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Mathematical Modeling and Engineering
Problem Solving
What are NUMERICAL METHODS?
Why do we need them?
Numerical Methods:
Algorithms that are used to obtain numerical solutions of
a mathematical problem.
Why do we need them?
1. No analytical solution exists,
2. An analytical solution is difficult to obtain
or not practical.
Navier and Stokes Equations
For a viscous flow, the relationships between the normal/shear stresses and the rate
of deformation (velocity field variation) can be determined by making a simple
assumption. That is, the stresses are linearly related to the rate of deformation
(Newtonian fluid). The proportional constant for the relation is the dynamic
viscosity of the fluid (m). Based on this, Navier and Stokes derived the famous
Navier-Stokes equations:
2 2 2
2 2 2
2 2 2
2 2 2
2 2 2
2 2 2
x
y
z
x
y
z
u u u u P u u u
u v w g
t x y z x y z
v v v v P v v v
u v w g
t x y z x y z
w w w w P w w w
u v w g
t x y z x y z
  m
  m
  m
         
                    
         
                    
         
                   

5
Engineering Simulations
Finite element analysis (FEA) and product design services
Computational Fluid Dynamics (CFD)
Molecular Dynamics
Particle Physics
Earthquake simulations
Development of new products and performance improvement of existing
products
Benefits of Simulations
Cost savings by minimizing material usage.
Increased speed to market through reduced product development time.
Optimized structural performance with thorough analysis
Eliminate expensive trial-and-error.
Basic Needs in the Numerical Methods:
– Practical:
Can be computed in a reasonable amount of time.
– Accurate:
• Good approximate to the true value,
• Information about the approximation error
(Bounds, error order,… ).
Every part in this book
requires some
mathematical background
Computers are great tools,
however, without fundamental understanding
of engineering problems, they will be useless.
9
The engineering problem-solving process
Newton’s 2nd law
Conservation laws
10
Newton’s 2nd law of Motion
• “The time rate change of momentum of a body is equal
to the resulting force acting on it.”
• Formulated as F = m.a
F = net force acting on the body
m = mass of the object (kg)
a = its acceleration (m/s2)
• Some complex models may require more sophisticated
mathematical techniques than simple algebra
– Example, modeling of a falling parachutist:
FU = Force due to air resistance = -cv (c = drag
coefficient)
FD = Force due to gravity = mg
UD FFF 
m
cvmg
dt
dv
cvF
mgF
FFF
m
F
dt
dv
U
D
UD






v
m
c
g
dt
dv

• This is a first order ordinary
differential equation. We would like to
solve for v (velocity).
• It can not be solved using algebraic
manipulation
• Analytical Solution:
If the parachutist is initially at rest
(v=0 at t=0), using calculus dv/dt can
be solved to give the result:
 tmc
e
c
gm
tv )/(
1)( 

Independent
variableDependent
variable
ParametersForcing
function
Analytical Solution
 tmc
e
c
gm
tv )/(
1)( 

t (sec.) V (m/s)
0 0
2 16.40
4 27.77
8 41.10
10 44.87
12 47.49
∞ 53.39
If v(t) could not be solved analytically, then
we need to use a numerical method to solve
it
g = 9.8 m/s2 c =12.5 kg/s
m = 68.1 kg
13
)(
)()(
lim........
)()(
1
1
0
1
1
i
ii
ii
t
ii
ii
tv
m
c
g
tt
tvtv
t
v
dt
dv
tt
tvtv
t
v
dt
dv

















))](([)()( 11 iii
tttv
m
c
gtvtv ii  
This equation can be rearranged to yield
∆t = 2 sec
To minimize the error, use a smaller step size, ∆t
No problem, if you use a computer!
Numerical Solution
t (sec.) V (m/s)
0 0
2 19.60
4 32.00
8 44.82
10 47.97
12 49.96
∞ 53.39
t (sec.) V (m/s)
0 0
2 19.60
4 32.00
8 44.82
10 47.97
12 49.96
∞ 53.39
t (sec.) V (m/s)
0 0
2 16.40
4 27.77
8 41.10
10 44.87
12 47.49
∞ 53.39
m=68.1 kg c=12.5 kg/s
g=9.8 m/s
 tmc
e
c
gm
tv )/(
1)( 
 ttv
m
c
gtvtv iii
 )]([)()( 1
∆t = 2 sec
Analytical
t (sec.) V (m/s)
0 0
2 17.06
4 28.67
8 41.95
10 45.60
12 48.09
∞ 53.39
∆t = 0.5 sec
t (sec.) V (m/s)
0 0
2 16.41
4 27.83
8 41.13
10 44.90
12 47.51
∞ 53.39
∆t = 0.01 sec
CONCLUSION: If you want to minimize
the error, use a smaller step size, ∆t
Numerical solutionvs.
Comparison of numerical and analytical solutions
Larger step size  less accurate result
Smaller step size  more steps (longer computing time)
Derive the mathematical equations that describes the fluid system below
• The rate of change in liquid stored in the tank is equal to the flow in
minus flow out.
• The resistance R may be written as
• Rearranging equation (2)
oi qq
dt
dh
C 
(1)
0q
h
dQ
dH
R  (2)
R
h
q 0 (3)
• Substitute qo in equation (3)
• After simplifying above equation
oi qq
dt
dh
C  (1)
R
h
q 0 (3)
R
h
q
dt
dh
C i 
iRqh
dt
dh
RC 
   0M-M outin
SweatOutAirFecesSkinUrineMetabolismInAirDrinkFood 
MetabolismInAirFoodSweatOutAirFecesSkinUrineDrink 
L2.13.005.012.04.02.035.04.1Drink 
3out,3out,2in,1 AvQQ 
2
33
out,3
out,2in,1
3 m333.3
m/s6
/sm20/sm40





v
QQ
A
Special Problem 1
Schematic of a cart-pendulum system
Derive the equations of motion for the two-degree of freedom system.
In this system…….
 It requires two coordinates, x and .
 It requires two equations of motion:
1. The linear motion of the system.
2. The rotation of the pendulum.

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Applied numerical methods lec1

  • 1. Mathematical Modeling and Engineering Problem Solving
  • 2. What are NUMERICAL METHODS? Why do we need them?
  • 3. Numerical Methods: Algorithms that are used to obtain numerical solutions of a mathematical problem. Why do we need them? 1. No analytical solution exists, 2. An analytical solution is difficult to obtain or not practical.
  • 4. Navier and Stokes Equations For a viscous flow, the relationships between the normal/shear stresses and the rate of deformation (velocity field variation) can be determined by making a simple assumption. That is, the stresses are linearly related to the rate of deformation (Newtonian fluid). The proportional constant for the relation is the dynamic viscosity of the fluid (m). Based on this, Navier and Stokes derived the famous Navier-Stokes equations: 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 x y z x y z u u u u P u u u u v w g t x y z x y z v v v v P v v v u v w g t x y z x y z w w w w P w w w u v w g t x y z x y z   m   m   m                                                                                             
  • 5. 5 Engineering Simulations Finite element analysis (FEA) and product design services Computational Fluid Dynamics (CFD) Molecular Dynamics Particle Physics Earthquake simulations Development of new products and performance improvement of existing products Benefits of Simulations Cost savings by minimizing material usage. Increased speed to market through reduced product development time. Optimized structural performance with thorough analysis Eliminate expensive trial-and-error.
  • 6. Basic Needs in the Numerical Methods: – Practical: Can be computed in a reasonable amount of time. – Accurate: • Good approximate to the true value, • Information about the approximation error (Bounds, error order,… ).
  • 7. Every part in this book requires some mathematical background
  • 8. Computers are great tools, however, without fundamental understanding of engineering problems, they will be useless.
  • 9. 9 The engineering problem-solving process Newton’s 2nd law Conservation laws
  • 10. 10 Newton’s 2nd law of Motion • “The time rate change of momentum of a body is equal to the resulting force acting on it.” • Formulated as F = m.a F = net force acting on the body m = mass of the object (kg) a = its acceleration (m/s2) • Some complex models may require more sophisticated mathematical techniques than simple algebra – Example, modeling of a falling parachutist: FU = Force due to air resistance = -cv (c = drag coefficient) FD = Force due to gravity = mg UD FFF 
  • 11. m cvmg dt dv cvF mgF FFF m F dt dv U D UD       v m c g dt dv  • This is a first order ordinary differential equation. We would like to solve for v (velocity). • It can not be solved using algebraic manipulation • Analytical Solution: If the parachutist is initially at rest (v=0 at t=0), using calculus dv/dt can be solved to give the result:  tmc e c gm tv )/( 1)(   Independent variableDependent variable ParametersForcing function
  • 12. Analytical Solution  tmc e c gm tv )/( 1)(   t (sec.) V (m/s) 0 0 2 16.40 4 27.77 8 41.10 10 44.87 12 47.49 ∞ 53.39 If v(t) could not be solved analytically, then we need to use a numerical method to solve it g = 9.8 m/s2 c =12.5 kg/s m = 68.1 kg
  • 13. 13 )( )()( lim........ )()( 1 1 0 1 1 i ii ii t ii ii tv m c g tt tvtv t v dt dv tt tvtv t v dt dv                  ))](([)()( 11 iii tttv m c gtvtv ii   This equation can be rearranged to yield ∆t = 2 sec To minimize the error, use a smaller step size, ∆t No problem, if you use a computer! Numerical Solution t (sec.) V (m/s) 0 0 2 19.60 4 32.00 8 44.82 10 47.97 12 49.96 ∞ 53.39
  • 14. t (sec.) V (m/s) 0 0 2 19.60 4 32.00 8 44.82 10 47.97 12 49.96 ∞ 53.39 t (sec.) V (m/s) 0 0 2 16.40 4 27.77 8 41.10 10 44.87 12 47.49 ∞ 53.39 m=68.1 kg c=12.5 kg/s g=9.8 m/s  tmc e c gm tv )/( 1)(   ttv m c gtvtv iii  )]([)()( 1 ∆t = 2 sec Analytical t (sec.) V (m/s) 0 0 2 17.06 4 28.67 8 41.95 10 45.60 12 48.09 ∞ 53.39 ∆t = 0.5 sec t (sec.) V (m/s) 0 0 2 16.41 4 27.83 8 41.13 10 44.90 12 47.51 ∞ 53.39 ∆t = 0.01 sec CONCLUSION: If you want to minimize the error, use a smaller step size, ∆t Numerical solutionvs.
  • 15. Comparison of numerical and analytical solutions Larger step size  less accurate result Smaller step size  more steps (longer computing time)
  • 16.
  • 17. Derive the mathematical equations that describes the fluid system below
  • 18. • The rate of change in liquid stored in the tank is equal to the flow in minus flow out. • The resistance R may be written as • Rearranging equation (2) oi qq dt dh C  (1) 0q h dQ dH R  (2) R h q 0 (3)
  • 19. • Substitute qo in equation (3) • After simplifying above equation oi qq dt dh C  (1) R h q 0 (3) R h q dt dh C i  iRqh dt dh RC 
  • 20.
  • 21.    0M-M outin SweatOutAirFecesSkinUrineMetabolismInAirDrinkFood  MetabolismInAirFoodSweatOutAirFecesSkinUrineDrink  L2.13.005.012.04.02.035.04.1Drink 
  • 22. 3out,3out,2in,1 AvQQ  2 33 out,3 out,2in,1 3 m333.3 m/s6 /sm20/sm40      v QQ A
  • 23.
  • 24.
  • 25. Special Problem 1 Schematic of a cart-pendulum system Derive the equations of motion for the two-degree of freedom system. In this system…….  It requires two coordinates, x and .  It requires two equations of motion: 1. The linear motion of the system. 2. The rotation of the pendulum.