to unify the different formulations have been reported by Kim and Reddy in [38], where it is noted that the Kim and Reddy method
also includes the Bathe method in [28] as a special case. The Bathe method has been extended to third-order and fourth-order
accuracy in [32,33]. A high-order composite time integration method is proposed in [34], where the accuracy order equals the
number of sub-steps. In the derivations of composite schemes, polynomial functions in time are typically employed with controlling
parameters to approximate the response history. The equations of motion are satisfied by the collocation method. It has been shown
that many of the methods can fall under the Runge–Kutta method [39,40].
In this paper, a family of high-order composite schemes are derived from approximating the analytical solution of the equations of
motion in terms of a matrix exponential function. The analytical solution is widely employed in studying the spectral characteristics
of time integration methods by considering the modeling of a single-degree-of-freedom system. However, its application is limited by
the fact that the matrix exponential is extremely expensive to compute for systems with a large number of degrees of freedom [41].
To design algorithms suitable to numerical computation, approximations of the matrix exponential by simple functions, such as
Taylor series, Chebyshev expansions, and Padé expansions have been proposed [9,42–45]. In some of the schemes, the size of
the implicit equation increases with the order of the scheme. In other schemes, the computation of the product 𝐌−1 𝐊 (𝐌: the
mass matrix, 𝐊: the static stiffness matrix) is required. When the mass matrix is not diagonally lumped, the product 𝐌−1 𝐊 will be
fully-populated. The applications are hindered by their significant computational costs for large-scale problems. A computationally
effective high-order time integration method is developed in [46,47]. The amount of numerical dissipation is controlled by the user
with a specified value of the spectral radius at the high-frequency limit 𝜌∞ [47]. The order of accuracy is not reduced for forced
vibrations, and the time history of the external forces is not restricted to specific functions as in some time integration methods [48].
The order of accuracy is also the same with and without physical damping. This method does not require the computation of 𝐌−1 𝐊. A
high-order scheme is then decomposed into a recursive formulation by factorizing the denominator polynomial in the Padé expansion
according to its roots. In each recursion, the implicit equation to be solved is similar to that of a sub-step of the composite time
integration method or a single step of the trapezoidal method. The effective stiffness matrix in a recursion is a linear combination
of the mass, damping and stiffness matrices according to the corresponding root of the polynomial. The roots are distinct and can
be complex numbers, and the resulting effective stiffness matrices also follow this property, which increases the computer memory
requirement when a direct solver is employed.
This paper introduces a new approach to construct efficient high-order methods that possess the desirable attributes for large-
scale elastodynamic problems as mentioned at the beginning of this section. This approach extends the high-order time integration
schemes based on the Padé-expansion of the matrix exponential [46,47] to construct high-order composite schemes that use the
same effective stiffness matrix in all sub-steps. A rational approximation of the matrix exponential with a single (multiple) root(s)
of the denominator is constructed using a user-specified order and value of 𝜌∞ (spectral radius at the high-frequency limit). The
coefficients of the rational approximation for a given order and parameter 𝜌∞ are determined through finding a suitable root of the
polynomial. The operation is simple, for which the computer code is provided in this paper. An efficient algorithm is derived where
a single time step is composed of recursive sub-steps with the same effective stiffness matrix. The proposed method conforms to the
concept of the composite time integration method in that the solution at the intermediate time point is only used to calculate the
solution at the full step [32]. It is also shown that the second-order formulation of the present method is numerically equivalent to
the 𝜌∞ -Bathe method [28]. Nevertheless, the solution of each sub-step in the proposed method does not correspond to the response
at a specified time instance.
The remainder of the paper is organized as follows: Section 2 summarizes the time-stepping scheme using rational approximations
of the matrix exponential function. Section 3 explains the design of the rational approximations of the matrix exponential for
constructing composite time integration schemes and examines the numerical dissipation and dispersion properties. Section 4
describes the time-stepping algorithm formulated in the form of a composite time integration method. Numerical examples are
presented in Section 5. Finally, conclusions are drawn in Section 6.
2
2. Summary of time-stepping scheme using rational approximation of matrix exponential
2.1. Time integration method by matrix exponential
The equations of motion in structural dynamic problems can be expressed as a system of second-order ODEs and are written as
𝐌𝐮̈ (𝑡) + 𝐂𝐮(𝑡)

̇ + 𝐊𝐮(𝑡) = 𝐟(𝑡) (1)
with the initial conditions
𝐮(𝑡 = 0) = 𝐮0 , (2a)
̇ = 0) = 𝐮̇ 0 ,
𝐮(𝑡 (2b)
where 𝐌, 𝐂 and 𝐊 denote the mass, damping, and stiffness matrices, respectively. 𝐟 is the external excitation force vector, and 𝐮,
𝐮̇ and 𝐮̈ represent displacement, velocity, and acceleration vectors, respectively.
The integration at the time step 𝑛 over the interval 𝑡𝑛−1 ≤ 𝑡 ≤ 𝑡𝑛 (𝑛 = 1, 2, …) is considered. The time step size is denoted as
𝛥𝑡 = 𝑡𝑛 − 𝑡𝑛−1 . By introducing a dimensionless time variable 𝑠, the time within the time step 𝑛 can be determined by
𝑡(𝑠) = 𝑡𝑛−1 + 𝑠𝛥𝑡, 0 ≤ 𝑠 ≤ 1, (3)
with 𝑡(𝑠 = 0) = 𝑡𝑛−1 and 𝑡(𝑠 = 1) = 𝑡𝑛 at the beginning and the end of the time step, respectively.
Denoting the derivative with respect to the dimensionless time 𝑠 by a circle (◦) above the symbol, the velocity and acceleration
vectors within the time step 𝑡𝑛−1 ≤ 𝑡 ≤ 𝑡𝑛 can be written as
1 d𝐮 1 ◦
𝐮̇ = = 𝐮, (4)
𝛥𝑡 d𝑠 𝛥𝑡
1 d2 𝐮 1 ◦◦
𝐮̈ = = 𝐮 . (5)
𝛥𝑡2 d𝑠2 𝛥𝑡2
Therefore, the equation of motion can be expressed in the dimensionless time as
◦◦ ◦
𝐌 𝐮 +𝛥𝑡𝐂 𝐮 +𝛥𝑡2 𝐊𝐮 = 𝛥𝑡2 𝐟 . (6)
Introducing the state-space vector

{ ◦ }
𝐮
𝐳= , (7)
𝐮
Eq. (6) can be transformed into a system of first-order ODEs
◦ d𝐳
𝐳≡ = 𝐀𝐳 + 𝐅 , (8)
d𝑠
where 𝐀 is the constant coefficient matrix defined as
[ ]
−𝛥𝑡𝐌−𝟏 𝐂 −𝛥𝑡2 𝐌−𝟏 𝐊
𝐀= , (9)
𝐈 𝟎
and 𝐅 is the non-homogeneous term
{ }
𝛥𝑡2 𝐌−𝟏 𝐟
𝐅= . (10)
𝟎
The general solution of Eq. (8) is expressed using the matrix exponential function as
𝑠
𝐳 = 𝑒𝐀𝑠 𝐳𝑛−1 + 𝑒𝐀𝑠 𝑒−𝐀𝜏 𝐅(𝜏)d𝜏 . (11)
∫0
Approximating the force vector 𝐟 , and thus 𝐅, by a polynomial expansion of order 𝑝f at the middle of the time step 𝑛
𝑝f
∑
(𝑘)
𝐅̃ m𝑛 (𝑠 − 0.5)𝑘 = 𝐅̃ (0) ̃ (1) ̃ (2) 2 ̃ (𝑝f ) 𝑝f
(12)
𝐅𝑛 (𝑠) = m𝑛 + 𝐅m𝑛 (𝑠 − 0.5) + 𝐅m𝑛 (𝑠 − 0.5) + ⋯ + 𝐅m𝑛 (𝑠 − 0.5) ,
𝑘=0
the solution at the end of the time step (𝑠 = 1, i.e., 𝑡 = 𝑡𝑛 ) is obtained from Eq. (11) as
𝑝f
∑
𝐳𝑛 = 𝑒𝐀 𝐳𝑛−1 + 𝐁𝑘 𝐅̃ (𝑘)
m𝑛 , (13)
𝑘=0
where 𝐁𝑘 is integrated by parts and can be determined recursively

1 ( )
𝐁𝑘 = 𝑒𝐀 (𝜏 − 0.5)𝑘 𝑒−𝐀𝜏 d𝜏 = 𝐀−1 𝑘𝐁𝑘−1 + (−0.5)𝑘 (𝑒𝐀 − (−1)𝑘 𝐈) ; (𝑘 = 0, 1, 2, … , 𝑝f ) , (14)
∫0
3
with the starting value at 𝑘 = 0

1 ( )
𝐁0 = 𝑒𝐀 𝑒−𝐀𝜏 d𝜏 = 𝐀−1 𝑒𝐀 − 𝐈 . (15)
∫0
Eq. (13) represents a time-stepping formulation, but is impractical for large problems as the computation of the matrix
exponential 𝑒𝐀 is extremely expensive [41].
2.2. Rational approximation of matrix exponential
To derive an efficient time-stepping scheme, the matrix exponential function is replaced with a Padé expansion in [46,47]. The
formulation can be simply generalized to start with any rational approximation, i.e., a ratio of two polynomials. The use of rational
approximations to replace the matrix exponential for time stepping is explained below. The construction of rational approximations
and the actual algorithm for numerical implementation are discussed in Sections 3 and 4, respectively.
A rational approximation 𝐑 = 𝐑(𝐀) of the matrix exponential 𝑒𝐀 is considered
𝐏
𝑒𝐀 ≈ 𝐑 = . (16)
𝐐
𝐏 = 𝐏(𝐀) and 𝐐 = 𝐐(𝐀) are polynomials of matrix 𝐀 and expressed as

𝑁
∑𝑝
𝐏= 𝑝𝑖 𝐀𝑖 = 𝑝0 𝐈 + 𝑝1 𝐀 + ⋯ + 𝑝𝑁𝑝 𝐀𝑁𝑝 , (17a)
𝑖=0
𝑁𝑞
∑
𝐐= 𝑞𝑖 𝐀𝑖 = 𝑞0 𝐈 + 𝑞1 𝐀 + ⋯ + 𝑞𝑁𝑞 𝐀𝑁𝑞 , (17b)
𝑖=0
where 𝑁𝑝 and 𝑁𝑞 denote the degrees of 𝐏 and 𝐐, respectively, and the scalar coefficients 𝑝𝑖 and 𝑞𝑖 are real. To ensure that 𝑒𝟎 = 𝐈
holds, 𝑝0 = 𝑞0 applies. Note that the matrix product 𝐐−1 𝐏 is commutative (i.e., 𝐏𝐐−1 = 𝐐−1 𝐏). For a stable implicit scheme, the
orders of the two polynomials must satisfy (see Eq. (34) below)
𝑁𝑞 ≥ 𝑁𝑝 . (18)
Substituting Eq. (16) and pre-multiplying with 𝐐 into Eq. (13), the time stepping equation is formulated in terms of polynomials
of the matrix 𝐀 as
𝑝f
∑
𝐐𝐳𝑛 = 𝐏𝐳𝑛−1 + 𝐂𝑘 𝐅̃ (𝑘)
m𝑛 , (19)
𝑘=0
where the matrices 𝐂𝑘 follow from Eqs. (14) and (16) as

( )
𝐂𝑘 = 𝐐𝐁𝑘 = 𝐀−1 𝑘𝐂𝑘−1 + (−0.5)𝑘 (𝐏 − (−1)𝑘 𝐐) ; (𝑘 = 1, 2, … , 𝑝f ) , (20)
which can be evaluated recursively starting from
𝐂0 = 𝐐𝐁0 = 𝐀−1 (𝐏 − 𝐐) , (21)
where 𝐁0 in Eq. (15) has been substituted into. The polynomial expansion of the external forces in Eq. (12) is truncated at the same
order as the polynomial 𝐏 in Eq. (17a), i.e., 𝑝f = 𝑁𝑝 applies.
It is worthwhile to mention that Padé expansions of the matrix exponential function are utilized in [46,47]. In a Padé expansion,
the coefficients of both two polynomials in denominator and numerator are determined to achieve the maximum order of accuracy.
For the expression in Eq. (17), the order of accuracy is (𝑁𝑞 + 𝑁𝑝 ), which is equal to the sum of the degrees of the polynomials.
However, the effective stiffness matrix of every recursion is different and can be complex.
2.3. Numerical dissipation and dispersion properties
The error analysis of the time-stepping scheme is performed for the free vibration of an undamped system described by Eq. (1).
A single mode determined by the eigenvalue problem
𝐊𝝓 = 𝜔2 𝐌𝝓 (22)
is considered, where 𝜔 denotes the natural frequency and 𝝓 is the eigenvector. The corresponding eigenvalue problem of matrix A
in Eq. (9) is expressed as
𝐀𝝍 = 𝜆𝝍 (23)
with a pair of complex conjugate eigenvalues 𝜆 and eigenvectors 𝝍
𝜆 = ±i𝜔𝛥𝑡 , (24a)
4
{ }
±(i𝜔𝛥𝑡)𝝓
𝝍= . (24b)
𝝓
It is sufficient to consider the eigenvalue
𝜆 = i𝜔𝛥𝑡 (25)
in the spectral analysis. 𝜆 can be expressed as

𝛥𝑡
𝜆 = i2𝜋 (26)
𝑇
using the period 𝑇 = 2𝜋∕𝜔.
The amplification factor of the time stepping scheme in Eq. (19) is expressed as
𝑃 (𝜆)
𝑅(𝜆) = , (27)
𝑄(𝜆)
which represents a rational approximation of 𝑒𝜆 (Eq. (16)). For the sake of a simple notation, the argument 𝜆 will be omitted
hereafter. Introducing the spectral radius describing the amplitude
𝜌 = |𝑅| , (28)
and the phase angle
𝛺 = arg (𝑅) , (29)
the amplification factor is expressed in the polar form as
𝑅 = 𝜌𝑒i𝛺 . (30)
The angular frequency of the time-stepping scheme is obtained as

𝛺
𝜔= . (31)
𝛥𝑡
The corresponding period is equal to
2𝜋 2𝜋𝛥𝑡
𝑇 = = . (32)
𝜔 𝛺
The relative period error is obtained as
𝑇 −𝑇 𝜔𝛥𝑡
= − 1. (33)
𝑇 𝛺
The spectral radius at the high-frequency limit (𝜔 → ∞) is equal to
⎧0 , when 𝑁𝑞 > 𝑁𝑝
⎪|
⎪| 𝑝𝑁𝑝 ||
𝜌∞ = ⎨| |, when 𝑁𝑞 = 𝑁𝑝 (34)
| |
⎪| 𝑞𝑁𝑞 |
⎪∞ , when 𝑁𝑞 < 𝑁𝑝
⎩
where 𝑁𝑞 and 𝑁𝑝 are the degrees of polynomials in Eq. (17). As stated previously, 𝑁𝑞 ≥ 𝑁𝑝 is selected. The amount of numerical
dissipation is controlled by the choice of the ratio of the polynomial coefficients 𝑝𝑁𝑝 ∕𝑞𝑁𝑞 .
3. Construction of rational approximation of the matrix exponential for composite time integration schemes
To construct composite time integration schemes, the rational approximation of the matrix exponential (Eq. (16) with Eq. (17))
is selected as
𝐏 𝑝 𝐈 + 𝑝1 𝐀 + ⋯ + 𝑝𝐿 𝐀𝐿
𝑒𝐀 ≈ 𝐑 = = 0 (𝑀 ≥ 𝐿) , (35)
𝐐 (𝑟𝐈 − 𝐀)𝑀
where the polynomial 𝐐 in the denominator is chosen to have only a single multiple root 𝑟. As it becomes evident in Section 4, each
factor (𝑟𝐈 − 𝐀) corresponds to one sub-step. This choice of rational approximation yields the same effective stiffness matrix at every
sub-step.
The amplification factor of the time stepping using Eq. (19) with Eq. (35) is expressed as
𝑃 (𝜆) 𝑝 + 𝑝1 𝜆 + ⋯ + 𝑝𝐿 𝜆𝐿
𝑒𝜆 ≈ 𝑅(𝜆) = = 0 . (36)
𝑄(𝜆) (𝑟 − 𝜆)𝑀
The root 𝑟 and coefficients 𝑝𝑖 (𝑖 = 0, 1, … , 𝐿) are selected to construct unconditionally stable schemes by considering the order of
accuracy and desired amount of numerical dissipation. Eq. (36) is rewritten as
(𝑟 − 𝜆)𝑀 𝑒𝜆 ≈ 𝑝0 + 𝑝1 𝜆 + ⋯ + 𝑝𝐿 𝜆𝐿 . (37)
5
The polynomial 𝑃 (𝜆) at the right-hand side is obtained by matching the Taylor expansion of the left-hand side (𝑟−𝜆)𝑀 𝑒𝜆 term-by-term.
Using the expansion of the polynomial
∑
𝑀
𝑀!
(𝑟 − 𝜆)𝑀 = 𝑟𝑀−𝑗 (−𝜆)𝑗 , (38)
𝑗=0
𝑗!(𝑀 − 𝑗)!
and the Taylor expansion

∑ 1
𝑒𝜆 ≈ 𝜆𝑘 , (39)
𝑘=0
𝑘!
the left-hand side of Eq. (37) is expressed as
( )
∑ min(𝑖,𝑀)
∑ 𝑀! 1
𝑀 𝜆 𝑗 𝑀−𝑗 𝑖
(𝑟 − 𝜆) 𝑒 ≈ (−1) 𝑟 𝜆 . (40)
𝑖=0 𝑗=0
𝑗!(𝑀 − 𝑗)! (𝑖 − 𝑗)!
Substituting Eq. (40) into Eq. (37) and matching the two sides according to the power of 𝜆, the coefficients 𝑝𝑖 are obtained as
polynomials of the root 𝑟
∑
min(𝑖,𝑀)
𝑀! 1
𝑝𝑖 (𝑟) = (−1)𝑗 𝑟𝑀−𝑗 . (41)
𝑗=0
𝑗!(𝑀 − 𝑗)! (𝑖 − 𝑗)!
Denoting the number of sub-steps as 𝑀, two types of schemes are constructed in Sections 3.1 and 3.2, respectively, according
to the criterion to determine the root 𝑟:
1. 𝑀-schemes: The order of accuracy is equal to 𝑀. The value of the spectral radius at the high-frequency limit 𝜌∞ can be
specified by the user to control the amount of numerical dissipation.
2. (𝑀 + 1)-schemes: The order of accuracy is equal to 𝑀 + 1. The value of 𝜌∞ is built in the formulation and not adjustable.
This type of rational approximation has been used in [44] to construct singly diagonally Runge–Kutta schemes.
3.1. 𝑀-Schemes: 𝑀 sub-steps with 𝑀th order of accuracy
In constructing the 𝑀-schemes, the rational approximation in Eq. (35) is selected to control the amount of numerical dissipation.
Considering the amplification factor in Eq. (36), the following Taylor expansion is formulated
(𝑟 − 𝜆)𝑀 𝑒𝜆 = 𝑝0 (𝑟) + 𝑝1 (𝑟)𝜆 + ⋯ + 𝑝𝑀−1 (𝑟)𝜆𝑀−1 + 𝑝𝑀 (𝑟)𝜆𝑀 + 𝑂(𝜆𝑀+1 ) . (42)
The coefficients 𝑝𝑖 (𝑟) of the Taylor expansion at the right are expressed as polynomials of the root 𝑟. The truncation error is of order
𝑀 + 1. At the high-frequency limit, 𝜆 → i∞ and (𝑟 − 𝜆)𝑀 → (−𝜆)𝑀 apply. For a user-specified value of the spectral radius 𝜌∞ , Eq. (34)
yields a polynomial equation for the root 𝑟
∑
𝑀
𝑀!
𝑝𝑀 (𝑟) = (−1)𝑗 𝑟𝑀−𝑗 = ±𝜌∞ . (43)
𝑗=0 𝑗!((𝑀 − 𝑗)!)2
The root that leads to the spectral radius 𝜌 ≤ 1 and the least relative period error in the low-frequency range is selected. Using the
solution of 𝑟 and Eq. (41), the coefficients 𝑝𝑖 (𝑟) (𝑖 = 0, 1, … , 𝑀 − 1) of the Taylor expansion in Eq. (42) are determined. The rational
approximation of the exponential function in Eq. (36) is expressed as
𝑃 (𝜆) 𝑝 + 𝑝1 𝜆 + ⋯ + 𝑝𝑀−1 𝜆𝑀−1 ± 𝜌∞ 𝜆𝑀
𝑒𝜆 ≈ 𝑅(𝜆) = = 0 . (44)
𝑄(𝜆) (𝑟 − 𝜆)𝑀
The corresponding approximation of the matrix exponential in Eq. (35) is written as
𝐏 𝑝 𝐈 + 𝑝1 𝐀 + ⋯ + 𝑝𝑀−1 𝐀𝑀−1 ± 𝜌∞ 𝐀𝑀
𝐑= = 0 . (45)
The order of accuracy is equal to 𝑀.
The MATHEMATICA code to assist with the design of the 𝑀-scheme is given in Fig. 1. The series expansions and the coefficients
𝑝𝑖 (𝑟) are evaluated using the internal functions of Mathematica.
The case of a single sub-step (𝑀 = 1) is used as an illustrative example. The output of the Taylor expansion p[r, 𝜆] at 𝑀 = 1
is obtained from the MATHEMATICA code (Fig. 1)
𝚙[𝚛, 𝜆] => 𝑟 + (−1 + 𝑟)𝜆 . (46)
Setting the coefficient of 𝜆, which is the highest-order term in Eq. (46), to the user-specified value of 𝜌∞
−1 + 𝑟 = 𝜌∞ (47)
results in the solution of the root
𝑟 = 1 + 𝜌∞ . (48)
6
Fig. 1. Listing of the MATHEMATICA code for determining the coefficients of polynomials in the 𝑀-scheme. The condition 𝑝𝑀 (𝑟) = ±𝜌∞ is specified by manually
changing the sign before rhoInf*((−1)^M). The root is selected by trial-and-error using the line rSelected = roots[[i]], where ‘‘i’’ specifies
the sequential number of roots and ranges from 1 to M.
Fig. 2. 𝑀-scheme with two sub-steps (𝑀 = 1): (a) Spectral radii; (b) Relative phase error.
The rational approximation in Eq. (44) is expressed as

𝑃 (𝜆) 1 + 𝜌∞ + 𝜌∞ 𝜆
𝑅(𝜆) = = (49)
𝑄(𝜆) 1 + 𝜌∞ − 𝜆
The corresponding approximation of the matrix exponential in Eq. (35) is written as
𝐏 (1 + 𝜌∞ )𝐈 + 𝜌∞ 𝐀
𝐑= = . (50)
𝐐 (1 + 𝜌∞ )𝐈 − 𝐀
The truncation error is obtained as
( )
1 1
𝑒𝜆 − 𝑅(𝜆) = − 𝜆2 + 𝑂(𝜆3 ) . (51)
2 1 + 𝜌∞
At 𝜌∞ = 1, Eq. (49) becomes a diagonal Padé expansion with 𝑃 (𝜆) = 𝑄(−𝜆) = 2 + 𝜆. The truncation error in Eq. (51) is of
third order. Eq. (50) leads to the trapezoidal rule or the Newmark method without numerical damping [46]. The spectral radii and
relative phase errors are plotted in Fig. 2 for the specified values of 𝜌∞ = 0, 0.5, 0.8 and 1.
The root 𝑟 can also be determined by choosing −𝜌∞ as the right-hand-side of Eq. (47). As it can be observed from Eq. (51), this
choice leads to a larger truncation error and is thus not used.
The case of two sub-steps (𝑀 = 2) and 𝜌∞ = 0.5 is considered. The output of the Taylor expansion p[r, 𝜆] at 𝑀 = 2 from the
MATHEMATICA code (Fig. 1) is expressed as
𝚙[𝚛, 𝜆] => 𝑟2 + (−2𝑟 + 𝑟2 )𝜆 + (1 − 2𝑟 + 𝑟2 ∕2)𝜆2 . (52)
7
Fig. 3. 𝑀-scheme with two sub-steps (𝑀 = 2): (a) Spectral radii; (b) Relative phase error.
Setting the coefficient of 𝜆2 to 𝜌∞ = 0.5, an equation for the root 𝑟 is obtained
1 − 2𝑟 + 𝑟2 ∕2 = 0.5 . (53)
The two solutions are equal to

√
𝑟1,2 = 2 ∓ 3 . (54)
The roots are tested by setting rSelected = roots[[1]] and rSelected = roots[[2]], respectively. Using a selected root, the
coefficient of polynomial 𝑃 (𝜆) is given by p[rSelected, 𝜆]. The second root
√
𝑟 = 2 + 3 = 3.73205080756887729 (55)
is found to be satisfactory. The polynomial 𝑃 (𝜆) is given as
𝚙[𝚛𝚂𝚎𝚕𝚎𝚌𝚝𝚎𝚍, 𝜆] => 13.9282032302755092 + 𝜆 + 0.5𝜆2 . (56)
The value of 𝜌∞ = −0.5 is also tested
1 − 2𝑟 + 𝑟2 ∕2 = −0.5 . (57)
The two solutions are equal to
𝑟1 = 1; 𝑟2 = 3 . (58)
The satisfactory root is found to be 𝑟 = 3, leading to the polynomial
𝑃 (𝜆) = 9 + 3𝜆 − 0.5𝜆2 . (59)

√
By examining the plots of relative period errors using the MATHEMATICA
√ code, it is found that the solution 𝑟 = 2 + 3 leads to
more accurate results than the solution 𝑟 = 3 does. Thus, 𝑟 = 2 + 3 is selected.
Testing on other values of 𝜌∞ confirms that the root 𝑟 can be obtained by solving the quadratic equation
1 − 2𝑟 + 𝑟2 ∕2 = 𝜌∞ , (60)
and selecting the solution

√
𝑟 = 2 + 2 + 2𝜌∞ . (61)
Using the solution of 𝑟 in Eq. (61), the polynomial 𝑃 (𝜆) is determined from Eq. (52) as
𝑃 (𝜆) = 𝑟2 + (−2𝑟 + 𝑟2 )𝜆 + 𝜌∞ 𝜆2 (62)
The rational approximation of the matrix exponential in Eq. (45) is expressed as
𝐏 𝑟2 𝐈 + (−2𝑟 + 𝑟2 )𝐀 + 𝜌∞ 𝐀2
𝐑= = . (63)
𝐐 (𝑟𝐈 − 𝐀)2
The spectral radii and relative phase errors of the 𝑀-scheme at 𝑀 = 2 are plotted in Fig. 3 for the specified values of 𝜌∞ = 0,
0.5, 0.8 and 1.
The case of three sub-steps (𝑀 = 3) is considered and a closed-form solution of the root 𝑟 is identified. The output of the Taylor
expansion p[r, 𝜆] is expressed as
𝚙[𝚛, 𝜆] => 𝑟3 + (−3𝑟2 + 𝑟3 )𝜆 + (3𝑟 − 3𝑟2 + 𝑟3 ∕2)𝜆2 + (−6 + 18𝑟 − 9𝑟2 + 𝑟3 )∕6𝜆3 . (64)
8
Fig. 4. 𝑀-scheme with three sub-steps (𝑀 = 3): (a) Spectral radii; (b) Relative phase error.
Table 1
The right-hand side of Eq. (64) and the sequential number of the selected root 𝑟 when the solutions are sorted in
ascending order.
Number of sub-steps 𝑀 1 2 3 4 5 6
Right-hand side +𝜌∞ +𝜌∞ −𝜌∞ +𝜌∞ −𝜌∞ −𝜌∞
Selected root 1 2 2 2 3 3
The root 𝑟 is sought from the solution of the equation
(−6 + 18𝑟 − 9𝑟2 + 𝑟3 )∕6 = ±𝜌∞ . (65)
This equation can also be obtained directly from Eq. (43). After testing +𝜌∞ and -𝜌∞ as the right-hand side of Eq. (65) and
examining the solutions, it is found that the solution
√ ( )⎞
⎛ √ √
𝑟 = 3 − Re ⎜(1 + 3i) 3 3 1 − 𝜌∞ + −2 − 2𝜌∞ + 𝜌2∞ ⎟ (66)
⎜ ⎟
⎝ ⎠
is satisfactory. The polynomial 𝑃 (𝜆) in the rational approximations in Eqs. (44) and (45) is determined from Eq. (64). The spectral
radii and relative period errors are plotted in Fig. 4 at the specified values of 𝜌∞ = 0, 0.5, 0.8 and 1. The results of the third-order
scheme in [47] based on a mixed-order Padé expansion at the order (1, 2) are shown in Fig. 4 using thin lines. It is observed that
the spectral radii reflecting the characteristics of numerical dissipation are similar. The present rational approximation exhibits
numerical damping even at 𝜌∞ = 1. The relative period error of the Padé expansion is smaller than that of the present rational
approximation.
When the order 𝑀 is larger than 3, Eq. (64) needs to be solved numerically. A numerical experiment using the MATHEMATICA
code in Fig. 1 is performed to identify the satisfactory rational approximations. For each number of sub-steps 𝑀, the value of the
right-hand side (+𝜌∞ or −𝜌∞ ) and the sequential number of the selected root (where the roots are sorted in ascending order) are
listed in Table 1. The values for 𝑀 = 1,2 and 3 are also included for completeness. For 𝑀 > 6, a solution satisfying 𝜌 = |𝑅| ≤ 1
cannot be identified.
The MATLAB function for finding the selected root 𝑟 from the user-specified number of sub-steps 𝑀 and spectral radius at high-
frequency limit 𝜌∞ is listed in Fig. 5. With the selected root 𝑟, the coefficients 𝑝𝑖 (𝑖 = 0, 1, … , 𝑀) of the rational approximation in
Eq. (45) are determined from Eq. (41). The MATLAB function for this purpose is listed in Fig. 6. Both functions are compatible with
the freeware GNU Octave, version 7.3.0.
The spectral radii and relative phase errors of the proposed scheme are plotted at the specified values of 𝜌∞ = 0, 0.5, 0.8 and 1
in Fig. 7 for four sub-steps (𝑀 = 4), in Fig. 8 for five sub-steps (𝑀 = 5), and in Fig. 9 for six sub-steps (𝑀 = 6). As the number of
sub-steps of the scheme (i.e., the order of the scheme) increases, the relative period error decreases. The fifth-order schemes based
on a mixed-order Padé expansion at the order (2, 3) with different 𝜌∞ values [47] are shown using thin lines in Fig. 8. The relative
period errors of the Padé expansion are noticeably smaller than the present rational approximation.
3.2. (𝑀 + 1)-Schemes: 𝑀 sub-steps with (𝑀 + 1)th order of accuracy
To construct the (𝑀 + 1)-schemes, the root 𝑟 of the rational approximation in Eq. (36) is selected to achieve the maximum order
of accuracy. The Taylor expansion in Eq. (40) is considered up to the degree 𝑀 + 1
(𝑟 − 𝜆)𝑀 𝑒𝜆 = 𝑝0 (𝑟) + 𝑝1 (𝑟)𝜆 + ⋯ + 𝑝𝑀 (𝑟)𝜆𝑀 + 𝑝𝑀+1 (𝑟)𝜆𝑀+1 + 𝑂(𝜆𝑀+2 ) , (67)
9
Fig. 5. MATLAB function for finding the root of Eq. (43). This function is compatible with the freeware GNU Octave, version 7.3.0.
Fig. 6. MATLAB function for determining the coefficients of polynomial in the numerator of Eq. (45) using Eq. (41). This function is compatible with the
freeware GNU Octave, version 7.3.0.
Fig. 7. 𝑀-scheme with four sub-steps: (a) Spectral radii; (b) Relative phase error.
where the coefficients 𝑝𝑖 (𝑟) are given in Eq. (41). The root 𝑟 is determined by setting the coefficient 𝑝𝑀+1 (𝑟) of the 𝜆𝑀+1 term to
zero
∑
𝑀
𝑀! 1
𝑝𝑀+1 (𝑟) = (−1)𝑗 𝑟𝑀−𝑗 = 0 , (68)
𝑗=0
𝑗!(𝑀 − 𝑗)! (𝑀 + 1 − 𝑗)!
so that the highest order of truncation error is obtained with an 𝑀 degree of polynomial 𝑃 (𝜆). Among the multiple solutions,
i.e., roots of 𝑝𝑀+1 (𝑟), the solution that satisfies the spectral radius 𝜌 = |𝑅(𝜆)| ≤ 1 and results in the least relative period error in the
low-frequency range is selected.
10
Fig. 8. 𝑀-scheme with five sub-steps: (a) Spectral radii; (b) Relative phase error.
Fig. 9. 𝑀-scheme with six sub-steps: (a) Spectral radii; (b) Relative phase error.
Using the solution of 𝑟, the coefficients 𝑝𝑖 (𝑟) of the polynomial in Eq. (67) are determined from Eq. (41). The rational
approximation of the exponential function in Eq. (36) is expressed as
𝑃 (𝜆) 𝑝 + 𝑝1 𝜆 + ⋯ + 𝑝𝑀 𝜆𝑀
𝑒𝜆 ≈ 𝑅(𝜆) = = 0 . (69)
𝑄(𝜆) (𝑟 − 𝜆)𝑀
The approximation of the matrix exponential in Eq. (35) is then written as
𝐏 𝑝 𝐈 + 𝑝1 𝐀 + ⋯ + 𝑝𝑀 𝐀𝑀
𝐑= = 0 . (70)
The order of the truncation error is (𝑀 + 2). The spectral radius at the high frequency limit is built into the scheme and equal to
𝜌∞ = |𝑝𝑀 | . (71)
Note that Eqs. (45) and (70) have the same form and number of terms but differ in how the root 𝑟 is determined.
The derivation can be assisted by a symbolic calculation package. The Mathematica code is listed in Fig. 10 and used in the
following.
The rational approximation leads to the trapezoidal rule for one sub-step (𝑀 = 1) and is not shown here. The process is illustrated
for the two sub-steps (𝑀 = 2) case. The output of the Taylor expansion p[r, 𝜆] in the MATHEMATICA code (Fig. 10) is expressed
as
𝚙[𝚛, 𝜆] => 𝑟2 + (−2𝑟 + 𝑟2 )𝜆 + (1 − 2𝑟 + 𝑟2 ∕2)𝜆2 + (1 − 𝑟 + 𝑟2 ∕6)𝜆3 . (72)
Setting the coefficient of 𝜆3 to zero, an equation for the root 𝑟 is obtained
2
1 − 𝑟 + 𝑟 ∕6 = 0 . (73)
The solutions are equal to
√
𝑟1,2 = 3 ∓ 3 . (74)
The roots are tested by setting rSelected = roots[[1]] and rSelected = roots[[2]], respectively, in the MATHEMATICA code
(Fig. 10). Using a selected root, the coefficient of polynomial 𝑃 (𝜆) is found by p[rSelected, 𝜆]. The rational approximation is
thus determined and the spectral radius and relative period error are plotted. By inspection, it is found that the root
√
𝑟 = 3 − 3 = 1.267949192431123 (75)
11
Fig. 10. Listing of the MATHEMATICA code for determining the coefficients of the polynomials in the (𝑀 + 1)-scheme. The root is selected by trial-and-error
using the line rSelected = roots[[i]], where ‘‘i’’ specifies the sequential number of roots and ranges from 1 to M.
Fig. 11. (𝑀 + 1)-scheme with two (𝑀 = 2), three (𝑀 = 3) and five (𝑀 = 5) sub-steps: (a) Spectral radius; (b) Relative phase error.
leads to a desirable rational approximation. The polynomial 𝑃 (𝜆) is given as
𝚙[𝚛𝚂𝚎𝚕𝚎𝚌𝚝𝚎𝚍, 𝜆] => 1.607695154586736 − 0.9282032302755092𝜆 − 0.7320508075688773𝜆2 , (76)
which determines the coefficients 𝑝0 , 𝑝1 and 𝑝2 in Eq. (67) with 𝑀 = 2. The same coefficients can also be obtained from the MATLAB
function in Fig. 6. Thus, the rational approximation is expressed as
𝑃 (𝜆) 1.607695154586736 − 0.9282032302755092𝜆 − 0.7320508075688773𝜆2
𝑅(𝜆) = = . (77)
𝑄(𝜆) (1.267949192431123 − 𝜆)2
The spectral radius and relative period error are shown in Fig. 11 as functions of 𝛥𝑡∕𝑇 . The value of the spectral radius at the
high-frequency limit is
√
𝜌∞ = |𝑅∞ | = |1 − 3| = 0.732050807568877 . (78)
The amount of numerical dissipation is built in the approximation to reach third-order accuracy and cannot be varied.
The error of the approximation in Eq. (36) is given by
𝚂𝚎𝚛𝚒𝚎𝚜[𝙴𝚡𝚙[𝜆] − 𝚁[𝜆], 𝜆, 𝟶, 𝙼 + 𝟸] => 0.089779189𝜆4 + 𝑂(𝜆5 ) , (79)
which verifies that the accuracy is of the third order.

Replacing 𝜆 with the matrix 𝐀, the rational approximation in Eq. (70) is expressed as
𝐏 1.607695154586736𝐈 − 0.9282032302755092𝐀 − 0.7320508075688773𝐀2
𝐑= = (80)
𝐐 (1.267949192431123𝐈 − 𝐀)2
The (𝑀 + 1)-scheme is examined for more than two sub-steps. With three (𝑀 = 3) and five (𝑀 = 5) sub-steps, the scheme is
found to be unconditionally stable, i.e., the spectral radius is less or equal to 1 (𝜌 ≤ 1) at any frequency. The other numbers of
12
sub-steps do not meet the requirement, i.e., the spectral radius is larger (although slightly) than 1 at some frequencies. The roots 𝑟
and polynomials 𝐏 of the rational approximation in Eq. (70) are given below for three and five sub-steps:
• Three sub-steps (𝑀 = 3): 𝑟 = 0.9358222275240879
𝐏 = 0.8195587074705850𝐈 − 1.807731017113852𝐀 + 0.5899563117231191𝐀2 + 0.6304149381918093𝐀3 .
• Five sub-steps (𝑀 = 5): 𝑟 = 2.112965958578524
𝐏 =42.11749195119355𝐈 − 57.54689634668432𝐀 + 15.73036710867637𝐀2 + 6.877145852767508𝐀3

− 1.769252797758508𝐀4 − 0.8373314253244074𝐀5 .
The coefficients of the polynomials are listed for easy reference. They can be determined from the roots using the MATHEMATICA
code in Fig. 10 or the MATLAB function in Fig. 6. The spectral radii and relative phase errors are shown in Fig. 11.
4. Time-stepping algorithm in the form of composite time integration method
A composite time integration scheme is constructed using the rational approximations in Section 2.2 and extending the time-
stepping algorithm presented in [46]. In the numerical implementation, the effective stiffness matrix of the implicit equation is the
same for all the sub-steps. This leads to simplifications of the algorithm.
For conciseness, a matrix
𝐀𝑟 = 𝑟𝐈 − 𝐀 (81)
is introduced in the derivation. The polynomials 𝐏 = 𝐏(𝐀) and 𝐐 = 𝐐(𝐀) in the rational approximations in Eqs. (70) and (45) are
transformed to polynomials in terms of the matrix 𝐀𝑟 as
𝐏(𝐀) = 𝑝0 𝐈 + 𝑝1 (𝑟𝐈 − 𝐀𝑟 ) + ⋯ + 𝑝𝑀 (𝑟𝐈 − 𝐀𝑟 )𝑀

= 𝑝𝑟0 + 𝑝𝑟1 𝐀𝑟 + ⋯ + 𝑝𝑟𝑀 𝐀𝑀
𝑟
≡ 𝐏𝑟 (𝐀𝑟 ) , (82a)
𝐐(𝐀) = 𝐀𝑀
𝑟
≡ 𝐐𝑟 (𝐀𝑟 ) , (82b)
where the coefficients 𝑝𝑟𝑖 (𝑖 = 1, 2, … , 𝑀) are determined accordingly. Using Eq. (82), Eq. (19) for time-stepping is rewritten as
𝑝f
∑
𝐀𝑀
𝑟 𝐳𝑛 = 𝐏𝑟 𝐳𝑛−1 + 𝐂𝑘 𝐅̃ (𝑘)
m𝑛 , (83)
𝑘=0
with 𝐏𝑟 = 𝐏𝑟 (𝐀𝑟 ).
By introducing the auxiliary variables
𝐳(𝑘) = 𝐀𝑟 𝐳(𝑘−1) ; (𝑘 = 1, 2, … , 𝑀) , (84)
and defining 𝐳(0) as the right-hand-side of Eq. (83)

𝑝f
∑
𝐳(0) = 𝐏𝑟 𝐳𝑛−1 + 𝐂𝑘 𝐅̃ (𝑘)
m𝑛 , (85)
𝑘=0
and 𝐳(𝑀) as the solution of Eq. (83)
𝐳(𝑀) = 𝐳𝑛 ,
Eq. (83) is reformulated as

𝐀𝑟 𝐳(1) = 𝐳(0)
𝐀𝑟 𝐳(2) = 𝐳(1)
⋯
(86)
𝐀𝑟 𝐳(𝑘) = 𝐳(𝑘−1)
⋯
𝐀𝑟 𝐳𝑛 = 𝐳(𝑀−1)
This system of recursive equations is solved starting from the first one with the known 𝐳(0) to the last equation to determine the final
solution 𝐳(𝑀) = 𝐳𝑛 . Each recursion is regarded as the solution of the implicit equation of a sub-step in the composite time integration
method. All the sub-steps have the same coefficient matrix 𝐀𝑟 .
13
The implicit equation is further simplified by reducing its size. It is sufficient to consider the solution of one equation (sub-step)
in Eq. (86)
(𝑟𝐈 − 𝐀) 𝐳(𝑘) = 𝐳(𝑘−1) , (87)
where the unknown vector 𝐳(𝑘)

and the given right-hand-side 𝐳(𝑘−1)are defined according to the matrix equation to be solved in
Eq. (86). Partitioning 𝐳(𝑘) and 𝐳(𝑘−1) into two sub-vectors of equal size
{ (𝑘) } { (𝑘−1) }
𝐳1 𝐳1
𝐳(𝑘) = and 𝐳 (𝑘−1)
= , (88)
𝐳2(𝑘) 𝐳2(𝑘−1)
and using Eq. (9), Eq. (87) is rewritten as
( 2 )
𝑟 𝐌 + 𝑟𝛥𝑡𝐂 + 𝛥𝑡2 𝐊 𝐳1(𝑘) = 𝑟𝐌𝐳1(𝑘−1) − 𝛥𝑡2 𝐊𝐳2(𝑘−1) (89)
for the solution of 𝐳1(𝑘) , and a vector operation
1
𝐳2(𝑘) = (𝐳1(𝑘) + 𝐳2(𝑘−1) ) (90)
𝑟
for determining 𝐳2(𝑘) . Compared with the implicit equations of a sub-step of the Bathe composite method and the trapezoidal method,
Eq. (89) has the same structure and requires a similar amount of computational cost.
The vector 𝐳𝑛 obtained from solving Eq. (86) contains, in its upper half, the displacement vector 𝐮𝑛 and, in its lower half, the
◦ ◦
derivative with respect to the dimensionless time 𝐮𝑛 (see Eq. (7)), from which the velocity 𝐮̇ 𝑛 =𝐮𝑛 ∕𝛥𝑡 can be obtained (Eq. (4)).
For use in the next time step 𝑛 + 1, the solutions of the auxiliary variables in the intermediate sub-steps in Eq. (86) can be
rewritten as
𝐀𝑘𝑟 𝐳𝑛 = 𝐳(𝑀−𝑘) . (91)
The first term of the right-hand-side of Eq. (83) at time step 𝑛 + 1 can be obtained using auxiliary variables as
𝐏𝑟 𝐳𝑛 = 𝑝𝑟0 𝐳𝑛 + 𝑝𝑟1 𝐳(𝑀−𝑘) + ⋯ + 𝑝𝑟𝑀 𝐳(0) . (92)
No matrix–vector product is needed.

To obtain the acceleration, Eq. (8) is formulated at end of the time step 𝑡 = 𝑡𝑛 as
◦
𝐳𝑛 = 𝐀𝐳𝑛 + 𝐅𝑛 (𝑠 = 1) . (93)
Using Eq. (81) and the last line of Eq. (86), the matrix–vector product 𝐀𝐳𝑛 in Eq. (93) is replaced by vector operations
◦
𝐳𝑛 = 𝑟𝐳𝑛 − 𝐳(𝑀−1) + 𝐅𝑛 (𝑠 = 1) . (94)
◦ ◦◦ ◦◦
The upper half of 𝐳𝑛 contains 𝐮 𝑛 and the acceleration vector is obtained as 𝐮̈ 𝑛 = 𝐮 𝑛 ∕𝛥𝑡2 (Eq. (5)).
The present composite time integration scheme at the order 𝑀 = 2 is related to the two-sub-step 𝜌∞ -Bathe method. Dividing
both sides of Eq. (89) by 𝑟2 leads to
( )
𝐌 + (𝛥𝑡∕𝑟)𝐂 + (𝛥𝑡∕𝑟)2 𝐊 𝐳1(𝑘) = (1∕𝑟)𝐌𝐳1(𝑘−1) − (𝛥𝑡∕𝑟)2 𝐊𝐳2(𝑘−1) . (95)
Comparing the effective stiffness matrix with that of the Bathe method [33], it is observed that the time splitting ratio 𝛾 of the Bathe
method is equivalent to
2
𝛾= . (96)
𝑟
√
In the 𝑀-scheme, the root 𝑟 for the order 𝑀 = 2 is given in Eq. (61) as 𝑟 = 2 + 2 + 2𝜌∞ . With this root, Eq. (96) leads to the same
splitting ratio as the second-order 𝜌∞ -Bathe method
√
2 2 − 2 + 2𝜌∞
𝛾= √ = (97)
2 + 2 + 2𝜌 1 − 𝜌∞
∞
as reported in [33]. √
The (𝑀 + 1)-scheme
√ at 𝑀 = 2 gives third-order accuracy, the splitting ratio is obtained from Eq. (61) with√ the root 𝑟 = 3 − 3 in
Eq. (75) as 𝛾 = 1 + 3∕3. The value of the spectral radius at the high-frequency limit is equal to 𝜌∞ = 1 − 3 (see Eq. (78)) when
𝜌∞ is defined to assume a sign as in [33]. The values of both the splitting ratio 𝛾 and the spectral radius 𝜌∞ are the same as the
recommended values for the third-order Bathe method in [33].
5. Numerical examples
In this section, numerical examples commonly used in the studies of implicit time integration methods are presented to evaluate
the numerical properties and performance of the proposed composite schemes. We focus on the problems that require numerical
14
dissipation to obtain satisfactory results. The convergence with respect to the time step size of a single-degree-of-freedom system is
first studied in Section 5.1. A stiff problem with a high stiffness ratio is examined in Section 5.2. A one-dimensional wave propagation
problem is addressed in Section 5.3. The choices of 𝜌∞ and time step size 𝛥𝑡 in terms of the Courant–Friedrichs–Lewy (CFL) number
are discussed. In Section 5.4, the effect of spatial discretization on the computer running time is examined by a series of irregular
meshes. Using the recommended CFL numbers, two wave propagation examples are analyzed in Sections 5.5 and 5.6. Linear (first-
order) finite elements are utilized for spatial discretization. The investigation on the use of high-order formulations to reduce the
spatial discretization error is out of the scope of the present work.
The computer time for solving a large-scale problem is mostly spent on the solution of the implicit equation in Eq. (89), like
in the Bathe method [28]. Although a higher-order order composite scheme requires more sub-steps to advance one time step, a
larger time step size (or CFL number) can be used to obtain similar accuracy. The relative efficiency can be estimated from the
number of sub-steps and CFL numbers. For example, the speed-up factor of an 𝑀 sub-step scheme in comparison to a two sub-step
scheme (𝑀 = 2) can be estimated by (CFL𝑀 ∕CFL2 )∕(𝑀∕2), where CFL𝑀 stands for the CFL number of the 𝑀 sub-step scheme.
The computer times reported in this paper, except for the Lamb wave problem in Section 5.5, are measured on a Dell Latitude
9430 laptop with an Intel(R) i7-1265 CPU and 32 GB RAM. The computer program for time integration is written in FORTRAN. The
PARDISO direct solver of Intel’s Math Kernel Library (MKL) is employed for the solution of simultaneous linear algebraic equations.
5.1. A single-degree-of-freedom system
Single-degree-of-freedom (SDOF) systems are commonly used to investigate the accuracy and stability of time integration
schemes, as a multi-degree-of-freedom (MDOF) system can be decoupled into a series of SDOF system. This section considers a
SDOF case in the presence of external forces and initial conditions with reference to [49]. The parameters are selected as: natural
frequency 𝜔 = 2𝜋, damping ratio 𝜉 = 0.05, initial displacement 𝑢0 = 2.0 m, initial velocity 𝑢̇ 0 = 𝜋∕3 m∕s. The external excitation is
given as a harmonic function:
( √ )
2 5 ( √ )
𝑓1 (𝑡) = 10 cos 𝑡 + 70 sin 2 10𝑡 , (98)
5
The analysis is performed for 𝑡sim = 10 s and the error in displacements based on the 𝐿2 -norm (𝜖𝐿2 ) is used to assess the accuracy
of the time integration schemes
𝑡sim
∫𝑡=0 (𝑢exact (𝑡) − 𝑢numerical (𝑡))2 d𝑡
𝜖𝐿2 = 𝑡
× 100[%] , (99)
sim
∫𝑡=0 𝑢exact (𝑡)2 d𝑡
The error norms and convergence rates in velocity and acceleration are practically identical to those in the displacement. They are
not shown for brevity.
The convergence behaviors at different orders are depicted, for clarity, in two figures. The errors of schemes of order lower or
equal to 3 are plotted in Fig. 12. The results obtained using the second-order 𝜌∞ -Bathe method [28] and the third-order accurate
scheme based on Padé-expansion of order (1, 2) [47] are also shown for comparison. The errors of schemes of order higher than 3
are plotted in Fig. 13. The fifth-order accurate Padé-expansion based (2, 3) scheme is also included. The results are shown at four
typical values of the user-specified parameters 𝜌∞ = 1, 0.8, 0.5 and 0. The value of 𝜌∞ is fixed in the (𝑀 + 1)-schemes and the results
are plotted in the figures with the closest values of 𝜌∞ .
It is observed from Figs. 12 and 13 that:
1. All the schemes converge at their optimal rates (indicated by the dash-dotted lines with markers) before the error reaches
a plateau at roughly 1 × 10−9 %, which also indicates that the convergence rates are not affected by the presence of physical
damping and external forces.
2. At the same time step size, a higher-order scheme is more accurate than a lower-order scheme.
3. For a given scheme, the error is the smallest at 𝜌∞ = 1, i.e., when there is no numerical damping. Reducing the value of 𝜌∞ ,
which corresponds to increasing the amount of numerical damping, leads to a slight increase in error.
4. The (𝑀 + 1)-schemes are less accurate than the 𝑀-scheme of the same order, but require one fewer sub-step.
5. The proposed 𝑀-scheme at 𝑀 = 2 is numerically identical to the second-order 𝜌∞ -Bathe method as shown in Fig. 12. Their
error plots overlap with each other.
6. The Padé-expansion based schemes exhibit the highest accuracy. On the other hand, the effective matrices of the sub-steps
are distinct and some are complex, leading to higher memory usage for direct solvers.
5.2. A three-degree-of-freedom model problem
The model problem studied in [15,33], as shown in Fig. 14, is considered. The spring and mass coefficients are 𝑘1 = 107 ,
𝑘2 = 1, 𝑚1 = 0, 𝑚2 = 1 and 𝑚3 = 1. The system is initially at rest, 𝑢2 (0) = 𝑢̇ 2 (0) = 𝑢3 (0) = 𝑢̇ 3 (0) = 0. The displacement of 𝑚1 is
prescribed as 𝑢1 = sin (𝜔𝑝 𝑡) with 𝜔𝑝 = 1.2, corresponding to a period of vibration 𝑇𝑝 = 5.236. The reaction force at 𝑚1 is given by
𝑅1 = 𝑚1 𝑢̈ 1 + 𝑘1 (𝑢1 − 𝑢2 ).
This system is very stiff with two natural frequencies approximately equal to 𝜔1 = 1 and 𝜔2 = 3162, corresponding to the periods
of vibration 𝑇1 = 6.283 and 𝑇2 = 0.002. The reference solution is obtained by excluding the participation of the high-frequency mode
15
Fig. 12. Displacement error in the 𝐿2 -norm for the single degree of freedom system with schemes of order lower or equal to 3: (a) 𝜌∞ = 1; (b) 𝜌∞ = 0.732
for (𝑀 + 1)-scheme at 𝑀 = 2 and 𝜌∞ = 0.8 for the other schemes; (c) 𝜌∞ = 0.5; (d) 𝜌∞ = 0. The dash-dotted lines indicate the optimal rates of convergence
corresponding to slopes of 2 (triangle), 3 (square) and 4 (diamond), respectively.
𝜔2 from the mode superposition solution. For this very stiff system, a high level of numerical dissipation is required for the proposed
schemes to suppress the high-frequency oscillations within a few time steps. The parameter 𝜌∞ = 0 is chosen. The (𝑀 + 1)-schemes
are not considered since the value of 𝜌∞ cannot be adjusted. The time step size is chosen as 𝛥𝑡 = 0.14 as in [33]. This choice yields
𝛥𝑡∕𝑇𝑝 = 0.0267 and 𝛥𝑡∕𝑇1 = 0.0223 (or inversely, 37 and 45 steps per period). The high-frequency mode with 𝛥𝑡∕𝑇2 = 70.5 is to be
rapidly damped judging from the spectral radii in Figs. 3–9. The analysis is performed for a long duration of 𝑡 = 5000 ≈ 967𝑇𝑝 .
The velocity and acceleration responses of 𝑚2 , 𝑚3 and the reaction force 𝑅1 (𝑡) are plotted in Figs. 15, 16 and 17, respectively.
The three columns of each figure show the responses at three different time intervals: 0 ≤ 𝑡 ≤ 10 (left column), 500 ≤ 𝑡 ≤ 510 (middle
column) and 4990 ≤ 𝑡 ≤ 5000 (right column). The results of the second-order 𝜌∞ -Bathe method are also included. It is observed from
Figs. 15–17 that
1. The results of the present 𝑀-scheme with two sub-steps (𝑀 = 2) and the second-order two sub-step 𝜌∞ -Bathe method are
numerically identical.
2. The high-frequency oscillations are limited to the first time step by the present method with the choice of 𝜌∞ = 0.
3. As the order increases, the results converge to the reference solution. The results at five sub-steps (𝑀 = 5) are indistinguishable
from the reference solution. The results of six sub-steps (𝑀 = 6) are not shown for clarity of the plots.
4. The improved accuracy of high-order schemes is more pronounced for long-time simulations.
The present 𝑀-scheme at the third-order is compared with the third-order scheme based on the Padé expansion of order (1, 2). The
reaction force is plotted in Fig. 18. The scheme based on the Padé expansion exhibits slightly higher accuracy. The same is observed
with the velocity and acceleration responses (not shown).
The analysis is repeated with a smaller time step size 𝛥𝑡 = 0.14∕4 = 0.035. The responses of the reaction force are plotted in
Fig. 19. The result using three sub-steps (𝑀 = 3) has converged to the reference solution. The responses obtained with two sub-steps
16
Fig. 13. Displacement error in the 𝐿2 -norm for the single degree of freedom system with schemes of order higher than 3: (a) 𝜌∞ = 1; (b) 𝜌∞ = 0.837 for
(𝑀 + 1)-scheme at 𝑀 = 5 and 𝜌∞ = 0.8 for the other schemes; (c) 𝜌∞ = 0.63 for (𝑀 + 1)-scheme at 𝑀 = 3 and 𝜌∞ = 0.5 for the other schemes; (d) 𝜌∞ = 0. The
dash-dotted lines indicate the optimal rates of convergence corresponding to slopes of 4 (diamond), 5 (pentagram), and 6 (hexagram) respectively.
Fig. 14. A three-degree-of-freedom model problem.
(𝑀 = 2) and the Bathe method coincide. The accuracy is similar to that obtained with three sub-steps (𝑀 = 3) with the time step
size 𝛥𝑡 = 0.14 in Fig. 17. Since the ratio of computational cost between three and two sub-steps is about 1.5, the speedup factor of
the three sub-step scheme is estimated to be 4∕1.5 = 2.67 compared with the two sub-step scheme.
5.3. One-dimensional wave propagation in a bi-material rod
The problem of the bi-material rod [50–52] as shown in Fig. 20 is employed to study the effects of the user-specified parameters:
the order (number of sub-steps), the spectral radius 𝜌∞ and time step size √ 𝛥𝑡. The rod consists √
of two segments with a length of 2 m
each. The wave speeds of the left and right segments are equal to 𝑐1 = 40 5 m∕s and 𝑐2 = 20 2 m∕s, respectively. The left end of
the rod is fixed. A traction of 𝑝 = 1 Pa is applied as a step function to the right end. According to the d’Alembert’s solution of the
1D wave propagation problem, the velocity and axial-stress response histories are composed of superimposition of step functions
resulted from the reflections at the boundaries.
17
Fig. 15. Velocity (top row) and acceleration (bottom row) responses of 𝑚2 during 0 ≤ 𝑡 ≤ 10 (left column), 500 ≤ 𝑡 ≤ 510 (middle column) and 4990 ≤ 𝑡 ≤ 5000
(right column).
Fig. 16. Velocity (top row) and acceleration (bottom row) responses of 𝑚3 during 0 ≤ 𝑡 ≤ 10 (left column), 500 ≤ 𝑡 ≤ 510 (middle column) and 4990 ≤ 𝑡 ≤ 5000
(right column).
Each segment is uniformly divided into 2000 linear finite elements. The time step size is measured by the CFL number calculated
using the wave speed 𝑐2 of the right segment
𝛥𝑡
CFL = 𝑐2 , (100)
𝛥𝑥
where 𝛥𝑥 denotes the element size. From the viewpoint of computational efficiency, a larger value of CFL number, i.e., time step
size, is desirable.
The velocity and axial-stress response histories at the interface of the materials (i.e., the middle point of the rod) are plotted in
Figs. 21–26 for various numbers of sub-steps (orders) of the present composite method. Three values of CFL are selected for each
18
Fig. 17. Reaction force response during 0 ≤ 𝑡 ≤ 10 (left column), 500 ≤ 𝑡 ≤ 510 (middle column) and 4990 ≤ 𝑡 ≤ 5000 (right column).
Fig. 18. Comparison of the third-order 𝑀 -scheme with the third-order scheme based on Padé expansion (1, 2) for the reaction force of the three-degree-of-freedom
model problem.
Fig. 19. Reaction force of the three-degree-of-freedom model problem obtained with a smaller time step size 𝛥𝑡 = 0.035.
Fig. 20. A bi-material rod subjected to a step loading.
order, covering a range where the composite scheme performs well. Two values controlling the numerical dissipation, 𝜌∞ = 0.8 and
𝜌∞ = 0, are used for the 𝑀-schemes.
The velocity response obtained by the two sub-step 𝑀-scheme is shown on the left side of Fig. 21. A close-up view from 𝑡 = 0.385 s
to 𝑡 = 0.445 s is shown on the right side. The two sub-step second-order 𝜌∞ -Bathe method is found to give numerically identical
results (not shown). It is observed that CFL = 1.2 results in a good performance for this example. Increasing the CFL number to 2
leads to stronger high-frequency oscillations. The effect of varying 𝜌∞ for this example is minor except for CFL = 0.8, where 𝜌∞ = 0
leads to weaker oscillations.
The result obtained by the three sub-step 𝑀-scheme is shown in Fig. 22. The high-frequency oscillations are considerably weaker
than those in the result of two sub-step scheme in Fig. 21. The choice of CFL = 5 performs better than the two sub-step scheme with
CFL = 1.2. Since the ratio of computational cost between three and two sub-steps is about 3/2, the speedup factor is estimated to
19
Fig. 21. Velocity at the middle point of the 1D bi-material rod obtained by the two sub-step 𝑀-scheme (𝑀 = 2) for selected CFL values: (a) 𝜌∞ = 0.8; (b)
𝜌∞ = 0.
Fig. 22. Velocity at the middle point of the 1D bi-material rod obtained by the three sub-step 𝑀-scheme (𝑀 = 3) for selected CFL values: (a) 𝜌∞ = 0.8; (b)
𝜌∞ = 0.
be (5∕1.2)∕(3∕2) = 2.7 in comparison with the two sub-step scheme using CFL = 1.2. The effect of varying 𝜌∞ in the range between
0 and 0.8 is negligible.
The results obtained with four, five and six sub-step 𝑀-schemes are shown in Figs. 23–25, respectively. As the number of sub-
step increases, the value and range of CFL numbers which lead to good performance also increase. If CFL = 16 is chosen for the six
sub-step scheme, the speedup factor in comparison with the two sub-step scheme using CFL = 1.2 is about (16∕1.2)∕(6∕2) = 4.4.
20
Fig. 23. Velocity at the middle point of the 1D bi-material rod obtained by the four sub-step 𝑀-scheme (𝑀 = 4) for selected CFL values: (a) 𝜌∞ = 0.8; (b)
𝜌∞ = 0.
Fig. 24. Velocity at the middle point of the 1D bi-material rod obtained by the five sub-step 𝑀-scheme (𝑀 = 5) for selected CFL values: (a) 𝜌∞ = 0.8; (b)
𝜌∞ = 0.
The results of the (𝑀 +1)-schemes are shown for two sub-steps (denoted as ‘‘MP1-M = 2’’) in Fig. 26a, three sub-steps (denoted as
‘‘MP1-M = 3’’) in Fig. 26b and for five sub-steps (denoted as ‘‘MP1-M = 5’’) in Fig. 26c. The value of 𝜌∞ is built in the (𝑀 +1)-schemes
(see Fig. 11) and is not adjustable. Like the 𝑀-schemes, the (𝑀 + 1)-schemes also allow the choice of the CFL numbers from a large
range of values.
The 𝑀-schemes and (𝑀 + 1)-schemes presented in this paper and the Padé-expansion-based schemes in [47] are compared in
Fig. 27 at the same or similar orders. For the Padé-expansion-based schemes and the 𝑀-schemes, the value of 𝜌∞ is chosen as 0.8,
21
Fig. 25. Velocity at the middle point of the 1D bi-material rod obtained by the six sub-step 𝑀-scheme (𝑀 = 6) for selected CFL values: (a) 𝜌∞ = 0.8; (b) 𝜌∞ = 0.
Table 2
Polygon mesh of a homogeneous rectangular body and computer running time of composite schemes.
Element Number Number of Computer time (s) Speedup vs 𝑀 = 2
size ℎ of nodes elements
𝑀 =2 𝑀 =3 𝑀 =4 𝑀 =3 𝑀 =4
Mesh 1 0.01 719 305 0.29 0.19 0.16 1.52 1.81
Mesh 2 0.005 2.637 1208 0.84 0.40 0.36 2.10 2.33
Mesh 3 0.0025 10,073 4814 8.03 4.04 3.13 1.99 2.57
Mesh 4 0.00125 38,540 18,824 100.1 47.5 36.5 2.11 2.74
close to the built-in values of the (𝑀 + 1)-schemes. The CFL numbers are chosen in a way that the three schemes yield nearly the
same results. The Padé-expansion-based schemes permit the use of the largest CFL number and thus the largest time step size, but
the solution of equations involves complex numbers. At the same/similar order, the 𝑀-schemes and (𝑀 + 1)-schemes have similar
ratios of the CFL number to the number of sub-steps, indicating similar computational costs.
5.4. Wave propagation in a homogeneous rectangular body
The performance of the high-order composite schemes for irregular spatial discretization and mesh refinement is examined by
considering a two-dimensional rectangular body in plane stress conditions (Fig. 28a). The inputs are given in a consistent set of
units. The dimensions of the rectangular domain are 𝐿 = 1 and ℎ = 0.1. The material properties are chosen as: Young’s modulus
𝐸 = 1, Poisson’s ratio 𝜈 = 0, and mass density 𝜌 = 1. A uniform pressure load 𝑝(𝑡) = 1 × 𝐻(𝑡), where the time history is a Heaviside
function, is applied at the right edge of the rod. The axial displacements are fixed at its left edge. The response of the rectangular
domain is equivalent to that of a one-dimensional rod. The exact solution of the velocity response at the center of the rectangular
domain is obtained from the d’Alembert’s solution and shown in Figs. 29c–d by the red solid line.
The spatial discretization of this problem is performed with the scaled boundary finite element method [53]. A series of four
irregular polygon meshes with increasing mesh refinement are generated. At each mesh refinement, the element size is approximately
halved. The first two meshes are shown in Fig. 28b (The last two meshes are too fine to be clearly plotted). The numbers of nodes
and polygon elements of the four meshes are listed in Table 2. The element sizes are graded. The ratio between the largest and
smallest elements in a mesh is approximately equal to 3.
The composite 𝑀-schemes for two, three and four sub-steps are employed for the time integration. The time histories of the
velocity responses at the center of the rectangular domain are plotted in Fig. 29. The CFL number is calculated using the average
value of the element size ℎ listed in Table 2. The two sub-step scheme (𝑀 = 2) is sensitive to the choice of the CFL number. It is
found by trial that CFL = 1.5 leads to good performance for these irregular meshes. The three (𝑀 = 3) and four (𝑀 = 4) sub-step
schemes are insensitive to the choice of the CFL number. As in all other examples, CFL = 5 is used for 𝑀 = 3, and CFL = 8 for
𝑀 = 4.
22
Fig. 26. Velocity at the middle point of the 1D bi-material rod obtained (𝑀 + 1)-schemes for selected CFL values: (a) Two sub-steps (𝑀 = 2) and 𝜌∞ = 0.73; b)
Three sub-steps (𝑀 = 3) and 𝜌∞ = 0.63; (c) Five sub-steps (𝑀 = 5) and 𝜌∞ = 0.84.
The velocity responses at the center of the rectangular domain obtained with the four meshes are plotted in Fig. 29. As the
mesh is refined, the abrupt changes caused by waves reflected at the boundary are better represented. The duration of the spurious
high-frequency oscillations becomes shorter.
The computer running times and the speed-up factors relative to the two sub-step scheme are given in Table 2. The speed-up
factor estimated from the ratio of the CFL numbers and the ratio of the number of sub-steps as (5∕1.5)∕(3∕2) = 2.22 for the 𝑀 = 3
scheme, and (8∕1.5)∕(4∕2) = 2.67 for the 𝑀 = 4 scheme. It is observed that the measured speed-up factors of the two fine meshes
listed in Table 2 are reasonably close to the estimated values.
5.5. Two-dimensional wave propagation in a semi-infinite elastic plane - Lamb problem
Lamb’s problem with a vertical point load is analyzed in this section. The square domain of dimension 𝑙 ×𝑙 representing the semi-
infinite elastic plane is depicted in Fig. 30 with the boundary conditions. Due to symmetry, only the right side to the point load
𝐹 (𝑡) is considered. The material parameters presented in [51] and [54] are adopted: Young’s modulus 𝐸 = 18.77 × 109 Pa, Poisson’s
ratio 𝜈 = 0.25, and mass density 𝜌 = 2, 200 kg∕m3 . Plane strain conditions are assumed. The P-wave, S-wave and Rayleigh-wave
speeds are equal to 𝑐𝑝 = 3200 m∕s, 𝑐𝑠 = 1847.5 m∕s, and 𝑐𝑅 = 1698.6 m∕s, respectively. The time history of the point load consists of
three step functions: 𝐹 (𝑡) = 2 × 106 (𝐻(0.15 − 𝑡) − 3𝐻(0.1 − 𝑡) + 3𝐻(0.05 − 𝑡)) N. The analytical solution of the horizontal and vertical
displacements at the two observation points, 𝑃1 (640, 2800) and 𝑃2 (1280, 2800), indicated in Fig. 30 are given in [51] until 𝑡 = 1 s.
The length of the extended square domain is chosen as 𝑙 = 2800 m, which is large enough to avoid any reflected waves from the
artificially fixed boundaries to reach the observation points within 1 s.
The square domain is divided into a uniform mesh of 2800 × 2800 linear finite elements with 15,682,799 degrees of freedom. The
side length 𝛥𝑥 of each square element is 1 m. The CFL number is calculated with CFL = 𝑐𝑝 𝛥𝑡∕𝛥𝑥. For this example, the result of the
23
Fig. 27. Comparison of Padé-expansion based, 𝑀- and (𝑀 + 1)-schemes: (a) All schemes at the third order; (b) Padé-expansion based and 𝑀-schemes at the
fifth order, and (𝑀 + 1)-scheme at the sixth order.
Fig. 28. A homogeneous rectangular body discretized with irregular meshes: (a) Geometry and boundary conditions; (b) Meshes 1 and 2.
two sub-step 𝑀-scheme (𝑀 = 2) is found to be somehow sensitive to the parameters 𝜌∞ and CFL number. After a parametric study,
𝜌∞ = 0 and CFL = 2 are chosen. The CFL numbers of the three sub-step scheme (𝑀 = 3) and the four sub-step scheme (𝑀 = 4) are
chosen as 5 and 8, respectively, following the parametric study in Section 5.3. The displacement and velocity responses are shown in
Figs. 31 and 32. The displacement responses obtained by the two sub-step scheme agree well with the reference solution. However,
the velocity responses show strong high-frequency oscillations. The results of the three and four sub-step schemes are very close to
each other. Good agreement with the reference solution of displacement is observed. High-frequency oscillations do not appear.
The computer running times are measured on a Dell Precision 5820 Tower Workstation with an Intel(R) Xeon(R) W-2275 CPU
and 256 GB RAM. The running times are: 4825 s for two sub-steps, 2941 s for three sub-steps, 2401 s for four sub-steps, respectively.
These represent a speedup factor of 1.64 for three sub-steps, 2.01 for four sub-steps. They are close to the estimates values of
(5∕2)∕(3∕2) = 1.67 for the three sub-step scheme and (8∕2)∕(4∕2) = 2 for the four sub-step scheme.
This example is also analyzed using the Padé-expansion based schemes [47]. The displacement and velocity responses obtained
with the third-order (Padé: 12) and fifth-order (Padé: 23) schemes are plotted in Figs. 33 and 34, respectively. A good agreement
with the proposed three and four sub-step composite schemes is observed. The running times are 1346 s for Padé (1, 2) and 1201 s
for Padé (2, 3). The Padé-expansion based schemes take less computer time. On the other hand, the effective stiffness matrix of the
Padé (1, 2) scheme is complex. Padé (2, 3) scheme involves a complex effective stiffness matrix and a real effective stiffness matrix.
As a result, the Padé-expansion based schemes need larger amounts of memory.
5.6. A perforated wall subjected to an impulse loading
A perforated panel is shown in Fig. 35a. The dimensions are indicated in the figure with 𝑏 = 1 m. The material properties are
Young’s modulus 𝐸 = 20 GPa, Poisson’s ratio 𝜈 = 0.2, and mass density 𝜌 = 2400 kg∕m3 . The base of the panel is fixed. Plane stress
24
Fig. 29. Velocity response at the center of a homogeneous rectangular body obtained with: (a) Mesh 1; (b) Mesh 2; (c) Mesh 3; (d) Mesh 4.
Fig. 30. A semi-infinite elastic domain in plane strain conditions.
state is considered. The top of the panel is subjected to an impulse load 𝑝(𝑡) = 1 MPa × 𝑓 (𝑡), where the function 𝑓 (𝑡) describing the
time history of the loading is shown in Fig. 35b with 𝑡𝑠 = 0.0002 s. This type of dynamic loading (or the superposition of impulses)
often occurs in structural engineering. The acceleration response is of interest for the purpose of design or health monitoring.
The panel is discretized into 851,968 4-node square finite elements with the side length 𝛥𝑥 = 0.0078125 m. After enforcing the
fixed boundary condition, the mesh has 1,708,540 DOFs. The analyses are performed using the 𝑀-schemes at 𝑀 = 2, 3 and 4. The
parameter 𝜌∞ = 0 is chosen, which introduces the maximum amount of numerical dissipation. The time step sizes are determined
from the CFL numbers (CFL = 𝑐𝑝 𝛥𝑡∕𝛥𝑥) and adjusted to fit integer numbers of time steps within each segment of the impulse 𝑡𝑠
in Fig. 35b. This results in CFL = 2 for the two sub-step scheme (𝑀 = 2), CFL = 4.7 for the three sub-step scheme (𝑀 = 3), and
CFL = 7.6 for the four sub-step scheme (𝑀 = 4), respectively.
25
Fig. 31. Displacement response of the Lamb problem obtained by the 𝑀-scheme with 𝜌∞ = 0.
Fig. 32. Velocity response of the Lamb problem obtained by the 𝑀-scheme with 𝜌∞ = 0.
The responses at Point P indicated in Fig. 35a are examined. The displacements obtained from all three schemes are indistin-
guishable and not shown. The velocity responses are plotted in Fig. 36a. The results obtained from all the schemes are very close to
each other. The acceleration responses are shown in Fig. 36b. Strong high-frequency oscillations are observed in the results of the
two sub-step scheme (𝑀 = 2). The results obtained with the three (𝑀 = 3) and four (𝑀 = 4) sub-step schemes are close to each other
and exhibit much weaker oscillations in terms of both frequency and amplitude. The computer times are 548 s for 𝑀 = 2, 369 s for
𝑀 = 3 and 300 s for 𝑀 = 4, respectively. The speedup factors relative to the 𝑀 = 2 scheme are equal to 1.49 and 1.83, respectively.
26
Fig. 33. Displacement response of the Lamb problem obtained by Padé-expansion based schemes with 𝜌∞ = 0.
Fig. 34. Velocity response of the Lamb problem obtained by Padé-expansion based schemes with 𝜌∞ = 0.
27
Fig. 35. A perforated panel subjected to an impulse loading: (a) Geometry; (b) Time history of the impulse loading.
Fig. 36. Response at Point P of the perforated panel subjected to an impulse loading: (a) Vertical velocity; (b) Vertical acceleration.
28
These factors are close to the values estimated according to the CFL numbers and the numbers of sub-steps: (4.7∕2)∕(3∕2) = 1, 57 for
𝑀 = 3 and (7.5∕2)∕(4∕2) = 1.88 for 𝑀 = 4.
6. Conclusions
A new approach to derive composite time integration schemes is proposed by approximating the matrix exponential with rational
functions. High-order schemes are designed straightforwardly by increasing the order of the rational approximation. An efficient
algorithm is formulated to perform the time integration in sub-steps. The implicit equation to be solved in each sub-step is in the
same form as that of the trapezoidal method. All the sub-steps share the same effective stiffness matrix. It is observed that:
1. The order of the schemes is not affected by the presence of physical damping and the arbitrary time history of the external
forces.
2. A scheme of 𝑀 sub-steps can be designed to have either 𝑀th order accuracy (referred to as the 𝑀-scheme) or (𝑀 + 1)th
order accuracy (referred to as the 𝑀-scheme). An 𝑀-scheme allows the user to specify the amount of numerical dissipation.
On the other hand, an (𝑀 + 1)-scheme has a fixed amount of numerical dissipation built into the formulation. Therefore, the
𝑀-scheme is recommended for general-purpose applications.
3. For a given order of the 𝑀-scheme, the time step size 𝛥𝑡 and the spectral radius at the high-frequency limit 𝜌∞ need to be
specified by the user. For a given order of the (𝑀 + 1)-scheme, only the time step size 𝛥𝑡 is needed.
4. The two sub-step 𝑀-scheme constructed in the proposed approach is numerically equivalent to the two sub-step 𝜌∞ -Bathe
method.
5. Higher-order (more than two sub-steps) schemes perform well in a much larger range of CFL numbers in comparison with
the two sub-step scheme. The use of higher-order schemes felicitates the choice of parameters and improves the robustness
of the applications with multiple wave speeds.
6. For very stiff problems, the 𝑀-scheme with 𝜌∞ = 0 (𝐿-stable) is recommended. The (𝑀 + 1)-scheme with the built-in amount
of numerical dissipating may not be able to effectively suppress spurious oscillations.
7. For typical wave propagation problems, the parameter 𝜌∞ can be chosen from the range 0 ≤ 𝜌∞ ≤ 0.9. The effect of 𝜌∞ on
the performance is small when the order of accuracy is higher or equal to three.
8. The higher-order schemes (three and four sub-steps) perform better than the two sub-step scheme in terms of accuracy
and numerical dissipation of high-frequency oscillations. They are shown to be highly advantageous for stiff problems and
long-duration analyses.
9. The computational cost of a high-order scheme is linearly proportional to the number of sub-steps. As the order (the number
of sub-steps) increases, the time step size (and CFL number) can be increased at a higher rate. The relative efficiency can be
estimated from the number of sub-steps and CFL numbers
10. The examples in this paper demonstrate that a high-order composite scheme is more effective in suppressing spurious
oscillations and, at the same time, more computationally efficient than a second-order two sub-step scheme.
Declaration of competing interest
The authors declare that they have no known competing financial interests or personal relationships that could have appeared
to influence the work reported in this paper.
Data availability
Data will be made available on request.
Acknowledgments
The work presented in this paper is partially supported by the Australian Research Council through Grant Numbers DP200103577
and LP160101229, Melbourne Water, Australia, Murray–Darling Basin Authority, Australia, Goulburn-Murray Water, Australia, and
SunWater, Australia.
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High-order composite implicit time integration schemes based on rational

Article in Computer Methods in Applied Mechanics and Engineering · January 2024

Chongmin Song Xiaoran Zhang

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Comput. Methods Appl. Mech. Engrg.

High-order composite implicit time integration schemes based on

ARTICLE INFO ABSTRACT

1. Unconditional stability when applied to linear problems.

2. Summary of time-stepping scheme using rational approximation of matrix exponential

2.1. Time integration method by matrix exponential

𝐌𝐮̈ (𝑡) + 𝐂𝐮(𝑡)

with the initial conditions

𝑡(𝑠) = 𝑡𝑛−1 + 𝑠𝛥𝑡, 0 ≤ 𝑠 ≤ 1, (3)

Introducing the state-space vector

where 𝐁𝑘 is integrated by parts and can be determined recursively

with the starting value at 𝑘 = 0

2.2. Rational approximation of matrix exponential

𝐏 = 𝐏(𝐀) and 𝐐 = 𝐐(𝐀) are polynomials of matrix 𝐀 and expressed as

where the matrices 𝐂𝑘 follow from Eqs. (14) and (16) as

which can be evaluated recursively starting from

𝐂0 = 𝐐𝐁0 = 𝐀−1 (𝐏 − 𝐐) , (21)

2.3. Numerical dissipation and dispersion properties

with a pair of complex conjugate eigenvalues 𝜆 and eigenvectors 𝝍

in the spectral analysis. 𝜆 can be expressed as

and the phase angle

𝛺 = arg (𝑅) , (29)

the amplification factor is expressed in the polar form as

The angular frequency of the time-stepping scheme is obtained as

and the Taylor expansion

3.1. 𝑀-Schemes: 𝑀 sub-steps with 𝑀th order of accuracy

(𝑟 − 𝜆)𝑀 𝑒𝜆 = 𝑝0 (𝑟) + 𝑝1 (𝑟)𝜆 + ⋯ + 𝑝𝑀−1 (𝑟)𝜆𝑀−1 + 𝑝𝑀 (𝑟)𝜆𝑀 + 𝑂(𝜆𝑀+1 ) . (42)

𝚙[𝚛, 𝜆] => 𝑟 + (−1 + 𝑟)𝜆 . (46)

results in the solution of the root

The rational approximation in Eq. (44) is expressed as

Setting the coefficient of 𝜆2 to 𝜌∞ = 0.5, an equation for the root 𝑟 is obtained

The two solutions are equal to

is found to be satisfactory. The polynomial 𝑃 (𝜆) is given as

𝚙[𝚛𝚂𝚎𝚕𝚎𝚌𝚝𝚎𝚍, 𝜆] => 13.9282032302755092 + 𝜆 + 0.5𝜆2 . (56)

The value of 𝜌∞ = −0.5 is also tested

The two solutions are equal to

The satisfactory root is found to be 𝑟 = 3, leading to the polynomial

𝑃 (𝜆) = 9 + 3𝜆 − 0.5𝜆2 . (59)

and selecting the solution

𝑃 (𝜆) = 𝑟2 + (−2𝑟 + 𝑟2 )𝜆 + 𝜌∞ 𝜆2 (62)

The rational approximation of the matrix exponential in Eq. (45) is expressed as

The root 𝑟 is sought from the solution of the equation

(−6 + 18𝑟 − 9𝑟2 + 𝑟3 )∕6 = ±𝜌∞ . (65)

3.2. (𝑀 + 1)-Schemes: 𝑀 sub-steps with (𝑀 + 1)th order of accuracy

(𝑟 − 𝜆)𝑀 𝑒𝜆 = 𝑝0 (𝑟) + 𝑝1 (𝑟)𝜆 + ⋯ + 𝑝𝑀 (𝑟)𝜆𝑀 + 𝑝𝑀+1 (𝑟)𝜆𝑀+1 + 𝑂(𝜆𝑀+2 ) , (67)

leads to a desirable rational approximation. The polynomial 𝑃 (𝜆) is given as

𝚙[𝚛𝚂𝚎𝚕𝚎𝚌𝚝𝚎𝚍, 𝜆] => 1.607695154586736 − 0.9282032302755092𝜆 − 0.7320508075688773𝜆2 , (76)

𝚂𝚎𝚛𝚒𝚎𝚜[𝙴𝚡𝚙[𝜆] − 𝚁[𝜆], 𝜆, 𝟶, 𝙼 + 𝟸] => 0.089779189𝜆4 + 𝑂(𝜆5 ) , (79)

which verifies that the accuracy is of the third order.

• Three sub-steps (𝑀 = 3): 𝑟 = 0.9358222275240879

𝐏 = 0.8195587074705850𝐈 − 1.807731017113852𝐀 + 0.5899563117231191𝐀2 + 0.6304149381918093𝐀3 .

• Five sub-steps (𝑀 = 5): 𝑟 = 2.112965958578524

𝐏 =42.11749195119355𝐈 − 57.54689634668432𝐀 + 15.73036710867637𝐀2 + 6.877145852767508𝐀3

4. Time-stepping algorithm in the form of composite time integration method

𝐏(𝐀) = 𝑝0 𝐈 + 𝑝1 (𝑟𝐈 − 𝐀𝑟 ) + ⋯ + 𝑝𝑀 (𝑟𝐈 − 𝐀𝑟 )𝑀

𝐳(𝑘) = 𝐀𝑟 𝐳(𝑘−1) ; (𝑘 = 1, 2, … , 𝑀) , (84)