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© 2012 The MathWorks, Inc.
Mathematical Modeling using MATLAB
U.M. Sundar
Senior Application Engineer – Technical computing
sundar.umamaheswaran@mathworks.in
2
Agenda
• Challenges in Mathematical Modeling
• Introduction to Mathematical Modeling Techniques
• Mathematical Modeling of a Real World System
• Deriving and Solving Governing Equations
• Modeling Systems using Field Data
• MathWorks Services an overview
3
Challenges
Getting from mathematical concepts to a software model
Validation and optimization of the mathematical model against requirements
Acquiring field data from files, field instruments, and test rigs
Characterizing systems using field data
Representing real-world datasets as optimized lookup tables
Utilizing the power of multiple processing cores to speed up calculations
Deploying models across a whole organization
4
What is mathematical modeling?
 Use of mathematical language to describe a
system or process
Mathematical
model
Input Output

2
2
2
2
L
x
L
n
W
q to
l


Lift on aircraft wing Electricity load
,...)
,
,
( DP
t
T
f
EL 
 Some simple examples
5
Why develop mathematical models?
 Forecast system behavior
Predict and gain insight into system
behavior for various “what-if” scenarios
– Enables critical decisions
– Reduces the need for testing
 Optimize system behavior
Identify parameters that optimize
system performance
 Design control systems
Develop model to represent plant
during control system design
6
Data-Driven Modeling
First Principles Modeling
Modeling Approaches
Different Modeling Approaches
7
Both have advantages & disadvantages
Data-Driven Modeling First-Principles Modeling
CompleteModeling Environment
Advantages:
 Insight in behavior
 Physical parameters
Disadvantages:
 Time-consuming
 Requires expertise
Advantages:
 Fast
 Accurate
Disadvantages:
 Requires plant
 Requires data acquisition system
8
Modeling with Governing Equations (or)
First Principles Modeling
Equations
Data Surface fitting
Share
Access Explore & Create
Derivation & solving
Optimization
Report
Application
Report
Application
Share
Access
Reports and
Documentation
Outputs for Design
Applications
Explore & Create
Data Analysis
Files
Hardware
Software
Mathematical
Modeling
x y
E =
V2
R
Equations
F = ma
Algorithm
Development
Application
Development
9
Demo: Modeling aircraft wing loads
Problem:
 Determine whether bending moments on
aircraft wing are within design limit
Workflow:
 Derive analytical models for wing loads
and bending moment
 Simulate bending moment for different
“what if” scenarios
 Analyze simulation results to determine
whether worst-case bending moments are
within design limit
10
Demonstration:
Analytical Modeling of Aircraft wing forces
Load 1: Aerodynamic lift
Load 2: Structural load
Load 3: Fuel Load
1/2
1/2
l f /2
ql(x)
qw(x)
qf(x)
11
Modeling with Governing Equations (or)
First Principles Modeling
Equations
Data Surface fitting
Share
Access Explore & Create
Derivation & solving
Optimization
Report
Application
Report
Application
Share
Access
Reports and
Documentation
Outputs for Design
Applications
Explore & Create
Data Analysis
Files
Hardware
Software
Mathematical
Modeling
x y
E =
V2
R
Equations
F = ma
Algorithm
Development
Application
Development
Automate
12
Explore & Discover
Data Driven Modeling Workflow
Reporting and
Documentation
Outputs for Design
Deployment
Share
Data Analysis
& Modeling
Algorithm
Development
Files
Software
Hardware
Access
Code & Applications
Application
Development
13
Data Driven Modeling Using Statistical
Methods
 Two common challenges in creating an accurate curve fit
Can’t describe the relationship
between your variables
Can’t specify good starting points
for your solvers
14
Challenge 1
Generating a Good Fit
Without Domain Knowledge
15
Regression Techniques
 Require that the user specify a model
 Choice of model is based on domain knowledge
Example - Population models
Logistic Growth
Exponential Growth
16
What if you don’t know what type of model to
use?
17
Line ??? Quadratic ??? Rational ???
What if you don’t know what type of model to
use?
18
Workflow – Non-Parametric Fitting
Share
Explore and Create
Data Access
Report
Application
Files Software
Curve
Fitting Statistical
Analysis
 Get the data to fit, into
MATLAB
 Perform non-parametric
curve fitting
 Cross validate using
statistical methods
 Compare results
 Automatic publish
 Share MATLAB files
19
Explore & Discover
Data Driven Modeling Workflow
Reporting and
Documentation
Outputs for Design
Deployment
Share
Data Analysis
& Modeling
Algorithm
Development
Files
Software
Hardware
Access
Code & Applications
Application
Development
Automate
20
Solving Big Problems
Large data set
Problem
Long running
Computationally
intensive
Wait
Load data onto
multiple machines
that work together
in parallel
Solutions
Run similar tasks
on independent
processors in
parallel
Reduce size
of problem
You could…
21
Task 1 Task 2 Task 3 Task 4
Task 1 Task 2 Task 3 Task 4
Task Parallel Applications
Time Time
TOOLBOXES
BLOCKSETS
Worker
Worker
Worker
Worker
22
Parallel Computing enables you to …
11 26 41
12 27 42
13 28 43
14 29 44
15 30 45
16 31 46
17 32 47
17 33 48
19 34 49
20 35 50
21 36 51
22 37 52
Speed Up Computations Workwith Large Data
Task 1 Task 2 Task 3 Task 4
Task 4
Task 3
Task 2
Task 1
23
MATLAB and ParallelComputing Tools
Industry Libraries
Message PassingInterface (MPI)
Parallel Computing with MATLAB
 Built in parallel functionality
within specific toolboxes
(also requires Parallel
Computing Toolbox)
 High level parallel functions
 Low level parallel functions
 Built on industry
standard libraries
matlabpool batch
parfor
jobs, tasks
ScaLAPACK
Optimization
Toolbox
Global
Optimization
Toolbox
System
Test
Simulink
Design
Optimization
Bioinformatics
Toolbox
Model-Based
Calibration
Toolbox
Statistics
Toolbox
24
Writing Parallel Code
 Other toolboxes:
Optimization Toolbox™
Genetic Algorithm and Direct Search Toolbox™
SystemTest™
 parfor
 distributed arrays
 jobs and tasks
 MATLAB MPI
No code changes
Trivial changes
25
MATLAB
Desktop
End-User
Machine
1
2
3
Toolboxes
Deploying MATLAB Models
MATLAB
Compiler
.dll
25
26
 Give MATLAB code to
other users
 Share applications with
end users who do not
have MATLAB
– Use MATLAB Compiler
to create standalone
executables and
shared libraries
– Use MATLAB Compiler
add-ons to create software
components
.exe
.dll
.lib
MATLAB Compiler
Java
MATLAB
Builder NE
MATLAB
Builder EX
MATLAB
Builder JA
Deploying Applications with MATLAB
27
Training Services
Exploit the full potential of MathWorks products
Flexible delivery options:
 Public training available in several cities
 Onsite training with standard or
customized courses
 Web-based training with live, interactive
instructor-led courses
More than 30 course offerings:
 Introductory and intermediate training on MATLAB, Simulink,
Stateflow, code generation, and Polyspace products
 Specialized courses in control design, signal processing, parallel computing,
code generation, communications, financial analysis,
and other areas
www.mathworks.in/training
28
Public Trainings in the next Few Months
Course Dates Location
Simulink for System and Algorithm Modeling 20 Aug 2012 – 21 Aug 2012 Bangalore
EmbeddedCoderfor Production Code
Generation
22 Aug 2012 – 24 Aug 2012 Bangalore
MATLAB Fundamentals 03 Sep 2012 – 05 Sep 2012 Bangalore
MATLAB Programming Techniques 06 Sep 2012 – 07 Sep 2012 Bangalore
MATLAB Fundamentals 24 Sep 2012 – 26 Sep 2012 Pune
Simulink for System and Algorithm Modeling 27 Sep 2012 – 28 Sep 2012 Pune
Statistical Methodsin MATLAB 15 Oct 2012 – 16 Oct 2012 Bangalore
MATLAB BasedOptimizationTechniques 17 Oct 2012 Bangalore
Stateflow for Logic-Driven System Modeling 18 Oct 2012 – 19 Oct 2012 Bangalore
Email: training@mathworks.in URL: http://www.mathworks.in/services/training Phone: 080-6632-6000
29
Consulting Services
www.mathworks.com/consulting
A global team of experts provide support from initial project startup through integrated process
automation to increase productivity and maximize the value of product investments
Supplier Involvement
ProductEngineeringTeams
Migration Planning
Component
Deployment
Full Application
Deployment
Adv Engineering
Continuous
Improvement
Research
Advisory Services
Process Establishment/
Assessment
Jumpstart
Process & Technology
Standardization
Process & Technology
Automation
30
MATLAB for Quantitative Tools to Manage Risk
Challenge
Intuitive Analytics wanted to develop a set of quantitative tools
that minimizes the expected costor risk a government incurs
when managing a capital structure.
Solution (with the help of MathWorks’Consulting)
 Able to use MathWorks tools to develop algorithms, visualize
results, and simplify deploymentof an advanced analytical
tool
Value
 Developmentproductivity increased by 90%
 Deploymentsimplified
 Visual environment created
For more information:
http://www.mathworks.com/tagteam/51834_91408v02_intutive.pdf
Using MATLAB development
tools to provide visual
representations of interest rate
models.
“I estimate that we can develop 90% faster
with MathWorks tools than we could with
C/C++ or Visual Basic.” - Peter Orr, Intuitive
Analytics, Inc.
Using MATLAB developmenttools to
provide visual representations of
interest rate models
31
MathWorks India Contact Details
URL: http://www.mathworks.in
E-mail: info@mathworks.in
Technical Support: www.mathworks.in/myservicerequests
Tel: +91-80-6632 6000
Fax: +91-80-6632 6010
• MathWorks India Private Limited
Salarpuria Windsor Building
Third Floor, 'A' Wing
No.3 Ulsoor Road
Bangalore - 560042, Karnataka
India
Thank You for Attending
Talk to Us – We are Happy to Support You

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Mathematical Modeling using MATLAB, by U.M. Sundar Senior Application Engineer – Technical computing

  • 1. 1 © 2012 The MathWorks, Inc. Mathematical Modeling using MATLAB U.M. Sundar Senior Application Engineer – Technical computing [email protected]
  • 2. 2 Agenda • Challenges in Mathematical Modeling • Introduction to Mathematical Modeling Techniques • Mathematical Modeling of a Real World System • Deriving and Solving Governing Equations • Modeling Systems using Field Data • MathWorks Services an overview
  • 3. 3 Challenges Getting from mathematical concepts to a software model Validation and optimization of the mathematical model against requirements Acquiring field data from files, field instruments, and test rigs Characterizing systems using field data Representing real-world datasets as optimized lookup tables Utilizing the power of multiple processing cores to speed up calculations Deploying models across a whole organization
  • 4. 4 What is mathematical modeling?  Use of mathematical language to describe a system or process Mathematical model Input Output  2 2 2 2 L x L n W q to l   Lift on aircraft wing Electricity load ,...) , , ( DP t T f EL   Some simple examples
  • 5. 5 Why develop mathematical models?  Forecast system behavior Predict and gain insight into system behavior for various “what-if” scenarios – Enables critical decisions – Reduces the need for testing  Optimize system behavior Identify parameters that optimize system performance  Design control systems Develop model to represent plant during control system design
  • 6. 6 Data-Driven Modeling First Principles Modeling Modeling Approaches Different Modeling Approaches
  • 7. 7 Both have advantages & disadvantages Data-Driven Modeling First-Principles Modeling CompleteModeling Environment Advantages:  Insight in behavior  Physical parameters Disadvantages:  Time-consuming  Requires expertise Advantages:  Fast  Accurate Disadvantages:  Requires plant  Requires data acquisition system
  • 8. 8 Modeling with Governing Equations (or) First Principles Modeling Equations Data Surface fitting Share Access Explore & Create Derivation & solving Optimization Report Application Report Application Share Access Reports and Documentation Outputs for Design Applications Explore & Create Data Analysis Files Hardware Software Mathematical Modeling x y E = V2 R Equations F = ma Algorithm Development Application Development
  • 9. 9 Demo: Modeling aircraft wing loads Problem:  Determine whether bending moments on aircraft wing are within design limit Workflow:  Derive analytical models for wing loads and bending moment  Simulate bending moment for different “what if” scenarios  Analyze simulation results to determine whether worst-case bending moments are within design limit
  • 10. 10 Demonstration: Analytical Modeling of Aircraft wing forces Load 1: Aerodynamic lift Load 2: Structural load Load 3: Fuel Load 1/2 1/2 l f /2 ql(x) qw(x) qf(x)
  • 11. 11 Modeling with Governing Equations (or) First Principles Modeling Equations Data Surface fitting Share Access Explore & Create Derivation & solving Optimization Report Application Report Application Share Access Reports and Documentation Outputs for Design Applications Explore & Create Data Analysis Files Hardware Software Mathematical Modeling x y E = V2 R Equations F = ma Algorithm Development Application Development Automate
  • 12. 12 Explore & Discover Data Driven Modeling Workflow Reporting and Documentation Outputs for Design Deployment Share Data Analysis & Modeling Algorithm Development Files Software Hardware Access Code & Applications Application Development
  • 13. 13 Data Driven Modeling Using Statistical Methods  Two common challenges in creating an accurate curve fit Can’t describe the relationship between your variables Can’t specify good starting points for your solvers
  • 14. 14 Challenge 1 Generating a Good Fit Without Domain Knowledge
  • 15. 15 Regression Techniques  Require that the user specify a model  Choice of model is based on domain knowledge Example - Population models Logistic Growth Exponential Growth
  • 16. 16 What if you don’t know what type of model to use?
  • 17. 17 Line ??? Quadratic ??? Rational ??? What if you don’t know what type of model to use?
  • 18. 18 Workflow – Non-Parametric Fitting Share Explore and Create Data Access Report Application Files Software Curve Fitting Statistical Analysis  Get the data to fit, into MATLAB  Perform non-parametric curve fitting  Cross validate using statistical methods  Compare results  Automatic publish  Share MATLAB files
  • 19. 19 Explore & Discover Data Driven Modeling Workflow Reporting and Documentation Outputs for Design Deployment Share Data Analysis & Modeling Algorithm Development Files Software Hardware Access Code & Applications Application Development Automate
  • 20. 20 Solving Big Problems Large data set Problem Long running Computationally intensive Wait Load data onto multiple machines that work together in parallel Solutions Run similar tasks on independent processors in parallel Reduce size of problem You could…
  • 21. 21 Task 1 Task 2 Task 3 Task 4 Task 1 Task 2 Task 3 Task 4 Task Parallel Applications Time Time TOOLBOXES BLOCKSETS Worker Worker Worker Worker
  • 22. 22 Parallel Computing enables you to … 11 26 41 12 27 42 13 28 43 14 29 44 15 30 45 16 31 46 17 32 47 17 33 48 19 34 49 20 35 50 21 36 51 22 37 52 Speed Up Computations Workwith Large Data Task 1 Task 2 Task 3 Task 4 Task 4 Task 3 Task 2 Task 1
  • 23. 23 MATLAB and ParallelComputing Tools Industry Libraries Message PassingInterface (MPI) Parallel Computing with MATLAB  Built in parallel functionality within specific toolboxes (also requires Parallel Computing Toolbox)  High level parallel functions  Low level parallel functions  Built on industry standard libraries matlabpool batch parfor jobs, tasks ScaLAPACK Optimization Toolbox Global Optimization Toolbox System Test Simulink Design Optimization Bioinformatics Toolbox Model-Based Calibration Toolbox Statistics Toolbox
  • 24. 24 Writing Parallel Code  Other toolboxes: Optimization Toolbox™ Genetic Algorithm and Direct Search Toolbox™ SystemTest™  parfor  distributed arrays  jobs and tasks  MATLAB MPI No code changes Trivial changes
  • 26. 26  Give MATLAB code to other users  Share applications with end users who do not have MATLAB – Use MATLAB Compiler to create standalone executables and shared libraries – Use MATLAB Compiler add-ons to create software components .exe .dll .lib MATLAB Compiler Java MATLAB Builder NE MATLAB Builder EX MATLAB Builder JA Deploying Applications with MATLAB
  • 27. 27 Training Services Exploit the full potential of MathWorks products Flexible delivery options:  Public training available in several cities  Onsite training with standard or customized courses  Web-based training with live, interactive instructor-led courses More than 30 course offerings:  Introductory and intermediate training on MATLAB, Simulink, Stateflow, code generation, and Polyspace products  Specialized courses in control design, signal processing, parallel computing, code generation, communications, financial analysis, and other areas www.mathworks.in/training
  • 28. 28 Public Trainings in the next Few Months Course Dates Location Simulink for System and Algorithm Modeling 20 Aug 2012 – 21 Aug 2012 Bangalore EmbeddedCoderfor Production Code Generation 22 Aug 2012 – 24 Aug 2012 Bangalore MATLAB Fundamentals 03 Sep 2012 – 05 Sep 2012 Bangalore MATLAB Programming Techniques 06 Sep 2012 – 07 Sep 2012 Bangalore MATLAB Fundamentals 24 Sep 2012 – 26 Sep 2012 Pune Simulink for System and Algorithm Modeling 27 Sep 2012 – 28 Sep 2012 Pune Statistical Methodsin MATLAB 15 Oct 2012 – 16 Oct 2012 Bangalore MATLAB BasedOptimizationTechniques 17 Oct 2012 Bangalore Stateflow for Logic-Driven System Modeling 18 Oct 2012 – 19 Oct 2012 Bangalore Email: [email protected] URL: http://www.mathworks.in/services/training Phone: 080-6632-6000
  • 29. 29 Consulting Services www.mathworks.com/consulting A global team of experts provide support from initial project startup through integrated process automation to increase productivity and maximize the value of product investments Supplier Involvement ProductEngineeringTeams Migration Planning Component Deployment Full Application Deployment Adv Engineering Continuous Improvement Research Advisory Services Process Establishment/ Assessment Jumpstart Process & Technology Standardization Process & Technology Automation
  • 30. 30 MATLAB for Quantitative Tools to Manage Risk Challenge Intuitive Analytics wanted to develop a set of quantitative tools that minimizes the expected costor risk a government incurs when managing a capital structure. Solution (with the help of MathWorks’Consulting)  Able to use MathWorks tools to develop algorithms, visualize results, and simplify deploymentof an advanced analytical tool Value  Developmentproductivity increased by 90%  Deploymentsimplified  Visual environment created For more information: http://www.mathworks.com/tagteam/51834_91408v02_intutive.pdf Using MATLAB development tools to provide visual representations of interest rate models. “I estimate that we can develop 90% faster with MathWorks tools than we could with C/C++ or Visual Basic.” - Peter Orr, Intuitive Analytics, Inc. Using MATLAB developmenttools to provide visual representations of interest rate models
  • 31. 31 MathWorks India Contact Details URL: http://www.mathworks.in E-mail: [email protected] Technical Support: www.mathworks.in/myservicerequests Tel: +91-80-6632 6000 Fax: +91-80-6632 6010 • MathWorks India Private Limited Salarpuria Windsor Building Third Floor, 'A' Wing No.3 Ulsoor Road Bangalore - 560042, Karnataka India Thank You for Attending Talk to Us – We are Happy to Support You