Numerical Methods in Chemical Engineering

(CB 424)

Chemical and Biochemical Engineering

Indian Institute of Technology Patna

Dr. Priyanka Gupta

[email protected]
 Numerical Methods in Chemical Engineering
Course syllabus
Solution of simultaneous linear and non-linear equations; Eigenvalues and
eigenvectors of matrices; Statistical analysis of data; Curve fitting;
Approximation of functions; Interpolation; Numerical integration and
differentiation; Solution of ordinary differential equations - initial and boundary
value problems; Solution of partial differential equations; Analysis of error and
stability in numerical computing; Implementation of numerical methods on
computer through programming in FORTRAN/C++ and commercial software
such as MATLAB.

Text Books:
1. S. C. Chapra, R. P. Canale, Numerical methods for engineers, 7th Ed. Tata-
McGraw-Hill, 2015
2. S. K. Gupta, Numerical methods for engineers, New Age International, 2001
 Numerical Methods in Chemical Engineering

Grading
• Mid-sem 30%
• End-sem 40%
• Assignments and quiz 10+10%
• Class participation and interactions 10%

Class Timings
Tuesday: 10:00 – 11:55 AM
Thursday: 09:00 – 09:55 AM
 Numerical Methods in Chemical Engineering
MODELING, COMPUTERS, AND ERROR ANALYSIS
• Noncomputer Methods
• Analytical or exact methods
• Graphical solutions
• Calculators
• Development of numerical methods
• Capable of handling large systems of equations, nonlinearities, and
complicated geometries
• The intelligent use of these programs is often predicated on knowledge of
the basic theory underlying the methods.
• An effective way to learn programming and can design a programs to
solve problems
 Numerical Methods in Chemical Engineering
Mathematical Background
• Roots of Equations
• Solve f(x) = 0 for x.

• Linear Algebraic Equations

• a11x1 + a12x2 = c1
• a21x1 + a22x2 = c2

• Curve fitting
 Numerical Methods in Chemical Engineering
Mathematical Background
• Integration

∫
I= ( )
•

• Ordinary differential equations

∆
• = = (, )
∆
• +1 = + ( , ) ∆

• Partial differential equations

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2 2
= ( , )
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+
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•
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2 2
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𝑡
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𝑡
𝑦
𝑡
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𝑏
 Numerical Methods in Chemical Engineering

Approximations and Round-Off Errors

• The two major forms of numerical error
• Round-off error Assignment 1
• Truncation error
• The significant digits of a number are those that can be used with
confidence.
• π, e, or sqrt(7) represent specific quantities. For example π =
3.141592653589793238462643…
• Accuracy: how closely a computed or measured value agrees with the
true value.
• Precision: how closely individual computed or measured values agree
with each other.
 Numerical Methods in Chemical Engineering

Roots of Equations
• Bracketing Methods
• Graphical Methods
• The Bisection Method
• The False-position Method
• Open Methods
• Simple Fixed-point Iteration
• The Newton-Raphson Method
• The Secant Method
 Numerical Methods in Chemical Engineering

• Graphical Method
• Can be utilized to obtain rough estimates of
roots.
• In general, if f(x) is real and continuous in the
interval from xl to xu and f(xl) and f(xu) have
opposite signs: f(xl) f(xu) < 0

• Use the graphical approach to determine the c

(1 − )−
−( )
( )=

t =10s, g = 9.81, v = 40, and m = 68.1

𝑐
𝑓
𝑐
𝑒
𝑣
𝑚
𝑡
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𝑚
𝑔
 Numerical Methods in Chemical Engineering

• Roots can occur or be absent in an

interval prescribed by a lower
bound xl and an upper bound xu
 Numerical Methods in Chemical Engineering

• Incremental search methods

• The Bisection Method

• Alternatively called binary chopping, interval halving, or Bolzano’s method
• If a function changes sign over an interval, the function value at the midpoint
is evaluated
 Numerical Methods in Chemical Engineering
Algorithm for the bisection calculation
• Step 1: Choose lower xl and upper xu guesses for the root such that the function
changes sign over the interval. This can be checked by ensuring that f(xl) f(xu) < 0.
• Step 2: An estimate of the root xr is determined by xr = (xl + xu)/2
• Step 3: Make the following evaluations to determine in which subinterval the root
lies:
• (a) If f(xl) f(xr) < 0, the root lies in the lower subinterval. Therefore, set xu = xr
and return to step 2.
• (b) If f(xl) f(xr) > 0, the root lies in the upper subinterval. Therefore, set xl = xr
and return to step 2.
• (c) If f(xl) f(xr) = 0, the root equals xr; terminate the computation.
 Numerical Methods in Chemical Engineering

• Termination Criteria and Error Estimates

−
= 100%

• Use the Bisection Method to determine the c

668.06
(1 − ) − 40
−0.146843
( )=
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𝑥
𝑛
𝑒
𝑤
𝑎
𝑐
𝜀
𝑟
𝑟
𝑓
𝑐
𝑒
𝑥
𝑥
𝑐
𝑛
𝑒
𝑤
𝑜
𝑙
𝑑
 Numerical Methods in Chemical Engineering
• The False-position Method
• It is also called the linear interpolation method

( ) ( )
=
− −

( )( − )
= −
( )− ( )
• Determine the root of the below equation

668.06
(1 − ) − 40
−0.146843
( )=
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𝑢
𝑟
𝑙
𝑟
𝑢
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𝑥
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 Numerical Methods in Chemical Engineering
• Bisection vs False-position
 Numerical Methods in Chemical Engineering

Roots of Equations
• Bracketing Methods
• Graphical Methods
• The Bisection Method
• The False-position Method
• Open Methods
• Simple Fixed-point Iteration
• The Newton-Raphson Method
• The Secant Method
 Numerical Methods in Chemical Engineering

• Open Methods
• Open methods employ a formula
to predict the root
• Sometimes diverge or move
away from the true root
• When the open methods
converge, they usually do so
much more quickly than the
bracketing methods
 Numerical Methods in Chemical Engineering

• Simple Fixed-point Iteration

• Solve f(x) = e-x – x

• Re-write as x = g(x) by isolating x
• Separated directly and expressed in
the form of xi+1 = e-xi
• Starting with an initial guess of x0 = 0
• The true value of the root:
0.56714329
 Numerical Methods in Chemical Engineering

• Convergence
 Numerical Methods in Chemical Engineering

• Newton-Raphson Method

( )−0
′( ) =
− +1

( )
= −
′( )
+1
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𝑖
𝑖
𝑓

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𝑥
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𝑖
𝑖
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𝑥

𝑥
𝑥
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𝑖
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𝑥
𝑓
𝑥
 Numerical Methods in Chemical Engineering

Example: Use the Newton-Raphson method to estimate the root of

f(x) = e-x - x, employing an initial guess of x0 = 0.
 Numerical Methods in Chemical Engineering

• Secant Method
• This approach requires two initial estimates of x
• f(x) is not required to change signs between the estimates

( −1) − ( ) ( )( − )
′( ) ≅
−1
= −
( −1) − ( )
+1
−1 −

• Modified Secant Method

( + )− ( ) ( )
′( ) ≅
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= −
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( + )− ( )
+1
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𝑖
𝑖
𝑓
𝑓


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 Numerical Methods in Chemical Engineering

Example:
• Use the Secant method to estimate the root of f(x) = e-x – x. Start
with initial estimates of x-1 = 0 and x0 = 1.
• Use the modified secant method to estimate the root of f(x) = e-x –
x. Use a value of 0.01 for and start with x0 = 1.0. Recall that the
true root is 0.56714329. . . .
𝛿
 Numerical Methods in Chemical Engineering

• Use (a) fixed-point iteration and (b) the Newton-Raphson method to

determine a root of ( ) = − 0.9 2 + 1.7 + 2.5 using x0 = 5. Perform the
computation until ea is less than es = 0.01%.

• The polynomial
( ) = 0.0074 4 − 0.284 3 + 3.355 2 − 12.183 + 5
has a real root between 15 and 20. Apply the Newton- Raphson method to
this function using an initial guess of x0 = 16.15. Explain your results.
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 Numerical Methods in Chemical Engineering

Determine the highest real root of

3 2
( )= −6 + 11 − 6.1
• Graphically.
• Using the Newton-Raphson method (three iterations, xi = 3.5).
• Using the secant method (3 iterations, xi+1 = 2.5 and xi = 3.5).
• Using the modified secant method (3 iterations, xi = 3.5, = 0.01).
𝑓
𝑥
𝑥
𝑥
𝑥
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 Numerical Methods in Chemical Engineering

Determine the real root of

3
( ) = −25 + 82 − 90 + 44 − 8 4 + 0.7 5
2

a) Graphically.
b) Using bisection to determine the root to es = 10%. Employ initial guesses
of xl = 0.5 and xu = 1.0.
c) Perform the same computation as in (b) but use the false-position method
and es = 0.2%.
𝑓
𝑥
𝑥
𝑥
𝑥
𝑥
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 Numerical Methods in Chemical Engineering
MULTIPLE ROOTS
• Double root: f(x) = (x - 3)(x - 1)(x - 1) or f(x) = x3 - 5x2 + 7x - 3

• Triple root: f(x) = (x - 3)(x - 1)(x - 1)(x - 1) or f(x) = x4 - 6x3 + 12x2 -

10x + 3

•
 Numerical Methods in Chemical Engineering

• Systems of Nonlinear Equations

• Fixed-Point Iteration

• Use fixed-point iteration to determine the

roots of equation. Note that a correct pair of
roots is x = 2 and y = 3. Initiate the
computation with guesses of x = 1.5 and y =
3.5.
 Numerical Methods in Chemical Engineering
Multivariable Newton-Raphson
• ( ) = 0, = 1, 2,…,

[ ]= [ ]+ ∑[ ] [ ]
( +1) ( ) ( +1) ( )
−
=1 ( )

1 1
. .. 1

1[ ]
( ) ( +1) ( )
1 2
1 − 1

2[ ]
( ) ( +1) ( )
2 2
. .. 2
2 − 2
− . = .
1 2
.
. .
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.
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. .
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.
𝑁
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[ ]
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( ) ( +1) ( )
−
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. ..
1 2 ( )

− [ ( )
]= [
( )
][
( +1) ( )
]
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 Numerical Methods in Chemical Engineering

• Multivariable Newton-Raphson

− [ ( )
]= [
( )
][
( +1)
− ]
( )

( +1)
= ( )
−[ ( ) −1
] [
( )
]
Example:
• 1( ) = 4 − 8
3
2+4 3−2 2 =0
• 2( ) = 1 − 4
2
2+3 3+ 3 =0

•
(1)
=[ 2 3 ]
(1) (1)
= [0.5 0.5]
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𝑇
Numerical Methods in Chemical Engineering
 Numerical Methods in Chemical Engineering

Error Definitions
• Truncation errors:
• Round-off errors:
• True value
• Exact value of the error/True error, Et
• True fractional relative error
• True percent relative error εt
• εa =(approximate error/approximation) * 100%
• εa =((current approximation - previous approximation)/current) *
100%