Part 1

Chapter 1
Mathematical Modeling,
Numerical Methods,
and Problem Solving

Chapter Objectives
Learning how mathematical models can be formulated on
the basis of scientific principles to simulate the behavior of a
simple physical system.
Understanding how numerical methods afford a means to
generalize solutions in a manner that can be implemented
on a digital computer.
Understanding the different types of conservation laws that
is used in the various engineering fields and knowing the
difference between steady-state and dynamic solutions of
these models.
Learning about the different types of numerical methods we
will cover in this book.

A Simple Mathematical Model

A mathematical model
Broadly defined as a formulation or equation that expresses the
essential features of a physical system or process in mathematical
terms.
Represented by a functional relationship between dependent
variables, independent variables, parameters, and forcing functions.

Model Function
independent
Dependent
forcing
= f
, parameters,

variable
functions
variables
Dependent variable - a characteristic that usually reflects the
behavior or state of the system, such as displacement, velocity, and
acceleration.
Independent variables - dimensions, such as time(t) and space(x),
along which the systems behavior is being determined
Parameters - constants reflecting the systems properties or
composition, such as mass(m), stiffness(k), and damping
coefficient(b).
Forcing functions - external influences acting upon the system

Model Function
Lets think about Newtons second law of motion

F = ma
F
a=
m

dv F
=
dt m

: Resulting force= Time rate of change of momentum of body

a: dependent variable
m: parameter
F: forcing function
No independent variable
More complicated expression to determine the transient velocity
: The rate of change of velocity=Net force normalized to mass

=
F FD + FU
Therefore,

Unlikely,

Net force: F
Downward pull of gravity: FD=mg
Upward pull of air resistance: FU=-Cdv2 (Cd: lumped drag coeff.)
=> Expression in terms of measurable variable and parameters

Cd 2
dv
= g
v
1st order ODE of time
dt
m
F Exact solution for velocity can not be obtained
a=
m using simple algebraic calculation

Model Function Example

Assuming a bungee jumper is in mid-flight, an
analytical model for the jumpers velocity,
accounting for drag, is

v(t) =

gc
gm
d
tanh
t
cd
m

(when, v=0 at t=0)

Analytical or closed-loop solution

Dependent variable - velocity v

Independent variables - time t
Parameters - mass m, drag coefficient cd
Forcing function - gravitational acceleration g

e x e x
tanh = x x
e +e

Model Function Example

Find the solution??

cd 2
dv(t )
= g v (t )
dt
m
dv(t )

Solution) Rearrange the given Eq. as following.

cd

c
d
m

2
gm
v
(
t
)

cd

= dt

If dividing denominator of left hand side by m

1

Here,

v 2 (t )

where, k1 =

m
cd

1
2 gm / c d

k1
v + gm / c d

k2 =

cd
m

2
gm

v
t
(
)

cd

2 gc d / m
v + gm / c d

k2
v gm / c d

1
2 gm / c d
1

1
1

2 gc d / m
v gm / c d

1
1

2 gc / m
2 gcd / m
d

v + gm / cd v gm / cd

Separation of variables

dv =
dt

Model Function Example

By finding the solution of each ODE and combining them
1

ln

2 gc d / m

v + gm / c d
v gm / c d

v + gm / c d
or

v gm / c d

= t + C1

= C3 e

or

ln

v + gm / c d
v gm / c d

= 2 gc d / mt + C 2

2 gcd / mt

From the initial conditions v (0) = 0, you get C 3 = 1

Finally, you can get the following exact solution

v(t ) = gm / c d

1+ e
1+ e

2 gcd / mt

2 gcd / mt

= gm / c d

gcd / mt

gcd / mt

gcd / mt

+e

gcd / mt

gc d
gm
tanh
t
m
cd

Unfortunately, there are many mathematical models that cannot be

solved exactly.
In many of these cases, the only alternative is to develop a numerical
solution that approximates the exact solution.

Model Results
Ex. 1
Using a computer (or a calculator), the model can be used to generate a
graphical representation of the system. For example, the graph below
represents the velocity of a 68.1 kg jumper, assuming a drag coefficient of
0.25 kg/m
Convergence line

Terminal velocity:
51.6983 m/s

Numerical Modeling
Some system models will be given as implicit functions or as
differential equations - these can be solved either using
analytical methods or numerical methods.
Unfortunately, there are many mathematical models that
cannot be solved exactly=> the only alternative is to develop
a numerical solution that approximates the exact solution.
Numerical methods: to reformulate the mathematical
problem so it can be solved by arithmetic operations.

Numerical Methods
Example - the bungee jumper velocity equation from before
is the analytical solution to the differential equation
c
dv
= g d v 2
m
dt
the change in velocity is determined by the gravitational forces acting on the
jumper versus the drag force.

Finite difference approximation: To solve the problem using

a numerical method, note that the time rate of change of
velocity can be approximated as:

dv v v ( ti +1 ) v ( ti )

=
dt t
ti +1 ti
Differential Fn.

Difference Fn.

and t: differences in velocity and time

computed over finite intervals

dv
: Infinite( Exact ), Continous
dt
v v ( ti +1 ) v ( ti )
=
: Finite( Approximation)
t
ti +1 ti

Discrete

Numerical Methods
Finite difference approximation

Euler's Method
Substituting the finite difference into the differential
equation gives dv
cd 2

dt

=g

Differential Eq.

v(ti+1) v(ti)
cd
2
=
g

v
ti+1 ti
m

Difference Eq.

Right hand side of original ODE

Solve for

v(ti+1) = v(ti) + g
new

= old +

dvi
t
vi +1 =vi +
dt

cd
m

v(ti)2 (ti+1 ti)

slope

step

: If you are given an initial value for v at

some time ti, you can easily compute v
at a later time ti+1

Numerical Results
Ex. 1.2 Applying Euler's method in 2 s intervals (t=2) yields:

Numerical Method (NM) captures the essential features of exact solution

=> Some discrepancy b/w exact and numerical solution: Not avoidable.

How do we improve the solution?

=> Smaller steps

Bases for Numerical Models

Conservation law:
Easy to understand complicated engineering models
Useful for either predicting changes (transient) or proving
nonexistence of change (steady-state)
to predict changes with respect to time
Transient analysis (time-variable computation)
Change = Increasedecrease

cd 2
dv(t )
= g v (t )
dt
m

v(t ) =

gm
tanh

cd

gc d
m

Steady-state analysis (time-independent computation)

Change = 0 = Increasedecrease

c
dv(t )
= 0 = g d v 2 (t )
dt
m

mg = c d v 2

v=

gm
cd

Terminal velocity

Bases for Numerical Models

Conservation laws provide the foundation for many model
functions.
Different fields of engineering and science apply these laws
to different paradigms within the field.
Among these laws are:

Conservation of mass
Conservation of momentum
Conservation of charge
Conservation of energy

Bases for Numerical Models

The change of mass of a chemical in the reactor

Models developed from the conservation of momentum, force balance

Bases for Numerical Models

Analyzing the transient up-and-down motion or vibration of mass

Both current and energy balance to model electric circuits

Ex, current balance: electric current must balance at the junction of electric wires

Summary of Numerical Methods

The book is divided into five categories of
numerical methods: Roots finding: searching for the zeros of function

Optimization: determining a values of independent

variable corresponding to a optimal value of function

Solving system of simultaneous linear algebraic equation

Finding a set of values simultaneous satisfying a set of linear algebraic Eq.

Summary of Numerical Methods

Fit a curve directly through the data and
use to predict the intermediate values
Regression: employed where there is

a significant degree of error associated

with the data
Interpolation: used where the objective is
to determine intermediate values b/w
relatively error-free data points

Represents general trend w/o matching any points

Integration: useful for centroid of oddly

shaped body and finding the solution of
differential Eq.
Differentiation: finding slope and the
change of rate