EAD 115. Numerical Solution of Engineering and Scientific Problems. David M. Rocke Department of Applied Science

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1 EAD 115 Numerical Solution of Engineering and Scientific Problems David M. Rocke Department of Applied Science

2 Transient Response of a Chemical Reactor Concentration of a substance in a chemical reactor can change during transient periods after startup or change in conditions Accumulation = inputs outputs V = volume of the reactor, assumed constant c = concentration of the substance, which can change.

5 Accumulation dc V dt in 0 Qc in Qc 1 ( Q/ V) t ( Q/ V) t in 0 cc e c e c Q 50mg/m 3 5m / min V=100m c 3 10mg/m t 0.05t c50 1e 10e

7 dc 1 c1 c3 dt

8 dc1 V1 Q01c01Q31c3 Q12c1Q15c1 dt dc1 0.12c1 0.02c3 1 dt dc2 0.15c10.15c2 dt dc c c3 4 dt dc4 0.1c c c5 dt dc5 0.3c10.01c2 0.04c5 dt c (0) c (0) c (0) c (0) c (0)

9 Solution using a fourth-order Runge-Kutta method. We can describe the response in terms of the time to 90% of the equilibrium concentration. This varies from about 12 for c 3 to over 70 for c 5

10 dc 1 c1 c3 dt

11 Predator-Prey Models Volterra-Lotka describe the reaction dynamics in an ecosystem In the simplest case, we let x represent the number of prey animals (rabbits) and y the number of predator animals (foxes). Rabbits naturally increase, and are assumed to have an adequate food supply, but are reduced by predation. Foxes increase only if there is adequate prey.

12 dx dt dy dt ax bxy cydxy Rabbits increase at a natural (birth death) rate a. Rabbits are reduced by a percentage by that depends on the number of foxes. Foxes reproduce at a rate dx dependent on the food supply. Foxes die at a rate c.

14 State-Space Representation The previous plot showed x and y against t. The state-space plot shows y against x This shows the stability, or lack of it, and the dynamics in a more concrete way

16 dx ax bxy 0 dt dy cydxy 0 dt x0 or aby y 0 or cdx (0,0) or (c/d, a/b)

17 Stochastic version dx dt dy dt ax bxy cydxy Critical point is not stable. Extinction can occur

18 Stochastic dynamics after 5 time periods

19 Stochastic dynamics after 10 time periods

20 Stochastic dynamics after 30 time periods

21 Simulating Transient Current in an Electric Circuit

22 di q L Ri E( t) 0 (Kirkoff's Law) dt C di L voltage drop across the inductor dt L inductance R resistance (of the resistor) = 0 q charge on the capacitor C capacitance (of the capacitor) Et ( ) time-varying voltage source = E0 sint dq i dt E0 E0 qt () sinpt sin t where p1/ LC L( p ) p L( p )

24 Assume L = 1H, E 0 = 1V, C = 0.25C, ω 2 = 3.5s 2, so that p = 2. q(t) = sin(2t) + 2 sin(1.8708t) Although an analytical solution exists, try integration with Euler and RK 4 methods Use h = 0.1s, evaluate accuracy at t = 10s. q(t) = C (exact) q(t) (Euler) q(t) (RK4)

26 The Swinging Pendulum The usual analysis of a swinging pendulum is an approximation which is valid for small arcs. We compare the exact solution of the approximate problem with an approximate solution of a more realistic model We do still model this as a point mass on a weightless, inextensible rod, so it is not completely realistic.

28 The force on the weight in the direction x tangent to the path is W F Wsin a g The angular acceleration in terms of the length l of the rod is 2 d a/ l 2 dt 2 Wl Wl d W sin 2 g g dt 2 d g sin 0 2 dt l

29 Exact solution to an approximation when is small sin 3! 5! 7! d 2 dt 2 g l () t cos 0 0 g t l The period of the pendulum is then T 2 l g

30 T 2 l g l 2ft 0 /4 (45) T s

32 An approximate (numerical) solution to a more accurate physical model 2 d g sin 0 2 dt l d v dt dv g sin 16.1sin (for l 2ft) dt l Approximate with Euler method and standard order 4 Runge-Kutta method

33 k 1 Standard Fourth-Order Method f( x, y ) i k f( x h/2, y kh/2) 2 i i 1 k f( x h/2, y k h/2) 3 i i 2 k f( x h, y k h) 4 i i 3 i y y ( k 2k 2 k k ) h/6 i1 i

34 k f ( t, θ, v ) v k f ( t, θ, v ) 16.1sinθ 16.1sin π/ sin θ θ 0.005k θ 0.005(0) π/ * v v 0.005k ( ) k * f ( t, θ, v * * * * * * * * * * ) v k f ( t, θ, v ) 16.1sin θ θ θ 0.005k v v 0.005k

35 θ θ 0.005k * v v 0.005k * k f ( t, θ, v ) v * * * * k f ( t, θ, v ) 16.1sinθ * * * * θ θ 0.01k * v v 0.01k k * f ( t, θ * * * * * * * * , v ) v k f ( t, θ, v ) 16.1sinθ φ k 2k 2k 2k φ k 2k 2k 2k θ θ 0.01φ v v 0.01φ

36 Time Linear Euler h=0.05 RK 4 h=0.05 RK 4 h=

37 Analysis of Numerical Solutions The Euler method with h = 0.05 generates a impossible results at times t = 0.8, 1.0, and 1.6 The RK4 solutions with h = 0.05 and h = 0.01 are the same to 4 decimal places, suggesting the accuracy of the latter is at least that good. The RK4 h = 0.01 solution attains a max of at t = 1.63 compared to at the initial conditions Thus the difference between the linear approximation and the RK 4 solution can safely be interpreted.

38 Period Initial Displacement Linear Model Exact Nonlinear Model RK4 π/ π/ π/

39 An approximate solution to the exact problem is often better in a practical sense than the exact solution to an approximate problem. The art is in knowing how much to include in the model, and how accurate an approximate solution is required.

Math 128A Spring 2003 Week 12 Solutions

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