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    CHAPTER 1: INTRODUCTION TO

    NUMERICAL METHODS

    1.1 Numerical Methods & Computer

    NM: technique by which mathematical problems are

    formulated so that they can be solved with arithmetic

    operations.

    Thus, by using computer & NM has significant

    influence on engineering problem-solving process.

    Dr Mariani Idroas SKF 2133 1

    Numerical Methods for

    Chemical Engineers

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    1.2 Advantages and Disadvantages of NM

    Engineers approached to solve problems during

    pre-computer era:

    a. Using analytical or exact methods only for a

    simple linear models or simple geometry and

    low dimensionality.

    b. Graphical solutions to solve complex

    problems but the results are not precise & can

    be described using three or less dimensions.

    c. Calculators approaches to implement NM manually.

    Although perfectly adequate for solving complex

    problems, manual calculations are slow, tedious &

    consistent results are elusive.

    Numerical Methods for

    Chemical Engineers

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    Nowadays, computer & NM provide an

    alternative for complicated calculations.

    Since late 1940s digital computers has lead in

    the use & development of NMs.

    There are several advantages of study NMs:

    a. Powerful-solving tools capable of handling

    large systems of equations, nonlinearities,and

    complicated geometries that uncommon inengineering practice & impossible to solve

    analytically.

    b. An efficient vehicle for learning to use

    computers an efficient way to learn

    programming as NMs are the important part

    for implementation on computers.

    c. Reinforce understanding of mathematics

    function of NM is to reduce high

    mathematics to basic arithematic operations.

    Numerical Methods for

    Chemical Engineers

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    1.3 Mathematical Modeling

    A mathematical modelcan be defined as a formulation

    or equation that express aphysicalsystem orprocess in

    mathematical terms.

    Example 1.1: Very general functional relationship

    Dependent = f( independent variables, parameter,variable forcing functions) ---------- Eq. (1)

    where:

    dependent variable = behavior or state of the system

    Independent variable = usually dimensions such as

    time & space

    Parameter= system properties or composition

    Forcing function = external influence

    Equation (1) can be ranged from a simple algebraic

    relationship to large complicated sets of differential

    equations.

    Numerical Methods for

    Chemical Engineers

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    Example 1.2 : Very simple case.

    F = ma ------ Eq. (2)

    (Newton 2nd law of motion)

    F= net force acting on body (N, kg.m/s2)

    m = mass of object (kg), a = acceleration (m/s2)

    Dividing both sides of Eq. (2) by m to give:

    a = F/m --------- Eq. (3)

    where,a = dependent variable (or systems behavior)

    F= forcing function

    m = parameter (or property of system)

    No independent variable because we are not yet

    predicting how acceleration varies in time or space.

    Numerical Methods for

    Chemical Engineers

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    Equation (3) has characteristics of typical

    mathematical models:

    a. Describes a physical system or process in

    mathematical terms.

    b. Represents an idealization & simplification of

    reality by ignores details of natural process

    & focuses on essential matters.

    c. Yields reproducible results can be used for

    predictive purposes. For e.g. if the force on an

    object and the mass of an object are known, Eq.

    (1.3) can be used to compute acceleration.

    Numerical Methods for

    Chemical Engineers

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    Example 1.3: For complex case of falling body

    (parachutist)

    Newtons 2nd law can be used to determine terminal

    velocity of a free-falling body near earths surface.

    We expressing acceleration as the time rate of changeof velocity (dv/dt) & substituting into equation (3) to

    yield:

    dv/dt = F/m --------- Eq. (4)

    Rearrange from equation (4); m dv/dt = F

    where,

    v = velocity (m/s)

    F= net force acting on the body

    F +ve ------ object will accelerate

    F ve ------ object will decelerate

    F = 0 ------ object velocity remain at a constant

    Now we will express net force in terms of measurable

    variables & parameters.

    For a falling object, force is composed of 2 opposing

    forces;

    F = FD + FU ---------- Eq. (5)

    Numerical Methods for

    Chemical Engineers

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    where;

    FD = downward force pull of gravity

    FU= upward force of air resistance

    IfFD is assigned a +ve sign, the 2nd law can be

    used to formulate the force due to gravity, as;

    FD = mg -------- Eq. (6)where;g= gravitational constant (9.8 m/s2)

    Air resistance can be assumed as an upward

    direction, thus,

    FU= -cv -------- Eq. (7)

    where; c = drag coefficient (kg/s)

    Net force is the difference betweenFD andFU

    Therefore, Eq. (6) and Eq. (7) can be combined

    to

    yield;

    dv/dt = (mg cv)/m -------- Eq. (8)

    simplifying the right side,

    dv/dt = g (c/m)v -------- Eq. (9)

    Equation (9) is a model that relates the

    acceleration of a falling object to the force acting

    on it.

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    Chemical Engineers

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    Equations (9) is a differential equation because terms

    of dv/dt acts as variable that we are interested in

    predicting.

    However, from equations (3) & (9) the velocity of

    falling object cannot be obtained using simplealgebraic manipulation.

    More advance techniques such as calculus must be

    applied to obtain an exact or analytical solution.

    Calculus can be used to solve equation (9) for;

    v(t) = gm/c (1-e-(c/m)t

    ) -------- Eq. (10)

    Note: equation (10) is in general form of

    equation (1), where;

    v(t) = dependent variable

    c and m = parameters

    g= forcing function

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    Equation (10) is called an analyticalorexact

    solution because it exactly satisfies the original

    differential equation.

    Unfortunately, there are many mathematical models

    that cannot be solved exactly.In many cases, the only alternative is to develop a

    numerical solution that approximates the exact

    solution.

    As stated previously, numerical methodare those inwhich the mathematical problem is reformulated so

    it can be solved by arithmetic operation

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    Example 1.4: Analytical/Exact Solution of Falling

    Parachutist Problem

    Problem statement: A parachutist of mass 68.1 kg

    jumps out of a stationary hot air balloon.

    Use equation (10) to compute velocity prior toopening the chute. Drag coefficient is equal to

    12.5kg/s.

    Solution: Inserting the parameter into equation (10)

    v(t) = 9.8(68.1)/12.5 (1-e-(12.5/68.1)t

    )= 53.39 (1-e-0.18355t)

    Then can be used to compute;

    t, (s) v, (m/s)

    0 0.00

    2 16.40

    4 27.77

    6 35.64

    8 41.10

    10 44.87

    12 47.49

    Infinity 53.39

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    Chemical Engineers

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    Thus, according to the model, the parachutist

    accelerates rapidly (Fig. 1.1).

    A velocity of 44.87 m/s is attained after 10s.

    After sufficient time, a constant velocity, called as

    terminal velocity of 53.39 m/s is reached.

    This velocity is constant because the force of

    gravity is balanced with the air resistance.

    Thus, net force is zero & acceleration has ceasedor stop to increase.

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    Chemical Engineers

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    Numerical Methods for

    Chemical Engineers

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    Numerical method approaches to solve mathematical

    problem.

    From Newtons 2nd law, the time rate of change of

    velocity can be approximated by: (Fig. 1.2)

    dv/dt=v/t = v(ti+1)v(ti)/ti+1ti --eqn(11)

    where;

    v and t= differences in velocity and time

    computed over finite intervals

    v(ti) = velocity at an initial time ti , and

    v(ti+1) = velocity at some later time ti+1

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    Numerical Methods for

    Chemical Engineers

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    Note that dv/dt v/ t is approximate because t

    is finite.

    Equation (11) is called a finite divided difference

    approximation at time ti.

    Substituted equation (11) into equation (9) to give;

    v(ti+1) v(ti)/ti+1-ti = g c/m(v)(ti)

    And rearranged to yield;

    v(ti+1) = v(ti)+{gc/m(v)(ti)}(ti+1-ti) --- eqn(12)

    The term in brackets is the right-hand side of the

    differential is provides a mean to compute the rate

    of change or slope ofv.

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    Chemical Engineers

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    Thus, the differential equation has been transformed

    into an equation that can be used to determine the

    velocity algebraically at ti+1 using the slope and

    previous values ofv and t.

    If you are given an initial value for velocity at sometime ti, you can easily compute velocity at a later time

    ti+1.

    This new value of velocity at ti+1 can in turn be

    employed to compute velocity at ti+2 and so on.

    Thus;

    New value = old value + (slope)(step size)

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    Chemical Engineers

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    Example 1.5: Numerical Solution to the Falling

    Parachutist Problem

    Problem Statement: Perform the same computation

    as in Example 1.4 but use equation (12) to compute

    velocity. Employ a step size of 2 for the calculation.

    Solution:

    At the start of the computation (ti = 0), the velocity

    of the parachutist is zero.

    Using this information & parameter values from

    Example 1.4, equation (12) can be used to compute

    velocity at ti+1 = 2s:

    v= 0 + {9.8 12.5/68.1(0)}(2) = 19.60 m/s

    For the next interval (from t= 2 to 4 s) thecomputation is repeated, with the result;

    v=19.60+{9.812.5/68.1 (19.60)}(2)=32.00 m/s

    The calculation is continued in a similar fashion to

    obtain additional values:

    Numerical Methods for

    Chemical Engineers

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    t,(s) v,(m/s)

    0 0.00

    2 19.60

    4 32.00

    6 39.858 44.82

    10 47.97

    12 49.96

    53.39

    Along with the exact solution, the results above are

    plotted in Fig. 1.3.There are discrepancy between the

    two results.One way to minimize such differences is

    to use a smaller step size.

    With the aid of computer, large number of

    calculation can be performed easily.Thus, you can

    model the case without having to solve the

    differential equation exactly

    Numerical Methods for

    Chemical Engineers

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    Numerical Methods for

    Chemical Engineers

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    1.3.1 Other Complicate Engineering Cases

    Aside from Newtons 2nd law, there are other major

    principles in engineering.

    For example the conservation laws of science &engineering:

    Change = increases decreases ---- Eq. (13)

    If change is zero, equation (13) becomes;

    Change = 0 = increases decreases

    or

    Increases = Decreases -------- Eq. (14)

    Thus, if no change occurs, the increases & decreases

    must be in balance, which can be called assteady

    state computation has many applications in

    engineering.

    Numerical Methods for

    Chemical Engineers

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    Table 1 summarizes some of simple engineering

    models.

    Most of chemical engineering applications will focus

    on mass balance for reactor depends on mass flow

    in & out.

    Both the civil & mechanical engineering applicationswill focus on conservation of momentum.

    Electrical engineering applications employ both

    current & energy balance to model electric circuits.

    Numerical Methods for

    Chemical Engineers

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    Numerical Methods for

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