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Studies of Newmark method for solving nonlinear systems: (I) basic analysis

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DOI: 10.1080/02533839.2004.9670913

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Journal of the Chinese Institute of Engineers, Vol. 27, No. 5, pp. 651-662 (2004) 651

STUDIES OF NEWMARK METHOD FOR SOLVING NONLINEAR

SYSTEMS: (I) BASIC ANALYSIS

Shuenn-Yih Chang

ABSTRACT
The performance of the Newmark method in the solution of linear elastic sys-
tems can be reliably predicted by the currently available evaluation techniques.
However, its performance for solving nonlinear systems is still not clear. Therefore,
its numerical characteristics in the solution of nonlinear systems are explored in this
study by using a newly developed technique. Only a specific implementation of the
Newmark method is studied in this paper although there are several possible imple-
mentations for this integration method. It seems numerical properties of the Newmark
method in the solution of linear elastic and nonlinear systems can be entirely captured
by the newly developed technique. Although this technique is only aimed at a spe-
cific time step, it is still indicative for the whole step-by-step integration procedure
since this procedure consists of each time step.

Key Words: nonlinear system, degree of nonlinearity, evaluation, stability, accuracy.

I. INTRODUCTION by a newly developed technique (Chang, 2003b). In

Step-by-step integration methods (Bathe and
Wilson, 1973; Chang, 1996; 1997; 2001a; 2002;
Goudreau and Taylor, 1972; Hilber et al., 1977;
Newmark, 1959) are widely used for solving equa-
tions of motion so that dynamic behaviors of the sys-
tem under a specific loading can be obtained. In fact,
it is well recognized that the step-by-step integration
method is the most powerful technique for nonlinear
dynamic analysis. The performance of integration
methods is very important in practical application and
thus they have been thoroughly studied. However,
numerical properties of the integration method in the
solution of equations of motion are usually evaluated
for linear elastic systems only (Belytschko and
Hughes, 1983; Chang, 2001b; 2003a; Goudreau and
Taylor, 1972; Krieg, 1973) and those for nonlinear
systems are not assessed (Belytschko and Schoeberle,
1975). The Newmark method is a widely used step-
by-step integration method in dynamic response
analysis and thus is chosen for this study. Its perfor-
mance in the solution of nonlinear systems is assessed
S. Y. Chang is with the Department of Civil Engineering, Na-
tional Taipei University of Technology, Taipei, Taiwan 106, R.O.
C. (Tel: 886-2-27712171 ext. 2653; Fax: 886-2-27814518; Email:
changsy@ntut.edu.tw)
fact, its numerical characteristics, such as local trun-
cation error, order of accuracy, overshooting, stabil-
ity and accuracy, in the solution of nonlinear systems
are evaluated by this technique. The details of using
this technique to evaluate the Newmark method are
presented. Meanwhile, analytical results are dis-
cussed and correlated to numerical phenomena
experienced.
II. EQUATIONS OF MOTION
In dynamic analysis, a structural system is of-
ten idealized as a discrete model and thus the equa-
tions of motion for the discrete structural model are
expressed as:
M u +C u +Ku=f (1)
where M, C and K are the mass, viscous damping and
stiffness matrices; u, u and u are the displacement,
velocity and acceleration vectors, respectively, and f
is an external force vector. In general, M and C are
constant matrices while the stiffness matrix K is var-
ied with time for a nonlinear system.
The Newmark method can be used to obtain the
approximate solutions of Eq. (1) and its general for-
mulation is
652 Journal of the Chinese Institute of Engineers, Vol. 27, No. 5 (2004)

Table 1 Four well-known members of Newmark method

Method β γ Stability condition
Newmark explicit method 0 1 0< Ω ≤2
2
Fox-Goodwin method 1 1 0< Ω ≤ 6
12 2
Linear acceleration method 1 1 0< Ω ≤2 3
6 2
Average acceleration method 1 1 0<Ω ≤∞
4 2

Ma i+1+Cv i+1+Kd i+1=f i+1
di+1=d i +( ∆ t)v i+( ∆ t) 2[( 1 − β )a i+ β a i+1]
2
v i+1 =v i+( ∆ t)[(1− γ )a i+ γ a i+1]
where d i, v i and a i are approximations to u(t i), u (t i)
and u (t i ), respectively, and β and γ are specified co-
efficients which govern the stability, accuracy and nu-
merical dissipation of the integration method. To obtain
the basic properties, it is convenient to consider the
single degree of freedom analogue of Eq. (2)
ma i+1+cv i+1+kd i+1=f i+1
di+1=d i +( ∆ t)v i+( ∆ t) 2[( 1 − β )a i+ β a i+1]
2
v i+1 =v i+( ∆ t)[(1− γ )a i+ γ a i+1]
(i+1)-th time step. Similarly, k i+1 is used to denote
the stiffness at the end of (i+1)-th time step or at the
beginning of the (i+2)-th time step. This implies that
the stiffness during the (i+1)-th time step is varied
(2) from the beginning of k i to the end of k i+1.
Immediately following the end of the i-th time
step, computation details for the (i+1)-th time step
are described next. The first step is to find the dis-
placement for the next time step. In fact, using the
second line of Eq. (3), the acceleration a i+1 can be
rewritten as a function of d i+1. Meanwhile, the ve-
locity vi+1 can be expressed in terms of d i+1 after sub-
stituting the obtained a i+1 into the third line of Eq.
(3). As a result, the displacement di+1 can be obtained
after the substitutions of the derived vi+1 and ai+1 into
the first line of Eq. (3) and are found to be
(3) [ 1 m + γ c + k ]d
β(∆t) 2 β(∆t) i i+1

w h e r e d i, v i a n d a i a r e a p p r o x i m a t i o n s o f
displacement, velocity and acceleration at the i-th
time step; m, c and k are the mass, viscous damping
and stiffness.
The coefficients for the four well-known mem-
bers of Newmark method (Newmark, 1959), which
are the Newmark explicit method, Fox-Goodwin
method, linear acceleration method and constant av-
erage acceleration method, are summarized in Table
1 for the subsequent discussions and comparisons. In
addition, their stability limits for linear elastic sys-
tems are also listed for comparison. In this table, the
relationship Ω = ω ( ∆ t) is defined and ω = k/m is the
natural frequency of the system.
III. AN IMPLEMENTATION OF NEWMARK
METHOD
In order to evaluate the numerical properties of
Newmark method in the solution of a nonlinear system,
the step-by-step integration details within a time step
are described and then are realistically reflected in
the proposed evaluation procedure. In the following
derivations, ki is used to represent the stiffness at the
end of the i-th time step or at the beginning of the
= fi + 1 + [ m 2 ][d i + (∆t)vi + ( 1 – β)(∆t) 2a i]
β(∆t) 2
γ
– c[vi + (1 – γ )(∆t)a i] + c[ ][d + (∆t)vi
β(∆t) i
+ ( 1 – β)(∆t) 2a i] (4)
2
In this equation, it is important to note that the stiff-
ness at the end of the i-th time step ki is used to deter-
mine the displacement d i+1 for the (i+1)-th time step.
Next, the restoring force r i+1 corresponding to this
displacement can be computed by an assumed mate-
rial model, which mathematically describes a stress-
strain relation or a load-displacement relation. In
general, the load-displacement relation for the (i+1)-
th time step can be expressed as r i+1=k i+1d i+1 where
ki+1 is the stiffness at the end of the (i+1)-th time step.
After updating the stiffness k i+1 , the velocity can be
computed based on the new determined stiffness k i+1
and are found to be
vi + 1 = {[ 1 ]m + c} – 1{ fi + 1 – k i + 1d i + 1
γ (∆t)
+ [ m ][vi + (1 – γ )(∆t)a i]} (5)
γ (∆t)
 S. Y. Chang: Studies of Newmark Method for Solving Nonlinear Systems: (I) Basic Analysis
Finally, the acceleration can be computed by
1 )( f – cv – k d )
ai + 1 = ( m (6)
i+1 i+1 i+1 i+1
In this computing procedure, the stiffness k i is used
to determine the displacement d i+1 while the velocity
and acceleration are computed by using the stiffness
ki+1. This reveals that the use of different stiffnesses
to compute the displacement, velocity and accelera-
tion are the major differences between the linear elas-
tic and nonlinear systems.
IV. ANALYSIS
It is often found that for a nonlinear system the
stiffness is k i at the beginning of the (i+1)-th time
step while it becomes k i+1 at the end of this time step.
Since k i+1 is generally different from k i for a nonlin-
ear system, a new parameter µ i+1 is used to describe
the change of the stiffness during the (i+1)-th time
step. For this purpose, the degree of nonlinearity µi+1
is defined as the ratio of k i+1 over k i
k i+1 = µ i+1k i (7)
1 1
Ai + 1 = 1 – µ i + 1γΩi2 1 + (β – µ i + 1γ )Ωi2
1 + βΩi2
– µ i + 1Ωi2 – µ i + 1Ωi2
where Ω i = ω i ( ∆ t); and ω i = k i / m is the natural fre-
quency of the system determined from the structural
properties at the end of the i-th time step. The three
eigenvalues of the amplification matrix A i+1 can be
found from the characteristic equation (Belytschko
and Hughes, 1983)
det (Ai+1− λ I)= λ 3−A 1λ 2+A 2λ −A 3 =0 (10)
where
2 + (β + µ i + 1β – µ i + 1γ – 1 µ i + 1)Ωi2
A1 = 2 truncation error can be used as a criterion for this
1 + βΩi2
1 + µ i + 1(β – γ + 1 )Ωi2
A2 = 2
1 + βΩi2
A 3=0 (11)
After solving the characteristic equation, numerical
properties of the (i+1)-th time step for the Newmark
653
Obviously, there is no stiffness change for µi+1=1 dur-
ing the (i+1)-th time step. Meanwhile, the case of
µi+1>1 simulates the stiffness hardening, and the stiff-
ness softening can be mimicked by 0< µ i+1<1. Thus,
µi+1 can be considered as a measure of the degree of
nonlinearity for the (i+1)-th time step. In general,
for µ i+1>1 the larger µi+1 is, the higher the degree of
hardening nonlinearity is while for 0< µ i+1 <1 the
smaller µ i+1 is, the higher the degree of softening
nonlinearity is.
After defining the degree of the nonlinearity µi+1
for the (i+1)-th time step, the integration procedure
as shown in Eq. (4) to Eq. (6) can be rewritten in a
matrix form (Bathe and Wilson, 1973; Belytschko and
Hughes, 1983) as
X i+1=A i+1X i+Li+1f i+1 (8)
where X i =[d i, ( ∆ t)v i , ( ∆ t) 2a i ] T; A i+1 is the amplifica-
tion matrix and L i+1 is the load vector for the (i+1)-th
time step. In this study, the viscous damping is as-
sumed to be zero in order to simplify the algebraic
manipulations. The explicit expression of the matrix
Ai+1 is
1 –β
2
(1 – γ )(1 + βΩi2) – ( 1 – β)(µ i + 1γΩi2) (9)
2
– ( 1 – β)µ i + 1Ωi2
2
method, such as the local truncation error,
consistency, stability, accuracy and overshoot, can be
further evaluated for both linear and nonlinear
systems.
1. Local Truncation Error and Order of Accuracy
Since the object of numerical integration is to
determine sufficiently accurate approximations with
minimum effort, a means to evaluate the efficiency
of various approximation methods is required. Local
purpose. The local truncation error is defined as the
error committed in each time step by replacing the
differential equation by the difference equation
(Belytschko and Hughes, 1983). In general, the lo-
cal truncation error for the (i+1)-th time step can be
expressed as
n
Ei + 1 = Σ [H pu (p)(∆t) p – 2] + O[(∆t) p – 1]
p=0
(12)
654 Journal of the Chinese Institute of Engineers, Vol. 27, No. 5 (2004)

where u(p) denotes the p-th derivative of the displace-
ment u with respect to time and the coefficient H p is
found to be
H 0 =1−A 1+A 2
1 + ( – 1) p A 2
Hp = p=1, 2, 3, ...
p!
The difference equation with local truncation error
E i+1 ( ∆ t) is said to be consistent with the differential
equation if
lim ( max E i + 1(∆t) ) = 0
∆t → 0 1 ≤ i + 1 ≤ N
where N is the total number of integration time steps.
If E i+1=O[(∆t)q] where q>0, then q is named the order
of accuracy (Belytschko and Hughes, 1983). It is ap-
parent that consistency implies that Ei+1→0 as ∆t→0,
and the order of accuracy is the rate at which the lo-
cal truncation error approaches zero as the time step
tends to zero. Furthermore, the difference equation
is convergent with the differential equation if
lim ( max u(t i + 1) – d i + 1 ) = 0
∆t → 0 1 ≤ i + 1 ≤ N
where di+1 is the approximation obtained from the dif-
ference equation and u(t i+1) is the exact solution for
the differential equation.
After the substitutions of A1 and A2 into Eq. (12),
the local truncation error for the (i+1)-th time step of
the Newmark method is found to be
Newmark method and thus the accuracy significantly
deteriorates when compared to that for the solution
of a linear system. However, consistency and non-
zero order of accuracy might be achieved if µ i+1 is
close enough to 1. This is because the first and/or
second terms on the right hand side of Eq. (16) is
smaller than the subsequent term.
(13)
2. Overshooting Effect
Goudreau and Taylor (1972) discovered a very
peculiar property of the Wilson θ method. Although
(14) this method is unconditionally stable for linear systems,
numerical experiments showed a tendency to over-
shoot exact solutions significantly in the early response.
Therefore, the tendency to overshoot is an important
factor, which should be considered in an evaluation
of an implicit method. To assess the tendency of an
integration method to overshoot the exact solutions,
one can consider a single degree of freedom system
subject to any arbitrary initial conditions di and vi and
then compute d i+1 and v i+1 as a function of Ω i. Since
only convergent integration methods are considered
(15) there will be no overshooting effect as Ω i →0.
However, the behavior as Ω i→∞ will provide an in-
dication of the behavior of the high frequency modes
in a structural system. This is a typical condition when
an unconditionally stable implicit method is used to
solve a large multiple degree of freedom system.
The following two equations are directly ob-
tained from Eq. (8) after using the equation of mo-
tion to eliminate the acceleration term a i

µi + 1 – 1 2 β – µ i + 1 (β – γ + 1 ) 1
Ei + 1 = ω u + 2 ωΩu di + 1 = {[1 + (β – 1 )Ωi2]d i + (∆t)vi}
1 + βΩi2
1
1 + βΩi2
i i 1 + βΩi2 2

1 – 1 [β + µ (β – γ + 1 )] vi + 1 = 1 { – {1 – γ + γµ i + 1 + [β(1 – γ )
+ 12 2 i+1 2 ω 2Ω 2u 1 + βΩi2
1 + βΩi2 i i
d
+ (β – 1 )γµ i + 1]Ωi2}Ωi2( i )
+ O[(∆t) ] 3
(16) 2 ∆t

In addition, for µ i+1=1, it reduces to be + [1 + (β – µ i + 1γ )Ωi2]vi} (18)

γ–1 1 – β + 1 (γ – 1 ) Results for the limiting condition of Ω i→∞ for these

2 12 2 2 ω 2Ω 2u
Ei + 1 = 2 ω iΩiu + two equations are found to be
1 + βΩi 1 + βΩi 2 i i

d i + 1 ≈ (1 – 1 )d i
+ O[(∆t) 3] (17) 2β
d γ
This equation clearly shows that for µ i+1=1, the order vi + 1≈ [γ – 1 + ( 1 – 1)γµ i + 1]Ωi2( i ) + (1 – µ i + 1 )vi
2β ∆t β
of accuracy is one if γ ≠ 1 , two if γ = 1 and three if β=
2 2 (19)
1 in addition to the case of γ = 1 . Based on Eq. (14),
12 2
consistency cannot be achieved for any degree of The first line of this equation reveals that there is no
hardening or softening nonlinearity since µ i+1≠1. In overshoot in displacement for either linear or nonlin-
fact, the order of accuracy degenerates to 0 in the ear systems using the Newmark method. However,
solution of a nonlinear system for any member of the it has a tendency to overshoot quadratically in Ω i in
 S. Y. Chang: Studies of Newmark Method for Solving Nonlinear Systems: (I) Basic Analysis 655

the velocity equation due to the displacement term
(di/∆ t) for any degree of nonlinearity. It is worth not-
ing that the constant average acceleration method is
the only member of the Newmark method that shows
no overshoot in velocity for linear elastic systems.
This is because β = 1 , γ = 1 and µ i+1 =1, (d i / ∆ t) in the
4 2
second line of Eq. (19) disappears. However, the
overshooting in velocity is still present if it is used to
solve a nonlinear system.
It is found that the second inequality of this equation
will be satisfied only if the degree of nonlinearity µi+1
is smaller than or equal to 1 for the case of γ = 1 and
2
β≠0 while for γ= 1 and β=0 the first inequality is not
2
met for any µ i+1>0. Thus, in the sub-family of the
Newmark method with γ= 1 an unconditionally stable
2
algorithm may exist for solving softening or linear
systems but not for solving hardening systems.

3. Stability (2) Conditional stability

There is a zero eigenvalue for the Newmark On the other hand, the conditional stability lim-
method since A 3 =0 in Eq. (12). Thus, this integra- its for the Newmark method can be also found from
tion method is spectrally stable (Belytschko and Hughes, Eq. (20) and are:
1983) if the other two eigenvalues of the amplifica-
tion matrix Ai+1 satisfy the following two inequalitie µ i+1 (β − γ )+ β <0, µ i+1( β − γ + 1 )< β and
2
−(A 2+1)≤A 1≤(A 2+1) if −1≤A 2<1
0< Ω i≤ 2 (23)
−2<A 1 <2 if A 2=1 (20) µ i + 1 (γ – β ) – β

In this derivation, the two eigenvalues can be real or where the second inequality is met only if µ i+1<1 for
complex. Thus, the response is in a bounded oscilla- γ = 1 and β ≠0. This implies there is no conditionally
2
tory form or an exponential decay form. Although a stable method in the sub-family of γ = 1 and β ≠0 for
stable computation can be guaranteed by Eq. (20), it 2
the system with µi+1≥1. In fact, the Newmark explicit
is advisable to satisfy more stringent stability
conditions, which restricts the two eigenvalues to be method is the only method in the sub-family of γ = 1
2
complex conjugate, and thus a bounded oscillatory that can have conditional stability for any µi+1 and its
response is obtained. As a result, two complex con- stability limits are found to be 0<Ωi≤2/ µ i or 0<Ωi+1≤2.
jugates and |λ 1,2|≤1 leads to
(ii) Two Complex Conjugate Eigenvalues − Eq. (21)
A 21 −4A 2<0
(1) Unconditional stability
0<A 2 ≤1 (21)
Using the inequality of A 21 −4A2<0, the lower and
If any member of the Newmark method can satisfy
upper bounds of β are found to be:
the stability conditions either defined in Eq. (20) or
(21) for any value of Ω i then it possesses uncondi-
a ≤β if µ i+1=1
tional stability for the (i+1)-th time step. On the other
hand, if the stability conditions are met only for a
a≤ β≤b if µ i+1≠1 (24)
certain interval of Ω i then the integration method can
only have the conditional stability. To explore the
where
stability conditions of the Newmark method, Eqs. (20)
and (21) will be thoroughly studied next.
a = 1 (γ + 1 ) 2
4 2
(i) Two Real or Two Complex Eigenvalues − Eq. (20)
a= 1 {µ i + 1[µ i + 1(γ + 1 ) – γ + 3 ]
(1) Unconditional stability (1 – µ i + 1) 2 2 2

For the Newmark method to have the response – 2µ i + 1 µ i + 1 (γ + 1 ) – γ + 1 }

2 2
in a bounded oscillatory form or an exponential de-
cay form, unconditional stability conditions can be 1
b= {µ i + 1[µ i + 1(γ + 1 ) – γ + 3 ]
easily determined after the substitution of A1 and A2 (1 – µ i + 1) 2 2 2
into Eq. (20) and are found to be:
+ 2µ i + 1 µ i + 1 (γ + 1 ) – γ + 1 } (25)
µ i+1( β − γ )+ β≥0 and − β ≤µ i+1( β− γ + 1 )≤ β (22) 2 2
2
656 Journal of the Chinese Institute of Engineers, Vol. 27, No. 5 (2004)

where a is proved to be greater than or equal to zero

if the result of the square root is a real number. It is
clear that the result of the square root in Eq. (25) is a
real number for µi+1>1 while for the case of 0<µ i+1<1
it must satisfy the following inequality:

1 + µi + 1
γ ≤ 1( ) (26)
2 1 – µi + 1

As a result, for a≥0 and a ≥0 Eq.(24) implies β ≥0.

Thus, the following results can be further obtained
from the constraint of 0<A 2≤1 based on β ≥0

c≤ β≤d and γ ≥ 1 if µ i+1>1

2
Fig. 1 Variations of lower and upper bounds of β with µ i+1 for
stiffness hardening
γ≥ 1 if µ i+1=1
2
β≥γ− 1 if 0< µ i+1<1 (27)
2
the increase of µ i+1 as γ > 1 . Besides, it is also found
2
where that the maximum value of µi+1 increases with the in-
µ crease of γ, which must be larger than 1 . For example,
c= γ − 1 and d = ( i + 1 )(γ – 1 ) (28) 2
2 µi + 1 – 1 2 as β = 1 and γ = 3 , the unconditional stability is
2 4
achieved only if 1< µ i ≤2 while for β = 5 and γ = 3 , it
As a further step, the conditions to have uncon- 4 2
ditional stability for the Newmark method can be sum- extends to be 1< µ i+1 ≤5. However, it will be shown
marized from Eqs. (24) and (27) and are later that a larger value of γ will lead to less accuracy
of numerical solution as γ ≥ 1 .
2
µi + 1 + 1 Conditions to have unconditional stability for
a≤ β ≤d, γ ≥ 1 and γ ≥ if µ i+1>1
2 4 µ i+1=1, as shown in the second line of Eq. (29), are
the same as those which have been derived for linear
a ≤ β and γ ≥ 1 if µ i+1=1 systems (Belytschko and Hughes, 1983). It is inter-
2
esting to study the unconditional stability conditions
1 + µi + 1
a≤ β ≤b and γ ≤ 1 ( ) if 0< µ i+1<1 (29) for stiffness softening, as shown in the third line of
2 1 – µi + 1 Eq. (29). In this line, the second inequality can be
In this equation, the inequality γ ≥(µi+1+1)/4 in the first used to obtain the results of ( γ − 1 )/( γ + 1 )≤ µ i+1<1 if
2 2
case of µ i+1>1 implies that the degree of nonlinearity γ > 1 and 0< µ i+1<1 if γ ≤ 1 . This implies that for any
2 2
µ i+1 must be smaller than or equal to 1 if γ = 1 . member of the Newmark method with γ > 1 , the un-
2 2
Obviously, this is contradictory to the assumption of conditional stability can be obtained only if the de-
µ i+1>1 for this case. Thus, it is concluded that any gree of softening nonlinearity is in the range of ( γ −
member of the Newmark method with γ = 1 cannot 1 )/(γ+ 1 )≤µ <1. However, for the Newmark method
i+1
2 2 2
possess the desired unconditional stability for any with γ ≤ 1 , it can be achieved for any degree of soft-
2
degree of hardening nonlinearity. ening nonlinearity. These results can be seen in Fig.
To see the variations of a and d with respect to 2 where the variations of a and b with respect to µi+1
µi+1 for a given value of γ , the first line of Eq. (29) is
for γ=− 1 , 0, 1 , 1 and 3 are depicted. In addition, for
plotted in Fig. 1. The line with an arrow denotes the 2 2 2
a given value of γ , the possible range of β to have
possible range of β, which is 1 ≤β <∞, to have uncon-
4 unconditional stability for stiffness softening in-
ditional stability for µ i+1 =1 as γ = 1 . In addition, the creases with increasing µ i+1. In general, the higher
2
solid circles represent the lower bounds of β as µi+1=1 the degree of softening nonlinearity is, the smaller
for the cases of γ = 1 , 3 , 1, 5 and 3 ; and their corre- the range of β for a given value of γ is.
2 4 4 2 After the study of the variations of β and γ ver-
sponding values of a are found to be a= 1 , 25 , 9 ,
4 64 16 sus µ i+1 to have unconditional stability, it is natural
49 and 1. For stiffness hardening, the possible range
64 to consider the possible range of µ i+1 to possess the
of β to have unconditional stability is decreased with unconditional stability for given β and γ . Thus,
 S. Y. Chang: Studies of Newmark Method for Solving Nonlinear Systems: (I) Basic Analysis 657

Fig. 2 Variations of lower and upper bounds of β with µ i+1 for Fig. 3 Variations of lower and upper bounds of µ i+1 with β
stiffness softening

using the procedure similar to the derivation of Eq. (2) Conditional stability
(29), Eq. (21) will lead to
Conditional stability limits for the Newmark
e≤ µ i+1 ≤f if γ − 1 < β≤ γ − 1 method can be derived from Eq. (21) and are summa-
2 4 rized as follows
e≤ µ i+1 ≤g if β ≥ γ − 1 and β ≠γ + 1
4 2 0<Ω i<min( Ωia , Ωib ) if β <γ − 1 and
2
1 β≤µ if β ≥ γ − 1 and β = γ + 1
4 i+1 4 2
(30) µ i+1<e or f< µi+1

where 0<Ω i < Ωia if β = γ − 1 and 0< µ i+1<∞

2
β[β + 2 – (γ + 1 )] – 2β β – (γ – 1 ) 0< Ω i< Ωia if γ− 1 < β< γ − 1 and µ i+1<e or f<µ i+1≤g
e= 2 2 2 4
1
[β – (γ + )] 2
2
0<Ω i< Ωia if γ − 1 ≤β and µ i+1<e (32)
4
β[β + 2 – (γ + 1 )] + 2β β – (γ – 1 )
f= 2 2 where
1
[β – (γ + )] 2
2 µi + 1
Ωia = 2
β [(1 – µ i + 1)β + µ i + 1(γ + 1 )] 2 – 4µ i + 1β
g= (31) 2
β–γ+1
2
Ωib = –1 (33)
The first line of Eq. (30) indicates that there is no µ i + 1 (β – γ + 1 )
2
unconditionally stable integration method if β−γ+ 1 ≤0
2
and it may exist only if β − γ + 1 >0. Details can be The Newmark explicit method is in the second
2 case of Eq. (32); the Fox-Goodwin method and lin-
found in Fig. 3, where Eq. (30) with γ =− 1 , 0, 1 , 1
2 2 ear acceleration method are in the third case; and the
and 3 for the variation of µ i+1 with β is plotted. It is constant average acceleration method is in the fourth
2
found that for γ ≤ 1 and β >0, the integration method case. As a result, conditional stability limits for the
2
can have unconditional stability only for stiffness four integration methods reduce to be
softening while for γ > 1 and β ≥ γ − 1 the method to µi + 1
2 4
have unconditional stability may exist for both stiff- 0 ≤ Ωi ≤ Ωia = 2
[(1 – µ i + 1)β + µ i + 1] 2 – 4µ i + 1β
ness hardening and softening and is limited to some
specific range of µ i+1 . In fact, the interval between (34)
the thin and thick lines, which have the same line type,
is the specific range for given β and γ . for γ = 1 .
2
658 Journal of the Chinese Institute of Engineers, Vol. 27, No. 5 (2004)

Table 2. Possible range of µ i to have unconditional and conditional stability for the four members of the
Newmark method
Method Two real or two complex eigenvalues Two complex conjugate eigenvalues
β γ Unco. Stab. Conditional Stability Unco. Stab. Conditional Stability
0 1
2
none 0<µ i+1<∞ 0< Ω i none 0< µ i+1<∞ 0< Ω i≤ 4
µi + 1
≤ 4
µi + 1

1 1 0< µ i+1 ≤ 1 1 < µ ≤1 0< Ω i 13 – 4 3 ≤µ

i+1 0< µ i+1 < 121
13 – 4 3 or 0< Ω
12 2 5 5 i+1 121 i
144µ i + 1
≤ 24 ≤ 121
13 + 4 3 13 + 4 3 < µ i+1<1 ≤
5µ i + 1 – 1 121 121µ i2+ 1 – 26µ i + 1 + 1

1
6
1
2
0< µ i+1 ≤ 12 1 < µ ≤1
2 i+1
0< Ω i 7 – 2 6 ≤µ
i+1 0< µ i+1< 7 – 2 6 or 0< Ω i
25 25
7 + 2 6 < µ <1 144µ i + 1
≤ 12
2µ i + 1 – 1
≤ 7 + 2 6 ≤
25µ i2+ 1 – 14µ i + 1 + 1
25 25 i+1

1
4
1
2
0< µ i+1 ≤1 none none 1 ≤ µ ≤1
9 i+1
0< µ i+1< 19 0< Ω i≤
64µ i + 1
9µ i2+ 1 – 10µ i + 1 + 1

by a dash-dot arrow, and is conditionally stable for

the rest of the interval of 0<µi+1≤1, as is indicated by
an arrow. These intervals for the three integration
methods will be found and summarized later. For
example, the constant average acceleration method
is unconditionally stable for 1 ≤µ i+1 ≤1 and is condi-
9
tional stable for 0< µ i+1< 1 . This can be also seen in
9
Fig. 4.

(iii) Summary

Since the four members of the Newmark method

Fig. 4 Variations of upper stability limit with µi+1 for well-known
members of Newmark method
Variations of the upper stability limits with µ i+1
for the four integration methods are plotted in Fig. 4.
It should be mentioned that the actual range for the
Newmark explicit method is 0< µ i+1 <∞ although the
upper stability limit shown in this figure is only the
range of 0.01<µ i+1 <100. Whereas those of the other
integration methods are limited to the range of
0<µ i+1≤1 since they lead to instability for any degree
of hardening nonlinearity. It is found that the
Newmark explicit method can only have conditional
stability and its upper stability limit is decreased with
the increase of µi+1. On the other hand, for the other
integration methods, each method is unconditionally
stable in a certain interval of 0<µi+1≤1, as is indicated
are widely used it is useful to summarize the results
of the stability analysis in Table 2. This table is con-
sidered as eight columns except the first two rows.
The third column is obtained from Eq. (22) and Eq.
(23) determines the fourth and fifth columns. In
addition, the sixth column is computed from Eq. (30)
and the seventh and eighth columns are calculated
from Eq. (32). In this table, it is found that for the
Fox-Goodwin method, linear acceleration method
and constant average acceleration method a stable
computation can be achieved only for stiffness soft-
ening and constant stiffness while for any stiffness
hardening they will lead to instability. Although the
Newmark explicit method can only possess condi-
tional stability, numerical instability will not occur
in the solution of any degree of nonlinearity if the
stability limits 0<Ω i ≤2/ µ i + 1 are met. It should be
mentioned that the fifth or eighth column reduces to
be the same as the fourth column of Table 1 if µ i+1 is
 S. Y. Chang: Studies of Newmark Method for Solving Nonlinear Systems: (I) Basic Analysis 659

taken to be 1. It becomes clear that an uncondition-

ally stable method for linear systems may lead to in-
stability for nonlinear systems after the stability
analysis.

4. Accuracy

For the Newmark method, if there exist two com-

plex conjugate eigenvalues in addition to the zero
eigenvalue, these eigenvalues λ1,2 can be further ex-
pressed as:

A 1 ± j 4A 2 – A 21 – ξi+1 Ωi+1 ± j Ωi+1

λ 1, 2 = =e (35)
2

where Ω i + 1 = ω i + 1 (∆t) and j= – 1 . According to this

equation, the phase Ω i + 1 and the numerical damp-
ing ratio ξ i + 1 are found to be

4A 2 ln(A 2)
Ω i + 1 = tan – 1( – 1 ) , ξi +1 = –
A1 2 Ωi+1

(36)

In addition, the relative period error is proposed to

measure period distortion and is defined as
Fig. 5 Numerical characteristics for the linear acceleration method
T – Ti+1 Ω
Pish+ 1 = i+1 = 1 – i+1 if T i+1 > T i + 1
Ti + 1 Ωi+1

T i + 1 – Ti + 1 Ωi + 1 damping ratio, and spectral radius, five values of µ i+1

Piel+ 1 = = –1 if T i+1 < T i + 1
Ti + 1 Ωi+1
(37)
where T i+1 =(2 π )/ ω i+1 and Ti+1 =(2 π )/ ω i + 1 . The
symbols Pish+ 1 and Piel+ 1 are the relative period errors
corresponding to the cases of period shrinkage and
elongation during the (i+1)-th time step, respectively.
The spectral radius is generally defined as
ρ i+1 =max| λ j| for j=1, 2, 3 and is equal to ρ i+1 = A 2 =
e – ξ i + 1 Ω i + 1 if two eigenvalues are complex conjugate.
The explicit expression of the spectral radius in the
case of two complex eigenvalues for the Newmark
method is found to be
1 + µ i + 1(β – γ + 1 )Ωi2
ρi + 1 = 2 (38)
1 + βΩi2
It is clear that ρ i+1 >1 will lead to instability since it
may induce exponential growth. Thus, for γ = 1 , Eq.
2
(38) implies a stable computation may be obtained only
if 0<µi+1≤1 while instability will occur if µ i+1>1.
To illustrate the influence of degree of
nonlinearity µ i+1 to relative period error, numerical
are thoroughly considered for the Newmark explicit
method and the constant average acceleration method.
However, numerical characteristics for the linear ac-
celeration method and Fox-Goodwin method are also
provided in Figs. 5 and 6, respectively.
(i) Newmark Explicit Method
It is evident from Eq. (38) that the spectral ra-
dius for the Newmark explicit method is 1 for any
degree of nonlinearity. Thus, this method possesses
no numerical dissipation for either linear elastic or
nonlinear systems since ξ i + 1 =0. However, its rela-
tive period error highly depends on the degree of
nonlinearity µ i+1 and the details are shown in Fig. 7.
It should be mentioned that the first line of Eq. (37)
is used to compute the relative period error since the
Newmark explicit method always shows a period
shrinkage for any degree of nonlinearity. For each
curve, the relative period error is gradually increased
with the increase of ∆ t/T i while as ∆ t/T i tends to the
stability limit it grows very rapidly. This figure also
shows that the relative period error is increased with
the increasing value of µ i+1 for a specific value of
∆ t/T i .
660 Journal of the Chinese Institute of Engineers, Vol. 27, No. 5 (2004)

Fig. 8 Spectral radius for the constant average acceleration method

Fig. 6 Numerical characteristics for the Fox-Goodwin method

Fig. 9 Relative period error for the constant average accelera-

tion method

Fig. 7 Relative period error for the Newmark explicit method

(ii) Constant Average Acceleration Method

Numerical properties for the constant average

acceleration method are plotted in Figs. 8 to 10. The
variation of spectral radius with ∆ t/T i is plotted in
Fig. 8 where a solid circle is the point at which com-
plex eigenvalues bifurcate into real and distinct
eigenvalues. It can be seen that for the stiffness in-
variant the spectral radius is always equal to 1 for
any value of ∆ t/T i. However, it is less than 1 for any
Fig. 10 Numerical dissipation for the constant average accelera-
tion method
degree of softening nonlinearity and greater than 1
for any degree of hardening nonlinearity. This im-
plies that numerical solutions will be eventually
blown up for any degree of hardening nonlinearity
 S. Y. Chang: Studies of Newmark Method for Solving Nonlinear Systems: (I) Basic Analysis
while stable solutions can be obtained for the case of
stiffness invariant and any degree of softening
nonlinearity. This figure also shows that the spectral
radius is only a little greater than 1 for µ i+1 >1 as
∆ t/T i is small enough. This strongly indicates that
reliable solutions for any degree of hardening
nonlinearity may still be achieved if the integration
time step is small enough. In fact, it will be illus-
trated by means of numerical examples in the accom-
panying paper (Chang, 2004) that the way to yield
reliable solutions for any degree of hardening
nonlinearity is essentially to rely upon the use of a
small time step to keep the spectral radius smaller
than 1 and thus to delay the numerical instability un-
til accurate results are obtained. This is because that
as ∆ t/T i is small enough the solution is still in an os-
cillatory form and the spectral radius is less than 1
since there are two complex conjugate eigenvalues
with the norm below 1. The relative period error for
the constant average acceleration method is shown
in Fig. 9. For each curve, the relative period error
increases gradually with the increasing value of
∆ t/T i while as ∆ t/T i tends to the stability limit it be-
comes steep except that the curves for µ i+1 =10 and
100 show irregularity as their stability limits are
approached. It can also be found that for a given value
of ∆t/T i , constant stiffness exhibits the least relative
period error while for stiffness hardening the rela-
tive period error is increased with the increasing value
of µ i+1 and for stiffness softening it increases with
the decrease of µ i+1 . Thus, either for stiffness hard-
ening or softening, a smaller value of ∆ t/T i is in gen-
eral required to yield about the same accuracy in a
given period when compared to that for constant
stiffness. Fig. 10 depicts the variation of the numeri-
cal damping ratio ξ i + 1 with ∆t/T i. As expected, the
constant average acceleration method is non-dissipa-
tive for the case of stiffness invariant. However, it is
interesting to find that a positive damping ratio is gen-
erated for the stiffness softening while a negative
damping ratio is introduced for stiffness hardening.
Besides, the numerical damping ratio increases with
the increasing value of the degree of hardening
nonlinearity while the absolute value of the numeri-
cal damping ratio increases with the decreasing value
of the degree of softening nonlinearity. It also can
be found that the absolute value of the numerical
damping ratio is increased with the increase of ∆ t/T i
for a given value of the degree of nonlinearity.
V. CONCLUSIONS
Numerical characteristics of the Newmark
method for both linear and nonlinear systems are
evaluated by using the new evaluation technique.
Although only a specific time step is evaluated the
661
results are still indicative for nonlinear dynamic
analysis. Numerical properties for the solution of
nonlinear systems highly depend on the degree of
nonlinearity in each time step. This explains why the
performance of a step-by-step integration method in
the solution of nonlinear systems cannot be reliably
predicted by the evaluation methods used for linear
elastic systems. It seems that the theoretical evalua-
tion results for the Newmark method are consistent
with the phenomena experienced in the step-by-step
solution of nonlinear systems. However, numerical
verifications are needed. In fact, detailed verifica-
tions and guidelines to have accurate solutions for
nonlinear dynamic analysis are studied in the accom-
panying paper.
ACKNOWLEDGMENTS
The author is grateful to acknowledge that this
study is financially supported by the National Sci-
ence Council, Taiwan, R.O.C., under Grant No. NSC-
91-2218-E-027-010.
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Manuscript Received: May 02, 2003
Revision Received: Dec. 10, 2003
and Accepted: Jan. 20, 2004