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    Introduction to Computational Methodsin Chemical Engineering

    by

    Santosh Ansumali

    and

    Kwak Sang Kyu

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    2CH2007: Computational Methods in Chemical Engineering

    Ordinary Differential Equations

    For most of the Chemical engineering problems in real lifeanalytical solution is not possible!

    With Initial condition

    We need to solve them numerically!

    We can rewrite our equation as:

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    3CH2007: Computational Methods in Chemical Engineering

    Eulers Method

    This method has an error of

    Where

    In general

    Where

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    4CH2007: Computational Methods in Chemical Engineering

    Implicit Methods

    Forward Euler Method:

    Evaluation of (n+1)th stage depends only information on nth stage !

    Backward Eulers Method:

    In general, we would need an iterative scheme to advance further !

    In general, implicit method allows for much larger time steps!

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    5CH2007: Computational Methods in Chemical Engineering

    Backward Euler Method: Linear

    Case

    1+!= ydt

    dy

    0)0( =yWith Initial Condition

    Which can be made explicit as

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    6CH2007: Computational Methods in Chemical Engineering

    Backward Euler Method: Non-

    Linear Case

    With Initial Condition

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    7CH2007: Computational Methods in Chemical Engineering

    Multi-Step Method

    We Know from central difference formula:

    Leap-Frog Method:

    Compare it with the trapezoidal rule result:

    This is an example of 2-Step method!

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    8CH2007: Computational Methods in Chemical Engineering

    Explicit Multi-Step Method

    Explicit Adams-Bashforth Methods:

    1 Step :

    2 Step :

    3 Step :

    Accuracy is for a r-step method !

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    10CH2007: Computational Methods in Chemical Engineering

    Single-Step versus Multi-Step

    Method Single step methods are self starting while multi-

    step methods require some other method to start

    with.

    The time step can be changed at any stage in

    single step methods. Single step methods can work much better in

    presence of discontinuity.

    Higher order single step method may be more

    expensive due to evaluation of function toomany time per time step.

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    11CH2007: Computational Methods in Chemical Engineering

    Accuracy

    Eulers Method:

    TaylorsSeries:

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    12CH2007: Computational Methods in Chemical Engineering

    Stability:Forward Euler

    dy

    dt= "100y +1

    Forward Euler Scheme:

    Take

    Method is unstable !!!

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    13CH2007: Computational Methods in Chemical Engineering

    Stability: Backward Euler

    Both methods have similar error why forward Euler is unstablebut Backward Euler is stable?

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    14CH2007: Computational Methods in Chemical Engineering

    Stability Analysis: Growth of

    Error

    Eulers Scheme:

    Taylor Series for Exact Solution:

    Subtracting the two equations give equation for error as:

    By taking absolute values on both sides:

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    15CH2007: Computational Methods in Chemical Engineering

    Stability Analysis

    Which means:

    Or,

    Thus, we can say that error is growing if:

    So Method is stable or error is bounded with time if:

    Or,

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    16CH2007: Computational Methods in Chemical Engineering

    Stability Analysis

    Thus, forward Eulers method is stable only if:

    Thus, we cannot take step size larger than this limit !

    For Backward Euler:

    Taking absolute magnitude, we see that:

    So Method is stable for every value of h!