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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Numerical Methods for Chemical Engineers


Chapter 5: Curve Fitting

Saharudin Haron
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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Curve Fitting
Data is often given as a discrete values along a continuum and problems may occur when one need to estimate points between the discrete values. This chapter describes techniques to fit curves to such data to obtain intermediate estimates. There are 2 general approaches : a) Least-squares regression b) Interpolation

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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Least-squares Regression
The strategy is to derive a single curve that represents the general trend of the data. No need to intersect every point. Use to minimizes the discrepancy/differences between the data points and the curve plotted. 2 types of fitting: a) Linear regression b) Polynomial regression

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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Linear Regression
Fitting a straight line that represents the general trend of the data.

y = ao + a1x + e
where e = error or residual n = number of points
2

n x i - ( x i ) a o = y - a1 x
2

a1 =

n xi y i - xi y i

a1 = slope a o = intercept y = arithmetic mean of y x = arithmetic mean of x


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yi y= n xi x= n

Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Example 5.1:

Linear Regression

Fit a straight line from the Table 1 below. xi 1 yi 0.5 Solution: n = 7 Table 1 2 3 4 2.5 2.0 4.0 5 3.5 6 6.0 7 5.5

xiyi = 119.5 xi2 = 140 yi = 24 xi = 28


x = 28/7 = 4 y = 24/7 = 3.42857 a1 = 0.8392857 a0 = 0.07142857

Therefore, the least-squares fit is y = 0.01742857 + 0.8392857x


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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Quantification of Error of Linear Regression


Standard deviation, Sy

sy =

St n 1
2

- the measurement of spread of data around the mean - the sum of the squares of the residuals between the data points and the mean

s t = ( yi y )

Variance, Sy2 (standard deviation)2

sy =

St n 1
n

Regression error, Sr

s r = e = ( y i - a o - a 1x i )
i =1 2 i i =1

- the sum of the squares of the residuals between the measured and calculated y
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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Quantification of Error of Linear Regression


Standard error of the estimate

s y/x =

Sr n2

- the measurement of spread of data around the regression line

Coefficient of determination

r2 = or

S t Sr St

- shows the efficiency of the estimation of spread of the data points using regression line compare to the mean value

r = r2

- correlation coefficient

i.e. r2 = 0.923 - indicate that 92.3 % of the original uncertainty has been explained by the linear model
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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Quantification of Error of Linear Regression


Example 5.2: Estimation of Errors for the Linear Least-Square Fit Compute the total standard deviation, the standard error of the estimate, and the correlation coefficient for the data in Example 5.1. Solution: xi 1 2 3 4 5 6 7 yi 0.5 2.5 2.0 4.0 3.5 6.0 5.5 24.0 (yi- y )2 8.5765 0.8622 2.0408 0.3265 0.0051 6.6122 4.2908 22.7143 (yi-ao-a1xi)2 0.1687 0.5625 0.3473 0.3265 0.5896 0.7972 0.1993 2.9911
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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Quantification of Error of Linear Regression


The standard deviation is: sy = [(22.7143 / (7 1)] = 1.9457 The standard error is:

sy/x = [(2.9911 / (7-2)] = 0.7735


Thus because Sy/x < Sy, the linear regression ,model has merit. r2 = (St Sr) / St = 22.7143 2.9911/ (22.7143) = 0.868 or r = r2 = (0.868)2 = 0.932 The results indicate that 86.8% of original uncertainty has been explained by the linear model.
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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Linear Regression
(assignment in class) Table 1 shows data of the tensile strength of a plastic versus the heating time. Time Tensile strength 10 4 15 20 20 18 25 50 40 33 50 48 55 80 60 60 75 78

Table 1 Fit a straight line to this data and calculate the standard deviation, standard error of the estimate and coefficient of determination of the linear model. Use the equation to determine the tensile strength at a time of 30 minutes.

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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Least-squares Regression
(assignment) Time Tensile strength 10 25 15 32 20 33 25 38 30 36 35 39 40 40 45 42 50 42

Table 1 Use least-squares regression to fit (a) an exponential equation, (b) a power equation, (c) a saturation-growth-rate equation, and (d) a parabola, to the data in Table 1. Is any one of the curves superior? If so, justify.

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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Interpolation
To estimate intermediate values between precise data points. The most common method used for this purpose is polynomial interpolation. General formula for an nth-order polynomial f(x) = ao + a1x + a2x2 + .. + anxn Several methods of interpolating polynomials such as : 1st order (linear) connecting 2 points. 2nd order (quadratic or parabolic) connecting 3 points. 3rd order (cubic) connecting 4 points. The techniques that will be used are:Newtons Interpolating Polynomials Lagrange Interpolating Polynomial Splines Interpolation
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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Newtons Divided-Difference Interpolating Polynomials Linear Interpolation this technique connecting 2 data points with a straight line. f(x)= f(x0) + f(x1) - f(x0) (x - x0) x1 - x0
f(x1) f(x) f(x0) x0 x x1
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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Quadratic (or parabola) Interpolation

Connecting 3 points with a curve.


f2(x) = b0 + b1(x-x0) + b2(x-x0)(x-x1)

where : b0 = f(x0) f(x1) - f(x0) b1 = f [x1, x0] = x1 - x0 f(x2) - f(x1) - f(x1) - f(x0) x2 - x1 x1 - x0 x2 x0
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b = f [x , x , x ] = 2 2 1 0

Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Cubic Interpolation (third order)

Connecting 4 points with a curve.


f3(x) = f(x0) + (x-x0) f[x1,xo] + (x-x0)(x-x1) f [x2, x1,xo] + (x-x0)(x-x1)(x-x2) f [x3, x2, x1, xo]

where :

f [x1, x0] =

f(x1) - f(x0) x1 - x0 f [x2, x1] - f [x1, x0] x2 - x0 f [x3 , x2, x1] - f [x2, x1, x0] x3 - x0
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f [x2, x1, x0] =

f [x3, x2, x1, x0] =

Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Newtons Divided-Difference Interpolating Polynomials assignment in class


Table 1 shows the relationship between applied stress and the time to fracture for a stainless steel: Fracture time, h Applied stress, kg/mm2 5 11.6 10 10.3 15 9.1 20 8.2 25 7.4 30 6.8

Estimate the fracture time for an applied stress of 8.5 kg/mm2. Use Newton interpolation of order 3.

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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Lagrange Interpolating Polynomials


Is a reformulation of the Newton polynomial that avoids the composition of divided differences. It can be represented as :
n

fn(x) = Li(x)f(xi)
i=0

where

Li(x) =

xi x j
j =0 j i
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x xj

Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Lagrange Interpolating Polynomials


Example : If n = 1

f1 ( x ) =

x x0 x x1 f ( x0 ) + f ( x1 ) x0 x1 x1 x0

If n = 2

f2 ( x) =

( x x0 )( x x2 ) ( x x1 )( x x2 ) f ( x0 ) + f ( x1 ) ( x0 x1 )( x0 x2 ) ( x1 x0 )( x1 x2 ) ( x x0 )( x x1 ) f ( x2 ) ( x2 x0 )( x2 x1 )

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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Splines Interpolation
3 cases: Linear Splines Quadratic Splines Cubic Splines

Linear Splines
- is a simplest method where a straight line is drawn to connect 2 points. - a group of ordered data points can be defined as a set of linear functions.

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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Splines Interpolation
A set of linear functions can be shown as below :-

f(x) = f(x0) + m0(x-x0) f(x) = f(x1) + m1(x-x1) : : f(x) = f(xn-1) + mn-1(x-xn-1) where mi = f(xi+1) - f(xi) xi+1 - xi

x0 x x1 x1 x x2

xn-1 x xn

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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Splines Interpolation
Example : Fit the data below with first order Splines. Evaluate the function at x = 5
x 3.0 4.5 7.0 9.0 f(x) 2.5 1.0 2.5 0.5

Solution : For the interval from x = 4.5 to x = 7.0 m = 2.5 - 1.0 = 0.6 7.0 - 4.5 So, f(5) = (1.0) + (0.6)(5.0-4.5) = 1.3
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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Splines Interpolation
Quadratic Splines
the objective in quadratic splines is to derive a second order polynomial for interval between data points. The polynomial for each interval can be represented generally as : fi(x) = ai x2 + bi x + ci - general equation for Quadratic Splines For n+1 data points, ( i = 0, 1, 2,.n) there are n intervals and consequently, 3n unknowns constants (the as, bs and cs) to evaluate.

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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Splines Interpolation
Conditions that are required to evaluate the unknowns
The function values must be EQUAL at the interior knots. This condition can be represented as :

ai-1x2 i-1 + bi-1xi-1 + ci-1 = f(xi-1) aix2 i-1 + bixi-1 + ci = f(xi-1)


for i = 2 to n.
The first and last functions must pass through the end points.

a1x20 + b1x0 + c1 = f(x0) anx2n + bnxn + cn = f(xn)


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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Splines Interpolation
Conditions that are required to evaluate the unknowns
The first derivatives at the interior knots must be equal.

2ai-1x i-1 + bi-1 = 2aixi-1 + bi

for i = 2 to n

Assume that the second derivatives is zero at the first point

a1 = 0

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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Splines Interpolation
Cubic Splines
- the objective is to derive a third order polynomial for each interval.

fi (x) = ai x3 + bi x2 + ci x + di
For a quadratic splines, 4n conditions are required to evaluate the unknowns.These are :
The function values must be equal at the interior knots (2n-2 conditions) The first and last functions must pass through the end points (2 conditions) The first derivatives at the interior knots must be equal (n-1 conditions) The second derivatives at the interior knots must be equal (n-1 conditions) The second derivatives at the end knots are zero (2 conditions)

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Chemical Engineering Numerical Method copyright PCS- FKKKSA, UTM

Splines Interpolation
assignment in class
Given the data:
x f(x) 2 5 2.5 7 3 8 4 2

Predict f(3.4) using linear and quadratic splines.

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