Journal of Earthquake Engineering

ISSN: 1363-2469 (Print) 1559-808X (Online) Journal homepage: http://www.tandfonline.com/loi/ueqe20

Improved Explicit Integration Algorithms for

Structural Dynamic Analysis with Unconditional
Stability and Controllable Numerical Dissipation

Chinmoy Kolay & James M. Ricles

To cite this article: Chinmoy Kolay & James M. Ricles (2017): Improved Explicit Integration
Algorithms for Structural Dynamic Analysis with Unconditional Stability and Controllable Numerical
Dissipation, Journal of Earthquake Engineering, DOI: 10.1080/13632469.2017.1326423

To link to this article: http://dx.doi.org/10.1080/13632469.2017.1326423

Accepted author version posted online: 08

Aug 2017.

Submit your article to this journal

View related articles

View Crossmark data

Full Terms & Conditions of access and use can be found at

http://www.tandfonline.com/action/journalInformation?journalCode=ueqe20

Download by: [Simon Fraser University] Date: 09 August 2017, At: 07:56
 Improved Explicit Integration Algorithms for Structural
Dynamic Analysis with Unconditional Stability and Controllable
Numerical Dissipation
Chinmoy Kolay*, and James M. Ricles†

*
Research Scientist, ATLSS Engineering Research Center, Lehigh University, Bethlehem,
PA 18015(corresponding author). E-mail: chk311@lehigh.edu.
†
Bruce G. Johnston Professor, Dept. of Civil Eng., Lehigh University, Bethlehem, PA 18015.
E-mail: jmr5@lehigh.edu.

t
A computationally efficient one-parameter family of explicit (i.e., non-iterative for nonlinear

ip
systems) direct integration algorithms featuring second-order accuracy, unconditional
stability for linear systems, and controllable numerical dissipation is developed for solving
inertial problems. Unconditional stability is attained within an explicit formulation using the

cr
concept of model-based algorithms in which the algorithmic parameters are functions of the
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

model matrices. The proposed method improves the overshoot and nonlinear stability
characteristics of the KR- α method, an existing explicit model-based algorithm. Numerical

us
characteristics of the proposed method are compared with that of the KR- α method and
further demonstrated through representative numerical examples.
an
Keywords direct integration algorithm; explicit; unconditional stability; numerical damping;
improved overshoot; dynamic analysis
M
1. Introduction
In inertial problems also called structural dynamics problems, the response is typically
dominated by a relatively small number of low-frequency modes, e.g., civil structures under
ed

seismic excitations. For these problems, unconditionally stable algorithms are preferred over
conditionally stable algorithms because in the former a relatively large time step can be
employed based on the desired accuracy for the participating low-frequency modes.
Therefore, implicit algorithms that are unconditionally stable, e.g., the average acceleration (
pt

AA ) scheme of the Newmark method [Newmark, 1959], are well suited for such problems.
Conditionally stable algorithms require that the time step size to be inversely proportional to
ce

the highest natural frequency of the system. Therefore, explicit algorithms that are generally
only conditionally stable, e.g., the central difference scheme, are not preferred except for
wave propagation and impact problems where the time step size needed for accuracy is of the
same order as the stability limit. Nevertheless, explicit algorithms are computationally more
Ac

efficient compared with implicit algorithms because they are non-iterative. As a result, a new
class of explicit algorithms [Chang, 2002; Chen and Ricles, 2008] were developed that can
achieve unconditional stability for linear and nonlinear stiffness softening type problems.
Unlike the conventional integration algorithms, these algorithms use model-based constants
in the algorithmic difference equations and are therefore referred to as the model-based
algorithms.

1 UEQE_A_1326423
 In addition to unconditional stability, controllable numerical dissipation is also preferred and
often required for inertial problems to reduce any spurious participation of high-frequency
modes. A number of algorithms featuring numerical dissipation [Hilber et al., 1977; Wood et
al., 1980; Chung and Hulbert, 1993; Bathe and Noh, 2012] have been developed in the past.
However, these algorithms are implicit and therefore involve an iterative procedure for
nonlinear problems. Kolay and Ricles [2014] first developed a family of second-order explicit
unconditionally stable model-based algorithms with controllable numerical dissipation. This
family of algorithms, hereafter referred to as the KR- α method, inherits the optimal
numerical dissipation characteristic of the single parameter implicit generalized- α ( G- α )
method [Chung and Hulbert, 1993] and contains the CR algorithm [Chen and Ricles, 2008] as a
special case. Kolay et al. [2015] implemented and used the KR- α method for a large scale

t
real-time hybrid simulation (RTHS) and demonstrated the essence of numerical dissipation.

ip
Recently, new model-based algorithms with controllable numerical dissipation have been
developed, (e.g., Kolay [2016]). Kolay and Ricles [2016] classified the model-based algorithms
available in the literature and presented a comprehensive assessment of these algorithms for

cr
applications in structural dynamics, including earthquake engineering. It was demonstrated
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

that the KR- α method is one of the more suitable model-based methods for linear and

us
nonlinear inertial problems. Nevertheless, the method has a tendency to overshoot in which
the numerical response of a high-frequency mode overshoots the exact solution. If no
numerical dissipation is used, the overshoot in the KR- α method can grow with time and
persist throughout the entire simulation. This is unusual because overshoot, if it occurs, does
an
not typically grow with time and is observed only in the first few time steps, e.g., Wilson- θ
method (see Hilber and Hughes [1978]). This overshoot growth is, however, reduced
significantly and contained within the initial few time steps with the use of controllable
numerical dissipation [Kolay and Ricles, 2016].. To further improve the overshoot
M
characteristic of the KR- α method while also enhancing the stability characteristic for
nonlinear stiffening systems, a new one-parameter family of model-based explicit algorithms
is developed in this paper. The proposed method is well suited for numerical and hybrid
ed

simulation applications in earthquake engineering, where the former is shown in this paper
and the latter can be found in Kolay [2016] and Kolay and Ricles [2017].
The paper begins with a brief review of the four-parameter explicit- α ( E- α )
method [Kolay and Ricles, 2016] from which the proposed method is developed. Relationships
pt

between these four parameters are then derived and expressed in terms of a single parameter
so as to achieve: (i) unconditional stability, (ii) second-order accuracy, (iii) an improved
overshoot characteristic, and (iv) an optimal numerical dissipation characteristic (i.e.,
ce

minimum low-frequency dissipation for a given level of high-frequency dissipation).

Important numerical characteristics of the proposed method are compared with that of the
KR- α method, and it is shown that the proposed method provides comparable accuracy and
Ac

also possesses an enhanced stability characteristic for nonlinear stiffening type systems. The
improved characteristics of the proposed methods are further demonstrated through
representative numerical examples.

2 UEQE_A_1326423
 2. The initial value problem and the explicit- α (E- α ) method
The semi-discrete equations of motion for linear structural dynamics is
MU  (t ) + CU  (t ) + KU (t ) = F (t ), U (0) = X , U  (0) = X (1a-c)
0 0

where M, C, and K are the mass, damping, and stiffness matrices of the system,
respectively; U (t ) , U  (t ) , and U  (t ) are the unknown displacement, velocity, and acceleration
vectors, respectively; F (t ) is the applied force vector; and X 0 and X  are the given vectors
0

of initial displacement and velocity, respectively.

The explicit- α ( E- α ) method applied to solve the initial value problem in Equation
(1) is described by the following equations [Kolay and Ricles, 2016]:

t
 + Δt 2α X    
X n +1 = X n + ΔtX 2 n , X n +1 = X n + Δtα 1 X n (2a,b)

ip
n


 n +1 + CX

n +1−α + KX n +1−α = Fn +1−α (3)

cr
MX
f f f
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

 = F − CX
MX  − KX (4)
0 0 0 0

us
where X n , X  , and X  are the numerical solutions for U (t ) , U (t ) , and U
 (t ) ,
n n n n n

respectively, at time instant tn (i.e., time step n ); α 1 and α 2 are model-based integration
parameter matrices; Δt is the time step size; n ∈ {0,1, , N − 1} ; and, N is the number of
an
time steps. The time discrete combinations of acceleration, velocity, displacement, time, and
excitation force are given by

 n +1 = (I − α ) X
X  + α X
 , (⋅) = (1 − α )(⋅) + α (⋅) (5a-b)
3 n +1 3 n n +1−α f f n +1 f n
M
where I is the identity matrix; α 3 is a third model-based integration parameter matrix; and,
 , F and t. To inherit the numerical dispersion and dissipation
(⋅) represents each of X , X
characteristics of the G- α method when described by four parameters [Chung and Hulbert,
ed

1993], the eigenvalues of the amplification matrix of the E- α method are made equal to that
of the G- α method. This leads to the following for the integration parameter matrices
[Kolay and Ricles, 2014]:
α1 = α −1M, α 2 = (1/ 2 + γ ) α1 , α 3 = α −1α
pt

(6a-c)
where α = M + γΔtC + β Δt 2 K  , and α = α m M + α f γΔtC + α f β Δt 2 K  . Equations (2)–(6)
ce

define the E- α method which contains four model-independent parameters α m , α f , β , and

γ that govern the numerical characteristics of the method.
Ac

3. Analysis of the E- α method and design of the proposed MKR-

α method

In this section the model-independent parameters of the E- α method ( α m , α f , β , and γ )

are related and expressed in terms of a single parameter so as to satisfy the four desired
characteristics outlined in Section 1. The resulting subfamily of algorithms is referred to as
the modified KR- α ( MKR- α ) method because its formulation is similar to that of the KR-
α method [Kolay and Ricles, 2014], which is also a subfamily of the E- α method and
satisfies the first, second and fourth of the aforesaid characteristics.
For the analysis of the E- α method, it is convenient to convert the coupled
equations of motion and the algorithmic equations to a series of uncoupled single-degree-of-

3 UEQE_A_1326423
 freedom (SDOF) systems. The initial value problem for an SDOF system characterized by
natural frequency ω , damping ratio ξ , and subjected to an external excitation f (t ) is given
by
u(t ) + 2ξωu (t ) + ω 2u (t ) = f (t ), u (0) = x0 , u (0) = x0 (7a-c)
To study the aforesaid desired characteristics of the proposed method it is sufficient to
consider f (t ) = 0 for all t ∈ [0, t N ] . When the E- α method is applied to solve Equation (7)
with f (t ) = 0 , the algorithmic equations can succinctly be written in the following recurrence
relationship:
Yn +1 = AYn , n ∈ {0,1, , N − 1} (8)
where Yn = [ xn Δtxn xn ]T , and A ∈  3×3 is the amplification matrix of the method that
Δt 2 

t
ip
can be expressed in terms of ξ , Ω = ωΔt , γ , β , α m , and α f (see Kolay and Ricles [2016] for
the expression of A). In general, A has three nonzero eigenvalues, two of them are complex
conjugate principal roots ( λ1,2 ) and the third one ( λ3 ) is a so called spurious real root. The

cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

principal roots can be expressed as

 2 
λ1,2 = σ ± iε = exp Ω  −ξ ± i 1 − ξ  

us
(9)
  
where σ = Re{λ1,2 } and ε = Im{λ1,2 } , i = −1 , and ξ and Ω are
1
antan ( ε / σ )
−1
ξ =− ln (σ 2 + ε 2 ) , Ω = (10a,b)
2Ω 1− ξ
2

ξ and ω = ΔΩt are termed as the equivalent damping ratio and apparent natural frequency,
M
respectively.

3.1. Unconditional stability

ed

An integration algorithm is said to be stable if ρ ≤ 1 and the repeated eigenvalues, if any,

satisfy | λ |< 1 , where ρ = max{| λ1 |,| λ2 |,| λ3 |} and is called the spectral radius of the
pt

amplification matrix A and λ j is the jth eigenvalue. Because the eigenvalues of A , which
govern the stability characteristic of an integration algorithm, of the E- α method are made
equal to that of the implicit G- α method as stated earlier, the stability conditions of the
ce

latter applies to the former method. The G- α method is unconditionally stable, provided the
following holds [Erlicher et al., 2002]:
1 1 1 1 γ
α f ≤ , − (γ − α f ) ≤ α m ≤ , γ ≥ , β ≥ (11a-d)
Ac

2 2 2 2 2
Therefore, the E- α method becomes unconditionally stable if Equation (11) holds.
Alternatively, Equation (11) can be derived for the E- α method using the Routh-Hurwitz
criteria (e.g., see Hilber [1976]). These conditions are summarized in the first row of Table 1.

4 UEQE_A_1326423
 3.2. Second-order accuracy
The order of accuracy of an integration algorithm is determined from its local truncation error
defined by [Hilber, 1976; Chung and Hulbert, 1993]
3
τ = Δt −2 (−1) j Aj u (tn +1− j ) (12)
j =0

where A0 = 1 , A1 = 1
2 of trace of A, A2 = sum of principal minors of A, and A3 =
determinant of A. Using the finite Taylor Series expansion for each of u (tn +1− j ) about tn and
substituting the second and higher order derivatives of u (i.e., u(tn ) , 
u (tn ) , etc.) in terms of

t
u (tn ) and u (tn ) using Equation (7a) with f (t ) = 0 , Equation (12) can be written as follows

ip
[Hilber, 1976]:
1
τ= (γ − γ ' )  2ξω 2u (tn ) − (1 − 4ξ 2 )ωu (tn )  Ω + O (Δt 2 ) (13)
d

cr
where d = (α m − 1) + 2(α f − 1)γξΩ + (α f − 1) βΩ 2 and γ ' = 12 − α m + α f . An algorithm is said
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

to be p th order accurate if τ = O(Δt p ) . Equation (13) indicates that the E- α method is, in

us
general, first-order accurate ( τ = O ( Δt ) ) and becomes second-order accurate (i.e.,
τ = O(Δt 2 ) ) when
1
an
γ = γ' = − αm + α f (14)
2
The parameter conditions for combined stability and second-order accuracy are summarized
in the second row of Table 1. Note that the second row, third column entry in the table is
M
determined by requiring that γ ≥ 12 (i.e., fourth column of first row), whereby
γ = 12 − α m + α f ≥ 12 which results in α m ≤ α f .
ed

3.3. Improved overshoot characteristic

Overshoot is a phenomenon where the numerical response of a high-frequency mode
characterized by a large Ω value overshoots the exact solution usually in the first few time
pt

steps [Hilber and Hughes, 1978]. On the other hand, overshoot does not occur for the important
low-frequency modes characterized by small Ω values because the frequently-used
ce

algorithms in structural dynamics, e.g., all the algorithms mentioned in this paper, are
convergent. Nevertheless, the important low-frequency mode response in a step-by-step
direct integration of an MDOF system may get contaminated by the overshoot of high-
frequency modes present in the system. To assess the overshoot tendency of an integration
Ac

algorithm for high-frequency modes the limit Ω → ∞ is considered in the recurrence relation
(Equation (8)) to obtain an approximate expression for displacement and velocity at the first
time step ( n = 1 ) in terms of the initial conditions [Hilber and Hughes, 1978]. This leads to the
following for the E- α method:
 1 1 
x1 ≈ 1 −  γ +   x0 + x0 Δt , x1 ≈ x0 (15a,b)
 β 2 
Equation (15) indicates that the E- α method does not have a tendency to overshoot the
exact solution due to initial displacement x0 because the coefficient of x0 is neither a
function of Δt nor Ω . On the other hand, Equation (15a) indicates a tendency to overshoot in
displacement linearly with Δt due to the initial velocity x0 . However, for the KR- α method

5 UEQE_A_1326423
 which is a subfamily of the E- α method, it can be shown that the square bracketed term in
Equation (15a) varies in the range of [ −3, −1] for ρ∞ ∈ [1, 0] . This leads to overshoot in the
first time step ( n = 1 ), i.e., | x1 |>| x0 | when ρ∞ ∈ [1, 0) , and it grows with time when ρ∞ = 1
(i.e., the CR algorithm). In fact, using Equation (8) recursively and considering the limit
Ω → ∞ , the following approximate relations can be obtained for the KR- α method with
ρ∞ = 1 .
xn ≈ (−1) n [ (2n + 1) x0 − nx0 Δt ] , xn ≈ (−1) n +1 (2n − 1) x0 (16a,b)
Equation (16), which represent the nature of overshoot for higher modes, indicates that the
displacement xn and velocity xn grow linearly with time step n, where the former is due to

t
x0 ≠ 0 and x0 ≠ 0 , and the latter is due to x0 ≠ 0 . This kind of overshoot growth is unusual,

ip
because as noted earlier overshoot, if any, does not usually grow with time and is observed
only in the first few time steps.
If the magnitude of the square bracketed term in Equation (15a) is set equal to unity

cr
this overshoot growth is completely eliminated. In other words, this condition ensures that xn
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

and xn will not grow with time step n unlike Equation (16) when no numerical dissipation is

us
used. This condition along with γ ≥ 12 (Equation (11c)) leads to the following relationship:
1 1
β = γ +  (17)
2 2
 
an
Note that the MKR- α method still has a tendency to overshoot in displacement linearly
with Δt due to x0 ≠ 0 (see Equation (15a) along with Equation (17)), which is difficult to
eliminate due to the completely explicit formulation of the method (see Equation (2)).
M
Nevertheless, the overshoot characteristic of the proposed MKR- α method is significantly
improved compared with that of the KR- α method, as also illustrated later numerically in
Section. 6.1. Equation (17) and the previously derived equations for stability and second-
order accuracy are summarized in the third row of Table 1, which indicates that the proposed
ed

MKR- α method can now be described by the two free parameters α f and α m .
pt

3.4. Optimal numerical dissipation with parametrization

High-frequency dissipation in the E- α method is maximized when the principal roots ( λ1,2 )
ce

remain complex conjugate as Ω increases and become real in the limit Ω → ∞ [Chung and
Hulbert, 1993]. To this end, all three eigenvalues of A in the limit Ω → ∞ are determined to
be the following :
Ac

1  1 i 1 1
2
αf
λ = 1−
∞
1,2 γ +  ± β −  γ +  , λ3∞ = (18a,b)
2β  2 β 4 2 α f −1
(γ + 12 )
2
Equation (18a) indicates that β = 1
4 is required to maximize high-frequency
dissipation by making λ ∞
to be real. This relationship between β and γ is used in the KR-
1,2

α method [Kolay and Ricles, 2014], whereas Equation (17) is derived for the proposed
MKR- α method to eliminate the overshoot growth. Substitution of Equations (14) and (17)
in Equation (18a) leads to the following for the MKR- α method:
1+ αm − α f
λ1,2
∞
= ±i (19)
1− αm + α f

6 UEQE_A_1326423
 Equation (19) indicates that λ1,2
∞
are, in general, complex conjugate unlike that in the KR- α
method. Nevertheless, the desired high-frequency dissipation is obtained in the MKR- α
method, as shown later.
For an algorithm with three roots, the condition | λ3 |≤| λ1,2 | must hold for all
Ω ∈ [0, ∞ ) to avoid a sharp variation in the spectral radius ( ρ ) [Chung and Hulbert, 1993].
Exploiting this condition in the high-frequency limit, i.e., | λ3∞ |=| λ1,2
∞
| , it is found that the
low-frequency dissipation in the MKR- α method is minimized for a given level of high-
frequency dissipation. This condition leads to
2α 3f − 2α 2f + 3α f − 1
αm = (20)

t
2α 2f − 2α f + 1

ip
Now using Equations (19) and (20) and introducing the high-frequency spectral radius
ρ∞ =| λ1,2
∞
| , one obtains

cr
ρ∞ 2 ρ∞3 + ρ∞2 − 1
αf = ,α = (21a,b)
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

ρ∞ + 1 m ρ∞3 + ρ∞2 + ρ∞ + 1

us
where ρ∞ ∈ [1, 0] . The parameter conditions for unconditional stability, second-order
accuracy, improved overshoot characteristic, and optimal numerical dissipation with
parameterization with ρ∞ are summarized in the last row of Table 1.
an
3.5. Design summary

In summary the proposed MKR- α method defined by Equations (2)–(6), (14), (17), and
M

(21) is a one-parameter family of second-order accurate explicit unconditionally stable

parametrically dissipative algorithms with an improved overshoot characteristic. The
parameter ρ∞ ∈ [1, 0] controls numerical dissipation, where ρ∞ = 1 and 0 provide zero and
ed

maximum numerical dissipation, respectively. The numerical characteristics of the MKR- α

method with no numerical dissipation (i.e., ρ∞ = 1 ) are identical to that of the Chang’s
algorithm [Chang, 2015], which is a modified form of the CR algorithm [Chen and Ricles,
pt

2008]. Furthermore, this modified CR algorithm is also recovered from the MKR- α
method when α m = α f = 0 .
ce

4. Comparison of algorithms
In this section numerical characteristics of the proposed MKR- α method are compared with
Ac

that of the KR- α method only because the latter possesses the optimal numerical dispersion
and dissipation characteristics of the implicit G- α method. Furthermore, the latter was
shown to be one of the more suitable model-based algorithms [Kolay and Ricles, 2016]. For
the sake of simplicity no inherent damping ( ξ = 0 ) is considered for the results presented in
this section.

7 UEQE_A_1326423
 4.1. Linear systems

Figure 1 shows the variation of the spectral radius with Ω for various values of ρ∞ . The
figure indicates that for a given value of ρ∞ ∈ (1, 0) , the spectral radius ( ρ ) at the low-
frequency regime (i.e., for small Ω values) is smaller for the MKR- α method compared
with the KR- α method. Therefore, the MKR- α method has more numerical damping at
the low-frequency regime compared with the KR- α method. Nevertheless, it is shown later
that this increase in numerical damping is negligible. For ρ∞ = 1 and 0, the corresponding
spectral radius for the two methods become identical. In fact, the two methods become the
same for ρ∞ = 0 because for this value of ρ∞ the four model-independent parameters take

t
the same values in both methods and are given by α f = 0 , α m = −1 , γ = 32 , and β = 1 .

ip
Figure 2 shows the loci of the eigenvalues ( λ1,2 and λ3 ) of the two methods in the

cr
complex z-domain for ρ∞ = 1 , 0.5 , and 0 . The figure also presents the constant ξ and Ω
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

curves obtained using Equation (3), where ξ = 0 is the unit circle. The eigenvalues in the

us
limits Ω → 0 and Ω → ∞ denoted as λ 0 and λ ∞ , respectively, are also depicted in the
figure using cross ( × ) and circle (  ) markers, respectively, and the directions of increasing
Ω are indicated by the arrows. Observe that λ1,2 ∞
of the KR- α method are equal and real for
an
all the three values of ρ∞ , whereas these are complex conjugate for the MKR- α method for
ρ∞ = 1 and 0.5 (Figure 2(a) and (b)). For ρ∞ = 0 , the loci for both the methods are the same
M
(Figure 2(c)) as expected. The figure indicates that Ω ∈ [0, ∞) is mapped approximately into
Ω ∈ [0, π ) for the KR- α method with any ρ∞ ∈ [1, 0] , and Ω ∈ [0, π / 2) for the MKR- α
method with any ρ∞ ∈ [1, 0) . This causes increased period error for the MKR- α method
ed

compared with the KR- α method when ρ∞ ∈ [1, 0) . Nevertheless, for the important low-
frequency modes of interest the increase in period error is negligible as illustrated later.
Observe that for ρ∞ = 1 , both the KR- α and MKR- α methods are non-dissipative (Figure
pt

2(a)), whereas they are the same and show asymptotic annihilation, i.e., ξ ∞ = 1 for ρ∞ = 0
(Figure 2(c)), where ξ ∞ is the equivalent damping ratio ( ξ ) in the limit Ω → ∞ . On the other
ce

hand, Figure 2(b) indicates that for ρ ∞ = 0.5 , ξ ∞ of the MKR- α method is greater than that
of the KR- α method, which holds for any ρ∞ ∈ (1, 0) . Therefore, for comparison of the
other numerical characteristics, it is more logical to consider two values of ρ∞ that yield the
Ac

same ξ ∞ for the two methods.

To derive the relation between the ρ∞ of the KR- α and MKR- α methods that
results in the same ξ ∞ , consider again Figure 2. Observe that in the limit Ω → ∞ and
ρ∞ ∈ [1, 0) , Ω ≈ π , σ = Re{λ} = − ρ∞ , ε = Im{λ} = 0 for the KR- α method, whereas
Ω ≈ π / 2 , σ = Re{λ} = 0 , ε = Im{λ} = ρ∞ for the MKR- α method. Substitution of these
parameters in Equation (10a) leads to the following:

8 UEQE_A_1326423
  exp −π ξ ∞

( ) for KR − α method

(
ρ ∞ ≈ exp −π ξ ∞ / 2 )
for MKR − α method (22)



where ρ∞ ∈ [1, 0) . Combining the above two equations for the same value of ξ ∞ and
recalling that the two methods become the same for ρ∞ = 0 , the high-frequency spectral
radius ρ∞ of the two methods can be related by introducing a new parameter ρ∞* as follows:
 ρ ∞ forKR − α method
ρ ∞* =  (23)

t
( ρ∞ )
2
forMKR − α method

ip
where any ρ ∞* ∈ [1, 0] provides the same high-frequency dissipation in the KR- α and
MKR- α methods. All the subsequent comparisons between the two methods will be made

cr
for the same value of ρ∞* .
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

Figures 3 and 4 show the variation of relative period error (PE) and equivalent

us
( )
damping ratio ξ with Ω , respectively, where PE = T T−T , T = 2ωπ , T = 2ωπ , ω = ΔΩt , with Ω
and ξ determined from Equation (10). These two figures indicate that the PE and ξ for both
an
the methods increase with increasing Ω and decreasing values of ρ∞* . For any given Ω , the
maximum and minimum PE and ξ occur for ρ ∞* = 0 and 1, respectively. However, in the
low-frequency regime, typically defined by Ω ≤ 0.1π or Δt
T ≤ 1
20 , PE and ξ for both the
M
methods are small irrespective of the value of ρ∞* , which indicates that the low-frequency
mode response in an MDOF system is negligibly influenced by numerical damping. On the
other hand, the increase of ξ with Ω indicates that any undesired high-frequency mode
ed

response can adequately be damped out using the controllable numerical damping. Regarding
the comparison between the two methods, Figure 3 indicates that for any ρ ∞* ∈ [1, 0) , the PE
of the MKR- α method is larger than that of the KR- α method due to the reasons
pt

explained earlier. Nevertheless, in the low-frequency regime (typically Ω ≤ 0.1π ), the

increase in the PE is not significant. For example, for Ω = 0.1π and ρ ∞* = 1.0 PE is equal to
0.8% and 2.0% for the KR- α and MKR- α methods, respectively. This difference in the
ce

PE, however, reduces with Ω and ρ∞* as can be seen in Figure 3. Furthermore, in the low-
frequency regime, the PE of the MKR- α method can be reduced to be equal to that of the
KR- α method with a small reduction in time step size. For example, when ρ ∞* = 1.0 a PE of
Ac

0.8% in the MKR- α method requires Ω = 0.06π which is only 40% smaller than that
required by the KR- α method. The comparison of equivalent damping ratio ξ in Figure 4 ( )
shows that for a given value of ρ∞* both of the methods attain the same high-frequency
dissipation (ξ ) ,
∞ whereas the MKR- α method is more dissipative except at high-
frequencies (i.e., Ω → ∞ ), as expected. Nevertheless, in the low-frequency regime (typically
Ω ≤ 0.1π ), ξ is small for both the methods (see Figure 4). For example, for Ω = 0.1π and
ρ ∞* = 0.5 , ξ is equal to 0.05% and 0.14% for the KR- α and MKR- α methods,
respectively. Therefore, the increase in ξ in the MKR- α method is negligible. Furthermore,

9 UEQE_A_1326423
 similar to the PE, the difference in ξ between the two methods also reduces with Ω as can
be observed in Figure 4. Moreover, ξ of the MKR- α method can be reduced to be equal to
that of the KR- α method with a slight reduction in time step size. For example, when
ρ ∞* = 0.5 a ξ of 0.05% in the MKR- α method requires Ω = 0.07π , which is only 30%
smaller than that required by the KR- α method.

4.2. Nonlinear systems

Linearized stability is a widely used stability concept in nonlinear analysis. However, it

t
should be noted that it provides necessary conditions for stability which may not be sufficient

ip
[Hughes, 1983]. For the KR- α method applied to nonlinear SDOF systems, Kolay and Ricles
[2014] studied the location of the closed-loop poles of the linearized system transfer function

cr
in the complex z-domain with a varying tangent stiffness kt . It was shown that the closed-
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

loop poles remain on or inside the unit circle denoting a stable response within a time step
k
when kt ≤ 1 , where k is the initial stiffness of the system. Using this linearized stability

us
analysis technique and defining Ω crit to be the smallest (critical) value of Ω (= ωΔt ) for
which all the closed-loop poles are either on or inside the unit circle in the complex z-
an k
domain, one can determine the variation of Ω crit as a function of kt and ρ∞* as shown in
Figure 5 for the KR- α and MKR- α methods. The figure indicates that both the KR- α
kt
and MKR- α methods can achieve unconditionally stability, i.e., Ωcrit = ∞ when k ≤ η and
M
kt
become only conditionally stable when > η , where η ≥ 1 and its value depends on the
k
method and the amount of numerical dissipation present. For example, for the KR- α
method η ∈ [1, 43 ] for ρ ∞* ∈ [1, 0] when no inherent damping is present [Kolay and Ricles,
ed

2014], whereas η ∈ [2, 43 ] for the MKR- α method as can be seen in Figure 5. Therefore, the
stability characteristic of the MKR- α method is also enhanced compared with the KR- α
method when ρ ∞* ∈ [1, 0) which will be useful for a stiffening type of response. Note that the
pt

variations of Ω crit for the KR- α and MKR- α methods are identical when ρ ∞* = 0 because
for this case the two methods are the same as shown earlier. Also note that when inherent
ce

damping is included the η values increase; therefore, the aforesaid η values serve as a
conservative estimate.
Ac

5. Dynamic analysis procedure

The first step in performing a dynamic analysis using the proposed MKR- α method is to
select an appropriate value of Δt and ρ∞* so as to adequately damp out the spurious high-
frequency modes without significantly influencing the response of the important low-
frequency modes. The selection of Δt for the MKR- α method is no different than any other
time integration methods and should be based on a convergence study where the convergence
of response parameters of interest are studied with reducing Δt . A preliminary estimate of
ρ∞* can be obtained using Equations (22) and (23) for a desired value of high-frequency

10 UEQE_A_1326423
 damping ratio ξ ∞ . For the chosen value of Δt and ρ∞* , the accuracy of the important low-
frequency modes (i.e., PE and ξ ) can be obtained using Figures 3 and 4 as a guide.
Alternatively, a more rigorous procedure similar to that presented in [Kolay and Ricles, 2014]
for the KR- α method can be used for the exact determination of PE and ξ for any Ω and
ρ∞* . Once the values of Δt and ρ∞* are selected, the scalar ( α f , α m , γ , and β ) and matrix
(α 1 , α 2 and α 3 ) integration parameters can be determined using the last row of Table 1 and
Equation (2), respectively. The initial acceleration vector X  is then determined using
0

Equation (4) where KX 0 is replaced by R 0 for nonlinear response. For each time step n , the
 ) can be determined using Equation (2). This

t
displacement and velocity vectors ( X , X n +1 n +1

ip
calculation, however, can be simplified by recognizing that α 1 and α 2 are related by a scalar
as given by Equation (6b). By defining a velocity-like vector X  , Equation (2) can be

cr
rewritten as follows:
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

 n = Δtα X   
  1 n
X 1 n , X n +1 = X n + X n , X n +1 = X n + ΔtX n + Δt  +γ X (24a-c)
2 

us
Observe that the two matrix-vector multiplications ( α1 X  and α X 
n 2 n ) in Equation (2) are

reduced to one ( α X  ) in the above equation. Once X  and X are determined, Equations
1 n n+1 n+1
an  , which leads to the solution of
(3) and (5) are used to determine the acceleration vector X n+1

the following system of equations:

M   
1 X n +1 = Fn +1−α − R n +1−α − CX n +1−α − M 2 X n (25)
M
f f f

where
1 = M ( I − α 3 ) , M 2 = Mα 3

M  (26a,b)
and R n +1−α is the nonlinear restoring force vector calculated using Equation (5b). Observe
ed


that M 1 needs to be factorized only once at the beginning of a simulation. Also observe that

to have a solution for X n+1 in Equation (25) the mass matrix M must be nonsingular. Once
pt

 is calculated, the procedure is repeated for the subsequent time steps until the end of the
Xn+1

simulation. Table 2 summarizes the procedure for nonlinear dynamic analysis using the
proposed MKR- α method. Observe that no iteration is involved within a time step because
ce

the proposed method is explicit.

6. Numerical examples
Ac

In this section representative numerical examples are presented to demonstrate the improved
characteristics of the proposed MKR- α method and complement the analytical studies
presented earlier.

6.1. Example 1 – Improved overshoot characteristic

Free vibration response of an undamped (ξ = 0) SDOF system obtained using a large value
of ΔTt depicts the behavior of an integration algorithm towards higher modes. Therefore, to
demonstrate the improved overshoot characteristic of the MKR- α method, consider an

11 UEQE_A_1326423
 SDOF system with ξ = 0 , Δt
T = Ω
2π = 10 and subjected to two different initial conditions: (i)
x0 = 1 and x0 Δt = 0 ; and (ii) x0 = 0 and x0 Δt = 1 . The normalized displacement ( ),
xn

Ae

velocity ( ) , and total energy ( log ( )) responses obtained using the

xn

ω Ae
En
E0
MKR- α and KR-
α methods with various values of ρ∞* are plotted in Figures 6 and 7, where Ae and ω Ae are
the exact displacement and velocity amplitudes, respectively, and the total energy and
normalized energy are calculated as follows:
1 m En (Δtxn ) 2 + Ω 2 xn2
En =  mxn2 + kxn2  =  ( Δtx
 ) 2
+ Ω 2 2
x  , = (27a,b)
2Δt 2 
n n
2 E0 (Δtx0 )2 + Ω 2 x02

t
xn xn
( )>0
En

ip
Because of this normalization, | |> 1 , | |> 1 , and log E0 indicate overshoot in
Ae ω Ae

displacement, velocity, and total energy, respectively. Note that the initial velocity x0 is also

cr
multiplied by Δt in order to completely describe the response as a function of x0 , x0 Δt , ΔTt ,
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

and ρ∞* [Kolay and Ricles, 2016]. Figure 6 indicates that the KR- α method with ρ ∞* = 1 (i.e.,

us
the CR algorithm) shows significant overshoot in displacement but no overshoot in velocity
due to the first set of initial conditions ( x0 = 1 and x0 Δt = 0 ). The overshoot in displacement
leads to overshoot in total energy. This overshoot, however, reduces significantly with the
addition of numerical dissipation. Equation (16a), which is derived considering Ω → ∞ ,
an
indicates that the displacement response from the KR- α method with ρ ∞* = 1 grows with
time step n and becomes unbounded. In Figure 6, the displacement response for this case also
grows with time step n but does not become unbounded because the Ω value considered
M
(= 20π ) is finite. On the other hand, no overshoot is observed for the MKR- α method due
to the first set of initial conditions, as desired (Figure 6). For the second set of initial
conditions Figure 7 indicates that the KR- α method with ρ ∞* = 1 (i.e., the CR algorithm)
ed

significantly overshoots in both displacement and velocity as explained earlier using

Equation (16), which leads to significant total energy overshoot. This overshoot reduces with
the introduction of numerical dissipation. On the other hand, the MKR- α method
significantly reduces the overshoot in displacement and eliminates it from the velocity
pt

without requiring the use of any numerical dissipation (i.e., ρ ∞* = 1 ). As a result, the total
energy overshoot reduces significantly compared with that of the KR- α method when
ce

ρ ∞* = 1 . The overshoot in displacement of the MKR- α method is further reduced with the
introduction of numerical dissipation. Recall that for x ≠ 0 , the MKR- α method cannot
completely eliminate the displacement overshoot as explained previously; based on extensive
Ac

studies by the authors the phenomenon is attributed to the completely explicit formulation of
the method. Nevertheless, for this set of initial conditions, the MKR- α method reduces the
displacement overshoot significantly and makes it independent of the time step unlike the
KR- α method with ρ ∞* = 1 (see Equation (16a)). Thus, the overshoot behavior of the KR- α
method is significantly improved by the proposed MKR- α method.

6.2. Example 2 – Improved stability

To numerically demonstrate the improved stability characteristic of the MKR- α method
presented earlier (see Figure 5), consider the inclined beam structure shown in Figure 8. The
structure has a lumped mass at the right support which is constrained to move only in the

12 UEQE_A_1326423
 vertical direction, and a sinusoidal force is acting on the mass as shown in the figure. Because
of the second-order P − Δ effects, the system exhibit stiffening and softening behavior when
the right support moves up and down, respectively. The beam is modeled using five elastic
beam-column elements having three DOFs at each node resulting in a total of 15 DOFs
(unrestrained) for the structure. Since the KR- α and MKR- α methods require a non-
singular mass matrix as noted earlier (see Equations (25) and (26a)), the system mass matrix
is formed considering the lumped mass and using a consistent element mass matrix
formulation with a small distributed mass of 10 −3 kg/m. The fundamental period of the
structure is T1 = 0.559 s. Second-order elastic dynamic analysis of the system is performed
using the KR- α and MKR- α methods with Δt = 0.005 s and compared with the reference
solution obtained using the implicit AA algorithm. Figure 9(a) indicates that the solution for

t
the KR- α method with ρ ∞* = 1 becomes unbounded at the beginning of the analysis (around

ip
0.3 s) due to the stiffening behavior of the system, whereas the MKR- α method with
ρ ∞* = 1 produces a stable and accurate solution due to its enhanced stability characteristic (see

cr
Figure 5). The normalized root-mean-square error (NRMSE) in the MKR- α method
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

solution is only 0.34% , where the NRMSE is defined as follows:

us
1 N
( )
2
 n
N n =1
X − 
X n

NRMSE = (28)
max( X ) − min( X
)
an
In Equation (28) X and  X are the displacements obtained from the reference and MKR- α
methods, respectively, and N is the number of time steps. To obtain an idea about the degree
of stiffening developed in the structure, the vertical reaction at Node 1 (downward positive) is
M
plotted against the displacement at Node 6 (upward positive) in Figure 9(b). The figure
indicates that the stiffness of the system in this force-displacement space increases by 35%
when Node 6 reaches the maximum upward displacement. Recall from Figure 5 that the KR-
α and MKR- α methods become only conditionally stable for a nonlinear SDOF system
ed

when kt > η k where η ∈ [1, 43 ] and η ∈ [2, 43 ] , respectively, for ρ ∞* ∈ [1, 0] . As a result, for the
problem at hand the KR- α method is only conditionally stable with any value of ρ∞* ,
whereas the MKR- α method can achieve unconditional stability for ρ∞* values equal to and
pt

close to unity.
ce

6.3. Example 3 – Nonlinear seismic response

To demonstrate that the proposed MKR- α method is well suited for complex nonlinear
Ac

problems in earthquake engineering, consider the two-story steel moment resisting frame
(MRF) shown in Figure 10. The frame members are not designed according to a building
code; nevertheless, it features characteristics that are typical of a seismically designed
moment resisting frame, for example, strong columns and weak beams. The beams and
columns of the MRF are modeled using nonlinear displacement-based beam-column fiber
elements with five integration points (Gauss-Lobatto type) along the length of each element.
At each integration point, the element sections (see Figure 10 for the sizes) are discretized
using 10 fibers through the depth of the web and 3 fibers through the thickness of each
flange. The steel material behavior is assumed to be bilinear-plastic with elastic modulus
E = 200 GPa, yield stress Fy = 345 MPa, and a post-yield modulus of 0.01E . The gravity
load resisting system associated with the MRF is modeled using a lean-on column which is

13 UEQE_A_1326423
 composed of linear elastic beam-column elements ( A = 9.76 × 10 −2 m2, I = 7.125 × 10−4 m4)
with second-order P − Δ effects. At each floor level, the seismic masses are lumped at the
lean-on column nodes. These nodes are constrained in the horizontal direction with the center
node of the respective floor beams to simulate the rigid floor diaphragm action as depicted in
the figure. The system mass matrix is developed considering these lumped masses and using
a consistent element mass matrix formulation based on the self-weight of the members. In
total, the structure has 33 nodes, 32 elements, and 91 DOFs. The first two modal periods of
the system are equal to T1 = 0.63 s and T2 = 0.12 s, respectively. The inherent damping in the
system is modeled using a form of non-proportional damping (NPD) model where the
damping matrix is composed of a mass proportional part and an initial stiffness proportional
part that excludes the stiffness contribution of the elements undergoing significant inelastic

t
deformations. To this end, the stiffness contribution of the two elements at each end of the

ip
two floor beams (see Figure 10) are excluded and the damping matrix is formed to assign 2%
damping to the first and second mode of the system. A detailed discussion regarding the

cr
choice of the NPD model can be found in Kolay et al. [2015] and Kolay and Ricles [2016].
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
The response of the system subjected to the 1994 Northridge earthquake ground
motion record (Canyon Country-W LOST CANYON station) is determined using the KR- α
and MKR- α methods with Δt = 0.005 s and compared with the reference solution. The
an
ground motion record is scaled by a factor of 3 in order to develop appreciable inelastic
deformations in the frame (e.g., large plastic rotations at the end of the beams), which is
apparent from the results presented below. The reference solution is obtained using the
implicit AA algorithm, where the same time step size is used because a smaller time step
M
size is found not to change the solution of the response quantities of interest that are
presented below. Figures 11–13 compare the roof displacement, velocity and total
acceleration histories, respectively, for ρ ∞* = 1.0 and 0.75 with the reference solution and
also present the NRMSE calculated using Equation (28). The comparison indicates that the
ed

proposed MKR- α method produces an accurate solution for displacement, velocity and total
acceleration for the two values of ρ∞* , whereas the total acceleration from the KR- α method
is contaminated by spurious high-frequency oscillations when no numerical damping is used
pt

(see Figure 13(a)). Note that the NRMSE values noted in these figures are negligibly small
(< 1%) for the MKR- α method. Therefore, the differences in their magnitudes for the two
ce

different values of ρ∞* are not of any practical importance. Table 3 presents a comparison of
the peak story drifts obtained using the KR- α and MKR- α methods with the reference
solution. The reference solution has a maximum story drift of 5.88% and 5.13% in the first
and second stories, respectively. This story drift resulted in appreciable inelastic deformations
Ac

in the model as shown below in Figure 15. This comparison also indicates that the MKR- α
method compares well with the reference solution for the two values of ρ∞* . The results in
Figures 11–13 and Table 3 further prove that the numerical damping in the MKR- α method
negligibly influence the low-frequency mode response in an MDOF system. For the KR- α
method, Kolay et al. [2015] showed that the numerical damping is not only desired but
essential to produce an accurate solution, especially for the member forces, when the NPD
model is used with a realistic time step size. This is also apparent from the roof total
acceleration response presented in Figure 12. Therefore, to further study the behavior of the
MKR- α method, the normalized bending moment time history at the left end of Element 1
(see Figure 10) is plotted in Figure 14, where M p = 757 kN-m. Figure 14(a) indicates that

14 UEQE_A_1326423
 the moment history for the KR- α method with ρ ∞* = 1.0 is contaminated with spurious
high-frequency oscillations, whereas the MKR- α method with ρ ∞* = 1.0 reduces this
significantly and produces a reasonably accurate solution. This is also apparent from the
respective NRMSE values noted in the figure. This significant improvement in the response
predicted by the MKR- α method is due to its improved overshoot characteristic as
presented earlier. Figure 14(b) indicates that as the numerical damping is introduced the KR-
α method is able to eliminate the spurious high-frequency oscillations and produce an
accurate response. The MKR- α method with ρ ∞* = 0.75 further improves the response
prediction by eliminating the spurious high-frequency oscillations as apparent from the
NRMSE values. For ρ ∞* = 0.75 , Figure 15 compares the moment-rotation hysteretic behavior

t
at the left end of the roof beam with the reference solution, where the beam end rotation is

ip
measured from the chord connecting the two nodes of the roof beam. The figure indicates that
both the KR- α and MKR- α methods also produce accurate member deformations and

cr
capture the nonlinear hysteretic behavior of the beam. Observe that numerical dissipation is
required in the KR- α method to determine an accurate floor acceleration response (see
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

Figure 13) and member force response (see Figure 14) for this example, whereas the MKR-

us
α method produces a comparable solution without the need for any numerical dissipation
due to its improved overshoot characteristic. Note that this example is used to demonstrate
that the MKR- α method works well for this type of complex problem, whereas the other
an
improved characteristics of the method are specifically demonstrated in the previous two
examples.
M

7. Summary and Conclusions

The recently developed explicit unconditionally stable parametrically dissipative KR- α
ed

method shows a tendency to overshoot for high-frequency modes. This overshoot can
become significant and grow with time for the special case of no numerical dissipation which
is the same as the CR algorithm. With the use of controllable numerical dissipation, this
pt

overshoot can be reduced significantly and contained within the first few time steps but
cannot be eliminated. To control this overshoot, a one-parameter family of second-order
accurate, explicit, unconditionally stable algorithms is developed. The proposed family of
ce

algorithms uses the same algorithmic difference equations and definitions of the model-based
integration parameters as that of the KR- α method. Therefore, the proposed method is
referred to as the modified KR- α ( MKR- α ) method. Numerical characteristics of the two
methods (i.e., KR- α and MKR- α ) are compared on the basis of the same high-frequency
Ac

dissipation for which the free-parameter ( ρ∞ ) of the two methods are related. The
comparison shows that the improvement in reducing the overshoot in the MKR- α method is
achieved at the expense of a slightly increased relative period error and numerical dissipation
in the low-frequency regime. Nevertheless, it is demonstrated that this increase in period
error and numerical dissipation is negligible in the low-frequency regime (typically Ω ≤ 0.1π
). Furthermore, the comparison of the two methods show that the MKR- α method has an
enhanced stability characteristic for nonlinear systems, making it more suitable than the KR-
α method when applied to nonlinear stiffening type systems. The analytical findings are
further demonstrated through representative numerical examples. It should be noted that the
improved characteristics of the proposed MKR- α method do not require any additional
computation when compared with the KR- α method. Furthermore, the MKR- α method

15 UEQE_A_1326423
 can be easily implemented in a software framework because of its explicit non-iterative
formulation. In closing, it may be concluded that the MKR- α method is significantly
improved compared with the KR- α method and is well suited for linear and nonlinear
structural dynamics and earthquake engineering applications.

Acknowledgments
The authors sincerely acknowledge the financial support provided by the P.C. Rossin College
of Engineering and Applied Science (RCEAS) fellowship and the Gibson fellowship awarded
to the first author through the Department of Civil and Environmental Engineering, Lehigh
University during the course of this study.

t
ip
References

cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

Bathe, K.-J. and Noh, G. [2012]. “Insight into an implicit time integration scheme for
structural dynamics.” Computers & Structures, 98-99, 1–6.

us
Chang, S.-Y. [2002]. “Explicit pseudodynamic algorithm with unconditional
an
stability.” J. Eng. Mech., 128(9), 935–947.

Chang, S.-Y. [2015]. “Development and Validation of A New Family of

M
Computationally Efficient Methods for Dynamic Analysis.” J. Earthq. Eng., 19(6), 847–873.

Chen, C. and Ricles, J. M. [2008]. “Development of direct integration algorithms for

ed

structural dynamics using discrete control theory.” J. Eng. Mech., 134(8), 676–683.
pt

Chung, J. and Hulbert, G. M. [1993]. “A Time Integration Algorithm for Structural

Dynamics With Improved Numerical Dissipation : The Generalized-alpha Method.” J. Appl.
Mech., 6(June), 371–375.
ce

Erlicher, S., Bonaventura, L., and Bursi, O. S. [2002]. “The analysis of the
generalized-alpha method for non-linear dynamic problems.” Comput. Mech., 28, 83–104.
Ac

Hilber, H. M. [1976]. “Analysis and design of numerical integration methods in

structural dynamics.” EERC Report No. 76-29, Earthquake Engineering Research Center.

Hilber, H. M. and Hughes, T. J. [1978]. “Collocation, dissipation and ’overshoot’ for

time integration schemes in structural dynamics.” Earthq. Eng. Struct. Dyn., 6(1), 99–117.

Hilber, H. M., Hughes, T. J., and Taylor, R. L. [1977]. “Improved numerical

16 UEQE_A_1326423
 dissipation for time integration algorithms in structural dynamics.” Earthq. Eng. Struct.
Dyn., 5(3), 283–292.

Hughes, T. J. [1983]. “Analysis of Transient Algorithms with Particular Reference to

Stability Behavior.” Comput. Methods Transient Anal., T. Belytschko and T. J. Hughes, eds.,
Vol. 1, North Holland, Chapter 2, 67–155.

Kolay, C. [2016]. “Parametrically Dissipative Explicit Direct Integration Algorithms

for Computational and Experimental Structural Dynamics.” Ph.D. dissertation, Dept. of Civil

t
and Env. Engg., Lehigh University.

ip
Kolay, C. and Ricles, J. M. [2014]. “Development of a family of unconditionally

cr
stable explicit direct integration algorithms with controllable numerical energy dissipation.”
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

Earthq. Eng. Struct. Dyn., 43(9), 1361–1380.

us
Kolay, C. and Ricles, J. M. [2016]. “Assessment of explicit and semi-explicit classes
of model-based algorithms for direct integration in structural dynamics.” Int. J. Numer.
an
Meth. Engng., 107(1), 49–73.

Kolay, C. and Ricles, J. M. [2017]. “Real-time hybrid simulation of a RC structure

M
using force-based elements and advanced integration algorithms.” Proc. 16th World Conf.
Earthq. Eng., Santiago, Chile (accepted).
ed

Kolay, C., Ricles, J. M., Marullo, T. M., Mahvashmohammadi, A., and Sause, R.
[2015]. “Implementation and application of the unconditionally stable explicit parametrically
dissipative KR- α method for real-time hybrid simulation.” Earthq. Eng. Struct. Dyn., 44(5),
pt

735–755.
ce

Newmark, N. [1959]. “A method of computation for structural dynamics.” Proc.

ASCE, J. Eng. Mech. Div., 85(3), 67–94.
Ac

Wood, W. L., Bossak, M., and Zienkiewicz, O. C. [1980]. “An alpha modification of
Newmark’s method.” Int. J. Numer. Meth. Engng., 15(10), 1562–1566.

17 UEQE_A_1326423
 Table 1: Design criteria and parameter conditions for the proposed MKR- α method
Design criteria αf αm γ β
S ≤ 12 1
2 − (γ − α f ) ≤ α m ≤ 1
2 ≥ 12 ≥ γ2
S & S.O.A. ≤ 12 ≤αf 1
2 + α f − αm ≥ γ2
S, S.O.A. & I.O.C. ≤ 12 ≤αf 1
2 + α f − αm 1
2 (γ + 12 )
2 (γ + 2 )
S, S.O.A, I.O.C., & O.D.P ρ∞ 3 + ρ 2 −1
2 ρ∞ ∞
1
2 + α f − αm 1 1
ρ∞ +1 3 2 + ρ +1
ρ∞ + ρ ∞ ∞
Note:
S: Stability; S.O.A.: Second-order accuracy; I.O.C.: Improved overshoot characteristic;

t
O.D.P.: Optimal dissipation with parameterization

ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

18 UEQE_A_1326423
 Table 2: Nonlinear dynamic analysis procedure using the proposed MKR- α method.
1. Initial calculations
1.1. Determine integration parameters α f , α m , γ , β using the last row of Table 1; and
α 1 and α 3 using Equation (6).
1.2. Form M 1 using Equation (26a) and factorize it.

1.3. Determine M2 using Equation (26b).


1.4. Solve Equation (4) for X 0

1.5. Determine Fn +1−α using Equation (5b) for all time steps, where (⋅) represents F .
f

2. Calculation for each time step, n

t
ip

2.1. Determine X n using Equation (24a).
2.2. Determine X and X using Equations (24b) and (24c), respectively.
n +1 n+1

cr
2.3. Perform the state determination and calculate R n +1−α using Equation (5b), where
f
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

(⋅) represents R .

us
2.4. Determine X  using Equation (25).
n +1

3. Repetition for the next time step. Replace n by n + 1 and repeat Step 2.
an
M
ed
pt
ce
Ac

19 UEQE_A_1326423
 Table 3: Peak story drifts (%) of the frame in Example 3.

KR- α MKR- α
Story Reference
ρ = 1.0
*
∞ ρ = 0.75
*
∞ ρ = 1.0
*
∞ ρ ∞* = 0.75
1 5.88 5.85 5.87 5.87 5.85
2 5.13 5.11 5.13 5.13 5.12

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

20 UEQE_A_1326423
 Figure 1: Variation of spectral radius ( ρ ) with Ω for various values of ρ∞ .

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

21 UEQE_A_1326423
 Downloaded by [Simon Fraser University] at 07:56 09 August 2017

22
Ac
ce
pt
ed
M
Figure 2: Loci of the eigenvalues in complex z-domain.

UEQE_A_1326423
an
us
cr
ip
t
 Figure 3: Variation of relative period error (PE) with Ω for various values of ρ∞* .

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

23 UEQE_A_1326423
 Figure 4: Variation of equivalent damping ratio with Ω for various values of ρ∞* .

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

24 UEQE_A_1326423
 Figure 5: Stability limit ( Ω crit ) with
kt
k for nonlinear SDOF systems.

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

25 UEQE_A_1326423
 Downloaded by [Simon Fraser University] at 07:56 09 August 2017

26
Ac
ce
pt
ed
M

UEQE_A_1326423
an
Figure 6: Overshoot response when x0 = 1 and x0 Δt = 0

us
cr
ip
t
 Downloaded by [Simon Fraser University] at 07:56 09 August 2017

27
Ac
ce
pt
ed
M

UEQE_A_1326423
an
Figure 7: Overshoot response when x0 = 0 and x0 Δt = 1

us
cr
ip
t
 Downloaded by [Simon Fraser University] at 07:56 09 August 2017

28
Ac
ce
pt
ed
Figure 8: FE model of the structure for Example 2

UEQE_A_1326423
an
us
cr
ip
t
 Figure 9: Result for Example 2: (a) vertical displacement time history at Node 6; and, (b)
force-displacement response of the system.

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

29 UEQE_A_1326423
 Figure 10: FE model of the two story moment resisting frame for Example 3

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

30 UEQE_A_1326423
 Figure 11: Roof displacement response of the frame in Example 3 with (a) ρ ∞* = 1.0 and (b)
ρ ∞* = 0.75 .

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

31 UEQE_A_1326423
 Figure 12: Roof velocity response of the frame in Example 3 with (a) ρ ∞* = 1.0 and (b)
ρ ∞* = 0.75 .

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

32 UEQE_A_1326423
 Figure 13: Roof total acceleration response of the frame in Example 3 with (a) ρ ∞* = 1.0 and
(b) ρ ∞* = 0.75 .

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

33 UEQE_A_1326423
 Figure 14: Bending moment response at the left end of Element 1 of the frame in Example 3
with (a) ρ ∞* = 1.0 and (b) ρ ∞* = 0.75 .

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

34 UEQE_A_1326423
 Figure 15: Moment-rotation hysteretic response at the left end of the roof beam in Example 3
with ρ ∞* = 0.75 .

t
ip
cr
Downloaded by [Simon Fraser University] at 07:56 09 August 2017

us
an
M
ed
pt
ce
Ac

35 UEQE_A_1326423