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<title>Time Integration - Physics-Based Simulation</title>
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<ol class="chapter"><li class="chapter-item expanded affix "><a href="preface.html">Preface</a></li><li class="chapter-item expanded affix "><li class="part-title">Simulation with Optimization</li><li class="chapter-item expanded "><a href="lec1-discrete_space_time.html"><strong aria-hidden="true">1.</strong> Discrete Space and Time</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec1.1-solid_rep.html"><strong aria-hidden="true">1.1.</strong> Representations of a Solid Geometry</a></li><li class="chapter-item expanded "><a href="lec1.2-newton_2nd_law.html"><strong aria-hidden="true">1.2.</strong> Newton's Second Law</a></li><li class="chapter-item expanded "><a href="lec1.3-time_integration.html" class="active"><strong aria-hidden="true">1.3.</strong> Time Integration</a></li><li class="chapter-item expanded "><a href="lec1.4-explicit_time_integration.html"><strong aria-hidden="true">1.4.</strong> Explicit Time Integration</a></li><li class="chapter-item expanded "><a href="lec1.5-implicit_time_integration.html"><strong aria-hidden="true">1.5.</strong> Implicit Time integration</a></li><li class="chapter-item expanded "><a href="lec1.6-summary.html"><strong aria-hidden="true">1.6.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec2-opt_framework.html"><strong aria-hidden="true">2.</strong> Optimization Framework</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec2.1-opt_time_integration.html"><strong aria-hidden="true">2.1.</strong> Optimization Time Integrator</a></li><li class="chapter-item expanded "><a href="lec2.2-dirichlet_BC.html"><strong aria-hidden="true">2.2.</strong> Dirichlet Boundary Conditions</a></li><li class="chapter-item expanded "><a href="lec2.3-contact.html"><strong aria-hidden="true">2.3.</strong> Contact</a></li><li class="chapter-item expanded "><a href="lec2.4-friction.html"><strong aria-hidden="true">2.4.</strong> Friction</a></li><li class="chapter-item expanded "><a href="lec2.5-summary.html"><strong aria-hidden="true">2.5.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec3-projected_Newton.html"><strong aria-hidden="true">3.</strong> Projected Newton</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec3.1-conv_issue_Newton.html"><strong aria-hidden="true">3.1.</strong> Convergence of Newton's Method</a></li><li class="chapter-item expanded "><a href="lec3.2-line_search.html"><strong aria-hidden="true">3.2.</strong> Line Search</a></li><li class="chapter-item expanded "><a href="lec3.3-grad_based_opt.html"><strong aria-hidden="true">3.3.</strong> Gradient-Based Optimization</a></li><li class="chapter-item expanded "><a href="lec3.4-summary.html"><strong aria-hidden="true">3.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec4-2d_mass_spring.html"><strong aria-hidden="true">4.</strong> Case Study: 2D Mass-Spring*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec4.1-discretizations.html"><strong aria-hidden="true">4.1.</strong> Spatial and Temporal Discretizations</a></li><li class="chapter-item expanded "><a href="lec4.2-inertia.html"><strong aria-hidden="true">4.2.</strong> Inertia Term</a></li><li class="chapter-item expanded "><a href="lec4.3-mass_spring_energy.html"><strong aria-hidden="true">4.3.</strong> Mass-Spring Potential Energy</a></li><li class="chapter-item expanded "><a href="lec4.4-opt_time_integrator.html"><strong aria-hidden="true">4.4.</strong> Optimization Time Integrator</a></li><li class="chapter-item expanded "><a href="lec4.5-sim_with_vis.html"><strong aria-hidden="true">4.5.</strong> Simulation with Visualization</a></li><li class="chapter-item expanded "><a href="lec4.6-summary.html"><strong aria-hidden="true">4.6.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><li class="part-title">Boundary Treatments</li><li class="chapter-item expanded "><a href="lec5-dirichlet_BC_solve.html"><strong aria-hidden="true">5.</strong> Dirichlet Boundary Conditions*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec5.1-equality_constraints.html"><strong aria-hidden="true">5.1.</strong> Equality Constraint Formulation</a></li><li class="chapter-item expanded "><a href="lec5.2-DOF_elimin.html"><strong aria-hidden="true">5.2.</strong> DOF Elimination Method</a></li><li class="chapter-item expanded "><a href="lec5.3-hanging_square.html"><strong aria-hidden="true">5.3.</strong> Case Study: Hanging Sqaure*</a></li><li class="chapter-item expanded "><a href="lec5.4-summary.html"><strong aria-hidden="true">5.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec6-slip_DBC.html"><strong aria-hidden="true">6.</strong> Slip Dirichlet Boundary Conditions</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec6.1-axis_aligned.html"><strong aria-hidden="true">6.1.</strong> Axis-Aligned Slip DBC</a></li><li class="chapter-item expanded "><a href="lec6.2-change_of_vars.html"><strong aria-hidden="true">6.2.</strong> Change of Variables</a></li><li class="chapter-item expanded "><a href="lec6.3-general_slip_DBC.html"><strong aria-hidden="true">6.3.</strong> General Slip DBC</a></li><li class="chapter-item expanded "><a href="lec6.4-summary.html"><strong aria-hidden="true">6.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec7-dist_barrier.html"><strong aria-hidden="true">7.</strong> Distance Barrier for Nonpenetration</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec7.1-signed_dists.html"><strong aria-hidden="true">7.1.</strong> Signed Distances</a></li><li class="chapter-item expanded "><a href="lec7.2-dist_barrier_formulation.html"><strong aria-hidden="true">7.2.</strong> Distance Barrier</a></li><li class="chapter-item expanded "><a href="lec7.3-sol_accuracy.html"><strong aria-hidden="true">7.3.</strong> Solution Accuracy</a></li><li class="chapter-item expanded "><a href="lec7.4-summary.html"><strong aria-hidden="true">7.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec8-filter_line_search.html"><strong aria-hidden="true">8.</strong> Filter Line Search*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec8.1-tunneling.html"><strong aria-hidden="true">8.1.</strong> Tunneling Issue</a></li><li class="chapter-item expanded "><a href="lec8.2-nonpenetration_traj.html"><strong aria-hidden="true">8.2.</strong> Penetration-free Trajectory</a></li><li class="chapter-item expanded "><a href="lec8.3-square_drop.html"><strong aria-hidden="true">8.3.</strong> Case Study: Square Drop*</a></li><li class="chapter-item expanded "><a href="lec8.4-summary.html"><strong aria-hidden="true">8.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec9-friction.html"><strong aria-hidden="true">9.</strong> Frictional Contact</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec9.1-smooth_fric.html"><strong aria-hidden="true">9.1.</strong> Smooth Dynamic-Static Transition</a></li><li class="chapter-item expanded "><a href="lec9.2-semi_imp_fric.html"><strong aria-hidden="true">9.2.</strong> Semi-Implicit Discretization</a></li><li class="chapter-item expanded "><a href="lec9.3-fixed_point_iter.html"><strong aria-hidden="true">9.3.</strong> Fixed-Point Iteration</a></li><li class="chapter-item expanded "><a href="lec9.4-summary.html"><strong aria-hidden="true">9.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec10-square_on_slope.html"><strong aria-hidden="true">10.</strong> Case Study: Square On Slope*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec10.1-ground_to_slope.html"><strong aria-hidden="true">10.1.</strong> From Ground To Slope</a></li><li class="chapter-item expanded "><a href="lec10.2-slope_fric.html"><strong aria-hidden="true">10.2.</strong> Slope Friction</a></li><li class="chapter-item expanded "><a href="lec10.3-summary.html"><strong aria-hidden="true">10.3.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec11-mov_DBC.html"><strong aria-hidden="true">11.</strong> Moving Boundary Conditions*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec11.1-penalty_method.html"><strong aria-hidden="true">11.1.</strong> Penalty Method</a></li><li class="chapter-item expanded "><a href="lec11.2-compress_square.html"><strong aria-hidden="true">11.2.</strong> Case Study: Compressing Square*</a></li><li class="chapter-item expanded "><a href="lec11.3-summary.html"><strong aria-hidden="true">11.3.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><li class="part-title">Hyperelasticity</li><li class="chapter-item expanded "><a href="lec12-kinematics.html"><strong aria-hidden="true">12.</strong> Kinematics Theory</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec12.1-continuum_motion.html"><strong aria-hidden="true">12.1.</strong> Continuum Motion</a></li><li class="chapter-item expanded "><a href="lec12.2-deformation.html"><strong aria-hidden="true">12.2.</strong> Deformation</a></li><li class="chapter-item expanded "><a href="lec12.3-summary.html"><strong aria-hidden="true">12.3.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec13-strain_energy.html"><strong aria-hidden="true">13.</strong> Strain Energy</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec13.1-rigid_null_rot_inv.html"><strong aria-hidden="true">13.1.</strong> Rigid Null Space and Rotation Invariance</a></li><li class="chapter-item expanded "><a href="lec13.2-polar_svd.html"><strong aria-hidden="true">13.2.</strong> Polar Singular Value Decomposition</a></li><li class="chapter-item expanded "><a href="lec13.3-simp_model_inversion.html"><strong aria-hidden="true">13.3.</strong> Simplified Models and Invertibility</a></li><li class="chapter-item expanded "><a href="lec13.4-summary.html"><strong aria-hidden="true">13.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec14-stress_and_derivatives.html"><strong aria-hidden="true">14.</strong> Stress and Its Derivatives</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec14.1-stress.html"><strong aria-hidden="true">14.1.</strong> Stress</a></li><li class="chapter-item expanded "><a href="lec14.2-compute_P.html"><strong aria-hidden="true">14.2.</strong> Computing Stress</a></li><li class="chapter-item expanded "><a href="lec14.3-compute_stress_deriv.html"><strong aria-hidden="true">14.3.</strong> Computing Stress Derivatives</a></li><li class="chapter-item expanded "><a href="lec14.4-summary.html"><strong aria-hidden="true">14.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec15-inv_free_elasticity.html"><strong aria-hidden="true">15.</strong> Case Study: Inversion-free Elasticity*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec15.1-linear_tri_elem.html"><strong aria-hidden="true">15.1.</strong> Linear Triangle Elements</a></li><li class="chapter-item expanded "><a href="lec15.2-energy_grad_hess.html"><strong aria-hidden="true">15.2.</strong> Computing Energy, Gradient, and Hessian</a></li><li class="chapter-item expanded "><a href="lec15.3-filter_line_search.html"><strong aria-hidden="true">15.3.</strong> Filter Line Search for Non-Inversion</a></li><li class="chapter-item expanded "><a href="lec15.4-summary.html"><strong aria-hidden="true">15.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><li class="part-title">Governing Equations</li><li class="chapter-item expanded "><a href="lec16-strong_and_weak_forms.html"><strong aria-hidden="true">16.</strong> Strong and Weak Forms</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec16.1-mass_conserv.html"><strong aria-hidden="true">16.1.</strong> Conservation of Mass</a></li><li class="chapter-item expanded "><a href="lec16.2-momentum_conserv.html"><strong aria-hidden="true">16.2.</strong> Conservation of Momentum</a></li><li class="chapter-item expanded "><a href="lec16.3-weak_form.html"><strong aria-hidden="true">16.3.</strong> Weak Form</a></li><li class="chapter-item expanded "><a href="lec16.4-summary.html"><strong aria-hidden="true">16.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec17-disc_weak_form.html"><strong aria-hidden="true">17.</strong> Discretization of Weak Forms</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec17.1-discrete_space.html"><strong aria-hidden="true">17.1.</strong> Discrete Space</a></li><li class="chapter-item expanded "><a href="lec17.2-discrete_time.html"><strong aria-hidden="true">17.2.</strong> Discrete Time</a></li><li class="chapter-item expanded "><a href="lec17.3-summary.html"><strong aria-hidden="true">17.3.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec18-BC_and_fric.html"><strong aria-hidden="true">18.</strong> Boundary Conditions and Frictional Contact</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec18.1-incorporate_BC.html"><strong aria-hidden="true">18.1.</strong> Incorporating Boundary Conditions</a></li><li class="chapter-item expanded "><a href="lec18.2-normal_contact.html"><strong aria-hidden="true">18.2.</strong> Normal Contact for Nonpenetration</a></li><li class="chapter-item expanded "><a href="lec18.3-barrier_potential.html"><strong aria-hidden="true">18.3.</strong> Barrier Potential</a></li><li class="chapter-item expanded "><a href="lec18.4-friction_force.html"><strong aria-hidden="true">18.4.</strong> Friction Force</a></li><li class="chapter-item expanded "><a href="lec18.5-summary.html"><strong aria-hidden="true">18.5.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><li class="part-title">Finite Element Method</li><li class="chapter-item expanded "><a href="lec19-linear_FEM.html"><strong aria-hidden="true">19.</strong> Linear Finite Elements</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec19.1-linear_disp_field.html"><strong aria-hidden="true">19.1.</strong> Piecewise Linear Displacement Field</a></li><li class="chapter-item expanded "><a href="lec19.2-mass_matrix.html"><strong aria-hidden="true">19.2.</strong> Mass Matrix and Lumping</a></li><li class="chapter-item expanded "><a href="lec19.3-elasticity_term.html"><strong aria-hidden="true">19.3.</strong> Elasticity Term</a></li><li class="chapter-item expanded "><a href="lec19.4-summary.html"><strong aria-hidden="true">19.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec20-pw_linear_boundary.html"><strong aria-hidden="true">20.</strong> Piecewise Linear Boundaries</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec20.1-boundary_conditions.html"><strong aria-hidden="true">20.1.</strong> Boundary Conditions</a></li><li class="chapter-item expanded "><a href="lec20.2-obstacle_contact.html"><strong aria-hidden="true">20.2.</strong> Solid-Obstacle Contact</a></li><li class="chapter-item expanded "><a href="lec20.3-self_contact.html"><strong aria-hidden="true">20.3.</strong> Self-Contact</a></li><li class="chapter-item expanded "><a href="lec20.4-summary.html"><strong aria-hidden="true">20.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec21-2d_self_contact.html"><strong aria-hidden="true">21.</strong> Case Study: 2D Self-Contact*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec21.1-scene_setup.html"><strong aria-hidden="true">21.1.</strong> Scene Setup and Boundary Element Collection</a></li><li class="chapter-item expanded "><a href="lec21.2-point_edge_dist.html"><strong aria-hidden="true">21.2.</strong> Point-Edge Distance</a></li><li class="chapter-item expanded "><a href="lec21.3-barrier_and_derivatives.html"><strong aria-hidden="true">21.3.</strong> Barrier Energy and Its Derivatives</a></li><li class="chapter-item expanded "><a href="lec21.4-ccd.html"><strong aria-hidden="true">21.4.</strong> Continuous Collision Detection</a></li><li class="chapter-item expanded "><a href="lec21.5-summary.html"><strong aria-hidden="true">21.5.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec22-2d_self_fric.html"><strong aria-hidden="true">22.</strong> 2D Frictional Self-Contact*</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec22.1-disc_and_approx.html"><strong aria-hidden="true">22.1.</strong> Discretization and Approximation</a></li><li class="chapter-item expanded "><a href="lec22.2-precompute.html"><strong aria-hidden="true">22.2.</strong> Precomputing Normal and Tangent Information</a></li><li class="chapter-item expanded "><a href="lec22.3-fric_and_derivatives.html"><strong aria-hidden="true">22.3.</strong> Friction Energy and Its Derivatives</a></li><li class="chapter-item expanded "><a href="lec22.4-summary.html"><strong aria-hidden="true">22.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec23-3d_elastodynamics.html"><strong aria-hidden="true">23.</strong> 3D Elastodynamics</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec23.1-kinematics.html"><strong aria-hidden="true">23.1.</strong> Kinematics</a></li><li class="chapter-item expanded "><a href="lec23.2-mass_matrix.html"><strong aria-hidden="true">23.2.</strong> Mass Matrix</a></li><li class="chapter-item expanded "><a href="lec23.3-elasticity.html"><strong aria-hidden="true">23.3.</strong> Elasticity</a></li><li class="chapter-item expanded "><a href="lec23.4-summary.html"><strong aria-hidden="true">23.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="lec24-3d_fric_self_contact.html"><strong aria-hidden="true">24.</strong> 3D Frictional Self-Contact</a></li><li><ol class="section"><li class="chapter-item expanded "><a href="lec24.1-barrier_and_dist.html"><strong aria-hidden="true">24.1.</strong> Barrier and Distances</a></li><li class="chapter-item expanded "><a href="lec24.2-collision_detection.html"><strong aria-hidden="true">24.2.</strong> Collision Detection</a></li><li class="chapter-item expanded "><a href="lec24.3-friction.html"><strong aria-hidden="true">24.3.</strong> Friction</a></li><li class="chapter-item expanded "><a href="lec24.4-summary.html"><strong aria-hidden="true">24.4.</strong> Summary</a></li></ol></li><li class="chapter-item expanded "><a href="bibliography.html">Bibliography</a></li></ol>
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<h1 class="menu-title">Physics-Based Simulation</h1>
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<h2 id="time-integration"><a class="header" href="#time-integration">Time Integration</a></h2>
<p>Newton's second law lays the foundation for a series of Ordinary Differential Equations (ODEs) expressed in their continuous forms. This is analogous to how we previously used sampled points in space to discretely represent continuous geometries. Now, we take a similar approach but in the realm of time. By sampling points in time, we can effectively represent time derivatives, such as \(\frac{\mathbf{d} x}{\mathbf{d} t}\) and \(\frac{\mathbf{d} v}{\mathbf{d} t}\).</p>
<blockquote>
<p><strong><a name="def:lec1:time_integration"></a>
<strong>Definition 1.3.1 (Time Integration).</strong></strong>
When discretizing time into fixed small intervals, we denote the time at the \(n\)-th step as \(t^n\), commonly referred to as a <strong>timestep</strong>. The length of this interval, or <strong>timestep size</strong>, is given by \(\Delta t = t^{n+1} - t^n\). The timestep count, \(n\), is typically a whole number starting from zero, making \(t^0=0 s\) the starting point of a simulation.</p>
</blockquote>
<p>The concept of timesteps leads to the introduction of symbols \(x^n\), \(v^n\), and \(f^n\) to represent the positions, velocities, and forces of nodes at the \(n\)-th timestep, respectively. The term <strong>timestepping</strong>, or time integration, refers to the process of calculating \(x^{n+1}, v^{n+1}\) from \(x^n, v^n\) at each incremental timestep \(n=0,1,2,\dots\). For a visual demonstration, consider an Armadillo slingshot animation. Each frame in this animation is computed progressively from left to right, as illustrated in the figure below. In this context, timestepping mirrors a cinematic progression, revealing the evolving dynamics of a system in a step-by-step manner.</p>
<figure><center><img src="img/lec1/slingshot.jpg"><figcaption><b><a name="fig:lec1:slingshot"></a>
Figure 1.3.1.</b> Armadillo slingshot frame by frame</figcaption></center></figure>
<p>In the context of this book and the simulation scenarios we examine, a crucial assumption must be emphasized: we always possess exact knowledge of the initial values \(x^0\) and \(v^0\) at the start of our simulation. Furthermore, for each timestep, we either have a method to calculate \(f^n\) based on a physical model, or we have its precise value readily available, as with a constant force such as gravity. This assumption is fundamental to our approach, ensuring that simulations are grounded in known initial conditions and forces, thereby allowing for more accurate and reliable outcomes.</p>
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