Newmark-beta method

The Newmark-beta method is a method of numerical integration used to solve differential 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 after Nathan M. Newmark, former Professor of Civil Engineering at the University of Illinois, who developed it in 1959 for use in structural dynamics.

Using Taylor's theorem with Lagrange remainder, along with the intermediate value theorem, the Newmark-β method states that the first time derivative (velocity in the equation of motion) can be solved as,

${\dot {u}}_{n+1}={\dot {u}}_{n}+\Delta t~{\ddot {u}}_{\gamma }\,$

where

${\ddot {u}}_{\gamma }=(1-\gamma ){\ddot {u}}_{n}+\gamma {\ddot {u}}_{n+1}~~~~0\leq \gamma \leq 1$

therefore

${\dot {u}}_{n+1}={\dot {u}}_{n}+(1-\gamma )\Delta t~{\ddot {u}}_{n}+\gamma \Delta t~{\ddot {u}}_{n+1}.$

Because acceleration also varies with time, however, these two theorems must also be applied to the second time derivative to obtain the correct displacement. Thus,

$u_{n+1}=u_{n}+\Delta t~{\dot {u}}_{n}+{\begin{matrix}{\frac {1}{2}}\end{matrix}}\Delta t^{2}~{\ddot {u}}_{\beta }$

where again

${\ddot {u}}_{\beta }=(1-2\beta ){\ddot {u}}_{n}+2\beta {\ddot {u}}_{n+1}~~~~0\leq 2\beta \leq 1$

Newmark showed that a reasonable value of $\gamma$ is 0.5, therefore the update rules are,

${\dot {u}}_{n+1}={\dot {u}}_{n}+{\begin{matrix}{\frac {\Delta t}{2}}\end{matrix}}~({\ddot {u}}_{n}+{\ddot {u}}_{n+1})$

$u_{n+1}=u_{n}+{\Delta }t~{\dot {u}}_{n}+{\begin{matrix}{\frac {1-2\beta }{2}}\end{matrix}}\Delta t^{2}{\ddot {u}}_{n}+\beta {\Delta }t^{2}{\ddot {u}}_{n+1}$

Setting β to various values between 0 and 1 can give a wide range of results. Typically β = 1/4, which yields the constant average acceleration method, is used.