Newarks Method

Newmark's method is a one step integration method. The state of the system at a given time t n + 1 = t n + h is computed using Taylor's formula:

f ( t n + h ) = f ( t n ) + h f ( t n ) + h 2 2 f ( 2 ) ( t n ) + ... + h s s ! f ( s ) ( t n ) + R s
R s = 1 s ! t n t n + h f ( s + 1 ) ( τ ) [ t n + h τ ] s d τ

The preceding formula allows the computation of displacements and velocities of the system at time t n + 1 :

u ˙ n + 1 = u ˙ n + t n t n + 1 u ¨ ( τ ) d τ
u n + 1 = u n + h u ˙ n + t n t n + 1 ( t n + 1 τ ) u ¨ ( τ ) d τ

The approximation consists in computing the integrals for acceleration in Equation 3 and in Equation 4 by numerical quadrature:

t n t n + 1 u ¨ ( τ ) d τ = ( 1 γ ) h u ¨ n + γ h u ¨ n + 1 + r n
t n t n + 1 ( t n + 1 τ ) u ¨ ( τ ) d τ = ( 1 2 β ) h 2 u ¨ n + β h 2 u ¨ n + 1 + r n

By replacing Equation 3 and Equation 4, you have:

u ˙ n + 1 = u ˙ n + ( 1 γ ) h u ¨ n + γ h u ¨ n + 1
u n + 1 = u n + h u ˙ n + ( 1 2 β ) h 2 u ¨ n + β h 2 u ¨ n + 1 + r n

According to the values of γ and β , different algorithms can be derived:
  • γ = 0 , β = 0 : pure explicit algorithm. It can be shown that it is always unstable. An integration scheme is stable if a critical time step exists so that, for a value of the time step lower or equal to this critical value, a finite perturbation at a given time does not lead to a growing modification at future time steps.
  • γ = 1 / 2 , β = 0 : central difference algorithm. It can be shown that it is conditionally stable.
  • γ = 1 / 2 , β = 1 / 2 : Fox & Goodwin algorithm.
  • γ = 1 / 2 , β = 1 / 6 : linear acceleration.
  • γ = 1 / 2 , β = 1 / 4 : mean acceleration. This integration scheme is the unconditionally stable algorithm of maximum accuracy.