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,

here
is themass matrix,
is thedamping matrix,
and
are internal force per unit displacement and external forces, respectively.
Using theextended mean value theorem, the Newmark-
method states that the firsttime derivative (velocity in theequation of motion) can be solved as,

where

therefore

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,

where again

The discretized structural equation becomes

Explicit central difference scheme is obtained by setting
and
Average constant acceleration (Middle point rule) is obtained by setting
and
A time-integration scheme is said to be stable if there exists an integration time-step
so that for any
, a finite variation of the state vector
at time
induces only a non-increasing variation of the state-vector
calculated at a subsequent time
. Assume the time-integration scheme is

The linear stability is equivalent to
, here
is thespectral radius of the update matrix
.
For the linear structural equation

here
is the stiffness matrix. Let
, the update matrix is
, and

For undamped case (
), the update matrix can be decoupled by introducing the eigenmodes
of the structural system, which are solved by the generalized eigenvalue problem

For each eigenmode, the update matrix becomes

The characteristic equation of the update matrix is

As for the stability, we have
Explicit central difference scheme (
and
) is stable when
.
Average constant acceleration (Middle point rule) (
and
) is unconditionally stable.