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Newmark-beta method

From Wikipedia, the free encyclopedia
Concept in differential equation mathematics

TheNewmark-beta method is amethod ofnumerical integration used to solve certaindifferential equations. It is widely used in numerical evaluation of the dynamic response of structures and solids such as in finite element analysis to model dynamic systems. The method is named afterNathan M. Newmark,[1] former Professor of Civil Engineering at theUniversity of Illinois at Urbana–Champaign, who developed it in 1959 for use instructural dynamics. The semi-discretized structural equation is a second order ordinary differential equation system,

Mu¨+Cu˙+fint(u)=fext{\displaystyle M{\ddot {u}}+C{\dot {u}}+f^{\textrm {int}}(u)=f^{\textrm {ext}}\,}

hereM{\displaystyle M} is themass matrix,C{\displaystyle C} is thedamping matrix,fint{\displaystyle f^{\textrm {int}}} andfext{\displaystyle f^{\textrm {ext}}} are internal force per unit displacement and external forces, respectively.

Using theextended mean value theorem, the Newmark-β{\displaystyle \beta } method states that the firsttime derivative (velocity in theequation of motion) can be solved as,

u˙n+1=u˙n+Δt u¨γ{\displaystyle {\dot {u}}_{n+1}={\dot {u}}_{n}+\Delta t~{\ddot {u}}_{\gamma }\,}

where

u¨γ=(1γ)u¨n+γu¨n+1    0γ1{\displaystyle {\ddot {u}}_{\gamma }=(1-\gamma ){\ddot {u}}_{n}+\gamma {\ddot {u}}_{n+1}~~~~0\leq \gamma \leq 1}

therefore

u˙n+1=u˙n+(1γ)Δt u¨n+γΔt u¨n+1.{\displaystyle {\dot {u}}_{n+1}={\dot {u}}_{n}+(1-\gamma )\Delta t~{\ddot {u}}_{n}+\gamma \Delta t~{\ddot {u}}_{n+1}.}

Because acceleration also varies with time, however, the extended mean value theorem must also be extended to the second time derivative to obtain the correct displacement. Thus,

un+1=un+Δt u˙n+12Δt2 u¨β{\displaystyle u_{n+1}=u_{n}+\Delta t~{\dot {u}}_{n}+{\begin{matrix}{\frac {1}{2}}\end{matrix}}\Delta t^{2}~{\ddot {u}}_{\beta }}

where again

u¨β=(12β)u¨n+2βu¨n+1    02β1{\displaystyle {\ddot {u}}_{\beta }=(1-2\beta ){\ddot {u}}_{n}+2\beta {\ddot {u}}_{n+1}~~~~0\leq 2\beta \leq 1}

The discretized structural equation becomes

u˙n+1=u˙n+(1γ)Δt u¨n+γΔt u¨n+1un+1=un+Δt u˙n+Δt22((12β)u¨n+2βu¨n+1)Mu¨n+1+Cu˙n+1+fint(un+1)=fn+1ext{\displaystyle {\begin{aligned}&{\dot {u}}_{n+1}={\dot {u}}_{n}+(1-\gamma )\Delta t~{\ddot {u}}_{n}+\gamma \Delta t~{\ddot {u}}_{n+1}\\&u_{n+1}=u_{n}+\Delta t~{\dot {u}}_{n}+{\frac {\Delta t^{2}}{2}}\left((1-2\beta ){\ddot {u}}_{n}+2\beta {\ddot {u}}_{n+1}\right)\\&M{\ddot {u}}_{n+1}+C{\dot {u}}_{n+1}+f^{\textrm {int}}(u_{n+1})=f_{n+1}^{\textrm {ext}}\,\end{aligned}}}

Explicit central difference scheme is obtained by settingγ=0.5{\displaystyle \gamma =0.5} andβ=0{\displaystyle \beta =0}

Average constant acceleration (Middle point rule) is obtained by settingγ=0.5{\displaystyle \gamma =0.5} andβ=0.25{\displaystyle \beta =0.25}

Stability Analysis

[edit]

A time-integration scheme is said to be stable if there exists an integration time-stepΔt0>0{\displaystyle \Delta t_{0}>0} so that for anyΔt(0,Δt0]{\displaystyle \Delta t\in (0,\Delta t_{0}]}, a finite variation of the state vectorqn{\displaystyle q_{n}} at timetn{\displaystyle t_{n}} induces only a non-increasing variation of the state-vectorqn+1{\displaystyle q_{n+1}} calculated at a subsequent timetn+1{\displaystyle t_{n+1}}. Assume the time-integration scheme is

qn+1=A(Δt)qn+gn+1(Δt){\displaystyle q_{n+1}=A(\Delta t)q_{n}+g_{n+1}(\Delta t)}

The linear stability is equivalent toρ(A(Δt))1{\displaystyle \rho (A(\Delta t))\leq 1}, hereρ(A(Δt)){\displaystyle \rho (A(\Delta t))} is thespectral radius of the update matrixA(Δt){\displaystyle A(\Delta t)}.

For the linear structural equation

Mu¨+Cu˙+Ku=fext{\displaystyle M{\ddot {u}}+C{\dot {u}}+Ku=f^{\textrm {ext}}\,}

hereK{\displaystyle K} is the stiffness matrix. Letqn=[u˙n,un]{\displaystyle q_{n}=[{\dot {u}}_{n},u_{n}]}, the update matrix isA=H11H0{\displaystyle A=H_{1}^{-1}H_{0}}, and

H1=[M+γΔtCγΔtKβΔt2CM+βΔt2K]H0=[M(1γ)ΔtC(1γ)ΔtK(12β)Δt2C+ΔtMM(12β)Δt2K]{\displaystyle {\begin{aligned}H_{1}={\begin{bmatrix}M+\gamma \Delta tC&\gamma \Delta tK\\\beta \Delta t^{2}C&M+\beta \Delta t^{2}K\end{bmatrix}}\qquad H_{0}={\begin{bmatrix}M-(1-\gamma )\Delta tC&-(1-\gamma )\Delta tK\\-({\frac {1}{2}}-\beta )\Delta t^{2}C+\Delta tM&M-({\frac {1}{2}}-\beta )\Delta t^{2}K\end{bmatrix}}\end{aligned}}}

For undamped case (C=0{\displaystyle C=0}), the update matrix can be decoupled by introducing the eigenmodesu=eiωitxi{\displaystyle u=e^{i\omega _{i}t}x_{i}} of the structural system, which are solved by the generalized eigenvalue problem

ω2Mx=Kx{\displaystyle \omega ^{2}Mx=Kx\,}

For each eigenmode, the update matrix becomes

H1=[1γΔtωi201+βΔt2ωi2]H0=[1(1γ)Δtωi2Δt1(12β)Δt2ωi2]{\displaystyle {\begin{aligned}H_{1}={\begin{bmatrix}1&\gamma \Delta t\omega _{i}^{2}\\0&1+\beta \Delta t^{2}\omega _{i}^{2}\end{bmatrix}}\qquad H_{0}={\begin{bmatrix}1&-(1-\gamma )\Delta t\omega _{i}^{2}\\\Delta t&1-({\frac {1}{2}}-\beta )\Delta t^{2}\omega _{i}^{2}\end{bmatrix}}\end{aligned}}}

The characteristic equation of the update matrix is

λ2(2(γ+12)ηi2)λ+1(γ12)ηi2=0ηi2=ωi2Δt21+βωi2Δt2{\displaystyle \lambda ^{2}-\left(2-(\gamma +{\frac {1}{2}})\eta _{i}^{2}\right)\lambda +1-(\gamma -{\frac {1}{2}})\eta _{i}^{2}=0\,\qquad \eta _{i}^{2}={\frac {\omega _{i}^{2}\Delta t^{2}}{1+\beta \omega _{i}^{2}\Delta t^{2}}}}

As for the stability, we have

Explicit central difference scheme (γ=0.5{\displaystyle \gamma =0.5} andβ=0{\displaystyle \beta =0}) is stable whenωΔt2{\displaystyle \omega \Delta t\leq 2}.

Average constant acceleration (Middle point rule) (γ=0.5{\displaystyle \gamma =0.5} andβ=0.25{\displaystyle \beta =0.25}) is unconditionally stable.

References

[edit]
  1. ^Newmark, Nathan M. (1959), "A method of computation for structural dynamics",Journal of the Engineering Mechanics Division, 85 (EM3) (3):67–94,doi:10.1061/JMCEA3.0000098
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