NUMERICAL METHODS

Ming Tham

School of Chemical Engineering and Advanced Materials

Newcastle University

Scope
What are Numerical Methods?
Nature of Numerical Methods
Important Numerical Methods
finding roots of equations
solving sets of algebraic equations
solving Ordinary Differential Equations (ODEs)

SIMULINK

School of Chemical Engineering and Advanced Materials

Newcastle University

Solving Engineering Problems

Procedure for solving engineering problems
write down the mathematical equations to represent the
system (modelling)
formulate the equations so that the problem you are trying to
solve is brought out explicitly
solve the equations

The equations representing real systems can be very

complex
an analytical solution may not be possible
use an appropriate numerical method

School of Chemical Engineering and Advanced Materials

Newcastle University

Analytical versus Numerical Solutions

Analytical solutions are exact, using e.g.
algebra
differentiation
integration

Numerical solutions are not exact

analytical techniques are approximated by arithmetic
operations

Approximated analytical techniques are called

Numerical Methods
a very important toolset for solving engineering problems

School of Chemical Engineering and Advanced Materials

Newcastle University

Numerical Methods and Algorithms

Numerical methods are based on algorithms
An algorithm is a finite set of well-defined instructions
for accomplishing some task
not just heuristics (common sense)

Algorithms can be implemented by computer

programs, although often in restricted forms
Note: an error in the design of an algorithm for
solving a problem can lead to implementation failures

School of Chemical Engineering and Advanced Materials

Newcastle University

Nature of Numerical Methods

START

Many are iterative:

1) Start with some initial guess
solution

GUESS
SOLUTION

2) Improve upon the solution

TRY TO
IMPROVE
UPON
SOLUTION

3) Check if the problem is

solved
4) If not solved, repeat from step
(2)

NO

SOLVED?

5) Stop
YES
STOP
School of Chemical Engineering and Advanced Materials
Newcastle University

Numerical Methods
Desired characteristics:

accurate
stable
fast
easy to understand and implement
applicable to a large class of similar problems (have utility)

When designing a numerical method, tradeoffs

between these characteristics often have to be made,
e.g.
one method is faster, while the other is more accurate.

It is often the case that no algorithm is the best in all

cases
School of Chemical Engineering and Advanced Materials
Newcastle University

Numerical Stability
Describes how errors in the input data propagate
through the algorithm
In a stable method,
the errors due to the approximations get smaller as
the computation proceeds
In an unstable method,
any errors in processing get bigger as the
computation proceeds

School of Chemical Engineering and Advanced Materials

Newcastle University

Finding Roots of Equations

Problem type:
Given y = F(x), find the value of x that sets y = 0
Four methods will be covered
bisection method
method of false position
Secant method
Newton-Raphson method

Useful in:
process optimisation
vapour-liquid-equilibria

School of Chemical Engineering and Advanced Materials

Newcastle University

Solving Sets of Equations

Problem type:
Given m equations, find n unknowns
Cases
m = n, same number of equations as unknowns
m > n, more equations than unknowns

Useful in:
steady-state material and energy balances
function (curve) fitting
interpolation

School of Chemical Engineering and Advanced Materials

Newcastle University

10

Solving ODE
ODEs
Problem type:
Given dy/dt = F(y, u, t), determine how y changes
with changes in u and t
Will cover solution of single ODEs as well as sets of
ODEs
Useful in
dynamic material and energy balances
simulation of dynamical systems
process control

School of Chemical Engineering and Advanced Materials

Newcastle University

11

SIMULINK
SIMULINK is part of the MATLAB programming
environment
Visual, drag-and-drop interface for performing
simulations of dynamical systems
Will be used in Stage 2 through to Stage 4

School of Chemical Engineering and Advanced Materials

Newcastle University

12

What you are supposed to know

The rationale behind the numerical methods to be
covered
The advantages and limitations of the individual
methods
How the methods are applied

School of Chemical Engineering and Advanced Materials

Newcastle University

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