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<title>Implicit 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"><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" class="active"><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="implicit-time-integration"><a class="header" href="#implicit-time-integration">Implicit Time Integration</a></h2>
<p>In contrast to explicit time integration, implicit time integration requires solving a system of equations to determine the values of \(x^{n+1}\) and \(v^{n+1}\). A notable benefit of this approach is its potential for greatly improved stability. The simplest form of implicit integration, the backward Euler method, is introduced as follows.</p>
<blockquote>
<p><strong><a name="met:lec1:backward_euler"></a>
<strong>Method 1.5.1 (Backward Euler Time Integration Application to Newton's Second Law).</strong></strong>
Given the current state variables, the mass matrix, and the time interval from \(t^n\) to \(t^{n+1}\), the update rules are as follows:
<span class="katex-display"><span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:3.0482em;vertical-align:-1.2741em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7741em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span><span style="top:-2.3859em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.2741em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.7741em;"><span style="top:-3.91em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mpunct">,</span></span></span><span style="top:-2.3859em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10903em;">M</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.2741em;"><span></span></span></span></span></span></span></span><span class="enclosing" id="eq:lec1:updateRule_implicit"></span></span><span class="tag"><span class="strut" style="height:3.0482em;vertical-align:-1.2741em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">1.5.1</span></span><span class="mord">)</span></span></span></span></span></span>
where \(n\) ranges from \(0,1,2,\dots\).</p>
</blockquote>
<p>In many scenarios discussed in this book, the forces are derived from position vectors \(x\). Thus, we can represent \(f^{n+1} = f(x^{n+1})\). It's crucial to recognize that the update for \(x^{n+1}\) depends on knowing \(v^{n+1}\), yet the calculation of \(v^{n+1}\) is contingent on \(x^{n+1}\). This interdependence creates a cyclical dependency, necessitating the resolution of a system of equations to accurately find \(x^{n+1}\) and \(v^{n+1}\). By formulating \(v^{n+1} = (x^{n+1} - x^n) / \Delta t\), Equation <a href="#eq:lec1:updateRule_implicit">(1.5.1)</a> can be rephrased as:
<span class="katex-display"><span class="katex"><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1141em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.10903em;">M</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord">Δ</span><span class="mord mathnormal">t</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7144em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">n</span></span></span></span></span></span></span></span><span class="mclose">))</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:1.1141em;vertical-align:-0.25em;"></span><span class="mord">Δ</span><span class="mord"><span class="mord mathnormal">t</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">x</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">n</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0.</span><span class="enclosing" id="eq:lec1:system_IE"></span></span><span class="tag"><span class="strut" style="height:1.1141em;vertical-align:-0.25em;"></span><span class="mord text"><span class="mord">(</span><span class="mord"><span class="mord">1.5.2</span></span><span class="mord">)</span></span></span></span></span></span>
Given that forces \(f\) often exhibit nonlinearity with respect to positions \(x\), Equation <a href="#eq:lec1:system_IE">(1.5.2)</a> generally becomes nonlinear, requiring the use of nonlinear root finding techniques like <strong>Newton's method</strong> for solution.</p>
<blockquote>
<p><strong><a name="met:lec1:newton_backward_euler"></a>
<strong>Method 1.5.2 (Newton's Method Applied to Backward Euler Time Integration).</strong></strong>
As described in the algorithm below, Newton's method is an iterative technique starting from an initial estimate \(x^i\) of the solution. At the current iteration \(x^i\), it linearly approximates \(f(x^{n+1}) \approx f(x^i) + (x^{n+1}-x^i) \nabla f(x^i)\), then resolves a linear system and updates the iteration. This process is repeated until a satisfactory degree of convergence is reached. <figure><center><b><figcaption><a name="alg:lec1:newton_method_IE"></a>
Algorithm 1.5.1 (Newton's Method for Backward Euler Time Integration).</figcaption></b><img src="img/lec1/alg1.jpg"></center></figure></p>
</blockquote>
<p>While the backward Euler method ensures <strong>unconditional stability</strong> even for large values of \(\Delta t\), it's crucial to recognize that increasing \(\Delta t\) may lead to poorer system conditioning. This complication can make solving the linear system more challenging. Additionally, it's important to remember that force linearization is an approximation. If the initial estimate for the solution is far from the actual solution, the standard iteration of Newton's method might not converge, and it could even diverge.</p>
<p>In later discussions, we will introduce a modified version of Newton's method. This adaptation is designed to guarantee convergence for specific types of problems, regardless of the initial estimate or the size of \(\Delta t\).</p>
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