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Process Dynamics Modeling Analysis and Simulation Wayne Bequette
Process Dynamics Modeling Analysis and Simulation Wayne Bequette
B. Wayne Bequette
Process Dynamics
Modeling,
Analysis,
and
Simulation
R.
AnVISORY E1JJTORS
AN[)J{l~AS ACRIVOS,
JOHN DMII,ER,
S{(l!!(oI'r! Unil-'ersify
University (d'IVlillllesO{{/
J.
IIANKATTY,
L.
E::. SCRIVEN,
Br',QUFTrl::
PROCESS DYNAMICS
Modeling, Analysis, and Simulation
B. Wayne Bequette
Rensselaer Polytechnic Institute
Library of Congl'l'ss
Catalogil1g~il1-PllblicatitmData
Bequette, B, Wayne.
Process dynamics: modeling, analysis, and simulation / B, Wayne
Bequette.
p.
ern.
97 36053
elP
ISBN: 0-13-206889-3
Prentice-Hall Intcrnational (UK) Limited, LOlldoll
Prcnticc-Hall oj" Australia Ply. Limited, Sydlley
Prenlice-Hall Canada Inc.. Toronto
Prcntiee--Flall HispanOimlcricana, 5.A., Mexico
Prentice-Hall of India Private Limited. N('\\, IJdhi
Prenlice-Hall of Japan, Inc" lilkyo
Simon & Schuster Asia Pte. Ltd., Singapore
Editora Prcnticc--Hall do Brasil. LtdH., Rio de .falleiro
CONTENTS
Preface
XVII
Introduction
1.1
1.2
1.3
1.4
1.5
1.6
Motivation 3
Models 4
1.2.1 How Models Are Used 5
Systems 10
1.3.1 Simulation 10
1.3.2 Linear Systems Analysis 11
1.3.3 A Broader View of Analysis 11
Background of the Reader 12
How To Use This Textbook 12
1.5.1 Sections 12
1.5.2 Numerical Solutions 13
1.5.3 Motivating Examples and Modules 13
Courses Where This Textbook Can Be Used 13
Summary 14
Further Reading 14
Student Exercises 15
vii
Contents
viii
Process Modeling
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
16
Background 17
Balance Equations 17
2.2.1 Integral Balances 18
2.2.2 Instantaneous Balances 20
Material Balances 20
2.3.1 Simplifying Assumptions 25
Constitutive Relationships 27
2.4.1 Gas Law 27
2.4.2 Chemical Reactions 27
2.4.3 Equilibrium Relationships 28
2.4.4 Flow-through Valves 29
Material and Energy Balances 30
2.5.1 Review of Thermodynamics 31
Distributes Parameter Systems 34
Dimensionless Models 35
Explicit Solutions to Dynamic Models 36
General Form of Dynamic Models 37
2.9.1 State Variables 37
2.9.2 Input Variables
2.9.3 Parameters 38
2.9.4 Vector Notation 38
Summary 40
Further Reading 40
Student Exercises 41
SECTION II
Algebraic Equations
3.1
3.2
3.3
3.4
3.5
NUMERICAL TECHNIQUES
49
51
Notations 51
General Form for a linear System of Equations 51
Nonlinear Functions of a Single Variable 54
3.3.1 Convergence Tolerance 55
3.3.2 Direct Substitution 55
3.3.3 Interval Halving (Bisection) 58
3.3.4 False Position (Reguli Falsi) 60
3.3.5 Newton's Method (or Newton-Raphson) 60
MATLAB Routines for Solving Functions of a Single Variable
3.4.1 fzero 63
3.4.2 roots 64
Multivariable Systems 64
3.5.1 Newton's Method for Multivariable Problems 66
3.5.2 Quasi-Newton Methods 69
63
ix
Contents
3.6
Numerical Integration
4.1
4.2
4.3
4.4
80
Background 80
Euler Integration 81
4.2.1 Explicit Euler 81
4.2.2 Implicit Euler 82
4.2.3 Numerical Stability of Explicit and Implicit Methods
Runge-Kutta Integration 88
4.3.1 Second Order Runge-Kutta 89
4.3.2 Fourth-Order Runge-Kutta 93
MATlAB Integration Routines 94
4.4.1 ode23 and ode45 95
Summary 97
Further Reading 97
Student Exercises 98
SECTION III
103
5.3
5.4
5.5
5.6
83
110
105
70
Contents
6.1
6.2
6.3
6.4
6.5
7.4
7.5
7.6
Background 143
Solving Homogeneous. Linear ODEs with Constant Coefficients 145
6.2.1 Distinct Eigenvalues 146
6.6.2 Repeated Eigenvalues 148
6.2.3 General Result for Complex Roots 152
Solving Nonhomogeneous. Linear ODEs with Constant Coefficients 152
Equations with Time-Varying Parameters 154
Routh Stability Criterion-Determining Stability Without Calculating
Eigenvalues 157
6.5.1 Routh Array 157
Summary 160
Further Reading 161
Student Exercises 161
7.1
7.2
7.3
142
168
Motivation 168
Definition of the Laplace Transform 169
Examples of Laplace Transforms 170
7.3.1 Exponential Function 170
7.3.3 Time-Delay (Dead Time) 172
7.3.4 Derivations 173
7.3.5 Integrals 173
7.3.6 Ramp Function 174
7.3.7 Pulse 174
7.3.8 Unit Impulse 176
7.3.9 Review 177
Final and Initial Value Theorems 177
Application Examples 178
7.5.1 Partial Fraction Expansion 179
Table of Laplace Transforms 185
Summary 187
Further Reading 187
Student Exercises 187
8.1
8.2
8.3
8.4
Perspective 191
Responses of First-Order Systems 191
8.2.1 Step Inputs 193
8.2.2 Impulse Inputs 198
Examples of Self-Regulating Processes 200
Integrating Processes 206
190
xi
Contents
8.5
9.2
9.3
9.4
9.5
9.6
10
11.5
11.6
11.7
11.8
215
247
Black Diagrams
11.1
11.2
11.3
11.4
209
11
255
261
276
232
xii
Contents
Summary 279
Student Exercises
12
280
12.4
12.5
282
Background 283
Linear Boundary Value Problems 283
Review of Methods for Linear Initial Value Problems 287
12.3.1 Linearization 187
12.3.2 Direction Solution Techniques 288
12.3.3 Rewrite the State-Space Model as a Single nth Order Ordinary
Differential Equation 289
12.3.4 Use Laplace Transforms Directly on the State-Space Model 290
Introduction to Discrete-Time Models 290
12.4.1 Discrete Transfer Function Models 291
Parameter Estimation of Discrete Linear Systems 295
Summary 297
References 297
Student Exercises 298
SECTION IV NONLINEAR SYSTEMS ANALYSIS
13
Phase-Plane Analysis
13.1
13.2
13.3
13.4
14
301
303
Background 304
Linear System Examples 304
Generalization of Phase-Plane Behavior 311
13.3.1 Slope Marks for Vector Fields 313
13.3.2 Additional Discussion 315
Nonlinear Systems 316
13.4.1 Limit Cycle Behavior 323
Summary 324
Further Reading 324
Student Exercises 324
14.4
14.5
Background 332
A Simple Population Growth Model 332
A More Realistic Population Model 334
14.3.1 Transient Response Results for the Quadratic
(Logistic) Map 335
Cobweb Diagrams 339
Bifurcation and Orbit Diagrams 342
14.5.1 Observations from the Orbit Diagram (Figure 14.14)
342
331
Contents
14.6
14.7
14.8
15
360
Motivation 360
Illustration of Bifurcation Behavior 361
Types of Bifurcations 362
15.3.1 Dynamic Responses 365
Summary 376
References and Further Reading 376
Student Exercises 377
Appendix 379
17
16
xiii
Background 381
Single-Dimensional Bifurcations in the Phase-Plane
limit Cycle Behavior 384
The Hopf Bifurcation 388
16.4.1 Higher Order Systems (n > 2) 391
Summary 392
Further Reading 392
Student Exercises 392
381
395
Introduction 396
Background 396
The Lorenz Equations 397
17.3.1 Steady-State (Equilibrium) Solutions
398
382
346
xiv
17.4
17.5
17.6
17.7
Contents
SECTION IV
Module 1
Introduction to MATlAB
M1.1
M1.2
M1.3
M1.4
M1.5
M1.6
M1.7
M1.8
M1.9
M1.10
M1.11
M1.12
M1.13
M1.14
Module
Background 416
Using This Tutorial 416
Entering Matrices 417
The MATLAB Workspace 419
Complex Variables 421
Some MATLAB Operations 421
Plotting 422
More Matrix Stuff 426
FOR Loops and IF-THEN Statements 427
m-files 428
Diary 430
Toolboxes 430
Limitations to Student MATLAB 431
Contacting Mathworks 431
Student Exercises 432
415
435
413
402
xv
Contents
Module 3
Linear Regression
M3.1
M3.2
M3.3
M3.4
M3.5
Module
M6.1
M6.2
M6.3
M6.4
M6.5
Module 7
471
Background 490
The Dynamic Model 491
Steady-State Analysis 495
Step Responses 496
Unforced Behavior 501
Introduction 506
First-Order Irreversible Reaction
Van de Vusse Reaction 516
Biochemical Reactors
M8.1
M8.2
M8.3
M8.4
478
490
Module 8
466
Introduction 471
Developing the Dynamic Model 472
Steady-State Conditions 475
State-Space Model 475
Laplace Domain Model 477
Step Responses: Linear versus Nonlinear Models
Unforced System Responses: Perturbations
in Initial Conditions 483
Absorption
456
464
Introduction 464
Transfer Function-Based Simulation
Printing SIMULINK Windows 469
Module
Motivation 452
Least Squares Solution for a Line 454
Solution for the Equation of a Line Using
Matrix-Vector Notation 455
Generalization of the Linear Regression Technique
MATLAB Routines polyfit and polyval 458
Introduction to SIMUlINK
M4.1
M4.2
M4.3
Module 5
452
529
Background 529
Modeling Equations 530
Steady-State Solution 534
Dynamic Behavior 535
507
506
Contents
xvi
M8.5
M8.6
M8.7
M8.8
Module
Module
10
617
540
559
Background 560
The Modeling Equations 561
Steady-State Solution 563
Dynamic Behavior 565
linearization of Dynamic Equations 567
Phase-Plane Analysis 571
Understanding Multiple Steady-State Behavior
Further Complexities 580
Dimensionless Model 584
Index
linearization 536
Phase-Plane Analysis 539
Understanding Multiple Steady-States
Bifurcation Behavior 549
572
597
Background 597
Conceptual Description of Distillation 599
Dynamic Material Balances 601
Solving the Steady-State Equations 603
Solving the Nonlinear Dynamic Equations 605
State-Space Linear Distillation Models 606
Multiplicity Behavior 608
PREFACE
xvii
Preface
xviii
An important feature of this text is the usc of MATLAB software. A set of In-files
used in many of the examples and in the learning nlodules is available via the world wide
wcb at the following locations:
http:/wwwhpi.cdu/-hel}ueb/Process_Dynamics
hHp:/www.mathworks.com/education/thirdparty.htm I
Additional learning modules will also be available at the RPI location.
A few acknowledgments arc in order. A special thanks to Professor Jim Turpin at
the University of Arkansas, who taught me the introductory course in process dynamics
and control. I-lis love of teaching should be an inspiration to us all. Many thanks to one of
my graduate students, Lou Russo, who not only made a numher of suggestions to improve
the text, but also sparked an interest in many of the undergraduates that h;:lVe taken the
course. The {(Isk of developing a solutions manual has heen carried out by Venkatcsh
Natarajan, Brian Aufderheide, l<amcsh Rao, Vinay Prasad, and Kevin Schott.
Prelinllnary dratls of' many chapters werc developed over cappuccinos at the Daily
Grind in Albany and Troy, Bass Ale served at the El Dorado in ~rroy promoted discussions about tcaching (and other somewhat unrelated topics) with my graduate students;
the effect of the many Buffalo wings is still unclear. Final revisions to the textbook were
done under the influence of cappuccinos at Cafe Avanti in Chicago (while there is a lot or
effort in devcloping interactive classroom environments at Rensselaer, my ideal study environment looks much like a cofree shop),
Teaching and learning should be dynamic processes. r would appreciate any comments and suggestions that yOll have on this textbook. I will use the WWW site to provide
updated examples, additional problems with solutions, and suggestions for teaching and
studying process dynamics.
B, Wayne RequeUe
SECTION
I
PROCESS MODELING
INTRODUCTION
This chapter provides a motivation for process modeling and the study of dynamic chemical processes. It also provides an overview of the structure of the textbook. After studying
this chapter, the student should he able to answer the following questions:
What is a process model?
Why develop a process model?
What is the difference between lumped parameter and distributed parameter systoms?
What numerical package forms the basis for the examples in this text?
What arc the major objectives of this textbook?
The major sections arc:
1.1
Moti valion
1.2
Models
1.3
Systems
1.4
1.5
1.1
MOTIVATION
nze
Robert Reich in
Work {~lNations has classified three broad categories of employment
in the United States. In order of increasing educational requirement these categories are:
3
Introdu ction
Chap. 1
tic services. To diroutine production services, in-person services, and symboli c-analy
rectly quote from Reich:
l1ng symbols. They sim"Symbo lic analysts solve, identify, and broker problem s by manipula
ented with, COlllexperim
juggled,
ed,
rearrang
be
call
that
inmges
abstract
plify reality into
reality. The mainto
hack
municat cd to other spc<:iaJists, and then, eventual ly, transfor med
tools Illay be
The
ce.
experien
by
d
nipulatio ns arc done with analytic tools, sharpene
s, psycho-
princiule
.rcief/rifle
s,
gimmick
financial
lts,
lIlathematical algorithms, legal argmllcl
n, or any
deductio
or
n
inductio
of
systems
amuse,
to
or
persuade
to
how
logical insights ahoUl
s)
emphasi
for
other sct of techniqu es for doing conceptu al puulcs. " (italics added
. Process enginee rs
Engineers (and particularly process enginee rs) are s)'mholic analysts
that charact erize
usc fundamental scientif ic principles as a hasis for mathem atical models
physical variables, such
the behavio r of a chemic al process. Symbol s are used to represe nt
d and numerical alas pressure, tempera ture or concentration. Input informa tion is specifie
. Process: enginee rs
gorithm s arc llsed to solve the rnodels (simula ting a physical system)
endatio ns regarding
analyze the results of these simulat ions to make decisions or recomm
the design or operation of a process.
es in one way
Most chemic al enginee rs work with chemic al manufactUling pmcc:':is
l troubles hooting in
or another. Often they arc process ergince rs responsible for technica
~Ire respons ible 1'01' dethe day-tn-deiY operatio ns nf a particld ar chemic al process. Some
as tempera ture or pre.ssigning feedback control systems so that process variables (such
ihle for redesigning a
.sure) can he maintai ned at desired values. Others may be respons
ibilities require an unchemica l process to provide more profitahility. All of these respons
processes.
derstan ding of the time-de penden t(dynam ic) behavio r of chemic al
1.2
MODELS
an underst anding of
'fhe primary objectiv e of this textboo k is to assist you in develop ing
g the dynami c bethe dynami c behavio r of c1\<?mical processes. A require ment for assessin
under conside rahavior is a time~dcpendent mathematical model of the chemic al process
ries for a def'inition. Before proceed ing, it is worth consult ing with two differen t dictiona
tion of !nodel.
Didiona ry Definitions:
Mode!
Sec. 1.2
Models
Notice that both definitions stress that a model is a representation of a system or ohject. In
this textbook, when we usc the term model, we will be referring to a mathematical model.
We prefer to usc the following definition f~)r model (more specifically, a process model).
Working Definition:
Pmccss Model
A process model is a set of equations (including the necessary input data to solve the equations) that
allows us to predict the behavior of a chemical process system.
The emphasis in this text is on the development and lise offundamental or first-principles
models. By fundamental, we mean models that are based on known physical-chemical rc~
lationships. This includes the conservation of mass and conservation of energy, I as well
as reaction kinetics, transport phenomena, and thermodynamic (phllse equilibrium, etc.)
relatiomdlips.
Another common model is the empirical model. An empirical model might be used
if the process is too complex for a fundamental model (either in the fonnulation of the
model, or the numerical solution of the model), or if the empirical model has satisfactory
predictive capability. An example of an empirical model is a simple least squares fit of an
equation lo experimental data.
Generally, we would prefer to use models based on fundamental knowledge of
chemical-physical relationships. Fundamental models will generally he accurate over .a
mueh larger range of conditions than empirical models. Empirical models may be useful
for "interpolation" but are generally not useful lilr "extrapolation"; that is, an empirical
model will only be useful over the range of conditions used for the "fit" of the data.
It should be nOled that it is rare for a single process model to exist. A model is only
an approximate representation of an actual process. The complexity of a process model
will depend on the final usc of the model. If only an approximate answer is needed, then a
simplified model can often be lIsed.
1.2.1
As we have noted, given a set of input data, a model is used to predict the output "response." A model can be used to solve the following types of problems:
Marketing: If the price of a product is increased, how much will the demand decrease?
Allocation: If we have several sources for raw materials, and several manufacturing
101' course, the real conservalioll law is that of mass-energy, but we will neglect the interchange of mass and energy due to nuclear reactions.
Introduction
Chap. 1
plants, how do we distrihute the raw materials among the plants, and decide what
products each plant produces?
Synthesis: What process (sequence of reactors, separation devices, etc.) can he used
to manufacture a product?
Design: What type and size of equipment is necessary to produce a product?
Operation: What operating conditions willmaxirnizc the yield of a product?
Control: How can a process input be manipulated to maintain a measured process
output at a desired value?
Safety: If an equipment failure occurs, what will he the impact on the operating personnel and other process equipment?
Environmental: IIow long will it take to "biodegrade" soil contaminated with hazardolls waste?
Many or the rnodels cited above arc based on a steady-state analysis. This book will
cxtend the steady-state material and energy balance concepts, generally prescnted in an
introductory textbook on chemical engineering principles, to dynamic systems (systems
where the variables change with time). As an example of the increasing importance of
knowledge of dynamic behavior, consider process design. In the past, chemical process
design was based solely on steady-statc analysis. A problem with performing only a
steady-state design is that it is possible to design a process with desirable steady-state
characteristics (minimal energy consumption, etc.) but which is dynamically inoperable.
Hence, it is important to consider the dynamic operability characteristics of a process during the design phase. Also, batch processes that arc commonly used in the pharmaceutical
or specialty chemicals industries arc inherently dynamic and cannot bc simulated with
steady-state models.
In the previous discussion we have characterized models as stcady-state or dynamic. Another characterization is in ter111s 01" lumped porarneter system.) or distributed
parameter systems. A lumped parameter systcm assumes that a variable or interest (temperature, for example) changes only with one independent variable (time, For cxamjJlc,
but not space). A typical example of a lumped parameter system is a perfectly mixed
(stirred) tank, where the temperature is uniform throughollt the tank. A distrihuted parameter system has more than one independent variable; for example, temperature may vary
with both spatial position and time.
EXAMPLE 1.1
Sec. 1.2
Models
Hot
Cold
iii
Outlet
FIGURE 1.1
Stirred lank.
Consider now the ~leady-stale behavior of this process. If the only stream was the hot fluid,
thell the outlet temperature wOl/ld be eqllal to the hot fluid temperature if the tank were perfectly insulated. Similarly, if the only stream was the cold stream, then the outlet temperature
would be equal to the cold lluid temperature. A combination of the two streams yields an outlet tClJlpcrutufc that is intermediate between the cold and hot temperatures, as shown in Figure ] .2.
60
f?
50
'0
@
.2 40
~
'"
Q.
~ 30
l-
ID
8 20
10
_~~------.l.-
0.2
------l~~~~~~~~
0.4
0.6
0.8
FIGURE 1.2
We sec that there is a linear steady-state relationship between the hot flow (fraction) and the outlet temperature.
Now we consider the dynamic response to a change in the fraction of hot flow. Figure 1.3
compares outlet temperature responses for various step changes in hot flow fraction at t :::: 2.5
Introduction
Chap. 1
minutes. We sec that the changes afC symmetric, with the same speed of response. We will find
later that these responses afC indicative of a lincar system.
+20%
45
40
'" 35 f-~"-~~~~----Q~-o~---~-~~
~
. .- ---ci:
230
-20%
25
20
, ..
10
15
,.--'-----
20
25
30
time, min
FIGlJRE 1.3
EXAMPLE 1.2
Water in
~I-------F=:
FIG-URE 1.4
Steam in
Sec, 1,2
Models
ature gradient rOf heat transfer decreases as the water temperature increases. The outlet water
temperature as a function of inlet water temperature is shown in Figure 1.6.
100
80
0
'"
""ci.
60
JE
40
20
0.2
0.6
0.4
Z,
Flf;LJlU: 1.5
0.8
distance
W::tter temperature as
it
function of position.
100
98
96
0
'"
"'"
J-'
E
94
92
90
88
86
20
40
60
80
100
FIGURE 1.6
Introduction
10
Chap. 1
1.3
SYSTEMS
We have been using the term system yery loosely. Consider the following definition.
Dctinition:
Svstem
A combination of several pieces of equipment integrated to perform a specific function; thus a fire
(arlillery) control system may include a tracking radar, computer, and gun (McGraw-Hill Dictiolimy (?f5;ciellt!fic and Technical Tenns).
The example in the definition presellted is of interest to electrical, aeronautical, and rnilitary engineers. I'or our purposes, a system witl be composed of chemical unit operations,
such as chemical reactors, heat exchangers, and separation devices, which arc used to producc a chemical product. Indeed, we will oftcn consider a single unit operation to be a
system composed of inputs, states (to be defined later) and outputs. A series of modules in
Section V of this textbook cover the behavior of a number of specific unit operations.
1.3.1
Simulation
One of the goals of this textbook is to develop numerical analysis techniques that allow liS
to "simulate" the behavior of a chemical process, Typically, steady-state simulation of a
lumped parameter system involves the solution of algebraic equations, while dynamic
simulation involves the solution of ordinary differential equations. We must be careful
when using computer simulation. First of all, we must he able to say, Do the results of this
Sec. 1.3
11
Systems
simulation make sense? Common sense and "back of the envelope" calculations will tell
us if the numerical results arc in the ballpark.
1.3.2
The mathematical tools that arc lIsed to study linear dynamic systems problems me
known as linear systems analysis techniques. Traditionally, systems analysis techniques
have been based on linear systems theory_ Two basic approaches arc typically used:
(i) Laplace transforms afC lIsed to analyze the behavior of a single, linear, nth order o("ciinary differential equation, and (ii) state space techniques (based on the linear algebra
techniques of eigenValue and eigenvector analysis) arc used to analyze the behavior of
multiple first-order linear ordinary differential equations. If a system of ordinary difreren~
tial equations is nonlinear, they can be linearized at a desired steady-state operating point.
1.3.3
In this textbook we usc analysis in a broader context than linear systems analysis that may
be applied to a model with a specific vallie for the pararnetcrs. Analysis means seeking a
deeper understanding of a process than simply performing a simulation or solving a set of
equations for a particular set of parameters and input values. Often we want to understand
how the response of system variablc (tempera.ture, for example) changes whcn a parametcr (c.g., heat transfer coefficient) or input (fJowrate or inlet temperature) changes. Rather
than trying to obtain the understanding of the possible types of behavior hy merely running many simulations (varying parameters, etc.), we must decide which parameters (or
inputs or initial conditions) are likely to vary, and use analysis techniques to determine if
a qualitative change ofhehavior (number of solutions or stability of a solution) can occur.
This qualitative change is illustrated in l';'igure 1.7 below, which shows possihle
steady-state behavior for ajackcled chemical reactor. In l<'igure 1.7a there is a monotonic
Jacket Temperature
a. Monotonic
Jacket Temperature
b. MUltiplicity
Introduction
12
Chap. 1
relationship between jacket temperature and reactor temperature, that is, as the s(cady~
state j;:lckct temperature increases, the steady-state reactor temperature increases. Figure
1.7b illustrates behavior known as output multiplicity, that is, there is a region of stcadystate jacket temperatures where a single j'H.:kct temIJcraturc can yield three possible reactor temperatures. In Chapter 15 (and module 9) we show how to vary a reactor design pa~
wllleter to change from one type of behavior to another.
Engineering problem solving can be a comhination of art and science. 'rile complexity and accuracy of a solution will depend on the information available or what is dc~
sired in the final solution. If you arc simply performing a rough (back of the envelope)
cost estirnatc for a process design, perhaps a simple stcady~state material and energy bal~
ance will suffice. On the other hand, if an optimum design integrating several unit operations is required, then a more complex solution will be involved.
1.4
1.5
1.5.1
Sections
In Section I (Chapters ] and 2) we show how to develop dynamic models for simple
chemical processes. Numerical techniques for solving algebl'<ric and differential equations
are covered in Section II (Chapters 3 and 4). Much of the textbook is based on linear system analysis techniques, which arc presented in Section III (Chaptcrs 5 through l2). Nonlinear analysis techniques are prescnted in Section IV (Chapters 13-17). Section V (Mod~
Sec. 1.6
1.5.2
13
10
Numerical Solutions
It is much casier to learn a new topic by "doing" rather than simply reading about it. To
understand the dynamic behavior of chemical processes, one needs to he able 10 solve differential equations and plot response curves. We have used the MATLAB numerical
analysis package to solve equations in this text. AMATL.AB learning module is in the set
l~ulliliar
with or need to be
reintroduced to MATLAB. MATLAB routines arc detailed within the chapter that they
arc used. Many of the examples haveMA"rLAB m-files associated with them. It is recom~
mended that the reader modify these Ill-files to understand the effect of parameter changes
1.5.3
This textbook contains III any process examples. Often, new techniques arc introduced in
the examples. You are c.ncouraged to work through each example to understand how a
palticular technique can be applied.
There is a limit to the complexity of an example that can he used when introducing
a new technique; the examples presented in the chapters tend to be short and illustrate one
or two numcricaltcchniqucs. 'fhere is a set of modules of t11odeb, in Section Y, that treats
process examples in much more dclail. The objective of these modules is to provide a
more complete treatment of modeling and simulation of a specific process. In each
process modehng module, a numher of the techniques introduced in various chapters of
the text arc applied to the problem at hancL
1.6
Introduction
14
SUMMARY
At this point, the reader should be able to define or characterize the following
Process model
Lumped or distributed parameter system
Analysis
Simulation
FURTHER READING
The textbooks listed below are nice introductions to material and energy balances. The Russell and Denn book also provides an excellent introduction to models
dynamic systems.
or
ElementalY Principles
ql Chemica!
Hinmlclblau, D.M. (1996). Basic Principles and Colclllation.'; ill Chemical E'/lJ;i/leering, 6th cd. Upper Saddle River, NJ: Prentice-Hall.
Russell, T.R.F., &M.M. Denn. (1971). Introduction to Chemico! !'.'nginecrin/!.
E~tter,
The following book by Dcnn is a graduate-level text that discusses the more philosophical
issues involved in process modeling.
Student Exercises
15
[~xal11p1cs
include:
Seborg, D.E., TJ'. Edgar, & D.A. Mellichamp. (1989). Process Dynamics and COIltrol. New York: Vhley.
Stephanopmdos, G. (l9X4). Chemical Process Control: An Introduction to Theory
and Pract{(e. r':nglewood Clift's, NJ: Prentice-Hall.
The following book by Rameriz is more of all advanced undergraduHtelfirst-ycar graduate
student text on numerical methods to solve chemical engineering problems. The emphasis
is on FORTRAN subroutines to be used with the IMSL nmlleriea! package.
Rameriz, W.F, (1989). Computational 111ethods for Process SiJllulalioJl. Boston:
Butterworths.
Issues in process modeling are discllssed by IIimlllelblau in Chapter :1 or the following
book:
Bisio, A., & R.I.. Kabel. (1985). S'c'oleujJ
(~l ('hemicol
The following book by Reich provides an excellent perspective on the glohal ecollomy
STUDENT EXERCISES
1. Review the matrix operation:-; module (Section V).
2. \Vork through the MATLAB module (Section V),
PROCESS MODELING
16
Background
2.2
Balance Equations
2.3
Material Balances
2.4
Constitutive Relationships
2.5
2.6
2.7
2.8
2.9
DistribulcdParamclcr Systems
DimcllsionlcssModels
Explicit Solutions loDynamic Models
General ItOI'm
or Dynamic Models
Sec. 2.2
2.1
17
Balance Equations
BACKGROUND
Many reasons for developing process modeLs were given in Chapter 1. Improving or unm(~jor overall objective for developing a dynamic process model. These models arc often used for (i) operator training, (ii) process
design, (iii) safely system analysis or design, or (iv) control system design.
2.2
BALANCE EQUATIONS
The emphasis in an introductory matcrial and energy balances tcxtbook is on steady-state
balance cquations that have the rollowing form:
mass
I
F~qlU1tion
01
--mass or e'l1crgy :
energy]
cntcnng
a systcm
leaving
(l
(2. I )
systcm
(2,1 )is deccptively simple becausc there may be many ins and outs, particulmly
for component balances. The in and out terms would then include thc gcneration and con-
Process Modeling
18
Chap. 2
version of species by chemical reaction, respectively. In this text, we arc interested in dynamic balances that have the form:
1-,
enelgy leavmg
a system
(2.2)
The rate of mass accumulation in a system has the form dM/dl where M is the total
mass in the system. Similarly, the rate of energy accumulation has the form dEJdt where
E is the total energy in a system. H Hi is llsed to represent the moles of component i in a
system, then dN/dt represents the molar rate of accumulation of component i in the
systclll.
\Vhcn solving a problem, it is important to specify what is meant by system. In
some cases the systcl1lmay be microscopic in nature (a e1i/Terential clement, for example),
while in othcr cases it may be macroscopic in naturc (the liquid content of a mixing tank,
for example). Also, when developing a dynamic model, we can take one of two general
viewpoints. One viewpoint is based on an ifltegral balance, while the other is based on an
instml{(lIIcoll.\ balance. Integral balances arc particularly useCul when developing models
for distributed parameter systems, which result in partial differential equations; the focus
in this text is on ordinary differential equation-based models. Another viewpoint is the instantaneous balance where the time rate of change is written directly.
2.2.1
Integral Balances
mass or energy
inside the system
atl+tJ.1
[mass or energy
-
.
mass or energy
entering the system
from t to t --I- 6.t
mass or energy ]
leavmg the system
It om I to I
(2.3)
tJ.1
The rnean-value theorems of integral and differential calculus are thcn used to reduce the
equations to differential equations.
F'or example, consider the system shown ill F'igure 2.1 below, where one boundary
represents thc mass in the systcm at time t, while the other boundary represents the mass
in the system at t + i1t.
An integral balance 011 thc total mass in the system is writtcn in the form:
Sec. 2.2
Balance Equations
19
)If
,r
=:
mass in system
at time:= t+!\ t
mOUf (f)
FIGURE 2.1 Conceptual material
balance prohlem.
n~ass contained
III
the system
I rn~ass
-
In
all+Llt
contained
the system
from t to (
all
j-
D.,
Ir
-
mass ICdving
the system
hom I to t -I nl
fiLii
MI'i"' - MI,
J(,izi" - ,iz,,,,,l dl
,
(2.4)
where M represents the total mass in the system, while filill andli1()111 represent the mass
rates elltering and leaving the system, respectively. We can write the righthand side of
(2.4), using the mean value theorem of integral calculus, as:
f,
1+ !:J./
(';/ill - filma> dl
dividing by dt,
MI"",__
MI, = ( . . II
D..f
111'-1/ -
lJlo"t
l!nM
and using the mean value theorem of dUferentia! calculus (0 < ~ < I) for the Icfthand side,
MI"",~
/>1
MI,
,1M,
;it
[+IUI
20
Process Modeling
Chap. 2
which yields
dM
~i;- I I ~
. .
lIj.f
= mill -
(2.5)
111,,,,(
and representing the total mass as M = VP"h ifl as FillPill andlilo!ll as FOII/p, where p is the
mass density (mass/volume) and F is a volumetric nowrate (volume/time) we obtain the
equation:
(2.6)
Note that we have assumed that the system is perfectly mixed, so that the density of material leaving the system is equal to the density or material in the system.
2.2.2
Instantaneous Balances
I
I
the laic 01
accumulatIOn of
mass
III
the system
rate of
mass entering
=.::
the system
1..
-
rate of
.1
mass leaving
the system
ratc~of~
(2. 7)
dM
df ---
(2.8)
or
dVp ~
d/
(29)
which is the same result obtained using an intcgral balancc. Although the integral balancc
takes longer to arrivc at the same resull as the instantaneous balancc method, the integral
balance method is probably clearer whcn dcvcloping distributed parameter (partial differential equation-hased) models. An cxnmplc is shown in Section 2.6.
Section 2.3 covers material balances and Section 2.5 covers material and energy
balances. Section 2.4 discusses constitutive relationships.
2.3
MATERIAL BALANCES
'l'he simplcst modeling problems consist of material halances. [n this section we usc several process exarnples to illustrate the modeling techniques used,
Sec. 2.3
21
Material Balances
-~----~----
EXAIVIPLE 2.1
----
----~-------------
Surge tanks arc often Llsed to "smooth" f10wratc fluctuations in liquid streams f!mvillg between
chemical processes. Consider a liquid surge tank with one inlet (flowing from process I) and one
outlet stream (flowing to process Ii) (Figure 2.2). Assume that the dellsity is constant. Find how
the volume of the tank varies as a function of time, if the inlet and outlet flowratcs vary. List the
s((ltc variables, [Jarometers, as weI! as the il/fJut and oll/Im/voriables. Give the necessary information to complete the quantitative solution to this prohlem.
v
F
_ _ _ _ _- L
FIGUnE 2.2
The system is the liquid in the lank, the liquid surface is the top boundary of the system. 'rile following notation is used in the modeling equations:
F,
Integral i\'lethod
Consider a fillite time intcrval, !J.l. Performing a material balance over that time interval,
!J.t
elt I
from I to t 1- ill
which we can write InalhcmaticaHy as:
(', .3.1
Jr:p dt
ESCOL/\ Dc Ei
CIULlO
1\':'1
Fpdl
(2.10)
Procoss Modeling
22
Chap.2
J(r,:p
1;"\/
I-i,) rlr
(2.11 )
We can lise the mean value theorem of integral calculus to write the righthand side of (2.11)
(where 0 So: 0' :::; 1) as:
I !j{
dl
(2.12)
Vpll'''' vpll
(2.13)
IP
PI","
(214)
dVp
dt
(2.15)
InstantaneOllS Method
Here we write the balance equations based on an inslautancOU:i rate of-change:
The total mass of water tn fhe tank is Vp, the rate of change is dVp/dt, <:Inc! the density of the outlet stream is equal to the tank contents:
dyp
dt
(2.16)
which is exactly what we derived using the intcf{ral method. Given the same set of assumptions
the two methods should yield the sam<.~ rnodel. You should usc the approach (integral or instantaneous) that makes the most sense to YOL!o In this. text we generally usc the illstantaneous approach since it requires the fewest number of steps.
Notice the implicit assumption that the density of water in the tank docs not depend upon
position (the perfect mixing assumption). This ai>sumption allows an ordinary differential cqlJa~
tion (ODE) formulation. \Ve refer to any system that can be modeled by ODEs as lumped parameIer systems. Also notice that the outlet stream density must be equal to the density of water in
the tank. This knowledge also allows us to say that the density terms in (2.16) arc equal. This
equation is then reduced 101
lit might he tempting to the reader to begin to direuly write "volume balance" exprt'ssions that look
similar to (2.17). We wish to make it clear that therc is llO such thing as a volume balance and (2017) is only
correct hecause of the constant density assumption. It is a good idea to always write a mass balance expn:ssion, such ::1S (2.16), before making as~;umpti()ns about the fluid density, which Jllay lead to (2.17).
Sec. 2.3
Mntcrial Balances
23
dV
1-; -- F
dt
(2.17)
Equation (2.17) is it lineDr ordinary dilTcwntial equation (ODE), which is trivial to solve if we
know the inlet and outlet flowmtes as a fllnction of time, and if we know all initial condition for
the volume in the wnk. In equation (2.17) we refer to Vas a slale variable, and F; nnc! F as input
variah!cs (even though Fis an outlet stream flowratc). If dellsity remained in the equatioll, \VC
would refer to it as a /NlrWJlctcF.
tn order to solve this problem \ve nlUst specify the inputs F/t) andF(t) and the initial con
dition \1(0).
Exanlple 2.1 provides all introduction to the notion of states, inputs, and parameters. This
cxarnple illustrates how an overall material balance is llsed to find how the volume of a
liquid phase system changes with time. It may he desirable to have tank height, II, rather
than tank volume as the slate variable. If we aSSUlllC a constant tank cross-sectional area,
ll, we call express the tank volumc as V = Aft and the modeling eqU<:ltion as
dli
dl
(2.18)
it
If we also know that the flowrate out of the tank is proportional to the square ront of the
height of liquid in the tank, wc can usc the relationship (sec student exercisc 21)
F = [3VIi
(2.19)
[3VIi
dt
,(
-I
(2.20)
For tbis model \ve refcr to h as the stole variablc, inlet nowrate (F) as the input
variable and f3 and A as parameters.
Notice that a single system (ill this case, the liquid surge tank) can have slightly different modeling equations and variables, depending on assumptions and thc objectives
used whcn dcve-Jopiug the model.
EXAi\iIPI.,E 2.2
Assume that two chemical species,;\ and 8, arc in a solvent feedstream entering a Iiquid~phase
chemical reactor that is maintained at a constant tcmperature (l"igurc 2.3). The two spec'lc::, react
irreversibly to form a third species, F. Find the reactor concentration of each species as a ftlllClion of time.
Process Modeling
24
Chap. 2
F.
I
F
C
FIGlJRE 2.3
(2.21)
The liquid phase density, p, is not a function of concentration, The tank (and outlet) density is then cqllallo the inlet density, so:
ASSlIIllption:
Pi
(2.22)
dV
tit
(2.23)
The component material balance equations are (assuming no component P is in the feed to the
reactor):
(Ive A
dt
dVC II
dl
dVC,.
dl
(2.24)
(2.25)
(2.26)
Sec. 2.3
25
Material Balances
Where 1~4' rr;, and I'p represent the rate of generatioll of species;\, II, and P per unit volume, and
(~li and C'/li represent the inlet coneentallons of species A and N. Assume that the rate of reaction
of A per unit volume is second-order and 11 function of the concentration of both A and B. The
reaction rate can be written
(2.27)
where k is the reaction rate constant and the minus sign indicates that A is consumed ill the reaction. Each mole of A reacts with two moles of If (frotH the stoichiometric equation) and produces
olle mote of I), so the rates of generation of Band P (per unit volume) arc:
(2.2X)
(2.29)
Expanding the [cftlland side of (2.24),
dVC A
f'
C dV
df
'/I
dt
(2.30)
(2.31)
Similarly, the concentrations of n aud P call be written
dell
(2.32)
df
(2.33)
This model consists of four differential equations (2.23, 2.31, 2.32, 2.33) and, therefore, four
state variables (V, c~\, C n. and C,,). To solve these equations, we must specify the initial conditions (V(O), CA(O), C/:I(t, and C,,(O)), the inputs (Fi . C Ai, and e/li) as a function of time, and the
parameter (k).
2.3.1
Simplifying Assumptions
The reactor model presented in Exalnple 2.2 has four differential equations. Often other
simplifying assumptions arc made to reduce the number of differential equations, to make
theln easier to analyze and faster to solve. For example, assmning a constant volume
(dVldt:::: 0) reduces the number of equations by one. Also, it is common to feed an excess
of one reactant to obtain nearly completc conversion of another reactant. If species B is
maintained in a large excess, then CHis nearly constant. The reactioll rate cqual'101l can
then be expressed:
I'.1
(2.34)
26
Process Modeling
Chap. 2
where
kl
equation~
(2.35)
kel/
de"
(2.36)
cit
(2.37)
Notice that if we only desire to know the concentration of species A we only need to solve
one differential equation, since the concentration
A is not dependent on the concentration of P.
or
EXAMPLE 2.3
Smgc drums are oncn used as intermediate storage capacity for gas streams that arc lransfclTcd
hctween chemical process units. COl1::-idcr a drum depicted in Figure 2.4, where (fi is the inlet
Inola!" Ilowratc and q is the outlet molar tlowrate. Here we develop a model that describes how
the pressure in the tank varies with time.
q.
I
)--
FIGliRE 2.4
Let V = voJurne of the drum and V::: molar volume of the gas (volome/mole). 'rhe total amount
of gas (moles) in the tank is then VI\/.
Assumption:
(2.3H)
where P IS pressure, T is temperature (absolute scale), and R is the ideal gas constant. Equation
(2.38) can be written
if
RT
(2.39)
v
V
PV
(240)
the rate of accumlation of gas is then d(PV/NT)/dt. Assume that T is constant; since Vand Rare
also constant; then the molar rate of accumlatioll of gas in the tank is:
Sec. 2.4
27
Constitutive Relationships
V tiP
RT dt ~ 'Ii - 'I
(2.41)
where q,: is the molar rate of gas entering the drum and q is the molar rate of gas leaving the
drum. Equation (2.41) can be written
dP
dt
RT
V (qi-q)
(2.42)
To solve this equation for the state variable P, we must know the illfJll1s lfi and q, the parameters
R, 1; and V, and the initial condition P(O). Once again, although (j is the molar rate Ollt of the
drulll, we consider it an input in terms of solving the model.
2.4
CONSTITUTIVE RELATIONSHIPS
Examples 2.2 and 2.3 required Illore than simple material balances to define the modeling equation::;. These required relationships are known as constiflltive equations; several examples of constitutive equations are shown in this section.
2.4.1
Gas law
Process systems containing a gas will normally need a gas-law expression in the model.
The ideal gas law is commonly used to relate molar volume, pressure, and temperature:
PV= RT
(2.43)
The van del' Waars FVT relationship contains two parameters (a and b) that are systcm~
specific:
(P + \12a) (V, - b) =
RT
(2.44)
For other gas laws, sec a thermodynamics text such as Smith, Van Ness, and Abholl (1996).
Chemical Reactions
2.4.2
The rate of reaction pCI' unit volumc (mollvolume*timc) is usually a function of the con~
centration of the reacting species.I;or example, consider the reaction A + 2B --> C + 3D. If
the rate of the reaction of A is first-order in both A and B, we use the following expression:
(2.'15)
where
rA
k
CA
CjJ
Process Modeling
28
Chap.2
Reaction rates arc normally expressed in terms of generation of a species. The minus sign
indicates that A is consumed in the reaction <:lbovc. Il is good practice to associate the units
with all parameters in a model. For consistency in the units for 1"1\> we find that k has units
of (vol/mol B* time). Notice that 2 mols of B react for each mol of A. Then we can write
1'8 ,--
2rA
r/!
- 2k C~,Cll
k C't\C: n
rc
rf)
-- JrA c. 3
k C"C"
Usually, the reaction rate coefficient is a function of temperature. The most commonly
used representation is the Arrhenius rate law
k(T) = A expC -10/ /IT)
(2.46)
where
k(T) :::: reaction rate constant, as a function of temperature
A
;::; frequency nlctor or prccxponcntial factor (sanle units as k)
10
= activatioll ellergy (cai/glllol)
R
:;:;: ideal gas constant (1.987 caJlgmol K. or another set of consistent units)
T
:::; absolute temperature (dcg K or dcg R)
The frequency factor and activation energy can be estimated data of the reaction constant as
a function of reaction temperature. Taking the natural log of the Arrhenius rate 1mv, we find:
in k
InA - F'
/I
(I)T
(2.47)
and we sec that A and E can be found from the slope and intercept of a plot of (In k) versus (117).
2.4.3
Equilibrium Relationships
The relationship between the liquid and vapor phase compositions of component i, when
the phases arc in equilibrium, can be represented by:
v,
(2.48)
where
Xi
::;:
Ki
:;:;:
Sec. 2.4
Constitutive Relationships
29
In a binary system, the relationship between the vapor and liquid phases for the
light component often used is:
(xx
l' =
I + (<Y-I)x
(2.49)
Heat Transfer
2.4.4
The rate or heal transfer through a vessel wall separating two fluids (a jacketed reador,
for example) can be described by
(2.50)
where
Q
U
;\
fiT
:::: rate of heat trallsfcrcd from the hot tluid to the cold fluid
;:;;;; overall heat transfer coefficient
::::: area for heat transfer
= difference between hot and cold fluid temperatures
The heat transfer coefficient is onon estimated from experimental data. At the design
stage it can be estimated from correlations; it is a function of fluid properties and velocities.
Flow-through Valves
2.4.5
( ',.t.(.\') \1JAP,.
, s.g.
(2.51 )
where
F
Cl'
x
Process Modeling
30
Chap. 2
0.8
~
0
quick-opening
0.6
15
c
0
t
.:g
0.4
linear
02
equalpercentage
0
0
0.2
0.4
0.6
0.8
fraction open
f(x)
0"
f(x)
,,'
f(x)
',Ix
2.5
Sec. 2.5
2.5.1
31
Review of Thermodynamics
Developing correct energy balall(:c equations is not trivial and the chemical engineering
literature contains many incorrect derivations. Chapter 5 of the book by DCl1Il (1986)
points out numerous examples where incorrect energy balances "vert used to develop
pnlCcss models.
The total energy erE) or a system consists of internal (U), kinetic (KE) and potential energy (Pf{):
TE
U -I KE
+ PI'
1
,
2 111\'-
I'E
mgh
no""~
TE
+ KE
-I 1'10'
U -I K I,' -I I' E
where II and represent per mole and per mass, respectively. The kinetic and potelltial ellergy terms, on a mass basis, arc
1
KE
PE
2u
~
gil
[,'or most chemical processes where there arc thermal effects, we will neglect the kinetic
and potential energy terms because their contribution is generally at least two orders of
inagnitude less than thai of the internal energy tcnn.
When dealing with flowing systems, we willuslIally work with enthalpy. Total enth;:Jlpy is defined as:
II
U -I pV
11
U I pV
II
If -I pV
U I
i'
Process Modeling
32
EXAMPLE 2.4
Chap. 2
Consider a perfectly mixed stirred-tank heater, with a single feed stream and a single product
stream, as shown in Figure 2.6. Assuming that the f10wratc and temperature of the inlet stream
can vary, that the tank is perfectly insulated, and that the rate of heat added per unit time (Q) can
vary, develop a modcllo find the tank temperature as a function of time. Slate your assumptions.
F.
I
T.
I
T
F
T
Q
FIGlJRE 2.6
Stirred tank
hl~ateL
Material Balance
accumulation
=--=
in - out
dVp
(252)
dt
Energy Balance
accumulation = in by flow - out by flow -+- in by heat transfer -+- work done on system
dTE
r;p,T Ei -FpTE + Q + W,
df
Here we neglect the kinetic and potential energy:
dU
dt
FIIlI., I I FI'U ,
f).'
~
WI
(2.53)
We write the total work done on the system as a combination or the shaFt work and the energy
added to the system to get the-fluid into the tank and the energy that the system performs on the
surroundings to force the fluid out.
(254)
This allows us to write (2.53) as:
j.
Pi) _l'jJ(Uj p) + Q + W,
Pi
(2.55)
Sec. 2.5
and since II
33
tit
dpV
tit
(2.56)
Since, rip Vld, = V dpldl + P dVldt, if the 1'011111/(-' is cOl/slall! and tile mean pressure change can be
neglected (a good assumption for liquids), we can write
(2.57)
We must remember the assumptions that went into the development of (2.57):
'fhe kinetic and polential energy effects were neglected.
The change in p\l term was neglected. This is a good assumption for a liquid system, provided I\p is not too large and constant volume is assumed.
The total enthalpy term is:
II
Vp 11
and assullling no phase change, we select an arbitrary reference temperature U:_,j) for enthalpy:
r
ii(T)
~. Jc,,<lT
'.
Often we aSSU!llc that the heat capacity is constant, or calcuated at an average temperature, so
ll;
1;,,)
c,,(7'
II
=
(2.58)
c>( T; - 7~,,-,)
(2.59)
d(Vpc"CI'
dt
T",))
(2.(>0)
V'"
<I(T tit 1;,/)
f .f!
='
0::
F pc'I(T
-- Trei.) - (T-- T rei )1
)
l
/il
(2.61 )
or
<I(T- 7;4)
<It
but T,-(fis a constant, so d (7 --Trct)!dt
F
V (/;- T) I
0::
Q
Vpcf
-I
!
(2.62)
Veep
<I'J'
dt
/i
(1-1')1"
'
(2.63)
\fpc"
c[J'
Process Modeling
34
2.6
Chap. 2
v.
f,
Using the mean value theorem of integral calculus and dividing by D.f, wc find:
(2.64)
aFC
--"
av - kCA
iiCA
at
(265)
Normally, a tube with constant cross-sectional area is used, so elV;:::: Adz and F :::: Av z'
where V z is the velocity in the z-dircction. Then the equation can be written:
g(~A
iJt
av_c,
--'--'- - kC
iJz
(2.66)
at
~Vi:P
iJz
(2.67)
If the fluid is at a constant density (good assumption for a liquid), then we can write the
species balance as
'1'0 solve this problem, we must know the initial condition (concentration as a function of
distance at the initial time) and one boundary condition. For example, the following
boundary and initial conditions
C~,(z,
t = 0) = CAO(Z)
CA(O, t) = CA;,,{t)
(2.69)
Sec. 2.7
Dimensionless Models
35
indicate that the concentration of A initially is known as a function of distance down the
reactor, and that the inlet concentration as a function of time must be specified.
In deriving the lubular reactor equations we assumed that species A left a volume
element only by convection (bulk now). In addition, the molecules can leave hy virtue or
a concentration gradient. For example, the amount elltering at V is
(2.70)
where is the diffusion coefficient. The reader should be able to derive the following
(27])
at
Since this is a second-order PDE, the initial condition (C~\ as a function of z) and
two boundary conditions must be specified.
Partial differential equation (PDEs) models are much more difficult to solve than
ordinary differential equations. Generally, PDEs arc converted to ODEs by discretizing in
the spatial dimension, then tcchniques for the solution of ODEs can be used. 'rile rocus of
this text is on O[)Es; with a grasp or the solution of ODr~s, one can then begin to develop
solutions to PDEs.
2.7
DIMENSIONLESS MODELS
Models typically contain a large number of parameters and variables that may differ in
value by several orders of magnitude. It is orten desirable, at least for analysis purposes,
to develop models composed of dirnensionless parameters and variables. 'To illustrate the
approach, consider a constant volume, isothcnnal CSTR moue led by a simple first-order
reaction:
where Xj= CN/CAIO ' It is also natural to choose a scaled time, T = //1< where I'" is a scaling parameter to
determined. We can usc the relationship df = f"'dT to write:
be
36
Process Modeling
Chap. 2
dx
{:;:dr
A natural choice for 1*' appears to be VIF (known as the residence time), so
dx =x(Vk)
1+ .x
I
F
dT
The term VklF is dimensionless and known as a Damkholcr Ilmnber in the reaction engineering literature. Assuming that the feed concentration is constant, .'j::;: I, and letting
Ci;::: Vk/F, we can write:
dOl
I ~X -+- (Xx
(IT
which indicates that a single parameter, (X, can be used to characterize the behavior of all
first-order, isothermal chemical reactions. Similar results arc obtained if the dimensionless state is chosen to be conversion
2.8
EXAlVIPLE 2.5
Consider it Lank height problem where the outlet flow is a nonlinear function of lank height:
tilt
d/
r~
Il
1\
i\
v1/
Here tbere is not au analytical solution because of the nonlinear height relationship and the forcing function. 1'0 illustrate a problem with an analytical solution, we will assume that there is no
inler flow to the tank:
dh
df
\Ve can see Ihat the variables are separable, so
tilt
v'h
Il d/
i\
37
Sec. 2.9
II
dll
Vii
h,.
-j
IJ
A ell
2 v'Ji ,- 2\/h"
A (1-
or
letting
t,,;:::
I fl'
vii --~ "
iI(I)
"
2/\ .
This analytical solution call be used, for example, to determine the lime that it will take for the
tank height to reach a certain level.
2.9
or
XI =
where Xi is a state variable, IIi is an input variable and Pi i:-; a parameter. The notation.< is
used to represent drldt. Notice that there arc II equations, II state variables, III inputs, and r
parameters.
2.9.1
State Variables
A stale variable is a variable that arises naturally in the accumulation tefm of a dynamic
material or energy balance. A state variahle is a Tncasurable (at least conceptu;dly) quantity that indicates the state of a systelll. For example, tern perature is the COll'lIllOn state
variable that arises from a dynamic energy balance. Concentration is a state variahle that
arises when dynamic component balances are written.
38
2.9.2
Process Modeling
Chap. 2
Input Variables
An input variable is <l variable that normally must be specified before a problem can be
solved or a process call be operated. Inputs arc normally specified by an engineer based
on knowledge of the process being considered. Input variables typically include Ilowratcs
of streams entering or leaving a process (notice that the l10wratc of an outlet stream might
be considered an input variablc~). Compositions or temperatures of streams entering a
process arc also typic"ll input variables. Input variables arc often manipulated (by process
cOlltrollers) in order to achieve desired pcrfonnancc.
2.9.3
Parameters
2.9.4
Vector Notation
The set of differential equations shown as (2.72) above can be written more compactly ill
vector form.
(2.73)
\vhere
x::;;: vector of n state variables
u = vector of In input variables
p :::: vector of r parameters
Notice that the dynamic models (2.73) can also be used to solve steady-state probJenls, since
x=
()
(2.74)
that is,
f(x,u,p)
=. ()
(2.75)
for steady~state processes. Numerical techniques (such as Newton's method) to solve algebraic equations (2.75) will be presented in Chapter 3.
The steady~state state variables from the solution of (2.75) arc often used as the initial conditions for (2.73). F'requently, an input will be changed froni its steady-state value,
and (2.73) will be solvcd to understand the transient behavior of the system. 'rhe numerical solution of ordinary differential equations will bc prescllted in Chapter 4. In thc example helow we show Example 2.2 (chcmicalrcactor) in state variable form.
Sec. 2.9
------~
EXAMPLE 2.6
39
-~~------------- ---~-----
dV
dl
~F-F
(2~23)
(2.31 )
(2.32)
(2~33)
There are four states (V, C~\, Cu' and C p ), four inputs (Fi , F, CAi, ('/Ii), and a single parameter
(k). Notice that although F is the outlet fJowrate, it is considered all input to the model, because
it must be specified in order to solve the equatiolls.
v
CA
F
Ii (CHi -- Cli) -
2 kC,C"
VC/, + kCAC/I
or
X2
x,
II,
Xl
i:
(lI J -
(11 4 --
11,
x 2)
x.,) -- 2
i, x4 +
P,X 2X3
l)l X1X;;
I'I(X,II,P)]
___ ti x,U,IJ)
- [ f,(X,II,p)
J 4(x,u,p)
Process Modeling
40
Chap. 2
SUMMARY
or
A number
material and energy balance examples have been presented in this chapter.
The classic assumption of a perfectly stirred tank was generally used so that all models
(except Section 2.6) were IUlTlped-parameter systems, Future chapters develop the analytical and Ilmllcrical techniques to analyze and sinudatc these models.
The student should now understand:
that dynamic models or lumped parameter systems yield ordinary differential equations.
Biochemicall<cactor Models
FURTHER READING
A nice introduction to dlClnical engincering calculations is provided by:
Felder, R.M., & R. Rousse<lu. (1986).
Processes. 2nd cd. New York: Wiley.
lo
Chemical Engineerillg
Student Exercises
41
Fogler, H.S. (1992). Elements (d' Chcmh'ol ReaUiol/ Engineering, -'.l1d eel. Englewood Cliffs, NJ: Prentice-Ilall.
An exccllenttextbook for an introduction to chemica! engineering thermodynmnics is:
Smith, 1.M., ftC. Vall Ness, & M.M. Abbott. (1996). Chcmhxd Engineering Ther
fIlorfvllomics, 5th cd. New York: McGraw-HilI.
The following paper provides an advanced treatment of dimensionless variables and parameters:
Ads, R. (1993). Ends and beginnings in the mathematical modelling or chemical
engineering systems. Chemica! l-:.'ngineering 5'cience, 48( 14). 2507--2517.
'I'he relationships for mass and heat transport arc shown in textbooks on transport phenomena. The chernicaI engineer's bible is
Bird, R.B., WJ~. Stewart, & E. Lightfoot. (1960). Transpurt Phcl/oIJ/('!la. New
York: Wiley.
The predator-prey model in student exercise 16 is also known as the Lotka- Volterra e(luations, after the researchers that developed them in the late 1920s. A presentation of the
equations is in the following text:
Bailey, J .E., & DJ<'. Ollis. (1986). Biochemical Engilleerinf!, Fundamentals, 2nd cd.
New York: McGraw-HilI.
STUDENT EXERCISES
r~xaJ1lple 2.1 it was assumed that the input and output f10wratcs could he independently varied. Consider a situation in which the outlet flow rate is a function of
the height of liquid in the tank. Write the modeling equation for tank h~ight assuming two different constitutive relationships: (i) F:::: f3h, or Oi) F:::: f3 \/h, where [3 is
known as a flow c;oefficicnL You will orten sec these relationships expressed as
F = h/R or F =V/ZIR, where R is a flow resistance. List the state variables, parameters, as well as the input and output variables. Give the necessary information to
complete the quantitative solution to this problem. If the f10wrate has units of
liters/min and the tank height has units of meters, find the units of the flow coefficients and flow resistances for (i) and (Ii).
I. In
2. Consider a conical water lank shown below. Write the dynamic material balance
equation if the flow rate out gr the tank is a function of' the square root of height of
water in the tank (Fo :::: f3Yh). List state variables, input variables and parameters.
(Hint: Usc height as a state variable.)
ESCOLA Dc Et'-JGEi'-IHARIA
BIBLI01ECA
42
Process Modeling
Chap, 2
Fa
3. Extend the model developed ill Example 2.2 (isothermal reaction) to handle the following stoichiometric cqu;:llion: A + B --> 21'. Assume that the volume is constant,
but the change in concentration of component B cannot be neglected.
4. 13xtcnd the model developed in Example 2.2 (isothermal with first-order kinetics) to
handle multiple reactions (assume a constant volume reactor).
2A
+ B - -> 21'
(react;on I)
+ I' - -> Q
(reaction 2)
Assume that no P is fed to the reactor. Assume that the reaction rate (generation) of
A per unit volume for reaction I is characterized by expression
-k1 C'A
fA
en
where the minus sign indicates that A is consumed in reaction 1. Assume that the reaction rate (generation) of A per unit volume for reaction 2 is characterized by the
expreSSIon
I'll
- k2
c/\
C/,
[I' the concentrations are ex.pressed in gmolllitcr and the volume in liters, what arc
the units of the reaction rate constants?
If it is desirable to know the concentration or component Q, how many equations must be solved? If our COncern is only with P, how many equations must be
solved? Explain.
5. Model a mixing tank with two reedstreams, as shown below. Assume that there arc
two components, A and B. C represents the concentration of A. (C, is the mass concentration 01';\ in stream I and C2 is the mass concentration of A in stream 2).
Model the following cases:
F
C
43
Student Exercises
h,
to.
h2
7.
8.
9.
10.
11.
F,
:b=L
F
2
A material balance around the first tank yields (assuming constant density and
P, ~ (3,11,)
Two liquid smge tanks (with constant cross~seclional area) arc placed in series.
Write the modeling equations for the height of liquid in the tanks assmning that the
f!owrate from the first tank is a function of the difference in levels of the tanks and
the f10wrate from the second tmik is a funclion of the level in the second tank. Consider two cases: (i) the function is linear and (ii) the function is a square root relationship. State all other assumptions.
A gas surge drurn has two components (hydrogen and methane) ill the rcedstreHlll.
Let Yi and y represent the mole fraction of lnethanein the feedstream and drum, respectively. Find dP/df and dy/dt if the inlet and outlet f]owrates can vary. Also as~
sume that the inlet concentration can vary. Assume the ideal gas law for the effect
of pressure and composition on density.
Consider a liquid surge drum that is a sphere. Develop the modeling equation using
liquid height as a state variable, assuming variable inlet and outlet /lows.
A car tire has a slow leak. The fJowratc or air out or the tire is proportional to
the pressure of air in the tire (we ;Ire using gauge pressure). The initial pressure is
30 psig, and after five days tile pressure is down to 20 psig. flow long will it take to
reach 10 psig?
A car lire has a slow leak. The flowratc of air out of the tire is proportional to the
square root of the pressure of air in the tire (we arc using gauge pressure). 'rhe initial pressure is 30 psig, and after 5 days the pressure is down to 20 psig. How long
will it lake to reach 10 psig? Compare your results with problem 10.
Process Modeling
44
Chap. 2
12. A small room (IOn X Ion X lOft) is perfectly scaled and contains air at I atm
pressure (absolute). There is a large gas cylinder (100 nJ ) inside tbe room tha( contains helium viith an initial pressure of 5 atm (absolute), Assume that the cylinder
valve is opened (at t = 0) and the molar f10wratc of gas leaving the cylinder is pro~
portional to the difference in pressure helween the cylinder and the room. Assume
HUll room air docs not diffuse into the cylinder.
Write the differential equations that (if solved) would allow you to find how
the cylinder pressure, the room pressure and the roorn mole fraction of helium
change with time. Slate all assumptions and show all of your work.
13. A balloon expands Or contracts in volume so that the pressure inside the balloon is
approximately the atlllOspheric pressure.
a. Develop the mathematical model (write the differential equation) for the V01UIllC
of a balloon that has a slow leak. Lct V rcpresenllhe volume of the balloon and
q represent the molar flowratc of air leaking from the balloon. State all assumptions. List state variables, inputs, and parameters.
h. The following experimental data have been obtained for a leaking halloon.
t (minutes)
r (em)
I (J
7.5
Predict when thc radius of the balloon will reach 5 cm using two different assumptions for thc molar rate of air leaving the halloon:
(i) rhe molar rate is constant.
(ii) 'fhe molar rate is proporlionallo the surface area or the balloon.
Reminder: The volumc of H sphere is 4IJ
'ITr 3
14. Often liquid surge tanks (particularly those containing hydrocarbons) will have a
gas "blanket" of nitrogen or carbon dioxide to prevent the acculllulation of cxplosive vapors above the liquid, as depicted below.
liqUid
Develop the modeling equations with gas pressure and liquid volume as the state
vari'lble;.;. Lel Cfr(lnd Cf repre;.;cnt the inlet and outlct gas molar flowrates, F"rand F the
liquid volumetric f1owratcs, V the constant (total) volume, Vjthe liquid volume, and
P the gas prcssure. Assume thc ideal gas law. Show that lhe modeling equations arc:
riP
dl
V~V(Ff-F)
I
Student Exercises
45
15. Most chemical process plants have a natural gas header that circulates through the
process plant. A siInplified version of such a header is shown below.
V,
From
source
valve i
Plant piping, represented
as a perfectly mixed drum
To furnaces
Here, the natural gas enters the process plant from a source (the natural gas
pipeline) through a control valve. It fltnvs through the plant piping, which we have
represented as a perfectly mixed dnnH for simplicity. Another valve connects the
plant piping to the gas drum for a boi!erhouse unit. Gas passes through another
valve to the boilerhouse furnaces.
Write modeling equations asslllning that the pressures in drums I and 2 arc
the state variables. Let the input variables be h J (valve position 1),11 2 (valve position 2), and Pi (source pressure).
16. 'file Lotka- Volterra equations \Vere developed to mode! the behavior of prcdatorprey systems, making certain assumptions about the birth and death rates of each
species. Consider a system composed of sheep (prey) and coyotes (predator). In the
following Lotka- Volterr~1 equations Xl represents the number of sheep and X2 the
number of coyotes in the system.
0', ~,
-y,
17. Consider a perfectly mixed stirred-tank heater, with a single liquid feed stream and
a single liquid product stream, as shown below.
T;
L j - - - - t - ' - - - - -.. F
T
Process Modeling
46
Chap. 2
Develop the material and energy balance equations that describe this process. Fi is
the volumetric nowrate into the tank, F is the volumetric rJOWfi:ltC oul of the lank, '1;is the temperature or the fluid entering the lank, r is the lcrnperalurc or the fluid in
the tank, II is the height of liquid in the tank, and Q is the rate of energy added to the
tank. State assumptions (such as constant density, etc.).
_
Assume that the volume Call vary with time and that F is proportional to \1/1.
How lllany differential equations docs it take to model this system? What arc the
state variables'! What afC the parameters? What <:11"( the inputs? List the information
necessary to solve this problem.
18. Consider a gas surge drum witb variable inlet and outlet molar flowratcs, {jr and q,
res[Jectively. Asslilne that heat is being added to the tank at a rate, Q. \Vrite the
modeling equations lhat describe how the temperature,
and pressure, fl, vary with
time. r)o not neglect the p V tenn in the energy balance.
19. Derive the reaction~dilJusionequation
1:
dC.\
at
= - v
neil
ilz.
using the same method to derive lhe tubular reactor model in Section 2.6. As:mme
that a chelnical species enters a v()lllIne clement via convection (bulk flow) and a
concentration gradient (diffusion):
"II
F,
"I
13 VII
dx
elT
--
\/x
21. I)erive the constitutive relationship F:::: fjVh by considering a steady-state energy
balance around a tank with a constant flowrate. Use P :::: 1\, + pgh for the pressure al
the bottom of the lank, where Po is the atmospheric pressure (pressure at the top
surface), 11 is the height of liquid in the tank, p is the density of fluid. Assume lhat
47
Student Exercises
the cross-sectional area at the surface is much larger than the cross-sectional area of
the exit pipe.
dt
Use T =- kl as the dimensionless time. [)evclop the dimensionless cquation for t\",O
cases: (i) _y ;;;:;: C,/(\l' and (ii) x =- I --- C,/(~\r Compare and contrast the resulling
equations with the example in Section 2.7.
23. Semibatch reactors are operated as a cross between batch and continuous reactors.
A semibatch reactor is initially charged with a volume of material, and a continous
feed of reactant is started. There is, however, no outlet stream. !)eve(op the modeling equations for a single first-order reaction. The state variables should be volume
and concentration of reactant A.
24. Pharmacokinetics is the study of how drugs infused to the body are distributed to
other parts of the body. 'rhe concept of a cOlnpartmental model is orten used, where
it is assumed that the drug is injected into compartment I. Some of the drug is eliminated (reacted) in compartmcnt I, and somc of it diffuses into cmnpartrnent 2 (the
rest accumulates in compartment I). Similarly, some of the drug that diffuses into
compartment 2 diffuses back into compartment I, while some is eliminated by reac~
tion and the rest accumulates in compartment 2. Assume that the rates of diffusion
and reaction arc directly proportional to the concentration of drug in the compartmenl or interest Show thal the following balancc equations arise, and discuss the
meaning of each parameter (k{i' units of min-I)
dX I
dt
df
SECTION
II
NUMERICAL TECHNIQUES
ALGEBRAIC EQUATIONS
The purpose of this chapter is to introduce rllcthods to solve systems of algebraic equations. Arter studying this module, the student should be able to:
Solve systems of linear algebraic cqua.lions.
Solve nonlinear functions of one variable graphically and fllll11crically.
Usc thcMAI'LAB function fzero to solve a single algebraic equation.
Discuss the stability of iterative techniques.
Usc thcMATLAB function f solve to solve sets of nonlinear algebraic equations.
3.1
3. J
Introduction
3.2
3.3
3.4
3.5
MuJtivariablc Systems
3.6
INTRODUCTION
In Chapter 2 we discussed how to develop a model that consists of a set of ordinary differential equations. To solve these problems we need to know the initial conditions and how
the inputs and parameters change with time. Often the initial conditions will be the
steady-state values of the process variables. To obtain a steady-state solution of a system
of differential equations requires the solution of a set of algebraic equations. The purpose
of this chapter is to review techniques to solve algebraic equations.
51
Algebraic Equations
52
11
Chap. 3
fl(XI,xz,
x,,) ~ ()
flex I ,x2'
).:)
:=
0
(31 )
The objective is to solve f\1r the set of variables, Xi' that force all of the functions, .fi, to
zero. A solution is called aJixed point or all. equilibrium poinf,
Vector notation is used for a compact representation
I'(x)
(}
(3.2)
where rex) is a vector valued function. Notice that these can be the same functional relationships that were developed as a set of differential equations, with x:= rex) := O. The SO~
lution x is then a steady-state solution to the system of differential equations.
Before we cover techniques for systems of nonlinear equations, it is instructive to
review systems of linear equations.
3.2
11
where the a's and b's are known constant parameters, and the x's are the unknowns. The
second equation is:
anx I +
([22
x2 + ([2J~rJ +. . + ([2Ir\:1/ =
/;2
The coefficient, aU' relates the jilt dependent variahle lo the itlt equation.
a 12
au
a21
an
aLl
alii
aliI
(lId
I"
"1
llZIl
XJ
b,
Xz
b2
x:'\
bJ
(3.3)
a/l/l
XII
(3.3a)
The goal is to solve for the unknowns, x. Notice that (3.3a) is the same form as (3.2), with
f(x)
Ax - b
Sec. 3.2
53
(3.4)
provided thallhe inverse of A exists. [I' the rank or A is less than 11, then A is singular and
the matrix inverse docs not exist. If the condition number of A is vcry high, then the solution may he sensitive to model error. The concepts of rank and condition number are reviewed in Module 2 in Section V.
Equation (3.4) is used for conceptual purposes to represent the solution of the sel of
linear equations, In practice the solution is not obtained by finding the matrix inverse.
Rather, equation (3.3a) is directly solved Llsing a numerical technique such as Gaussian
elimination or LU decomposition. Since the codes to implement these techniques are
readily availahle in any Ilumericallibrary, wc do not rcview thcm hcrc.
The next example illustrates how MATLAli can he used to solve a system of lincar
equations.
EXAI\ilPLE 3.t
Consider as-stage ahsorption column (presented in Module 6 in Section V) that has a model of
the following form (x is a vector of stage liquid-phase compositions and u is a vector of column
feed compositions):
O=1\x+llu
or
Axc;::-~HII
a
-0.3250
0.2000
0
0
O.12'SO
-0.3250
0.2000
0
0
0.1250
-0.3250
0.2000
--0.3250
0.1250
0.2000
-0.3250
0 .2000
0
0
0
0
u
0
0 .1000
0
0
a
0
0.2500
0.1250
o
o
o
Algebraic Equations
54
Chap.3
~inv(a)*b*u
0.0076
0.0]98
0.0392
0.0704
0.1202
Usc of the MArLAB left-division operator (\) yields the same resull more efficiently
(faster computation time), using the LU decomposition technique:
3.3
f(Xi
The solution
a. Single Solution
FIGURE 3.t
b. Multiple Solutions
Sec. 3.3
3.3.1
55
Convergence Tolerance
where 1::: is a tolerance that has been specified, !/(xk)! is lIsed to denote the absolute value
of fUllctionJ(x) evaluated at iteration k, and x k is the variable value at iteration k. At times
it is useful to base convergence on the variable rather than the function; for example, a solution can be considered converged at iteration k if the change in the variable is less than a
certain absolute tolerance, E(I:
'I'he absolute tolerance is dependent on the scaling of the variable. so a relative tolerance
specification, l,;r' is orten lIsed:
or
The iterative methods that we present for solving single algebraic equations are: (i) direct
substitution, (Ii) interval halving, (iii) false posilion, and (iv) Newton's Jnethod.
3.3.2
Direct Substitution
Perhaps the simplest algorithm for a single variable nonlinear algebraic equation is known
as direct substitution. We h.ave been writing the relationship for a single equation in a single unknown as
f(x) = 0
(3.5)
(3.6)
this means that our "guess" ft.)!' x at iteration k+ 1 is based on the evaluation of M(X) atiteration k (subscripts arc used to denote the iteration)
Xk+ l :::: M(Xk )
(3.7)
(3.8)
solll~
56
Algebraic Equations
EXAMPLE 3.2
A Reactor with
Chap. 3
Second~Ordcr Kinetics
The dynamic model for an isothermal, constant volume, chemical reactor with a single sccondorder reaction is:
~{~;,
df
Find the
slcady~statc
At steady-state, riCA/til
:=
Clis ~ C'As ~ 0
where the subscript s is used to denote the steady-state solution. For notational convenience, let
.r:;;: CA" and write the algebraic equation as
We can directly solve this equation using the quadratic formula to find x:::: -1.6IX and 0.61X to
be the solutions. Obviously a concentration cannot be negative, so the only physically meaningful solution is x::;;: 0.618. Although wc know the answer llsing the quadratic formula, our objective is to illustrate the behavior of thc direct substitution method.
To use the direct substitution method, we can rewrite the function in two different ways:
0) x 2 :;;;; ~J_- + I and Oi) x:;;;; --x 2 + J. We will analyze (I) and leave (Ii) as an exercise for the reader
(see student exercise 4).
(i) Here we rewrite JCi,.:) to fino the following direct substitution arrangement
x ~
v=:;:-+) ~ g(x)
x,
x,
V - 0.5 +
0.7071 + I
0.7071
0.5412
+ 1 ~ 0.6774
XJ ~
0.5412
X4 ~
0.6774 + I
0.5680
57
Sec. 3.3
0.75
0.7
0.65
'"
.".
0.6
0.55
0.5
0
20
15
10
I I with Xo
11
0:;;:
0.5. This
Notice that an initial guess of xo:::O () or ! oscillates between 0 and 1, never converging or
diverging, as showil in Figure 3.3.
0.8
0.6
'".".
0.4
I
I
I
0.2 I
I
0
0
\
\
\
\
\
10
As noted earlier, this problem has two solutions (x* :;:::; --1.618 and x~: :;;:: 0.(18), since il
is a second-order polynomial. This tall be verified by plotting x versus J{x) as shown in
Algebraic Equations
58
Chap.3
Figure 3.4. From phy:;ical reasoning, we accept only the positive solution, since a concentration
cannot be negative.
a/V
3:
-1 f , .
,............
\
.
\[\
-2
-3 L...".
-2
FIGURE 3.4
.i.._ _
.._--"~._
_-"- .
-1
Example 3.2 illustrates that certain initial guesses may oscillate and never yield a
solution, while other guesses may converge to a solution. It turns out that the way that a
direct substitution problem is formulated may eliminate valid solutions from being
reached (sec student exercise 4).
These problems exist, to a certain extent, with any numerical solution technique.
The potential prohlems appear to be worse with direct substitution; direct substitution is
not generally recommended unless experience with a particular problem indicates that results arc satisfactory, Direct substitution is often the easiest numerical technique toformulate for the ,,,>olution of a single nonlinear algebraic equation.
If a numerical technique does not converge to a solution when the initial guess is
close to the solution, we refer to the solution as unstable. The stability of iterative methods is discussed in the appendix.
3.3.3
The interval halving technique only requires that the sign of the function value is knowll.
The following steps arc used in the interval halving technique:
1. Bracket the solution by finding two values of x, one wherej{x) is less than zero and
another whereJ{x) is greater than zero.
2. Evaluate the function,./C-r), at the midpoint of the bracket.
3. Replace the bracket limit that has the same sign as the function value at the midpoint,
with the midpoint value. Check for convergence. If llot converged, go back to step 2.
Sec. 3.3
59
f(x)
initial
lower
limit
x
2
initial
upper
limit
FIGURE 3.5
60
Algebraic Equations
3.3.4
Chap.3
The false position or rcguli falsi technique uses the function values at two previous iterations to determine the value for the next iteration. The technique of false position consists
of the foJlowing steps:
3.3.5
The most commonrnethod for solving nonlinear algebraic equations is known as Newton's method (or Newton-I<aphson). Newton's method can be derived by performing a
Taylor series expansion ofJCr):
I(x
+ Llx)
= f(x)
=0
(3.9)
f(x)
initial
lower
limit
X2
initial
upper
limit
FIG-URE 3.6
------------------~~~-
Sec. 3.3
61
where
and so
011.
Neglecting the second-order and higher derivative terms and solving for 1{,I:+~t) = 0, we
ohtain
-/(x)
L'.x
(3.10)
F(x)
Since this is an iterative procedure, calculate the guess YOI x at iteration k+l as a function
of the value at iteration k:
defining
from (3.1 0)
(3.11 )
=At,)
dX k + I
f'(x,)
from (3.11)
F(x,)
}\x,)
= x, -/"(
_ x.k )
(3.12)
(3.13)
(3.14)
I(x)
I(x,)
I(x,)
I(x,)
I(x)
'SlOpe" f'(x,)
-1-------",'"""'7."---,----
x,
x,
ESCOLA Dc ENC:::NHARIA
BIBLIOTLCA
Flf;{JRE 3.7
mclhod.
Illustration of NeWlon's
62
Algebraic Equations
Chap. 3
0.5
f(x)
a
______
.>-..-L~_"'
-0.5
horizon1al 1arlgel
-1.5
-1
-0.5
0.5
x
FIGURE 3.8
1.5
Sec. 3.4
63
0.5
f(x)
l'
-....... ~_
'~_
J,I
-0.5
-1
-1.5
-0.5
-1
0.5
1.5
x
FIGURE 3.9
3.4
or a single v.:triable.
FZERO is lIsed for a general nonlinear equation, while ROOTS can be used if the nonlinear equation is a polynomial.
3.4.1
FZERO
The first routine that we usc for illustration purposes is [zero. [ZI<;1:'O uses a combination of interval halving and false position.
In order to usc f ZE,;ro, you must first write a MATL,AB m-filc to generate the function that is being evaluated. Consider the function.!(x):::: x 2 - 2x ~ 3 :::: O.
The following MATLAB m-filc evaluates this function (the Ill-file is named
fcnl . m):
function y
y
:=
x A 2 - 2*x
fcnl(x)
3;
After generating the m-filc tcnl. m, the user must provide a guess for lhc solulion
to the fzero routine. The following command gives an initial guess of x:::: O.
fzero{'fcnl' ,0)
64
Algebraic Equations
Chap.3
These results arc consistent with those of Example 3.2, where we found that there were
two solutions to a similar problem (we could usc the quadratic rOl11mla to find theln).
Again, the solution obtained depends on the initial guess.
A third argument allows the user to select a relative tolerance (the default is the machine precision, eps). A fourth argument triggers a printing of the iterations.
3.4.2
ROOTS
Since the equation that we were solving was a polynomial equation, we could also lise the
MATLAB routine roots to find the zeros of the polynomiaL Consider the polynomial
function:
The user must create a vector of the coefficients of the polynomial, in descending order.
e~[1-2-3]'
ans ::::
3
~l
3.5
MULTIVARIABLE SYSTEMS
Tn the previous sections we discussed the solution of a single algebraic equation with a
single unknown variable. We covered direct substitution, bisection, reguli falsi, and Newton's method. In this section, we will discuss the reduction of a multivariab1e problem to a
single-variable problem, as well as the multivariab1c NeWlon's method.
Consider a system of 1l nonlinear equations in Jl unknowns
f(x) = 0
Sec. 3.5
65
Multivariable Systems
'There arc some special cases where 11 - 1 variables can he solved in terms of one vari~
ablc----lhen a single variable solution technique can be llsed. This approach is shown in
the following example.
EXAMPLE 3.3
Reducing a
two~variahlc
problem to a
single~variablc
problem
4x~-
XI
(3.15)
x Jx 2 :::O
(3.16)
From (3.15) we can sol ve for x 2 in terms of x I to find:
-'2:;:;;1-4x 1
(3.17)
I +3x,-ZBxf::::O
(3.18)
XI
OJ) and
x2:::;:
1.5714
solutIOn 1 is
Question:
X.co"
[0.25].
.
0 . ' while solution 2IS x
.
-0.1429]
[ 1.5714
Observation: We can also see by inspection that the origin (sometimes cJlled the trivial solut'lOn), x =: tgl, is also a solution. Another solution that is slightly Jess obvious is x;::;; [~]. which
we can see by inspection satisfies (3.15) and (3.16).
Question:
Observation: Perhaps we will find the olher solutions if we solve (3.16) for Xl in tCrIns of
-\2' then substitute this result into (3.15) to solve for x 2 . When this is done, we obtain the result
that
x-i -- 4 x
4 = 0
4
/116-16
dnd llSlllg the l(UMh,ttlC 100nJuid \} ~ 2 :1: \
--2
which gives us the solution x:;::: l~l. Notice that we are still missing the trivial solution, x ;::;;
rgl.
Algebraic Equations
66
Chap. 3
The mistake that we made was back at the fifst step, when we solved (3.15) for J.-2 in terms of xl
to find (3.17). We must recognize that (3.15) is quadratic in Xl' therefore there arc two solutions
for Xl in terms OLt2' This is more dear if we write (3.15) .'lS
~4
x7 + xI (1 - x2) + 0 ::: 0
and solve for xl to find xl -:;:;:. 0 or Xl ::: 1/4 (I - x2). The reader should show that substituting these
values into (3. 16) will1cad to the four solutions:
x~ 1.'
11.11.25.].
1- 01.5714'
.1429.1
2 ' . ' dnd
The previous example illustrates the care that must be taken when using reduction techniques to solve several nonlinear algebraic equations.
If a problem cannot be reduced to a single variable, then a general multivariablc
strategy (such as that discussed in the next section) must be used,
3.5.1
rex) = 0
(3.19)
0
(3.20)
The oQjectivc is to solve for the sct of variables, Xi' that forces all of the functions,};, to zero.
We can use a Taylor series expansion for eachf;:
t;(x + Ax)
,f,(x) +
-c"
(3.21)
j ' l dX j
f(x + Ax)
f(x) + J Ax
(322)
ilf,
iii,
iii,
ax!
dxz
dX"
.J =
(3.23)
aj;/
ax}
iJj;/
iI/;/
OX2
aXil
Sec. 3.5
67
Multivariable Systems
Now, since we wish 10 solve for Ax such that r(x + Ax):::: 0, then (from 3.22)
f(x) + J Ax
(3.24)
(3.25)
but Ax is simply the change in the x vector from the previolls iteration
AX k
xk
xkl- 1 -
(3.26)
x, , I
_.
xk
f(x k )
x, )
-"(
where
EXA1VIPLE 3.3
f;(X"xJ
or
Xl -
2 x2-
xj
XjX? =
x~ -I 3 X1X2 = 0
f(x) [- x l -4xf
-X,X'j
1 - 8x 1 ~
J?""'=-x
L
iJx
.l
[OJ
-- 2 x 2 ~ xi + 3 x j x 2 _ =0
JJI
ill;
..
()J:
=
r
X2
fJ/;
Algebraic Equations
68
Consider
guess
all
x2 ;;;;;
.I(x(O))
10
~_
[
~I]
1
.I I(X(O
~13
[ .3
13
10
13 .
13
-- 1
4
I
f(x(O ~ [ 2 (- I)
I[
+3
[-~]
and the guess for x( I), \-vherc x( I) represents the vector at iteration I, is
r~610
~ r~ I [ ~ [.. 3 :-.d]
10
1
U
~I
x( I)
13
x(1 )
13
~053851
0.3846
Iteration
0
1
2
3
4
5
6
7
Chap. 3
x,
XI
~I
~0.5385
~0.3104
0.2016
~0.156]
-0.1439
-0.1429
--0.1429
0.3846
1.0688
1.3952
1.5317
1.5683
1.5714
1.5714
Sec. 3.5
Multivariable Systems
69
::::
.I and x2::::::1 is
Iteration
x,
X2
0
1
2
3
4
5
6
1
0.6190
0.3893
0.2870
0.2542
0.2501
0.2500
1
0.0476
0.0081
0.0008
0.0000
0.0000
0.0000
The previous example illustrates that, for systems that have ITIuhip1c solutions, the
solution obtained depends on the initial guess.
3.5.2
Quasi-Newton Methods
Most computer codes actually implement some variant of Newton's method; these arc referred to as quasi-Newton methods. Remember that Newton's method is guaranteed to
convcrge only if thc system is nonsingular and we arc "close" to the solution.
DAMPING FACTOR
Often it is desirable to "dampen" the change in the guess for xk+l' to make Newton's
method more stahlc. Applying a damping factor, a, to (3.27), we write
xu, = x k - a J k ' f(xkl
(3.28)
where a is chosen so that II f(x k+1) II < II f(Xk) II and () < 'x S; I (we lise the II f(x k) I1l10tation to represent the norm of the vector f(x k Often IX is selected to minimize II f(x k + l ) II
using a search technique l that is, IX is adjusted until II f(x k + 1) II is minimized.
It should be noted that the single-variable equivalent to (3.28) is
(3.29)
Algebraic Equations
70
Chap. 3
value for the next iteration. If the Jacobian is singular, it cannot he inverted. One method
that avoids this problem is known as the L,evcnhcrg~Marquardl method:
xk + t
xk
(J k J k
(3.30)
where T represents the matrix transpose and [3 is an adjustable parameter llsed to avoid a
singularity. The single variable equivalent to (3.30) is
(3.31 )
where oxJ-(k) is a small perturbation in variable x.I at iteration k. A problcrn with this approaeh is that an n-variabfc problem requires 11 + 1 evaluations of the function vector at
each iteration. There are other techniques that rely on infrequent function evaluations to
update the Jacobian matrix.
3.6
EXAMPLE 3.3
function f = nle(x)
[(1)= x(1)-4*xll)*xl1)-xll)*xI2);
f{2)= 2*x(2)-x(2)*x(2)+3*x(1)*x(2);
which is placed in an tn-file called nle. m
The initial guess is entered
xO
[1
1]';
Summary
71
::0
[0.2500
0.0000] ,
2
'fhe following function file gcnerates the analytic,tI Jacobian for this problem.
gf(l,2)=-x(1) ;
gf(2,l)=3'x(2);
gf(2,21=2-2*x(2)+3*x(1);
which we place in all Ill-file called gradnle. m. We can then solve this problem by entering
xO =
[l
1]';
SUMMARY
In this cbapter we have presented a number of techniques to solve nonlinear algebraic
equations. Each technique bad a number of advantages and disadvantages-the approach
that you use may depend on tbe problem at hane!. If you have the option, it is a good idea
to plot the function,f(x), to see if the results agree with your numerical solution. This option may not be available with l11ultivariablc problems.
Notice that if a particular problem has multiple solutions, the actual solution obtained will depend on the initial guess. There are many actual chemical. processes that
have "multiple solutions," that is, there are several possible "steady~states" that the
process may operate at. In practice, the steady-state obtained wiU depend on dynamic
considerations, such as the way that the process is started up. These issues will be ad~
dressed when we discuss differential equation~hased models.
Much research is being done in applied mathematics to develop numerical tecbniques that yield everyone of the multiple solutions, without having to make many initial
guesses. Among these is "homotopy continuation." These techniques arc not welldeveloped and are heyond the scope of this text. For now, the student must he willing to
Algebraic Equations
72
Chap. 3
try a numher of techniques, with a number of initial guesses, to find all of the solutions to
a problem. It is recommended that you generally lise commcrically availahle routines for
solving these problems.
The numerical techniques covered were
Direct substitution
Interval bisection
Rcguli falsi
Newton's method
Newton's method (and some variants) is the most commonly llsed multi variable technique. The reader should he able to understand the notions of
Jacobian
Fixed or equilibrium points
COllvergence and stability
Tolerance
Ilcration
The MATLAB routines that were introduced in this chapter are
f801 ve: Solves a system of nonlinear algebraic equations, using quasi-Newton
and Levenberg-Marquardt based algorithms
fzero:
roots:
A I1lnnber of other numerical rOlltines are availiable through thcMATLAB NAtj Toolbox.
FURTHER READING
More detailed treatments of numerical methods given in the textbooks by Davis, Finlayson, and Riggs:
Davis, M.E. (1984). Numerical Methods ol1dModeling for Chell/ieal Engineers,
Ncw York: Wiley.
Finlayson, B.A. (1980), Nonlinear Analysis in Chonit'al Fngineering. New York:
McGraw-Hili.
Riggs, J.B. (1994). Numerh..al Techniques for Chemical Engineers, 2nd cd. Lubbock: Texas Tech University Press.
Student Exercises
73
(~r
Chemical
( 989).
STUDENT EXERCISES
Single Variable Methods
1. Real gases do not normally behave as ideal gases except at low pressure or high
tcmpcrature. A number of equations of state have been developed to account for the
non-idealities (van del" Waal's, RedliclyKwong, Peng-Robinson, etc.). Consider the
van cler Waal's (YO T relationship
where Pis pressure (absolute units), R is the ideal gas constant, T is temperature
(absolute units), {, is the molar volume and a and b arc van der Waa!'s constanls.
The van der Waal's constants are often calculated from the critical conditions for a
particular gas.
Assume that a, h, and R are given. We find that if P and T arc given, there is an iterative solution required for V.
a. How many solutions for V arc there? Why? (Hint: Expand the PVT rclationshlp
to form a polynomial.)
b. Recall that direct substitution has the form Vk+J :::: gV k)' Write three different
direct substitution formulations for this problem (call thcse 1, H, and Ill).
c. What would be your first guess for V in this prohlem?Why?
d. Write the MATLAB m-files to solve for V using direct substitution, for each or
the three formulations developed in b.
Consider the following system: air at 50 atm and -1 ()(PC. The van der
Waal's constants arc (Felder and ROllsseau, p. 201) a :::: 1.33 altn Iitcr2/gmo!2,
b = 0.0366 Iitc/Jglllol, and R = OJl8206 liter alm/glllol K. Solve the I{Jl1owing
problems numerically.
e. Plot V as a function of iteration number for each of the direct substitution methods in b. Usc 10 to 20 iterations. Also usc the first guess that you calculated
in c. Discuss the stability of each solution (think about the stability theorem).
Algebraic Equations
74
Chap. 3
f. H.carrangc (I) to the form of/CO") :::: O-and plot./n/ ) as a function of V. How
many sol uti OilS arc there? Docs this agree with your solution for a? Why or why
not?
g. Usc the MA'rLAB function roots to solve for the roots of the polynomial de-
veloped in a.
h. Write and lise an m-fi1c to solve for the equation in a using Newton's method.
The nUlllerical Solulion is eonsidercd converged when
,,~
IVk~ Vk11
k-- [
0.0001.
2. Consider the van der Waals relationship for a gas without the volume correction
lerm (Ii ~ 0)
(P + V2a) V
A
RT
vapor~phase
heat addition to the furnace is 1.0 x J 0 6 Btu/hI'. The ammonia fcedstrcam tempcra~
ture is 550 0 R. Use Newton's method to find the tcmperature of the aJl1monialeav~
ing the furnace. Assumc ideal gas and use the following equation for heat capacity
at constant pressurc:
Btu
Ibmol "R Ii
ell
a + bT + cT- 2
~ 3.33
to
Btll
lOS Btu "R
Ibmol "R' c = - 1.20 X
Ibmol
,i r,,''" C" dT
where Ii is the molar rlowmtc of gas and Q is the ratc of heat addition to the gas pCI'
unit timc. l-Iow did you detcrrnine a good first gucss to lise?
4. Consider Example 3.2 , .ltx) = _x2 ~ X + 1 = 0, with the direct substitution method
jCll'lllulated as.x = -x 2 + 1 :;;:: g(x), so that the iteration sequence is
Xk
c=
g(x k ) = - x~ + I
Try several different initial conditions and show whether these convcrge, diverge,
or oscillate bctwcen values. Discuss the stability of the two sollitions .x*:;:: 0.618 and
x*:;;:: -1.618, based on an analysis ofg'(.I;*).
5. Show why the graphical Newton's method is eqlJivalent to xk+l = x k ~-J(xJ.Yf(xk)'
6. Develop an algoritlnl1 (sequence of steps) to solve an algebraic equation using intcrval halving (bisection).
75
Student Exercises
7. Develop an algorithm (sequence of steps) to solve an algebraic equation using reglilt falsi (false position). Compare and contrast this algorithm with Newton's
mcthod.
S. A componcnt material balance around a chemical reactor yields the following
steady-slale equation
0=
F
where V
.=
F
V
C- kc'
ftC>
Ibmol
and k = 0 . 0 5 , .
IbmoV ITIm
a. How many steady-state solutions arc there?
b. Write two different direct substitution methods and assesS the convergence of
each.
c. Perform two iterations of Newton's method using an initial guess of C:::: 1.0.
0.1 min " Cj"
1.0
9. Consider the following direct suhstitution problem, which results from all energy
balance problem
-I'
k+ I -
15.04
0.716 _ 4.257 X 10
7~
'I'
IO. Consider the following steady-stale model for an exothermic zero-order reaction in
a continuous stirred-tank reactor. The variable x is the dimensionless reactor temperature.
lex)
0.42204 cxp
-1.3x=O
20
I'here arc two solutions to this equation, as illustrated in the figure below. The solu!ions mc x = 0.55946 and 2.00000.
a. Formulatc a direct substitution solution to this problcm. Will your direct substitution tcchnique converge 10 0.55946'1 Will your direct substitution technique
converge 10 x::: 2'1 Use a rigorous mathematical argument in each case.
h. For an initial guess of x = 1.35, would you expect Newton's method to have any
trouble with this problem? Explain.
c. What is the next guess from the reguli falsi lechnique if your first guess was
x;:;: I and your second guess was x:::::; 2.5 (show this mathematically)?
d. Write a function routine to solve this problem using theMATLAB function
f zero. Also show the commands that you would give in the MATLAB command window to run fzera.
76
Algebraic Equations
zero-order rxn - dimensionless
0.5
Chap. 3
-0.5
2.5
1.5
0.5
x
11. A component material balance around a chemical reactor yields the following
steady-state equation
o VF C';,,- FV C c
F
where V
IU min'!, C;"
1.0
Ibmol
1 - and k
fl'
k(25
If'5
Write two different direct substitution methods and assess the convergence of
each to the steady-state concentration of 0.75354.
b. Perform two iterations of Newton's method using an initial guess of C:::: 1.0.
i:1.
12. Consider the dimensionless equations for an exothermic CSTR (continuous stirred
tank reactor) shown in a module in the final section of the textbook.
= -'!>XIK(X,) + (I - XI) = 0
f,(x"x,) = j3<!>X IK(X,) + (I + o)x, = 0
fl(xI,x,)
where K(X )
2
= exp
2 .)
(_X
1 + x,I'Y
Uscft (x['X2) to solve for xl in terms of x 2 and substitute intoh(xl,x2) to obtain the
single equation
I)
IX,) - (1 + o)x,
~
.
Consider the parameter values ~ :::: 8, (V : :;: 0.072, 'Y :::: 20, 0 = 0.3. Determine the
number of solutions to this problem (graphically), Find the xI and .x2 values for each
solution, using the single variable Newton's method.
Appendix
77
Multivariable Methods
13. Use the multivariabJe Newton's method to solve the following problem. Solve this as
a two-variable problem. Do not reduce it to a single-variable problem via substitution.
f,(x)
2x,-x2 -5
stcady~statc operation)
is
0.53
0.12
0.4545
0.4
4.0
MATLAB.
f,(x"x,)
CC
q>X,,,(xz) + (1 - x,)
= 0
13 =
'Y =
20
(I' = 0.072
1\ = 0.3
Algebraic Equations
78
Chap.3
APPENDIX
Stability of Numerial Solutions-Single Equations
If the iterates (xk) from a numerical algorithm converge to a solution, we refer to thal solution ns being stable.
..
-----._----------~----_
_--~-~--~---~-_._--------~
Definition 3.1
Let x''' represent the solution (fixed point) of x*
=:
S(x'''), or get''')
yO" =:
O.
--------~-
Theorem 3.1
x~'
g
,- ~ g(,"'). if lu l
(JX
If
1~lgl
'1'li1gl - I
--~------
. .IS an 11llsta)
II c SOIutHlll
'
eva I llatcd at -r"'r';'
() I'
<
llx
t evaluated at x*
rJx
(jv
g to represent 1.':>1_
dx
\Vc continue with Example 3.2 to illustrate the numerical stability of direcl substitution.
g(x)
x+1
ag
ax
II
I I
- I
. g' -
I 1
lex ")
:::;0
O.61X +- I
O.X090
I.Sox''':=O.6ISisa
stable solution, that is, all initial "guess" for X o close to 0.618 will convergc
-I
2. [-'or x'"
0::::
.618
10
xO;o 0::::
0.618.
be a stable solution, that is, an initial "guess" frw Xu close to - 1.61 g should converge to
0:::: -1.618.
x'"
Appendix
Question:
79
Why did we find previollsly that an Initial guess close to -1.61 Xdid not converge?
Observation: We must realize that the square root of a positive number has two values. For
example, the square rooL of I call either be + I or -I (after all (-1)2 ::0:: In.
--------You may be questioning the utility of a stability test for the direct substitution method,
which requires that the solution be known to apply the test. Our purpose is mainly to show
that the direct substitution method can he unstable. Newlon's rncthod guarantees stable
solutions, if the "guess" is close to the solution.
where
fix,)
f'(x,J
Then we can find that tbe derivative, //Ctk) is
or
g'(x,)
At the solution,
lex,) n\,)
/(x*) r(x"')
II'(x*)]'
g'(x*) = ()
as long as/ex"~') *- O. This shO\vs that Newlon's method will converge to the solution, provided an initial guess close to the solution.
NUMERICAL INTEGRATION
Most chemical process models arc nonlinear and rarely have analytical solutions. This
chapter introduces numerical solution techniques for the integration of initial value ordi~
nary differential equations. After studying this material, the student should be able to:
Understand the difference between explicit and implicit Euler integration.
Write MATLAB code to implement fixed step size Euler and Runge-Kutta techniques.
Usc thcMATLAB ode45 integration routine.
The major sections
4.1
4.1
4.2
Background
Euler Integration
4.3
Runge-Kulla Integration
4.4
BACKGROUND
Thus far we have developed modeling equations (Chapter 2) and solved for the steady
states (Chapter 3). One purpose of developing dynamic models is to be able to perform
"what if' types of studies. For example, you may wish to determine how long a gas storage tank will take to reach a certain pressure if the outlet valve is closed. This requires in80
Sec. 4.2
81
Euter Integration
tegrating the differential equations from given initial conditions. If the dynamic equations
are linear, then we can generally obtain analytical solutions; these techniques will be presented in Chapters 6 and 8 through 10. Even when systems are linear, we may wish to use
numerical methods rather than analytical solutions.
At this point itis worth reviewing the difference between linear and nonlinear differential equations. An example of a linear ordinary differential equation is:
dx
= -r
dt
since the rate of change of the dependent variable is a linear function of the dependent
variable. An example of a nonlinear differential equation is:
dx
dt
~-x
since the rate of change of the dependent variable is a nonlinear function of the dependent
variable. Although this particulary nonlinear equation has an analytical solution, this will
not normally be the case, particularly for sets of nonlinear equations. Notice that the following equation is linear:
4.2
EULER INTEGRATION
Consider a single variable ODE with the form
dx.
dl = x
=f
( )
x
(4.1 )
4.2.1
Explicit Euler
If we use a forward difference approximation for the time derivative of (4, I), we find
dx
dl
t(k
+ I _.
+ I) ~ t(k)
(4.2)
Numerical Integration
82
Chap. 4
where k represents the kth discrete time step of the integration. Now, assume that)(.\:) is
evaluated at x(k). We will refer to this fuuclion ast(x(k)), and can write (4.1) and (4.2) as
x(k+ 1)...- x(k) = j(x(k))
I(k + 1) - 'rk)
Normally we will use a fixed increment of time, that is, t(k + 1) - t(k) ~
(4.3)
at,
where!:;;'/ is
2t- x(k)
Cc
J(x(k))
(43)
x(k
+ I)
= x(k)
(44)
x(k + 1)
x(k) + 6.lf(x(k))
(45)
Where x(k) is a vector of state variable values at time step k and f(x(k is a vector
of functions evaluated at step k. Equations (4.4) and (4.5) are explicit because the statc
variable value at time step k + 1 is only a function of the variahle values at step k. 'I'his
method is straightforward and easy to program on either a handheld calculator or a cornputer. A major disadvantage is that a small step size must he llscd for accuracy. llowevcr.
if too small of a step size is used, then numerical truncation problems may result. Explict
Euler is not often used in practice, but is covered here for illustrative purposes.
4.2.2
Implicit Euler
This method uses a backwards difference approximation for the derivative in (4.1). The
function (or vector of functions) is evaluated at time step k + 1 rather than time step k:
+I)-x(k)
6.1'
j(x(k
+ 1))
(46)
x(k)
----~
k
k+1
slope, f(k),
evaluated at step k
Sec. 4.2
Euter Integration
83
(4.7)
Equation (4.7) is implicit because the value x(k + I) must be known in order to solve for
+ 1). What this generally requires is a nonlinear algebraic solution technique, slIch as
Newton's method. For a linear system, equation (4.7) can be explicitly solved to obtain
the form
x(k
x(k + 1) = g(x(k))
The following section compares the explicit and implicit methods for a single linear ordinary differential equation. In particular, we compare how the integration step size (At) affects the stability of each method.
4.2.3
Consider the tank height problem covered in Example 2.1. There was no inflow, and the
outlet flowratc was assumed to be linearly related to height, which gave us the following
equation:
dx
dt
Ax
co
= f(x)
(4.8)
where 'T = A/13, A = - lIT and the state variable x is the tank height. Since the variables
are separable, the reader should show that the analytical solution is:
= x(O)e,j = x(O)e"
x(t)
(4.9)
Next, we compare this analytical solution with the explicit and irnplicit Euler solutions.
EXPLICIT EULER
The function value at step k is:
f(x(k)
J
Oc
x(k)
and the state variable value at the next time step is:
(t1t)
J - .~. x(k)
IMPLICIT EULER
The implicit Euler method evaluates the function at k + 1 rather than k:
I(x(k
+ 1))
I
T
x(k
+ 1)
(4.10)
Numerical Integration
84
x(k + I)
x(k) + -
ill
Chap. 4
x(k + I)
(4.1 J)
Notice that, since this is a linear problem, a nonlinear algebraic equation solver is not
needed for (4.11). We can rewrite (4.11) as
x(k + I)
ill x(k)
(412)
In the next section we compare the numerical stability of the explicit and implicit Euler
methods.
NUMERiCAL 5TABILITY
The explicit Euler solution, written in terms of the initial condition, is (from (4.10):
x(k + I)
which will be stable if
(1 - flt)"
x(O)
11- AlIT 1< 1. This is the same re~Htlt if we usc the representation:
x(k + i)
g(x(k))
(I - ~1)X(k)
ill
<I
flt
0<flt<2T
while the solution will have a stable, oscillatory solution for:
T<ill<2T
and a stable, monotonic solution for:
o<
ill < T
The implicit Euler solution, written in terms of the initial condition, is (from (4.12)):
x(k +
'"
( )
I)~ I;~I
x(O)
th
Euter Integration
Sec. 4.2
85
which will be stable if II/l+~t,'T1 < 1. This is the same result if we usc the representation
x(k + I) = g(x(k)) = (
+ !it
) x(k)
and the stability requirement that 11/ ::to < 1. Notice that the implicit Euler method is stable for any value of D.f (as long as the sign of D.l is corrcct) and will not oscillate.
EXAMPLE 4.1
Let x(O) ::::: 4, T :::: 5, and tlt ;:: I. Table 4.1 compares the exact solution (4.9) with the explicit
Euler (4.10) and implicit Euler (4.12) methods.
TABLE 4.1
x,
exact
()
4.()()()()
1
2
3
3.2749
2.6813
2.1952
1.7979
1.4715
x, Explicit Euler
4.0000
3.2000
2.5600
2.0480
1.6384
1.3107
error
-2.YkJ
-4'yf{-)
-6.7(70
---8.99()
-10.9%
x, Implicit Euler
errol"
4.0000
3.3333
2.7778
2.3148
1.9290
1.6075
J.(-H('
5.49;
The results shown in Tahle 4.1 are illustrated graphically by the curves in Figure 4.2.
implicit
explicit
FIGlJRE 4.2
D.t = I.
Comparison of the exact solution with the explicit and implicit Euler for
1.81;1,
7.Yfri
9.2(;{,
86
Chap,4
Numerical Integration
at : : :
Larger Integration Step Size. We have seen the well-behaved response for
I
(which is 7/5). Consider now a larger D..t. We cun sec from (4.10) that the explicit l-:u1cr
method predicts.r::::: 0 for all time after time 0, if at;;:::; T. Indeed, the explicit Euler solution is oscillatory for fj,t > 7, for this process. For example, let at = 6 for this problem.
The results arc shown in 'fable 4.2. These results arc illustrated more graphically by
the curves plotted in Figure 4.3. The implicit Euler techniquc has monotonic behavior
and more closely approximates the exact solution. We sec that the implicit Euler
method call tolerate it larger integration step size than the explicit Euler technique.
Linc)]r First Order Example (r;:: 5, ilt;:: 6)
TABLE 4.2
,~~---~
x, exact
x, Explicit Euler
4JJOOO
U04S
03629
0-1093
(W329
4JJOOO
-II-SOOO
0,1600
,(HmO
OJI064
6
12
IS
24
-Y,
Implicit Euler
4,0000
LSIS2
11-8264
IU757
IU70S
implicit
exact
0
explicit
-1
0
FIGURE 4.3
10
15
20
25
Comparison of exact solution with implicit and explicit Euler for D.l;;o.
30
o.
We have seen that thcre is a limit to how large a step size can bc tolerated by the explicit
Euler method before it goes unstable, while the Implicit Euler Inethod rcmains stable for
any step size. This is true for a simple linear ordinary differential equation. The following
example illustrates an important issue when solving nonlinear equations. That is. the implicit Eulcr method requircs an iterativc solution at each time step.
Sec. 4.2
87
Euter Integration
---------------~-- -
EXAjVII.JIJ~ 4.2
....
_----------~----
Consider a surge tank with an outlet f!owratc that depends on the square rool of the height of liquid in the tank. Whclllhcrc is 110 inlet flow, the model has the following form
fix
(4.13a)
dl
[\1,(1
x(l)
lit
/21'
Explicit Euler.
area).
(4.13bl
r~Lllcr
solutions.
,(k
I)
(4.14)
x(k) - tH lI\le(k
l<'or the numerical example of ([;;;; 0.8, curves for 3 different D.ts are shown in Figure 4.4.
F1G{][{E 4.4 Explicit Euler solution. !:1t:::: O.()I, 0.1, and LO. The 0.01 and 0.1 step
sizes yield virtually identical results. while there is a significant error ill a step size of 1.0.
Implicit Euler.
,(k + I)
x(k) -- uta\lx(k + 1)
(4.15)
R.ecall that when we were dealing with a linear equation we were able to rewrite the implicit
Euler equation to yield an explicit calculation of the state variable at the next time step. Here we
sec that this is impossible for a nonlinear equation. Rewriting (4.15),
(4.16)
we sec that (4.16) requires an iterative solution. That is, at time step k + I we must usc a numerical method that \vill solve a nonlinear algebraic equation. We know from Chapter 3 that a num-
Numerical Integration
88
Chap.4
bel' of techniques, including Newton's method, can be used. To illustrate clearly one approach
that we can take, let y represent tbe value of x at step k + I for which we desire to find the solulion. We can rewrite (4.16) as
y + b\/v - c = 0
(417)
where y -= x(k + I), b "" 1:11 (/, and c :;;: x(k). If Newton's method is used, we can write:
MCr(i
c.
y(i) + 1,v)'O) - c
(4.18)
yO +
I) ~ rei) _ M(YO
.
g' (yO
(4.191
where
g'(y(i
iJ
+ --7'
(420)
2VY(I)
yO+
I),~y(i)-
Iln,'(i) iJ
(\1)'0)]
(4.21 )
\lv(i) + 2
Equation (4.21) is then iterated to convergence.
Summarizing, at step k+l of an integration, we must iteratively solve for the value of x at
k+ I. That is, (4.21) is iteratively solved to convergence, in order to find x(k + 1) in (4.16).
4.3
RUNGE-KUTTA INTEGRATION
This technique is an extension of the Euler method. In the Euler method, the derivative at
time step k was used to predict the solution at step k+ 1. Runge~Kutta methods use the
Euler technique to predict the x value at intermediate steps, then use averages of the
slopes at intcmediatc steps for the full prediction from the beginning of the time step.
Sec. 4.3
4.3.1
89
Runge-Kutta Integration
Second-Order Runge-Kutta
The first Rungc-Kutta approach that we discuss is the second-order Rungc-Kutta method,
which is also known as the midpoint Euler method, for reasons that will become clear.
The Euler technique is first used to predict the state value at I:3.t12. The derivative is evaluated at this midpoint, and used to predict the value of x at the end of the step, l:i.t, as shown
in r'igufc 4.5.
Let Tnj represent the slope at the initial point and lJl 2 represent the slope (dddt) at
the midpoint:
n1,
n1,
= [
x(k + 1)
(4.22)
At
At)
( t(k) + 2' x(k) + 2 n1,
x(k) + n1,At
(4.23)
(4.24)
For autonomOllS systems, the derivative functions arc not explicitly functions of time, so
(4.22) and (4.23) can be written:
n1,
[(x(k))
(4.22a)
(4.23a)
or
n1 2
[(x(k) +
~ !(X(k))
(4.23b)
FIGURE 4.5
Numerical Integration
90
Chap" 4
x(k + I)
~ x(k)
+ L1t r (r(X(k) +
~tr(X(k))))
(4"24a)
x(k + I)
g(x(k))
It should be noted that the second-order RUllgc- Kutta is accurate to the order of :i1 2 ,
EXAMPLE 4.3
dt
~ {(x) ~
(4"8)
Ill, ~
r(x(k))
( -"
x(k) )
-I
T
x(k)
(4"25)
(4"26)
For t1t::;;;; 1,
From (4"25)
-4
--5
-1(
I) x(O) - -15 (I - OJ)(4)
I - """"
5
10
From (4"26)
[:rom (4.24)
-1
x(O)
5
x(l)
x(O) +
x(1)
111 ,
H
5
bot
Thus far, we have used single variable examples. The next example is for a
able system.
two~statc vari~
Sec. 4.3
EXAMPLE 4.4
91
Runge-Kutta Integration
Two~statc
Consider two interacting tanks in series, showll in Figure 4.6, with outlet tlowrates that are a
fun~~,igl_~_ ~!f the square root of tank height. Notice that the He)w from tank 1 is a function of
while the flowratc out of lank 2 is a function of Vl1
VII I - il 2,
FIGURE 4.6
Interacting tanks.
(4.27)
13,
= 2.5
min
13 2
=~C
fl2S
A, = 5 ft' A, = to ft'
\/6 min
dh
c] i t ' . )
1,(h"h 2
dh,
11;(h"h
2) 1
[ dt
, ! .---1-0.5vh,-h,
2<
O. -,
_I
'2
_1. ;,-
(4.28)
2\16 \ h,
Since this system is autOnomous (no explicit dependence on time), we can leave (oul of the arguments:
m,
111
~
2
];(h,(k), h2(1e))]
j(h(le)) = j;(h,(k), h,(k))
.ti(h,(Ie) + at2
[1;(h,(k) + at2
""I'
Ill",
at]
h,(k) +2
h2(k)
fI1 21 )
+ 2
fI1 21 )
Numerical Integration
92
+ IlJ
+ 1l ~ [h,h '((k
l ~ [hh '((klJ
l +
k + 1
2 k
h(k
Chap. 4
1I1,C,t
Let the initial conditions be 11 1(0) = 12 ft and hiD):= 7 ft. Also. let!J.! 0::: 0.2 minutes.
Por k = 0, we find
. 05
YI2-~7
I ..
-7-,IY7-
2v6
-0.118034.]
1. 0.018955
so
h,(O)]
hiO)
h,(O) +
!!.t
2
. 12 +2
0.2 ( 0.118(34) ~ 111.9881971
----m
~t 111" ~
"'" . t;(h,(O)
~
"'" .0
.=
0.2
7 + -;C (0.018955)
'
12 +
7.001896
0~2 (_ 0.118(34) ~
0 .2 (0.018955)
7_
11.988197f1
7.001896 fl
1;(11.988197.7.001896)
1-0.5vI1.988197-7.001896 ~ -0.116501
t;(h,(O)
+ ~. "'", h,(O) +
",(I)
",(0) +
",( I) - ",(0) +
m"c,t
v7.001896
0.OIH116
and we call continue for the next time step, k = t. A plot of the response of this system is shown
in Figure 4.7. The response of Ii] actually increases slightly hefore dccrcasing------this is missed
became of the scaling.
Notice that when hi is greater than h 2 , the flow is from tank I to tank 2; while when hi is
less than 1l 2, the flow is from tank 2 to tankl (although this cannot occur at steady-state). Since
we have assigned a positive value to F[ when the flow is from tank I to tank 2, then a negative
value of F I indicates the opposite flow. Care must he taken when solving this problem numerically, so that the square root of a negative number is not taken. For this pU'lJOse, the sign function is used
Sec. 4.3
93
Runge-Kutta Integration
::~
10
1
- - - -
gL
81
7r-------61o
20
--==========~!
40
60
80
100
time (minutes)
FIGlJUE 4.7
Runge- Kutta.
The idea behind the second-order Runge-Kutta can be extended to higher-orders. The
most commonly used method is the .f(Jllrth-order Runge-KaNa method as outlined in the
next section.
4.3.2
Fourth-Order Runge-Kutta
Using this method, the approximations arc more accurate than explicit Euler or sccondorder Runge-Kutta. The idea is to use the initial slope (m J ) to generate a first guess for the
state variable at the midpoint of the integration interval. This first guess is then used to
find the slope at the midpoint (m 2 ). A "corrected" midpoint slope (m 3 ) is then found by
using mz. A final slope (m 4 ) is found at the end of a step using 111 3- A weighted average of
these slopes is then used for the integration. The algorithm is
fill ~
[(I(k), x(k))
fIl 2 =
(4.29)
~ fIllD.I)
(4.30)
(4.3 J)
fll,
fIl 4 = [(I(k)
(4.32)
94
Numerical Integration
x(k
+ i)
x(k)
~!lL
-I-
IJ}z
11
+ tn, + m4
3
11
!,
uf
Chap.4
(433)
To become rnore familiar with integration techniques, yOll should solve sOllle of
your initial problems using the explicit Euler method. Make certain that your step size is
small enough so that the errors do not build up 100 rapidly. As you find a need for more
accuracy, you should then lise the fourtlHlrdcr Runge-Kulla method. In Section 4.4 we introduce the MAI'LAB routines that arc available for numerical integration.
4.4
Sec. 4.4
95
step size is adjusted by the routinc to provide the necessary accuracy, witholll taking too
!llllch computation limc-,
4.4.1
To usc od(-~23 or ode4~-), the reader must first generate an m-filc 10 evaluate the state
It, xl
rto, t
t ] xO )
where
xprimc
is a string variable containing the Halne of the Ill-file for the derivatives
to
t t
xO
For example, jf the lillle vector has 50 elements, and there arc three state variables,
then the stale variable vee lor has the 50 rows and three columns. After the integration is
performed, if the student wishes to plot all three variables as a fUllction of time, she/he
simply types
plot(t,x)
If you only want to plot the second state variable. then the command
plot (t, x ( : ,2) ) is given.
EXAMPLE 4.4
function hdot
Lwotnk{t,h) ;
consL~(1/{2*sqrtI6)));
"" O.2')"c3qrtlhll)--h{2))-cow,t*:;qrt(h(2));
'fhcn, the following command is entered ill the !VIATLAB command window:
[t, h 1"'ode4S { T twotnk' , [0100] , [12 7
J ' };
Numerical Integration
96
Chap. 4
Notice lhat we arc generating two arrays, ( and h, and using ode45. The function file is named
twotnk. m. The initial time is to :; :;: 0 and the final time is ~r:;;:: 100. The initial condition IS
110:;;:;: fl2 Tj'. At the MATI,AB prompt () the following commands were given:
plot(t,hl"l))
plot (t, hi, ,2) )
12
11.5
11
10.5
10
20
40
60
80
100
80
100
time (minutes)
a. Height of Tank 1
7.2
7
6.8
N
-c
6.6
6.4
6.2
6
0
20
40
60
time (minutes)
a. Height of Tank 2
FIGURE 4.8
Notice the tremendous reduction in effort when compared with generating your own RungeKuua code.
Further Reading
97
Often it is desirable to know the state variable valucs at a particular timc or at fixed time
steps. A variable stcp size algorithm yields variable valucs that are not at a fixed step
sizes. One has two options. If the variable step size is smaller than that of the variable
step, then we could reduce the step slze. The major disadvantage is that computation time
will increase.
The best option (and that recommended by MATLAB) is to use a spline fit to interpolate or extrapolate the values to desired points. The routine used is interpl.
SUMMARY
It is important for the student to understand the Euler, as well as the second and fourth
order Runge-Kutta integration techniques. When using your own fixed step size integration code, be careful with the selection of !1t. In practice, it is preferable to use a commercial integration code, which automaticalJy selects the integration step size.
The MATLAB routines llsed were
ODE23:
ODE45:
FURTHER READING
A nice treatment of numerical integration is provided by:
Parker, T.S., & L.O. Chua. (J 989). Practical Numerical Algorithms .ftJr Chaotic
S'.vstems. New York: Springer- Verlag.
Numerical Integration
98
Chap.4
STUDENT EXERCISES
1. Consider the scaled predator-prey equations.
dy,
-=a(l-y)y
dt
.2
I
dy,
;il
<X
r3
-13(1 - y,)y,
= 1.0 and the initial conditions arc ."1(0) :;;;; 1.5 and
a. Solve these equtions using explicit Euler integration. Compare various integration step sizes. What b.t do yOll recommend? In addition to transient responses
(t versus y, and Y2), also plot "phase-plane" plots (y, versus yz).
b. Solve these equations using the MATLAB integration routine ode45. Compare
the transient response curves with the Euler results.
c. How do the initial conditions effect the response of YI and Y2? Please elahorate.
2. Consider a CSTR with a second-order reaction. Assurne that the fate of reaction
(per unit volume) is propottional to the square of the concentration of the reacting
component. Assuming constant volumc and constant density, show that the modcl~
ing equation is:
dC
dt
Use the following parameters:
V
5 .
p=.mll1
3. Analyze the stability of the fOliJ1h ordcr Runge-KuHa method for the classical
order process.
dx
tit
first~
-x
What is the largest integration step size before the numerical solution becomes unstable?
Student Exercises
99
4. A gas surge drum has two componcnts (hydrogen and methane) in the feedstream.
Let Yi and y represent the mole fraction of methane in the fcedstream "mel drum, respectively. Find dP/dt and {I,v/dt if the inlet and outlet now rates can vary. Also assume that the inlet concentration can vary. Assume the ideal gas law for the effect
of pressure and composition on density.
Assume that the gas drum volume is 100 liters. The temperature of the drum
is 3 J.5 deg C (304.65 K).
At steady-state the drum pressurc is 5 atm, the molar flow rate in and out is
2 gmollmin and the concentration is 25Cff! mcthane, 75% hydrogen.
Usc Eulcr integration and ode45 to solve the following prohlems. Discuss
the effect of integration step size when using Euler integration. In all cases, you arc
initially at steady-state.
a. Assume that the molar llowrates remain constant, but the inlet methane concentration is changed to 509h. F'ind how pressure and composition change with
time.
b. Assume that the molar f10wrate out of the drum is proportional to the difference
in pressure between the drum and the outlet header, which is at 2 atm pressure.
Perform a step change in inlet concentration to 5(Y./o methane, simultaneously
with a step change in inlet tlowrate to 3 gmollmin.
c. Assume that the MASS f10wrate out of the drum is proportional to the square
root of the difference in pressure between the drum and the outlet header
(which is at 2 atm pressure). Again, perform a step change in inlet concentration to 501ft" methane, simultaneously with a step ch;:mgc in inlet flowratc to
3 gmol/min,
d. Assume that the MASS rlowrates in and out are proportional to the square root
of the pressure drops. Assume that the steady-state inlet gas header is at 5 atm.
Perform a step change in inlet concentration to 50W" methane, simultaneously
with a step change in inlet pressure to 6 atm.
5. Pharmacokinetics is the study of how drugs infused to the hody arc distributed to
other parts of the body. The concept of a compartmental model is often used, where
it is assumed that the drug is injected into compartment I. Some of the drug is eliminated (reacted) in compartment 1, and some of it diffuses into compartlnent 2 (the
rest accumulates in compartment 1). Similarly, some of the drug that diffuses into
compartment 2 diffuses back into compartment 1, while some is eliminated by reaction and the rest accumulates in compartment 2. The rates of diffusion and reaction
arc directly proportional to the concentration of drug in the compartment of interest.
The following balance equations describe the rate of change of drug concentration
in each compartment.
Numerical Integration
100
Chap. 4
(k lO + k 12 ) = 0.26 mini
a. kJ2~k2l
b. k 12 =2k 21
C. k l2 = 0.5 k21
Discuss how the concentration of compartment 2 (if measurable) could be Llsed to
dctcrmine the actual values of k l2 and k 21 .
Usc the MATLAB [unction ode45 for your simulations.
6. A stream contains a waste chemical, W, with a concentration of I moilliter. To Illcet
EPA and statc standards, at least 90% of the chemical must be removed by rcaction.
The chemical decomposes by a second-order reaction with a rate constant of
1.5 liter/(mol hr). The stream f10wratc is 100 liter/hr and two availahle reactors
(400 and 2000 liters) have been placed in series (the smaller reactor is placed hcforc
the larger onc).
a. Write the modeling equations for the concentration of the waste chemical. Assume constant volume and constant density. Let
ell'l ~ concentration in reactor 1, mol/liter
C w2 ~ concentration in reactor 2. mol/liter
F' ::::: volumetric tlowrate, liter/hr
Vj
V2
b. Show that the steady-state concentrations are 0,33333 mol/liter (reactor I) and
0,0')005 mol/liter (reactor 2), so the specification is met.
(I-lint: You need to solve quadratic equations to ohtain the concentrations,)
c. The system is not initially at steady-state. Write a function file and use ode45
for the following:
Student Exercises
101
(i). If C",I(O) = 0.3833 and C",2(0) = 0'()9005, fine! how the concentrations
change with time.
(ii), [I' C",I(O) = 0.3333 and C",2(0) = 0.14005, find how the concentrations
change with time.
7. Consider a batch reactor with a series reaction where component A reacts to form
the desired component B reversibly. Component B can also react to form the undesired component C. The process objective is to maximize the yield of component B.
A mathematical model is used to predict the time required to achieve the maximum
yiele! of B.
The reaction scheme can be characterized by
Here k]fand k tr represent the kinetic rate constants for the forward and reverse reactions for the conversion of A to B, while k2 represents the rate constant for the con~
version of B to C.
Assuming that each of the reactions is first-order, the reactor operates at constant volume, and there arc no feed or product streams, the modeling equations arc:
SECTION
III
LINEAR SYSTEMS ANALYSIS
LINEARIZATION OF
NONLINEAR MODELS:
THE STATE-SPACE
FORMULATION
Many dynamic chemical processes arc modeled by a set of nonlinear, first-oruer differential equations that generally arise from material and energy balances around the system.
Common analysis techniques arc based on linear systems theory and require a ,\tate~space
model. Also, most control system design techniques are based on linear models. The purpose of this chapter is to provide an introduction to state-space Inodcls and linearization
of nonlinear systems. After studying this chapter the reader should be able to:
Write a linear model in stale-space form.
Linearize a nonlinear model and place in state-space form.
Use thcMATLAB eig function to analyze the stability of a state-space model.
Develop the analytical solution of state-space models.
Understand stability and transient response charactcrstics as a function of the
eigenvalues.
Understand the importance of initial condition "direction".
Be able to use the MATLAB routines step and initial for simulation of statcspace models.
The major sections in this chapter are:
5.1
5.2
5.3
5,4
5.5
5.6
State-Space Models
L,inearization of Nonlinear Models
Geometrical Intell1retation of Linearization
Solution of the Zero-Tnput Form
Solution of the General State-Space Form
MATLAB Routines step and initial
105
106
5.1
Chap. 5
STATESPACE MODELS
Thus far in this text we have discussed dynamic models of the general form:
x=
f(x,u)
('ill
EXAi\IPLE 5.1
NOllintcracting Tanks
Consider two tanks in series where the flow nut of the first tank enters the second lank (Figure 5.1). Our objective is to develop a model to describe how the height of liquid in tank 2
changes with lillIe, given the input fJowratc F,,(t). We aSsumc that the flow out of each lank is u
linear function of the height of liquid in the tank.
Fo
t
h1
tbi.
tt=L.
F1
h2
FIGURE 5.1
Noninteracting tanks.
A material balance around the first tank yields (assuming constant density and F] :;;; [1 IlIl)
(5.21
where A J is the constant cross-sectional area (parameter), I) I is the flow coefficient (paranlt'((TL
Po is the fJowrale into the tank (input), and hi is the tank hcight (state).
Writing a materi<l.1 balance around the ~econd lank (since Ii~l :;::- [)2ItZ)
F. J- _ ../3)' II
A, 2
A,
Sec. 5.1
107
State-Space Models
where A 2 is the constant cross-sectional area for tank 2 (parameter), ~2 is the now coefficient
(parameter), F J is the flowratc into the tank, and /1 2 is the tank height (state). In this case, F I is
not an independent input variable that can be manipulated, since F 1 =. {3Jh J " We can write the
previous equation as
dI',.
/3,
df - A
~2 h
1 -
(5.3)
Notice that we can write (5.2) and (5.3) in the following matrix form:
(5.4)
x=Ax+Bu
(5.5)
where:
/3,
A,
/3,
A2
The state and input vectors arc (notice that the input is a sC:;llar):
= r~:J
anel
II
= Fo
The additional equation that is nonnally associated with a state space model is
(5.6)
y"c:Cx+[)u
where y is a vector of output variables. Generally, output variables arc variables that can he measured (at least conceptually) or arc of particular interest in a siumlation study. Here, we will consider the case where both tank heights arc outputs. Let output I be the first tank height and output 2 be the second tank height
[I 0] [h'l
~ o
h,
cc
where:
oj
I
[o I
ex
108
Chap, 5
/fwe also consider the input, F o' to be the third output variable, we have the following relationship:
5.5.1
'l I []
1
1 [;;'] +
'
()
[F;,]
-I-
dt
(JIll X;,
-I- b ll
H)
-I-
-I- h Jill
-I-
lim
dim U IlI
which has n state variables (x), m input variables (ll) and r output variables (y). This relationship is normally written in the matrix form:
["]
x"
['
(lui
(112
(1,,2
'or] ["
"""
x"
b",
Yr
(r1
(;,<2
em
x"
tid
btl
bill
"r]
b~!Il1 I:",
d l2
da
"]1
"]
d~lIl
ltl/l
Sec. 5.2
109
(state~space) form:
x~Ax-l-Bu
y~Cx
-I-Du
(5.7)
where the dot over a stale variable indicates the derivative with respect to time. A~ shown
in Section 5.4, the eigenvalues of the Jacobian matrix (A) determine the slabihty of the
system of equations and the "speed" of response.
The aij coefficient relates state variable j to the rate of change of state variable i. Sillli~
larly, the bij coefficient relates inputj to the rate of change of state variable i. Also, cij relates
state j to output i, while dij relates input) to output i. We can also say that the klh row of C
relates all states to the ktll output, while the kth column of C relates state k to all outputs.
In this section we have shown how to write modeling equations that arc naturally
linear in the state-space form. In the next section we show how to linearize nonlinear
models and write them in the state-space form. Linear models are easier to analyze for
stability and expected dynamic behavior.
5.2
5.2.1
(5.8)
The function of a single variable, j(x), can be approximated by a truncated Taylor senes
approximation around the steady-state operating point (.-r):
. ~ f(xJ -I- ..
iif
j(x)
dx x,
2 dx
(5.9)
x,
. = j(xJ
.
j(x)
-I- af
. I (x - xJ
dx
(5.10)
x,
Note that:
dx y
dl
()
~jx,
~O
(5.11 )
110
Chap. 5
dx = f(x) == 'iii
.
dt
rh
(x- x,)
.1,
where the notation 0f1(}ti.t is used to indicate the parlial derivative ofJ(x) \vith respect to .t,
s
evaluated at the steady-state. Since the derivative of a constant (1;) is zero. we call write:
dx
'J
d(x dl
dl
I) 13)
I (x - x,)
d(x - xJ
,.= ill
.'
dl
dx
() 1-II
-I,
ThcTcaSOll for using the expression above is that we arc orten interested in deviations in '-1
stale from a steady-stale operating point. Sometimes the symbol is llsed to represellt dc
viat;rm variu!JIes, x' ::::: X -'_:y We can sec that a deviation variable rcprcscllls the CIWll).!C
or perturhation (dcviatirm) 1'1'0111 a stcady-state value.
I
() 1)1
state~space
Corm:
dr'
(f
dt
(516)
x'
5.2.2
\VC
consider a
Similarly, consider a function with one state variable and one input variable
dx
dl
f(X,II)
() 171
.
/(X"II,)
+ ;'ill I
d.x
.t,.Il,
.iY'/1
.:
dxtJU
(x - xJ
+ {iu
.'ill I. (II - IIJ
.1,.1/,
rJlr
.\\.11\
Sec. 5.2
111
x.
~~
. It )
fix
s, s.
iI f
+.
(Jx
(x - x )
.\",.(1,
t-
ill
()ll
IJ',
(It -
ItJ
(5.18)
d(x dl
xJ .~. ilf I
ax
(x
~. x) +
',.11,
It -
ilf
all
(li
',,II,
.~
uJ
11,1':
dx'
dt
= (/ x'
j--
b u'
(5.19)
g(x.lI)
(5.20)
Again. performing a Taylor series expansion and truncating the quadratic and higher
terms:
(5.21 )
Since g(x,I"u\) is simply the stcady-state value of the output Cv), we can write:
(5.22)
or
y - y, ~
where c:::: aJ;J{)xi.\. \" /I s and d
co (x - xJ + d (li - lIJ
= dg/au:,_'-
.\',II.\'
y' ,,::.
l~xalnplc
system.
x'
+ d II'
(5.23)
one~input,
one-slate nonlinear
112
Chap. 5
\vhcrc Ii i\ tlie
sjalC
dh
13 \ II
<il
.1
.'1
\ariilhlc. F is the input \'ariahlc. 13 Hild A arc parameters. The riglJlhand side is:
I(ld)
I ,
1(l1F)
I
hi'
Ij \
,I
[3
I-
2/\ \ h,
III
(:,),251
rile ftl'\l terll] ell] the righthand side is lern. because the lincari/<ltioll is ahout a slcady~swtc
point. That is.
<ih
dl!'
()
.1
hJ
d(h
II, 11.1
I'
1,,\ \ II
<il
dh'
I'
<II
2/\\ 11,
I
+
II'::::
II
and dmpping the
II"
,I
I.'
!--'\)r \:UIl\CllicllCC (simplicl1;' in llotatj()!11 we often urlJJ! the (') notation and assume that x ~l!1d II
/I::::
(,i
dIld
write:
til:
IJ
dl
2/\ \' h,
"
dr
dr
5.2.3
ux-l-bu
(527)
The prC\ious cx,-ullples sho\\ed how to linearize single-stale vari~lhlc systems. In this seclion \VC geJlcralizc the technilJue for any' I1umber
slates. lkfnre vvc generalize the techniquc. it is worthv,hile to consider an example system with Ivve) states, olle input and OIlC
output.
ur
~ . ._ - - - - - - - - - - - - _
Sec. 5.2
EXAMl'LE 5.3
113
Two~statc
S.ystCJll
dX j
~ 1;(.r, ,X"ll)
lit
(5.28)
(5.29)
(5.30)
Performing a Taylor series expansion of the nonlinear functions, and neglecting the quadratic
and higher terms:
and:
"\x,
-=-or,,} and
dl
d(x] - x 2 )
lit
114
Chap. 5
,II,
,ll""1
(Ju
f-
_.
[ df e
(JII
\\hid)
i~
,II~'
dg
<lg
d.t]
t .. " . "
ilx,
(5.311
XI,
t"
x'
A x'
ex'
y'
+ H u'
+ D u'
5.2.4
Generalization
NO\\ consider the tll'ncral nonlinear Illodel \\'hcrc x is <l \cdor of II state v<triable,,_
v('clOr of III input \ariahlcs and y is a vectur of r output \ariables:
x,
xn
..
1;,(x 1
lJ
is
(j
, .. lI m )
-V ,
Yr
g,(.\l"
,X",II], .. .11 1)
In \-ector notation:
f( X,II)
15 ..\.11
g(x,u)
(';,\41
F killen!" of the linearization matrices arc defined III the follll\ving fashion:
/\ 1.1
"1.1
(lX,' __ Ii
<11/,
I .. "
Sec. 5.2
115
(5.37)
c,'.I
= iJu
'''i
~
dAj
i)u
D = -"-"
II
.1,_1<,
aU
statc~spacc
"/'>
(538)
form:
x'
A x' + H u'
y'
Cx'+Du'
Generally, the () notation is dropped and it is understood that the model is in deviation
variable form:
x=Ax+BlI
y=Cx+[)lI
Usually, the measured (output) variable is not a direct function of the input variable, so it
is Illore common to sec the following state~spacc model:
x~Ax+BlI
EXAMPLE 5.4
[~xample
5.4.
Interacting Tanks
FIGURE 5.2
Interacting tanks.
AsslIlne that the flowratc out of tanks is a nonlinear function of tank height. The f]owratc out of
tank one is a function of the difference in levels between tank I and lank 2.
116
Chap. 5
Also, assume that only the second tank height is measured. The output, in deviation variable
form is
Notice that there arc two state variables, one input variable, and one outptH variable.
Let
= F- F,
The clements of the A (Jacobian) and R matrices 5.35) and (5.36 arc:
"fl
ilf
ah'}
lJil 1
Au
IJ I
2A I Vhl,\~--h~;
hJ;
~I
2A1VhL\-=7i~\
h F
".<
~2
~J
2A2v'hl;~-li;_;
li
=
II
ill
I
ilF hJ',
2A,vh"
Al
=0
Since only the height of the second tank is measured, y
ell
0:::
(jj;; k.", ~~ 0
ilL,
(from (5.37)):
Sec. 5.3
117
Interpretation of Linearization
Il,
(!li']
[
Il,
{fJ:}
2A2V/hl,--~-h2'
dt
Ul}UI
[O!]
1~:1
where:
In this section we have shown how to linearize a nonlinear process model and put it in
slate-space form. The states in this model arc in deviation (perturbation) variahle form;
that is, the states arc perturbations from a nominal stcady~stat:c. A stale-space moclel provides a good approximation to the physical system when the operating point is "close" to
the linearization point (nominal steady-state).
5.3
INTERPRETATION OF LINEARIZATION
In Section 5.2 we illustrated the method of linearization of models into slalc~space form.
The objective of this section is to illustrate what is meant hy linearization of a function.
Consider the single tank height problem, which has the following model:
dh
dl
J(h,l')c
f3
II
...
vh
(5.39)
I/V5
f(hYJ
c.c
I ~
vh
J(h.FJ = f(h,,!',)
+:"If I . (h ~ h,)
dh
h,)"s
(5.40)
118
Chap, 5
0,5
~
"'"
linear
-a,s
10
2\15
(h -
hJ
or
I
('(hF)=O--(h-h)
's
.
10'
(54 I)
10
'"
'q;
'"
.c
1"
.' ..
'
10
20
30
40
lime, min
FIGURE 5.4
initial conditions.
50
Sec. 5.4
Solution of the
Zero~lnput Form
119
We can see how good tbe linear approximation is by ploning both the nonlinear function
(5.40) and the linear function (5.4l), as shown inlijgurc 5.3 011 p. liS. Here we have used
x to represent tank height and .f(x) to represent the nonlinear and linear functions. Notice
that the linear approxiruation works well between roughly 3.5 to 7 feet. or course, the two
functions arc exactly equal at the steady-state value of 5 [eet, which was the point at
which the Taylor series expansion was performed. H.calizc that .f(x) is dx/dt, which is the
rate of change of tank height. It makes sense that the rate of change is positive at a tank
height less limn 5 feet, because the system "seeks" to achieve a steady-state level of
5 feel. Similarly, for a tank height greater that 5 feet, the rate of change of tank height is
negative, because the level "desires" to decrease to 5 feet. We can also see that the linear
system wiJl be slower than the nonlinear syslem, if the tank height is less that 5 feet, but
will be faster if the height is greater than 5 feet, as shown in Figure 5.4.
5.4
where x and u are deviation variable vectors for the stales and inpulS, respectively. In this
section we assume Ihat the inputs are held constant at their steady-state values, but thaI
the states may be initially perturbed from steady~state. The "zero-input" form of the state
space model is then:
.j
[
[
\1
all
t'/I
{lnl
{/lll
(/1I2
llll/l
]
1r
XI
.fn
or
Ax
(542)
This form is used to analyze the stability of a system and to understand thc dynamic behavior of a system that has had its statcs perturbed from the steady-state values.
Recall that the single variable equation:
ax
X(I)
,,'" x(O)
X(I) ~ e"'x(O)
(5.43)
and the solution to (5.43) is stable if all of the eigenvalues of A are less than zero. The response of (5.43) is oscillatory if the eigenvalues arc complex.
120
Chap. 5
There arc many differenl ways to calculate the exponential of a matrix; in this chapter we discuss only the similarity tr{[n.~1"orm method.
Recall that the eigenvector/eigenvalue problem is written (sec Module 2 for a review):
AV=V;\
(5.44)
V =
where
S,
=[~~:]=
S2 =
[~~~]
[s,
S2J
v"
=. v"
"12)
"22
(5.45)
I I
I..,
0 1..0
(5.46)
A=V;\V '
(5.47)
= V
ei\1
V-I
(5.48)
(5.49)
where
and we sec imlllediately why Ai
(5.50)
An interesting result is that an initial condition vector in the same direction as ~i has a response in the direction of ~i with a "speed or response" of Ai" This is shown by the foll{)w~
ing analysis.
5.4.1
x=
Ax
(5.42)
x = Vz
(5.51 )
Sec. 5.4
121
or
z = V--- J X
(5.52)
x=
V Z
(5.53)
Vz=AVz
(5.54)
z = Vi A Vz
(5.55)
V'AV=!\
(5.56)
z=
(5.57)
!\ z
Z2
(5.58)
z]
= "-IZ\
12 =
"-2 Z2
(5.59)
(5.60)
z,(t)
Z,(O) e'"
(5.61)
z,(I)
= Z2(0) e'i
(5.62)
(5.63)
z(O)
(5.64)
[ ZI(t)1
z,(t)
or
z(t)
eAl
ESCOLA Dc EHGENHARIA
BIBLIOTECA
122
Chap. 5
then:
z(t)
(5.66)
then,
(568)
"
Al
'I'llis means that state variable initial conditions in the "direction" of the first eigenvector will have a speed or response associated with the first eigenvalue:
(569)
and state variable initial conditions in the "direction" of the second eigenvector will have
a speed or response associated with the second eigenvalue
x(t)
v z(t)
(5.71l)
Knowing the effect of the initial condition "direction" is impOitant. If a randOlll case
study approach was taken, then we might arbitrarily select initial conditions that \verc
'"fast.'" \vhilc other (missed) initial conditions could cause a much slo\\'cr response.
We \vill show two examples of tbe c-free! of initial condition: Example 5.5, where
the syS!elll is stable, and r':xample 5.6, \\'here the system is unstable.
Sec,5A
I<;XAMI'LE 5.5
123
A Stable System
+ x2
XI = - 0.5 XI
(5,71 )
(5,72)
x = Ax
(5A2)
= [. -1l.5
1 '.1
(5,73)
-2
det ([.
+ 05
J)
- 1
+ 05)(A + 2)
= (A
A+ 2
so
A,
- 0,5
= -
A,
<, = [-11.5547
'1
0,8321
Note that Sl is the "slow" subspace, since it corresponds to Al = -0.5 and
space, since it concsponds to'\2 :::;::-2,
The numerical values of (5.50) for this problem are
X(I)
= V
~2
e'" V 'x(O)
O
-0,5547J[.e
0,8321
"
e"
(5,74)
x(O)
~ [~J
(5,75)
X(l)
[I e-~5'1
(5,76)
X(O)
= I. - 0.5547.1
0,8321
(5,77)
124
Chap. 5
- 0.5547
X(f)
(5.781
0.8321
Note that x(O) :::; ~l"'" f.lll is the slow initial condition and x(O) :;; ~2 :::;; I---~;_:~-_:~
I is
the fast
initial condition, as shown in Figures 5.4 and 5.5. The initial conditions in the fast subspace IWH'
reached the steady-state in roughly 2.5 minutes (Figure 5.6), while the initial conditions in the
slow subspace afC roughly 7SCYo complete in 2.5 minutes (J-'igurc 5.6').
11'IGlJRE S5
subspace.
The expm (matrix exponential) function from MATLAB can be llsed to verify these simulations. Using t :;; 0.5 and the fast initial condition, we find
;:::
[~O. ~j
1;
0, '-2] ;
x -;;; expm(a*O.5)*[--O.5547
x
0.8321]
;:::
-0.2040
0.3061
Sec. 5.4
~hown
125
in I,\gurc 5.6.
fa.:H suospace
x(O) = [- 0.5547 ]
0.8321
-1
o'-------------------='
2
345
FIGURE 5.6
subspace.
The previous example was a stable system. The next example is an unstable system.
EXAMPLE 5.6
~\'2
1.22
2x 1
+ Xl
= 2x, -. Xl
II
- I
= -1.5616
A2
<2 -
=.
2.5616
<1 =
...
0.270:1 .1
-O.962g .
o.R719]
l0.4896
s[
since Al < 0,
is a stable subspace; since A2 >. 0, S2 IS an unstable suhspace.
The solution for this system is:
Xl
__._ ["
() -
o.R71911e
0.2703
-0.9628 0.4896
15(,lr"
11 0.5038
e 1.56 \(il.O.9907
8972
-0.
1 x(O)
0.2782
126
Chap. 5
O,'7(H!
x(O)
--
O.~h2-f-; I
xl t)
~I\
shown in
r"i)!UH:
.".7
stable sUbspace
~~-~--===-------I
~~
x
-0 5
- O,9h28 ('
f /,.
1/ "
x(O)
~[
0.2703]
0 9628
-I'L----:----------::---;;-----o
2
3
FlCa"IU: 5.7
that is,
X7191
0
[ (l'-iS96
rUnl9 (-"';('11,'
[O.-iX(l() eo' ,",h'
FIGUI-U: 5.8
02
O~
06
08
Il should be noted lhal if the initial conditioll is Ill)! ('.Y(lU/\' in the stahle slIh"pacc. the solUliull
\\'illl.w~jll to di\l'I'!,!c and hCCOllll' unslahk. Thut is. if thl' initlal cunditi()11 i" olT by. "a;, 10 !p.
thl' rl'Sp()Il"l~ \\,ill l'\,cntually lxconw Llllbuumkd.
Sec. 5.6
5.5
127
b 12
;.]
",-
b n2
b nm .
_U~iI
[] ["
__u:
"T] l"
at?
11
(lll/!~
ali?
b"l
\ /I
or
x~Ax
Illu
(5.79)
x=a.\l-bu
(5.80)
X(I)
~c
b
en, x(O) I (e'" - I) 1/(0)
a
(5.8 I)
nCO~
from
to tis
X(I)
P xeD)
Q u(O)
(5.82)
where
(583)
and
F:quation (5.82) can be used
to time step by using:
ttl
(I' - I) A 'II
(5.84)
solve f{}I' a system where the inputs change from time step
X(I + AI)
+ Q U(I)
(585)
Px(k) + Qu(k)
(5.86)
P X(I)
x(k + I)
where k represents the kth time step. Often a general purpose nuttlcrical integration tcch~
niquc (such as one presented in Chapter 4) will be used to solve (5.79).
5.6
128
EXA!\'1PLE 5.7
Chap. 5
Consider the follO\ving: lincarilcd form of a biorcactor model with suhstrate inhibition kinetics
(see tvloduJe 8 for details):
x=Ax-fBu
)'=Cx+Du
where:
A=
- 0.7500
009056-]
2.5640
B _[- 1.5302 [
_ 1.8255
[oI 0]I
J) -
[~;I
a =
[0,
0.9056;--0.7500, -).')640]
<::1
0.9056
co::
[--1.5302;3.8255)
-1.5302
3.8255
[l,O;l,OJ
>-,.c
[0;0)
c1
o
o
Sec. 5.6
MATLAB Routines
~;tep
and initiiJl
129
eig(a)
ans : :; :
~().3000
-2.2640
5.6.1
The MATLAB step [unction assumes a deviation variable form (the initial conditions
are zero). The cOlllmands arc.:
[y,x, t]
stcp{a,b,c,d,l);
" plol(t.,y)
which yields the plot shown in Figure 5.9.
Notice that the ::3 te-p function automatically determined the length of the Ii me vector. You may also provide an equal~spaccd time vector and usc the following command
[y,x] = step(a,b,c,d,l,t)
5.6.2
The MATLAB ini t ial function assumes a deviation variable form, with the initial
conditions perturbed from zero. The commands arc:
FIGURE 5.9
130
[Y,x,tJ
Chap. 5
initial(a,b,c,d/l);
ploL(t,y)
Notice that the band d matrices are not really used by' the initial function. since it is assUllled that there is no input change.
SUMMARY
In this chapter we have developed a statc~spacc model of a chemical process thm is in..
hcrcntly linear (e.g., the tank height example). \\ic have also \ho\vn I1mv to linearize
models that are nonlinear. The models obtained in this fashion arc based on r/eriulioll
l'ariables, that is. the states and inputs arc perturhotiolls from the steady-state operating
point where the linearization is pcrfonncd. The stahility of a nonlinear syqcrn is determined from the eigellvalues of the Jacobian matrix in the linearized model (statc-sracc
form ).
Several important concepts were presented in this chapter.
For unforced systems (zero input). the initial conditiclll vector \vil! determine the
"speed" (If response. For stable systems (all A 0), the eigenvector associated \vith
the largest rnagnitude A is the fast direction, while the eigenvector associated with
the smallest A is the s\()\v direction.
Although it is possible for a system with both Ilegatin; (stable) and positi\e (unstable) eigenvalues to have stable behavior if the initial condition is In the stable subspace, this is impossible in practice. Any perturhation from the stable trajectory \-vill
cause lhe solution to become unbounded (unstable).
The I,,:1ATLAB routines that \-vere used include:
exprn:
step:
Matrix exponential
Step response of a state-space (or transfer function) model
Student Exercises
131
eigenvector
linearization
stability
Taylor series
FURTHER READING
L,inearization is discussed briefly in most books on process control, including:
Luyben, W.L. (1990). Process Modeling, Simulation and Control for Chelnical Engineers, 2nd Ed., New York: McGraw-Hill.
Marlin, T.E. (1995). Process Control. Designing Processes and Control Systems for
Dynamic Performance, New York: McGraw-HilI.
Ogullnaike, B.A. and W. H. Ray (1994). Process Dynamics, Modeling and Control,
New York: Oxford University Press.
Seborg, D.E., T.F. Edgar, and D.A. Mcllichamp (1989). Process Dynamics and
Control, New York: Wiley.
Stephanopoulos, G. (1984). Chemical Process (:ol1trol: An Introduction to Theory
and Practice, Englewood Cliffs, NJ: Prentice-Hall.
STUDENT EXERCISES
1. As a process development engineer you arc working on a process with three
continuous-stirred-tank reactors (CSTRs) in series. A constant volumetric H(l\vrate
(flowratc docs not vary with time) is maintained throughout the system, howcver the
volume in each reactor is different (but constant). Since thc temperature varies from
reactor to reactor (but is constant in an individual reactor) the reaction rate parameter is different for each reactor. The molar concentration of the inlet stream varies.
Assume that the density of the streams remains constant (independent of concentration). The reaction is a first-order (irreversible) decomposition (11 --> B).
Molar rate of decomposition of A (per unit volume) = k CA
132
Chap. 5
kl
k:;:::
0.55 mirr 1
2. Consider a chemical reactor with bypass. as shO\vn below. Assume that the rcnction
rate (per unit volullle) is first-order (r::: kC j ) and ('I is the concentration in the reactor (the reactor is perfectly' mixed). Assume that the volume in the reactor (V) and the
feed flowrate (F) remain constant. crhc fraction of feed bypassing the reactor is
(l -a)F and that entering the reactor is aF. Assume that the fraction bypassing the re~
actor does not change. The inlet concentration (C i) is the input vmiable and the mixed
outlet strcarn composition (e 2 ) is the output variable. \\lrite this model in state-space
form (this model is inherently linear, so deviation variahles are not neededj.
A :( + n If
\"=C'x+-Dl/
o(.{-)
k. I
.~)
A + A
k.-,
[i
~,
k,
.)
d('.,
dl
dC"
V ( .. ("/1)1 (k,
dl
where
k,
5
6
min
(Ii
Ie
10 mol
liter
5
]
(A -
k: elll
I liters
6 mol min
nlln- I k, =----:-
("
ii'
mol
.,-~
I iter
a. Find the steady-state dilution raIl' UIVj and concentration of B (show all units).
h. Linearizc and put in state-space hlrm (find the numerical values of the A. B, and
(' matrices), assuming that the manipulated vari,l!,!e is dilution rate (F/I/) , and
the output variable is CI).
c. r;'ind the eigenvalues (shmv units).
d. Find perturbations in initial conditions that arc in the fastest and slo\-vcsl directions.
133
Student Exercises
4. A chemical reactor that has a singlc second-ordcr reaction and an outlct r10wrate
that is a linear function of hcight has the following model:
dVC
-= Fe
dt
In
- FC - WC
III
dV
= F -F
dt
III
(5.87)
(5.88)
where the outlct f10wratc is linearly related to the volume of liquid in the reactor
(F == 13V). The parameters, variables and thcir steady-state values are shown below.
Equations (5.87) and (5.88) can be written in physical state variahle form as
dC = Fi" (C _ C) _ kC 2
dt
V -
(5.89)
(1l
dV
dt = F - "V
t..J
(5.90)
11/
l---ist the states, outputs, inputs and parameters for the nonlinear equations (5.89)
and (5.90).
b. Linearizc (5.89) and (5.90) and write the state space modcl (find the numeric_al
values for the A, B, and C matrices), assuming that thc inlet tlowratc is the input
variable and that both states arc output variables. Define thc deviation variahles
for states, inputs, and outputs.
5. Find the "fast" and "slow" initial conditions for the foJlowing model
H.
6. Find the stable and unstable subspaccs for the following system of equations
Plot the transient responses for initial conditions in both the stable and unstable subspaces. Show that a small perturbation from the stable initial condition will lead to
an unstable solution.
134
Chap, 5
13
"-
AI,
A,
A,
13 1
13,,
I" I ]
["1\
+ AI,
",'.
0
I';,
Consider a system where the stcady~statc f10wratcs arc 5 ftJ/min, and the following
cross-sectional areas and steady-state heights:
Al ~
~
hi
We find (1"')Ill F I ~
2n'
A, ~
2.5 It
h,
lon'
5 It
nlln
1,
0 '1Ihh, ,I+[05I F
l
--1
0,2 - OJ
:J
[o
()
"
",
()
"
a. Work in deviation variable form and find the fast and slow subspaces. Use ini-
tial to simulate the unforced deviation variable systcrn (input deviation remains constant at 0), from initial conditions in both the fast and slow suhspaces.
h. Usc the results from part <1, and convert to the actual physical variables.
c. Work in physical variable form. Usc ini tial to simulate the unhJrced deviation
variable system (input remains constant), from initial conditions in both the fast
and slow subspaccs. Show that the results obtained afe the same as those in part b.
8. As a chemical engineer in the pharmaceutical industry you are responsible for a
process that uses a bacteria to produce an antibiotic. The reactor has been contaminated with a protozoan that consumes the bacteria. The predator-prey equations arc
Llsed to model the system (b ::::: bacteria (prey), jJ ::::: protozoa (predator)). The time
unit is days.
dh
dl
dl'
dl
'Y bp
13 I'
Student Exercises
135
b. Usc the scaled variables, tv and z, to find thc following scaled modeling equations
Ii
rill'
d/
dz
d/
,,(I
=~
z=
ll'
~z)w
fl (1
w)
c. [<'ind the eigenvalues of the Jacobian matrix for the scaled equations, evaluated
at W s and zr Realize that ll'.I ' and z,\. are 1.0 by definition, Find the eigenvalues in
terms of ct and f3.
d. "rhe parameters arc (~ :::0 f3 ;:; : 1.0 and the initial conditions arc w(O) ;:;;: 1.5 and
z(O) = 0.75.
i. Linearize and write the state-spacel~ml1 (let the state variables be Xl :::0
HI ,- It\- and );:, ;;;;; Z - z).Find the initial condition vector xo ;;;;; [,,".,0)) [, to use
.
~
.
'x,D
with in.it_ial.
ii. Solve the state space model from (I) lIsing lsim and plot the transient response of Xl and x2 as a function of time (plot these curves on the same
graph), simulating to at least t ;:;;: 20.
iii. Show a phase-plane plot, placing Xt on the x-axis and x2 on the y-axis.
iv. WhItt is the "peak-to-peak" time for the bacteria? By how much time docs
the protozoan "lag" the bacteria?
9. Consider the state-space model
Ii'l I. ~ 1.0
"2
4.0
0.011 X'i
.\,
5.0
136
Chap. 5
Assullle a firsHmJcr decornpositi()tl of ;\-->8. Assume that all flo\\TatC\ arc C(lll
stant (volumes arc consUlllt).
a. \\;'ritc the moueling equations for concentration or A, using either the instantaneous or integral method.
h. \Vritc these in state-space form:
X~AX4
Bu
I;,
cu
_ kgnlOl
.j
IJ.3.1.13.1 hr
111
V~ = l)m
VI'" 15nr'
d. Find the eigenvalues of the A matrix. Discuss the swbility of this Sy'stClll.
e. The inlet concentration.
('Ii'
F,
T,
Tank
Jacket
outlet
Jacket
r-
---
Jacket inlet
T
Tank outlet
Part 1
a. Write the dynamic modeling equatiolls to find the tank ami jacket tcmperaturcs.
Do not usc any numerical values----Jeavc these equations in terms of the process
parameters and variahles. State any additional assumptions needed [0 sol ve the
problem.
Student Exercises
Assume:
137
Constant level.
Perfect mixing in both the tank and jacket.
The tank inlet flowratc, jacket flowrate, tank inlet temperature, and jacket
inlet temperature may change.
The rate of heat transfer from the jacket to the tank is governed by the equation Q ;:;; UAClj ~ T), where U is the overall heat transfer coefficient and
A is the area for heat exchange.
b. State the nl(~jor objective of this process.
c. What do you consider the most important measured variable?
d. What is a likely input variable variahle that you would use to maintain a desired
tank temperature?
Part 2
Assume that both the tank fluid and the jacket fluid are water. The steady-state
ues of this system variables and some parameters arc:
I'l'
min
1; =
Tjill
p(~, = 61.3
Btu
OF
p/'~)j = 61.3
50"F
Toe 125F
v c=
20(Y'F
7; = 150"F
VJ = 1 ft'
10
val~
Btu
OF
n'
x=Ax+Uu
where
x=
u=
state variables
input variables
1'- l' ]
Y = 1T- 7:
J
J.I
= output variables
138
Chap. 5
Part 3
h. Simulate the system of state-space equations for a step change in the jacket
flowratc from F:i =: 1.5 ft 3/min to l'j =1.75 ft 3/rnin F at time::: 5 minutes (work
in deviation variables, but remember to convert back to physical variahles before plotting). What is the final value of the states, in the physical variables
(T and 7/? Plot the response.
i. Perform some simulations with step changes on some of the other input variables. Comment on any different behavior that yOll Illay observe.
12. Consider the following model of 2-stagc ahsorption column:
dzdl ~, (L)
w _ (L + Vii) "+ V ".
MM
M'I
where IV and z arc the liquid concentrations on stage I and stage 2, respectively.
L and V arc the liquid and vapor molar flow rates. 'Zr is the conccntration of the vapor
strcam cntering the column.
Thc steady-state input values arc L := 80 gmol incrt liquid/min and V:::: 100
gmol inert vapor/min.
'fhe paramcter values arc M:::: 20 glnol inert liquid, a = 0.5, and 7f= 0.1 gmo]
solutc/gmol inert vapor.
H. Find the steady-state values of wand z.
h. Lincahzc and find the stale space model, assuming that L and V arc the inputs.
c. Find the cigenvalucs and eigenvectors of A (Jacobian).
d. l,'ind thc expected "slowest" and "fastcst" initial conditions (perturbations from
steady-statc).
13. Most chemical proccss plants have a natural gas header that circulates through the
process plant. A simplified version of such a header is shown below.
Pi
From
source
valve i
Plant piping, represented
as a perfectly mixed drum
To furnaces
Here, the natural gas enters the process plant from a source (the natural gas
pipeline) through a control valve. It flows through the plant piping, which we have
represcnted as a perfectly mixed drum for simplicity. Another valve connects thc
Student Exercises
139
plant piping to the gas drum for a hoilerhouse unit. Gas passes through another
valve to the hoilerhouse furnaces.
The objective of this problem is to develop a linear model that relates changes
in valve position to changes in drum pressures.
a. Write modeling equations assuming that the pressures in drums I and 2 arc the
state variables. Let thcinput variables- be (I) valve position I, (2) valve position
2, and (3) sourcc prcssure.
b. Solve for the steady-state conditions and write the modeling equations in lincar,
deviation variable form.
x=Ax+Uu
y = ex
x=
rP2p , -- 1"'1
Ph
:;::
\I
state variables
J
= input
variables
output variables
c. Study the effect of step changes in each input on each tank pressure.
HINTS: For simplicity, assume that the following equations can be used for the flow
through the valves:
fJj
=::
where the f10wrate is in Ibmol/min, h is the fraction that a valve is open (varies between 0 and I), and Ct is a valve coefficient.
=:
assume that each valve is 1/2 open under these conditions (his:::: h lA,:::: h 2s == 0.5)
140
State~Space Formulation
Chap. 5
CONSTANTS:
V, ~ I 135 n3, V, ~ 329 ft3, Temperature ~ 32 "F
R (gas constant)
10.73
psia ft J
IbmoloR
C w2
F
V,
V2
k
b. Show that the steady-stale concentrations are 0.33333 mol/liter (reactor I) and
0.09005 mol/liter (reactor 2), so the specification is met.
(Hint: You need to solve quadratic equations to obtain the concentrations.)
c. L,inearize at steady-state and develop the state space model (analytical), of the
form:
Ax-t-Bu
where:
u~
- 0.320 IS
Il
.=
[0.0016667 O.25J
0.0001216 o
141
Student Exercises
f. The system is not initially at steady-state. Solvc the following for the linearized
model, using the MATLAI3 function initial (first, convert the physical variables to deviation variablcs)
i. If Cw,(O) = 0.3833 and C w2 (0) = O.(J9005, find how the concentrations change
with timc.
ii. If Cw,(O) = 0.3333 and CwiO) = 0.14005, find how the concentrations
change with time.
Relate these responses to the eigenvalues/eigenvector analysis of c. Discuss the differences in speeds of response (you should find that a perturbation in the first reactor concentration responds more rapidly and a perturbation in the second reactor
concentration).
The MATL.AB ini tial function needs you to create the following matrices
before using it:
[1o 011
0=[0 01
g. Solve f for the nonlinear equations, using ode4 5. Compare the linear and nonlinear
variables on the same plots (make certain you convert from deviation to physical
variables for the linear results).
h. Now, consider a step change in the flowrate from 100 liters/hour to 110 liters/hour.
Assume the initial concentrations arc the steady-state values (0.3333 and ().(l9005).
Compare the IincHr and nonlinear responses of the reactor concentrations. Is the removal specification still obtained?
i. Would better steady-state removal of W be obtained if the order of the reaction vessels was reversed? Why or why not? (Show your calculations.)
ESCOLA Dc ENGENHARIA
BIBLIOTLCA
The purpose of this chapter is to review methods to solve solve linear 11th order ()[)F~s,
After studying this material, the student will be able 10:
Transform a linear state-space model with
differential equation.
1/
142
6.1
6.2
Background
Solving Homogeneous, Linear ODEs with Constant Coefficients
6.3
6.4
6.5
Sec. 6.1
6.1
Background
143
BACKGROUND
A model composed of a single, nth order linear ordinary differential equation has the
lowing form:
dx
+ ",,(I) x
til
du
+ b,(I) til + b,,(I)
fol~
... + {/,(t)
(6.1 )
It
where the state variable is x and the input variable is u. 'rhis general model is linear because the state (x) and input (ll) and all of their derivatives with respect to time appear linearly. Notice thallhc coefficients do not have to be linear functions of time, however.
Models of the form of (6.1) do not arise naturally when chemical processes arc
modeled. As shown in previous chapters, dynamic chemical process models arc generally
sets of first-order (either linear or nonlinear ordinary differential equations. The advantage of the form of (6.1) is that there exist a number ortcchniques to obtain analytical
solutions.
In this chaptcr we show how t(? transform scts of lincar, first-order differclltial equations to a single nth order differential equation. We then review several techniques for
solving this type of equation. For motivation, we use Hbatch reactor example to illustrate
each of the tcdllliques. It should be noted that there arc many good mathematics tcxts that
covcr each of these techniques in more depth (see Boyce andlJiPrima, 1992, for cxampic). Our goal here is to provide a concisc overview of some morc lIscful tcchniques to
solve dynamic chemical process problems.
EXAMPLE 6.1
Hatch Chemical
R(~ador
Cunsidcr a hatch chemical reactor, where there is no flow in or out of the vessel. The reactor is
initially charged \vith a liquid of volume \I and an initial concentration (mol/liter) of reactant A
of" C~,IO'
We consider a series reaction where component A reacts to lImn the desired component
B. Component B call rurther relet to form the undesired component C. Each of the reactions is
irreversihle, so A can react 10 rorm R, hUI B does not react to form A.
A
--,>1
k
11 -}- C
Here k l represents kinetic rate constant (lime l ) for the conversion of /\ to Ii, while k] represents
the rale constant II)r the conversion of U to C.
Since component 8 is the desired product, we would like to know how long to run the feaction in order to maximi/.c the amount of 8 produced. If the reaction time is too long, all or B
will eventually be converted to C,
Develop the Modeling Equations. Assume that each of the reactions is first-order. Since
the volume is constant (dVldt ;:;:; 0), and there is no flow in or out, the modeling equations arc
(the reader should be able to derive these, based on material balances on each component);
144
dC""j
dt
Chap. 6
(6.2)
k 1 Cit
~{_Cll
dt
(6.3)
dec _ . '
-'--- Ie,
(6.4)
(II
{/
where C.',\' C'fj, Hnd C( represent the concentrations (mol/volume) of components A. fl, and C, respectively. The units for the rate constants (k 1 and "-2) arc LIllie' I.
Notice that the time faLl' of change of component A is only a fUllction of the COllccntnllion
of /\. 'fhcH equation (6.2) call be solved, since C~4 and t arc separable, (0 find
(6.5)
where C;\O is the initial condition for the concentration of 1\. If we define the conversion of A as
\: :;;:; (CAO - C;\)/('"o and the dimensionless time T :::: kJt. (6.5) can be represented by the single
~ ('7).
0.8
0.6
.Q
"'>
ill
c
g0.4
0.2
o
o
dimensionless time
FIGlJRE 6.1
Reduce to a Single Equation for CB. Here we have (wo different ways to solve for
Method I, Substitute (6.5) into (6.3) to obtain the expression
ell'
(6.6)
Sec. 6.2
145
Equation (6.6) is a linear, constant coefficient, heterogeneous differential cquatiOiL ]t is hetenJgcneolls because of the "forcing function" on the righthand side. Heterogeneous equations are
solved in Section 6.3.
Method 2. Here we can rewrite (6.3) to solve for ell in terms of en:
(6.7)
Substituting (6.7) and (6.8) into (6.2), we find the second-order equation:
(!2~~'-'i
'
{It
+ (k, + k,)
deft
til
+ k,k,
('/I
(6.9)
Equation (6. J 0) is known as a linear, constant coefficient, homogeneolls differential equation. The term homogeneous means that there is no "forcing function" on the rigbthand
side. In Section 6.2 we cover the solution of these equations.
6.2
d/lx
lin
tit'f
+ an _ I
{pr--1x
dt'l-l
dx
I + aox
+ ... + ", {/
(6.11)
Equation (6.12) is called the characteristic equation. The n roots of the characteristic
equation are called eigenvalues (in control textbooks the rools are often called poles). The
eigenvalues arc used to solve (6.1 I). Two related methods are used, depending on
whether the eigenvalues are distinct (all are different) or repeated (some are the same),
146
6.2.1
Chap. 6
Distinct Eigenvalues
We sce that (6.12) is ,jJl nth order polynomial that will have
arc distinct (not repeated), the solution to (6.11) is
JI
or
where each
the constants ('I through en is found from the initial conditions, \iO).
!lx ll " I (0 l!dIIl1 .
In (lrder [0 find the coefficients, c i' \VC rl)ust know the illitia/ cOlldifiollS for r and its
derivatives.
6.1 Continued.
~c('
l'nllll equation (6.2) that the concentration of /\ does not depend on the vahle:; or U
e
(h,14)
til
lIle
l'haracteri'ilic
cqlW(IOII is
A+ k]
II
e ,(I)
=c
e",e
(6.16)
k!
(h.17)
I.,
\\hich is the ",[llle result nhlaillcd in (h.)) usil1g Sl'lMratioll of variablcs and integnilioJ1.
Now. let's cuntilluc and use lhe gel]cnd procedure 10 so!vc a sccond-order differential
eqllalion
(h.! 01
Sec. 6.2
147
CJI)
(6.20)
We need two initial conditions, ell(O) and dCjj(O)Jdt, to evaluate the constants, (:1 and ("2'
We assumed that there is no component B in the reactor initially, so ell(O) :::: O. From
(6.20) we then find:
Taking the derivative of (6.20) and using (6.21) and (6.22), we find:
(623)
C,,(t)
This expression can be used, for eX<llnple, to solve for the amount of time that will yield the
maximum amount or ell (see student exercise J 5).
Dimensionless Equation, It should also be noted that (6.23) call he made dimensionless by
defining the following variables:
x
Cfic'!W = conversion of A to B
=
dimensionless time
I
n
~-
[expCT) _. exp(-uT)1
which is shown in Figure 6.2, for a "'" 0.5 and 2. Notice that when the first rcw:tion is faster than
thc sccond (ex "'" 0.5), there is a highcr concentration of B than when the first reaction is slower
148
Chap. 6
than the second (0: = 2). When the second reaction is faster than the first, component B reacts
further to form C before a substantial amount of H is formed.
0.5
............
_-~
-alpha
- - alpha
co 0.4
~
0
0.5
2.0
'0
C
"'"c0
""'
"'
'"
0.3
:'~~~~,
.:
.Q
"'c
0.2
'"
:'
E
'6
:
0.1
"'
..
'.
",
",
"
....
345
dimensionless time
FIGLJRE 6.2 Concentration of B as a function of time. When the rate for the second
reaction is faster than the first (~ = 2), the peak concentration of B is lower.
We notice in the previous example that (6.23) cannot be used if k 2 :::: k l . This is a case
where the eigenvalues are repeated. The procedure for repeated eigenvalues is shown
next.
6,2,2
Repeated Eigenvalues
If a particular root in the solution of (6.12), Ai' occurs r times, then the corresponding
terms in the solution to (6.11) are:
(6.24)
Repeated Roots
~t':~_:.11_
rIl
:::::
kl
;;;;;:
k is:
(6.25)
Sec, 6,2
149
2 k A + k2 ~ 0
(A
+ k) (A + k)c., 0
(6,26)
A2
-k
C,,(t)
(6.27)
Notice that we can find cl from the initial condition for C n- From (6.27) at t = 0,
C,,(I)
e, t cxp( -
kl)
(6,2H)
at t = 0,
"e,,(O)
,
dt
- k CAO
so:
C,,(I)
x(i)
(6.29)
(dO)
150
which is shown
version of A to
0.4
ill
Chap. 6
Figure 6.3. The reader should be able to find the 1l.1<1xiunJJn value for the
COI\~
0.35
0.3
0.25
0.2
0.15
0.1
005
o
o
________-'
-'--
L.
2
3
dimensionless time
FIGURE 6.3 Conversion of A to B as a fUllction of dimensionless time (T "" kt), for the
case of equal rate constants.
The previolls example illustrated the solution for systems with real roots. The next
pie illustrates a system with complex roots.
- - - - - _..
EXA MIJl..E 6.2
cxam~
_ ~ -...
Complex Roots
dx
dt
+x
()
(6.31 )
A'
+ A+ I
Solving for the roots lIsing the quadratic formula, we find that the rools mc complex:
-4
A~_lV.3.
2
(6.32)
Sec. 6.2
151
I. The solution is
where j
,(t)
c .1
e(-
2I
+ V3)
2 j t + c 1 e (J
,- 2 -
Vi)
--2'
-- j t
(6.33)
ejll
elo
and the property that
10
ce'-cos
'
1
x(t)
x(t) = e
=0
cos f:l
jSln f:l
(6.34)
cosO -jsinH
(dS)
j-
V3
(--I
2
J'sill
.
Vii
[Vi
Vi I
t -1- '
c ('. '/'"cos
2
. 2 1-- J" .sin 2 I
., [c 1 COS V3
2 t
(6.36)
(6.37)
/-
x(t)
e ,/2
[e c ,
x(t)
vi
Ie,)
]cos
. 2 t e (e, -- ( 2 ) j sin
[V
cos 2i t + c
2
lie;>
sin Vi
2 t
~3 tj
(d8)
(6.39)
Again, initial conditions for x(O) and ~\:(O) can be used to determine {'3 and ('4- The student should
verify that jf x(O}:::: 1 and ~~(O) = I, then c J :::: \.0 and (.'4 ::::1.5. A plot is shown in Figure 6.4.
1.5
::.:;
0.5
a
0.5
FIGURE 6.4
10
152
Chap. 6
Chemical process system models with complex roots include some exothermic chemical
reactors. Also, models including feedback control will often have complex roots (leading
to oscillatory behavior).
6.2.3
We can now generalize the results of Example 6.2 for any equation that has pairs of complex roots. For each pair of complex roots, A ;: : ; At j Ai' where Ar and Ai arc the real and
imaginary portions, the solution is:
x(/)
co
(N
(6.40)
In the previous example the real part of the complex roots was negative (stable).
Notice that the state variables decayed to zerO with time. Notice from (6.40) that there
will be no decay (simply a continuous oscillation) if the real portion is O. We can also sec
from (6.40) that a positive real portion of the complex root will lead to an ever growing
(unstable) solution. This behavior is shown by studellt exercise 19.
Most chemical processes are stable; however, some exothermic chemical reactors
have unstable operating points. Also, improperly tuned feedback control systems call be
unstable.
Thus far in this chapter we have solved the homogeneous problems. Homogeneolls
problems result from models that are "unforced," that is, there is no input. This usually
occurs when the process model is in deviation variable form, and there is no change in the
input variable. They are based on a perturbation from steady~state in the state variable
values.
In Section 6.3 we will solve nonhomogeneolls problems llsing the rnethod of undctcnnined coefficients. These types of problems arise when there arc input changes to a
process.
6.3
In this section we will solve nonhomogeneous problems with the following form:
+ aox = '1(/)
lIsing the method (4 undetermined coefficients, which is outlined below.
(6.42)
Sec. 6.3
2. Solve for the particular solution by determining the coefficients of a trial function (sec Table
6.1) that satisfy the non!1o!11ogcncOlls equation
X,,(I)
:t
X(I)
Xu(l)
+ X,.(I)
Trial Function
A (a constant)
B (a constant)
BeHI
8] cos ctl + B} sin of
11,/1/ + Bn_1lll--J + ... +
Ac(~(
A cos ca or A sin at
A ttl
flo
cAt)
(6.14)
= CAUe-k,1
Step 1.
k,I,
we use c2 e
k,f
c). e kl !
---k l
C e- k ,!
+ k 2 Cz e--- k,f
kl
CAO
e- k,f
(6.46)
154
which we can solve for
('2:
c,
Step 3.
;\
call
k,
c--
evaluate
('I
c e
1
(6.47)
k2 ~ k,
We
Chap. 6
I..,,'
XII(t)
+ _'(/,(1)
+ k, __ k e
l
(6.48)
kit
which, of course, is the same result obtaineu previously (0.23) by solving the second-order homogeneous equation in CII _
We have lIsed a single first-order equation to illustrate the procedure for heterogeneous
equations. The same procedure is used for higher-order equations.
6.4
({
(649)
Notice that the coefficient is timc~varying and the equation is heterogeneous. One
approach to solve thiS type of problem is to use an illtcf.iratingfactor.
Let the integrating factor be represented by 1J.(r)
,,(t)
(6.50)
,,(t)
dx
-+ ,,(I) p(t) x
dt
If
,,(I) q(t)
~ exp
(65 I)
If
(6.52)
Notice that the lefthand side of (6.52) is simply the expansion of:
(~t
Sec. 6.4
155
so we can write:
P(t)dt}]
= exp
(6.54)
x(t) exp
[f pet) dl]
fq(t) exp
IJP
(6.55)
X(t)
EXAMPLE 6.3
= exp [-
II
(6.56)
Semi-batch Reactor
Consider the case where the batch reactor is being filled. Assume a single, first-order reaction
(A -)B) and a constant volumetric flow rate into the reactor (F), with no llow out of the reactor.
dve 1
dt
---~.
dV + v-__
dell
= c., _.
_
A
dt
(6.59)
dt
we find:
(6.60)
v = Ft
(6.61)
and:
(6.62)
Let:
fp(t) dt
exp
IJ
pet) ilt]
fG + k l ) dt
c, I exp [kll]
In t + kit + c i
c,l ~
(6.63)
[cd
(6.64)
156
Chap. 6
Multiplying through on each side of (6.64) by ('2! ('xp Ik1tl and dividing by c_'
exp [k,l]
(6.6.'1)
exp [k,11 C ,]
dt
"
(6.66)
k
multiplying by exp I -kill and dividing hy
.,
t.
k,1
[exp [k,ll- I I
(6.67)
II
exp [
k,111
The division by t is bothersome at f;;;;; O~ the reader should llSC L Hospital's rule to sl1(1\\ that the
correct initial condition is obtained with this expression.
NOlice that we can define a dimensionless coucentration and time as
to find
V(T)
, 11 - exp [
,II
(6.69\
which
1 - _ . . ~---
,----
0.8
o
~ 0.6
~
co
~ 0.4
E
is
0.2
o
FIGURE 6.5
4
6
dimensionless time
Sec. 6.5
6.5
157
(670)
We can arbitrarily assume that all > O. If an < 0 then multiply (6.73) by
~1.
A neces-
salT condition for stability is that all of the coefficients in (6.70) Inust be positive. If any
of the coefficients are negative or zero then at least one eigenvalue (root of the characteristic equation) is positive or 7.ero, indicating that the equation is unstable. I~ven if all of
the coefficients are positive, we cannot slate that the system is stable. What is needed is a
sl4licicllt condition for stahility. To determine that the system is stable, we must construct
the ROLlth array and use the ROllth stability criterion, which provides necessary and sufficient conditions for stability.
Sometimes we simply wish to determine if a particular system is stable or nOl, without actually evaltltlting the eigenvalues. This is partieuJtlrly true if we wish to determine
values of system parameters that will cause a systelll to lose stability. This approach will
be useful in performing a bifurcation analysis in later chapters, <lndin tuning control systems in chemical process control.
6.5.1
Routh Array
If "lll of the coeffients of the characteristic eq uation (6.70) arc PO"ilive, the llccessaJ)' condition for stability is satisfied. The following Routh array (Seborg, Edgar, & Mcllichamp,
1989) is developed to test for the s/!llfcicnt conditions for stability:
Row
an
{[Il-!
{[n-3
h,
ci
h2
c2
n+l
a n--4
an 5
h3
158
Chap.6
where II is the order of the characteristic polynomial. Notice that the first two rows consist
of the coefficients of the characteristic polynomial. 'fhe clemenls of the third row arc calculated in the following fashion:
hI =
h2 =
{III
and so
011.
Elcments of the fourth and larger rows arc calculated in a similar fashion:
bj({/I
(:1
hl{[/I S -
({nlhZ
) -
lltJJ}J
('2
h,
hi
and so Oil,
EXAi\lPLE (,.4
Sccond~ordcl'
Charadcdstic Equations
+ ttl
dx
((J.7 I)
til
al
;>..?
al A
an
(6.72)
If all of the coefficients (12' (II' and (10 arc positive, then the necessary condition is satisfied. We
call form the ROllth array to test for the sufficient condition:
ROll'
a)
2
3
(10
(ll
an
Since the left column consists of the pc}lynomial coclTicienls, if all of the coefficients in the second order system are positive, the. system is stahle.
Notice that, for second-order sysLems, a lesL for positive coetJicienLs is necessary and sufficient for
stability.
Sec. 6.5
EXAMPLE 6.5
159
ThirdMonlcl' System
The system:
rex
riP
+2
(Px
dP
+3
dx
dt
+x
= 0
A'
+ 2 A' , 3 A + I
~ 0
2
3
4
2
5/2
I
3
I
All of the coefficients of the characteristic polynomial arc positive and all of the elements in the
left column of the Routh ,-trray afC positive, so the system is stable.
- - - _ . ~ ~ ~ ~ - - ~ -_._---~-~
The Routh array is particularly useful for determining how much a parameter call vary before a system loses stahility. The following cxan1pJe illustrates such a system.
EXAIVIPLE 6.()
The system:
d\d 2x
dx. , f-Cx _. 0
dt' -I 2 dr; +3 dt
has the characteristic polynomial:
A'
2 A'
3 A , f-C ~ 0
where 1.1 is a parameter that may vary. The Routh array is:
2
3
4
I
2
h,
('I
3
f-C
160
Chap. 6
where b l :::: J -- f.L/2 and c j ::::: IJ... From the characteristic polynomial, we sec that /L > 0 is required.
The same result holds true for the requirement of c) > O. We notice that h] will be posj~
live only if f.L < 6.
F'rom these conditions, we find that the stability requirement is 0 < /L < 6.
for complex, high order (3 or greater), it is not uncommon for a system to have parameters that stabilize the system only over a certain range of parameter values. 'rhis is particularly
true of feedback control systems.
SUMMARY
We have reviewed techniques to solve homogeneolls and nonhomogeneous (heterogeneous) 11th order ODEs.
Homogeneous problems arc solved using the roots of the characteristic equatioll,
forming the solution IIS a sum of exponential terms. Homogeneous equations generally occur if the system is unforced, but there is an initial deviation from steadystate in the state variables.
The method (~l undetennilled c()(dlicients is lIseful for solving nonhomogeneous
(heterogeneolls) problems. These generally occur if the system is forced by a chang~
ing input.
The integrating factor method was useful for solving a first-order heterogeneous
equation with a time-varying coefficient.
The Routh array was llsed to test for the stahility of a differential equation. This is
lIseful for finding vailles of a paranletcr that cause a system to lose stability, such as
in feedback control system design or bifurcation analysis.
The type of dynamic behavior of an nth order differential equation is a function of
the eigenvalues (roots of the characteristic equation). Eigenvalues that arc further in
the left half plane arc "fast." The larger the ratio of the imaginary portion to real
portion of a complex eigenvalue, the more oscillatory the response. Stability is detennined by the real portion of the complex eigenvalue. If all eigenvalues have a
real portion that is negative, then the system is stable. If any single eigenvalue has a
real portion that is positive, then the systern is unstable.
Often engineers study the dynamic hehavior of processes by starting out at stcady~state,
then applying a changing input to the process. Although the method of undetermined coefficients can be used to solve these problems, the Laplace transform technique is used
more often. The Laplace transform method is introduced in Chapter 7.
Student Exercises
161
FURTHER READING
Boyce, W., & R. DiPrima. (1992). Ordinary Differential Equations and BoundmJ Value
Problems, 5th cd. New York: Wiley.
Routh, EJ. (1905). Dynamics ofa 5'ystern (~lRigid Bodies, Part Il. London: Macmillan.
Seborg, D.E., TF. Edgar, & D.A. Mellichamp. (1989). Process Dynamics and Control.
New York: Wiley.
STUDENT EXERCISES
I. Consider the state-space model:
Ix,
Ix,
1- 1I
.~ 211 XI]
x2
1
0
1
A~
-0.7500
0.9056..1
-2.5640
0I
1
I
D= I;:]
.~ 1.53021
3.8255
x= Ax
[Xl] = .1 all
'-\:2
(121
162
a. Lcty
Chap. 6
y -[all
a 22 ]
Y+
[a ll a 22 - a2\ad
Y = 0
1\2 - [all
+ a 22 ]
1\
[a ll a 22 - a2\a 12 ] =
det(H - A) = 0
Show that det(l\I- A) = 0 applied to this general two-state example, yields:
1\2 - [all
+ an]
1\
[allan - a 2I a 12 ] =
4. Solve the following differential equation with the given initial conditions:
d 2y
dy
,+5+6y=O
dx
dx
dy(O)
yeO) = 0 and
dx
dy
- 3 ;I:;' - 4 y =
.
2 sm x
,l'x
dx
--3-+3x=O
2
dt
dt
a. Write the characteristic equation for this ODE.
b. Find the solution (solve for any constants), x(t), if the initial conditions arc
x(O) 2.0 and x(O) 3.0.
c. Discuss the stability of this system.
dx
+ x = 2(1 - e''')
dt
a. Write the characteristic equation for the homogeneous part of this ODE.
b. Find the solution to the heterogenous problem. Show all steps. The initial condition is x(O) = 2.0.
8. Consider the following state-space model that results from a linearization of the
predator-prey equations:
Student Exercises
163
-1.0]
[XII
0.0
X2
d'y
dy
-(Py. . + 1.5,
+ .... + Zy
dt-
dt'
dt
Po.
-I- ill
A -I- a o = 0
show that {lj > 0 and ([la2 ~ {loa 3 > are necessary and sufficient for stability.
11. For a general fourth-order polynomial:
([4 Po.
+ llJ Po. 3
d'y
;/ti
d 2y
Po.
- (l4ar
-I-
ao = 0
dy
= 0
where ('{ is a parameter. Find the range of ('{ that will cause this equation to he
stable.
13. Consider the lllowing second-order ODE:
d'y
dt2
which has eigenvalnes of -I
y(t).
dy
dt
+ Z-- + Z Y
= 0
164
Chap, 6
14. Consider the series of two tanks, where the levels interact.
O
- - .
tHJ21~h2
. F2
F,
a. Assuming that the flow from the first tank is linearly proportional to the difference in the tank heights (P'l :::.: ~l (h t - h 2 )), the flowrate from tank 2 is proportional to the height in tank 2 (F2 ;:;;; rJ 1 liz), and the tanks arc or COllstant crosssectional area (A I and A 2 ) show that the modeling equations arc
dh
13J (h _ h ) -13,
.... 2 '0
' h
dl
A2 I
2
A
2
. 2
b. Reduce these two equations to a single second-order equation in 11 2 .
c. Assume that the steady-stale f10wratc is 3 [(3/min, and the steady-state tank
heights for tanks 1 and 2 arc 7 and 3 feet, respectively. The constant eros,\;sectional area is 5 ftl for each tank. The initial conditions arc h\(O) :::: 6 fect and
h 2(O) = 5 feet. Solve for the heights of tanks 1 and 2 as a function of time, Plot
the tank heights as a function or time. Discuss your resulls.
d. Write a MATLAB Ill-file and lise ode45 to integrate the two equations shown
above. Show that the numerical integration agrees with your solution in part c.
15. For the batch series reaction (Example 6.1):
k
A-}IJ-fC
H.
Find the reaction time that maximizes the production of B. Recall that the
tion for the concentration of B is:
solu~
/(j
and that the maximum occurs when the condition den/dt:::: 0 is satisfied.
b. For k j ::::: I and k 2 :::o 5 min-I, find the maximum conversion of A to B (express as
Cn/CAo) and the tinle required for this conversion.
c. In practice there is uncertainty in the rate constants. If the actual vallie of k, is
7.5 min-I, and the reaction time from b is used, find the actual c()nvcrsion~or
A to Ii,
d. Use the MATLAB routine ode4 5 to integrate the three state variable equations
and solve for C;\> C n' and C c as a function of time, for the parameter values in
Student Exercises
165
h, with C~\O := 1.5 and em> Ceo::::: 0 mol/liter. Make a comparative plot for the
parameter values in c. What do you observe about the concentrations of A, B,
anel C?
16. For the batch series reaction with ilTeversible reactions (A --.--.7 B --.--.7 C):
a. Find the reaction time (tllla,,) that maximizes the conversion of A to B for the
case INhere k 2 ::::: k j ::::: k. Also find the value for the maximum conversion of A to
B. Recall that the solution for the conversion is
:0;:
X(I)
b. Assume that the reactor is run for the period {max found in a. Now consider the
effect of an error in the reaction rate constant of +50%. What is the actual conversion orA to B obtained at t max ?
17. Consider a batch reactor with a series reaction where component A reacts to form
the desired component B reversib(v. Component B can also react to form the undesired component C. The reaction scheme can be characterized by:
k ll
--> B 1<, C
A f--->
k lr
Here kjr"nd k 1r represent: the kinetic rate constants for the forward and reverse reactions for the conversion of A to H, while k 2 represents the rate constant for the conversion of B to C
Assuming that each of thc reactions is first-order and constant volumc, tbe modeling equations are
'T
= kit
= (C';jO ~ CJ\)/CAO
x 2 = C u/ CAO
a = k z/ kIf
Xl
p=
k ir / kIf
166
ll.
l~)r
(Px)
(/72
Chap. 6
+ (1:\ +
<X
I) dX 2
d'T
and that the roots of the characteristic equation can never be complex or ullstable (assuming that the rate constants arc positive).
h. Solve the previous equation to find x2 as a function of T and ex and r3.
c. For kif:::: 2, k 1r = ], and k2 :::: 1.25 hr"], find the maximum conversion or A to lJ
and tlie reaction time required for this conversion.
d. Usually there is some uncertainty in the rate constants. If the real value of k 2 is
15 11I~1 and the reaction is fun for the time found in c, what will be the actual
conversion of A to B?
18. Consider the series reaction:
le l
k? C'~--->'f)
k~
A-lIJ-j
[Hint: Solve for en fWln the third equation and take the derivative to find
deBldt.1
h. Assuming that all of the kinetic parameters are positive, show that this system is
stable.
Por initial conditions x(()) = I and x(O) =1, find the analytical solution and shm\'
that the following plot describes how x changes with time.
Student Exercises
167
150
100
50
K
0
50
-100
150
2
10
20. Consider a semibatch reactor (Example 6.3) with a first-order kinetic parameter of
AN INTRODUCTION
TO LAPLACE TRANSFORMS
fUl1c1iollS.
Usc Laplace transforms to convert an nth order ()DL: to the Laplace donwin.
7.1
7,1
Motivation
7.2
7.3
7.4
7.5
Application Examples
7.6
MOTIVATION
In this chapter \vc introduce {\ mathematical tnoL the Lllp/ace fnlllsji irlii , which i:-; \cr.\
useful ill the analysis of linear dyn,unic -.;y-.;terns. crill' purpose of tile Laplace transform.
as used in this textbook, is to converl linear differential equations inLo algehraic equa,
168
------
, ~ d'i i t
Sec. 7.2
169
lions. Algebraic equations arc much easier to manipulate than differential equations. An
analogy is the usc of logarithms to change the operation of multiplication into that of
addition. Laplace transforms arc lIseful for solving jinear dynamic systems problems,
particularly nonhomogeneous (heterogeneolls) problems (Le., where the input to the
process system is changed), and are commonly used in process cOlltrol system design
and analysis.
7.2
Definition:
Laplace transform
Consider the time domain function/(t). The Laplace fransform ofj{f) is represented by qj{t)J and is
defined as
1.[j(l)1
= F(s)c
J/(t) e "<it
(71 )
This operation transforms a variable from the time dornain to the s (or Laplace) domain.
Note that some texts use an overbar or capital leucrs for the transformed variahle. In this
initial development wc will let/C!) represent the time dOlnain function and F(s) represent
the Laplace domain function. Later we may be more relaxed in our notation and let .f(s)
represent the Laplace domain function.
The Laplace transform is a linear operation, as shown below.
L[a,Jj(t)
+ a,Nt)1
J [a,Nt)
+ ",Nt)] c "tit
<)
Oc
]a,I;(t)
(J
= aJ'f(t)
()
e~" <it +
()
(72)
L'IF(s)1 =/(1)
Although not emphasized in this text, Laplace transforms can also be used to solve linear
partial diffcrenlial equations (PDEs).
170
7.3
Chap.7
7.3.1
Exponential Function
Exponential functions commonly arise in the solutions of linear, constant coefficient. ordinary difTcrcntial equations:
J(t) = e,n'
L[e-,n] =
JHt) e- n dt
= _
S
LIe
,a] .-
+ (l
J e-,n e- n dt
()
J e-(da l ' dt
0
[(((.\'+O)lj''''
0
s+a
s+a
'-[0-1]=-
s+a
E\pOllential
1['
.s
1 ....
J = eO'"~
0.8
1ji
0:
x
w
0.6
OA
I
i
0.2
0
0
at
FIGURE 7.1
Exponential function.
;:::
e1c\)
Sec. 7.3
171
Notice that the way we have solved for the limits of integration is only rigorously true for
-a; we will assume that this condition is
always satisfied.
Step Function
The step function is used to solve dynamic problems where a sudden change in an input variable occurs (a flowratc could he rapidly changed from one value to another, for example).
The step function is defined as 0 before t = 0 and A after [ = 0, as shown in Figure 7.2,
Ofort<O}
}(I) = { A f{)f 1 > 0
We must use the "more precise" definition of the Laplace transform, because of the discontinuity at t = 0:
L[t(t) I = lim +
1'---+0
T----'>7;
L[A] =
I }(t) e-" dt
"
> 0,
J Ae-" dt =
0'
L[A]
[0 - i]
A
s
= ;\
s
5;tep
Notice that the same expression is used for the Laplace transform of a constant.
A
Step Function
t = 0
FIGURE 7.2
Step function.
172
7.3.3
Chap. 7
This is important for systems with transport delays (flow through pipes, etc.), or delays
due to measurements. l"ct ttl represent the time delay. If the undclayed time domain function isj(t), then the delayed function is/(t - l<f)' as shown in Figure 7.3.
TheL,aplace transform of the delayed function is:
Llf(t - t,,)1
Jo ](1 - I,Je-
e-w,Jo
dt
e""
1'(.1')
Notice that the lower limit of integration did not change with the change of variable, because the function/ttl is dehned as jet) = 0 for 1 < 0,
Llf(t - td ) 1 ~
1"'"
P(I')
Time~De!ay
c---stt!
I(t)
function
delayed
"FIGURE 7.3
function
Delay funclion.
~-----------_.
Sec. 7.3
7.3.4
173
Derivatives
LI.tiM]."
1 dl(dtt) e "dt
. dt_
0
Lei
U adv:::: uv - f
vdu)
dt
+ Jf(t)
se" dt
DO
.,
+ s JJ j '
(t) .
e'" dt ,. shes) - flO)
dl(t)]
.
L [ ' . = [0 - j (0)]
dt .
Derivative
t, 'lsF(s) -f(O) 1
dIet)
fit
7.3.5
Integrals
This is often used in process control, since many controllers use information about the integral of the error between the desired value (sctpoint) and the measured value:
{I
J(t) dll
I~
J(l) d l " dl
I
174
Chap. 7
FIGUH.E 7.4
I
F(s)
s
7.3.6
Ramp functioll_
Integral
Ramp Function
f(l)
bI
R(/Illp
7.3.7
'IINI
Pulse
Consider the pulse function in Figure 7.5, which consists of a step from () to A at [::::: 0, and
a slep back to 0 at t;;::;; tp.fiind lhe Laplace transfer function for this pulse.
There arc two ways to solve this problem.
FIGURE 7.5
Pulse fUllction.
Sec. 7.3
175
ONE METHOD
The pulse function is defined over the following two time intervals:
f(t) = A for 0 < I < I"
.I(t) = 0 for I > I"
F(s)
F(s) = ~
A.
A
[e""~ I] =
[I
s
s
~e
A
s
[e"I'"
"'I
'pi ,--
e- I"1
I
I [1
s
Unit Pulse
A SECOND METHOD
Consider that the pulse is simply the sum of two step changes, as shown in Figure 7.6.
1'hat is, it is the sum of a positive step change at f = 0 and a negative step change at
t ::::: tv Lctfl(t) fcprCScllt the step change at t :::: 0, and lit) represent the negative step
change at I :::: If!>
F(s)
.c
TL
/, (I)
FIGURE 7.6
Pulse function.
176
Chap. 7
1.-"
A
.I'
1'(.1')
/1
s
[] .. e'']
7.3.8
Unit Impulse
In Figure 7.7, consider the pulse function as the pulse time is decreased, but the pulse area
remains the same, as ShOVv'1l by the dashed lines below.
l'he unit impulse fUllction is a special case of the pulse function, with zero width
(t/J -t 0) and unit pulse area (so A ::::. llt/,'!. Taking the limit and applying L' llnpiLa]'s
rule:
:- ..
~,-'
-'--'------'---- - - - - - - -
FIGURE 7.7
Impuhc function.
Sec. 7.4
L[o]
lim
177
(!'--.,o
11')0
-I
S
I -sc "1"1
Unit Impulse
7.3.9
Review
'rhus far we have derived the Laplace transform of a number of functions. f:;'or example,
we found:
LIe "']
s+a
If we have a LapJace domain function, such asl/(s + a), we can "invert" it to the time domain.For example,
LII,
al.~e'"
Althollgh the student should he able to derive Laplace transforms of any lillle domain
fUllction, that is not our major objective. Our major objective is to usc Laplace transforrns
as a tool to solve clynarnic problems. The l-,aplacc transforms of many time-domain functions have been derived and compiled in various tables and handbooks. Already, we can
construct a table of eight (exponential, step, time-delay, derivative, integral, ramp, pulse,
and impulse) time-domain functions along with their Laplace domain functions. Addi-
7.4
lim
Is F(s)]
(7.3)
lim
is 1'(.1')]
(7.4)
,1',0
lim
f(t)
{-)O
)' __Pc
178
Chap. 7
If we have lransforlnc<J a time domain function to the s domain, \ve Call still find out the
orems is shmvn in
EXA1VIPLE 7.1
L~xaTl1ple
S _Nt
7.1.
\" + (/
Finu/ Vulue Theorem. \Vc first find:
lim s F(s)
;(1
lim
>it,-
()
lim !(T)
as IOllg as
1/
Jim
c!l"
()
is positive.
\ t-
II
Illn
."
!t t)
lim e'"
'"
One pOJl1lnot often made in texthouks is that the final value theorem only hold", for stahle
sy,'",tems (0 > 0).
7.5
APPLICATION EXAMPLES
crhe following is a checklist for solving dynamics probkms using Laplace transt'onns.
Stcp I.
Stcp 2.
Sec. 7.5
Application Examples
Step 3.
Step 4.
7.5.1
179
The partial fraction expansion approach is based on representing a ratio of two polynomials as a sum of simpler terms. L,ct N(s) and D(s) represent numerator and denominator
polynomials, respectively.
N(s)
D(s)
D,(s)
D,(s)
.. UJs)
gXAMPI.J~
7.2
Step 1.
+ 2x
(7.5)
x(O)
Step 2.
(7.6)
II:';;] ~
"iilxj
s X(s) x(O)
al jxl c.
1/
Xes)
Then wc (an take the Laplace transform of (7.3) aud (7.4) as:
II ~; I
~0
+ 2Lix]
Step 3.
(7.7)
X(.,) .I'
j--
(7.8)
180
Step 4.
Chap.7
L '[Xes))
CII
crt)
(791
41 ~4e"
17.10)
4 e"
(7. II)
.s+ 2.
x(t)
dr
tit
\VC
+ax
cc;:()
cc
x(O) e '"
which, of course, is the same solution ohtained by separating the variables and integrating. The real power of Laplace transfonns is in solving heterogeneous problems, as illustrated in Example 7.3.
EXAMPLE 7.3
Tc(~hnitluc
-+- 2x
4.5
(7.12)
x(O)
Step 2.
17.1\1
4.5
s
(sl 2) Xes)
Step 3.
-c
4'
4.5
Xes)
4.5
s(s + 2)
(7.14)
Sec. 7.5
181
Application Examples
We would like to invert (7.14) to the time domain, however we do not know how to invert the
last term 4.5/s(s + 2).
We will use the approach known as apartialFaetion expansion. That is, write:
4.5
s(s \ 2)
A
.\'
Ii
S
(7.15)
+2
4.5
s-+-2
"C
+ lis
s+ I
2.25
A(s + 2) + IJ
s
4.5
s
and set s = -2 to solve for B:
~.
IJ
2.25
which yields:
4.5
.I(S + 2)
and
We
2.25
- 2.25
s -+- 2
(7.16)
Xes)
Step 4.
+-
2.25
- 2.25
s +2
(7.17)
x(t) = 4
C- 21
or
X(I)
~ 1.75
e" + 2.25
(7.1 ~)
the reader should verify that this solution satisfies the initial conditions and the differential equation.
Examples 7.4 and 7.5 provide additional illustration of the partial fraction expansion technique.
EXAJ\tlPLE 7.4
Write
-0
to find:
s+a
s+b
(7.19)
Chap.7
182
.\
\lultil'l;. 7.19) hy.\ -+- f),
~l'l
--u
--/1 tu find:
(/ - h
I.
h)
(1)(0,
u I h
17 ..2UI
10 ~ hi,
- 101]
(1)(.\
I h
(7..~
II
The Illl'thod in the prc\iou" c\i1lllple failed ir the rouLS n( the LttpLICC domain rlll1l~!i()l1
were equal. "fhc ldhming c\arnplc "IH'\'" hO\\ 10 pl~rrorll1 a partial fraction C\\"KlIbioll fur
I"Cj)('(lfcd I"oofs.
EX';\\IPLE 7.5
(s
([) :'{.\
hi
101
(s
Here we
C,lll!lU{
multiply 0,20)1 by
(I
,p1(1 set
;:c:
(7,231
(s
S =-i1,
11l1buUlllkd (nULS.
Fir"L
(s -+- (1)2.
C(s
01
i\( ,\
and C;d ,\
\-+-i!
I' --'--
-u lu find
Ii
0:::
11
(/
b 10 filld
--------------------- ....
Application Examples
Sec. 7.5
183
Notice that we have solved for two of the coefficients of (7.23). Now, we can solve for olle
equation in one unknown, by setting s:;:;: any valuc-. For simplicity, choose s = O. Froln (7.23):
(b -
(a
bJ'h
-I
A =
(a-b)'
We have solved for A, H. and C' in (7.23), So we can perform an clcmcilt-by-clemcnt inversion of
,[.I(a=;))2]
+ l(b~a),1 + l(a~b)'I] ~
+
+
+
(s
a)
(s
a)'
(s
- I
e"l
h)
and
\VC call
t em -+-
_j
(a,
h-a
... e hi
(a_b)'
write:
'I (, +
+ b)
e"l -+
(il '
b~a
(
, ,,11/
(a-b)'
(7.24)
As an alternativc-, we tan JJnd a COllUllon denominator for the right hand side of (7.23) and write:
+ b)
b)
b)
e(s + (I)'
(725)
then expand the numerator and solve for the coeJTicienls A, lJ, and C such that the righthand side
is equal to the Ie-niland side. See student exercise 13.
L.-
The previous examples were for ODEs with real roots. This next example is a problem
with complex roots.
EXA1\lPLE 7.6
Step 1.
Second~ordcr
d~r
i+
dt'
dx
dt
+x~O
(7.26)
\(0)
Step 2.
,(0)
(7.27)
S"
2 .\'(0) - ... -
S Xl"
184
Chap,7
L',
d"J ~ S2 XeS) - ,\' x(O) - x(O)
dt
L [..
l = sX(s)-x(O)
df .
Step 3.
+ 1):
X(s)
x(O)
=-----
.\'2+ s +1
x(O) + x(O)
+ -------s2+.\"+1
,\'
= +s+ + +s+
J /2 V3]2 j (from the quadratic fOl1TIula):
Xes)
(7,28)
(S2 + s + 1) ~ s +
which means that we can write (7.28) as:
Xes)
= (
Step 4.
s+-+
2
2
(729)
--------~--~~----
(s + Ii)' + ",2
(7,111)
(s + Ii)' + ",'
Lle-'"
cos wI} =
and we should maneuver (7.28) into the form of (7.29) and (730).
Notice that we can write (7.30) as:
Sec. 7.6
185
s+
X(S)
I.S
(SI i)'1
(7.31)
(\~7
and we invert each clement of the RHS of (7.31), using (7.29) and (7.30):
'
l
x(t)=el"cos
\/3
J.5 Ii'
\/3
t+
e-""sin
t
2
2
ttl)
V"3
e 'I':. sin V3 (
v3
2
e 'I ~cos. 2 l
which has the lime domain response sho\vll in Figure 7.8. As we Iloticcdin Chapter 6, complex
roots give oscillatory responses. We see in Chapter 9 that this type of response is called llndcrdamped.
1.5
:..::
0.5
o
-0.5
10
time
FIGURE 7.8
7.6
186
TABLE 7.1
Chap, 7
fit)
(j(t) (unit impulse)
{Ofoft<Oj
.
_
1 lor I .> 0
,I'
Ah
cos F(s)
A (constant)
t (ramp)
-I
.v"
df
dt
(derivative)
.1'1'(.1') -.1(0)
d'~f
sllFCs)
dtil
SIl-l.!W) - s"-2j'(I)(())
- .1./,"-21(0) -.I'''
e-- il !
s+a
I
(e--Oll -- e- Ojl )
aj
"(0)
(.I'
{/2
~~L_=~lJ
(J2~al
+ "')(.1' + "2)
al~a2
s(n + I)
W
sin wt
s2
+
S
cos wt
+
(,)
(.I'
e-Il!
cos
s+a
(UI
1+
(.I' +
(1'1
1'2 -
C [J)'
e-
t/
~ 1'2
1
.1'(7,.1' + 1)(7,.1' + I)
e---Il,,)
1'1
(1 _ 1
I
2;; 7S
+
where w
,(V
:c:.:c
I)
= tan---- 1
_'l"~-_:'l"1 e-I/T)
Tl~T2
+'l"J .---'1"2
1- (1 - ::J e--t!'d
1'2-1'1
+1
liT,
.1'(7,.1'
Til.\' --j--
.1'(7".1'
j-
1)(7",
+ I)
I)
___________________ TtII'"
Student Exercises
187
SUMMARY
We have defined the Laplace transform and applied it to several functions that commonly
appear in the solution of chemical process dynamics problems. Although the Laplace
transform concept seems quite abstract at this point, in the chapters that follow you will
find it extremely llseful in solving differential equation models. The final (7.3) and initial
value (7.4) theorems will be useful for checking the long-term (steady-state) behavior and
the initial conditions for a particular problem.
A number of examples were provided to illustrate the power of the Laplace transform technique for solving ordinary differential equations. We noted that the tcchnique allows us to convert the ODE problem to an algebraic problem, which is casier for liS to
solve. After performing algebraic manipulations in the Laplace domain, often with the usc
of a partial fraction cxpansion, we then look up inverse transforms to obtain thc time domain solution.
In the chapters that follow, we use Laplace transforms to analyze the dynamic behavior of different types of linear process models.
FURTHER READING
Many differential equations and process control textbooks provide details on Laplace
transforms. Some examples arc:
STUDENT EXERCISES
1-5. The student should derive the Laplace InmsfoJ'm for the following functions;
L
d'~l
dt"
2, '/(1)
3, '/(1)
bl
t2
188
5. ttt):::; cos
Chap.7
(I)!
Although you can solve question:) using integration by pans. you may \vish
usc the Euler identity cos (I){:::; 1/2 (ei'dl + e-F'II).)
(flilll:
10
6. Find the Laplace transform, u(sL o!' the following input function:
2
u(11
10
20
35
d\
dt'
,(OJ
.)
dl
y(l)
d\"
dl
-'-
2y
d\(O)
d\(O)
dt
dt,1
\ (0)
2.0
2
S
It(t)?
10. Find the tillle dornain solution yO) for the Laplace domain transfer function (\\'ilh
~ <: J):
Student Exercises
189
Y(s) =
,
S(T"S'
2~TS
+ I)
11. Derive the time domain solution yet) for the Laplace domain transfer function:
+1
1)(T,s+l)
12. Derive the time domain solution y(l), for the Laplace domain transfer function:
Y(s) =
+1
.'(TI'+I)
"
13. Consider Example 75, involving the following transfer function with repeated
roots:
(.I' +
+ h)
A
s + a
=--+
Ii
(.I' + a)2
+-.I' + h
(.1'+
+b)
af
then expand the numerator and solve for the coefficients A, B, and C such that the
righthand side is equal to the lefthand side.
TRANSFER FUNCTION
ANALYSIS OF FIRST-ORDER
SYSTEMS
190
Perspective
82
B.3
SA
B.5
Lcwl-[,ag rVlodcls
Integrating Processes
Responses of
Sec. 8.2
8.1
First~Order Systems
191
PERSPECTIVE
One of the powers of the-Laplace transform technique is the ease with which it handles
heterogeneous (forced input) problems. It is most uscftl1 when the models arc separate
fronl the type of input imposed (step, ramp, etc.). The models that arc developed arc
called tl'mqlerjl/I/('lioll models and will be llsed frequently in control system design.
Process engineers often learn ITlLlch about the behavior of a process by changing the
inputs and seeing how the outputs respond. The goal of this chapter is to illustrate the typical responses of first-order models to step changes in inputs. Knowledge or these types of
responses will allow an engineer to determine a good approximate model for the process,
including the best parameter values, based on measured data fronl the process.
8.2
first~order process
dy
T.....
-+- Y ~. ~ k u
dt
(8.1 )
where the parameters (T and k) and variables (y ;:lnd u) have the following nailles:
T
::::
input variable
The rllodel (8.1) is sometimes derived by linearizing a nonlinear model about a given
steady~state and then placing the resulting linear Illodel in deviation variable fortlL For
this reason, we assume that the initial conditions arc y(O) ::;: 0 <mel u(O) ::;: O. The input, U
and the outputy afe functions of time; uU) must be specified to solve for y(t).
In the next example, we show how a standard first~ofdcr process model arises,
EXA.MPLE 8.1
A mixing tank
Assume that a chemical compound, A. is in a ICedstream cntering a mixing lank. Assume tbat
there is no reaction, and that the concentration of A has no effect on the density of the fluid (this
is true for trace components ill water, for eXlIlnpk). Also assume that the f!owrate is constant
<lnd the volume in the tank is constant~this implieS thal the outlet flowrate is equal to the inlet
flow rate, as shown in r"igure 8.J. The process is operating at steady-Slate, then tbe iHlct concelltration is suddenly changed to a llew value, Find the tallk outlet concentration as a function of
time,
192
First~Order Systems
Chap.8
F
C
F
C
FIGURE 8.1
Mixing tank.
----~
tit
FC-FC
'
since V is constant
de
v C' vC
tit
(X.2)
First of all, we can solve for the initial steady-state concentration. At steady-state, dC/dt = 0, so
from (8.2) we find:
where Csis the steady-state tank outlet concentration and Cis is the steady-state tank inlet concentration. Now, since -FiV Cis + FIV C s ::::: 0, we can add this to (8.2). Also, since C~ is a constant. dC/elf = d(C - C)/dt, and we can write:
d( C - C,)
----,It'
_.
F.
(X.3;
or
vF d(C=
S,) + (C- C).\ ~ (C- C)
dt
I
J.\
(X.4)
dy
T--+y=ku
dt
(X I)
j~.
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ " ~~fPI
Sec. 8.2
193
Notice that for linear systems, we can directly write the deviation variable Illodel directly
from the physical model, skipping several intermediate steps. Also. since deviation variables arc defined on the basis of a steady~st:ate operating condition, if the process is initially at steady-state. then yeO) = 0 and lI(O) = O.
Taking the Laplace transform of (8.]) we find:
(8.5 )
Y(ll
TS + I lI(s)
(8.6)
yes)
g(s) lI(s)
(8.7)
or,
Ie
g(s)
where:
(88)
'fhc reader should become familiar with this type or representation. In general terms, /:(s)
is known as a !ral1.~Ierfimc[i()lI. In this specific case. g(s) is a first-order transfer fUllction.
You \vill often see a block diagram representation of Ut7) as shown in Figure 8.2
One nice thing about (8.6) is that it holds for any rirsHmJer process (with zero ini~
tial conclitions)- -we have not had to usc any knowledge (yet) about the input u as a fUllction of time. Once we know u(t), we can usc Laplace transforms to find U(s) to solve the
problem. We will sec later that block diagrams and transfer functions arc easy [0 work
with, when we have a complex system that is composed of a number of subsystems. Before we deal with such systems. we will first understand the behavior of first-order systems to different types of inputs.
8.2.1
Step Inputs
Themosi common input forcing function is the step input. For this problem, asSUllle a
step input of magnitude 6.U altimc I ~ O. We know that the Laplace transform of a step
input is (from Chapter 7):
M!
LIMII
V(s)
--1
FIGlJRE 8.2
(8.9)
g(s)
Block diagram.
Yes)
194
S-
0.8
C
0
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
I
1
I
I
I
I~~-----I------T------
I
I
------1-------1------1------
0.6
---r------l-------r
0.4
ill
E
'5
I
I
I
"0
00
00
ill
I
_~_~_~l
Chap. 8
-T-----I
I
I
-----r------l-------r------1-
0.2
0
3
Vlau
FIGURE 8.3
Y(S) =
'IS
Y(s) =
ill)
+1 s
k!W
S(TS + I)
(8.10)
(8.11 )
From the table of Laplace transforms in Chapter 7 (the reader should be able to derive this
result, using a partial fraction expansion):
I]
I [.
S(TS
+ 1)
1_ 1'-';'
(812)
y(t)
= k",U[I-e
'I']
(8.13)
Notice that we can represent the solution of (8.13) with a single plot, by dividing (8.13)
by k!1U to obtain the dimensionless output:
(8.14)
A plot of (8.14) is shown in Figure 8.3, where we have used fIT as a dimensionless time.
'X,,,,,.'" ~,,'~.
As a numerical example, consider the case where V:;;;:: 5 ft\ F:;;;:: 1 f(\/min, and the steady~state
concentration (inlet and olltlet) is 1.25 Ihmol/ftJ . Consider a step change in inlet concentration
from 1.25 UHno]/ft J to] .75Ibmol/ft J . Theil:
Sec. 8.2
U(s)
!>.if
Y(s) .~
5s
0.5
s
195
0.5
I s
(8.15)
(8.16)
Since we desire to find the actual concentration, we can convert back to the physical variables,
froHl the relationship:
C, => C(I)
C, y(l)
(R.17)
C(I) ~ 1.25
+ 0.5 [I - e '/51
Ibll1ol/ft ,
(8.18)
Notice that C(t -----0> DO) """ J .75, as expected. This can also be obtained by applying the Final Value
Theorem to (8.16) (mel using (8.18). A plot of (8.18) is shown in Figure 8.4.
1.7
1.6
f'
~0
1.5
.0
1.4
1.3
0
15
10
20
25
I(min)
}i'IGUU.E 8.4
(813)
Process engineers often find process gains and time conslanls by performing step
processes.
Oil
196
Chap. 8
GAIN ESTIMATION
\VL' '-;l'l' 1'rOn] (0.1-+) thaI :lftCI
termined:
k..
T. the eli, ternl approachc" O. 'fhe \aluc or t:. can he de\(1) as I -) (large)
(~I'J)
::,.C
ie.,. the pn)("cs" gain ie., thL' clldllgC in output {as it appnwcl1('"
\id('d hy the c1wngl' ill illpLll.
lililt
it
(I)
UU [I
of the ultimate
l:i~lll'C
S.3: \\hCll/I.:::: I,
1'i.-'''pOIlSC (I1CW
\(lllk~L!:::: O.6.r2.
You "Iwuld 1)(' ('~Hd\tI. Ik'l';HIS(' t11l'; is onl) trllc fur firsl un!.:'r jll\)(\:>SI.:''' \Iith
\I<:'p Illput at I ::;: U,
If
input is
11111 a
Sll'll
Ill)
tillll'-lkl;l) ~Illd :1
Ch;lll,~L, elL:..
rOll s!wuld get ill Ilu' !whil of i1ssocioring ullits \I/tli ({II (~r f/ie \'(/rioblcs, ()[l\iou"ly. the
pmccss time cOlhlan!. . 1T1ll\1 h,\\c units or limc hecausc c 1/7 must he diull'llsionk"s.
/\ho, thc prOl'css gain, k. must havc units of Oulput/input to he dimcIlsioll;dl)- C01FistCili.
SLOPE METHOD
or
till'
dl(1)
k::"( .
ill
ilql
ill
II)
[,'
Sec. 8.2
197
'5
Q.
'5
0
"'"'
C
0.6
ill
'ii;
0.4
ill
E
'6
0.2
0
tltau
If we extrapolate this slope to the final value of the output that is achieved, we find
the time constant 1", as shown in Figure 8.5. This is a dimensionless plot, so the intersection at tIT::;: I indicates an intersection at t::;: 'T in physical time.
Parameter estimation for first~ordcr processes llsing a step response is illustrated by
the next example.
EXAMPLE 8.2
A process operator makes a step change in an input from 20 to 17.5 gal/min (gpIll) and finds that
the output eventually changes from an initial value of SO psig to 55 psig, as shown in Figure 8.6
below. Find the process gain and time constant for this system.
56
55
0>
'ii;
54
Q.
'5
53
Q.
'5
0
52
51
50
0
10
15
20
time, min
FIGURE 8.6
25
198
Chap. 8
\Ve call inlll1cdialely calculate the process gain from k =' .lr/:J.u "'" 55
SO psig/17.5
20 gplll ::;: --2 psig/gpl1l. \VC can cdculatt' the time constant in a 1ll11l1hcJ' uj' different \"a)'s. (lnt'
6_~2(;'i
the output is SO + 0.632())::;: :'13.2 psig. From the plo\. this occurs at I :::::.5 minutes. Another \\it)
10 find the time constant is to e\lWPOJatc the initial slope of the response III the final \,due. This
occurs at r:::=:'1 minutes, as Sh(1\\'I1. Th.' identified pnKcss transff'l" function is thell:
-- 2
Ss + I
NOlin: thallhc gain (-2 pSig/gpllll and timc cOIIQanl C'1 min) haH' units associated with tilt'llL
8.2.2
Impulse Inputs
.~
TS
.
.
U(s)
+ I
kA
cc
is
(820)
\,(1)
(821 )
i-
Dividing by kit \ve find the dimc.nsionlcs:-; OUq1ul respollse shO\\'n ill the 1-"igUl\~ 8,7
belo\\. The prime characteristic of a first-order :-;)-,':-;tem is that there is an immediate rcspome to an impulse input.
In practice it is difficult to actually implement an impulse function. /\ close approximatioll can be made by implementing a pul:-;e input over a shon period of time. as SI1O\\11
in the next cxamp1t:'"
"i
<l
"i
0
~
~
0.8
0.6
c0
0.4
w
E
D
0.2
0
0
t/tau
FIGURE 8.7 [lnpulse Response for
output is \'(f)/k.\.
it
Sec. 8.2
19U
EXA-~-il-I-'I->-E-8-.-3--(-:0-,-n-')-"-"-is-o-n-I-"-'-h-n-p-n-'-sc-' -,,-n-d-I-',-,-ts-c~np-ll-ts-'-----~------~-~-~---
--j
In the previolls example an impulse of magnillldc A was applied to the process. Consider il pulse
input, where an input value of D..1l is applied for tfl units of time, as shown in Figure ~L8. The
tolal applied input is then A :;;:; till 1{"
o
FIGURE 8.8
Pulse jnpuL
!:111
[I - e
s
U(s) ~
"'I
So, the output for a firsHmJer process with unit gain, is:
llu
yes) yes)
e li,"'j
11
+1
!lll e (,.'
TS
D.ll
I)
s(Tsf
s(Tsf I)
1'(1)
co
11'
(H)h]
(8.22)
11(IXpulse)
and the total input applied over the If! lillle units is !:if( fV
(impulse)
yet)
The pulse and impulse responses are compared in Figure 8.9 for
tf'::;:;
O. IT and A
(8.231
.:0:
1.
1!
0.8 :;
'i
0.6
0.4
'!:
02 ;
,i
o
".
2
Vlau
FIGURE 8.9
responses,
1
1.
.:0:
200
8,3
Chap, 8
10
change forC\'cr after a step input change. Self-regulating hehavior is shown by the systems
presented in the following example. One key idea to nntc is that a chemical reaction
EXA\IPLE S.4
A C:STR with a
First~()rder
Readion
Nu\\, ('x [end the F':Xamplc S.l to include () single dccnmpositilln reaction. The component material balance i~:
d\ (
FC,
cit
\\'hcrc f:. j ie; the rcadlr1!1 r;llc constant.
SlllCC
F, \'
F(
Je; c()n.~1;1ll1
r(
dC
\'
rtt
and wc
(',Ill
I'
V
I
I'
Thl' dnialinn "ariahle form uf our
d)-narnil~
nwdc! ic;
,I
d((
df
OJ
d( (
IC
(It
k.;
(,)
I
1
(C~c,,)
I
I'
V
C
\'
F
I'
I'
;]llt!
I,
"' r k,
C
1\1
\
and
11
r k)
(S.27)
Sec. 8.3
201
,mel thCldOlC, we know the soluuon tOJ d step change IllIllJet cOllccnlldllOn dt I:::: 0
~~--~~---
Note that the previous examples \vcrc linear because the flow rate was constant. If the
tlowratc weJ'e changing (i.e., was considered an input), the models \vollid be nonlinear
(actually bilinear), because of the terms where an input llluitiplics a slate variable. The
linearization techniques developed ill Chapter 5 must then be llsed before a j,aplacc transform analysis can he performed. fn the following example, linearization must hCLIsed be~
cause of the second-order reaction term.
EXAiVlPLE 8.5
Hcre we cxtend the previous examplc to include a second-order reaction problem. We will as~
Slime that the rate of reaction (per Ulli! volume) is proportional to thc square of the concentration
of the rcacting componcnt. An example would he A +;\ ---} H. As beforc, \ve afC making the simplifying assumption that the fluid dcnsity is not a function of the concentration. Again, assume
that Ci Is thc Input. The component material balance is:
dve
d/
(B.2B)
(B.2~)
d/
,md we can calculate the steady-state concentrations from dC/rtf;:;;o 0
k ~ C'
-,
,~
F
V Cs
(B.JO)
Notice that (X.30) is LJuadratic in C\_, <lud will always have olle positive and one negativc foot
(the rC<lder should verify this by using the quadratic formula). Obviously, only the positive root
makes physical seusc.
Now, the problem with obtaining an analytical solution to (g.29) is the nonlinear tenn.
We can use the lineariz.<.llion technique from Chapter 5.
d(C - CJ .
dl
"II.
de
(C - C,)
.<\
to find that:
/'
I
F+
,C)
( V 2k ,-,
d(C-CJ+(C
d/
CJ
2 k,
C,)
(C,
C,J
(B.J I)
202
.'\gam.
Chap,8
\-Vt'
prucess grlln
/
I'
I'
2" C,
/,J
\,
time COnsli\nt
t lk, C ')
(I
I'
",
(I
- - - - - - -,~~--~
SUllllllarizin!. the pmCll1lcters for each of the previolls cxalnplcs arc shown in Table R.],
t,x.0.1
Lx.. K.4
\'Jixing Tank
CSTR
First-Order Rxn
No Rxn
PnlCCY';
Crain. k
\'
Ex. S.5
CSTR
Secolld-()rder Rxn
,
I
\'
Prnccss Time
(~onslal1L
\'
..
I
\'
F 1;1
EX.-\:\IPLE 8.6
Here
\\'l'
\'
." min
k,
o.~ min I
O.J2 1'1' lhlllOl I min
C"
1.25 Ih11101
AJJ case"
foll()\\'ill~
n
steady
sldll!
Sec. 8.3
Mixing Tank
No Rxn
Process Gain. k
Process Time Constan t,
203
CSTR
First-Or der Rxn
Second-Order RXll
0.5
2.5
0.5
2.5
I
T
(min)
CSTR
For all of the example s, assume that a step change in thcinJet concentr
ation occurs at t:::: O. Tbat
is, Cj changes from 1.25 lbmol flu] to 1.75 IbmoJ fr J at t::;: 0 minutes.
In terms of deviatio n variables, this means that u increase s from 0 to 0.5 Ihmol ft-3 at t::;: O.
Recall that the solution for a fifst~order system with it step input
change of magnitu de
A is:
kA [J - e'hl
Y(I)
und since
y(t) -, C(t) - C,
our solution is
C(t) ~ C, +kA
C(t) ~ 1.25
C(I)
e(r)
0.625
II
_e'h]
0.5 [I -
(8.32)
e,j']
(8}3)
+ 0.25 [I - e -,j' 5]
(8.34)
= 0.625 + 0.25 [I
-- c 1/).51
(8.35)
Notice that solution s for the 11lixing tank (8.33) and the CSTR
with first-ord er Rxn (8.34) are
exact because these systems arc inherent ly linear. The solution to
the CSTR with second-o rder
Rxn (835) is only approxim ate, because it is based on a Iincarize
d approxim ation to a nonlinea r
model.
The actual rcsponse of the nonlinea r model (using ode45) is
compare d with the linear
solution (8.35) in Figure 8.10. Notice that the initial response
is similar, but the long-ter m rc-
t)
0.9
linear
0.8
nonlinear
0.7
0.6
10
15
20
t(min)
it
204
Chap. 8
spO!1se of the lincar model deviates significantly from the nonlinear model. Indeed, we can cal"
culatc the long-term response without doillg any lllllllcricaJ integration, as showll below,
~
0.625 + 0.25
C("j
C~ + \lk, e',
!--'V'C)
Vk~ (
O.S750
C(,,) ~ 0.7790
InF;x<llllple X.6 we were able to find the new steady-state for the nonlinear system by
solving a single quadratic equation. }-;'or the general case, with a model composed of a set
or nonlinear equations, one would need to solve a sct o!" nonlinear algebraic equations.
'fhis would he done twice, once to find the initial steady-statc, thcn again to find thc final
stcady-state after a new input change.
EXA:VlPLE 8.7
l'hc most common rnodel for process control studies is known as a first-order + dcadtilllc
process 11l0dcL and is written in the following form
T
dt -I- ."
k u(t ,-- 0)
(8.3()
where 0 is known ,'IS the time delay. A.ssul1lc that )'(0);;;;; 0 and 1/(0);;;;; O. The input.
put yare functions of timc; 1/(1) must be specified to solve for I'{t).
To understand how this equation might arise, sec r;igure 8.11.
II
lind the
OLlt~
c',
c,
F
C
FIGlJRE S.li
rVlixing tank.
Notice that if the inlet pipe Iws a sigllit'icant volume, there will be a delay between a change in
the concentration at the inlet pipe and the concentration at the outlet of the pipe. The delay can
be calculated as:
Sec. 8.3
Examples of
205
Self~Regulatjng Processes
H ,- V"
F
where Vp is the volume of the pipe. The relationship between the concentration at the exit of the
pipe and the inlet of the pipe can be found by:
~
C; (t)
Cj(t - 0)
That is, the concentration at the exit of the pipe is equal to what the conccntnllion at the outlet of
the pipe was () time units in the past. The modeling equation is:
dC
V C , V q(t)
dl
cit
( ..~ -
Cit - 0)
I
c,
'j=
(TS
+ Y(s)
CO"
0_ k e
0,
U(s)
U(s)
(X.37)
Vis) -
'is -l I
(X.3X)
Vis)
or,
K(S) -
where:
C---- fl ,
TS
(X.39)
(X.40)
L IClu] -
Clu
(XAI)
Vis)
Vis)
keos 0/1
, I s
(XA2)
TS
kou
elf,
(XA3)
S(TS + I)
Mu c'"
[Is ~
T
'TS
1,,]
+- .
(XA4)
206
I'{t)
()
fOJ
1.II"j
Id" [I
,It I
Chap. 8
l'or!
\!uticc lh:ll (x ....J-."i) 1\ merely a traml~lri(ln urlhe first-(lnkr n>,p(ln~l' h~ 0 time Ul1ll\.
Cumidcr till' (olhl\\in,'; pin! (FIgure S.121 of lile reSpmlS(' nt" ~\ -.y\tcrn [I) a step input
Ch:Ulf'-l~ o( llwgnitude U,S at lilll<.' I ~: O. VV'L' '.t'e illll1lClIiaiely that the llllw ,klu) i\ 0 =::; Illinlllt..'\
Sinn' tile d1aIl~~' ill \)utpUI ,rfrer (l long penoel of time i\ ..1" = I
k ..111, \\C \C'C thaI I. :: (ulli(\ Dj
il1put/(-'UlpU[), The' prUCl'\" lime COIl\!<lIl[ l'UTl ht' lktcrlllill('d from r!1l: <llll11llllt IlllullC. :ll"kr til('
dt'1:ly, that it [il!..;t'\ fp[ h,i.2 1( ol' tl)(' change (ll occur In this Cht'. th,' ril1lv COI1".t:lJH 1\ ,lppru,\i
matl'l: 5 minutc",
0.8
06
~
0.4
02
0
0
FHiCRE K12
Sl<:.'P input
8.4
~.lll::;:
10
r,~C\Plill\C of a fit'\t-ordn
15
+ dC:llllill1l' 15
20
25
tilllL' lJlllhlll1nl!c'l[u a
0,
INTEGRATING PROCESSES
'rhe P1T\ioLiS e\~l!llplcs were for sclr-re,~ula[il1g proCCSSL:", If ,Ill input changed. [!lC)] Illl'
pnJCc"" output camc [0 a Ill'\\ Slc<ldy-stalc, Another L~OIT11TlO!l cheJ1ljc;lI proccs:, is [he in(('gr,Hing proccss, a;-; ;-;!lo\\'11 in thc cxample hc](m.
An Integrating Systelll
Cunsidcr a \\;ller SIOr(igc lank \vith itllet and OUI!ct SII"(',\I11\ lh,il C(in bl' incll'pcndcntly <ldiu\tcd
rJ1C C;1(J1"agc tank has d c("(lss-sectiolwl ;n-C,l pf JOO fl~. Initially. lhe CIO\\ in is cq\lalto the f10\\
put. winch i" 5 fl (/min, Tlw inittal height of \\',\\('1" ill the Idnk is -1. ft ,llld the height of till' l:lId,- i\
10 fl, At I :()() pm the inlet rlU\\Ta\(' is incre,i\cd to 6 ft'/lllln. \\'IlL'1l doc\ the tallk (l\Crf]()\\"
Thl' m,\teriul balance (,t"slIming constal1l tk'nsityl is
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ z ....
Sec. 8.4
207
Integrating Processes
dV
cit
P,
E':,
(8.46)
where F j and F o arc the inlet and outlet flowratcs, and V is the tank volume. Assuming a constant
cross-sectional area:
d1l
(8.47)
dt
:;;:;
L1SC
form:
hJ
d(h '.
~ (P,
dl
l;~)
P,,)
( E'
"
~f)
m
(8.48)
is constant, then:
~ J(F~F)'
A
dl
(8.49)
(\
dt
where y:;;:; Ii
~ hI'
1/:;::
(8.50)
ku
sY(s)
yeO)
k U(s)
where yeO) ~ h(O) - hI" Assuming that we are, starting from a stcady-slate, y(O):;:; !I(O)
So we can write (8.51) as:
s yes)
(851 )
hI';::: O.
k U(s)
Of,
yes)
U(s)
(852)
Using the notation D.U for tllC magnitude of the step increase:
and
U(s)
yes)
Lll/
(8.53)
Liu
(8.54)
V(I) ~ L'[Y(s)] ~ L
y(i)
kilnl
,I.k Lll/I
(8.55)
(8.56)
208
nr.
h. I
I
II
1t=.:J.ft
Chap. 8
j,F I
'
(6 ~ 5) ai/min
100 ft'
100 ft'
4 ft) . . \
(6~5)n/mjIl
60n ruinutcs
10 hnms
Since the step change was madc at I :00 pm. the tank \vill overflo\\' at II :O(j pm.
i\ plot of tank height versus time is slwwn in r;igurc 8.IT
10
9
8
"
5
4
100
200
300
400
500
600
time (min)
FIGL'RE 8.13
Intcgmtillg .system.
Notice in equation (8.52) t11at the process transfer fUllction has a pole at s ;::: O. This is a
characteristic oj" an integrating system.
8.5
LEAD-LAG MODELS
Some dyuarnic systems. particularly involved \vith process controL have the follO\ving
fonn for a lrallSfcr fUllction modcl:
Y(s)
Consider a slt'p input change
T S
-I- I
i,r"
+ 1
k"
U(s)
or magnitude t111
'---------
." _.,,,,h I
Sec. 8.5
209
LeadLag Models
Y(s)
TIlS
7,/'.
+ I All
+ I s
(8.59)
The reader should find that time domain response is (see student exercise II)
)'(1)
(8.60)
A plot of (8.60) is shown in Figure 8.14, for kAu :::: I. Notice if 'Til> T d the immediate in~
crease in the OlItput is greater than the ultimate steady-state increase, while if 'III < 'T d > the
immediate increase in the Olltput is less than the ullimatc steady-state increase.
!
8.5.1
We have derived the step response for a IcadlIag transfer function. This transfer function
does not usually arise in the modeling of a physical system, but it often arises in control
system design. Our desire in this section is to show how to convert a lead/Jag transfer
function to state-space form, so that a general simulation package can be used to integrate
the corresponding ordinary differential equation.
Multiplying through by the denominator term in (8.58), we find:
(T,t'
+ 1) Y(s)
(T"S
+ 1) 1I(s)
(8.61 )
2
10
1.5
7.5
2.5
Y
kt>.u
0.5 1
0
-5
-0.5
-1
10
FIGURE 8.14
15
Lead/lag response.
20
25
210
'~illg
Chap. 8
_ (.<1\
'j
"dr
_ (.<I!!
.\(II))! \
.
!!(II))
'/I "dt
!!
and we KllO\\ that to obtain the tr,\llsfer function fu rill , the illiti,tI conditions of aJI \'ari,
abies \\('fC, ,!'isul1ll'd to he I(TO. so:
,/\
!!
f Y
I,
" til
We canllol sohc (XJd) 11) using a gc'ncra] purP{hC integrator. because it j" not in the "tall
LIard forlll uf dr/dl ;::: j(x). Our gual Jl{)\\ is tn ddinc a !lC\V variahle that ,,,,'ill ,illow LIS to
usc' ,I standard intci2r;llur
Rl'arrangc (:-\.63) [0 rind:
ill'
(111
'II
dr
T,i\
'11
(x
6-1!
(X.h:"1
dr
T
!!
- \'
i,,/I
<II
rill
., dl
dt
(8.661
Suhstitutill,l! the righthand side of (8,66) for the Icftiwild sidc of (8.6..J-). wc find:
\ t-
(S.671
II
(8.681
r =
dr
dr
and
\\l'
.\ +
I,i
rI
.. : )
".
II
(S J}<)I
1<1
x=cAx
ex
1I11
Du
----------------- "-
Student Exercises
211
dx
cc=aX+bll
(X.70)
y-=cx+du
(8.71 )
dt
where
a=
(I
T"
Td
Td )
-
~d
Tn
T"
We wilJ sec in Chapter II how (8.70) and (8.71) can be used within the context o1'a block
diagram.
SUMMARY
'We have studied the response of a number of processes that have denominators of transfer
function models that arc first-order in the Laplace variable, s. The systenls were: firstorder, first-order + deadtime, integrating, andleadllag. Most chelnical processes can be
represented by a cascade of these types or modes. We found that stilTed lank chemical reactors arc linear first-order processes, as long as they have first-order kinetics (or no reaction) and the input 1'lowrate is not changing.
For first-order and first-order + time-delay transfer functions, we disclissed how to
e!ilimatc the parameters (which always have units associated with theJ,n) by applying a
known step input to the process and observing the response. First-order + tirne-dclay
models arc commonly used in control system design.
In lhe next chapter we study the transient response behavior of seconcl- and higherorder systems.
STUDENT EXERCISES
1. As a process engineer, you are attempting to estimate the model parameters for a
process that you believe is first-order (with no deacltime). At 3:00 pm, you lnake a
step input change to the process. At 4:00 pm, the process output has reached 8(v;,{;
of its final change.
What is the time COllstant of the process?
2. Consider a water storage tank with inlet and outlet streams that can be illdepen~
dently adjusted. The storage tank has a cross-sectional area of 100 1'f2. Initially, the
flow in is equal to the flow out, which is 5 ft:'ljlnin. The initial height of water in
the lank is 4 I't and the height of the tank is J 0 1'1. At 1 ::::- 0 a ramp increase in the inlet
flowrate is made, so that Fi(f) ::::- 5 + 0.251 where the nowrate units are nJ/rnin.
212
Chap 8
Hm\' long docs it take the tank to overlhm"? Solve using Laplace transforms.
()bti.lin a general CXjJl'cssioll for SystClllS llJO(ll'lcd in Lin iatic)11 \ ,niahlt' (orlll hy:
dy
<II
III I)
\\'here:
(l [
3. \\,'rile a eli/Terential equation \vllich corresponds to the following input-olltput transfer function rclatioJlshirJ:
\(s)
Tn,\"
',jS I I
II(S)
4. Consider a chemical reactor that has fern-order kinetics. that is. the rate of reactioll
per unit volume is a constant (a fero-order Kinetic pararnell'r) that does not depend
on concentration. Compare this model with that of a stirred tank mixer. and a stirred
tanK reactor with first-order kinetics. Perform a numerical study'. related to ExamplL'
X.5. by finding the 7ero-order paramcter thal yields the sanK' slcad;..'-statc conc(':l1tration as the first-order kinctic modeL
5. A process operator rnakes a step change on an input variable at 2:00 pIll and discu\,ers no output response is observcd until aflcr 2,10 p111. She finds that the output i"
tHY>;:
the way to its final steady-state aL 2:4::1 pm. YULl beliCH' Lbat this is a fir"L
order + dcadtirnc process.
or
JI1put
output
2001h/hr
IIIO"!
IOO"!
IIIO''!'
I OO"!'
IIIII"F
9j f T:
tlllli..'
1:00pm
I: .10 pnl
I ::')9 pill
2:00 pm
2: 10 pill
2:..:1-5 pm
atter 5:00 pm
(i)
cOO lh/hr
200lb/hr
225 Ib/1lr
225lh/hr
2251h/hr
225 Ib/1l1
90"F
(ii) WhaL is the tinlc constant for this pnKcss (sho\\' unit.s)"?
6. As the process engineer for an operating ullil ill a process plant. you are trying to g('t
a "feel" for the dynamic characteristics of a particular process. You have a discussion \vitb the operator about a process (w'hieh .ynt! feel is J"irsl--orderJ that uses stealll
f]owratc as all input variable. and process ternpcralurc ,IS a measured variable. After
the steam f]O\-'vTatc is increased from 1000 lb/hr to lion Ib/hr (quickJy), lhe process
fluid temperature changes from I O(tr~' (the initiaJ steady-state) to 11 O"F in 30 [ninutes. The temperature e\Tlltual1y renches a ne\\' steady-state \',duc of J 2()"F.'.
0) Find the process gain (show ulliIS).
(ii) Find the process time constant (show units).
213
Student Exercises
!')rt<O
g(s)
12s
Find the time domain output, y(f). Plot both the input and the outpul.
8. Consider the mixing process shown below, where a portion of the feed stream bypasses the mixing tank.
3. Show that the process has a lead/lag transfer function, if the input is Cj- and the
output is C\. (Hint: Write a dynamic balance around the tank and a static balance around the mixing point (after the tank outlet). Use deviation variable
form.)
b. Let F::::: 2 m3/min, F I ::::: 1 m3/min, Cr: : : I kgmollm3, and V::::: 10 !TI 3 . Find the
state-space model and the transfer function representing this system.
c. Consider a step increase of C to 1.5 kgmollm 3 . Find the response in C 3 to this
change.
F,
C,
F,
C,
c,
C3
9. Compari.wm qllmpulse and Pulse Re.s])(JIlses. Consider a tank with constant crosssectional area, At::::: 1 m 2 , and assume that the flow out of the tank is a linear function of the height of liquid in the tank. 'The steady-state values of tank height and
flowrate are I meter and 1 m3/hr, respectively. Find the impulse response of tank
height if 1 m 3 (in addition to the constant steady-state flow) is instantanollsly
dumped in the tank. Compare this with several pulse responses, where the additional I m3 is added over 0.05,0.1, and 0.15 hour periods.
IO. Consider a chemical reactor where a step change in coolant flow rate frolll 10
gal/Inin to 12 gal/min (at t::::; 0) causes the change in reactor temperature shown in
the figure below.
214
155
150
u..
'"
ill
145
"0
ci
E
2'
140
135
130
0
20
40
80
60
100
time, minutes
I"inel the gain, lime constant, and time-delay for this system.
Y(s) = k
+
T,t', +
I)
= k ""
[I _
...
(I _T,,)
T,j.
120
Chap.S
fOrln.
Usc the MATLAB routines step and impulse.
The 1l1,\jor sections are:
9.1
9.2
9.3
9.4
9.5
9.6
215
216
Chap. 9
The dYJ1atnic behavior of./lrSHJI"dc!" systems was studied in Chapter R. In this chapter, \ve
present results for higher-order systems and shmv I1mv to usc standard nutlll'l"ical integration routines for tinlc domain sirllulation of these ITHldcls. V,ic first study second-order
s)'ste111s, thcll generalize our results to higher-onler systems.
9.1
h II( I)
"',
- dc
This is
UftC.Il
(9.1 )
nT- dr
\vhcrc (obviollsly
o()
!r~kll(l)
(9.21
* 0):
(/,
(/,
2'7
T'
an
(ill
h
ali
k
(
:::0;
;;;:0
:::0;
We discussed in Chapter () that single nth order ODEs do not naturally arise in chemical
processes, The second-order model shmvn in (l).l) or (9.2.) gCllerally m'ist's by changing a
set of t\)".'o first~()rder equations (state-space model) to a single second-order equ;ltioll.Fol
a given second-order ODE, there are all infinite numher of scts of two firSl--nrdcr (statc~
space) models that arc equivalellt.
Taking the Laplace transform of (9.21:
T'
lv'
Y(v) ~ sv(O)i,(O)]
+ 2CT I.IY(.I)
~ v(O)]
+ Y(s)
Vie
kU(v)
find:
Y(v)
(9.3)
Y(I)
cc
g(s) U(s)
+ 1. \Ve
Sec. 9.1
217
TAHLE 9.1
Damping ['actor
Case
Pole Location
I
II
III
Characteristic Behavior
ovcrdumped
critically damped
underdamped
(9.4)
2T 2
1',
fJ 2
...
\:
T
\:
27
V\:2_ I
1 -_.. _ - - - - -
(9.5)
\:
v\:' .. I
(9.6)
The following analysis assumes that ~ > 0 and T > O. This implies that the real portions
of PI ancljJ z arc negative and, therefore, the system is stable. The three possible cases arc
shown in Table 9.1.
9.1.1
Step Responses
Now, we consider the dynamic response of second-order systems to step inputs (U(s) :::;
!>u/s):
Yes)
~, ,
TT
2\:TS
!>u
I s
(9.7)
(:ASE 1
Ovcrdamped (t
Since
'>
~"
1)
1, we can see that the two roots will be rcal and distinct. Also, since we assumed that
:> 0, the system is stable (the roots arc less than zero, since we are assured that \/~2~--J< ').
We btctor the polynomial T 2S 2 + 2'TS + 1 into the following form;
(98)
We sec immediately from (9.8) that the poles (values of s where the polynomial,;: 0) arc;
(9.9)
1',
-liT, ~ ..
(iT + V(('
which gives the following value for the first time constant:
1)/T
/\hu.
\\l~
(9.10)
-I
_ \
~c
which gin:::-- the following \allle fur the second time cunstantT
(911 )
T,\-
\\'e
(9.12 )
t-
call \,Tile:
\\lllCh
,,'
T1
2\
"
(i). 1.:1-)
Oi"'
\Ve call derivc (sec student excrcisc la) the fuIIO\\'ing solution 1'01 step ["eSpll!1SeS ()fllVenlalllpcd
SystClllS
fhcnlmnpl'cl.
If f)
v,here
"
unll
S>
]
" c
1'1('
and
(
ft).
I5)
T
T
T,--
Nlltc thaL as in thl' case llf first-order systems. we can divide hy k":'l1 to develop a dimensionless
UUlpUL Also, the dimctl\ioliJcss timc is th and we can plu( Cllr\'es f(n dimellsionless outPUl as a
fUllction of i;. Thi:-- IS donc III Figure 9. I. \v-hich includes the critically damped l:asc. as discllssed
ncxt. \los( chcmical processes t'xhihit ovcnJalllped behav-ior. The critIcally dampl'd .step l'eSpUIlSC is also .ShUV..-rl ill ['igurc 9.1 (curn: with ~:::: I).
0.8
1.5
0.6
0.2
Various values 01 damping factor
o
o
10
i5
t/lau
FIGLRE 9.1
Sec. 9.1
CASI-: 2
Critically Damped
(~
219
= I)
The transition between ovcrdampcd and underdmnpcd is known as critically damped. We can
derive the following for the step response of a critically damped system (see student exercise I b)
Critically (hlmpcd,
~ :=
I [Repeated polesl
(9.16)
Notice that the main difference between overdampcd (or critically damped) step responses and
first-order step responses is that the second-order step responses have an "S" shape with a rnaximum slope at an inflection point, whereas the first-order responses have their maximum slope
initially.
The initial behavior for a step change is rcally dictated hy the relative order of the system.
The relative order is the difference betwccn the orders of the numcralor and denominator
polynomials. If the relative order is I, then output response has a non-zero slope at the
linle of the stcpinput; the step response of a system wilh a relative order greater than I
has a zero slope at the time of the step input.
CASE 3
For
Undcrdamped
S <:
(~
< 1)
l, from (9.5) and (9.6), we find that the poles are complex:
fJ= ..
~I
T
P=(Xjf3
where:
ex
f)
We can derive the following step response for all undcrdamped system (sec student exercise I):
where
f)
:-=
k!:l.u (I
V'(
('
<I'
= tan
(1(.
,,,in (I3t +
<I'))
(9.17)
220
Chap. 9
Again, dividing by kD.lI, we can produce the plot shown in Figure 9.2.
2nd order underdamped
1.6
1.4
/:~
,-
/ I?': ,\\
1.2
//og 75'\>"
'/.
I factor
varia JS values 0
08
.0
/.
\
/
1/
t,\
0.4
...
./
0.6
"
)/
...
0.2
10
12
14
Utau
it
A number of insights call be obtained from r;igure 9.2 and an analysis of the step response
equations. Notice that the poles for the second-order SystCll1 can be wrillen:
P - [-(
.. _ I
+ jV(I-(')! T
Observe that, for smaller S, the respollse is more oscil1atory. For S < I, the ratio of the imaginary
portion to the real portion of the pole is:
imaginary
real
As the imaginary/real ratio gets larger the response hecomes more oscillatory. We also notice
that a decreasing T corresponds to a larger negative value for the real portion. As the real portion
becomes larger in magnitude (more negative) the response becomes faster. We use these insights
to interpret po1cl7.ero plots in Section 9.3.
Responses of
Sec. 9.1
Second~Order Systems
221
time to first
peak
l
c
rise time
I.-oscillation
period of j
.
b
decay mIlO = -
overshoot ratio =
FIGURE 9.3
Time
9.1.2
The following C0111mon measures of underdampcd second-order step responses arc shown
on r7 igurc 9.3 and defined below: (I) risc timc, (2) timc to first peak, (3) overshoot,
(4) decay ratio, (5) period of oscillation.
Rise lime. The amount of timc it takes to first reach the new steady-state value.
Time to jirst peak. The timc required to reach the first peak. Notice that there arc an
infinite number of peaks.
Overshoot. The distance between the first peak and the new steady-state. Usually
expressed as the overshoot ratio, as shown in the figure.
Decay ratio. A measure of how rapidly the oscillations are decreasing. A h/a ratio
of 1/4 is commonly called "quarter wavc damping".
Period (d'osc'illation. The tilnc betwecn successive peaks.
The following example shows how to usc Figure 9.2 to estimate these values.
EXI\l\;lPLE 9.1
Consider the following transfer function, subject to a ullit step (L\.u ::::: 1) input change (assume
time units arc minutes):
g(s)
,
4s"1 0.8s
Find the (1) rise time, (2) time to first peak, (3) overshoot, (4) decay ratio, (5) period of oscilJa
tion, (6) value of yet) at the peak time,
ESCOLA Dc H,GENHARIA
BIBLIOTECA
222
Cilll
Chap,9
sec that;
k~5
7 2 ::;:
2i::'T
-
:=
4 so
0.8 so
:::
2
II.K
D,S
t:::
'" ::: ----- : : : 0.2
-.!T.:.1-
\VC usc Figure 9.2 as lhe lJasis for the follmvil1g calculatio!ls,
~ =
0.2 is'
~
::: 0.2
15J
I
=--::
3. The
o\Trsh()()(
ratio is
1)1, so
I 15
1"
is'~
l,g
1.2. so
= J.6 minutes
'II:::
3.2 ..
;.c;
6.4 Illinu(t's
(l.5J.
I
I ~ IJ,\
II"::::;;
k~1I = J .53.
9.6 - 3.3. so
f(,,, ::::
Although equation (1).17) C<ltl be used to solve the previous <;.'xarnple. it is often easier to
usc the dimensionless plot (Figure 0.21.
9.1.3
Impulse Responses
NO\v, \ve cO[l;-.;idcr the dynamic response of second-order systems to impulse inputs.
Y(s)
-+-
2~7S
CASE I
O\'crdamped
(~
1)
C<.l.SC
(,~I ~ sinh
thl~
(: \1 - ('
~)
dimensionless rimt'.
Sec. 9.1
CASE 2
223
(:riticallJ' Damped
(~:::::
I)
The impulse rcspOilsC for the critically damped case is (see student exercise 2b):
y(t)/kA = - 7 e
liT
CASE 3
Vndcrdampcd
(t / 1)
The time domain solution for the nnderdamped case is (see student exercise
e-U/' sin
Y(I)/kA
T
2(~):
(VII
0.6
'5
'f-'r.,.+,
,.....................
0.4
w
w
'"
0.2
'"E
C
0
'wc
i5
0.2
0.4
tltau
FIGURE 9.4
of~.
10
224
Chap. 9
9.1.4
Consider the case where the input is a sine fUllction. with amplitude A and frequency (,):
lI(r)
A sin
c:::C
(ll!
[0
kA
sin (rof + (l))
the
lillle
domain. the
(9181
\vhcrc:
(9191
(sec student exercise 3). The amplitude of the output is:
kA
and the phase angle is (b. Often, system behavior is discussed in tenns of an amplitude
ratio, which is the amplitude of the output eli vided hy the amplitude of the input. The amplitude ratio is:
k
"'--~-I
EXi\IVIPLE 9.2
g(s)
A Imv frequency sine forcing ((,) ::::; 0.1 min-- I) yields the input/output response shown 111 Figure 9.5.
Notice that the output lags slightly behind the input. and the amplitude of the output is
slightly smaller than the input amplitUde. Contrast this result with the folhnving case 01" a higll
frequency input.
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ."':,'"ifi
225
Sec. 9.1
1.5
-0.5
-j
-1.5
20
40
60
80
JOO
time, min
FIGURE 9.5
A high frequency sine forcing (l')
Ufe 9.6.
"
0.5
"
0:::
-0.5
-j
time, min
FIGURE 9.6
Notice that the output lap significantly behind the input, and the amplitude of the output is
much smaller than the input amplitude.
A particularly interesting type of behavior that can occur with second-order undcrdamped
systems is known as reSOll(///(.'C pe(lking, which occurs in intermediate frequency ranges as
shown in Figure 9.7, where a frequency of 1 fad/min is llsed.
Here the output amplitude is significantly higher than the input amplitude although the
input/output gain is I. At lower ([;igme 9.5) and higher (Figure 9.6) frequencies the output had a
lower amplitude than the input, while al an intermediate frequency (Figure 9.7) the output had a
higher amplitude than the input. This phenomcna can only happen in systcms with complex
roots.
226
10
15
Chap.9
20
time, min
FIGlJRE 9.7
The concept of phase angle is illustrated by Figures 9.5 through 9.7. At low frequencies (Figure
9.5) the output barely lags the input, and therefore has a phase lag of almost {) deg. At inlt'Tmcdiate frequencies (Figure 9.7) the output Jags the input by (jO", and ill high frt'qucncics IFigure 9.(l)
the output lags the input hy almost ISO". Also noll' that the notion of "high,"' "intcnncdialc.' and
"lil"/' frequencies is relative (dependent Oil T). Lm',!, medium. and high frt'ljUCJKit'S cnllcspol1d
roughly to (,jT 0::; 0.1, J, and 10. re::;pcctivcly.
T'he method of sinc-forcing a system is llsed in the analysis of feedback control systel11s
and is knO\vn as frequency response analysis. Bode diagrarns arc llsed 10 plot the amplitude and phase angle as a function of rrcqlll~ncy. Vv'e do not provide further analysis here.
but refer the reader to any textbook on process control for 1110re detai 1.
9.2
\10\\'.
a sccond-
order system with numerator dynamics with the gain/time constant form:
s(s)
k(T"S + J)
.//(1)
(",.1+ 1) (T!S+ I)
(s -1',)(.1 - 1',)
//(s)
W201
Sec. 9.2
227
where:
PI
The gainltimc constant form has the following time domain response to a step input (sec
student exercise 4):
(9.21 )
The reader should show that, if Til:::: T2' the response is the same as a first~ordcr process.
EXAMPLE 9.3
yeS)
+J
lI(S)
(3s + 1)(15, + I)
(9.22)
The step responses are shown in Figure 9.X. Notice that negative numerator time constants yield
a step response that initially decreases hefore increasing 10 the final steady-stale. This type of response is known as inverse n\"jJollse and causes tough challenges for process control systems.
"1 = 3
"2
15
varying
"n
60
FIGURE 9.8
namics.
Notice also that a numerator time constant that is greater than the denominator timc constant causes ovcrshoot before settling to the hnal steady-state. Also notice that the inverse
response becomes "decr>er" as the process zero (-117 11 ) approaches a value of zero from
the right.
228
9.3
Chap. 9
g(,,)
(T,I'"
WI1Cl\' TII/'
-+- I
I )(T,I'"
I) .. (Td,,"
(9.23)
I)
hm
(b,!,SIll
--_.
(1,/'!'
hiS
(f
([II
IS
I hll )
I do
(9.24 )
The \'alues of \' that cause the numerator oj' (9.23) or (9.24) [0 equal zero arc known as the
"zen},,' of the transfer function. 'fhe val LIes of s tll,l! cause the denominator of (CJ.23) or
(lJ.24)
cJ ("-
C, )(.1
g/,(I)
\\Ilcrc:
cm )
p.,l
.
II
I', )
J
i'i , (-:)
(l).271
I,ll
and that complex poles (or Zt~ros) must occlIr in cornplcx conjugate pairs.
EXA\II'I,E 9,4
+ 1)( 15.1
~~~~~
t J)
~ "'_-Itj-:.l;:~
Sec. 9.3
229
g(.,) -
"- 20s + 2
-1- ISs
g(s)
lOs 1- I)
18s 1 I)
4) (, - io)
(
N,Js) ~- 9 (s +1)(s + I)
3
The zero is O. J, and the poles are
15
Notice that the zero for Example 9.4 is positive. A positive zero is called a right-halfplane (RHP) zero, because it appears in the right half of the complex plane. Right-halfplane zeros have a characteristic inverse response, as shown in r'igurc 9.9.
Also notice that the poles are negative (left-half-plane), indicating a stable process.
Right-half-plane poles (positive poles) arc unstable. Recall that complex poles will yield
an oscillatory response. A pole-zero plot of the transfer function in Example 9.4 is shown
in Figure 9.10 (the pole locations arc (-1/3.0), (-1115,0) and the zero location is (0.1,0);
the coordinatc~ arc (reaJ,imaginary)). For this system, there is no imaginary component
and the poles and zeros lie on the real axis (Figure 9.10).
1.5
'"
0.5
0
0.5
-1
20
40
FIGUU.E 9.9
60
Inverse response.
80
100
230
Chap. 9
Imaginary axis
Real axis
F[G(:RE II.! 0
As poles move further 10 the left they yield a ra...;ter rcspnnsc. while illcrcclsing the
n1<lglliludc of the illlagillar.y porti 1 11 makes the rcspcH1S(' mure oscillatory, 'fhis bchavim j"
slllllillaril.l~d in
Figure 0.11. RcC<.q also that a process with a pole at the origin (and nOlle
in the right-halt'-planc) is kllO\vn ,-IS an intcgmting system. that is the sy-stcrn nevCl setllts
[() a stcady-state when a step input change is made.
Mulli[J1c right-hair-pjtmc zeros lUSt' multiple "changes in direction" for e\ample.
\vilh two RIIP leros. the step respollse is initially ill nile dirceti(HL switches dirL'ctioll.
then ::-witches back to the initial direClion.
f),tI
more oscillatory
Imaginary
aXIs
x
Inverse response zeros
Real axis
faster response
unstable poles
1
FIGUHE 9.11
n-/cm).
Sec. 9.4
231
1.5
1
.J
Second-Order Pade'
Approximatlon
0.5
y
Pure Time-Delay
0
-0.5
-1
r-
10
!,::>
time
FIGURE 9.12 Comparison of step responses for pure time-delay with
order and second-order Pade approximations. Dcadtimc::: 5,
rirst~
B
e
0-,=
0
2
s
(9.29)
0,,=
o \' +
2
02
12
,
y'
2
o
0 "
1 + ,. + 12'
2.
(9.30)
A comparison of the step responses of first and second-order Padc approximations with
pure time delay arc shown in r"igurc 9.12,
EXAiVIPLE 9.5
first~order
xes)
Ss
5s -+- I
232
Chap.9
-- 2.Ss
7.Ss
and the second-order Pade appro\i11latio/l .yields
2.0SJJ\: -- 2S1
1041
1-1-.58.\3,' -+ 7.51'
0.5
y
FIGURE 9.13
10
15
20
25
9.5
Sec. 9.5
y(S)
State~Space Form
233
_I 2{7S 1_ I lI(s)
, d'"
C
dl i
dy
2{7
dl
+ Y c.c k U(I)
(931 )
(932)
LeI:
.r] ::::
and:
X2 ::::x 1
(9.33)
(9.34)
so:
Divide (9.31) by
72
::::;~-rl::: \:2
to obtain:
d'y
dt 2
+.2{ dy.. +
tit
1"
and since:
(935)
y =
[1 0]
1::1
(936)
The student should show that defining y::;;: x 2 leads to the following state-space model:
.
I.
XII
X,
2{
-7'
()
l.xll +
I I]
.',
7' [u]
(937)
()
(9.38)
234
Chap. 9
J'vlATLAH has routines for converting fron] transfer function fonn to stalc-spi.]CC form
(tf2ss) and vice versa (ss2tf). tL2ss is llsed in LxarnpJe 9.5.
EXAiVIPLE 9.5
1 I/(s)
U.7071 \
and
ClllCl"
num -
den
).
0.7071
the command:
la, b, c,dJ
a
b --:
0.3535 -0.5000
i.(lOUO
0
]
(1
c-
(J
c.1
()
1.S000
Notice that the slale space models ill Exmnplc 9.5 are dif{l~rent than the malices that arc
obtained from (9.3."1) and (9.36) or (9.:n) and (9.38), hut the differellt forms vvould all yield
the same results for the output variable via simulation. Rcmcmber that a transfer function
relates inputs to outputs but docs not represent the actual stales of the s)'stern. There arc an
infinite number of statc-space models that \vill yield the sank' input/output lllodel.
After finding the state-spacc form for a transfer function, we can use any available
numerical integrator to solve problems. MATLAB rOlltines of interest include od(:, 4 (),
in.itiaL and step.
9.6
9.6.1
step
A quick \vay to generate stCJ1 responses is 10 use the MATLAB function step. This call
be used \vith either a state-space or a Laplacc domain model.
235
Sec. 9.6
g(s)
+ I)
+ 15 s +
2(IOs
--50 s'
g(s)
50
20s
+2
15 s
The following MATLAB commands arc llsed to generate the response shown in I-;igure9.J4.
Dum
den
=
,0:
[20 2] i
[50 15 3J;
[Y,x,L] = step{num,den)
plot(t,y)
Notice that a tinlC vector is automatically generated, wilh a length close to the settling
lime of the process.
The same plot could be generated from the state-space form by using:
[y,x,tJ = step(A,B,C,D,l)
pIot(t,y)
n,
where A,
C, and f) arc the Slate-space matrices and' I' indicates the first input. Although state variables arc calculated, only the output variables arc of interest.
We could supply an equally spaced time vector and use:
[y,x] = step(num,deD,t)
12
0.8
"
0.6
OA
02
0
0
10
20
30
time
FIGURE 9.14
40
236
Chap,9
0.4
0.3
0.2
"
0.1
0
01
20
10
30
40
time
FI(~LRE 9.15
for tilt.' Sll'p response of a transfer fllllction IllUdel. The nUlllhet' or urguJl1CnL" determine,,>
\\'hether a tntl1.';fcr function or statc space rnodel is used by lllC step function, and whether
the lime \ ('c\(X has hel-'ll specified or not.
9.6.2
impulse
impul~;e(num,clcn);
plot (t,Y)
'rhe plot is
SIl0\Vll
(disl'(Hl-
titlllOlIS) dfcct Oil the output. because this is a relative order olle sy'slcm.
Vl'([Or
and usc:
= impulse(num,den,t);
SUMMARY
The step responses of the classical seconu order system (o\'erdampcd, critically' damped,
and undcrdampedl were presented. In addition. \ve sho\ved the effect of ll11rncrator dynamics (and particularly right-half-plane zeros) 011 the rc-"ponse or a sccond-order sy'stenL
The Pad0 approxilnations for dL'<ldtiJl)c \vere presellted. You should understand the effect
of the location ()r poles and /eros 011 the speed and quality of response of a transfer fUllCtion model. The process gain is sllnply the ultimate change in OLltput divided by the
change in input.
Student Exercises
237
step:
STUDENT EXERCISES
1. Derive the step responses for the following second-order systems.
a. Overdamped
b. Critically damped
c. Underdamped
2. Derive the impulse responses for the following second-order systems.
a. Overdamped
b. Critically damped
c. Underdamped
3. Consider a sine input with magnitude A and frequency w. Solve for the time domain
value of the output for the following second-order systems.
a. Overdampcd
h. Critically damped
c. Underdamped
4. For a second-order system with numerator dynamics, find the step response for the
following.
H. Ovcrdampcd.
b. Underdamped.
c. Critically damped.
5. A second~order system has the following Laplace transfer function form:
Y(s)
2.5
+ 5s +
U(.\)
where the time unit is hours. The initial steady-state value for the output is 20 psig
and the input is 4 gpnl.
At t::;;: 0, a step input decrease is made, from 4 gpm to 3 grm.
238
Chap, 9
d\
'II'
dt'
(T
d\'
- ill
-I- T,)
=::
/I
u(()) ::: ()
a. Find the Laplace lransfmm of the elitTerential equatioll. \Vrilc this cxprC'\SI(ll1 in
the form of \'(s)
b. Nnw. assullle that a step clwngc of magnitude .-\ !l1 tilt' variahk /I Dccur" at
tinlc::: 0, Find the lime domain resulL y(l),
c. Nm\'. assume that a step change or lllaf,:JliWc!c ,\ in the \<triahle ({ OCClII', at
time::: O. Find the time domain re"ult. y(lJ. hy lhing a parti,lI fraction c\jI<llhio1]
and sol\ing for the iJl\er"c Laplace transform by ll'lllti.
d. Plot tilL' tirOL' domain respullse. yUl from p;lr! c. Llsing 11ll' t()lh1\\ing parallkllT
\',due" k:::::: I. '1:::0; J.,~::::; 10. and try s('v('l-al plots. \arying III from J to 10
c. Plot the time domain re::.potlsc. r(f) from part c. u"ing the follc)\\ing p;lr,II1WtL'I
\allil'S k::;::: I. II::: 3.,~:::: 10. and lry sl'\l'ral plots. \arying
from 10 to ()
'II
d.r I
I
til
dr,
"
til
,[
"
,[
II
ell
----
~~rg.iF,r
Student Exercises
239
290
I
I
I
285
u.
'"
-...J--____
--- ---
280
ID
"0
~
0-
''""
270
I
I
I
I
I
I
1--
I-
I
I
__ I
I
I
I
255
0
I
_____1
I
I
I
I
--!---I
I
I
I
I
I
---- --t-I
I
___ I
r
I
I
-- - ---t -
250
I
I
~I
260
I
I
1
---~----
I
I
265
--~t-----
I
I
I
l-----~---r--------I---------f----
----- -----
2!
----~-
I
I
1
275
iiiID
I
I
I
I
I
I
I
I
I
I
-1--
I
I
I
I
I
I
I
I
20
40
60
- -t---I
I
80
100
time, minutes
d~'
d1
1~2
dv
~
tit
+y
2.5
d 2l{
(0)
til
1 :=
du(O)
dl
~~ ~
U(I)
2I
240
Chap.9
input. Explain. F,'ind the transfer function and verify these results assuming a gam of
one.
(1,0.5)
(-1,-0.5)
(0.5,0)
[ ~: I [
2AOS
0.833
Y -
-2.238
II x, [ + [
x,
7 [
-1.117 /I
10 11 [x,'[
Xl.
a.
b.
c.
d.
~ g(s) lI(s).
12. A process engineer responsible for the operation of a complex chemical reactor has
the process operator make a step change in the coolant f10wrate from 10 gpm to 15
grm to the reactor at 2:00 pm. The reactor temperature is initially 150"F at 2:00 pm
and drops to a low of 115P at 2: I0 pill. Eventually the reactor temperature cornes
to a final stcady-state temperature of 125"F. Assuming that the response is secondorder (k!T 2 \.2 + 21;TS + I), find k, 1;, T (show units).
13. The output of a sccond~order, 1I1lderdamped system has a rise time 01" I hour. and a
maximum value of 15[" (in deviation variables), aner a stcp change at time { =: o.
After a long period of lirne. the output is 12"F' (again ill deviation variables).
a. What is the value of 7'1
b. What is the value of C
c. What arc the poles? (also, show their location in lhe complex plane)
14. A step change of magnitude 2lb/min is applied to the input of a process. Thc resulting oulput response, in dcviation variables, is shown in the figure below.
_____________________________
~_,=_jf-_-_kLl'*;1t
Student Exercises
241
40
30
20
10
17
o
o
\ >,,_/
,
----.....
.............
100
50
/-
--
150
200
250
300
time (min)
Step response of a physical system, in deviation variables.
a. Pind the period of oscillation, rise time, and time to first peak, for this system.
Show your work.
h. Find parameters (show the units) in the transfer function, g(s) :::::: k/(T 2S2 + 2~TS
+ I), by using the dimensionless plot, Figure 9.2. Show your work.
IS. Consider the following third-order transfer function, where ~ is a parameter. Find
the conditions on the parameter [3 that will give an inverse response.
g(s)c
(5.1'
I-
(2.1'2+.1'+/3)
1)(3.1' + 1)(2.1' + I)
11(.1')
S2
+s- 2
s2+4s+3
I~; I I
x, + 10.00155111
0.00248
-6.5
2.511 X'I
4 - 6.5
ESCOLA Dc ENGE~~HARIA
B I BL I 01 cCA
242
Chap. 9
Find the lrallsfn l"unctiulls n.lating the input tu c<lch output. Find the step rc"poll_sc
01" l'<ldl output.
ill
21'
<';(,\)
II
C:(.\ )
III
.l::(.\)
IV.
(;'(.1)
2\
.:s
2\
-1-(.\
!)
Is
"
15
0.5
0
05
0
19. ('ollsidcr (\
SC(nIH!
10
I)
11(' )
let 11 represent the qmtlkr denominator time constant. ,,\S';';\lllle a step change ill
inpuL. Shc)\\' thal a max.imulll ill \'(l)/kj./{ occlirs if 'II
T, and tkJl a llliIllJ1lLl111 (illdicating ill\ erst' rcspllllsC) occur.., if Til
O. i\l..,o 'ibmv th,lt there is IlO L'.\lrellW ill
Lhe '-tep respoll"e if 0
'11 To. (llim: Reali/e LhaL a lTw.\imUIll or rninilllllill oel'I.I!""
at \/1/1 ~ 0.)
20. ('ol1sidcr the tran"fer fU1Jction
g,,(s)
12.\1 2
-L I
Student Exercises
243
gJs)
'I"
k(T"S + I)
r\,l + 2STS +
k(TIJ ,"
h.l' +
1)(7 2.1' + I)
(.1'-1',)(.1'-1'2)
21. The reader should show how the firsl- and second-order Pade approximations relate
to a Taylor series expansion. The 'I'aylo1" series approximalion to a time-delay in the
Laplace domain is
,'--
1 - IJ.I' I-
(J2.S2
O\J
2'
:V
Ots 4
05S 5
4'
5'
06",6
61
Use long division of the first- and second-order Pade approximations and cOinmenl
on the number of terms thai arc consistent with the Taylor series expression.
22. Consider the following interacting lank problem. Assume that the flow between
tanks 2 and I is linearly proportional (rJ 1) to the difference in lank heights and that
the outlet flow from tank 2 is proportional (f3 2 ) to tank height 2. Develop the transfer function models relating the inlet Ilowrate to both tank heights.
23. Consider an exothermic chemical reactor that has the f{Jllowing transfer function relationship hetween the inlet flowrate (input) and the reactor tcmpcrature (output).
~
2( - 2.5.1' I- I)
v = '.' .
......
()
9s 2 + 3s ,I, I
<'
The units of the input arc liter/min and the output is in deg C.
a. Find the values of the zeros and poles. Is tbis systcm lIndcrdamped or overdamped?
b. For a step input change of +3 liter/min, find how the Olltput changes with time.
How much docs the temperature decrease before increasing? Compare plots of
your analytical solution with those obtained using the MATLAB function
step.
244
Chap. 9
c. If a step decrease in the input of ~3 liter/min is made, what would he the results
in b, c, and d?
24. Consider a CSTR with a first-order irreversible reaction A --> B. The modeling
equations are:
dCA~_ (F)
+kCA + FCAr
dl
dC"
F
dl ~ k C" ~ V CII
The following parameters and steady-state input values characterize this system:
F
V
k
= 0.2 min- l
cc-c:
gmol
liter
The input is CAl and the output is Cn. You should be able to show that the stcadystate values of (~ and CjJ arc 0.5 gmolliitcr.
a. Show that the transfer function relating the feed concentration of A to the COIlcentration of B is:
y(.I") =
0.5
(5.1" + 1)(2.5.1" + I)
. . gmol B/lilcr
....
15---------------, and the tllne lIl11! IS Il1lIlutcs.
gmol A/liler
1/(1)
~,
0.25 sin(O.s I)
Using Laplace transforms, find how the output varies with time.
c. Compare your results in b with the integration of the modeling equations using
the MATLAB integration routine ode45. Remember to use the correct initial
conditions. Also, remember that the transfer function results arc in deviation
variable form and must be converted back to physical variable values.
d. Discuss how the amplitude of the output changes if thc input frequcncy is
changed to 5 mitr-- t .
25. Oftcn higher-order process transfer functions arc approximated by lower-order
transfer fUllctions. Considcr the following sccond-order transfer function:
245
Student Exercises
1
1)(11 1)
Find the value of 'T in a first-order transfer function, Ij('TS + 1), which best approximates the step response of this second-order transfer function, in a least-squares sense.
(Hint: Define an error as a function of time as e(t):::: Y2(t) - YI(I), where }'2 and
YI are the step responses of the second- and first-order responses respectively. Find I
\vhich minimizes e2(t) when t --> inf'.)
"
1
(71
1)( TI
1)
a. POI' a unit step input change (Au = 1), find the time at which the rate of change
of the output is greatest (i.e., find the inflection point).
b. Compare this rate of change with a unit step response of a first-order systelll
with the following transfer function:
1
g(l) ~ (27,V + I)
c. Plot the step responses for a and h, for
sponses.
'T
27. Pharmacokinetics is the study of how drugs infused to the body are distributed to
other parts of the body. The concept of a cOinpartmental model is often used, where
it is assumed that the drug is injected into compartment 1. Some of the drug is eliminated (reacted) in compartment I, and some of it diffuses into compaltment 2 (the
rest accumulates in compartment I). Similarly, some of the drug that diffuses into
compartment 2 diffuses back into compartment I, while some is eliminated by reaclion and the rest acculllulates in compartment 2. Assuming that the rates of diflu~
sion and reaction are directly proportional to the concentration of drug in the COI11partment of interest, the following halance c<.J.uations arise:
~ -(k,o
+ k 12 ) x, +
k 21 x,
II
246
(k lO
(k 2ll
k 2l )
~
Chap.9
0.094 min
0.015 min
a. [,'inc! the poles and zeros of the transfer function that relate the input,
II,
to the
olltput, xl'
b. Find the response of the concentration in compartment I, Xl' to a step input (If
I /-Lg/kg mill. What is the value at 10 minutes? What is the value after a long pc~
rind of time?
c. Find the response of the concentration in compartment I, Xl' to an iII/pulse input
of 10 f.Lg/kg. What is the value at [::: 0'1 'What is the value at 10 minutes'!
28. Consider the following delay-differential equations:
dX 1
dl
-x,(1 - 8) I 1/(1)
dx)
...
dt
-2x
J
using the first-order Pacte approximation for dcadtimc, write the corresponding (approximate) pure differential equations. (llin!: define a new variable x3;:;;: xz(t - H).)
Solve the equations using ode45, for an initial condition
in all states,
and a value of 1 for the input
or ()
MATRIX TRANSFER
FUNCTIONS
10
Chapter 6 presented simple examples for transforming a state-space model to a single 11th
order ditlcrcntial equation. Once the single differential equation was obtained, the methods of characteristics and undetermined coefficients (Chapter 6) or Laplace transforms
(Chapters 7-9) could be used to obtain a solution. A general method for converting a
slate-space model directly to the Laplace domain is presented in this chapter. With the
transfer function representation, one can easily obtain the corresponding single nth order
differential equation. After studying this chapter, the reader should be able to:
Convert a state-spate model to a transfer function model analytically.
Convert a slate-space model to a transfer function model using the MATLAB
routine Sf32tf.
Discuss interesting effects from pole-zero cancellation,
The
rm~ior sections
arc:
10. J
A Second-Order Example
]0.2
10.3
247
248
The goal of this chaptn is 10 take
il
Chap, 10
Ax+Bu
y~CxjUll
yes)
<;(s) lies)
and usc this mode] to solve for the response;.; of each output to each input. \Vc will also
usc this technique to easily find the 11th order differential equation corresponding to l'<ICh
output variahle.
10.1
A SECOND-ORDER EXAMPLE
Consider the follo\ving tv\'o-statc, single-input. single-output model:
dX I
dl
(111'\"1
-+
(1 1.',1.":,
-+
( I0 I ,
hi] II
dr")
{ 10.21
dl
( IO.JI
s X,es)
',(0)
s X.(s)
x,(o)
!I"
iJ", (J(I)
{ 10.) I
c,. X,es)
d" (J(s)
( 10(; I
( I ()l,
lI,el X,es)
-!I"
X,es)
iJ" U(s)
( 10.71
iJ" U(s)
( I O,~ I
III order [0 generalize this procedure later. we \vritc (10.7) and (10.8) in matrix form:
(,,)]_.] 0"
..
(/: 1
(1)1 ~
(/., I I.\:,',,(.,)
11,",1 \
hill U(s)
1
h"
or,
(/,Ii
(/) I
0',',1,\f [X,(S)]
(/..
X.(I)
h" lues)
Ih
( I () _C) I
21
~~~~-~~----- ~,
Sec. 10.1
A Second-Order Example
249
yes)
[e"
X,es)
e 12 ] [X,(s) + <1" U(\")
(10.10)
(sl
A) Xes)
II U(s)
(10.1 I)
(10.12)
C X(I) + D U(s)
(10.13)
yes)
combining (10.12) and (10.13):
yes)
c"
[C (sl ~ A) 'II
+ D] U(s)
(10.14)
yes) .. [C (sl
A) 'II] U(s)
(IO.IS)
or,
yes)
G(s) U(s)
(10.16)
In this example, since there is a single input and a single output. G(s) is a single transfer
function, which we call g(s). The transfer function is the ratio of a numerator and a denominator polynomial:
g(s) ..
H(s)
D(s)
(IO.l7)
The reader should show that the polynomials in (10.17), based on (10.15)
exercise 4):
H(s) ~
"l S
+ "0
afC
(sec student
(1O.18a)
(HU8b)
flo =
ell btl
elJ [0 12
+ en b I,
bll
{In
(IO.19a)
blJl +
C l2
ra
21
bl ] ~
alJ
h21 1
( 10.1%)
(lO.19c)
(lO.19d)
Since the inpuHmtput relationship is wrillen:
250
Chap. 10
Nix) .
lJ(s) lis)
Y(s)
We call further write:
or.
till
II,
dl
V'/e no\\ have all automated procedure to find the transfer function for a single-input.
single-output. two-slate S}'stel\1. An example is shmvl1 below.
Example 10.1
('oll"idcl <l llncari;cd Illode! of a l)iorc<ll'tOL wlth the sl'cund-statl' \"ariahk (SUbslralt' c{llKCIlIJ,1
liun) Il1c,l"urcd and with dilution ralt' (I:;V) as the input \ari;\hlc,
A=
II
-II 7';1111
[)
[II I]
II
(sl
c:;;:
C (sf - A)
!O.7~O(J
B:
O.9().')()
s + 2.."640_
( (d
A)'
A)
2.:'i640
IJ.7SIII1
2..'1640 s
o 7';00\ I,
\
0.7';011 II [
"l;l~21 S
0.67920
U.6792(J
2.:'1640 s
. .).XL).J
'
2.5640 s I O.h7920
Sec. 10.2
251
3.RZ55.\ 1 1.14765
C(sl-A) 'I!
" 2.5640 s
+ 0.67920
so,
yes)
s/
3.RZ55 sl 1.14765
U(s)
t- 0.67920
-t-- 2.5640 s
d\'
,
de
+ Z.5640
dy
'
dt
,j
0.67920 \'
--
3.RZ55
dll
dt
+ 1.14765
II
10.2
dt
(lIIX I
JJ1
Ol/JT"
-+- h ll
u 1 -I ...
bllJlu m
(10.20)
i,
I.~"
.,
[all
I
=
_a",
a""
I [""
x"
+ -"",
(10.21 )
Y',1 ~ Ie,,'
[ \'
c
.-,
a'''.lx,
II
,'' 1['']
(,/1
\11
Id"
d'l
d'2
252
Chap, 10
(10.22)
y~Cx+Du
where the dot over a slale variable indicates the derivative with respect to time. Recall
from Chapter 5 that the eigenvalues of the Jacobian matrix (A) determine the stability of
the system of equations and the "speed" of response. Now, taking the IJaplacc transform
of (10.22):
Xes)
(.II
A) 'lIli(s)
DIV(s)
If D ; : ; 0 we can write:
(I'
G(s) ~
X Ill)
(I'
C(sl~A)'ll
X
n)(n
n)(n
Ill)
gll(S)
G(s)
g" (s)
g pes)
g,,(s)
g'm(s)
R,m(s)
10.3
will generate the numerator and denominator Laplace domain polynomials for the transfer
function between input number m and the outputs, in descending order of s.
EXAMI'LE 10.2
Here we consider the linearized biorcactor model, with two inputs. The first input is dilution
rate, the same input llsed above. The second input is the substrate feed concentration. We will
also consider both state 1 and state 2 to be outputs, and modify the C and 0 matrices so that
ss2 tf provides the transfer functions between the input and both outputs.
Sec. 10.3
253
[0,0.9056;-0.'15,
=:;
2.5640]
A -
a 0.9056
-0.7500 -2.5640
B=-
[-'1.5302,0;3.8255,0.3]
13
" c
c
1.5302
3.825'3
0.3000
[1,0; 0, ] ]
c:o
1
0
"
""
1
[0,0; 0,0]
Input I
The numerator and denominator polynomials relating the first input to the two outputs arc found
using the following command:
num =
-1 .5302
J .8255
[]
-0.4591
1.1476
den
1.0000
2.5640
0.6792
where the first row of the num matrix is the coefficients of s in the gil (s) polynomial. in dccreas~
ing order from left to right. Similarly, the second row of the num matrix is the coefficients of s in
the 1;'21(8) polynomial, in decreasing order from left to right:
"l') ~
.1"
11 (,)
l'
3.8255.1' + 1.14765
+ 2.5640.1'1- 0.67920 ",(.I')
We realize that the eigenvalues of the A matrix and the poles of the transfer fUllctions will be the
same. 'fhis is verified by the rooLs and eig cOll1mands
254
Chap. 10
(den)
((lot-,;
dll;:;
O.30()O::1
eiq (al
an,;
. 3 () CJ CJ
.) . /. 6 ,} ~J
We
call
ahcl
\\I'ilt'
the Ir;lTlsfcr
fUIlCliulls
ill
POk-/t~l\)
fOHn"
I ,,"iJ02 (s +- O.J)
(s
1\\herc
\~C
+- 2.2(40)(0"
+-
3)Q55 (s
0._')
is +
',-.11 1(,\)
11.,1
!J'''.
~.jA(I)(.,
III(S)
0.3)
canccl~
sy"kIl1S
(s
j.
).5J02
2.2(40)
3./{255
(s + 2.1(40)
/I
(s)
1_
II,(S)
0.6759
0.4417.1'1 1 11 1(.1')
1.()S()7
1/,
(1))17 \
(s)
\Vi.-' \I.ould notice the Il'ro-pok cancellation if we ;\Is() lIsed the TOC)t~3 cOll1llwnd \() find the
of the IHlIJ1Crator polynomial
fOOls
q'Tot:-? (nurc(l,:))
- () . 3 C1 (I 0
'>rU(I\ '; ([;1 :Ti{~;, :))
-().~jOCC
and
\\"l'
sec that tbe rool of the Jlllll1craloJ pulynomi;l! is the same a" one of the
nOlllinalor p()Jynomial.
nl(l!s
of the de-
Sec. 10.3
255
Input 2
The numerator and denominator polynomials relating the second input to the two outputs arc
found using the following command:
[num,den]=ss2tf(a,b,c,d,2)
num : : :
0.2717
0.3000
den
2.5640
1.0000
0.6792
v,(s)
= g,,(s) lI,(s)
y,(s)
= gn(s) lI,(s)
0.2717
2.5640.':1 -t- 0.67920
( )
1/
0.3 s
+ 2.5640 s
( )
I ().t,7 ')7l)
_ 1/, s
The relationship between the second input and the second output is particularly interesting. The
secoodinput has no steady-stale effect on the second output, as can he seen from the final value
theorem. Assume a step change of magnitude !YJ.u z in input 2.
y(t-,
10.3.1
~) =
s yes -) 0)
0.3 s
au}
-- 0
( 2.5640 s I 0.67Y20 s
y,(s) =
(.I'
gain~time
constant form:
y,(s)
.I'
256
Chap. 10
:;,..,
y,
0.5
o
-0.5
-1
1.5
0.5
time
FIGURE 10.1
or,
- 0.6759
y,(s) = 0.4417 s + I LI,(S)
1.6897
y,(s) ~ 0.4417 s + I fl,(S)
The step responses for a unit step input change are shown in Figure 10.1.
0.4
y,
0.3
2:
"
0.2
0.1
10
15
20
FIGURE 10.2 Unit step change in input 2. Notice that the- steady-state value
of Y2 docs not change.
Student Exercises
257
Dum
0
0
0
0.3000
0.2717
1.0000
2.5640
0.6792
d.en
[y,x,t]=step(nuffi,den)
plot(t,Y)
SUMMARY
We have shown how to converl a state-space model to a transfer function model, for IllUItiple inputs and outputs. We have also seen some interesting results regarding pole-zero
cancellation. One has to be particularly careful with pole-zero cancellation if a pole is UIlstable (positive), as will beshowll in Section 11.3.
The following MATLAB routines were used:
ss2tf:
eig:
matrix eigenvalues
roots:
roots of a polynomial
STUDENT EXERCISES
1. Compare the step responses of the following three transfer [unctions:
1
a. gt(s) ~
(0.4417 s + 1)(3.3333 s + I)
1
b. g2(s) ~ 0.4417 .\' + I
c. g,(s)
.
1
3.3333 s
258
A=
B=
- 0.325
0.2
0
0
0
0.2
0
0
0
0
OJ25
-0.325
0.2
0
0
0
0.125
- 0.325
0.2
0
0
0
OJ25
- 0.325
0.2
Chap. 10
0
0
0
O. I25
0.325
0
0
0
0
0.25
a. Convert this model to transfer function form, assuming that all of the states arc
outputs, using ss2tf.
b. Find the response of all of the states to a unit step in input I. Usc the fUllction
step.
c. Find the response of all of the states to a unit step in input 2. Usc the function
step.
d. Compare and contrast the curves from band c.
3. Consider the following model f()f an isothermal CSTR with a single ltTcvcrsi ble reaction (sec Module 7). Find the transfer function matrix relating bOlh inputs to both
states.
dX,]
ai
dX2
dt
x,
~ O.2IU + 1- 0.5
-OA
= [ 0.2
O'
0.5
0.211'
o //'.1
II)
4. I"or a
5. For the following state-space model, find the transfer function matrix rcl'llill,!.! all
four inputs to both outpulS,
A=
-OA
I3
B_[0
- SD
C= [Io
D.3.1
-4.5
-7.5
D.l
1.5
259
Student Exercises
at-
<It I
'h 2
[
<It
III
_ 1
10
OJ
1
2
\,
[\,1 + [
7 ]
2
25
II
}'::::: x 2
Show that the eigenvalues of the A matrix are -liS and 112, so the system is unsta~
hie. Also, plot the step response. Derive the transfer function relating u(s) to yes)
and show that the unstable pole is cancelled hy the positive zero. This problem will
be analyzed in more detail in Chapter 11.
7. Consider a chemical reactor with bypass, as shown helow. Assume that the reaction
rate (per unit volume) is first-order (r = kC 1) and C 1 is the concentration in the reactor (the reactor is perfectly mixed). Assume that the volume in the reactor (V) and
the feed fJowrate (F) remain constant. The fraction of feed bypassing the reactor is
(l ~ a)F and that entering the reactor is of. Assume that the fraction bypassing the
reaclor docs not change. 'l'he inlet concentralion (C in ) is the input variable and the
mixed outlet stream composition (C2 ) is the output variable. Write this lllodel in
state-space form, using deviation variahles.
x'-:::Ax--I-Bu
y=Cx+Du
(1_(<)
F
(X
C,
If
C2
to y.
("n
min-I.
260
Chap. 10
8. Consider the follmving set of series and parallel reactions (from Module 7)
kj
A+A~f)
Material balances
OIl
dell
F
.. ~
('C 1,) + (k l C..I 'k,'cI')
dt
V
'
\vhcrc the rate constants are:
'i
k = ' 1nio'
I
6
.1
Itllll
liters
k,
6 mol min
and the steady Slate feed and reactor concentration of component A arc:
III
IlHl]
liter
CA\
mol
. liter
a. Find the steady-state dilution rate U/V) and concentration of (shO\v all unih).
h. Linearize and put in state-space form (find the numerical values of the A, B, and
C matrices), assuming that the manipulated variables afC dilution rate (FIV) and
l~'ind
d. Find the transfer functions relating each output to each input. Find the poles and
zeros for each transfer function and make plOlS of the responses to unit step
changes in each input. Comment on your results.
11
BLOCK DIAGRAMS
The objective of this chapter is to introduce block diagram analysis. After studying this
chapter, you should he able to:
Analyze the stability of a block diagranl system.
polc~zcro
cancellation.
Write a set of differentia] equations to simulate systems modeled by transfer fUllctions in series.
sE~ries,
paral1(~1 J
11.2
11.3
Pole-Zero Cancellation
! 1.4
Systems in Series
11.5
Blocks in Parallcl
11.6
11.7
t 1.8
SIMULINK
261
262
Block Diagrams
FIGl'llE 11.1
y(s)
Chap. 11
~cntatlun.
\\'\, han: shown 110\\- Laplace transforms (irc Llsed to reduce differcntialcljuatiollS to
algehraic l"clatiullships. Algehraic equations arc mllch casier to Irlanipul ethan difrl'rt'l1liall~qll{\tiol1s. Similarly, hlock diagrams allO\v us to easily Illanipu
. complex
modds that ,Ire cumpo...;cd of subset'; of simple illudels.
1ll()(k~l:
!lr(i)
T
!II
r(l)
( I I. I I
11(1)
r(s)
( lUI
g(s) 11(.\)
( 11.31
g(s)
'TS+
lilpLiL-OUlpUI
u(s)
--.~I
FIGliRE 11.2
9, (5)
2(5)
~I
-9, (5)
If------.
"""'5.
Y(5)
,IS
shown ill
Sec. 11.3
Pole-Zero Cancellation
y(s)
g,(s) z(s)
cO
or,
y(s)
g(s) I/(s)
( 115)
g,(s)g,(s)
(Ii,.)
where:
g(s)
c=
and
( 118)
g(s)
I<
(T,sf I )(T2S + 1)
I<
where:
( 1191
1<,1<2
'rhe same idea can be continued for any Dumber of transfer functions in series. The ~~;tl!~
dent should notice that the poles of 1.1 system composed of many lran:':lfcr functions in series arc simply the poles of each transfer function. This leads to the following conclusion
about tbe stability ofsysfems lvi/II tran.~ler.fllnctirms in series:
If([ system is composed (?(traJl.~r('rli/ll('ti()lIsin series, (llId ifal! r?!'t!wse tralls(cr/il1l(,t;o/iS (/ie s/(/ble, then the overall system ;,<, stable,
Also, the 7.eros of a system or transfer functions in series are simply the zeros of the inchvidual transfer functions.
11.3
POLE-ZERO CANCELLATION
Again, in this section we consider two blocks in series, as shown in Figure 1 J .2:
y(s)
Oc
g,(s) z(s)
(1l.IO)
Block Diagrams
264
Chap. 11
If WC ;lre not careful. we Gill O\t'rIUUK possihle prublems \\ith sy'>lCllh in scries, if \\c
look onl> at the u\'crilil input/output rclati()lhiJip. 111 the Ile\! cX<JI11pic \\c slw\\' problems
\\-jtll f)ofL <em ('(f!lcellu{ioJ).
EX"'IPLE 11.1
Cu[]sidt'f the' follO\\illg lead/la~ in s(Tic" \\ itll <111 L11l.\['lhk' first-order' ": :'lCllI
2.\
g:(s)
(11.11 )
).,
( Il.l .2)
2\ -
'I 1/(\)
"1'(,\)
g{i) 11(\)
II(S)
(l
I I I _~ )
ph) "iedl j!iH,II11('tCI'S <.-'annul hl' kll(1\\'ll pnl't~(11) Whal tillS I11C,II1S h Ill,]l gt'll(~r(lll) the 1l1l111Cf<.llu]
llf g (\\ \,ill I1Pl ('\;It:ll) cmCc'l the dCllOminatur of g~(sl. in pr:lctin'.
COllsjtkr II n:ali:-li . . . (,;dSI:\ \\ h.. . re .t.':(si ha) ,[ sl,iglH t:rrOl in the \'alul' (If till' poll'
t;,(s)
thell \\ C
find
I
-- :U)()O!l -'--- I
ill 14)
thdl
2\
I'{s)
.:.()OUll
nnt
11d\<"
I J
--.:\
I I ~I
I (),()Ons\~
pnfcd p\lkllt:n\
Cdlll..:l'llilIHlIl.
\(J
thnc
thc 1\\0
11HldL'I\ I 11 1J) dllt! ( I 1.1,"'\), LCl II (\ ) I"cpl"CS,'lll lhl: (lutpul ill ( 1 I.I,~I ;\Ild \'JI) rl']1rL'~cnt tile \lUlpUl in I
11
I:' I
\(5s
\'(1)
Ill.
I)
I I I 1(1)
111 17)
Pole-Zero Cancellation
Sec. 11.3
265
Also,
y,(s)
-2\'
s(
+]
~I (J.60lJSs' -:;:
2.9999s + I)
(lUg)
___ 0.0001
7.0001
(11.l9)
y( t ) " I 2
7
e'/5
7.(JOOl
er/2.(l{)(Il
and we call sec that, at low t, (ll.19) is almost identical to (11.17). As time increases, however,
the unstable exponential tcrm in (11.19) begins to dominate. This is shown dearly in Figure 11.3.
Y1' stable
0.5
-0.5
15
10
20
25
time
FIGUREl1.3
Comparisollof(11.17)and(1119).
Note that if we had used the state-space form for the model represented by equations
(ll.JO) through (Il.J 2), we would have discovered the instahility, cven for the perfect parameter case. The following example analyzes the state-space form of l~xamplc 11.1.
EXAMPLE 11.1
Refer to z(s) as the output of the lead/lag block. FrotH Chapter 8 we find the following statespace realization of the lead/lag:
dx
dt
z;::~
x+'T!'u
'Trt
'T(/
Block Diagrams
266
T"S
T,t\
+ [
Chap.11
, so:
5s ~ . I
dl."
dl
(11.20j
II
2
,\
(11.2 J)
II
,I
dv
dl
\'
dy
\'
dl
III
( 11.23J
II
rf we usc notation
r 1 :=:.\
Xl
c::;;:
\\c can \\rile ( II 20) and (11 2J) in the following form:
7
5
dt j
5
dt
dx-.
I
10
2 x,
dl
Xi
(1 J .24)
II
( 11.2'1)
II
Ax
(.'
Bu
xl l) u
\Ve \tTlle
(hi
dl
:"
dx,
I
I()
1_ dl
~]i:' I
1J
( Il.2hl
II
\\it' c<lsily' find Lhat the eigenvalues of the /\ matrix arc --1/5 and Ill. The positive eigenvalue in
dicatcs thatlhis S.ySlCJll is llllst;\hlc.
Sec. 11.4
267
Systems in Series
The previous example illustrates the importance of not cancelling an unstable pole with a
right-half-plane zero. It also shows how slalc~space analysis can always be used to address the stability of a system.
11.4
SYSTEMS IN SERIES
The dynamic behavior of chemical processes can often be represented as a scries of simple models, such as first-order transfer functions. As an cxmnplc, consider the following
process, which is characterized as II first-order processes with a gain of 1 and a time conslant of 5:
I
g(s)c (5.1 + I)"
(I 1.27)
11.4.1
Although we analyze processes lIsing transfer functions, to obtain time domain responses
we must usc a IllHllcrical integration package. Consider a system of II first-order processes
in series, as shown in Figure! 1.5.
IJere we write the sct of ordinary differential equations that describe this process.
dl
T,
Xl
k,
T,
( I 1.28)
1
(53 + 1)'
o~L.L~~~~--c:::---:'::------:c:::------:l
o
5
10
15
20
25
30
time
FIGURE 11.4.
Block Diagrams
268
XIL-lS)r----'XIL(S)
)~S)
gutS)
FIGURE 11.5
n processes in series.
Notice that we can think of the output of the first process as the input to the second
process:
k
72
x)
+ 7 z X'
( 11.29)
To solve (Il.28) through 01.30) we can lise the numerical integration techniques developed in Chapter 4 or the analytical expressions developed in Chapter 6.
We can also write (11.28) through (! 1.30) in the following state-space form:
dX j
dt
dx z
dt
dX n
dt
dX n
,Ii
1
T,
k2
T2
T2
x,
x2
Tn
T,
kl/
X"
Tn
( 11.26)
0
Tn
X"
0
0
In Example 11.2 we show how to usc the MATI,AB routines series and conv to find a
transfer function that represents two blocks in series.
EXAMPLE 11.2
g,(s)
~
,2
SCrlCS,
where:
1.5
2, + I
3
(s) - 4s +
g(s)
g/,) g,(s)
Sec. 11.5
Blocks in Parallel
269
(0
numl
[1.5]
>:> denl
[2 1]
num2
[3];
den2
[4 l];
the series command generates the llurucrator and denominator polynomials for the transfer
function g(s):
[num,den]
Dum :::
0 4.5000
den : : :
8 6 1
M(s)
4.5
0
gs~
1- 6s 1- 1
cony
cony is llsed to multiply two polynomials. Using the previous example, we multiply the numerator polynomials to find:
num
nwn 4.5000
and the denominator polynomials to find:
den
den
861
11.5
BLOCKS IN PARALLEL
Sometimes the behavior or a chemical process can be modeled by transfer functions in
parallel as shown in Figure 11.6.
270
Block Diagrams
Chap. 11
y, (5)
9, (5)
+
u(s)
Y(5)
+
9, (5)
Y2 (5)
\\'C
can
\\Tite
FIGLREI1.6
System"
In
parallcl.
\'1(.1)
+ Y:::(.I),
(II ,I)
{1112}
or,
1"(S)
{ I I .11}
g(s) u(s)
\\'here:
( 11 ,3~1
gl(s)
and
g2(s)
'loS
-+
( II,ft)
1
so
fl..
g(s)
(1117)
TjS
\\'C
find:
(] J
.38)
_
(T,\
kiT,s
I)
',I
1) (T,S
( 111'))
I)
5ec.11.5
271
Blocks in Parallel
where:
" ",
~
T"
",
",
(I lAO)
I 1<2
j
k2T l
"2
(I IAI)
We will assume thallhc transfer functions gl(s) and g2(s) arc stable, so Tl and T2 >, O. The
goal of this section is to show a system where inverse response (discussed in Chapter 9
Recall that a transfer function will have inverse response only if there is a right-half-plane
(positive) zero. Since the zero is "-117/1' this system will have inverse response only if
Til < O. We find that Til <:; 0 only if k j and k2 are of opposite sign. We can arbitrarily assume that k 1 :> 0, which means that k2 <: 0 is necessary for inverse response. For inverse
response, the condition:
means that
kl
+ k 2T l
<0
+ k]
or,
"
<:
", + ",
", + ",
kzlk[ for
m~
in~
verse response.
2. If k J + k 2 -< 0, then kJI2 ::>
verse response.
~~k211'
Physical examples of systems with inverse response include: steam drum level, rcboilers
in distillation columns, chemical and biochemical reactors. A reason that inverse response
behavior is important is that it creates tremendous challenges for tight process control.
We can usc theMA'fLAB routine parallel to simulate lwo systems in parallel,
as shown by the next cxample.
EXAMPI,E 11.3
Considcr Ihc following systcm of (wo first-order processes in parallel (Figure 11.7):
g,(s)
2
5s +1
Block Diagrams
272
8,(S) -
g(s)
Chap. 11
-I
lsi 1
5s +
-1
Is
+1
num!
[2] ;
denl =
[5
1];
num2 -
[~lJ;
den2
[1
1];
[num, den]
;0:
parallel (numl,denl,Ilum2,den2)
nulU =
0 -3 1
den
5 6 1
stE~p(num,c1en);
[y,x, t]
[yl/xl]
sLep(numl,denl,t);
[y2,x2]
step(num2,den2,L);
p1ot(t,y,t,yl,t,y2)
2
y,
y,
FIGURE U.7
10
15
20
25
30
added together.
..__
Sec. 11.6
273
This previous example has shown that inverse response occurs in systems where the gain
of the "s(ow process" (larger time constant) is larger in magnitude (but opposite in sign)
than the "fast process" (smaller time constant).
11.6
yes)
g lv) /1.(.1')
(I 1.44)
but
1/(.1')
r(s) + z(s)
(l1.4S)
and
z(s)
g,(s) yes)
(I 1.46)
yes)
( 11.47)
yes)
g,(s)
..
res)
I - g,(s)g,(s)
(11.48)
y(s)
(I 1.49)
g (\)
" '
where
u(s)
r(s)
'--
z(s)
g (s)
g,(s)
---------I - g,(s)g,(s)
(11.50)
I--
g2(s)
f4FIGURE t 1.8
Feedback diagram.
Block Diagrams
274
u(s)
r(,)
+
L....-
z(,)
r(s)
g (,)
y(')
gz(,)
Chap. 11
f-
----..I_g_cl(_S)---.JI-----.
y(S)
FIC;.(JU.E 11.9
diagraills.
Equivalent block
and we know that if the poles of gcl(s) arc stable, then the feedback system is stahle. \Vc
realize that the two block diagrams shown in l'igurc 11.9 arc equivalent.
EXAiVlI'LE 11.4
Feedhack syst('Jll
(11.51 )
k2
'2S
( 11.52)
_of
glv)
1i,(s)Ii,(I)
I
I) - k,k)
kl(.;s
(T,S ,- I )(T)S
k,
('1T,S2 -1 ('I
(T).I
-j
I)
'2)sl
k1k!)
(11.5.1 )
and Xd(s) is stable if the roots of '1'2S2 + ('I] + T2 )S + J - k 1k 2 arc stahle. We recall frum the
I{outh stahility criterion that aJi of the roots of a quadratic polynomial afC negative if the l'oelli
cients of the polyllOlniaJ are positive. If we assume that 'I and 1"2 arc positive, then (11.53) will
be stable if I k1kz is positive. For stability, then, k 1k 2 must be less than I. [,d's consider the
folJowing IlUinerical example:
Sec. 11.6
275
g,(s)
k]
lOs 1
(T I
+ 7))S
-j
k/<2
we find
50."J + 15s-1 3
-- 0.151 0.1936j
(we can verify this result using the MATLAB routine roots)
Since the real part of the rools is negative. the system is stable. This is verified in the
MA'rLAB simulation presented in Figure I J.I 0, where the response of the output to a unit step
change in r is presented.
1.2
0.8
'"
0.6
0.4
0.2
0
0
20
10
30
40
time
FIGURE 11.10
We can also Lise the MATLAI:3 feedback function to obtain the closcd"Joop transfer
function, as shown below.
2
5s
-I
lOs +
Block Diagrams
276
numl
den]
"
den?
Chap, 11
] ;
[5
'-'
1];
1I ;
[nurn,c]cn]
-
den
S (j
'\)v'l'
T ')
~,;t ':~'I)(nutn,dcn)
11.7
IS t()
determine if a
II
Since trallsfer functions that have dCIl()lllinator polynomials in the Laplace transform variable (s) are arc the S,lIl1C form (IS (I J .54). \VC can lise Routh i1naly'sis tu determine the S[dbility or transfer rUlltioJ1s. As before, assume that (/11 > O. If (//1 < 0, then rmtltiply' (J 1.54)
by ~ I. A nccl?sswy condition for stability is that all of the l'{)efficicnts in (11.54) must Ix
positive. If any of the coefficients arc negative or zero, then at !cast onc pole (root of the
characteristic equation) is positive or lero, indicating that the equation is unstable, Even if
all of the coefficients arc positive. \vc cannot state that the systcnl is stahle. \Vhat i"
needed is a sl{/I/cient condition fur stability'. 'ro deterrnine that the system is stahlc. \\('
must construct the Routh alTay and llSC the Routh stability' criterioll. which provides nccessary and sufficient conditions for stability.
Sometimes we simply \vish to determinc if a particular systcm is stable or noL \vithout actually evaluating the eigenvalues. This is particularly true if we Vv,'ish to determine
valucs of system panlll1ClCTS that \vill cause a SYSll'll1 to lose sUlbility 'Thi::; appnl,lCh will
be useful in performing a bifurcation analysis in later chapters (14 and 15), and in LUlling
control systems for chemical processes.
Sec. 11.7
11.7.1
277
RouthArray
rf all or the coetlients or the characteristic equation (11.54) are positive, then develop the
following ROllth array:
Ro\v
I
an
(In- __ 2
(ln4
{fll_!
an
(111_ )
3
4
",
'"
172
-3
h3
(;2
J/+I
where 1/ is the order of the polynomial. Notice that the first two rows consist of the coefficients of the polynomial. The clements of the third row arc calculated in the following
hlshion:
({n-2 --
a/PII
(lll_'_
{In __ ]
and so on.
[~lcmcnts
and so 011.
A sufficient condition for an rools of the characteristic polynomial to have negative real paris is that
ali of the elements in the first colunm of the Routh array arc positive.
yes) or,
yes)
g,,(s) res)
where:
g,(s)
I - g,(s)g,(s)
Block Di8grarns
278
And the trails!''')
fUlll'llOJlS
Chap. 11
are:
I )(1,
( )S
I)
A
lOs
"111h
g(s)
I}
ISs --~
9).\"
( I50s'
s~'-.tl'1ll
2/,;,)
j"
?k,
lSs
of the rlmn
150
IN
\)5
1>1
II
cl
2L
C()I1c1lliull is that all (II > n, Ilhidl is sari'-Jit'd if J - 2k, > 0, u!" k, ().:'i.
'I'll(' sufficient conditiull is s<lli:Jiec! d' all uf the cudfkiClIl'- in till' fil-\( ('Ohllllil (\1 111<.'
Routh array arc pmitilt'.
rile
ilCCC,I.\UrI
(u/
1/,11"
hi
1."1
IX
ISO
90
a)) ,
(1,-,
(III
hi
II
2k
2k ,)
II
II
The hi l'lillditioll is satisfied if k~ > :=;) while the ('I cUlldlljOI] is the
ditioll. \Ve then kl\l? the folluv,'illg rcstrictioll on k, fur st;lhility'
5.2
11.8
\(lillt'
0.5
SIMULINK
III the prC\ious sections \VC 11;\\c shown hO\\ \1XfLAB routines can be' usnJ for hlod; dl
agr,iIll analysis and simulation. The ohjeetJ\"c of this sec-tirHl is to Lise the bind dl<l~rall1
simulation features 01" SIMULINK.
Summary
279
Clock
time
ff------j
;=;G~s---I~
Step input
.J'J
output
g2(s)
FIGlJRE 11.11
Consider the block diagram system from Example 11.3. A SlMLILJNK block diagram is shown in l~'igure 11.1 I, Notice the use of step, transfer function, sum, workspace
and clock blocks to generate the nccessary input and output information.
The parameters menu is used to specify the intcgration type (L1NSIM), final time
(30), and minimnll (0.01) and maximum (I) step sizes. The results arC the same as shown
in r'igure J 1.7. More information on SIMULINK is provided in Module 4 in the final section of the text.
SUMMARY
Block diagram analysis is irnportant because it allows us to think about a system of
processes in terms of a cOlnbination of the individual processes. We have shown how to
analyze the slability of a bloek diagranl systelll, particularly if there are recycle or feedback processes. \Vc have shown how inverse response processes can arise from systems
in paralleL We have also shown potential problems with pole-zero cancellation when analyzing transfer functions in series.
The following MArLAR routines were used:
series:
conv:
parallel:
feedback:
roots:
280
Block Diagrams
Chap. 11
STUDENT EXERCISES
1. Consider a first-order process that has a positive pole (Ilcgati\c tilne co]]stant). indicating that the process is open-loop ullstahle.
5s +
It is desirable to design a feedback cOTnpcnsatOJ g2(s), so that the feedback systl'rn
is stable. Assume that g2(S) is simply a gain:
A'~(s)
J,:,
Find the range of gains that \vill make the following feedback system stable.
u(s)
r(,)-..-~
g (s)
y(s)
,(s)
g,ls)
c.
Find the values or II. (if allyl that \vil! ensure stahility of the system. Shmv
and explain y'our reasoning.
u(s)
r(s)
g (s)
)'OUT
y(s)
z(s)
gz (s)
r.-
3. Find the analytical solution for a unit step applied to the following process:
ge,)
(5.1
1)'
wurk
281
Student Exercises
u(,)
r(')
g (3)
1
Z(3)
g2(3)
I--
Discuss how the values of k2 and 1'2 effect the dynamic behavior of y with respect to
a unit step input change in r. Use SIMULfNK and show compare plots for various
values or k 2 and 1'2 to illustrate your points.
12
One purpn-;c or thi" chapter i\ to summari/c the technique'> LhaL ha\c been dnelc)pcd ill
Chapters:) through I I to :-,ol\c lincar ordinary dilfCfl'lltial equation;.,. Since the focus 11:1"
beell on initial \;due problems. \Vc also intrntlucc techniques to soh'C huundary \U]Ul'
()[)I:: problems ..Also. since the emphasis has hCl'll on cOlllinoLls (dilTncJltial equatiun
h<lsed) rnodcls. dJlothn objccti\c is to introduce discrete IllDdcls. ,After Slutly'ing tIlis chapter. the student \llOUld he able to:
Lsc till'
prublclllS
dl~Haclcri"'lic
di~crcte
time mo(\eh
12.1 Background
Discrctc~
rime i\lodcls
282
Sec. 12.2
12.1
283
BACKGROUND
Thus far in this text, all of the problems that we have solved have been initial value ordinary differential equations. '1'0 solve these problems we simply need to know the initial
values of the state variables, and how the inputs change with lime. The models arc then
integrated to find how the states change with time. Ordinary differential equation models
may be constrained to satisfy boundary conditions. Boundary value problems often arise
when solving for the steady-state behavior of a dynamic system modeled by a partial dif~
ferential equation. 'T'ypically, a boundary value prohlem has distance as the independent
variable and the boundary conditions lhat must be satisfied are tbe values of the state vari~
abies at different locations (typically at each "end" of the system).
Recall that in Chapter 11 we required ninitial conditions to solve an nth order initial value ODE. Similarly, we require n boundary conditions to solve an nth order boundary value ODE. Most chemical processes that can be modeled as second-order boundary
value problems (e.g., the reaction-diffusion equation) arc two-point boundary value problems. A second-order split boundary value prohlem has a boundary condition at one end
and another boundary condition at the other end. If both boundary conditions were at the
front end, then our problem would be an inital value problem. U' both boundary conditions
were at the rear end, then we would have an initial value problem by simply redefining
the independent vari'lble and forming an initial value problem in the opposite direction.
In this chapter, \ve first cover linear boundary value problems in Section 12.2 and
review methods to solve linear initial value problems in Section 12.3. We provide an introduction to discrete-time models in Section 12.4 and show how to estimate parameters
for discrete-time models in Section 12.5.
12.2
+ aox
( 12.1)
where 1 0 _ at and 02 arc constant coefficients, _r is the state variable (dependent) and
the independent variable (often distance). The solution to (12.1) will have the form
z is
( 12.2)
--1-- ((I
A+
an
( 12.3)
llsing the method discussed in Chapter 6. The constant coefficients (e J and ( 2 ) are obtained [rom the boundary conditions.
dx
7
x
4
0)
( 12,))
x(z=-I)=1
{ 12,hl
dz
( 12.-1.1
x(z
A'
4A
+ : _.
( 12.7)
(lilt!
AI
3.5
(J 2.SI
A, -
0.5
( 12.91
Substituting the boundary conditions results in two equations and two unknowns:
2
c1
( 12111
c;~
C e:1.S
j
I- (2 eO' S
(12, J 2)
which yields:
C 1 ""
0.36968
", - 1.63032
A plot of the solution, x:;:;; 0.36968
e -35z
1.8
1.6
1.4
1.2
1
0.2
0_6
0.4
0_8
FIGURE 12.1
Sec. 12.2
285
More generally, the boundary conditions may consist of some function of the state variable and its derivative. The more general linear boundary condition is the form:
dx
",
EXAMPLE 12.2
I<"ox=d
dz
+ 4x = 0
(124)
dz
+x=1
dx
dz
=0
al z ,. 0
(12.13)
at z
(12.14)
dx
(12.16)
elz
and boundary condition (12.13) yields:
( 12.17)
while boundary comlilion (12.14) yields:
3.5 C j e --'5
Solving these two equations for c 1 and
c2'
0.5
('2 CO,')
(12.IX)
0.37394
(12.19)
286
Chap. 12
o
X;
0.1
-0.2
0.3
0.2
0.6
0.4
0.8
z
FIGURE 12.2
We have illustrated how the method of characteristics is llsed to solve lincar bOllndar)
value problems. 'rhe solution to nonlinear boundary value problems generally in\'llIH':-' it
crativc methods. For example, consider a single second-order nonlinear problem \vitll
boundary conditions at each end. 'We know that the second-order equation can be COI1verted to two first-order equations. Typically, one boundary condition will fix an '"inititd
condition" for one of the states. A second initial condition can be iteratively guessed
(lising a Quasi-Newton method, for example) until the equations, when integrated. yield
the correct value for the end boundary condition. This approach is shol,vn in l~xalllpl(' 12.,~
for the linear system considered in l':xamp1e 12.1.
EXAiVlPLE 12.3
Consider the
valuc problem:
7
4
x~O
( 12.-1-1
( 12.5)
0)
x(z
cc
1)
(12,61
xl'"" X
Sec. 12.3
287
( 1220)
(1221 )
X, (2
0)
( 12.22)
We sec that -\"2(2"" 0) must be "guessed," then the two equations can he integrated from z:::;:; 0 to
z cz J. The value of x I at z:::;: I is then checked; if x I (2 ;;;:; 1) is not equal to I (within an acceptable
tolerance) then values of .:r2(z ;:;;: 0) arc iteratively guessed until the final value is satisfied. This
method is known as the "shooting method." 'fhe reader is encouraged to llSC this approach to
solve exercise I.
12.3
x=
f(x,u)
(12.23)
y ~ g(x,u)
(12.24)
.:\:/I
YI c-~ gj(xl"",xn,uj"",utI/)
12.3.1
Linearization
288
Chap. 12
_rJg'l
() .. II
allj
X"II,
where X,I" H,I" and Y.I, represent the steady-state values of the states, inputs, and outputs,
which solve:
f(x"uJ
( 12.25)
y, = g(x"uJ
( 1226)
() =
x'
= A x'
y' = ext
+ B u'
( 12.27)
(J2.2n
Dn'
x - x,
( 12.29)
( 12.10!
U ~ II
Generally, the (') notation is dropped and it is understood that the model is in deviation
variable form:
x=Ax+BII
(12.31)
y=Cx+DII
(\ 2.32)
12.3.2
3.
x(t)
= e A'
x(O)
( 1233)
= V
eAt
V--l
(12.14 )
X(I)
( 1235!
c. For inputs that are constant over each time step (from t to t + Cit) (Chapter 5):
x(t + !J.I)
which is often written as:
.~ e A'"
(1216 )
Sec. 12.3
x(k
+ I)
o. e AM x(k)
+ (e A "' - I) A
12.3.3
289
B u(k)
discretc~timc
( 12.37)
model, which is
+ ... +
dx
(lJ
tit +
u() J:
=--=
( 12.38)
All
{In_1
AIl -
+ ... + G 1 A +
al! = 0
( 12.39)
and solving for the roots (eigenvalues) of the nih order polynomial. 1f the roots arc
distinct, the solutionis of the form:
( 12.40)
where the coefficients arc found llsing the n initial conditions.
h. Solve the nonhomogeneous problem using the method of undetermined coefficients
(Chapler 6):
dn-Jx
J "",,, J
rt
dx
+ ... +
ii,
- .f
+ ""x
f(1t(t
(12.41)
xl'(t)
(12.43)
x(t)
~"
Xf/(l) + xl'(t)
( 12.44)
c. Use Laplace transforms to solve the nth order equation (most useful for nonhomogeneous equations) (Chapters 7-1 I):
(1245)
which corresponds to the differential equation:
290
Chap. 12
(12.46)
dllu
= b---/I dtll
b II-I
ri"-Iu
du
J+ ... +b J dt +bou
dt ll --
(12.48)
For physically realizable systems, b ll = 0, Onen many of the leading hi terms arc
zero. If the leading r terms in the b polynomial arc zero, then the systcnl is referred
to as relative order r.
12.3.4
Previously we have assumed that: the state-space model has already been converted to a
single nth order differential equation. We can also transform the set of n firsl-ordcrlincar
state space equations directly using:
( 12.49)
Generally, the Laplace transforms technique is used for nonhomogeneolls problems, that
is, systems that have an input forcing function (such as a step).
12.4
([1,,]
. lX1]
. + Ib.
l1
.
{{/Ill
.
_~XJ!
.
_nhlll
or,
x~~Ax+Ru
(1231 )
Sec. 12.4
291
x-::;:ax+!Ju
( 12.50)
iJ
X(I) = eal X(O) + (eM - 1) U(O)
(12.51 )
({
In a similar fashion, the solution to (12.31), for a constant input (u(t):::: lI(O fronl
0 to tis:
X(I)
( 12.52)
where:
(1253)
G = (t/>-I) A 'B
and
( 12.54)
Equation (12.52) can be used to solve for a system where the inputs change from time
step to time step (t to t+6.1) hy using:
X(I + AI)
tP x(t) +
u(t)
( 12.55)
+ "u(k)
(12.56)
x(kc I)
tI' x(k)
where k represents the kth time step. The output at tillie step k is written:
y(k)
C x(k) + D u(k)
( 1257)
12.4.1
Continuous time models transfer function models arc characterized by the Laplace tranform variable, s. Similarly, for discrete transfer function models, a discrete transform variable, 7., is uscd:
Y(z)
c.c
G(z) U(z)
( 12.58)
where:
G(z) =
IC (zl- A) 'n
+- DJ
(12.59)
f,'or the case of a single input""single output system, (;(7.) consists of a numerator and denominator polynomial of the form:
lJ
.( ) = bnz
g Z
+
+
bl/_Izl(
Ii.
anz
ali jZ
II
I
I
( 12.60)
292
Chap. 12
The transfer function is normally written in terms of the bachvards shUt operator,
Multiplying the transfer function by Z'--II/t---II , we find:
+ hoz- n
+ {loZ-n
;-1.
(1261 )
= z' y(z)
y(k ~ 1)
so y(k ~- 2)
:=
[l.V(Z),
( 12(2)
__. b ll -t-
y(z)
+ ... + {lIZ'-n
f /, Zf{
. " __ 11
aoZ
--f-
( 12(3)
t 1(")
4.
then represents:
(an
{l1l_IZ-1
(hI] + b ll
_12
+ ... +
+ ..- +
+ ((OZ'-II) Y(2)
(ljZ-n+l
btZlll1
( 12(4)
a"y(k)
=
+ a"ly(k ~ 1) + ...
""u(k)
-I-
h"o,u(k 1)
-I-
(I"y(k ~ 11 ~ 1)
(I,y(k" 11)
hlu(k 11)
h"u(k
11
1)
( 12.(5)
Usually we arc solving for y(k+ I), and without loss of generality we call assume all :::; ].
y(k
=
-I-
1)
-I-
"ou(k +1)
{["ly(k)
-I-
"o,u(k)
a,y(k
-I- ...
+ ",a(k
-I-
1)
-I-
{[oy(k
11)
11 ~ 1) + "ou(k ~ 11)
( 12(6)
Also, for rnost systems there is not an immediate effect of the input on the output, so
h n ;;;;: O.
The most common
discretc~til11c model
y(k
-I-
1)
-I-
is fin..;t-order:
I/"y(k)
~c
hol/(k)
( 12671
or,
y(k + 1)
I/oy(k) + h"u(k)
y(z)
boz- J
( 126~)
+ lloZ-
Physically realizable systems will always have at least a z -I factor (unit time delay) in the
numerator.
A first-order discrete system with N additional units of lime-delay is written
y(k
or,
+ 1)
-I-
I/"y(k) = hol/(k
N)
( 12N))
Sec. 12.4
293
y(k
-I
I)
-aoy(k)
-I
boll(k- N)
EXAMPLE 12.4
Consider a statc-space model from the isothermal chemical reactor module (specifically, the
Van de Vussc reaction);
A = 1- 2.404R
- 2.23Rl
0.R3:n
II
c~
[0 I[
7.00001
- 1.11 70
1~I
J)
For a sample lillle of 0.1 the discrete Slate-space model is (using (12.52)-( 12.54), or the MATLAB c2d function):
(I) =-0
1'-
O.7R63
0 1
0.7995
r0.0661
6222
1
0.
0.OR49
and the discrete inpul-outpulmodcl is (using (l2.59), or the MATLAB ss2tL function)
g(z)~
- 0.0751 z
1 - I.oR57z
I I
I
-I
0.100 I? '
'
0.62R6z -
which has poles of 0.7995 and O.7g63 (which have a magnitude less than J, sO the system is stable). The zero of the numerator polyllOll1iai is 1.3339.
The step responses of the continuous and discrete systems arc compared inr'igure 12.3.
For a sample time orO.?5, the discrete Slate-space model is (using (12.52) -(12.54), or the
MAfLAB c2d function):
(I)
10. [647
OJ 096
2 43
1 . [4J
0.1164
o ]
n.1 k66
Chap. 12
0.6
05
04
o
continuous
de It := 0.1
S 0.3
0.
S
o 0.2
0.1
o
0.1
~~~~~~~~L~ _ _
FIGURI'; 12.3
,old
thl~
2
time
g( z)
0.1564z
0.3513z
~3E;2tt
funClion):
0.240Xz '
,. 0.1I307z
whidl has pole; at 0.1866 and 0.1647, indicating stability. The zero of the numerator polynomial
IS
15199.
A comparisoll of the step responses of the continuous and discrete models is ShO\Vll in
Figure 12.4. Notice that the discrete sample time is too large to capture the "inverse respollse"
hehavior of the continuous systelll.
0.6
05
r-..
continuous
[OdeJt
0.75
0.4
:=
S
0.
S
0
0.3
0.2
0.1
0
-0.1
FIGURE 12.4
2
time
Sec, 12,5
12.5
Parameter Estimation of
Discrete~LinearSystems
y(k)
(/,y(k -- 1)
1)
hO/(k
2)
(12.71 )
(IU2)
where,
Y~
<p(k)J
Y(I).J
['1'0)1.'] 0
ellee
.
y(N)
<p(N) ,
. -", I
[
--: U o
( 12.73)
hi
bo
( 12.74)
.. ~ ~ - - ~ . _ ~ - - ~
. ._ ~ ~ ~ - -~ . .
EXAMPLE 12.5
Parameter Estimation
A unit step input is made to a system at time t::;: 0 (k:;;:; 0). The sample lime is
response data are shown below and plotted in figure (2.5.
k
r(k)
0,1564
0.45l2
11,5513
0.5770
0.5830
D.I:;;:;
Chap. 12
296
0.6
o
0.5
o
0.4
'5
J3.
"0
0.3
0.2
0
0.1
o --------o
J__
.L_
__'__
sample time
FIGUREl2.S
y(2)
J.'(
I)
y(3)
1'(4)
1'(5)
O 15fJ4
0.4522
0.5513
.
1
0.5770
0.5830
y(O)
y(4)
1/(0)
y( 1)
u(4)
y(3)
1/(-1)]11(:)
IJ
O.15fJ4
0.4522
0.5513
IJ.5770
o
0.1564
0.4522
0.5513
:::,]
[- ~:~~~]~]
ho __
0.2409_
hi
0.1564
which afC the same parameters that we found for the discrcle transfer function model
converted from the contiullOU\' Illodel with a sample time of 0.75.
thal W:lS
References
297
This sirnplc cxample illustrated the step response of a perfectly modeled system (no measurement noise). The approach can also be applied to a systenl with arbitrary inputs and
with noisy measurements. The data was analyzed in a batch fashion, that is, all of the data
were collected before the parameter estimation was performed.
There are other approaches that are useful for estimating model parameters in real
time, often using the model parameters to modify feedback control laws. These approaches arc beyond the scope of this textbook. The MATLAB System Identification
Toolbox is useful for these types of problems. A good reference is the text hy Ljung.
SUMMARY
There were multiple objectives to this chapter. The first was to introduce analytical solution techniques for boundary value ordinary differential equations. The second was to
provide a concise review of techniques to solve linear initial value ordinary differential
equations. The final ohjective was to introduce discrete-time modcls and discuss parameter cstimation for these models.
For continuous-time models, the eigenvalues of the state-space model must have
negative real portions for the system to be stable. Equivalently, the poles of the continu~
ous transfer function models must be negative (the eigenvalues of the state-space m(){icl
are equal to the poles of the transfer function model). Analogollsly, the eigcllvalues of the
discrete state-space model mLlst have a magnilUde less than one to be stable. Also, the
poles of a discrete transfer function model must have magnitudes less than one to be
stable.
Continuolls-timc input/olltput (transfer function) models with zeros that arc positive
exhibit inverse response. Similarly, discrete transfer function models with /,cros that have
a magnitudc greater than one (yet have a negative real portion) exhihit inverse response.
REFERENCES
The following text provides methods to solve houndary value ordinary differential equation models.
Rameriz, W.P. (1989). Computational Methods j(Jr Process SimulatioN. Boston:
Butterworths.
Many process control textbooks provide coverage of linear discrete-time models. Sec, for
example:
Ogunnaike, B.A., & W.H. Ray. (1994). Process Dynamics, Modeling and Control.
New York: Oxford.
System identification (model parameter estimation) is covered in the text by Ljung
Ljuog, L. (1987). System
NJ: Prentice-Hall.
fdent{flcati()Il-,~The()ry for
298
Chap. 12
STUDENT EXERCISES
1. Consider the following second-order boundary value problem:
J!x
dz 2
+ 4 dx +
tlz
7
x
4
.-
where:
x(z
0) = 2
x(z
1)
Show that, by defining x I ::::; x and -1:2::::: dx/dz., the following equations arc obtained:
dx,/dz
cc
x2
dx,/dz
=
..
7
4 x,
4x 2
We see that x2(;: = 0) must he "guessed," then the two equations can be integrated
(using ode4 ~j) from? :::: 0 to ? :::: I. The value of x I at z ::::: 1 is then checked: if
xIV:::: I) is not equal to J (within an acceptable tolerance) then value,,> ofx2L~ :::;: 0)
arc iteratively guessed until the final value is satisfied. This method is known as the
"shootingmclhod". Usc [zero to solve for the initial condition that satisfies the
end boundary value.
2. Consider the reaction/dispersion equation
ac;\
iJl
CA
let:
dimensionless concentration
C'AO
and:
define:
'T -:::
z
I,
D.,/{
I}
p =
"
and:
dimensionless time
Peclct Illllnber
/),,/
k /,'
II
J),l7
to show that:
ilC
PI'
ilC
ay
(1221
299
Student Exercises
dC" (L)
and:
=0
dz
A 0'
Ii=
-3.6237
1. 0.8333
5.50511
I.
-- 1.2660
C . = [0
D
- 2.9588
II
1.2
c.;--0
0.8
'5
-50,6
0.4
02
0
_._.L
20
------.-1-
40
60
sample time
80
100
300
I
0.1044
II
10
9
7
8
6
3
4
5
2
0.3403 0.6105 0.8494 1.0234 1.1244 1.1616 1.1531 1.1184 1.0746 I.OJ3h
k
Y
0
0
20
18
19
17
15
16
13
14
12
1.0023 0.9828 0.9744 0.9742 0.9790 0.9860 0.9929 0.9985 1.0022
Estimate the parameters for a discrete linear model with the fonn:
Chap. 12
-f-
g(z) ~I _
boz--- 2
- ({oZ2
SECTION
IV
PHASE-PLANE ANALYSIS
13
'rhe objective of this chapter is to introduce the student to phase-plane analysis, which is
one of the most important techniques for studying the behavior of nonlinear systems.
After studying this chapter, the student should be able to:
Usc eigeIlvalues and eigenvectors of the Jacobian matrix to dUlracterizc the phascplane behavior
Background
13.2
13.3
13.4
Nonlinear Systems
303
Phase-Plane Analysis
304
13.1
Chap. 13
BACKGROUND
Techniques to find the transient (time domain) behavior of linear state-space models \verc
discussed in Chapter 5, Recall that the response characteristics (relative speed of response) for unforced systems were dependent on the initial conditions. Eigellvalue/eigenvector analysis allO\vcd us to predict the fast and slow (or stable and unstable) initial COIlditions. If we plotted the transient responses based on a number of initial conditions, there
would soon be an ovcnvhclming Ilumber of curves on the transient response plots. Another way of obtaining a fecI for the effect of initial conditions is to usc a pIUlS('~p/(/IiC
plot. A phase-plane plot for a two~slatc variable system consists of curvcs of OIlC-SUltC
variable versus thc state variable (xl(t) versus xi!)), where each curve is hased on a dif~
fercnt initial condition. A phase-space plot can also be made for three-state variahks.
where each curve in 3~spacc is based on a different initial condition.
Phase-plane analysis is one or the most important techniques for studying the behavior of nonlinear systems, since there is usually no analytical solution for a nonlinear
systcm. It is obviously important to understand phase-plane analysis for lincar sysll'!1E
before covering nonlinear systems. Section 13.2 discusses the phase-plane behavior of
linear systems and Section 13.3 covers nonlinear systems.
13.2
EXAJ\ilPLE 13.1
( 11.2)
[0
xl(r)
= Xl" ('I
(13,4 )
5r.
Sec. 13.2
305
where xI" and x 20 arc the initial conditions for xI and x2' We could plot Xl and x 2 as a function of
time for a large Humber of initial conditions (requiring a large number of time domain plots), hut
the same information is contained 011 a pllase-plane plot as shown in Figure 13.1. Each curve
corresponds to a different initial condition. Notice that the solutions converge to (0,0) for all initial conditions. The point (0,0) is a stahle equilibrium poiot for the system of equations (13.1)
and (13.2)~thc plot shown in Figure 1:1.1 is often called a ,I'table node.
'1
FIGURE 13.1
stable node.
EXAMPLEI3.2
:;::
(0,0) is a
X,
-tl
(13.5)
=
4 Xl
(13.6)
'fhe student should find that the solution to (13.S) and (13.6) is:
X1(1)
xit)
(13.7)
x 20 e"l
(13.8)
= x lo e
The phase~plane plot is shown in Figure 13.2. If the initial condition for the x2 state variable
was 0, thell it trajectory that reached the origin could be obtained. Notice if the initial condition
x2(1 is just slightly different than zero, then the solution will always leave the origin. The origin is
an unstable equilibrium point, and the trajectories shown in Figure 13.2 represent a saddle point.
Phase-Plane Analysis
306
Chap. 13
The x j axis represents a stahle subspace and the Xl axis represents an unstable subspace ["or Ihi\
problcrn. 'l'he term saddle can he understood if you view the x J axis as the line (ridge) hct\\ccn
the "horn" and rear of a saddlc. A baJJ starting at the horn could cOllceptually roll d(l\vn the sdddie and remain exactly on the ridge between the horn and the rear of the saddlc. In practice, d
small perturbation from the ridge would calise the ball to begin rolling to olle "stirrup" or [Ill'
other. Similarly, a small perturbation in the initial condition from the Xl axis in l~xal1lpk L\2
would cause the solution to diverge in the unstable direction.
FIGUnE 13.2
saddle point.
Phase-plane plot for Example 11.2. The point xl' ::::: (OJ)) is a
Figures 13.1 and 13.2 clearly show the idea of separaticcs. A separatrix is a line in the
phase-plane that is not crossed by any trajectory. In l-<'igure J 3,1 the sepnF{/liccs are the C\lordinate axes. A trajectory that started in any quadrant stayed in that quadrant. This is he
cause the eigenvectors arc the coordinate axes. Similar behavior is observed in Figure
13,2, except that the xJ coordinate axis is unstablc.
Solving the cquations for Examples 13.1 and 13.2 and the phase-plane lrajccl(ll'il's
were straight-forward and obvious, because the eigenvectors where simply the cnordin,th'
axes. [n general, eigenvalue/eigcnvector analysis must be llsed to determine the stahle dnd
unstable "suhspaccs." The eigenvectors arc the separaticcs in the general case,
Examplc 13.3 shows how eigenvaluc/eigenvector analysis is used to rind the swllie
and unstable subspaccs, ,md to define the separatices,
Sec. 13.2
EXAMPLE 13.3
307
i1
2x 1 + x 2
2x l
( 13.9)
(13.10)
-X 2
x=
Ax
(13.11 )
-1.5616
and the eigenvectors arc:
',
t
,0.27031
- 0.9628
8719
0.
1
0.4896
1
Since A] < 0, ~I is a stable subspace; also, since 1.. 2 > 0, ~2 is an unstable subspace. A plot of the
stable and unstable subspaces is shown in Figure 13.3. These eigenvectors also define the sepa
ratit:cs that determine the characteristic behavior of the state tn~jeetories.
Unstable Subspace
Stable Subspace
FIGlJRE 13.3
Phase-Plane Analysis
308
Chap. 13
(JJ.12)
x(l)
V e'\' V
x(O)
(13.13)
X(I ~
)
0.2703
0.9628
(U~Tl91
Ie
0.4896
LS(,I(,t
5038
.
011 00.9907
('2.561(;/
- o. 81J72 1 x(O)
0.2782
if x(O)
0.2703
_
I - 0.9628
Ithen
( I
xt)=
0.2703 ]
._
e
_- 0.9628
The phase-plane plot is shown in F'igure 13.4, where the separatrices clearly define the phascplane behavior.
FIGURE 13.4
Sec. 13.2
309
'fhe previous examples were for systems that exhibited stable node or saddle point
behavior. In either case, the eigenvalues and eigenvectors where real. Another type of behavior that can occur is a spiral focus (either stable or unstable), which has complex
eigenvalues and eigenvectors. Example 13.4 is an unstable focus.
EXA1VIPLE 13.4
lJn~tHhlc
=x l
2 x.,
( 13.15)
(13.16)
x=
A x
-- 2
with eigellvalues I 2j. This systenl is ullsfablc because the real portion of the complex eigenvalues is positive.
'file phase-plane plot is shown in r:igufc 13.5.
FIGURE 13.5
310
Phase-Plane Analysis
Chap. 13
Another type of linear system behavior occurs when the eigenvalues have a zero real portion.
That is, the eigenvalues arc on the real axis. This type of system leads 10 closed Cllnes in
the phase-plane, and is known as ccnter behavior. Example 13.5 illustrates center beha\'ior.
EXAMPLE 13.5
Center
X(
(1117 )
iLUS)
The Jacobian matrix is:
;1~
_ 4
and the eigenvalues arc () 1.732 Ij. Since the real part of the eigenvalues is zero. there is a peri
odic solution (sine and cosine), resulting in a phase-plane plot where the equilibriul11 point j" ~\
cenlcr, as shown in Figure 13.6.
FIGURE 13.6
Sec. 13.3
Generalization of
Phase~Plane Behavior
311
Examples 13.1 to 13.5 we have provided an introduction to linear system phase-plane behavior. We noted the important role of eigenvectors and eigenvalues, and how these relate
13.3
A=
{[II
( 13.20)
Ian
del(A! - A)
CC
()
( 13.21)
del(H-A)
==
A2 -1r(A)A
+ del(A)
()
( 13.22)
( 13.23)
A, =
and.
Saddles (unstable):
Spirals:
We can then usc Figure 13.7 to find the phase-plane behavior for second-order linear ordinary differential equations as a function of the trace and detenninanl of A. In Figure
312
Phase-Plane Analysis
Chap. 13
de1(A)
spiral
source
Center
node
node
sink
source
saddle
13.7, the x-axis is the trace orA and the .v-axis is the determinant of A. For example,
sider Example 13.1, where
A
tr(A)
- I
1
()
COlJ-
-4
-'i
dct(A) c= 4
'fhe point (-5,4) lies in the second quadrant in the node sink sector, as expected. since the
two real eigellvalues arc negative (indicting stable node behavior).
Sec. 13.3
313
l<jgurc 13.8 shows the phasc~planc behavior as a function of the eigenvalue locations in the complex plane. For example, two negative eigenvalues lead to stable node behavior.
13.3.1
Eigenvalues
Phase-Plane Plot
1m
""i.. . ~
iRe
3table node
1m
~
~e
x i ....
FIGlJRE 13.8
3table fOCIJ3
314
Phase-Plane Analysis
Eigenvalues
f~ ~
~e
Chap. 13
Phase-Plane Plot
unstab1JJ tocos
Jm
saddle
He
m
_
"
~e
FIGURE 13.8
Continued
( /3.24)
X2 = all x I
+ an x 2
( 13.25)
We call divide (13.25) by (/3.24) to find how x 2 changes with fCS]lcotto x,:
dX 2
a 21
dx]
al1xj+1l12X2
Xl
-I-
(/326)
LA
Sec. 13.3
Generalization of
Phase~Plane Behavior
315
and we can plot "slope marks" for val lies of xl and x2 to determine an idea of how the
phase plane wil! look. Let us revisit Example 13.3. The slope marks can be calculated
from (13.27):
dX 2
dXj
2x,
2 Xl + x 2
( 13.27)
Figure J 3.9 shows the slope marks for Example 13.3. These arc generated by forming a
grid of points in the plane, and finding the slope associated with each point; short line seg~
mcnls with the slope calculated arc then plotted for each point. Notice that one can lise the
slope marks to help sketch state variable trajectories, as shown 111 Figure 13.10. Saddle
point behavior found in Example 13.3 is clearly shown in l<'igurc 13.10.
13.3.2
Additional Discussion
Phase-plane analysis can be used to analyze autonomous systcms with two statc variablcs.
Notice that state variable trajectories cannot "cross" in the plane, as illustrated by the following reasoning. Think of any point of a trajectory as being an initial condition. The
model, when integrated from that initial condition, must have a single tn~jectory. If two
tn~jcctories crossed, that would he the equivalent of saying that a single initial condition
could have two different tnyectories. If a system was nOlH1utonomous (for examplc, if
there was a forcing function that was a function of time) then state variable trajectories
could cross, because a model with the same initial conditions but a different forcing function would have different tn~jectories.
An autonomous (unforced) system with n stale variahles cannot have tn~jectories
that cross in n-space, hut may have trajectories that cross in less than n-space. For exam-
FIGURE 13.9
Phase-Plane Analysis
316
FIGIJRE 13.10
Chap. 13
pic, a third-order autonomous system cannot have trajectories that cross in 3-spacc, but
the trajectories Illay cross when placed in a two-dimensional plane.
13.4
NONLINEAR SYSTEMS
In the previous sections we discovered the types of phase-plane behavior that could be observed in linear systems. In this chapter we will find that nonlinear systems v,'ill orten
have the same general phase-plane behavior as the rnodellincarizcd about the equilibrium
(steady-state) point, when the system is close to that particular equilibrium point.
In this section we study two examples. Example 13.6 is based on a simple bilinear
model, while Example 13.7 is a classical bioreactor model.
EXAMI'LE13.6
rtf
dZ 2
tit
z,(z, + I)
( 13.28)
(13.29)
Sec. 13.4
317
Nonlinear Systems
F'rJllilihrillm I: trivial
1. 2s
Equilibrium 2: nontrivial
Linearizing (13.28) and (13.29), we find the following Jacobian matrix:
Zl'~ +
]j
<-'1.1'
Equilibrium 1 (Trivial)
The Jacobian matrix is:
11. 1
[~ (~]
= -- v'3
11.) = \/3
We know from linear system analysis that equilibrium point one is a saddle poim, sillce one
eigenvalue is stable and the other is unstable.
0.5j
I.0.866 _
~,
0.5
I0.866
The phase-plane or the JincarJ/cd model around eqnilibriulll point one is a saddle, as shown in
I"igurc D.l I. The linearized model is
FIGlJH.E B.ll
Phase-Plane Analysis
318
x
1
where x = z -
0
3
Chap. 13
11 x
z,
Equilibrium 2 (Nontrivial)
;1
AI
-3
0 011
A2
[\\10
The phase-plane of the linearized model around cquilhrium point two is a stable node, as shown
in Figure 13.12.
FIGURE 13.12
The phase--plane diagram of the nonlinear model is shown in r;'igllrc /3.13. Notice h()\\,
the linearized models capture the behavior of the nonlinear model \Vhell close to one of the equiIbrium points. Notice, however, that initial conditions inside the "right" saddle "blow up," while
initial condititllls inside the left saddle are attracted to the stable point. Slope-field marks are
shown in F'igurc 13.14.
Sec. 13.4
319
Nonlinear Systems
,~~
FIGURE 13.14
Phase-Plane Analysis
320
...
EXAMPLE
n.?
Chap. 13
_---~---~-
Consider a model for a bioreactor with MOllOd kinetics (sec rVIoduJe 8):
dx(
D)
tit
x,
03.3(1)
/-lX 1
(.'i - x,) IJ
JJ-m;nXI
km +
(13.31 )
(13 ..J2)
~y!
where:
/-tIll:)X
k", == 0.12
== 0.53
~
11.4
4.11
is the biomass concentration and x2 is the substrate concentration. There arc (wo steady-state
(equilibrium) solutions for this set of pararneters.
Xj
J:quililniulII I: trivial
Xl.>
xb
1.4523
L'quilibriu/II 2: nontrivial
= 4.0
0.3692
/-L,\
X:!.\( kIll f
x1.J
E()uilihrium t (Trivial)
The Jacobian matrix is:
A ~
I 0.114563
- 1.286408
-IIA
Sl
0.3714]
I. - 0.9285
I~I
This steady-state is known as the "wash-out" steady-state, because no hiomass is produced and
the suhstrate concentralion in the reactor is equal to the feed suhstrate concentratioll.
Sec. 13.4
321
Nonlinear Systems
Equilibrium 2 (Nontrivial)
with eigenvalues of
3.215929]
8.439832
0.4
and
- 1
~, ~
0.99241
- 0.11234
[..0.9285
3714
The phasr>plunc plot of Figure 13.15 sbows that the trajectories leave unstable point I (0,4) and
go to stable point 2 (1.4523,0.3692). More detal! of the phase-plane around the unstable point is
sho\Vn in Figure 13. J 6, while Figure 13.17 shows more detail around the stable point.
s
4.0
3.0
2.0
1.0
1.0
2.0
ESCOLA Dc ENCEi'JHARIA
BIB L 10 'I L '"" 1\
322
Phase-Plane Analysis
0.0 - - - - - - - - - FIGUIU~
13.16
Phase~planc
Chap. 13
- - - - - - - - - 0.05
britlln 1).
0.4
0.3
1.4 - - - - - - - - - FIGURE 13.17
(Equilibrium 2).
1.5
Sec. 13.4
Nonlinear Systems
323
0.5
x,
0
-0.5
1
1.5
1
FIGURE 13.18
behavior.
X2
Example of center
In the previous examples the system trajectories "left" an unstable point and were "at~
tracted" to a stable point. Another type of behavior that call occur is limit cycle or periodic behavior. This is illustrated in the following section.
13.4.1
In Section 13.2 we noticed that linear systems that had eigenvalues with zero real portion
formed centers in the phase plane. The plwsc-planc trajectories of the systems with celltel's depended on the initial condition values. An example is shown in Figure 13.18. A
somewhat related behavior that can occur in nonlinear sYStCll1S is known as limit cycle behavior, as shown in Figure J3.19.
The major difference in center (Figure 13.1 R) and limit cycle (Figure 13.1 <)) hehavior is that limit cycles are isolated closed orbits. By isolated, wc mcan that all inital pcr~
1.5
x,
r-~------~--,
0.5
o
0.5
-1
1.5
L-
--'
x,
FIGlJRE 13.19
cycle behavior.
Example of limit
Phase~Plane Analysis
324
Chap. 13
wrbatiol1 from the closed cycle eventually returns to the closed cycle. Contrast that ,",vith
center behavior, where a perturbation leads to a different closed cycle.
Limit cycle behavior will he discussed in more detail in Chapter 16.
SUMMARY
phasc~plane
As j10tcd earlier,
llOll~
linear systems. We have spent. time analyzing autonomous linear systems, because the
nonlinear systems will behave like a linear system, in the vicinity
the equilibriulll point
(where the linear approxiIl1ation is most valid). A qualitative feci for phasc~planc bdl<lvior can be ohtained by plotting slope marks.
Notice that: we have shown examples of nonlinear systems that have multiple equilibrium points (steady~state solutions). Phase-plane analysis can be used to determine regions of initial conditions where a system Illay converge to one (stable) equilbrium point
and regions where the initial conditions Inay converge to another (stable) equilibriulll
point
By sketching the linear behavior around a particular equilibrium point and by using
slope marks, we can qualitatively sketch the phase-plane behavior of a given nonlinear
system,
Clearly the phase~planc approach is limited to systems with two state variables.
Analogous procedures can be used to develop phase-space plots in three dimensions for
threc~state systcllls.Linearization and analysis of the locally linear behavior in terms of
eigcnvalues and eigenvectors can still be used for higher~order systems, but the phase behavior cannot be viewed for these higher-order systems.
or
FURTHER READING
Strogatz, S.ll. (1994). Nonlinear Dynmnics and Chaos. Reading, MA: Addisoll
Wesley.
STUDENT EXERCISES
linear Problems
r~<or the following linear systems, usc l'igurc 13.7 to determine the phasc~planc bchaviOl
Also, calculate the eigenvalues and lise Figure 13.8 to verify your results. Develop your
own phase-plane diagrams for any situations not covered in Figures 13.7 and 13.8.
1.
~I
_2 x
325
Student Exercises
2.
I ~
3.
I~ ~IX
4.
I:
5.
x=
6.
7.
Compare
8.
9.
10.
~] x
~IX
1:
-I
,::.~.
-I
1 2
~I
31 x
-2
-I
-2J
-2 x
It.
=:-
_~] x
0
2
0
r; -3":
r: ]
0
I~
-0. 25 1
2
x
-OSI x
x [-:
0
2
0
_~
12. A process engineer has linearizcd a nonlinear process model to obtain the following
state-spacc model and given it to your boss. Your boss has forgotten everything he
learned on dynarnic systcms and has asked you to study this modcl using linear
systcm analysis techniques.
Ax
where:
10
1.0
- 1.0 1
0.0 .
326
Phase-Plane Analysis
Chap. 13
'itl
cit =
dx
_____ f.
dt
axz
~
bx
'
where a and b arc positive parameters. Show that this model has center behavior
and discuss the meaning from a romance perspective.
15. Consider a more general formulation of the RomcolJuliel problem in 14 above. In
this case, let:
dX J
dt
Hf
327
Student Exercises
wherc the paramcters lljj can bc either positive or negative. The choice of signs
specifics the romantic "styles." For each of the following cases (parameters a and b
arc positive), determine the phase-plane behavior. Interpret the meaning of the results in terms of romantic behavior.
a.
(i~L
::0;
ill
a x]
+ b x2
dx, ~ b x
dl
b.
dx]
ill
t
::o;~ax]+hx2
dx')
dt
e.
4::o;bx-ax
1
dx]
ilt
(L'lz
rll
Nonlinear Problems
1().
Y2
Z,
Phase-Plane Analysis
328
dYI
Chap. 13
,,(I~y,)y,
"I
dh
,11=
~13(I-y,)y?
c. l'ind the eigenvalues of the Jacobian matrix for scale equations, evaluated at YJs
and Yzs. Rcali:r,c that Yt.v and Y2s arc 1.0 by definition. [,'inc! the eigenvalues in
teflllS of (X and ~3.
d. The parameters are (X :;::: ~1 ::::: 1.0 and the initial conditions arc )'1 (0) : : : ; 1.5 and
Y2(0) = 0.75.
i. Plot the transient response of)'J and )'2 as a function of time (plot these
curves on the same graph using MA'l'LAB). Using your choice of integration methods, simulate to at least ( ::::: 20.
ii. Show a phase-plane plol, placing)'1 on the x-axis and)'2 011 the y-axis.
iii. \Vhal is the "peak-tn-peak" lime for the bacteria? By how much time docs
the protozoa "lag" the bacteria?
c. Now consider the trivial sleady-state (xis::: -r2.1':;:::: 0). Is it stable? Pcrfonn simulations when xj(O) 0 and x2CO)"* 0, What do yOll find?
"X.'
"I
(iL~ I ) )
'
where:
J-Lma\:
y
k,
'-'-
0.53
km
0.12
0.4
Sf
4.0
0.4545
h. Analyze the stahility of each steady-state, l'ind the Jacohian, the eigenvaluc-s,
and the eigenvectors at each steady-state.
Student Exercises
329
c. Construct a phase plane plot. What do you observe about the unstable steadystale?
19. A chemical reactor that bas a single second-order reaction and has an outlet
f10wrate that is a linear function of height has the following model where the outlet
f10wrate is linearly related to the volume of liquid in the reactor (F:;:; f3 \I).
F
~'(Ci" ~ C) ~ kC'
dC
dl
dV
Lit
F
1/1
'"V
t-'
The parameters, variables and their steady-state values arc shown below:
inlet flowrate (I liter/min)
gmollliter)
C::::: reactor concentration (O.S gllloi/liter)
V = reacto volume (I liter)
k = reaction rate constant (2 Iiter/(gmol min))
f3:;:: I min-]
Fill :;;:
('ill
= inlet concentration (I
the square root of tank height. The flow from tank I is a function of \/h l -ill' while
the tlowrate out of tank 2 is a function of \Ih}
dh'
dl .
f,(h"h,,!'}
dh, = IMh' ,h,,Ii)
dl
Phase-Plane Analysis
330
13,
ft25
c_
2-5
13 2 = V6
_
mill
-~~
5 [(2
[('
5
111m
hJs
10
A 2 cclOlt'
Chap_ 13
INTRODUCTION TO
NONLINEAR DYNAMICS:
A CASE STUDY
OF THE QUADRATIC MAP
14
''['his chapter provides an introduction to bifurcation theory and chaos. After studying this
chapter, the reader should be able to:
Sec the similarity between discrete time dynamic models and lluillcric;:1! methods
Dctcnninc the asymptotic stability of a solution to the quadratic map
Unclcrstand the concept of a hi fllrcation
When a parameter of a discrclc~timc model is varied, the llUlnbcr and character of solu~
lions may changc---lhc parameter that is varied is known as a bU;tfcutiol1 parameter. For
some values of the bifurcation parameter, the dynamic model may convcrgc to a singlc
valuc aftcr a long valuc of timc, while a slnall change in the bifurcation parameter may
yield periodic (continuous oscillations) solutions. For some discrete equations, valucs of
the parameter may yield solutions that appear random --these are typically "chaotic" solutions. Chaos can occur in a single nonlincar discrete equation, whilc threc autonomous
(no explicit depcndencc Oil time) ODEs arc required for chaos in continuous models.
The major sections in this chapter arc:
14.1
Background
14.2
14.3
14.4
332
14.1
14.5
14.6
14.7
Cascade ofPeriod-Doublings
14.8
Chap. 14
BACKGROUND
Many engineers and scientists have assumed (at least. until roughly twenty years ago) [hill
simple models have simple solutions and simple behavior, and lhat Ihis behavior is predictable.lndeed, the main objective for developing a rnodel is Llsually to be able to predict
behavior or to match observed behavior (measured data). During the past thirty years, a
nurnhcr of scientists and engineers have discovered simple 11lOLlcis \v!lerc the short-term
behavior is predictable, hut sensitivity to initial conditions make the long~tertlJ predictillil
impossible. By initial conditions. \\,ie mean the value of the variables at the beginnillg of
the integration in time. All example is the simple weather prediction model of Loren/.
(1963). which is a system of three nonlinear ordinary differential equations; the Lorell/.
1l1Odcl is covered in more detail in ChaptGr 17. Another example is the population grO\vth
model used by May (1976), which is a single nonlinear discrete time equation. fhis population lllodel is the topic of this chapter.
The cOllllllonly accepted term for the dynamic hehavior
a system that exhibits
sensitivity to initial conditions is clwos.Tcrms for the branch of mathematics related to
chaos include nonlinear dynamics, dynamical systems theory. or nonlinear science. \in\'
chaos books, written for a general audience, appear frequently: some of the more interesting olles arc referenced at the end of this chapter.
This chapter will not make you an expert on nonlinc.'lr dyn<1111ics, but it will help
you understand what is meant by sCl1sitil'itr to initiol ("ollditiollS and practical limits to
long-term [Jredictability.
or
14.2
wherc
Ilk
hk
die.
Now assume that the number of births and deaths during tillle period k is proportional to
the population at the beginning of time period k.
Sec. 14.2
333
( 14.2)
(14.3)
(Xd
llk+1
(l+r)II,
or,
where
(14.6)
0'
( 14.7)
0' fl k
if (X < 1 The population decreases during each lime period (converging to 0).
if (X > I The population increases during each time period (-----+ 00).
if ex;::: I
<D
<ii
+
alpha
c
0
1.5
"3
1.1
+
alpha
10
0-
0-
0.5
alpha
0
0
6
time step
FIGURE 14.1
10
334
Chap. 14
These results arc easily rationalized, since births<dcaths, births>dcalhs, and births ==
deaths for the three cases. The result for 0: > I is consistent with Malthus. who in the nineteenth century predicted an exponential population growth.
The result that the population increases to ex) for (X > J is a bit unrealistic. In practice, the amount of natural resources available will limit the total population (for the bacteria case, the mnounl of nutrients or the size of the Petri dish will limit the maximum
number of bacteria that can be grown). In the next example, we show a simple model that
"constrains" the maximum population.
14.3
Here, .r" represcnts a scaled population variablc (sec student excrcise 3).
Note the similarity of (14.9) with the numerical methods presented in Chapter 3:
Xk , I ~
g(x k )
( 14.10)
Recall that direct substitution is sometimes used to solve a nonlinear algebraic equation.
The next guess (iteration k+ 1) for the variable that is being solved for (x) is a funetioll of
the current guess (iteration k). Equation (14.9) shows how the population changes from
time period to time period----that is, it is a discrete dynamic equation. Since (J4.9) is the
same f011n as (14.10), we will learn a lot about the quadratic map frOTH analysis of the direct substitution technique and vice versa. You will also note that many numerical integration techniques (Euler, Rungc-Kutla) have the fOHn of (14. [0).
Since (14.9) is a discrete dynamic equation, we can determine the steady-state behavior by finding the solution as k ------;. 00. Writing (14.9) ill a more explicit form,
(X
(14.11 )
xlc.
0'
.:r, -
(X
.Y./"
(14.12)
"X,' - (" -
I) x, ~
(J
(14.13)
We can use the quadratic formula to find the steady-state (fixed-point) solutions:
x,
0 and
(14.14)
(y
It is easy to see from (14.9) that if the initial population is zero, it will renwin at zero. For
a n0I1-2erO initial condition, one would expect convergence (steady-state) of the population to (0.' - l)/cl'_. We will use a case study approach to show that the actual long-term
Sec. 14.3
335
"
X ,I
2.95
3.20
3.50
3.75
0.6610
0.6875
0.7143
O.n33
2
3
4
(stcady~statc)
(X
non-zero
stcady~stalc that
14.3.1
Each case presented in Table 14.1 has distinctly different dynamic behavior. As shown in
the following sections, case 1 illustrates asymptotically stable hehavior, cases 2 and 3 illustrate periodic behavior, and case 4 illustrates chaotic behavior.
xk
0
1
2
3
4
5
0.1
0.2655
0.5753
0.7208
0.5937
0.7116
0.2655
0.5753
0.7208
0.5937
0.7116
0.6054
0.6610
0.6610
Xk+!
The transient response for case 1 is plotted in Figure 14.2 for an initial condition of 0.1.
Notice that the responsc converges to the predicted steady-state of 0.6610. This type of rcsponse for continuous models is usually called asymptotically stable hehavior since the
output converges to the steady-state (fixed-point) solution.
PERIODIC BEHAVIOR
The transient response curve forcase 2 is shown in Figure 14.3. The curve oscillates between 0.513 and 0,800, while the predicted resull (equation 14.14 and Table 14.1) is
336
0.8
Chap. 14
2.95
0.7
c
0
.~
0.6
-S
0-
0-
0.5
m
m
"
0.4
.~
"E
'5
0.3
0.2
01
10
20
30
40
50
time step
FIGlJllE 14.2
steady-state.
0.8
0.7
c
0
0.6
-S
0-
0-
0.5
m
m
"
0.4
.~
"E
'5
0.3
0.2
0.1
10
20
30
40
50
time step
(\\,0
Sec. 14.3
337
0.6875. 'This type of response is known as pcriod-2 behavioL In case 3 the transient response oscillates between 0.383, 0.827, 0.501, and runs as shown in r'igurc 14.4. This is
known as pcriod-4 behavior, since the system returns to the same slale value every fourth
time step.
CHAOTIC BEHAVIOR
For Case 4, the transient response never settles to a consistent set of values, as shown in
Figure 14.5; rather the values appear to be somewhat "random" although a dctcnninislic
equation has been used to solve the problem. Figure 14.6 shows that a slight change in
initial condition from 0.100 to O. J 0 J leads to a significantly different poinHo-poinl rcsponsc--this is known as sensitivity to initial conditions and is characteristic of chaotic
systems.
0.9
0.8
co
0.
0.7
.~
"5
0.
0.
0.
w
w
'"0.
0.6
0.5
.~
0.4
co
'"
E
'6
0.3
0.2
0.1
10
20
30
40
time step
50
Chap. 14
338
0.8
c
0
~
"3
0.
0
0.
0.6
"'"'
ill
C
0
iii
c
ill
0.4
E
'5
0.2
40
20
60
80
100
time step
FIf;LJRE 14.5
1\
c
0.8
:g
"3
0.
0
0.
"'"'ill
C
0
\1
,
I
\ I
1/
\i
ill
I
I
\ I
0.4
iii
E
'5
I
I
\ !
0.6
" "
\'
0.2
0
75
80
85
90
100
95
time step
::;0;
Sec, 14.4
Cobweb Diagrams
339
Xn + 1
1
0,75
5
0,25
"'-
14.4
-L
0,25
--'-
-'
--'
0,75
x
n
COBWEB DIAGRAMS
Insight to the behavior of discrete singlc~variablc systems can be obtained by constructing
cobweb diagrams. Cobweb diagrams are generated by plotting two curves: (i) g(x) versus
.r and (ii) x versus x; the solution (fixed-point) is at the intersection of the two curves. For
exampic, consider the case 1 parameter value of (y ::::: 2.95 and an initial guess, ):0 ::: 0, I,
The xlI+1 = g(x) = 2.95 .tll (I -.1:) curve is shown as the inverted parabola in I<'igurc 14.7.
Since the X o value is 0.1, the x J value is obtained by first drawing a vertical line to the g(x)
Xn +l
0,75
0,5
0,25
o i<::
--'0.25
-'
0.5
"0.75
--l
340
Chap. 14
Xn +l
0.75
0.5
025
-'-
0.25
-'
0.5
'-
0.75
-' x
n
1
i
curve to rind g(.ro) :::: 0.265, then drawing a horizontal line to the x :;:;; .r curve (since
xI :::; g(xo); therefore, -tt :::: 0.2(5). A vertical line is drawn to the g(x) curve lto obtain
g(x t ):::: 0.575), then a horizontal line is drawn to the x:::: X curve (so, xl:::: 0.575), "fhcsc
Xn +l
0.75
0.5
0.25
FIGlJRE 14.10
o "-----'-----'-----"'-----' xn
0.25
0.5
0.75
Case 2 (0 ~ 3.201
map, oscillates het\Vccll x = 0..') l_lO and
0.7995; initial condition or Xo = n.5130
(period-2 behavior).
)i
Xn+l
0.75
0.5
025
o "'-
-"-
0.25
-'.
0.5
'-0.75
-' x
1
Xn +l
I
0.75
05
0.25
o "'-
-'-
0 _25
-'
0.5
'--__--' x
0.75
0.75
0.5
0.25
...L
0.25
-'
0.5
.L..
0.75
.J x
n
1
ESCOLA D2 tNGENHARIA
IJIt3L10Tt:CA
342
14.5
Chap. 14
or
14.5.1
There is a single steady-state solution untillY::;:: 3, where a bifurcation to two solutions occurs. 'fhe next bifurcation point is {Y ;:: 3.44949, where four solutions emerge. A period~X
bifurcation occurs at 0' ::: 3.544090, period-J6 at (X ::: 3.564407, j"Jeriod-32 (:It Ct :::
3.568759, and period-64 at (X ;:: 3.569692. Chaos occurs at 0'. :::;; 3.56995. Notice that there
are some interesting "windows" of periodic behavior, after the onset of chaos. For example, at (X ;:: 3.83 we find a window of period-3 behavior. The period-3 behavior occurs
after approximately 60 time steps, with an initial condition of 0.1, as shown in Figure
14.15. This behavior is shown more clearly in Figure 14.16 which is simply the data from
0 9
o. 8
0 .7
/-~/'---~~
1----.
o. 6
x
'
.....--.......--.......
~---------./-----~
0 .5
'~-
0 .4
o. 3
0.2
o.
0
2 9
3.2
3 4
3.6
3.8
U.
FIGURE 14.14
0'
Sec. 14.5
343
;:=
3.83
0.
'fg
S
0.
0.
0.
if>
if>
ill
C
g
if>
C
ill
E
i3
0.1
40
20
80
60
100
time step
3.83, initial
FIGUR E 14.15 Period-3 behavior (after inllial transient) for Ci.
7.
0.95741
and
,
,0.50466
0.15615
x;:;;:
are
values
Periodic
0.1.
;;:;;
condition
=0
0.
~
S
0.
0.
0.
I
I
0.6
I
I
0.2
0
75
+
I
Y
80
'"
+
/
I
I
I
"
\f
\/
Ii
'\
I'
I
I \
I
/
/
'I
,"
/
I
0.4
C
ill
E
i3
ill
I
I I
I
I
I
0.8
I,
/
tI
i'
'I
1\
if>
if>
0.
ijj
\'
!I
85
\
I
"
+
/
I
I
" I
"/
90
,
I
I'
4-
I
I
95
time step
100
344
Chap. 14
Xn +l
0.75
05
0.25
o &L_ _--'
o
0.25
-'-
-'-_ _---' X
05
0.75
(X
0;::
Figure 14.15 plotted between 75 and 100 time ;.;tcps. The cobweb diagranl of Figure 14.17
also shows the pcriod-3 behavior. Research has shown that pcriod-:, behavior implies
chaotic hehavior.
14.6
Definition
Theorem
14.6.1
Let x'~ represent theJixed-fJoillf solution of x'o: :;::: g(x*'), or g(x''') -- x~':;::: O.
Idx
<~
Here we will make lISe of this theorem to determine the stability or a solution to the quadratic map:
g(x)
(XX( I - x)
= (l'X - (U'
(14.15)
Sec. 14.6
345
So,
iJg
.=<-2,xx=<(1
2x)
dx
For simplicity in notation, we will usc g' to represent i)g/(Jx. r~valLJatcd at x*, we have:
g'(x*)
<Y -
2exx* = ev (1
2x*)
(14.16)
Therefore, from (14.16) and the stability theorem, if the following condition is satisfied:
I,x (1
2x*)
I<
( 14.17)
x*
c. 0
x*
or
<
Momentarily we will generalize the stability results !()r any value of cc First, we will
study the four specific cases.
CASE 1
(Y
= 2.95
:=
0, we find:
Ig'(x) 11 < (I
- 2x*)
I 2.95 >
Ig'(x*)1
I <Y (1
0' -
= 0.9499 < 1
\vhich assures that the second fixed-point is stable.
1;'01' 0' := 2.95, we expect the numerical solution to converge to the stable fixed point,
x*:= 0.6610, since the olher fixed point (x*;:;;;; 0) is unstable.
The stability results for cases I through 4 are compared in Table 142. Notice thaI
case I is the only one of the four cases where lhere exists a stable solution. The reader
. should verify that an initial guess ofx arbitrarily close to zero (but not exactly 0), will not
converge to zero for any of the four cases.
TAIlLE 14.2
Case
r"'
Ig'(x*) I
condition
2.95
3.20
3.50
3.75
unstable
unstable
unstable
unstable
x'~
Ig'(x*) I
conclition
0.6610
0.6875
0.7143
0.73"
0.9499
1.2000
1.5000
1.7500
stable
unstable
unstable
unstable
~-~.
2
3
4
2.95
l.20
3.50
3.75
0
0
0
346
14.6.2
Chap. 14
Notice thai we have been quite limited in our study, since we have only considered four
with 2.95 S ex :S. 3.75. Now we will consider the general results for any ('( > O.
Again, recall that there arc two fixed-point solutions for a given value of (X
ca~:;cs
x*
()
or
x*
xI =
x'o AS A
STABILITY OF
then
Ig' (x~)1
(X -
.'.:;"
(X-
lX
FUNCTION OF lY
2nO ::::: (X
I ex I
Also, since III < 1 is required for stability, then x{~ is a stable solution only as long
as -1 < 0' < J. Otherwise, x('; is unstable (rccalIthal Ci < 0 docs not make physical sense).
STABILITY OF x~ AS A FUNCTION OF lX
SincexT~(lX-I)/lxandg'(xT~lX-ZlY(lX-I)lcx~lY-Z(lY-I)~-lX+Z
Ig'
I , I-c, zi
(x'D
+
which indicates stability for I < (X < 3. Otherwise,
is unstable.
These results arc shown on the bifurcation diagram of Figure 14.18 for 0 < (X < 4.
Generally, solid lines will be Llsed to represent stable solutions and dolled lines will be
used to represent unstable solutions. As discussed above, a change of stability for x;j occurs at 0' ::::;: I. Also, changes of stability for x't occur at 0' ;:::: I and (Y :::: 3. The values of 0'
where the stability characteristics change arc known as bifurcation points. The bifurcation
that occurs at 0' = 1 is commonly known as a ';lranscritical" bifurcation (sec Chapter 15)-an exchange of slability between the two solutions has occurcd.
Notice that Figure 14.18 is a h(fl-lrcatioll diaRrarn based on a linear stability analysis. It differs frol11 an orhit diagram (sllch as Figure 14.14), because it docs not show the
periodic behavior obtained from solving the nonlinear algebraic equation for the popula~
tion growth model. An orbit diagram cannot disp(ayullstable solutions, however.
then
14.6.3
x1'
The theorem states that if lag/ax I at the fixed point, the fixed point is stahle. Further, if
ag/ox is negative, then the fixed point solution is oscillatory. If dg/ax is positive, the be~
Sec. 14.6
347
bifurcation diagram
lr---r---,----r---.-----,----.---~-...._,
"I
0.5
...-------
..
stable
..
Xo
---
UIlBtable
..
stable
o
1--------------------------------UIlBtable
I
f
I
I
-0.5
UIlBtable
I ..
IXI
I
I
-11..---'---~--~-~~-~--~--~---'
0.5
FIGlJRE 14.18
1.5
2.5
3.5
havior is monotonic. We can then develop the fo]Jowing table of results from the stability
theorem
i)g
stability
response
unstable
oscillatory
<.: 0
stable
oscillatory
stable
monotonic
unstable
monotonic
itr
<~l
- 1<
0<
> I
ilf;
Dg
ax
a.r <
Although the linear stahility analysis is useful for determining if a fixed-point is stable, it
cannot he used directly to understand possible periodic behavior. This is the topic of the
next section.
348
14.7
Chap. 14
CASCADE OF PERIOD-DOUBLINGS
We have noted that there appears to be a series of period doublings in route to chaos. The
limitation to the method presented in Section 14.6 showed that it could predict that a particular fixed point was unstable, but could not identify the type of periodic behavior that
might occur. In this section we will show how to find these period-doubling bifurcation
points and the respective branches shown in Figure 14.13.
14.7.1
Period-2
When period doubling occurs, the [lopulation value at time step k is equal to the value at
time step k -- 2. This can be represented by
(141 X)
or
then
(14.20)
(14.2 I)
(14.22)
Warning:
r:or the quadratic map, we call develop the relationship shown in (14.22):
Xk+2
:=
a X"k
(I
~ J.~k)
aXkl1
(1 ~xk\l)
(14.23)
Sec. 14.7
349
Cascade of Period-Doublings
Expanding (14.25),
( 14.26)
or
(1427)
Notice that there arc four solutions to the fourth-order polynomial. We can find the solutions graphically by plotting g2(x) versus x, as shown in Figure 14.19 (for (X 3.2).
If you closely observe the plot, you will find the following four solutions for pcriod2 behavior:
;:0;;
x"
We can sec graphically that the solutions x* ::::: 0 and 0.6875 arc unstable, since the slope
of g2(x*) is greater than L (A period-2 solution is stable if 1()(;;2(x/d.\:1 < 1.) Also, notice
that the solution for x ::::: g(x) will always appear as one of the solutions for x ::: g2(x). If a
solution for x ::::: g(x) is unstable, it will also be unstable for g2(x). We can sec that
x ;::; 0.6875 is the solution for both .Y ::::;; g(x) and x : : ; g2(x), by observing [!igure 14.20.
At this point it is worth showing the results of x versus g(g(.:r) for case I, which we
know has a single, asymptotically stable solution. Figure 14.21 shows that there is a sin~
gle stable solution of X ::::;; 0.6610. This makes sense, because as k -)
we know that
x k :::: 0.6610; this Illeans that xk+2 -= x k+ 1 -= :r k ::::: 0.6610.
We can sec fromF'igure 14.22 that n ;;;;; 3.0 is a bifurcation point, since absolute values of the slope of g(x) and g2(J::) ::::: I at x::::: 0.66667. Figure 14.22 is clearly a transition
point between l<'igurc 14.21 and Figure 14.20.
00,
1,
/.
08!
('
,""
0.4'
unstable
//~
.I
0.2;J
il
/f\
j1".
.
,
"
\
/ /Vi
./
stable
i'
Ii
X /
//~
\!Ii
unstable
02
I I
/v
oV
OA
OB
DB
VlGlJRE 14.19
Plo! of g(K(X))
3.2.
350
Chap, 14
0,8
"'"
0,6
0;
0.4
CT
""
>{
02
02
0,6
0.4
0,8
FIGURE 14.20
J.2.
0,8
"'"
""
0,6
CT
0;
0.4
>{
02
0.4
0,6
x
OB
FIGtJRE 14.21
pcriod-2 behavIor.
Sec. 14.7
Cascade of Period-Doublings
351
0.8
s:
0.6
"
0.4
'&
0
0;
"
0.2
0
0.2
0.4
0.6
0.8
14.7.2
Period-4
When pcriodA behavior occurs, the population value at time step k is equal to the value at
lime step k - 4. This can be represented by:
X k +4
= xk
(14.28)
Using the same arguments that we used for pcriod-2 behavior, we can find that since
xk+ I :;;;; g(..r k),
(14.29)
~ g(g(x kU
~ g(g(g(xk+')
= g(g(g(g(x k))))
_g'(x )
Xk-I-4 --
( 14.30)
We can obtain the solutions to (14.30) by plotting g4(x) verSllS x as shown in Figure 14.23
for C/. = 3.5. Again, do not confuse g4(x) with Ig(x)]4 g4(x) is an eighth-order polynomial
with eight solutions as shown in Figure 14.23.
Figure 14.24 shows that the solutions for x:::: g(x) and x :::;: g2(x) arc also solutions
(although unstable) for x = g4(x).
Chap. 14
352
alpha:= 3.5
u
0.8
s
u
-;;-
0.6
;,-
'"~ 0,4
0.2
u
0
0
0.2
0.6
0.4
0.8
x
FIGURE 14.23
Plots of g4(x) versus x to find the pcriod-4 values for Ci "" 3.5.
alpha = 3.5
,
"
::
0.8
'\ ..,,
\ .,, ,
-;;-
t;
'~;\ ::'I
C5 0.6
...."
:s
'0,
\.
;,
~OA
'"
V\
~-x
-g(x)
..9'(x)
._-- 9"(x)
0.2
0.2
0.4
0.6
0.8
FIGURE 14.24
\
\
0:::
3.5.
Sec. 14.7
14.7.3
353
Cascade of Period-Doublings
Period-n
By analogy to tnc pcriod-2 and pcriod-4 hehavior, we call sec that for any period
have the following relationship
1/,
we
(14.31 )
v
Ak
-lll
.~
( 14.32)
""(.",.)
()
./i
Note that gll(Xk) will he a polynomial that is order 2n, and there will be 2n solutions, n of
which arc stable.
14.7.4
Feigenbaum's Number
The quadratic map exhihits a period doubling route to chaos. As the hifurcation paralnetcr
0'. is increased, model goes through a series of period doublings (IJcriod-2, perindA,
period-S, period-16, etc.). Feigenbaum noticed that the quadratic map had a consistent
change ill the bifurcation parameter between each period doubling. Indeed, he found that
any "one-hump" (sec any plot of g(x) for the quadratic map) model will have a cascade of
bifurcations which will yield the /"'eif;cn!Jaum nurnbcr. The r"eigenbaum Humbcr is calculatcd by comparing (X valucs at each sllccessivc hifurcation point in the following fashion
-" Ct
lim
'1 ~ 4.669196223
( 14.33)
C'ii+ [ - O:i
where C'ii represents thc parameter value at thc i th period doubling point, where the period
is 11 ::::: 2 i . To obtain a rough cstimate of the Feigcnbaum number, usc thc valucs of (X for
period-16 (2 4 ), pcriod 32 (2 5 ) and pcriod-M (2 6 )
e
3.56R759
3.5044IJ7
3.569692
3.56R759
4.6045
TABLE 14.3
I
2
3
4
5
6
,j'j
"
3.0
3.44949
3.544090
3.564407
3.568759
3.569692
356995
4
8
16
32
64
oc
0' :::::
3.56995.
354
Chap. 14
SUMMARY
A lot of material has been presented in this chapter. You may be wondering how discretc
maps and bifurcatiolltheory tics in with applications in chemical engineering. There arc at
leastlwo important reaSOns for studying this material:
We have shown that the quadratic map problem is conceptually identical [0 numer!
cal methods that can be used to solve a nonlinear algcbraic equation. Since lhe qua
dratic map problem cxhibits exotic behavior undcr certain values of the paramcter n.
this tells liS that a poorly posed I1lHllerieal method lllay have silnilar problcms. f3c
can~/ltl when llsing J/umerical methods.'
355
NO/l-
Chaos can appear in numerical solutions to chemical engineering problems, such as phasc
equilibrium calculations, as shown in the following paper:
I.ucia, A., X. Guo, PJ. Richey, & R. Dercbail. (1990). Simple process equatiot/s.
.fixed [Join! methods, and chaos. American Institute of Chemical Engincers Journal (lIICI1.I.), 36(5): 641~654.
356
Chap. 14
STUDENT EXERCISES
I. \Vhy arc the results for the simple quadratic map problem important to understand,
when chemical and environmental process models arc obviollsly much more complex (hascd 011 ODEs)')
2. Usc MATLAB to generate transient responses for the quadratic map, for various
values of n. Explore regions of single st:cady~statc solutions, as well as regions of
periodic and chaotic behavior. Use Figure 14.14 to try and find regions of periodic
behavior in the midst of chaotic behavior.
3. Derive the scaled logistic equation (14.9) from the following unscaled model for
population growth.
where r and I. arc constants (Hint: [)efinc the scaled variablc, x::::: nr/( I + 1')1.). What
is the physical significancc of L'!
4. Consider the "constant harvesting" model for population growth, where 'Y is a term
that accounts for a constant removal rate per unit timc period (e.g., hunting deer or
removing cells from a petri dish),
How docs 'Y effect the cquilibrium population values? (Show calculation, and COllsider stability of the equilibrium.)
tAct tV ::::: 3.2. What 'Y values <Irc required for () (the trivial solution) to be a stahlc cquibrium solution? What 'Y valucs are required for a stablc nontrivial solution'?
5. Consider the "proportional harvesting" model for population growth, whcre the removal rate per unit timc pcriod is proportional to the amount of population
How docs 'Y cffect the equilibrium population values? (Show calculation, and consider stahility of the cquihbriuln.)
Let (\' ::::: 3.2. What 'Y valucs arc required for 0 (the trivial solution) to bc a stable equibriul11 solution? What 'Y valucs are required for a stable nontrivial solution'?
6. Consider the pcriod-2 behavior that occurs at a value of 0' ;:::: 3.2. Show that the values of x ~ 0 and x ~ 0.6875 are unstahle. (flint: Let h(x) ~ X(X(x and show thai
I/{(x) I ;:> I at those values.)
Student Exercises
357
7. Using MATLAB construct the orbit diagram (Figure 14.14) for the quadratic map.
S. F'ind the (real) fixed points 01'.\""+1::: \/t/,' and analyze their stability. Also, develop a
cobweb diagram for this problem.
9. Consider the nonlinear algebraic equation, .f(x) ::: _.1;2 - X + I ::: O. Using the direct
substitution method, formulated as x::: _.r 2 + I ::: g(x), the iteration sequence is
x kl
::0:::
g(x k ) = - xl
--j-
Try several different initial conditions and show whether these converge, diverge or
oscillate between values. Discuss the stability of the two solutions x';: ::: 0.618 and
x* :::;; 1.618, based on an analysis Of{I,/(x~:).Deveiop a cobwcb di<-:tgram for this SYStCllL
Try several different initial conditions and show whether these converge, diverge,
or oscillate between values. Discuss the stability or the two solutions .r:t: ::: 0.618 and
x":::: 1.618, based on an analysis ofg'(x*'). Develop a cobweb diagranl for this system.
11. Consider the scaled Lotka-Volterra (predator (Y2)-prey (VI equations, \vhere
dv
, = a (I ~ v) V,
til
.- .
The parameters are O~ ::: ~ ::: 1.0 and the initial conditions arc Yj(O) ::: 1.5 and
YiO) ::: 0.75. The time ullit is days. Integrate these equatioJls lll11ncrically (using
odc4 5, for example) to show the periodic behavior.
12. The I--Icnon Inap is a discrete model that can exhibit chaos:
x, (k
+ I)
x)(k)
x,(k
+ I)
h x,(k)
-j
I ~ax,(k)'
For a value of!J::: 0.3, perform numerical simulations for various values of u. Try to
rind values of a (try a > 0.3(75) that yield stahle period-2 behavior. Show that
chaos occurs at approximately a:= 1.06.
13. Read the paper by Lucia ct al. (1990) and use cobweb diagrams to show different
types of periodic behavior that can occur when direct substitution is llsed 10 find the
volume roots of the SRK equation-of-stale for the multicomponent mixture (CH"I'
C ZH4, and C,H(,(J).
358
Chap. 14
%
%
%
%
%
%
(between 0 and 4)
%
%
%
%
gn_qmapla1pha):
% 23 july 93
% modified 12 Aug 93
% revised 20 Dec 96
%
x
g
x: g4
for i~1:201:
xli) ~ (i-1) *0.005:
gli) ~ a1pha*x(i)*(1-x(i)):
g2li) ~ a1pha*gli)*11-g(i)):
x:
functions for
359
Student Exercises
g3(i)
g4(i)
alpha*g2(i)*(1-g2(i));
alpha*g3(i)*(1-g3(i));
end
1~I,x,g4,
'_, ')
BIFURCATION BEHAVIOR
OF SINGLE ODE SYSTEMS
15
The goal of this chapter is to introduce the student to the concept of bifurcation behavior.
applied to systems modeled by a single ordinary differential equation, Chapters 16 and 17
will involve systems with more than one state variable.
After studying this chapter, the student should be able to
DClcnnine the bifurcation }Joint for a single ODE
Determine the stability of each branch of a bifurcation diagram
Determine the numher of stcady~statc solutions near a bifurcation point
'fhcmajor sections in this chapter afC:
15.1
15.1
Motivation
15.2
15.3
Types of Bifurcations
MOTIVATION
Nonlinear systems can have "exotic" 11chaviof such as multiple stcady~statcs'and transitions from stable conditions to unstahle conditions. In Chapter 14 we presented the quadratic map (logistic map or population model), which showed how a discrete-time systeln
could move from a single stable steady-state to periodic hehavior as a single parameter
was varied. This would he considered a dynamic bifurcation of a discretc-tinle system,
where the behavior changed from ()symptotically stable to periodic.
360
Sec. 15.2
361
conLinllous~timc systems.
15.2
FIGURE 15.1
362
15.3
Chap. 15
TYPES OF BIFURCATIONS
1'he types of bifurcations that will be presented hy way of examples include: 0) pitchfork,
Oi) saddle-node, and (iii) transcritical. We will also cover a form of h.vsteresis behavior
and show that it involves two saddle-node hifurcations. Before we cover these specific hifurcations, we will present the general analysis approach.
Consider the general dynamic equation:
(15.1 )
where x is the slale variable and !.L is the bifurcation parameter. The steady-slale solution
(also known as an equilibriulll point) of (15.1) is:
()
f(.qL)
( 15.2)
A bifurcation point is where the both the function and its first derivative are zero:
iJf
.I(X,fL) = iJx = ()
(15.3 )
Notice that thcrirst-dcrivalivc is also the Jacobian for the single-equation model. Also,
the eigenvalue is simply the Jacobian for a single equation syslem, so the eigenvalue is ()
at a bifurcation point. The number of solutions of (15.2) can be determined from cafastmehe t!lcory. [~quatioll (15.2) has k solutions, if the following criteria arc satisfied:
f(X,fL) = ()
af ... a'f
()x
- ax?
(15.4)
and
( 15.5)
In Example 15.1 this method is applied to a system thaI exhibits a pitchfork bifurcation.
EXAl\lPLE 15.1
Pitchfork BiflHTation
Consider the single variable system shown previously ill Section 15.2.
x
the solutions
to.f(x,p~);:;;: 0
are
-r,,()
x,.j =
x,<!
V;~
V~
(15.6)
Sec. 15.3
Types of Bifurcations
363
Notice that if 11, < 0, then xl' ;;::: 0 is the only physically meaningful (real) solution, since \/~ is
complex if fJ. < O.
The Jacobian is
Since the Jacobian i.o, a scahH, then the eigenvalue is equal to the Jacobian:
If Po. < 0, then the systcm is stahle. If Po. > 0, then the systcm is unstahle. NO\v, we can find the sta
bility of the system, as a function of the hifureation panunetcr, /-L.
I. ~ < O.
The only real equilibrium solution is '\,0;;::: 0, so the value of the cigenvalue is:
A - fL"
which is stahle, since fJ. < O.
II.
> O.
POI'
this case, there are threc real solutions; we will analyze each one separately. We
X/'ll' X;'I' ami x e2 to indicate the three different solutions.
3 x?: -1 /J."
lIllstahlc
I-l c
\1 fJ'
-:1- .r e2
I-l" -
stable
- VfL
-+- IL,.
-3
.J
I-l"
-+-
~,.
2 J.-l"
- stable
It is eomOlon to plot the equilihriulll solutions on a bifurcation diagram, as shown in Figure 15.2.
For I-l <0, therc is a single real solution, and it is stable. r"m I-l > 0 there arc three real solutions;
two arc stablc and one is unstable. A solid line is used to represent the stable solutions, while a
dashed line indicates the unstable solution. Notice that a change ill the number of equilibrium solutions and the type of dynamic behavior oecured at 1.L;::;: O--the hUim'atioll poinl. The bifurcation point satisfies the conditions in (15.3):
!(X"fL,.)
x',:
1.L;x,.
- 0
{lnd
iJ/1
ax
j
\,.l'
-I
1.L"
364
Chap. 15
The slalc and parameter values that satisfy these conditions simultaneollsly are:
fl.,.
()
X"
=0
and
The higher-order derivatives at the bifurcation point are:
a'I? I
=6x""'0
ax""!,,
and
alII
ax}~",l'~
(, I ()
This analysis indicates that the mnnber of solutions is three in the vicinity of the bifurcation
point (sec (15.4) and (15.5)),
x
x~
stable
/.5
A~ -21'
x~
A=
I'
I'
unstable
I'
stable
FIGlJRE 15.2
It should be noted that there arc actually three solutions to the steady-state equation
throughout the entire range of l..L values. For fJ... < 0, two of the solutions for Xc arc C'Hllplcx
and uncis real. r:or fJ.. = 0, all three solutions for J:e arc zero. For f.L > 0, all three solutions
for Xc are real.
Sec. 15.3
Types of Bifurcations
365
2 r -_ _~_-=E:::xam=p<.:le:..l:..:.~)l'-...-=_-..:l
_ _~_ _...,
-2 L-_-~----....-.,---:-----,J
o
2
3
4
5
FIGURE 15.3 Transient response for
Example 15.1, /.L::::-1.
time
15.3.1
Dynamic Responses
Figure 15.3 shows the transient response for fJ,::;;: -I for two different initial conditions;
both initial conditions converge to the equilibrium solution of x = I. Figure 15.4 shows
the transient response for JJ, = 1 for two different initial conditions; the final steady-state
obtained depends on the inlial condition. Notice that an initial condition of X o :::: 0 would
theoretically stay at x = 0 for all time, however, a small perturbation (say J 0--9 ) would
eventually cause the solution to go to onc of the two stable steady-states.
Example 15.1 illustrates pitchfork bifurcation behavior, where a single real (and stable) solution changes to threc real solutions. Two of the solutions are stable, whilc one is
lln~table, It is easy to find cases where a (subcritical) pitchfork occurs, that is, where a single unstable solution branches lo two unstable and OIlC stable solution. For example, consider the system
j:
Example 1
"0 =
= fL<
+ x3
J' = I
0.Q1
0.5
j(x,!-'l
-0.5
-I
"0 = -
-1.5
0
0.01
time
10
366
Chap. 15
The reader is encouraged to find the bifurcation behavior of this system shown below (see
student exercise 5).
2 r-----.,-
0
--1
-21.5 --1
1.5
0,5 0
0.5
rou
Also, a perturbation of the pitchfork diagram can occur with the following system:
2
~
2
4
6
rou
EXAMPLE 15.2
x,,):
\/;J:
--
YJJ.
Sec. 15.3
367
Types of Bifurcations
which indicates that there are two solutions in the vicinity of the bifurcation point. Now, we can
find the stability of the system, as a function of the bifurcation parameter, j..t,
I.
/.l <
O.
From
Xci
There are now two real solutions; we will analyze the stability of each one.
a. For solution J;
the eigenvalue is
which is stable.
b. For solution 2:
the eigenvalue is
which is unstable.
The bifurcation diagram (saddle-node) is shown in Figure 15.5.
L,
Jl = a
.1l>.ble
X= JlO.~
>2 Jl 0.5
,,--
,
uns1l>.ble
FIGURE 15.5
368
Chap. 15
Notice that there are actually two steady-state solutions for .:re throughout the entire range of f.-l'
For f.-l < 0 both solutions for xI' arc complex; for f.-l;;;; 0 both solutions for xI' flrc 0; for f.-l > () both
solutions for xl' arc real.
Dynamic Responses. Transient response curves for /L:= 1 are shown in Figure 15.6, for two
different initial conditions. Initial conditiolls .ro > -1 converge to a steady-slate of x;;;; I, \vhilc
.:ro < ~-1 approach x = ~oo. It should he noted that a consistent physical (or chemit:al) ~bascd
model will not exhibit this sort of unbounded hehavior, since the variables will have some physical meaning and will therefore be bounded.
Example 2.
"0= -
=1
0.99
Jl
_I
-2
-3
"0=-
1.01
time
FIGURE 15.6 Transient response for Example 15.2, !L;;;: 1. Initial conditions
or Xo > -I converge to a steady-state of x;;;: 1, while Xo < -I "blows up",
EXAIVIl']"E 15.3
Transcritical Bifurcation
.r
The equilibrium point is:
The Jacobian is
( loY)
Sec. 15.3
369
Types of Bifurcations
jJ.-2x,.
-2
fJ,
*0
which indicates that there are two equilibrium 1'>0Iu60I1s. Now, we can find the stabil1ty of the
system, as a function of the bifurcation parameter, IJ-.
with an eigenvalue:
A = fl. - 2 x,.
fl.,
II.
>0
a. One solution is
jJ.
which is unstable.
b. Another solution is:
-2 }L"
which is stable.
These results are shown in the bifurcation diagram of Figure J5.7, which illustrates that the number of real solutions has not changed; however, there is an exchange of stability at the bifurcation point.
370
Chap. 15
L,
x= j!,
,\ =-j!,
stable
x=o
x=o
----------of-----------------,\=j!,
,\=j!,
stable
UIl.'ltable
,\ =-j!,
UIl.'ltable
FIGIJRE 15.7
Dynamic Responses. Transient response curves for the transcritical bifurcation arc shown
in Figures 15.g and 15.9. Notice that the transient behavior is a strong function of the initial condition for the slate variable. For some initial conditions the state variable eventually settles at a
stable steady-state, while for other initial conditions the state variable blows up.
Example 3.
j!,
= -I
"0=- 0.99
-0.5
-1
X
-1.5
"0 = -
-2
1.01
-2.5
-3
10
time
Flf;(JRE 15.8
J.-L
Sec. 15.3
Types of Bifurcations
371
-1
time
FIGUH.E 15.9 Transient response for Example 15.3, fJ. ;:;;; 1. Notice the importance of initial conditions.
The next example is significantly dille-rent from the previolls examples. Here we allow Iwo parameters to vary and determine their effects on the system behavior.
EXAMPLE 15.4
Hysteresis Behavior
I. fJ-;:;;; -1.
!(X,. fL) ~ 0 ~
II -
x,. - x,:
(15.10)
The steady-state input-output diagram, obtained by solving (15.10) is shown in Figure 15.10.
This curve is generated easily by first generating an x" vector, then solving If = xl' ,I x~.
The stability of each point is found from:
ill I
ax
XJl c
which is always negative, indicaling that there arc no bifurcation points and that all equilibrium
points are stable for this system. Contrast this result with that for /L 0;;; I, shown next.
Chap. 15
372
,pie 3.
)l
=1
01
10
time
FIGURE 15.10
II. IJ-;:;;; 1.
f(X,,,ll) ~ 0 ~ II + x, - x;
Notice that this is a cubic equation that has three solutions for xI' for each value of
ple, consider u ;:;;; O.
(15.11)
ll.
For exam-
At u;:;;; 0:
so,
x"
1,0, or I.
XI';:;;;
XC
x,,= 1,
A= 1-3=-2
A=I
A= 1-3=-2
which is stable.
which is unstable.
which is stable.
Now we can vary the input, If, ovcr a range of values and construct a steady-state input-output
curve. These results are shown on the diagram of Figure 15.10 (the easiest way to generate this
figure is to create an Xc vector, and then solve Itt' = ~xc + x;. See student exercise 2).
Sec. 15.3
373
Types of Bifurcations
mu
'" O
-1
.. - ----,-----
.. - ~------- ....-.-----.--------
~~
-2
-4
.~
-2
-3
FIGUrU~
15. t I
-1
0=
r.
Notice that r<'igurc 15.11 cOiltains two saddle-node (or turning poioI) bifurcatio!l points
(sec Example 15.2), The bifurcation (singular) points can be determined frolll the solution of:
( 15.12)
1
3
or,
x" = :!.::
(15.13)
whicll call he seen to be the x values at the upper and lower fuming points. Substituting (1:=;,13)
into (15.11), we find thal the bifurcation points oc;_<;ur at the inp~!! values of lie ::::; 2/3\1\ as
shown in Figure 15.10. N~)lice that for II. < -2/3V3 or II > 213\/3 there is only a single,. stable
solution, while for -2/3"'/3 < II < 213Y'3 there arc three solutions; two arc stable and one is Ullstable.
We have referred to the behavior of this cxarnplc as hysteresis behavior now let us show
why.
Starting at Low Values ofu. Notice that if we begin with a low value of If (say, -3) a single, stable, steady-state value is achieved. If we increase II a slight amount (to say, -2.9), we will
achieve a slightly higher steady-state value for x. As we keep increasing It, we will cO!l.!illue to
achieve a new stahle steady-state valuc for x for each u. This continues untilll :::0 213V3, where
we find that the stable solution "jumps" to thc top curve. Again, as we slowly increase II, the stable steady-state solution remains on the top eurvc.
374
Chap.15
Starting at High Values of u. Notice that if we begin with a high value of u (say, 3) a single stable steady-state value is achieved. If we decrease Ii a slight amount (to say, 2.9), we will
achieve a slightly lower steady-state value for x. As we keep decreasing Il, we will con~inuc to
achieve a new stable steady-state value for x for each u. This continues until /l = -2/3Y...1 where
we find that the stable solution "jumps" to the bottom curve. As we slowly decrease Ii further,
the stable steady~state solution remains on the bottom curve.
This is termed hysteresis behavior, because the trajectory (path) taken by the state variable (x) depends on how the system is statted-up. Ajump discontinuity occurs at each "limit" or
"turning" point (the saddle-node bifurcation points).
Discussion. Notice that there is a signific.1I)t difference between the inpUH)utput behavior
exhibited in Figures 15.10 and 15.11. For fJ.'::::: ~1 (Figure 15.9), there is monotonic relationship
between the input (Ii) and the output (x). For fJ.:::: 1 (Figure 15.10), there is a region of multiplicity behavior, where there are three values of the output (x) for a single value of the input (u).
There has been a qualitative change in the behavior of this system as fJ. varies from ~ I to L The
value of fJ. where this occurs is a hystersis bifurcation point. At this point the following conditions are satisfied (since there are three solutions in the vicinity of the bifurcation point):
f(x,l")
.af
) ..
<X
and
a'f
iJ.tj
*0
fJ. ~ 3x~
~O
~6xe
-6
It is easy to show that, for a value of Ii
::::
*0
x"
= /L" =
which yields the plot in Figure 15 12, which is clearly a transition between Figures 15.10
and 15.1 L
A three~dimensional plot of x versus u as a function of /L is shown in Figure 15.13. The
behavior represented by this diagram is commonly known as a cusp catastrophe. At low values
Sec. 15.3
375
Types of Bifurcations
mu= 0
T~~--'l-----~U--.-------
" 0
-1
FIGURE 15.12
2
1
" 0
-1
-2
-2
o
mu
u
:FIGURE 15.13
376
Chap. 15
achieve this hifurcation (Stwgatz, 19(4). The reader is encouraged to construct this diagrmn (sec
student exercise 6).
1.5
0.5
~
one fixed-point
three fixed-points
a
0.5
-1
-1.5
-1
-0.5
0.5
1.5
mu
FIGURE 15.14
Two~pannnctcr (f.-l,1I)
SUMMARY
We have studied the bifurcation behavior of some example single nonlinear ordinary
c=
dir~
Springcr~
377
Student Exercises
(~f Nonlinear
Strogatz, S.H. (1994). Nonlinear Dynmnics and Chaos. Reading, MA: AddisoIlWesley.
STUDENT EXERCISES
1. r'or the system in Exmnple 15.4:
x ~ f(X,fL)
.~
II +
x'
[LX -
x ~ f(X,fL)
with fL ::::: 1, show that the
"turning points."
saddle~node
II +
[LX -
x'
4. Consider the constant harvesting model of population growth (Hale & Kocak, 1991):
.r
~ f(x,k,c,h) ~ k x -
x2
where all of the parameters are positive. h is the rate of harvesting, while k and care
intrinsic growth rate parameters,
The problcm is, for fixed k and c, to determine the effect of the harvesting on
the population. Since the population density cannot be negative, we are interested in
solutions where x 2:: O. For a positive initial population density (xo) the population is
exterminated if therc is a finite value of t such that x::::: O. Without finding explicit
solutions of the differential equation, show the following:
a. If h satisfies 0 < h <; k2/4c, then there is a threshold value of the initial size of the
population such that if the initial size is below the threshold value, then the population is exterminated, If the initial size is above the threshold value, then the
population approaches an equilibrium (steady-state) point.
b. If h satisfies h > k2!4c, then the population is exterminated regardless of its initial size,
c. Comment on the physical ramifications of palis a and b. Should models be used
by State Fish and Game authorities to determine proper hunting and fishing Iim~
its?
378
Chap. 15
S. Show that the following system exhibits a pitchfork bifucation, with three real
solutions (one stable, two unstable) for iJ- < 0 and a single unstable real solution for
fL > O.
.< =
f(X,fL) = fLx +
x'
,
o
-------~-------------,---------------------
-1
-2
1.5
-1
-0.5
0.5
1.5
mu
6. Consider the system shown in Example J 5.4:
x = f(X,fL) = II +
[LX -
xJ
Develop the cusp bifurcation diagram shown below. Find the values of if and /L on
the boundaries between the one and three fixed-point solution behavior.
.5
one fixed-point
0.5
"
three fixed-points
0
-0.5
-1.5
-0.5
0.5
1.5
mu
~~~_ . _-.
lIIIblllll.
>r,_ _
Student Exercises
379
x'
For a value of u :::: 1, develop the steady-state bifurcation diagram shown below.
Find the values of x and jJ. where the saddle-node (turning point) bifurcation occurs.
Notice that this is a perturbation of a pitchfork bifurcation. This type of behavior
can occur, for example, in exothermic chemical reactors when the feed llowrate is
varied whilc maintaining a constant jacket temperature (a so-ca.lled isola forms).
u ::;: 1
-2
-4
4
-2
mu
APPENDIX
h
cusp diagram
% b.w. bcqucLtc
'I.
1~
90
~;olvcs
dec 96
the problem
f(x,u,mu)
'f;
::;: u + mu"'x
x"3
x. "3 +2*x;
hold on
10
380
mu ~ ~1.875:0.125:2;
for i "" 1:32;
u = x. A 3 - mu(i) .*x;
plot3(u,mu(i)*ones(size(u) ,x, 'w'}
end
hold off
view(15,-30)
Chap. 15
BIFURCATION BEHAVIOR
OF TWO-STATE SYSTEMS
16
The goal of this chapter is to introduce the reader to limil cycle behavior and the HopI" bifurcation. After studying this chapter, the reader should be able to
Find that many of the same types of bifurcations that occur in single-state systems
also occur in two-state systems (pitchfork, saddle-node, transcritical)
Understand the difference between limit cycles (nonlinear behavior) and centers
(linear behavior)
Distinguish between stable and unstable limit cycles
Determine the conditions for a Hopfbifurcation (formation of a limit cycle)
Discuss the differences between suhcritical and supcrcritica.1 HopI' bifurcations
'1'he major sections in this chapter are:
16.1
16.1
Background
16.2
16.3
16.4
BACKGROUND
In Chapter 15 we presented the bifurcation behavior of single-state systems. 'A'e found
that a number of interesting bifurcation phenomena could occur in these systems, including transcritical, pitchfork, and saddle-node bifurcations. We find in this chapter that these
381
382
Chap. 16
types of bifurcations can also occur in highcr~order systems. This is the subject of Section
16.2. In Section 16.3 we review limit cycle behavior, which was initially presented in
Chapter 13 (phase-plane analysis). In Section 16.4 we present a type of bifurcation that
can only occur in second- and higher-order systems. In a Hopi' bifurcation, we find that a
stable node can h(furcate to a stahle limit cycle if a parameter is varied; this is an example
of a supercritical Hopf bifurcation. This phenomena has been shown to occur in a number
of chemica! and biochemical reactors. Before turning to the interesting Hopf bifurcation
phenomena, we will discuss single dimensional bifurcations in the phase plane.
16.2
XI = f,(X,fL) = fLXI - xi
x, =
f2(X,fL) = -x,
(16.1 )
(16.2)
IfLX~:,:t:,]
f(X,fL) =
[~]
There are three solutions to f(x,f,t) ::::: O. The trivial solution is:
and
Xc
[~;:] = [ - :~I
Notice that only the trivial solution exists for j.J.. < 0, since we will assume that equilibrium
values must be real (not complex).
We can detenninc the stability of each equilibrium point from the Jacobian,
which is:
-I
which has the following eigenvalues:
= fL A2 = -I
Al
3xj"
Sec. 16.2
Single~Dimensional
Bifurcations in the
Phase~Plane
383
Since the second eigenvalue is always stable, the stability of each equilibrium point is de~
termincd by the first eigenvalue. Here we consider three cases, fJ, < 0, f.L:::::: 0, and fJ, > o.
J.L<O
The only equilibrium solution is the trivial solution (xli'::::: 0), so:
Al = /-L - 3x1e = f.L
which is stable, since J.L < O.
II
J.L
=0
:::::
0, so:
~I =
J.L - 3xt
which is stable; the system can be shown to exhibit a slow approach to equilibrium by observing the analytical solution to the differential equations.
III
J.L > 0
and
So the nontrivial solutions arc stable for f.L> O. This means that a saddle point (trivial solution) is bounded by two stable nodes for this case, since the three solutions are:
x, = [:;;] = [ -
x ,. =
x"
Ix"1
IxX".j
., =
2,<
0
~ =~2
IOJ1
I~'J
WIt 1
_I,
[J.L]
IV~].
WIth A = [~11, =
0
= [
~2tj
=
stable node
saddle pomt
.
I' -2J.L1
I
~2,
stable node
We notice the following phase-plane diagrams (Figure 16.1) as f.L goes from negative to
positive.
384
mu= 1
0.5
~~
Chap. 16
0.5
~~
-0.5
-0.5
-1
-1
x,
a.
IJ
x,
<
b.
u >
16.3
0.5
x,
-0.5
-1
-1.5
-1
a
x,
FIGURE 16.2
havior.
Sec. 16.3
385
0.5
x,
0
-0.5
-1
-1.5
1
FIGURE 16.3
cycle behavior.
x,
Example of limit
(Figure 16.3) behavior is that limit cycles are isolated closed orbits. By isolated, we mean
that a perturhation in initial conditions from the closed cycle eventually returns to tbe
closed cycle (if it is stable). Contrast that with center behavior, where a perturhation in
initial condition leads to a different closed cycle.
EXAMPLE 16.1
II
(I - ,.')
(16.3)
(16.4)
Notice that these equations are decoupled, that is, the value of ret) is not required to find OCt) and
vlee versa. The second equation indicates that the angle is constantly decreasing. The stability of
this system is then determined frotH an analysis of the first equation.
The steady-state solution of the first equation yields two possible values for r. The trivial
solution is r;o;; () and the nontrivial solution is r"'" 1.
The Jacobian of the first equation is:
of
ar
I - 3 r'
We see then that tbe trivial solution (r:::;: 0) is unstable, because the eigenvalue is positive (+1).
The nontrivial solution is stable, because the eigenvalue is -~2. Any trajeeto'y that starts out
close to r"'" 0 will move away, while any solution that starts out close to r;o;; I wiH move towards
r;o;; I. The time domain behavior for x [ is shown in Figure 16.4, Notice that we have convelicd
r cos 0, x2 "'" r sin 0). The phase-plane behavior is
the states to rectangular coordinates (XI
shown in Figure 16.5. Initial conditions that are either "inside" or "outside" the limit cycle converge to the limit cycle.
;0;;
386
Chap. 16
1.5
0.5
-1
20
10
30
40
time
FIGVRl\ 16.4
1.5
0.5
.;;:
-0.5
X,
The previous example was for a stable limit cycle. It is also possible for a limit cycle to be
unstable, as shown in Example 16.2.
EXAMPLE 16.2
r
(j
r(l-r')
I
(16.5)
(16.6)
Again, notice that these equations are decoupled. The second equation indicates that the angle is
constantly decreasing. The stability of this system is then determined 0"0111 an analysis of the
first equation.
Sec. 16.3
387
...-
................
l ~!
0.5
-0.5
---..
-1
-1.5
~.~
....
-1
x,
FIGURE 16.6
Phase~plancbchaviorfor all
The steady-state solution of the first equation yields two possible values for r. The trivial
solution is r ::;: 0 and the nontrivial solution is r::;:: I.
The Jacobian of the first equation is:
iif
()r
~1+3r2
We sec then that the trivial solution is stable, because the eigenvalue is negative (--1). The nontrivial solution is unstable, because the eigenvalue is positive (+2), Any trajectory that stalts oul
less than r = I will converge 10 the origin, while any solution that starts out greater than r ::::1
will increase at an exponential rate. This leads to the phase~planc behavior shown in Figure 16.6.
The time domain behavior is shown in Figure 16.7.
1.5 --
0.5
o
o
_-------1...--._
.. L
L..
time
FIGURE 16.7 Time domain behavior for an ullstable limit cycle. An initial
condition of 1'(0) = 0.9 converges 10 0, while an initial condition of r(O) = 1.05
blows up.
388
Chap. 16
Examples 16.1 and 16.2 have shown the existence of two different types of limit cycles.
Tn the first case (16.1) the limit cycle was stahle, meaning that all trajectories were "attracted" to the limit cycle. In the second case (16.2) the limit cycle was stahle, and all trajectories were "repelled" from the limit cycle. Although hoth of these examples yielded
limit cycles that were circles in the plane, this will not normally be the casco Usually the
limit cycle forms morc of an ellipse. Now that we have covered limit cycle behavior, we
arc rcady to determine what types of system parameter changes will cause limit cycle behavior to occur. That is the subject of the next section.
16.4
EXAMPLE Hi.3
SupercriticallIopf Bifurcation
i] =
.<,=
Xl
+ Xl (p" -
xf - xi)
( 16.7)
( 16.8)
~ r
o~
(fJ. - r 2 )
-I
Since these equations are decoup1cd, thc stability is dctcrmined from the stability of:
;. =
af
ar
/.L - 3,.2
(16.9)
(16.10)
389
Sec. 16.4
\ifL
For /-L < 0, only the trivial solution (r:;::: 0) exists. For I-l < 0,
,lrC r:;:::
3 r'
which is stable, but has slow convergence to r";=: O.
For 11, > 0, the trivial solution (r::::o 0) is unstable, because:
iJ{
"
. ' = p, -- 3 r'
-2f-L
(),.
1.5
0.5
~\.
-~)/
-0.5
1.5
1.5~~
x,
a.
f"~-1
-1.5
x,
b'I.c~ 1
F1G-lJRE 16.8 Phase-plane plots. As J.-l goes from -1 to I, the behavior changes from
stable node to a stahle limit cycle.
390
Chap. 16
1.5
l....
0.5
-----------------------
o_~-~-
-0.5
~-1
~~~~-
-2
--.l---~--~---~---~--
-1
mu
FIGURE 16.9 Bifurcation diagram. Indicates that the origin (r 0) is stahle
when I-l < O. When I-l > 0 the origin becomes unstable, but a stable limit cycle
(with radius r::::: \/iL) emerges.
:;:;;0
Here we analyze this system ill rectangular (xI point or equilibrium) solution to (16.7) and (16.8)
atl _
__~~1-l-3Xl-X2
ax,
dX j
2 Xl
=-1-2x x;
J
dX)
[ ~-'
-xL
-1-2\:I,X'1
-2x l "X 2,
l-l-x~,.--3
{,
steady~stalc
(fixed-
Sec. 16.4
391
We see that when ~ < 0, the complex eigenvalues are stable (negative real portion); when f.L::::: 0,
the eigenvalues lie on the imaginary axis; and when f.L> 0, the complex eigenvalues are unstable
(positive real portion). The transition of eigenvalues from the left~half plane to the right-half
plane is shown in Figure 16.10.
+++
~ <
~ =
~ >
Example 16.3 was for a supercritical Hopf bifurcation, where a stable limit cycle was
formed. We leave it as an exercise for the reader (student exercise 6) to show the formation of a subcritical Hopt" bifurcation, where an unstable limit cycle is formed.
We have found that the Hopf bifnrcation occurs when the real portion of the complex eigenvalues became zero. In Example 16.3 the eigenvalues crossed the imaginary
axis with zero slope, that is, parallel to the real axis. In the general case, the eigenvalues
will cross the imaginary axis with non-zero slope.
We should also make it clearer how an analysis of the characteristic polynomial of
the Jacobian (A) matrix can be used to identify when a Hopf bifnrcation can occur. For a
two-state system, the characteristic polynomial has the form:
a 2(fl.) ),,2
where the polynomial parameters, ai' are shown to be a function of the bifurcation parameter, fl. (It should also be noted that it is common for a2 = I). Assume that the a/fl.) parameters do not become 0 for the same value of fl.. It is easy to show that a Hopf bifurcation occurs when a,(fl.) = 0 (see student exercise 7).
16.4.1
Thus far we have discuss Hopf bifurcation behavior of two-state systems. Hopf bifurcations can occur in any order system (n ;:::: 2); the key is that two complex eigenvalues cross
the imaginary axis. while all other eigenvalues remain negative (stable). This is shown in
Figure 16.11 for the three state case.
392
o
o
~t
p < 0
:=
Chap. 16
~f--
p > 0
SUMMARY
In this chapter we have shown that the same bifurcations that oeemed in single-state sys~
tems (saddle-node, transcritical, and pitchfork) also occur in systems with two or more
states. We have also introduced the Hopf bifurcation, which occurs when cmnplcx cigcn~
values pass from the left-half plane to the right-half plane, as the bifurcation parameter is
varied. A HopI' bifurcation can also occur ill systems with more than two stales. F,'or a SllpcrcriticalHopf bifurcation, two complex conjugate eigenvalues cross from the left-hall' to
the right-hall' plane, while all of the other eigenvalues remain stable (in the left-half plane).
FURTHER READING
The following sources provide general introductions to bifurcation theory:
Hale, 1., & H. Kocak (1991). DYl/mnics and H{flfrcatiol1s. Nc\v York: SpringerVerlag.
Strogatz, S.H. (1994). Nonlinear Dynamics and Chaos. Reading, MA: AddisonWesley.
'I'he following textbook shows a complete exmnplc of the occurance of I[opf bifurcations
in a 2-state exothermic chemical reactor model:
Varma, A., & M, Morhidclli. (1997). Mathematical Methods in Chemical Engineering. New York: Oxford University Press.
STUDENT EXERCISES
1. Show that the two-variable system
\1 ~ J;(x,f.l-)
.r,
~t;(x,f.l-)
IL - xi
- -x,
393
Student Exercises
x, = f,(x,fL) =
x,
/LX, - xl
f,(x,fL) = -x,
x, = f,(x,fL) =
x, = J;(X,fL) =
Ii
+ x, -
xi
-x,
exhibits hysteresis behavior in the xl state variable. This means that, as u is varied,
folJows an S-shaped curve, which exhibits the ignition/extinction behavior
shown in Chapter 15.
4. Show that:
x\e
can be written:
;. = ,.
(fL - r')
0=-1
if Xl = r cos () and x 2 = r sin O.
5. Consider a generalization of Example 16.3, which was a supercritical HopI' bifurcation (a stahle limit cycle);
;. = r (fL - r')
e=
(f)
+ b r2
Discuss how w affects the direction of rotation. Also, discuss how b relates the frequency and amplitude of the oscillations.
6. Consider the following system, which undergoes a subcritical Hopi' bifurcation:
r=
Ii =
/-L
r +
,3 -
r5
b,.'
Show that, for IJ- < 0 an unstable limit cycle lies in between a stable limit cycle and
a stahle attractor at the origin. What happens when fL = 0 and fL > O'!
7. Show that the condition for a HopI' bifurcation for the f()Uowing characteristic equation
is a l (!J-) = O. This is easy to do if you realize that a HopI' bifurcation occurs when
the roots have zero real portion and write the polynomial in factored t~)rll1.
394
Chap. 16
s.
tr(A(fL) ),
+ dct(A(fL = 0
Consider a Hopf bifurcation of a three-state system. Realizing that one pole is negative (and rcal) and that the other two poles arc on the imaginary axis, relate the Hopf
bifurcation to the coefficients of the characteristic polynomial of the Jacobian matrix arc:
You can assume, without loss of generality, that a 3 (/-L) = 1. How do the conditions
on the polynomial coefficients relate to the conditions on the Jacobian matrix (trace,
determinant, etc.)?
INTRODUCTION TO CHAOS:
THE LORENZ EQUATIONS
17
The objective of this chapter is to present the Lorenz equations as an example of a system
that has chaotic behavior with certain parameter values. After studying this chapter, the
reader should be able to:
Understand what is meant by chaos (extreme sensitivity to initial conditions)
Understand conceptually the physical system that the Lorenz equations attempt to
model.
Understand how the system behavior changes as the parameter r is varied.
'fhe major sections in thi:-; chapter arc',
17.1
Introduction
17.2
Background
J 7.3
J 7.4
J 7.5
(7.6
17.7
395
396
17.1
Chap. 17
INTRODUCTION
In Chapter 14 we presented the quadratic ll1i:lp (logistic equations) and found that the tran~
sient behavior of the population varied depending on the growth parameter. Recall that
when the qualitative behavior of a system changes as a function of a certain parameter, we
refer to the parameter as a b(lurcalion parameter. As the growth parameter was varied, the
population model went through a series of period-doubling behavior, finally becoming
chaotic at a certain value of the growth parameter. At that time we noted that chaos is pos~
sible with onc discrete nonlinear equation, but that chaos could only occur in continuous
(ordinary differential equation) models with three or more equations (assuming the model
is autonomous). In this chapter we study a continuous model that has probably received
the most attention in the study of chaos-the Lorenz equations. Before we write the equations, it is appropriate to give a brief historical perspective on the Lorenz model. For a
more complete history, sec the book Chaos by James Cjlcick (1987).
17.2
BACKGROUND
In 1961, Edward Lorenz, a professor of Meteorology at MIT', Was simulating a reducedorder model of the atmosphere, which consisted of twelve equations. Included were
functional relationships between temperature, pressure, and wind speed (and direction)
among others. He performed numerical simulations and found recognizable patterns to
the behavior of the variables, but the pattel11s would ncver quite repeat. One day he de~
cided to examine a particular set of conditions (parametcr values and initial conditions)
for a longer period of time than he had previously simulated. Instead of starting the entire simulation over, he typed in a set of initial conditions based on results from midway
through thc previous run, started the simulation and walked down the hall for a cup of
coffee. When he returned, he was shocked to find that his simulation results tracked the
previous run for a period of time, but slowly began to diverge, so that after a long period
of time there appcnred to be no conclation between the runs. His first instinct was to
check for a computer error; when he found none, he realized that he had discovered a
very important aspect of certain types of nonlinear systems~-that of extreme sensitivity
to initial conditions. When he had entered the new initial conditions, he had done so
only to a few decimal places, whereas several more decimal places were carried inter~
nally in the calculations. This small difference in the initial conditions built up over a period of time, to the point where the two fUllS did not look similar. This discovery led to
the realization that long-term prediction of certain systems (such as the weather) will
never bc possible, no matter how many equations are used and how many variables are
measured.
In order to learn more about the behavior of these types of systems, he reduced his
model of the atmosphere to the fewest equations that could describe the bare essel1tials~
this required three equations. Here we discuss the "physics" of the three equations, while
Section 17.3 presents the equations and discusses the equilibrium solutions and stabilty of
the equations.
Sec. 17.3
397
T,
T,
Consider a Huid maintained between two parallel plates, as shown in Figure 17.1.
When the top plate temperature (T2) is equal to the hottom plate temperature (T,), there is
no flow and the system is in equilibrium. Now, slowly increase the bottom temperature.
At low temperature di ffcrcnces, there is still no llow because the viscous forces are greater
than the buoyancy forces (the tendency for the less dense Huiet at the bottom to move toward the top and the more dense lluid to move toward the bottom). Finally, at some criti(al temperature difference, the buoyancy forces overcome the viscous forces and the nuid
begins to move and form convection rolls. As the temperature difference is increased, the
fluid movement becomes more and more vigorous. Although the following point may be
less clear to the reader, for some systems there 1sa value of temperature difference that
will cause the smooth convection rolls to break up and become turbulent or chaotic-.
One can think of the speed of these convection rolls as wind speed in a miniature
"weather model" and the direction of the convection rolls as wind direction.
In the next section, we analyze the Lorenz equations, which attempt to model the
ilow pattern of Figure 17.1.
17.3
x, =
<r(x, ~ Xl)
(17.1)
r Xl - X 2 - X I X 3
X3 = hx] + X l X 2
(17.2)
(17.3)
X2
Notice that the only nonlinear terms are the bilinear terms x Jx 3 in (17.2) and xlx2 in
( 17.3).
The state variables have the following physical significance:
proportional to the intensity (speed) of the convective rolls
x2 = proportional to the temperature difference between the ascending and descending currents
proportional to distortion of the vertical temperature profile from linearity
=
x3
XI
398
Three parameters,
(T,
Chap. 17
(J
::::::
::::: ratio of the Rayleigh number, Ra, to the critical Rayleigh number, Rae
Ra =
galP!::.T
vI<
where:
a = coefficient of expansion
11 = distance between plates
gravitational acceleration
g
!::.T = temperature difference between the plates (T 1 ~ T 2)
v = kinematic viscosity
I< = thermal conductivity
For a fixed geometry and tluid, Ra is a dimensionless measure of the teo1peraturc
difference between the plates. For 0 ::; r < I (Ra < RaJ the temperature difference is not
large enough for the buoyancy forces to overcome the viscous forces and cause motion.
['or r> 1 (Ra> Rae) the temperature difference is large enough to cause motion.
17.3.1
The Lorenz equations have three steady-state (equilibrium) solutions under certain condi~
tions. First, we present the trivial solution, then the nontrivial solutions. In Section 17.4
we will determine the stability of each equilibrium solution.
TRIVIAL SOLUTION
By inspection we find that the trivial solution to (17.1 )-(17.3) is XL, = x2, = Xl.> = 0 (17.4)
The trivial condition corresponds to no convective flow of the fluid.
NONTRIVIAL SOLUTIONS
From (17.1) we find that:
(175)
Substituting (17.5) into (17.3), we find thatx" =
~ xi" or:
(17.6)
Sec. 17.4
TABLE 17.1
State Variable
399
Nontrivial 2
Trivial Solution
(r> 0 required)
o
o
Vb (r ~ I)
Vh(r~ 1)
Vj)~
r -- I
-Vb(~-~ I)
steady~statc, we
find',
(17.7)
and substituting (17.7) into (17.6) and using tbe results of (17.5):
I)
(17.8)
For rcal solutions to (17.8), condition r ~ I must be satisfied. This Incans that for r < 1,
there is only one real solution (the trivial solution), while for r > I there arc three rcal solutions. This is an example or a pitchfork bifurcation. For Ra < Rae' there is no convective
flow. The equilibrium behavior is slIlllllwrizcd in Table 17.1.
17.4
( 17.9)
17.4.1
(17.10)
400
I':,"
"-A
del(A/- A)
cc
Chap. 17
o
o
--- <f
A+
A+h
(A + h) IA.+ <r
-<rl
A+ 1
--I'
(17.11 )
A2
+ 1 - V(<r
( 17.13)
(17.14)
Clearly, the first eigenvalue is always stable, since b > O. It is also easy to show that the
second and third eigenvalues can never he complex. The second eigenvalue is always
negative and the third eigenvalue is only negative for r < I. We then sec the following
eigenvalue structure for the trivial (no flow) solution
17.4.2
Here we find the roots of det(AJ - A) = 0 for the nontrivial solutions. Starting with:
AI- A
I:,' ';
-- ):2s
-<r
A+ I
XIs
~XIs
A+ h
o ]
( 17.15)
A' + "21\.2 + hi A + IJ o
(17.16)
Sec. 17.4
401
where:
( 17.17)
(17.18)
( 1719)
b2
-lr(A)
IT+b+1
b,'(r+lr)b
bo = ~- det(A) = 2lrb(r - I)
Recall that real nontrivial solutions only exist for r > I.Thc coefficients b 2 , hi' and ho arc
then all positive, satisfying the necessm)' condition for stability. The Routh array must be
lIsed to check the sl{1I1Cienf condition for stability. As derived in the appendix, the critical
r for stability is:
r11
=-
<T
(IT
h +
b - I)
(17.20)
If r > /)/, then the stability condition is not satisfied. This is an interesting result, because
it Incal1s that nOlle of the cquibrium solutions (trivial, nontriviall, nontrivial 2) is stable
for r> rl!- The subscript His llsed in (17.20), because a Hopf bifurcation forms at that
value (sec student exercise 1). If a supercritical Hapf bifurcation occurred, a stable limit
cycle would form, yielding periodic behavior for the nontrivial solutions. It turns out that
.<1 suhcrificalllopf birfurcation is formed, that is, the limit cycle is unstable (sec Strogatz
for a nice discussion). Since there arc no stable equilibrium points for r > 1'/1, and no stahle limit cycles, the solution "wanders" in phase space, never repeating the same trajectory. This behavior is known as chaos and the solution is said to be a strange atfracfor.
17.4.3
We have seen that for r < 1 there is only one real solution, the trivial solution, and it is stable. When r =1 there is a pitchfork bifurcation, yielding three real solutions for r> 1. The
trivial solution is unstable for r > 1, while the nontrivial solutions arc stable for 1 < r < rHo
This behavior is shown clearly by the bifurcation diagram shown in 1,'igurc 17.2. The formation of the unstable limit cycle at I' = 1'/1 is discussed by Strogatz.
15
unstable limit cycle
10
5
"
c:
. .. .. .. . . ...~.. -
0
5
-----
-10
15
25
30
r
FIGURE 17.2 Bifurcation diagram for the Lorenz equations. Based on parameters in Section 17.5.
17.5
Chap. 17
402
3
r c. 28
from (17.22) we calculate that I'll ::;: 470/19 ; : : ; 24.74, indicating that all of the equilibrium
points arc unstable, since the value of r::::: 2S is greater than rJl"
Before we continue with the set of parameters that Lorenz used to illustrate chaotic
behavior, we will first pcrfonn sinlulations for two other cases. ]n the first, we show a set
of conditions where the trivial solution is stahle. In the second, we show a set of conditions where the nontrivial solutions are stable.
17.5.1
We have found that the trivial steady-state is stable for 0 s: r < I. l-lerc we use the u and b
parameters used by Lorenz, but set r:::: 0.5 ror a stable trivial steady~state.
(J
/,
10
X
3
0.5
As in future simulations, we assume an initial condition oLto ;;;: 10 1 Ol"r, A time dornain
plot for all three-state variables is shown in Figure 17.3, and a phase-plane plot (x3 vs. tl)
is shown in r<'igure J7.4. The convergence to equilibrium occurs rapidly.
0.8
0.6
~
0.4
0.2
0
0
FIGURE 17.3
10
Sec. 17.5
403
0.2
0.15
'P 0.1
0.05
0.1
0.2
0.3
0.4
Q5
0.6
0.8
0.9
Xi
FIGURE 17.4
(x] - xJ plane).
17.5.2
We have found that the nontrivial steady-states arc stable for 1 < r < r l1 " I-Icrc we use the
and b pannnctcrs used by I"orenz, but set r::: 10 (recall that r ll ::: 24.74 for these values
of (J and b) to show that the nontri vial steady-states arc stable.
IT
iT
= to
h=
8
3
r = 21
2.67
A} =- 20.67
A, =
9.67
A,e -
A,
V160/3
13.4266
1.. 2 = --0.1200
A;
= [-
+ 8.9123j
-O.l200-8.9123j
404
Chap. 17
20
15
10
5
"
0
~5
10
~
15
20
40
5
time
8.
20
r 21, Xo =- [0
OjT.
0:;:.
r"21,xo "
[-~20;10;10)
15
10
5
-5
10
-15
200 -----5---io-i5-~---20time
25
30
35
40
chaos. Thc initial trajcctory appears chaotic, but eventually the tr(~jectory converges to an
equilibrium point. In othcr systems thc systcm can exhibit transient chaos and settle into
periodic behavior.
The phase plane diagram of Figure 17.6 also clearly shows the effect of two different initial conditions. In curve a thc trajectory almost immediately goes to the equilibrium point on the right (positive value of xl)' In curve b the trajectory first winds
around the left equilibrium point, switches to the right equilibrium point, and (after
going back and folth a fcw times) evcntually winds around the left equibriulll point,
slowly converging.
Sec. 17.5
405
r= 21. Xo = [0;-1;01
35
30
25
20
15
10
-----~~~~-~
-20-15
10
-5
15
10
Xi
35
r = 21.
~
Xo
= [-20;10;1 OJ
.~~~.
30
25
20
!i'
15
10
-20
---:-15-----:--.,lnO~~--5"---O --5~-~-TD---t5----
-20
Xi
b.r=21.xo =[20
17.5.3
10
10l T
Chaotic Conditions
lO
b~
8
3
28
Recall that all of the equilibrium points are unstable, since the value
than
FJ!>
or r::::: 2X
is greater
406
Chap. 17
2.67
/.., =-22.83
/..3 co
11.83
as expected, the trivial stcady~statc is unstable (a
Xor the nontrivial steady-states, x =27]1', the eigenvalnes are:
=
sa441c poiJlt).
[Vn vn
vn
271' and x
[- V72
/.., - - 13.8546
/..2 = IW940 =- 10. I 945j
/..3
(W940 + H1l945j
indicating that the nontrivial stcady~slatcs arc unstable. Notice that all of the steady-state
operating points are unstable. '{'his means that the curves in the three-dimensional "phasecube" plots will not asymptotically approach any single equilibriulll point. The curves
may exhibit periodic-type behavior, where the three-dimensional equivalent of a limit
cycle is reached. The curves could even have "quasi-periodic" behavior, where the oscillations appear to have two frequency componcnts. It turns out for this set or parameters that.
the curves ncver repeat. The curves have a strange affractor because they stay in a certain
region of three-space, but never intersect or repeat. This is known as chaotic I)chavior.
Figure I?? shows the Lorenz behavior for the "Yr variable under unstable (chaotic)
conditions. The initial condition is xo :::: [0 1 Orr. Plots of the other states (x2 and ''\:3) arc
similiar.
Figure 17.7 was 11 time domain plot for Xl under chaotic conditions. More interesting results arc also shown in the following phase-plane diagram (Figure 17.8). Notice that
the trajectory will spend some time "winding around" one equilibrium point, before jump~
ing to the other side and winding around the other equilibrium point for a while. This
process goes on forever, with the trajectory never crossing itself (in 3-space).
Lorenz E<lualiOllS,I
20
= a 10 I = 50
15
10
5
"
a
5
10
-15
20
40
50
time
FJGllRE 17.7
Sec. 17.6
407
50
40
30
20
10
20
--15
--10
-5
10
15
20
x,
FIGlJRE 17.8
'rhe development of the curve in FigUfC17.8 is shown more clearly in the phaseplane plots in Figure 17.9, which show varies "pieces" of time.
A three-dimensional plot (phase cube) of this trajectory is shown in Figure 17.10.
The reader is encouraged to perform simulations of the Lorenz equations, to be understand concepts such as sensitivity to initial conditions. MATI,AB has a demo titled
lorenz. m (simply enter lorenz in the command window) that traces a three-dimensional plot of solutions to the Lorenz equations. Each new run uses a new set of random
initial conditions. If you write an m-file to simulate the [,orenz equations using ode45,
remember to use a name lhat is different than lorenz .m, to avoid conniels with the
MATLAB clemo.
17.6
408
Chap. 17
-,
'"
'"
()~---,,-
-7.11
(~O (0
-1.\
-111
(~5
"'1-
III
l~
211
'"
IS
JII
"
(010
41)
'"
:10
'm
'~
-111
'"
0-_}II
-15
-10
"
(~1O(015
(~15
(020
II ---~~--,
-20
-IS
-10
--~--~-
HI
"
(~20(025
(~25(o30
.10
In
(~
30 (035
FIGURE 17.9
"
(~
35 (040
\<;
20
Sec. 17.7
409
5H
'"
)11
'"
'"
11)
'"
t=
"
"
40 to 45
FIGURE 17.9
17.7
= 45 to 50
C'ol/iit/lled
=:
28, Xo
[0;1;OJ
60
40
20
o
-50
o
~
50
-20
~--~20
10
-10
x,
FIGURE 17.10 Three-dimensional phase space plot of Lorenz equations under
chaotic conditions.
410
Chap. 17
SUMMARY
We have presented an introduction to chaotic behavior by studying the Lorenz convective
flow equations. A number of chemical processes have been shown to exhibit similar be~
havior. It is necessary to have three nonlinear autonomous differential equations before
chaos can occur. Although not shown here, chaos call occur in a system of two nonlinear
IlOIl(lutonO!1lOUS equations (that is, if some type of periodic input forcing is used), Also.
we saw in Chapter 14 that chaos can occur in a single discrete nonlinear equation (the
quadratic map, or logistic equation),
II
The first paper to develop the notion of sensitivity to initial conditions is by Lorenz.
Lorenz, E.N. (1963). Deterministic nonperiodic flow. Journal
ences, 20: 130-141.
(~lAtnlOsphcric Sci-
in~
Strogatz, S.H. (1994). NOlllinear Dynainics and Chaos. Reading, MA: AddisonWesley.
A review of nonlinear dynamic behavior (including Chaos) of chemical reactors is provided by:
Razon, L.l'., & R.A, Schmitz. (1987). Multiplicities and instabilities in chemically
reacting systems--A Review. Chel1l. Eng. Sci., 42(5): 1005-1047.
A large number of papers on chaos have been collect in the following book:
Hao, Bai-Lin. (Ed,). (1990), Chaos fl. Singapore: World Scientific Press.
411
Student Exercises
Papers that develop a way of encoding secret messages using chaos arc:
Pecora, L.M., & T.L. Carroll. (1990). Synchronization in chaotic systems. Physical
Neview Leflers, 64: 821.
Cuomo, K.M., & A,v. Oppenheim. (1993). Circuit implementation of synchronized
chaos, with applications to communications. Physical Reviell Leflers, 71: 65.
J
STUDENT EXERCISES
1. Consider the following parameter values for the Lorenz equations:
" ~ 10
~ f, ~
470/19
24.74
8
b ~-3
For the nontrivial solution, show that a supercritical Hopf bifurcation occurs at this
value of r. That is, for r < r e, all eigenvalues arc stahle, for r::::: r c' two eigenvalues
arc on the imaginary axis, and for r > rc' two eigenvalues have crossed into the right
half plane.
2. Show the sensitivity to initial conditions of the Lorenz equations. Run two simulations with the parameter values shown in the numerical study
" ~ .10
r ~ 28
b ~ 8/3
For the first simulation use the initial condition xo ;;::; [0 I OIT, For the second simulation lise the initial condition Xo ::::: [0 1.0 I Orr. When do the simulations begin
to diverge?
Run some more simulations with smaller perturbations in the initial conclitions, Also, make perturbatiollsin the initial conditions for the other state variables.
What do you find?
3. Consider the Rossler equations (see Strogatz, for example):
Xl =
x2 =
x, =
-x2 - x J
x l +ax2
b + x,(x\
c)
which have a single nonlinear terlll. Let the parameters a and h be constant with a
value of 0.2. Usc simulations to show that this system has period-I (limit cycle), pcriod-2, and periodA behavior for c::::: 2.5, 3.5, and 4, respectively. Show that chaotic
behavior occurs for c :::: 5,
412
Chap_ 17
APPENDIX
Stability analysis of the nontrivial steady-state using the Routh array:
Row
I
2
3
4
Where
"2
hi)] - b o
h,l.
"0
"0 =2 ,,"(r -
()
hi
I)
~(r+,,)"
b2 =<r+h+1
Since the nontrivial steady-state only exists for 1';:: I, then bo is ahvays positive. It also
follows that hi and b 2 will always he positive. The only entry from the Routh array that
we must check is the first column in row 3. This entry will he positive if:
h2h J
bo > 0
or
h 2b 1 > b o
(A-2)
-I-
3)
(Al)
or,
(J
(A 4)
r<
,,(,,+-h+(A-5)
('T - h- I)
Notice from (A-3) that if (J < b + I, then any,. satisfies the requirement
will often define the critical value, rc:
fl.)!"
stability. We
" (" +- h +-
(A-6)
(" - {) - J)
If r > rc' then the syslem is unstable.
________________
__
~~~
~_~_~
..~A
_ _.......
SECTION
IV
INTRODUCTION TO MATLAB
MODULE
The purpose of this module l is to review MATLAB for those who have used it before and
to provide a brief introduction to MA'fLAB for those who have not used it hefore. This is
a hands-on tutorial introduction. Arter using this tutorial, you should be able to:
r';nter I1latriccs
Make plots
Write script files
Perform Inatrix operations
Usc MATLAB functions
Write function files
The m'ljor sections of this module arc:
MI.l
MI.2
M1.3
MIA
MI.5
MI.6
Background
Using This Tutorial
Entering Mali"ices
The MATLAB Workspace
Complex Variahles
Some MA'rLAB Operations
IGood references include Introductioll to 11.1;\ 7V\U for E'flf;ineers (ind Scicntisfs by D.M.
EtLer (Prentice-Hall, 19(6), and Mas/eriflg MArLA/; byD. Hanselman and 13. Littlefield (PrcnticcHall, 1996).
415
416
Introduction to MATLAB
M1.7
MI.R
MJ.9
M I.J()
MI.II
MI.12
MI.13
MI.J4
M1.1
Module 1
Plotting
More Matrix Stuff
FOR Loops and IF-THEN Statements
m-filcs
Diary
Toolboxes
Limitations to Student MATI,AB
Contacting MATHWORKS
BACKGROUND
MATL,AB is an interactive program for numerical computation and data visualization. It
was originally developed in FORTRAN as a MATrix LABoratory for solving numerical
linear algebra problems. The original application may seem horing (except to linear algc~
bra enthusiasts), hut MATLAB has advanced to solve nonlinear problems and provide
de~
tailed graphics. It is casy to usc, yet vcry powerful. A few short commands can accoll1~
plish the same results that required a major programming effort only a few years ago.
M1.2
Monaco font
the prompt for a user input is shown by the double arrow
MATLAB has an extensive on-line help facility. For example, type help pi at the
prompt
)) help pi
PI
PI c, 4*atan(I)
3.1415926535897 ....
'IT
help exp
EXP
EXP{X) is the exponential of the elements of X, e to
the X.
Sec. Ml.3
Entering Matrices
417
sometimes you do not know the exact command to perform a particular ope-rallon. In this
case, one can simply type
help
and MATI-,AB will provide a list of commands (and m~files, to he discussed later) that are
available. If you do not know the exact command for the function that you arc after, another useful cOllltnand is lookfor. This command works somewhat like an index. If you
did not know the cOlnmand for the exponential futlction was exp, yOli could type
lookfor exponential
EXP
EXPM
EXPMl
EXPM2
EXPM3
EXPME
M1.3
Exponential
Matrix exponential.
Matrix exponential via Pade' approximation.
Matrix exponential via Taylor series approximation.
Matrix exponential via eigenvalues and eigenvectors.
Used by LINSIM to calculate matrix exponentials.
ENTERING MATRICES
The basic entity inMATLAB is a rectangular matrix; the entries can be real or complex.
Commas or spaces are used to delineate the separate values in a lnatrix. Consider the following vector, x (recall that a vector is simply a matrix with only one row or column):
[1,3,5,7,9,11]
x =
11
Notice that a row vector is the default inMATLAB (in contrast to the default column veclor lL"lcd by this and most other texts). We could have used spaces as the delimiter between columns:
[1
11]
x
1
11
There is a faster way to enter matrices or vectors that have a consistent pattern. ['or example, the following command creates the previous vector:
X
1:2:11
11
Introduction to MATLAB
418
Module 1
Transposing a row vector yields a column vector (, is the transpose command in MATLAB):
"
y
x'
y
~
1
3
5
7
9
11
[1;3;5;7;9;11]
1
3
5
7
9
11
To make x a row vector again, we usc the transpose:
X
x'
0=
Say that we want to creale a vector z, which has clements from 5 to 30, by 5s:
5:5:30
::::
z
5
10
15
20
25
30
If we wish to suppress printing, we can add a semicolon (i) aftcr any MA TLAB command:
Z ::::;
5:5:30;
The z vector is generated, but not printed in the command window. We can find the value
of the third clement in the z vector, Z (3) , by typing
Sec. M1.4
419
" 2(3)
ans
15
Notice that a new variable, ans, was defined automatically.
whos
Name
Size
ans
1
1
6
1
Y
2
by
by
by
by
Total
1
6
1
6
1
6
6
6
Complex
No
No
No
No
152 bytes,
[m,n};;;:size(x)
1
where ill represents the number of rows and n represents the number of columns. If we do
not put place arguments for the rows and columns, we find:
420
Introduction to MATLAB
Module 1
size (x)
ans
1
It should be noted that MATLAB is case sensitive with respect to variable names. An X
matrix can coexist with an x matrix.
You may wish to quit MATLAB but save your variables so you don't have to retype or recalculate them during your next MATLAB session, To save all of your variables, usc:
save
file~Dame
(Saving your variables does not remove them from your workspace; only clear call do
thall
You can also save just a few of your variables:
save file__name x y z
Sometimes it is desirable to clear all of the variables in a workspace. This is done by simply typing:
clear
clear x
This is particularly true if you arc performing a new calculation of x and the new vector is
shorter than the old vector. If the new vector has length fl, then all of thc clemcnts of thc
new x greater than x(n) will contain values of the previous x vector.
421
Sec. M1.6
\1=1, by default:
ans
+ 1.0000i
+ 1. OOOOi
ans
sqrt (-3)
ans
;=
+ 1.'73211
Note that these variables (i and j) can he redefined (as the index in a for loop, for CX~
ample), as will be shown later.
Matrices can be created where some of the clements arc complex and the others arc
real:
a
[sqrt(4) {
lisqrt(~4),
-5]
a
2.0000
+ 2.00001
1.0000
-5.0000
[1 2 3;4 5 6J
1
4
2
5
3
6
Introduction to MATLAB
422
;:;,
Module 1
a *b
c
6.0000
9.0000
12.0000
-20.0000 + 2.0000i -25.0000 + 4.0000i -30.0000 + 6.0000i
Notice again that MATLAB automatically deals with complex numbers.
Sometimes it is desirable to perform an element-by-elenwnt multiplication rather
than matrix multiplication. I,'or example, d(iJ) =- b(ilj)*CUlj) is performed by llsing the -k
command
d:::o c. *b
1.0e+02 *
0.0600
-0.8000 + 0.0800i
0.1800
-1.2500 + 0.2000i
0.3600
-1.8000 + 0.3600i
(Notice the scaling that is performed when the numbers arc displayed.)
Similarly, clement by clement division, b(i\i)Ic(iJ), can be performed using. /:
)-)- e :::; b.le
e
0.1667
-0.1980 - 0.0198i
0.2222
-0.1950 - 0.0312i
0.2500
-0.1923 - 0.0385i
Other matrix operations include: (i) taking matrix to a [lower and (ii) the matrix exponential. These arc operations on a square matrix:
a/,2
4.0000 + 2.0000i
o - 6.0000i
g
expm{a)
7.2232 + 1.8019i
-0.4302 + 2.0760i
1\11.7
-3.0000
25.0000 + 2.0000i
1.0380 + 0.2151i
-0.0429 0.2962i
PLOTTING
For a standard solid line plot, simply type:
plot (x, z)
Sec. M1.7
423
Plotting
1:2:11;
5:5:30;
30
25
20
~
15
10
5
0
10
12
xlabel ('x')
ylabel ( , z ' )
help plot
PLOT
point
plus
star
-
circle 0
x-mark x
red
green
blue
white
invisible
arbitrary
r
g
b
w
i
cl
c15,
etc.
Introduction to MATLAB
424
Module 1
If we wish to plot discrete points, using + as a syrnbol, we can usc the following:
plot(x,z,'+')
30 - _..
25
20
15
+
+
10 )
5'
10
12
Y(I)
4e
01,
::::
0:1:50;
4 * exp ( ~ 0 . 1 * t)
" p1ot(t,y)
Notice that we could shorten the sequence or commands by typing:
"
p1ot(t,4*exp(~O.1*t))
10
20
30
40
50
Sec. M1.7
Plotting
425
e - lUI by using:
t.*exp(-O.l*t);
" plot(t,Y)
islhe
o
o
20
10
40
30
50
axis ( square ') will place the plot in a square box, while axis ( normal') will
change back to a normal aspect ratio.
You can also explicitly set the upper and lower bounds on the plot with:
I
axis([xlow
xhigh
ylow
yhigh])
[0
50
4];
axis(v);
Multiple curves can be pJaccd on the same plot in the following fashion.
plot(t,4*exp(-0.1*t) ,t,t.*exp(-O.l*t), '--')
,,
,
2 . ,
,
,,,
,
,,
I
oI
_.__
~._L_.
10
~~~---=:::::====~
20
30
40
50
Introduction to MATLAB
426
Module 1
subp1ot(2,1,1), p1ot(t,4*exp(-O.1*t))
subp1ot(2,1,2), p1ot(t,t.*exp(-O.1*t))
4 ~-----~- - - -
:l_~__~
__~ ~
o
10
20
,-
",=_
30
__
40
:Ln.~. .::..
o
10
20
30
40
50
50
lIcre, subplot(iJ,k) means that there are i "rows" of figures,.i "columns" of figures. and
the current plot is the kth figure (counting right to left and top to bottom).
To rctum lO single plots, simply enter subplot (1,1,1).
M1.8
v
1
3
5
7
10
15
20
9
11
25
30
.....
~----------------~-_
Sec. M1.9
V ( :
427
1)
ans
1
3
5
7
9
11
" v (:
lISC:
,2)
ans
5
10
15
20
2o"j
30
"
30
25
>
0
0J
20
E
=>
<3
"
15
10
5
0
10
12
column 1 of v
M1.9
428
Introduction to MATLAB
[or k
tlk)
ylk)
end
Module 1
l:~)OOl;
(k1)*0.01;
sinltlk));
for t
0:0.01:50;
k = k + 1;
y(k) = sin(t);
end
The developers ofMATLAlj highly recommend that you usc the vectorizcd version of
the above for loops:
t
0:0.01:50;
y - sin I I) ;
since the computation time for this method is over 200 tilnes faster than the nonvcc{(lrized
methods.
Ml.l0 M-FILES
'I'hus far we have shown the interactive features of MATL.AB by entering one command
at a time. One reason that MA'rLAB is powerful is that it is a language, and programs of
MATLAB code call he saved for later lise. There arc two ways of generating your own
MATLAB code: (1) script files and (2) function rOlltines.
1.10.1
Script Files
A script file is simply a sequence of commands that could have been entered interactively
in the MATLAB command window, When the sequence is long, or must be performed a
nurnbcr of times it is much casier to generate a script file.
The following example is for the quadratic map population growth model:
where xk represents the value of the population (dimensionless) at the kth time step. We
have titled the file popmod. ill and stored it in our directory.
Sec. MUO
M-Files
429
poprnod.m
clear x,k
n
input ( 'input final time step
alpha
xinit
')
x(l)
- xiniti
time ( 1 ) ,. O'
for
k;::: 2:n+l;
time(k) - k-l;
x(k)
alpha*x(k-l)*(l-x(k-l));
end
plot(time,x)
% end of script file example
Notice that we have used the MATLAB input function to prompt the user for data. Also
note that a percent sign (%) may be used to put comments in a script or function file. Any
text after a % is ignored.
T'he file is run by simply entering:
popmod
M1.10.2
Function Routines
A more powerful way of wiving problems is to write MATLAB function routines. Flllle
tion routines are similar to subroutines in FORTRAN. Consider the previous example.
We can now "run" this functioll routine (using alpha:::;: 2.8, xini t :::;: 0.1, n :::;: 30) by
typing
[tstep,xpop]=pmod(2.8,O.1,30);
plot(tstep,xpop)
Module 1
430
0.7
0.6
0.5
00
0-
0.4
0.3
02
0.1
0
10
15
20
25
30
tstep
M1.11 DIARY
the sequenc e or COl11When preparin g homew ork solution s, it is oftell necessa ry to save
ork. The diary commallels and output results in a file to be turned in with the homew
mand allows lhis.
and most of the
diary f i le._nam e causes a copy of all subsequ ent terminal input
off sllspends it.
resulting output to be written on the file namcd file__ name. diary
statc. Diary riles may be
diary on turns it back OIl. diary, by itself, toggles the diary
n entries.
edited latcr \\'ith a text editor to add comme nts or renlove mistake
to assist them in trousession
your
of
file
diary
a
See
to
wish
ants
Often the consult
bleshoo ting your MATL.AS problems.
M1.12 TOOLBOXES
to solve speciali zed
MATLA B toolbox es arc a collection of function routines writtcn
the Student Edition of
problem s. The Signals and Sy.<;lems Toolbo x is distribu ted with
s the Symbol ic Algcbra
MATL.AB. The newcst edition of Student MATLA B also contain
analytic al solution s to
toolbox , which is a collecti on of routines that allows onc to obtain
in chemica l process
algebnd c and differcntial calculu s problem s. One toolbox orten used
control is the Control System s Toolbo x.
-------------
Z'"'''''jK> ' Ii
]I
kk
~i
Sec. Ml.14
Contacting Mathworks
431
http://www.mathworks.com/
You can find answers to frequently asked questions (FAQ) on this homcpagc. Also, there
arc a number of technical notes that give more inf<Jnnation on using MA'fL,AB function
routines. Suggestions arc made for modifying these routines for specific problcrns.
There is also a MATLAB ncwsgroup (bulletin board) that has up-tn-date questions
(usually supplied by MA'fLAB users) and answers (supplied by other users as wel! as
MATHWORKS personnel). The newgnmp is:
camp.
soft~sY~3. matlab
Berore posting questions on this ncwsgroup it is a good idea to read the FAQ from the
MATlIWORKS.
Introduction to MATLAB
432
Module 1
lookfor
plot
size
subplot
who
whos
plots veclors
multiple plots in a figure window
matrix multiplication
transpose
suppress printing (also - end of row, when used in matrices)
*
./
%
Use
Chapter
eig
eigenvalues, eigenvectors
[solve
[zero
impulse
ode45
impulse response
integratc set or ordinary differential equations
polyfit
Module 3
(linear rcgression)
ss2tf
10
step
tf2ss
stcp response
5, 9
STUDENT EXERCISES
1. Plot the following thrcc curves On (i) a single plot and (ii) multiple plots (using the
subplot command): 2 cos(t), sin(t) and cos(t)+sin(t). Usc a timc period such that
two or three peaks occur for cach curvc. Use solid, dashed, and '+' symbols for the
Student Exercises
433
= [
I
- I
2
2
-~J
[- ~ -n
2
4
4
[-~
e
3. Find
iJ
4
4
eel, where:
-I
D~:
Io
()
2
3
()
()
with
A~
[~
3 ]
-1
[ - 11.896
Q _.
-17.192
Solve for R.
...- 2(~.3281
-18.856
B ==
[:1
K~
G ~]
434
Introduction to MATLAB
Module 1
7. Find the solutions to the equation j(x) ::::: Jx 3 + x 2 + 5J: - 6 ::::: O. Usc roots alld
fzera.
8. Integrate the following equations from t::::: 0 to I ::::: 5:
dX 1
-~
dl
xJ + Xz
dX 2
dl
with the initial condition .1:1(0):= x 2(O)
=:;
k(T)
a cxp b
(
'I'
~ In
dT ~ e 'I' +
IT 2 )
10. Find
RT
V
(/
'["'V (V
+ b)
for P
cm 3/gmol,
...
REVIEW OF MATRIX
ALGEBRA
MODULE
The purpose of this module is to provide a concise review of matrix operations and linear
algebra.
After studying this module the reader should be able to:
Multiply lnatrices
M2.2
M2.3
Square Matrices
M2.4
In this module we review only the essentials of matrix operation necessary to understand
material presented in the chapters of this textbook. For more detailed explanation:'! and
more advanced concepts, please consult any textbook on matrices or linear algebra.
MATLAB is very useful for performing matrix operations. Module 1 provides a review of
MATLAB.
435
436
M2.1
Module 2
a 2l
(/n
",.
{ll/!
{[n2
{fl/Ill
{{II
r'"
([211I
where (lij represents the scalar clement in the ilh row andjth column of matrix A.
It is a good habit to denote the numbers of rows and columns beneath the matrix as
(n,rn) or (n x tn). For example, the following is a 2 x 3 matrix:
.~ I~ ~ ~I
(2
3)
A vec!oris a special case of a two~dimcnsionall1latrix. Normally, the use of the tcnn vec~
tor implies a column vector. The following is an example of a column vector of length :;
(a 3 x I matrix), where Vi is an element of the vector:
o:c;
[-WI
'tV!
'l.03J
The convention of this textbook is to usc lower-case bold leUers to represent vectors and
upper-case bold letters to represent matrices. Unless stated otherwise, it is assumed that a
vector is a column vector.
M2.2
Matrix Addition
Two matrices can be added by simply adding the individual elements of the matrix. The
matrices must have the same number of rows and columns. The operation:
C=A+B
Sec. M2.2
is simply
437
clcmcnt~by-e1cmenl addition
(ij
:,,"_c
+ b ij
aij
For example,
c=
I:
31 [7
6 + 10
X
II
91
12
IX
14
10
16
Clearly the order of matrices docs not matter for the addition operation (A + n : :; B -I- A).
M2.2.2
Matrix Multiplication
:::
(r x 111)
n.
II
(rxn)(nxm)
Notice th:'ll the number of columns of B must be equal to the number of rows of A. The clclnenl in the ith row andjth colulllll of Cis:
C ij = Hi] A Ii
+ Hi2 A 2j
-1-
BinA llj
Cij:O:;:
2: BikA
(M2.1)
kj
.1
Notice that we can view this as an operation on row and column vectors within the matri-
ces. That is, the ith clement in the jth column of C is equal to the scalar value that is obtained from "multiplying" the ith row of B times the jth column of A.
C
(",111)
Cd
H
(r.lI)
A
(1I,1J1 )
Crm
ijth clemenl
ilh row
jlh column
438
Module 2
[,'or example,
c ,= [
~ 1~)j /:
11
(rows,cols)
12
(3,2)
(2,3)
7(1) + X(4)
==
7(2) + X(5)
9(1) + 10(4)
[
11(1) + 12(4)
39
49
[
59
54
6X
69
X2
lOS
X7
7(3) + X(6)
9(3) + 10(6)
11(3) + 12(6)
9(2) + 10(5)
11(2) + 12(5)
(3,l)
Clearly the order of the matrices arc important in multiplication. In the example above,
BA is a consistent multiplication, while An is not Even for square matrices (where the
number of rows is equal to the number of columlls), AU -::F- HA in general.
M22.3
Let D be
Transpose
11
~Af
(M22)
where (1) represents the transpose operation. The ij clement of Dis theji clement of A
til}
= {iji
63..1
~ [~ ~j
3
(ABC)f
CTBTA T
As noted earlier, we normally think of vectors as being column vectors. The transpose of a
column vector is a row vector. Consider an n-dimensional vector x. The transpose of x is xT .
and
X tl
Sec. M2.2
439
The vector transpose is often used to calculate a scalar function of two vectors. [)or CXHrllpic, if wand z are column vectors, of length 11, the operation wTz results in a scalar value:
2:
;,,--1
'/l};Zj
Notice that multiplication in the opposite order, zw1~ results in ann x n matrix:
21
22
23
['w,
'W 2
'W 3
IlJ tl
Z['lD J
Zj'lV 2
Z l'l()\
Z2~Vl
Zz'!D2.
2 2103
2,,'10 1
ZII'W Z
Zn?D j
""'1
z
Z 1DI/
Zll1IJ il
Zn
(II.! )
M2.2.4
(11,11)
( 1.11)
Diagonal Matrices
Diagonal matrices arc commonly used in weighted least squares (regression) problems.
Matrix Q is diagonal if
Qij
for i ~ j
0 for; i j
'Ii
~
oOJ
12
IDENTITY MATRIX
An identity matrix, I, is a diagonal matrix with ones on the diagonal and zeros
[ii ~
I if ;
o it' ;
1
[0=
diag(l,I,I,J,I)
o
o
o
o
j
j
0
1
000
000
0
0
010
001
off'~diagonal.
440
M2.3
Module 2
SQUARE MATRICES
A number of the important matrix operations lIsed in this textbook involve square (number of rows equal number of columns) matrices.
M2.3.1
Trace
The trace of an n
:;0:
2:"
;
M2.3.2
(M13)
{lii
1.
Determinant
One of the most important properties of a square matrix is the determinant. Consider
2 X 2 matrix:
::::0
<l
la"
{/ 1
a
an.
'.2..
21
The determinant of A is
det A
-_0
allan -
{f21{f12
Sometimes the det A is written as IAI. An algorthim for finding the determinant of a larger
matrix involves matrix cofactors and is shown below.
M2.3.3
The matrix formed by deleting the ith row and the jth column of the matrix A is the m;,/or
of the clement aU' c1cnolcdM ,j" Consider the 3 x 3 matrix:
[:::
.1'
au
an
{I'll
(l31
(f-12
aD
an
The minor of (lj2 of the matrix is obtained by deleting the first row and the second column. In this case:
ani
o:u__
del MI2
0::0
(l21a:n -
(1:-Ha
(M2.4)
The cqj'actor is thc "signcd" valuc of the minor. That is, the cofactor is dcfined as:
cy
1)" J del Mq
co ( - -
(M2.S)
Sec. M2.3
441
Square Matrices
cc_-., (~lY+jdctM12
=--=
(~1)112(a21a:Bm_{{:l1an)
112[ll:n
(l:lIa}}
The determinant of a matrix call be found hy expanding ahout any row or column (this approach is sometimes called the Laplace expansion).
(i) Expanding around any columu j:
2:"
det A
{lijcij
(M2.6)
{lljCij
(M2.7)
i"\
det A :::::
2."
j.-.--.- 1
M2.3.4
(f12alT) --
{{lJ
(a 21 11:JJ. - ((31022)
Matrix Inversion
The matrix inverse is conceptually useful when finding x to solve the following problem:
Ax~y
A'
(II X 11)(11 X I)
wbich yields:
Tx~A '
or,
11
A ly
x n matrix is known as Cramer's rule:
--, adjA
del A
where the
a(~i()int
(M2.9)
ESCOLA DE E,,~CENHARIA
L,,,LI0Tt-:A
442
Module 2
In practice, this procedure is not used because the computational time is quite large t()r
large matrices. Generally, a method such as Gaussian Elimination or LU decomposition is
used.
EXAMPLE !VI2.1
Inversion of a 2
all]
= [all
a
an
21
adj A
detA
Cll
-- (-l)l+ldetM lI
e 12
= (--I)) t2 dctMj2 =
-a:?1
en
-~ (-~"1 f l
cn
= (-ti
(1n
det M 21
--
~ (l12
l2
det Mn
all
= [~~:
adj A = {c;Jr
~~:r' = [~:~
an
. ~a21
[~ b]
d
d
- b]
d...ct A.
a . det A ~
[ E
det A
where de! A
00:;
-bA ]
det
....... 0 ...
detA
ad - be
That is, ~wap the diagonal terms, take the negative of the off-diagonal terms, and divide
by the determinant.
Sec. M2.3
M2.3.5
443
Square Matrices
A singular matrix cannot be inverted. A matrix A is singular if det A :::: O. Also, a singular
matrix has a rank that is lower than the dimension of the matrix. The rank of a matrix is
the number of independent rows or columns. For example, the matrix:
= I~
~]
has rank = I, because the second row is linearly dependent on the first row. The matrix is
singular, because
det A = 4 - 4 = 0
We note that the matrix inverse of a singular matrix does not exist. For this example, note
the division by 0 in the following calculation
AI =
I-24
1
-2]
I [4-2 -21
4 .0
4. detA
=
.. d
undchne
The rank of a square matrix is equal to the number of nonzero eigenvalues. Eigenvalues
of a square matrix arc disclissed next
M2.3.6
where:
A = matrix (square, number of rows::::: number of columns)
A = cigenvalue (scalar)
~ = eigenvector (vector)
Normally, we will usc the notation ~i to rcpresent the eigenvector that is associated v"ith
eigenvaluc Ai' There are n eigenvalues and n eigenvectors associated with an II X 11 matrix.
The interesting thing about equation (M2.11) is that a matrix times 11 vector is equal
to a scalar times a vector. A scalar multiplying a vcctor docs not change its "direction" in
n-dimensional space, only its magnitude. In this case, a matrix A times the cigenvector ~
yields the eigenvector ~ hack, scaled by A.
Equation (M2.11) can be written as
(AI -
A)~ = ()
(M2.12)
444
Module 2
where A must be a scalar value for which Al --- A IS singular, otherwise ~ :;;;; 0 (the trivial
vector). A requirement for AJ - A to be singular is dctCAJ ~ A) :;;;; 0, where the notation
det(l\! - A) .. 0
(M2.13)
Equation (M2.13) is also known as the characteristic polynomial for the matrix A~ the
eigenvalues arc the 1'001,0;; of the c1Ulractcristic polynomial. For an 11 X 11 matrix A, the characteristic polynomial will he nth order, so there will be II roots (n eigenvalues).
EIGENVECTORS
The corresponding 11- eigenvectors (~) can be found from
A ~i
~i
l\j ~i
(M2.14)
is the eigenvector associated with the eigenvalue AiFor example, consider the general 2 x 2 matrix:
1I'.l
1(In
(Jizi
(/22_
l\-II 11
l\I-A
1..
~(/Zl
"21 =. 0
(M2.15)
+ det(A)
~ 0
(M2.16)
where:
triA) = all + a 22
dct(A) = allan - anll n
Equation (M2.16) is the characteristic polynomial for a 2 x 2 matrix.
It can easily he shown that, if tr(A) < 0 and det(A) > 0, the roots (eigenvalues) of (M2.16)
will be negative. Also, if det(A) '= 0, then one root (eigenvalue) will be zero.
The reader should derive the following characteristic polynomial for a 3 x 3 matrix.
(see student exercise 7).
Sec. M2.3
445
Square Matrices
(M2.17)
where:
tr(A) =
M
(/Il
+ (/" +
{/11
c~
:0:::
det A =0
+ {llla J3 ~
{fJl((jJ
a lJ a 22 -
((?,j(ln)
{{12(f21
+ {/u(a2111:12 ~ (l:\1(fn)
The ROllth stability criterion (Chapters 5 and 9) can be Llsed to find the conditions on the
polynomial coefficients that will yield negative roots (eigenvalues). The necessary condition is that all of the polynomial coefficcnts arc positive. The necessary condition is then
tr(A) < 0, M > 0, and dct(A) < O. The reader can usc the Routh stahility criterion to determine the sufficient conditions for negative roots.
EXAMPI.. EM2.2
Eigenvalue/Eigellvector Calculation
~ I~
dCl(,.I~A) ~
-\ I
,.~4cO
I I
- 4(
2
4)
I
2
VI7
2
so,
and
A,
2.5616
(M2.1X)
where we have lIsed the notation:
446
Module 2
II
I~
So the following
fWD
1.5616 v 11
'V 21
2V 11 +V 21
2V 11 -- 021
1.56J6v 11
= - 1.5616 'On
which yield:
3.561 5 ~/)]l
1J 21
If we wish, we
call
arbitrarily select
~,
VII
cc
1.0 and
II" I
[
1} } n - - -
'/)21
= 3.56J5
1.0
c
I
3..l 6 !5
1M2. J9)
Most complltcl:pal:kag~:"\~il] report cigyllycctors that have a unit norm (length:o:: J). If we divide
1)"
(1',,)2
12.6841
3.6992, we rind that:
1M2. J 9) by
V(
V+
VI-:,
o.W)})
0.9628
An
(~qllivalent solution
is:
- O.2703j.
1 0.9628
The reader should show that:
leads to:
~2 -
I. '~I !]
tv
0.8719]
1 0.4896
Eigenvector problems arc easily solved used the eig [unction in MA'T'LAB (sec ModuleJ), as shO\vn below.
a
-1
0.8719
0.4896
d
2.:')616
-0.2703
0.9628
o
-1. 5616
Sec. M2.3
447
Square Matrices
Column i in the v matrix is the eigenvector associated with the ilh eigenvalue (which is
the ith diagonal clement ill the d matrix). The trace and determinant can also be f(lUnd
using MATLAB commands:
an~;
trace(a)
1
det (a)
ans
4
M2.3.7
or
(M2.20)
(1112.21 )
Notice that equations (M2.20) and (M2.2l) can be written in the following form:
AV
VA
(1112.22)
where:
1/)".1
1)21.
~2
and
1/)"1
v)~
A} .
(1112.24)
A' V A V
(111225)
r~quation (M2.25) will he useful when developing analytical solutions for sets of Iincar
differential equations, and can be used for any n x II (square) matrix.
448
M2.4
Module 2
Vector Norms
It is quite natural to think of vectors as having a "length" property. This property is called
a vector norm. The most common norl11 is the Euclidean norm. In two-dimensional space,
the Euclidean norm is:
I xII = V~;
+~l
JJ
lb.
notice that the sum of the squares can be written as xTx , lhalis:
IlxI12=~
M2.4.2
Orthogonality
w=
l -O.S
"I
Then
xTz = [l
~O.Sl [O;S]
= I(O.S)
(-O.S)1
.~
OJ)
Notice that orthogonal vectors arc "perpendicular" to each other, as depicted below.
z (0.5,1)
w (1,-0.5)
M2.4.3
Many times, we will scale vectors, so that they are !1onna/ized. A vector is normalized if
it has a norm (length) of 1.0. Normalization is pcrformed by multiplying each c1ement_ or
thc vector by I/vector norm. For a givcn vector, x, the scaled vector, U is u:::: X l/~
EXAIVIPLE M2.3
Vector Normalization
[l
Then,
21:
[I
XIX
2JI~I~1+4c5
And,
A vector norm
1.
2.
3.
011
RII is a function
x:;t:
II (XX I
I X YiI
I1II : RII 4
I xI > 0
I III xii
I xI + I y I
(X
.,;
I~I ~ ~ [;]
R satisfying:
Where
CI..
is a scalar
'rriallglc inequality
jl
2.
3.
4.
p-nonn
oo-norm
EXAMPLE M2.4
Comparison of Norms
31
I x Ii, III I 121 + 131
~ 6
2
!I X II, ~ (iJI' I 12/' + Im '/
~ 3742
Ilxt ~ max 1111.121, 1311
~ 3
Ilxll,,, ~ (IJI'" + 1_21 '0 + 131 10)1/10 3.005
Xl
[I -2
450
Module 2
SUMMARY
In this module we have provided a concise review of matrix operations. This material
should be sufficient for most of the matrix operations used in the textbook. It is partiCLIlarly important that the reader understand:
Matrix notation
11
That a matrix A is singular if the dct(A):::: O. A singular matrix docs not have an inverse. A singular matrix is not full mnk.
That the rank of a square matrix is equal to the number of nonzero eigenvalues
STUDENT EXERCISES
[~]
I. Find x'.
2. l<ind xTx.
3. Find I x Ib
4. Perform the indicated matrix operations for the following matrices:
A ~
a. FindC
b. Find [)
c. Find E
All
B~ [79
f1
6
5
IliA
A 'll
v ~ [I2
1]
-1
7. Derive the characteristic polynomial (del (1\.1- A)) for a general 3 x 3 matrix:
1112
...
11
{/21
an
11
([-\I
{lJ2
{lJl
[""
((21
Student Exercises
451
a.A=[~J
h. B
= [-11
:31
:21
LINEAR REGRESSION
MODULE
The objective of this module is to review linear regression analysis, with a focus on a ma~
tfix algebra formulation and MATLAB routines for linear regression, After reviewing this
module, the reader should be able to:
Formulate a matrix algebra solution for a least squares problem
M3.1
Motivation
Least Squares Solution for a Line
Solution for the Equation of a Line Using Matrix~ Vector Notation
Generalization of the Linear Regression Technique
MATLAB Routines polyf i t and polyval
MOTIVATION
The models developed in this text require the values of many parameters such as reaction
rate coefficients, etc. It is common to use linear regression (also known as I1near least
squares analysis) to estimate thc values of these parameters. To illustrate the basic principles of linear regression analysis, we first consider the equation of a linc. Consider the
452
Sec. M3.1
Motivation
0
0
453
A
a x
+ b
x
FIGlJREM3.1
L~xpcrimcntal data
data shown as open circles in Figure M3.1. We would like to find a line that provides a
best fit to the data.
Let xi and Yi represent the independellt variable and measured dependent variable
for the itil experimental data point. Also, let "Vi represent a lnodel prediction or the dependent variable, given the experimental value of the independent variahle, xi' 'rile sets of dependent and independent variables can be represented as vectors:
Xl
Y2
X2
Y
XN
x'
y'!
[x, x2
[Y, y,
xNI
YN!
where
(y
(M3.1)
The major disadvantage to this approach is that there is not a simple, closed-fonn, analytical solution to this problem. An alternative approach is to minimize the SUlll
the
squares of the errors. That is, find a and b such that (M3.2) is JniniruizecL
qr
454
Linear Regression
Module 3
(M.'2)
l<'or N data points, we can represent (M3,2) using the more compact notation in (M3.3):
N
2.: (y, -
yJ'
(MDl
i= J
or
Besides the analytical solution thal will follow, another advantage to the Slllll
squares formulation is that large errors arc penalized 1110re heavily than small errors.
M3.2
the
f(a,b) ~
(M.'AI
f(a,b)
2.: (y, -
ax, - b)2
(M.'.5)
i 1
We know from calculus tbe necessary condition for a mininmm of a function I.\lith respect
to a variable. The minimum ofj(a,b) is satisfied by (M3,6) and (M3.7),
af(ll,b)
da
a/(a,h)
ah
(M.'6)
(M.'.7)
From (M.'.6)
N
a/(a,h)
ria
(MU)
i'cl
dEa,.'))
iJb
(M.'9)
Rcmoving the conslanl value -2, wc find that (M3.8) and (M3.9) call he written as
(M.'.I 0) and (M3.11):
N
2: (yeti -
ax/ - bxi ) = 0
(M.'.IOl
- 0
(M.'.ll)
i"l
Sec. M3.3
455
'\.'
b L.J
Xi
",'
+a"
L..J xt
i=l
L..J
+ bN
(M3.12)
N
II "'" X
'\.~
= L.J Yr\~i
N
'\.~
y
LJ./
c .
i.l
(M3.13)
i,1
Notice that we have two equations M3.12) and (M3.13)) and two unknowns (a and b).
1 INN
N.2: Yi - a
2:
./-1
Xi
(M3.14)
1""1-
Of course, we sec that the terms in (M3.14) arc merely the mean values of y and x.
2: Xi
N;"J
so that:
b co:c).i -
ax
(M3.1S)
(Y-ll~)Nx
+ a LX;
i=1
2:Y,t:;
(M3.16)
i'l
or,
(M3.17)
a=
(M3.18)
M3.3
Yi =
aX i
+b
(M3.19)
Linear Regression
456
Module 3
xj
y}
.x::!
~I'
I;; I
Yv_
\'
(Nx 2; (2 x 1)
(Nx I)
and
ViC
compact
(M320)
can sec that the dimensioning of the rnalrices and vectors is consistent. lIsing
t1latrix~vector notation, \ve write (M3.20) as:
Yoe'I_O
(M321)
/(0) =
L
i
(Y,
-Y,)'
(M322)
](0) =
x I)
(I
IY - VI'IY - VI
(I
x IV)
(N
(M3B)
I)
((O)
IY YI'IY-Yl
(M3Ll)
Y= (I) 0
subject to
(M321)
whcrcj(O) is the objective function, 0 arc the decision variables. and (1\13.21) is the
cqllal~
ity constraint equation. Since the constraint equations arc linear and arc equality constraints, and the objective fUllction is quadratic, there IS an analytical solution to this problem. 'rhe solution is (l::dgar and Ifilllmciblau, 19RR):
(M324)
M3.4
Y
where the
.y' s
{/ .\1 + b .I:"~:+ c In x,
+ d eX'
arc the independent variables. Represent the kth data point as:
.
_ _ _ _ _ _ _ _ _ _ _ _ _ _
~.
b.;.
......
Sec. M3.4
457
y(k) = 'I'(k)le
where:
x 2 (k)'
'I'(k)' = [xl(k)
OT
= [a
d]
The solution to this problem is (M3.24) and the generalization to any system that is linear
in the parameters is clear. A common formulation is the least squares fit of a polynomial.
Consider a general nth-order polynomial equation, where Pi is a parameter (coefficient) to be found as a best fit to data:
0=
Pn
PIl+l
x(1)"
x(2)"
x(l ),,-1
X(2)'"-1
x(l )
x(2)
x(N)"
x(N)"'
x(N)
<1>=
1
y(l)
y(2)
y=
yeN)
458
Linear Regression
Module 3
where x(i) and ~v(i) represent the independent and dependent variables at the ith data point.
The solution to this problem is equation (M3,24).
M3.5
p = polyfit(x,Y,n)
where the clements of the p vector are ordered from the highest power 011 down. Given a
polynomial p and an independent vector xl, the resulting dependent vector yl caB be
found from:
yl
We show the usc of poly fit and polyval by way of Examplc M3.1.
EXAlVIPLE M3.1
Consider a batch reactor with a single first-order reaction, A -) H. The model is:
dCA
til
where CA = concentration of A, k:;:; rate constant, and
l:;:;
1l1g:
dC;1
C /l
In
(.'11 =
k dt
In CAO
k t
where C;\o is the initial concentration of A. Notice that this is the equation for a line. If we let
In C A
1'(1)
-k
p(2)
In CAn
y C~ 1'(1)1
+ 1'(2)
Now we lise polyf:i t [0 find the best linear fit of the data. The hatch reactor data are shown in
Table M3.1 and Figure M3.2.
Sec. M3.5
TARLE M3.J
459
and polyval
time, min
(~, kgn101/m J
I
5.00
8.47
2
2.95
I.X2
LOS
11.7 1
10
'c"
u
6
I
o
4
o
2
o
o
---~
time, min
FIGURE M3.2
L::: 0:1:5;
c-:;
t';
" CA c [8.47;5.00;2.95;1.82;1.05;0.711;
y ::: log (CA) ;
p ::: polyfit{L,y,l)
p
--0.5017
2.1098
'The same values for the parameters call be obtained from equation (M3.24), by performing the
following:
phi
[t ones ( 6 , 1) ] ;
p ::: inv (phi' *phi) *phi' *'y
P "
~0.5017
2.1098
The parameters from the linear regression arc converted back to the physical parameters:
k
CAll
~ 0.502 min I
cxp(p(2)) ~ 8.24 kgnlOl/mJ
-pCI)
Now, we wish to compare the experimental data with the best fit line (model). The line is generated using the polyval function. The model and expcrirnent are compared in Figure M3.3.
>.>
ymod
polyval(p,t);
ploL(L,ymod, t,y, ' 0 ' )
:=0:
2.5
2
..
1.5
0.5
0
___ L_
-0.5
0
time, min
FIGURE M3.3
We also wish to compare the experimental data with the model on a time-concentration plot.
tl ::0: 0:0.25:5; % notice that more point::, are used for
CA_illOd
8.24*exp(~O.502*tl);
plot (tI, CA__ffiOd, t, CA, '0' )
mnoot~hness
o
c
time, min
F[(;{JRE M3.4
Student Exercises
461
(~f
Chemical Processes.
STUDENT EXERCISES
1. Note that a different solution for the best fit of a line is obtained if it is assumed that
h is known; this becomes a single parameter estimation problem. Derive the following result for the estimate of a if it is assumed that b is known.
a=
2. Use the matrix algebra approach to solve for the slope of a line, if the intercept b is
known. You should obtain the same result as problem ( above.
3. The
Arrheniu~
temperature:
A exp( -EIR1)
Taking the natural log (In) of each side of the Arrhenius rate expression, we find:
In k
In A - (EIR) (liT)
where Ris the ideal gas constant (1.987 cal/gmol K). }jnear regression analysis can
be used to find A and E.
Rate constants as a function of temperature for a first-order decomposition of
benzene diazonium chloride are shown below: I
k, min
T,K
0.026
313
0.062
319
00108
323
0.213
328
0.43
333
Find A and E using least squares analysis (show units). Show that polyfit and
the matrix algebra approach (M3.24) yield the same results. Compare model and
experiment by (i) plotting In k versus lIT and (ii) k versus T
IThis data is from Example 3.1 in Fogler, I-LS. (1992). Elements (?l ChemicaL Reaction
Engineering, 2nd ed. Englewood Cliffs, NJ: Prentice Hall.
Linear Regression
462
Module 3
Ie
A exp( ... E/ R 7)
In A- (E/R) (1/7)
k, min
T,K
0.0014
300
0.0026
310
0.0083
330
0.0047
320
0.014
340
0.023
350
0JJ38
360
0.059
370
0.090
380
Find A and E' lIsing least squares analysis (show units). Show that polyfit and
the matrix algebra approach (M3.24) yield the same results. Compare model and
cxpcriIncllt by (i) plotting In k versus lIT and (if) k versus 1'.
5. The growth rate expression for a biochemical reaction, lIsing a Monod model, is:
/--Lm<lX x
kill + x
where f.L is the specific growth rate, /Llllax and kill arc parameters, and x is the substrate concentration. The growth rate relationship can be rearranged to:
I)ata for a particular reactor are shown below. Use linear regression to solve for the
pararneters (/-Llllax and kllJ
IJ., hr 1
x, g/Iiter
0.25
0.1
0.31
0.15
0.36
0.25
0.43
0.50
0.45
0.75
0.47
1.00
0.50
1.50
0.52
3.00
Show that polyfit and the matrix algebra approach (M3.24) yield the saIne re~
suits.
6. The growth rate expression for a biochemical reaction, using a substrate inhibition
model, is
fL
--
km
_ P'!lJ'IX X
+ x + k1
where /-L is the specific growth rate, I-1 milx and kl/l are parameters, and x is the substrate concentration. The growth rate relationship can he rearranged to
Data for a particular reactor arc shown below. Use linear regression (M3.24) to
solve for the parameters (/-LnHlX' kin' and k,).
fL, hI'
x, g/litcr
0.24
0.1
0.27
0.15
0.34
0.25
0.35
0.50
0.35
0.75
0.34
1.00
0.33
1.50
0.22
3.00
463
Student Exercises
Note that:
x(l)
l/x(l)
x(2)
l/x(2)
x(8)
l/x(8)
verSUS.L
INTRODUCTION
TO SIMUUNK
MODULE
'rhe purpose of this module is to introduce SIMULINK, a block diagranl environment for
simulation. After studying this module, the reader should be able to;
Construct a hlock diagram for simulation
M4.1
M4.!
Introduction
M4.2
'fransfcr
M43
Function~Bascd SilTiulation
INTRODUCTION
'[here arc limitations to using the standard MATLAB environment 1'01' simulation. Engineers (and particularly control engineers) tend to think in terms of block diagrams. Although MA'fLAB functions slIch as parallel, s(.:;ries, and feedback allow the
simulation of block diagrams, these functions arc not visually pleasing. SIMULINK proviclcs a much more natural environment (a graphical user interface, (lUI) for simulating
systems that arc described by block diagrams. SIMULINK also provides integration
464
Sec. M4.1
Introduction
465
~~~~~~~
Sources
Sinks
Discrete
Linear
Nonlinear
Connections
Extras
FIGURE M4.1
methods that call handle systems with timc~dclays (rather than making a Pad6 approximation for dcadtimc).
We will illustrate the use of SIMlJLlNK by way of example.
[n the MATLAB command window, enter "simulink" (small letters):
simulink
Block
Library
SIMULINK
Demos
Most commonly
used blocks
~ ~ ~ ~
Conversion
Flip-Flops
PIO Controllers
Analyzers
~~~~~~
Controllers
Filters
System 10
FIGURE M4.2
Robust
Control
Demos
MuTools
Demos
Neural
Networks
466
Introduction to SIMULINK
B
E B
[i}
00
Signal
generator
ill
>/2
Inport
Gain
Transfer Fen
Demux
Scope
yout
To Workspace
~
Sum
{2]
Cutpar!
>~
Auto-Scale
Graph
OJ ~
~Sin(U[IJ+
Fcn
Mux
Module 4
XY grapl
~
Derivative
(s-1 )
s(s+ 1)
PID controller
Zero-pole
[]}
(9)
[j}
Step input
Clock
Sine wave
MATLAS Fen
system
S-fullction
Dis. Zero-Pole
1;22- 1
Filter
[i}
Constant
Rate limiter
Switch
Saturation
fj
~
From Workspace
ffi
Look Up Table
Product
~
Transport Delay
@
Integrator
l/z
Unit Delay
Full Block
Library
Slmullnk
FIGlJRE M4.3
Double-clicking on the Block Lihmlyicon then reveals a window for the most commonly lIsed blocks, shown in l~'igurc M4.3. AltcrJl<ltivcly, you can simply enter h!ocklib in
the MA'l'LAI3 command window.
M4.2
Sec. M4.2
C91----~~1
Clock
467
yout
To Workspace
rnf---..~ITlI------~1
~
yout
To Workspace1
Step input
Transfer Fen
FIGlJH.E lVJ4.4
function simulation.
C91----l~~1 ~t~
Clock
Time
rnf---.~ITlf---~~1
::::::!Y=:=
~
Step input
Output
Transfer Function
FIGlJRE !\i14.5
Notice that the default transfer function has a pole at zero, that is, a simple integrator. This is changed by double~clicking on the icon and entering numerator and denominator coefficients. An example or a SystClll with a gain of 2 and a lillie constant of 5 is
shown in Figure M4.6.
The default step input is to step the input: from 0 to 1 at I :;:;: L This can easily be
changed by double-clicking on the 5'tep input icon and changing the specifications.
The simulation parameters (start time, stop timc, integration method, etc.) arc
changed by using the simulation pulldown menu and selecting Parameters. It is particularly important to change the stop tilllc l which is 999999 by default (this is because
SIMlJLINK was initially developed for usc by electrical engineers who often usc a COIl~
tinuous oscilloscope function). Also, you will usually want to change the maximum integration step size; if the step size is too large, the simulation may still be accurate (particularly Lor linear systelns), but the resutting plots may be jagged. 'rhe default integration
method is RK-45 (Runge-Kutta), which you may wish to change to Linsim 10 irnprovc the
computational speed. You may wish to try severalclifferent integration methods, depending 011 the type or system you arc attempting to simulate.
'fo begin the simulation, simply select Start from the simulation pulldown menu.
The t and }' variables are stored in the MATLAB workspace. 'fhe resulting responsc is
C91----------~1
Clock
Time
rn---.~[ifuJf----.~1
Step input
5s+1
Transfer Function
y
Output
468
Introduction to SIMULINK
-- -r- - -- ---- -
Module 4
-~._----.-----------~-------r
-~---
1.5
'5
Q.
'5
o
0.5
___-------.l.--__ _
0-
10
15
----l
20
time
FIGlJRE M4.7
t;e::. I.
shown in Figure M4.7. Notice that the input was stepped from 0 to 1 at t = I, that is, thedefault values were used.
A major advantage of SIM1JLINK over the standard MATLAB integration routines
is the ability to handle systems with liIlle delays. This is dono using the Transport Delay
block shown in Figure M4.8. Here we use a timo-delay of 5, obtained by modifying the
default value of 1. It should also be noled that the user must supply an initial input value
for the transport delay block. In this case the initial value is 0, because we arc dealing
with a system in deviation variable form (that is, all or the initial conditions arc 0).
The resulting simulation is shown in Figure M4.9. Notlcc that no output change occurs before [ = o. This is duc to the step input changing at t::::: 1, combined with the 5 unit
time delay (I + 5 = 6).
Although the block diagram feature of SIMULINK is very handy, it would be timeconsuming (and tiring) if every time you wanted to change a set of parameters you had to
double-click on the related icons. You can place variahle names, such as k, tau, theta, for a
first-order + time delay system directly in the blocks, then simply change the values (of k,
(9----..1
Clock
t
Time
rnr--~f2]--'1~
I-~I:::ry~
~
Step input
FIGLJRE M4.8
cess.
Transfer Function
Transport Delay
Output
Sec. M4.3
469
1.5
'3
Q.
'3
0
0.5
a
a
10
FIGURE iV14.9
with delay of 5.
time
15
25
20
tau, theta) in the MATLAB cOllunand window before pcrforrning a new simulation. This
block diagram is shmvil in 17igurc M4. J O.
M4.3
MAll"AB/SIMULJNK, or you wish to create a postscript file for a window, you need to
enter a command directly in the MATLAB connnand window.
Let's say that you titled the example simulation window "tLcxamp" and you want
to print the window from a Unix-based workstation. The command that you \vmlld use is:
print:
stf_ examp
C9----...~1
Clock
rnr--~~I ~
Step input
Time
'
Transfer Function
~I ~ I~~I
Transport Delay
y
Output
FIGURE [\'14.10 Transfer function simulation. "fhe values of k, fan, and theta
can be entered in the MATLAB command window before beginning the SilllU~
Jation.
470
Introduction to SIMULINK
Module 4
SUMMARY
or
The purpose of this module was to provide a brief introduction to the usc
SIMULINK
for block diagram programming. Other inputs (sources) such as sine waves or ramps can
be lIsed. Also, other "sinks" such as an "XY graph" can be Llsed; we generally recommend
that variables he written to the MATLAB workspace, allowing the user to usc standard
MATLAB plotting functions. There are many options for "systems" to simulate, including ;'statc space" models and s-functions which describe nonlinear systems. The lIscr is
encouraged to experiment with state space models, and to read the SlMULINK User's
Guide for more advanced usage.
EXERCISES
Usc SIMULINK to perform the following. Show the SIMULINK diagram used for your
5i Illul ations.
I:(s )ee
+ 5s +
3(--3.1 I- I)
g,(s)=,
..
25s + 5s -1- 1
I: (s) =
2
3(~3s I-
25.\' -t 5s I-
I:,(s)
co
lOs
I-
I- I)
MODULE
M5.1
M5.2
M5.3
M5.4
M5.5
M5.6
M5.7
M5.1
Introduction
[)eye-loping the Dynamic Model
Steady-State Conditions
State-Space Model
Laplace-Domain J\1.odcl
Step Responses: Linear versus Nonlinear ivlodels
Unforced Systcnl Responses: Perturbations in Initi:::ll Conditions
INTRODUCTION
Mixing vessels arc used in Illany chemical processes. Often these mixing vessels are
healed, either by a coil or a jacket surrounding the vessel. For example, a mixing vessel
rnay serve as a chemical reactor, where two or more components arc reacted to produce
471
472
Module 5
Tank F;
nlet Ti
~
Tank
Jacket Fj
~'i
Tji
Ta nk outlet
Jacket
F T
outlet Tj
FH;(JU.E MS.l
Olle or more products. Often this reaction lllust occur at a certain temperature to achieve a
desired yield. The temperature in the vessel is maintained by varying the fJowralc of a
fluid through the jacket or coil.
Consider a stirred lank heater as shown in Figure MS.l, where the tank inlet slream
is received from another process unit. The objcCLive is 10 raise the temperature of the inlet
stream to a desired value. A heat transfer fluid is circulated through a jacket to heat the
fluid in the tank. In some processes steam is used as the heat transfer fluid and most of the
energy transported is due to the phase change of steam to water. In other processes a heat
transfer fluid is used where there is no phase change. In this module we assume thaI no
change of phase occurs in either the tank fluid or the jacket fluid.
M5.2
Sec. M5.2
473
TABLE MS. 1
Notation
Variables
Subscripts
;\
Q
II
V
inlet
jacket
jacket inlet
reference stale
steady-slale
j
ji
ref
s
M5.2.1
~ritc
dt
, = Fp - [op
M5.2.2
c[.
dn; = /.'P'.,-'I)
'7'[' F '7.,,+
dt
I
f)1
+ W"/'
The next step is to neglect the kinetic and potential energy and write the total work donc
on the systcm as a combination of the shaft work and the energy added to the system to
get the fluid into the tank and the energy that the system performs on the surroundings to
force the fluid out. This allows liS to write the energy balance as (sec Chapter 2 for the
details):
474
Module 5
df
Pi
and since H:::: U + [lV, we can rewrite the energy balance as:
dff
!It
!lpV,
.._, =h,[J-h,J!+Q+W,
dt
I
Note that dpV/dt:::: V dp/dt + P dVldt, and the volume is constant. Also, the mean pressure
change can be neglected since the density is constant:
dJI
I
dt = Fp' ff-Ff>J!
f)
~~.I"
Neglecting the work done by the mixing impeller, and assuming single phase and a
stant heat capacity, we find:
!IT
V pc" !It =
Fpc"Cli -
COI1-
1) + Q
or
!IT
til
P
=V (1;- 1) +
Q
VPC p
(MS. f)
We must also perform a material and energy balance around the jacket and use the connecting relationship for heat transfer between the jacket and the tank
M5.2.3
M5,2.4
Next, we write an energy balance around the jacket. Making the same assumptions as
around the tank:
dTi = Fj (1" _ T) +
cit
VJ)I
Q
V;PjcpJ
We also have the relationship for heat transfer from the jacket to the tank:
(MS.2)
Sec. M5.4
State-Space Model
475
UA Uj- T)
(M5})
Substituting (MS.3) into (MS.I) and (M5.2) yields the two modeling equations for this
system:
dT
dt
F
UA (T- T)
(T - T) +
'
.
V
Vpc p
(M5.4)
,17; _
(M5.5)
dt
M5.3
STEADY-STATE CONDITIONS
Before linearizing the nonlinear model to find the state-space form, we must find the state
variable values at steady-slale. The steady-state is obtained by solving the dynamic equations -for dxldl ;::: n. The stcady~stalc values of the system variables and some parameters
for this process arc given below.
M5.3.1
F,
1~s
= 50"1"
7~'is
111m
p Cp
20t)" I"
TJS
Btu
p/~pj
125"1"
150T
61.3
Btll
T ftl
10ft3
I It'
Notice that the values or UA and Fis have not been specified. These values can be obtained by solving the two dynamic equations M5.4) and (MS.S at steady-state.
From dTldl:= 0 at steady-state, solve (M5.4) to ol.1tain UA:= 183.9 I3tutF min
I<rom dT/til:= 0 at steady-state, solve (MS.5) 1.0 obtain 1",',,;:= 1.5 rtJ/min
J
M5.4
STATE-SPACE MODEL
I-Icre we linearize the nonlinear modeling equations to find the state-space form:
xooAx+Hu
y ~ ex
where the state, input, and output vectors arc in deviation from:
476
XC-"
I II."~- I1'..
= state variables
Module 5
j.\
y,-II-I'I
output variables
. Ij-IjI
dl
(MS.4)
dt
dl;
dt 'l,(T:Ij,F;,F:I;:Ii,,,)
FJ (T _ T) _ VA (TI)
J .
Vj
V
'
jf~'Cpj
Jil
ar
ax
::.,-;.",1
II
a(1 - I,)
af;
=~f2
A
21
aX j
.= ill; =
2
. 2"
oX
al;
F,
VA
aT
Vpc p
at;
VA
acr - T,)
at;
(-)( '1'j -
aT
~0.4
= 0.3
vpc p
VA
= 3,0
V;P/;pi
?Js
V;
'r')
'js
lJA
-4,5
~'f~Cpj
Nil =
8 12
Nn
..
lJ 14
ai,
ill,
JU I
iVi - 0,)
aj;
=
aFJ
ai,
a(F - F,)
at;
I 1,1'
aF
ill;
alI,
af,
il/;
acr; - 1)
JI~
(Ju 4
acri, - 7jiJ
alji
al;
dU 2
1,1"
ilf,
=0
=
'f~\'
--7,5
--
OJ
=0
(MS.5)
Sec. M5.5
477
ill,
ill';
lJcilh~
"
' eli,
'j.,
Ii", "
ill;
il",
ill;
ill;
il(F - FJ
ilF
'('/'i - '/'.)
U
H
ilt,
ill;
ilUi, - Ij,J
'Ii.)
'[jis -
50
VI
ill;
FI.Y
J7ji
Vi
1.5
Since both states arc measured, the (' lnatrix is I. The numerical values for the matrices arc:
A~
\ .... OA
3
03
-4..') 1
-7.5
0
B- 1 50
1.5
I(~ ~I
M5,5
0.1
0
G(s)
C(sI-A)
'n
(M5.6)
15
G(s) ~
(50s + 20)
OA5
(1.5s + 0.6)
The poles of the characteristic polynomial (8 2 + 4.9s + 0.9) arc -0.191 and -4.709. The
transfer function relating output I (tank temperature) to input I (jacket f1owratc) is:
~
(,)
,II'
15
s2+4.9s+0.9
(MS.7)
1.111
16.6667
+ SA444s
(MS.X)
478
Module 5
(\)
II .
16.6667
+ 1)(5.23207.1' + 1)
(0.21236.1'
(M5.9)
which is the gain-time constant form. Any of these forms can be used, however \vc will
generally LIse the gain-lime constant form.
The transfer function relating output 2 (jacket temperature) to input I (jackel
l1owralc) is:
50s +- 20
+ 4.9.1' +
(M5.10)
0.9
1:" (.1')
Also, (M5.] I) can be
l~lCtored
1:,,(.1')
M5.6
22.2 (2,.5.1'
cO
+ I
(M5.11)
into:
22.2 (2.5.1
(0.212361' 1- 1)(5.2307.1'
I)
(M5.12)
x,(t) ~ T(I) - T,
X,(I)
c-
fj(t) -
Ii,
'1'(1)
T,
+ .\,(1)
J;(t) ~
fj, + x,(t)
",(I)
F(t)
- .FI"
J
Also,
We will consider step changes of different magnitudes and differellt directions for this
system.
M5.6.1
479
Sec. M5.6
Consider a step change of 0.1 (from the steady-stale value of 1.5 to 1.6 t'('I!min) in the
jacket flowratc. 'fhe responses of the nonlinear and linear models arc shown in Figure
M5.2. For hoth the tank temperature and the jacket temperature, the linear model closely
approximates the nonlinear process.
M5.6.2
Consider a step change of I J) (from 1.5 to 2.5 n3/min) in jacket f1owratc. '['he responses
of the linear and nonlinear Illodels arc shown in Figure MS.3. The linear response is quali~
127
linear
LL
126.5
nonlinear
af
D
cL
E
126
c
~ 125.5
10
15
20
25
30
time, min
a. Tank Temperature
152.5
linear
152
nonlinear
151.5
151
150.5
150
10
15
20
25
30
time, min
b. Jacket Temperature
FJ(;{nu: M5.2
480
Module 5
145
linear
lL
140
g>
nonlinear
ci
E
J!l
135
'"c
J'l
125
10
15
20
25
30
time, min
a. Tank Temperature
175
linear
170
165
nonlinear
160
155
150
10
15
20
25
30
time, min
b. Jacket Temperature
F1GlJRE MS.3
tativcly the same as the nonlinear response, hut the magnitude of change is different. 'fhe
gain (change in olltpul/change in input) of the lincar model is greater than the gain of the
nonlinear model.
M5.6.3
Consider a step decrease of -- t J) (from 1.5 to 0.5 ft 3/min) in jacket flowrate. The responses of the Iincar and Ilonlincarmodcls arc shown in Figure M5.4. Notice that gain of
the linear model is now less than the gain of the nonlinear modeL This is the opposite effect from what we observed for a large increase in the jacket f1owralc.
Sec. MS.6
481
125
120
LL
0>
115
<i
E
110
x
c
J'l
105
'"
j!)
linear
100
nonlinear
95
0
10
15
20
25
30
time, min
a. Tank Temperature
150
140
linear
130
120
nonlinear
110
10
15
20
25
30
time, min
b. Jacket Temperature
FIGlJRE M5.4
M5.6.4
Consider a step change of ~O.l (from 1.5 to 1.4 ft3 /min) in jacket floWratc. The responses
of the linear and nonlinear models arc shown in FigUfCM5.5. Since the the change in
input was small, the linear model provides a good approximation to the nonlinear model.
M5.6.5
For the nonlinear model, the gain (change in oulputlchangc in input) varied as a function
of both the input magnitude and direction. If small input changes were made, the gain did
482
Module 5
125
LL
0)
124.5
-15
0:
2
x
J'l
123.5
linear
nonlinear
123
10
15
20
25
30
time, min
a. Tank Temperature
150
LL
'"
'"
149.5
0:
149
"
148.5
."'-
148
linear
nonlinear
147.5
0
10
15
20
25
30
time, min
b. Jacket Temperature
FIGUn.E M5.5
ftJ/min).
not change much from the linear model case. For large input changes, the gain of the nonlinear system was less than the linear system for incrc;:lscs in jacket flowratc, but more
than the linear system for decreases in jacket rlowralc.
The response of the jackel temperature is faster than tbat of the tank temperature.
This makes sense fro III a physical point of view, because the jacket volume is one-lenth of
the heater vollllnc. Also, the jacket flowratc has a direct effect of jacket temperature and
an indirect effcct on tank tcmperature. Noticc that the numerator timc constant partially
"canccls" the slow denominator time constant for the transfer function relating jacket
flowrate to jacket temperature.
Sec. M5.7
M5.7
483
AI
1,2 ~
- 0.191 1
-4.7089
slow
fast
-10.82071
0.5714
0695
c'
0.
1
0.9976
12
I -
''',
I'
slow
fast
The second eigenvalue and eigenvector tell us that a perturbation in the initial condition
of the second state variable will have a fast response. The first eigenvalue and cigcllvector
tell us that a perturbation in thc direction of VI will have a slow response.
M5.7.1
Slow Response
Consider an initial perturbation in the slow direction. Let the perturbation be of Inagnitude 5:
.'.
x ()
0 = 5"'v)
4 035
y."1.0.82071 .~. 1 .1
0.5714
2.R57
1(0)1 =
Ilj(O)
'The responses for a perturhation in the slow direction arc shown in Figure M5.o.
M5.7.2
Fast Response
Consider an initial perturbation in the fast direction. Let the pertubation be:
x (0). =
.'.
5"12
.
2
5'"I-o.O()95j = 1.-0.34751
0.9976
4.9RR
484
Module 5
130
129
LL
en
'"
u 128
<i
E
'"J'!c
127
126
125
0
10
15
20
25
30
25
30
time, min
3.
Tank Temperature
10
20
153
152.5
151
150.5
150
time, min
b. Jacket Temperature
FIGURE M5.6
T.(O)j
[.7;(0)
[1251 + 1.-0.3475]
150
4.988
[J24.6525.]
154.988
The responses for a perturbation in the fast dlrection are shown in Figure MS.? (note
time scale change from Figure M5.6).
In Figures M5.6 and M5.? we have shown the effect of initial condition "difC(otir>ll
This can be illustrated more completely by viewing the phase-plane behavior.
Sec. M5.7
485
125
~ 124.9
w
ci
E 124.8
:"'l
124.7
124.6
0
0.5
1.5
2.5
2.5
time, min
a. Tank Temperature
155
LL
154
'"w
ci
E
153
2
ill
152
'"
"
.<;!.
151
150
0
0.5
1.5
time, min
b. Jacket Temperature
FIGUUE wI5.7
M5.7.3
Phase-Plane Behavior
The phase-plane behavior is shown in Figure M5.S, where the Tank Temperature is plotted on the x~axis and the Jacket Temperature is plotted on the .v-axis. Notice that initial
conditions in the
direction respond much more slowly than initial conditions in the
!i.1iii"ij
1.
--0.3475]
4.lJ88
direction
-.
486
Module 5
SUMMARY
In tbis 11lOdu1c we have developed the dynamic modeling equations for a perfectly mixed
stirred tank healer. We solved for the steady-state conditions, linearized to obtain the
state-space model, and found the transfer function model. We compared the step responses of the lincar and nonlinear models. We also showed the importance of the '"direction" of initial conditions. PC11urbations in certain directions cause a fast response, while
perturbations in other directions yield a slow response.
FURTHER READING
The following text is a good reference for chemical process modeling, with a particularly
nice presentation of energy balances:
Denn, M.M. (1986). Process Modeling, New York: [,ongman.
STUDENT EXERCISES
"I. In the heater example we performed stcp tests on the jacket ftowmte. Perform step
tests on the other inputs: (i) Tank flownlte, (ii) tank inlettelnperature, (iii) jackel
inlet temperature. l"ind the transfer functions relating the inputs and OlltputS. Discuss the linear versus nonlinear efTects.
2. Show that a decrease in jacket volmne will cause the difference in magnitude between the fast and slow poles to increase.
487
Appendix
3. [;iud the nonlinear stcady~stalc relationships between jacket flowrate and the two
temperatures (tank and jacket). Plot the input (jacket flowratc) versus the outputs
for the physical parameters given. Discuss how the gain changes with coolant
fJowratc.
4. Develop 11 simple model with imperfect mixing on the jacket side. Assume that the
jacket can be modeled as two compartments, where the flow is from one cOlllpart~
Illen! to another, as shown in the diagram below.
Tank ~.
inlet T;
Jacket inlet
f--
;--
V
Tj2
Jacket
Fj
outlet
7]2
Tank
1j1
Tank outlet
APPENDIX
1.
.4000
3.0000
0.3000
-4.5000
0
50.0000
~7.5000
0.1000
0
0
1.5000
1
0
0
1
0
0
(]
c1
0
0
0
0
(numl,den]
numl
ss2tf(a,b,c,d,l)
o
o
0.0000
50.0000
15.0000
20.0000
1.0000
4.9000
0.9000
den
ss2tf(a,b,c,d,2)
o
o
-7.5000
-0.0000
-33.7500
-22.5000
1.0000
4.9000
0.9000
ss2tf(a,b,c,d,3)
0
0
0.1000
0.0000
0.4500
0.3000
1.0000
4.9000
0.9000
dE-;Il
ss2tf(a,b,c,d,4)
0
0
0.0000
1.5000
0.4500
0.6000
1.0000
4.9000
0.9000
den
eig(a)
0.8207
0.5714
laml)(ia
-0.1911
0.0695
0.9976
o
-4.7089
489
Appendix
2.
%
%
heater(t,x);
%
%
%
%
%
%
x(l)
x(2)
de1F:j
%
%
Tin
Tj
:5
'l'j i
Vj
%
%
%
%
rhoep
rhocpj
temperature in tank
temperature in jacket
change in jacket flowrate
Tank flowrate
Tank inlet temperature
Jacket inlet temperature
Tank volume
Jacket volume
density*heat capacity
density*heat capacity,jacket fluid
%
F
Fjs
Ti
Tji
1.5;
50i
200;
10;
V
vj
1;
rhocp
61. 3;
rhocpjo::o 61.3 ;
UA
i83.9;
%
delFj
-0.1;
Fj ~ Fjs + delFj;
T~x(l);
Tj~
x(2);
% odes
%
ABSORPTION
An Example of a Linear
Equilibrium Stage System
MODULE
M6.1
M6.1
Background
M6.2
M6.3
M6.4
Steady-State Analysis
Step Responses
M6.5
Unforced Behavior
BACKGROUND
Separations processes play an important role in most chemical manuracturing processes.
Streams from chemical reactors often contain a number or components; sonlC of these
components must be separated from the other components for sale as a final product, or
for usc in another manufacturing process. A common example of a separation process js
gas absorption, which is normally used to remove a dilute cOlnponent from a gas stream.
490
Sec. M6.2
Liquid
Feed
-.
491
Gas
Product
Gas
Feed
Liquid
Product
x"
YIJ+l
Consider the gas ahsorption column shown in I"igurc M6.1. COinponcnts that enter the
boltom of the column in the gas feed stream arc absorbed by the liquid stream, so that the
gas product stream (leaving the top of the column) is more "pure." An example is the usc
of a heavy oil stream (liquid) to remove benzene from abellzene/air gas feed stream. Absorption columns often contain "trays" with a liquid layer flowing across the tray; these
trays arc often lnodc'lcd as equilibriulll stages.
M6.2
Basic Assumptions
We assume that the major comIJonent of the liquid stream is "inert" and docs not ahsorb
into the gas stream. We also assurne that the Inajor component or the gas stream is "inert"
and does not absorb into the liquid stream. It is assumed that each stage of the process is
an equilibrium stage, that is, the vapor leaving a stage is in thermodynamic equilihriulll
with the liquid on that stage.
M6.2.2
Definition of Variables
Absorption
492
time
v
M
w-
Module 6
time
moles li9l!_~~~
stage
moles\,(~v()_r
stage
moles solute
i)
y,
M6.2.3
i)
moles solute
Equilibrium Stage
The concept of an equilibrium stage is important for the development of a dynamic model
oCthe absorption column. An equilibrium stage is represented schematically in Figure M6.2,
M6.2.4
The lotal amount of solute on stage i is the sum of the solute in the liquid phase and
the gas phase (that is, MX i + WyJ The rate of change of the amount of solute is then
d(Mx i + Wy)/dt. The component material balance around stage i can now he written (accumulation = in - out):
il(M"
+ W y) _
- LX i _ l
ilt
+ VYil1 -
LXi~ VYi
(M6.1)
Since liquid is much more dense than vapor, we can assume that the major contribution to
the accumulation term is the MX i tcrm. Equation (M6.1) can now be written:
il(Mx,)
ilt
X i_ i
LXi__ j
+ V Yi+ I
f,
Xi
(M62)
VYi
VYi
FIGURE M6.2
A lypical gas
absorption stage.
Sec. M6.2
493
Our next assumption is that the liquid InolaI' holdup (M) is constant, then we can write
(Mo.2) as:
lW XiJ
+ M Yill -Mx;-M Yi
(Mo.3)
The solution to this problem will be easier if we can develop an explicit relationship between vapor phase composition and liquid phase composition. We will assume that the
vapor on each stage is in equilibrium with the liquid on that stage.
M6.2.5
Equilibrium Relationships
where y is the gas phase composition (mole solute/mole inert liquid), x is the liquid phase
composition (mole solute/mole inert vapor), ; represents the ith stage, and a is an equilib~
riuID parameter.
dX i
ill
(Mo.5)
+ Va)
dX i
L
Jt,-c-=M- ri + 1 -
xi
-!-
Va
M
Xi + 1
(Mo.o)
It should be noted that (M6.6) will yield a matrix with a tridiagonal structure.
dX i
ill
j-
Va
M
x, +
(M6.?)
ilx". L
df -= M
(L
Xn --- 1 -
+ Va)
M
XI/
V
M
YIl11
(Mo.8)
494
Module 6
Absorption
----------------
EXAl\;IPLE j\iJ().J
Fivc~stagc
Absorption Column
The modeling equations (M6.6) -(M6.X) can he written in the following form:
dX I
til
L
tit
tL"r J
r!t
dX,j
tit
dX 5
tit
Xl
M
M
Xj
L
M
(L
X1 -
Va)
(L
X :; -
Va
M
.rl
Va)
X4
(L I Va)
L
t AI' 4
,"vI
;Yf X 2 - /1,1/
x2
L
M
Va
(stage I)
x/
);3
(Slage 2)
Va
M
X4
(stagcJ)
Va
M
);5
(stage 4)
V
M Y()
X5
(slage 5)
'I'he state variables arc _\ (i;=o I to 5), and the input variables are xrC1iquid feed composition) and
V6 (vapor feed composition). If is assl/llwd thaI the liquid and voporjlolFmtes are COIlSIOl/f.
These equations can be written in matrix form as (notice the tridiagonal structure):
(LI- Va)
M
L
M
I:"I ~
,Xs
Va
M
(L I Va)
M
L
M
Va
lvl
()
Va
M
L
M
()
x,
>1
X4
Va
M
(L
_ X,;_
Va)
0
0
()
()
()
()
X2
(L I Va)
M
so~called
()
(L I Va)
M
which is the
I_Y6_I
XI
statc-space form
Ax+Hu
(M6.IO)
M6.3
495
Steady-State Analysis
Sec. M6.3
STEADYSTATE ANALYSIS
We have shown that the form of the dynamic equations for the absorption column arc:
x=Ax+Bu
At
stcady~statc
o
The
stcady~statc values
Ax+ HII
(M6.11)
EXAMPLE M6.2
(M6.IO)
ccc
-A 'BII
(M6.12)
Lel the liquid feed flowrateL:::::; 80 kgmol inert oi1lhr, vapor feed flowratc V:::::; 100 kgmol air/hI',
equilibrium parameter a:;;: 0.5, liquid feed composition xI';:::. 0.0 kgmol benzcne/kgmol inert oil,
and vapor feed composition Y6 0::: O.l kgmol bcnzcnc/kgmol air. Let's operate with units of minutes, so L 0::: 4/3 kgmol inert oil/min and V:;;: 5/3 kgmoJ air/min. Assume that the liquid tnolar
holdup for each stage is M :;;: 20/3 kgmol.
The numerical values yield the follOWing matrices:
0.325
0.2
0.125
- 0.325
0.2
o
o
o
0,2
o
o
II
o
0.125
0.325
0.2
o
o
0.125
0.325
0.2
o
o
o
(M6.13)
0.125
-0.325
~;
o
o
025
(M6.14)
US
X"I--=
=Y6S
1
X s "'"
x,
00
1JU.
. ]
(M6.ls)
-Aln u,\"
1J.()076.
0.0198
O.1J392
[ Il.0704
(l.! 202
(M6.16)
496
Absorption
Module 6
which is simply a vector or the liquid phase compositiolls. The liquid product composition (leaving stage 5) is x'):;;:; 0.1202.
The vapor product composition (leaving stage I) is obtained from the lincar equilibrium
___
rC~'h~\'~i(~)(~lS~h~ip~.~\I~~_()~.5~.~rl~~_()~.5_(~L~O(~I7~(~')~~_()~.()~O~3~X~I~b~m~O~1
~b~CJ~ll~,CI~lC~/~lb~)(~)(~)t~'~\il~
..
M6,4
STEP RESPONSES
Here we will usc the MATLAB fUllction s Lcp to find the responses to a step change in
feed compostioll. 'T'hc step function requires a linear state space model in deviation variable fonn.
Ax~AAx +
M6.4.1
H Au
At time t ::: 5 minutes, the composition of the vapor stream entering the column changes
('rmn Y6 ::: n.] kgn101 bCl1zcl1c/kgmol air to )'6 ::: 0.15 kgmol bCIlZcllc/kgrnol air. Usc the
MATLAB step function to find how the compositions of the liquid and vapor streams
(x() and )'1) leaving the COIUllll1 change with time. How do the transient responses for all of
the stage liquid compositions (XI through x:,,) diller?
step is used to solve the following equations
A x = A Ax + H Au
and
Ay
C Ax + D Au
where Lly is the output vector (deviation form). }'Ol' this problem, we consider x'j (COl1lPO~
sition of liquid leaving the bottom of the eolulTm) and)'1 (composition of the vapor stream
leaving the top of the column) as the outputs.
J)
matrices arc:
C~I 0
O.S
D~IOo
[y,x, tl
o o
o o
01
step(A,B,C,D,u.2)
where the 2 in the final column indicates that the second input is being step changed.
A comparison of 1<iguresM6.3 and M6A shows that the boHom composition
responds more quickly to the vapor feed change than the top vapor composition (VI)'
497
Step Responses
Sec. M6.4
0.07
;----~-_.-.
T-
...............
0.06
0.05
0.04
"',I
0.03
0.02
0.01
o
o
20
40
80
60
100
t(min)
10
makes physical sense, because the disturbance must propagate through six stages (from
the bottom to the lOp of the colmlln) to affect the top composition.
figure M6.5 shows that the magnitude of the change in stage composition is greatest on the bottom stage. Deviation variables (xi(l) ~ xi(O)) have been llsed for case of comparison. 'fhe relative "speed of response" is faster the closer a stage is to the bottom of
1.5
0-
ro
>
,.:
0.5
___J,
0
0
20
-j--
40
60
80
100
t(min)
498
Absorption
Module 6
0.07
0.06
0.05
0.04
'"ill'"
,,'
0.03
0.02
--------- _--..
~::-;;;;-~
0.01
0
20
40
60
80
100
'(min)
x/O))I
M6.4.2
At time t ;:;;;: 0, the composition of the liquid stream entering the column changes from
0.0 kgmol hCllzcne/kgmol inert oil to "j;:;;;: OJ)25 kgmol henzcnc/kgmoJ inert oil. Find
how the compositions of the liquid and vapor streams (.\:5 and .1'1) leaving the column
.\/~
0.8
0.6
'"
u
<ii
~
,,'
0.4
0.2
40
60
80
100
'(min)
----------------------~-~ .... .
--.........
Sec. M6.4
Step Responses
499
----,~-----
0.01
.--_.__ --_.
.....
~-~
0.008
0.006
'"~I
0.004
0.002
o
o
40
60
80
100
t(min)
change with time. How do the transient responses for all of the stage liquid compositions
(xl through .r() differ?
A comparison of Figures M6.7 and M6.8 shows that the bottom composition (x:J
responds more slowly to the liquid feed change than the top vapor composition (VI)' This
makes physical sense, because the disturbance Illust propagate through six stages (from
the lop to the bottom of the column) to affect the bottom composition.
0.014
0.012
0.01
0.008
0.006
0.004
0.002
0
'-
--'--
20
~_~~~____
L. _
40
60
80
100
t(min)
Absorption
500
Module 6
0.025
0.02
w
g'
0.015
175
>(I
0.01
0005
-----'------
20
60
40
80
100
t(min)
Fi'igure M6.9 shows that the magnitude of the change in stage composition is greatest 011 the top stage. Deviation variables (A)t) ~ xi(O have been used for case of comparison. The relative "speed of response" is faster the closer a stage is to the top of the
column, as shown in Figure M6.1O. Scaled deviation variahles (x,(I) - x,(O))/(x,(I = 150)
- x/O have been used for case of comparison.
0.8
'0
0.6
w
<ii
u
~I
0.4
0.2
100
t(min)
Sec. M6.5
M6.4.3
501
Unforced Behavior
The reader should lise the MATLAB function ss2tf to find the transfer functions relating each input to each stale (student exercise I). Show that the order of the numerator
polynomial gets smaller the farther that the state is from the input variable. Also, find the
zeros and poles for each transfer function and explain why the speed of response is faster
the closer a state is to the input, in terms of the trans!Cr functions.
M6.5
UNFORCED BEHAVIOR
Eigenvalue/eigenvector analysis can he Llsed to understand the effect of perturbations in
the initial conditions on the relative speeds of response. The eigenvalues span an order of
magnitude, from ~O.05 min- 1 to -0.6 min-I, as shown by the MATLAB command:
[V , d]
-~eig
(arnat)
cl
--0.59886127875258
-0.05113872124742
-0.32500000000000
-0.16688611699158
-0.48311388300842
The first eigenvalue is the fastest, while the second is the slowest. The first and second
eigenvectors arc associated with the fast and slow directions, respectively.
v
Columns 1 throuqh 4
-0.16931748198570
O. )"109'':';601705416
-0.54181594235423
0.59352962728666
-0.433452"15388338
-0.16931748198570
-0.37095601705416
-0.54181594235423
-0.59352962728666
-0.43345275388338
-0.314446"15225915
0.00000000000000
0.50311480361464
-0.00000000000000
-0.80498368578343
0.2"/472527472527
0.34750303957894
-0.00000000000000
-0.55600486332631
-0.70329670329670
Column ')
-0.27472527472528
0.34750303957894
0.00000000000000
-0.55600486332631
0.70329670329670
The reader should show (see student exercise 2) that the following perturbation in
initial condition:
502
Absorption
XII
0.1693
03710
05418
Module 6
0.025
O.s935
- OA335
yields it response tll,1! is u\'cr ten times faster than the follmving penurhation in inilial
condition:
o I m,
XII ~
IU710
0.5418
0.5935
OA335
'0.025
SUMMARY
In this module we developed a linear model for an absorption column and Llsed lhe
i\ilATLAB step fUllction to study the erfect or input composition changes. T'hc magnillilk
of composition change was greatest on the stages closest to the step input change, and the
"speed" of composition change, \v{\s faster on the stages closest to the step disturbance.
For example, for a step change in the vapor feed composition {\vhich enlers the bottom ()f
the column) the crfect was greatest (magnitude largest and speed fastest) Oil the compositions of the stages close to the bottom of the colunlll,
FURTHER READING
Ei1~
EXERCISES
I. Usc the t'vlATLAB function ss2 t: f to find the transfer functions rehlting each input
to each state. Show that the order of the numerator polynornial gels smaller the farthe I' that the state is from the input variable. Find thc zcros and P(lIeS for cach transfer functioll. Explain why the speed of response is faster the closer a state is to the
input- in terms of the transfer functions and the pole-zero values.
503
Appendix
2. Use the MATLAB initial function to show the effect of the "direction" of a
perturbation in initial condition. Use plots to compare the "fast" and "slow" <.lircctions.
APPENDIX: MATLAB
absorp~ex.m
absorp C'x. m
absorption example - Process Dynamics
% orginal version - 29 June 93
% (c) B. Wayne Bequette
% revised - 7 June 1997
96
5[,
% aeq
gas/liquid equil coeff
% ns :; : number of stages
% liq :; : liquid molar flowrate
% vap :; : vapor molar flowrate
% mholc1
liquid molar holdup per stage
% xfeed
liquid feed composition
% yfeed
vapor feed composition
%
% set parameters
n~3
liq
vap
.,
"
5;
80/60;
100/60;
mho1d - 2013;
xfeed
0;
yfeed
0.1;
aeq :; : 0.5;
amat
bmat
zeros(nS,ns)i
zeros(ns,2);
calculate ratios
-(liq+vap*aeq)/mhold;
Ivratio
lratio - liq/mhold;
vratio - vap*aeq/mholdi
amat(l,l)
amat(1,2)
lvratioi
vratio;
for i
2:ns-1;
- Iratio;
amat (i, i)
lvratio;
amat(i,i+l)
vratio;
end
amat(i,i~l)
arnat(ns,ns-l) - lratioi
Ivratioi
amat: (ns, ns)
504
Absorption
bmi'J.t(l,l)
:::: lratio;
bmat(ns,2)
%
vap/mhold;
'(;
Clni'\.t
zero:,:-; (2, n:::;) i
cmaL(l,Ils)
1;
cmat(2,l)
dmat
:::: aeq;
zo1'08(2,2);
'(,
[Y,x,L]=step(amat,bmat,cmaL,dmaL,2);
% actual step magnitude was 0.05
"-(I
y - y-kO.Ol:J;
:::: x-kO.O:)i
pause
~)
xl abel ( , L (mi n) , )
ylabeJ ( 'y_vap ')
pause
%
nt -
lC'nqth(t);
Module 6
Appendix
505
dmat~,
1) i
xl
xl*O.025;
%
%
pause
%
pause
ntl
Length (tl) ;
%
for i = l:ns;
xscalel (:, i)
end
xl ( : , i) Ixl (ntl, i) ;
%
plot(tl,xscalel, 'w')
xlabel ( 't (min) , )
ylabel ( 'x_scaled' )
ISOTHERMAL
CONTINUOUS STIRRED
TANK CHEMICAL REACTORS
MODULE
Find the statc-space and transfer function form of a linearized CSTR model at a particular steady-state
Show that steady-state gains calculated from the steady-state equations arc consistent with the transfer function gains
The major sections of the module arc:
M7.1
M7.1
Introduction
M7.2
M7.3
INTRODUCTION
Chemical reactors arc generally the most important unit operations in a chemical
Chemical reactors come in many forms, but two of the most common idealizations arc
continuous stirred tank reactor (CSTR) and the plug flow reactor (PFR). These two
serve as limiting hounds for the behavior of many operaling reactors. The CSTR is
506
Sec. M7.2
First~Order
507
Irreversible Reaction
CB
used in dynamic modeling studies, because it call be modeled as a lumped parameter system. A dynamic model of a plug flow reactor consists of partial differential equations
(also known as a distributed parameter system).
Consider the continuous stirred lank reactor shown in Figure M7.1. In this module
we will assume that the reactor is operating at a constant temperature (it is isothermal), so
we do not need an energy balance (and can also assume that the reaction rate parameters
are constant). In addition, we will assume that the volume is constant. The standard single
irreversible reaction system is presented in Section M7.2. The Van de Vusse reactor, a re~
action scheme with a number of interesting characteristics is presented in Section 1\17.3.
M7.2
:::::
kCA
Each mole of A reacted creates a mole of B, sO we have the following relationship for the
rate of formation of B:
molar rate of formation of B per unit volume:::::
M7.2.1
I"n:::::
kC;\
Our first step is to write the dynamic modeling equations for the reacting component, A:
rate of
(rate)
(rate)
(rate)
accumulation = in by flow - out by flow - out by reaction
dVC A
dt = F CA/- F C,l - V k C A
508
Module 7
F .
VeA(
which we can write as:
dC A
dt
M7.2.2
(M7.1)
It is natural to assume that there is no B in the fccdstrcam, which yields the following
modeling equation:
dVCJ3
tit
where again, k is the reaction rate constant. Since V is constant:
dC'/)
til
V Cli
+ Ie C,\
(M7.2)
The two dynamic modeling equations arc (M7.l) and (M7.2). Notice that the concentration of B docs not playa role in equation (M7.1), so equation (M?I) can be solved independently of (M7.2).
Before analyzing the dynamics of this system, it is important to understand the
steady-state behavior.
M7.2.3
Steady-State Behavior
Assume that FIV is the input variable of interest. In the reaction engineering literature F/V
is known as the "space velocity." Similarly, VIF is known as the "residence time" or
"space time," that is, the amount of time that it takes for the reactor volume to be "swept
out" by the flow. Equation (!'vI7.1) in steady-state form can be arranged to solve for the
steady-state concentration (here we lise the subscript s to indicate steady-state value):
Fs('
V ~Afl'
F
S
(M7.J)
_I k
V
Notice in (M7.3) that CAs is a monotonic function of F/V. As F/V gets large (-----t 00), then
CAs approaches C Als ' That is, the fluid is flowing so fast through the reactor thaI there is
no time for allY cOllversion of A to B. As FJV gels very small (-----t 0), then C A .I. approaches
0, indicating complete conversion to B. This makes sense hecauscf:./V:= 0 corresponds to
a batch reactor, and at steady~state we would expect complete conversion since we have
an irreversible reaction.
Sec. M7.2
509
The sleady~s[atc gain between the input P/V and the output (e A ) is simply the derivative of the output with respect to the input. l1'fom (M7.3) we find:
(M7.4)
We call also find the steady-state gain between the input ('.v) and the output ('A) from
(M7.3) by:
kV
dC/Is
(M75)
kV
+k
F,
DC(I/I'
Notice that we can rnakc a general plot of the solution of (M?3) by dividing by C"VI' to
find
F
kV
F
1
CA.JC~v:\,
kV
(M7.6)
0.8
0.6
0.4
0.2
0
0
10
kVIF
F(;ORE M7.2
Module 7
510
0.8
~
cJ
0.6
0.4
0.2
0
0
10
FlVk
FIGURE \\'17.3
or NkV.
This result is consistent with (M7.4).Wc will find the same results when using the
Laplace transfer function analysis.
Notice from Figure M7.3 that to react most of A we need a large volume/feed ratio
(residence time), which would require large vessels for a given nowratc. I'his indicates
that economics must he used to guide the reactor design, and a trade-off must be made between the capital cost of the reactor versus the operating cost (which includes the difference in values of the reactants and products). The residence time is also related to the
process time constant, which ultimately effects the quality of control that is possible.
Solving (M7.2) for Ihe sicady-siare value of Ii we find:
k CA~'
(M7.7)
17\.
V
(J)
I"
V
elf,
V t k
k CeVi'
I"
+k
(M7S)
I"
y
kV
CArs
511
Sec. M7.2
0.8
."
0.6
0.4
<J
0.2
0
0
10
F/kV
FIGURE M7.4
or reactor
f1owratc.
rtowing so fast through the reaclor that there is no time for any conversion of A to B. As
F/V gets very small (~) 0) then CBs approaches C~W' indicating complete conversion of
A to B (sec Figure M7.4). Notice that this figure is lIie mirror image ofFigurcM7.3.
M7.2.4
Dynamic Behavior
Xl
'\:2
er; -
C'IJ.\'
(M7.9a)
(M7.9b)
P -PI'
Il]
lt
z ::;:::
C'AI - C;1j~
(M7.9c)
(M7.9d)
The state space model (by linearizing (M7.1) and (M7.2) is then:
dX J
(M7.IOa)
ell
d''(2
(M7.IOb)
ell
or,
dx]
(M7. lOa)
ell
dX 1
ell
an
Xl
-+- an
X2
-+- b 2 !
llJ
(M7.IOb)
512
Module 7
!J"II"II
o '"
we can see that the eigenvalues of A arc simply (J I J and ([22 (the reader should show this).
Since the eigenvalues arc negative, the system is stahle.
Since dx1/dt is not a function of _:1: 2 , we find (from the Laplace transfonn of
(M7.IOa)):
(M7.lla)
which can be written in gain-time constant fortn as:
x,(s) .~
TI'"
+1
"I(S) +
TjS
1 ",(s)
(M7.llb)
where
k"
.\
"
k
F
( V'+ k
(M7.12)
'
a"
JI J
Ie
(~)( 2"'11,:)
(M713)
(M714)
Notice that k l2 is consistent with (M7.5). From (M7.1l) we sec that the process gain for
output I decreases as the llowratc increases. We sec that T[ is always less than the reactor
residence time from (M? J 2). Also notice that decreases as the reactor flowrate incrcases.
From (M7.14) wc sec that k J2 is always less than L
Taking the Laplace transform of (M7.lOa) and (M7.IOb), we find:
"ll)(S -
"n)
1/ (.1')
(.I' - "JI)(s - an)
Sec. M7.2
513
ky)
.1.) uIC') + (TIS + I )(~,s + I) 1l,(S)
where:
(M7.15)
(M7.16)
(M7.17)
kl)
h I2 {{:n
(M7.18)
(lll(ll1
Notice that Tn 0:::: 72' so there is pole-zero cancellation in gZI(s) and the transfer function becomes first-order. Also, since the eigenvalues are always negative (the time constants arc
always positive), the system is always stable.
M7.2.5
Numerical Example
/;
V
~.
0.2 min
0.2 min
-I
gmol
CAj, = 1.0 liter
clXll
cI/
- 0.4
clx,= 0.2
cit
II I I
UI
oO.2h
XI
O.S
O.21I
+ - O.S o 11., .1
The following figures compare responses of the nonlinear and linear systems
514
Module 7
0.515
A
0.51
0.505
0
0.5
0
0
0.495
0.49
0.485
10
15
20
time, min
.FIGURE M7.5
-= linear.
0.8
A
0.7
0.6
0
0.5
0.4
,,
0.3
0.2
0
10
15
20
time, min
FIGURE M7.6
= linear.
=:
nonlinear, dotted
First~Order Irreversible
Sec. M7.2
Reaction
515
0.8
---
----_.~----
0.6
0
c
0
0.4
0.2
A
0
0
10
15
20
time, min
FlGUREM7.7
dotted:;:;: Ii near.
M7.2.6
To determine the important directions for this system, we find the eigenvalues and eigenvectors of the A matrix: The slow eigenvalue is -0.2, which has the associated cigcnvcc~
tor ~l := I~J The fast eigenvalue is ~O.4 with an eigenvector ~2 = I_;::~;:::;:!. These results indicate that an initial perturbation in the second state variable (concentration of B) will
respond slowly, while an equal magnitude pertubation in both state variables will respond
twice as fast.
M7.2.7
We can make some interesting observations about the behavior of this simple system. We
notice that both reactor concentrations have first-order transfer functions with respect to
the dilution rate, FIV. 'l'he concentration of A is also first-order with respect to (~\fi but a
second-order transfer function relates eN to the concentration of B. The response of B to
a change in the feed composition of A is slower than the response of A for the same
change.
516
M7.3
Module 7
A
21\
--7
"
--7
--7
k2
"
This scheme was presented by Van de Vussc (1964). Engell and Klatt (1993) note that the
production of cyciopcntinol from cycJopcntadiene is based on such a reaction scheme,
where:
A ~ cyclopcnladdicnc
B : : : cyclopcntcnol
C:::::: cyclopcntancdio}
f) ::::::
dicyetopcl1tadicnc
In the following development, we assume that the feedstream contalI1s only componeIlt A.
M7.3.1
Modeling Equations
dV
dt
()
and
F =
F;
COMPONENT A BALANCE
The balance on Ais:
accumulation
d(VCA )
dt
Since V is constant:
d(CA )
dt
(M7.19)
Sec. M7.3
517
COMPONENT B BALANCE
Similarly, we can write:
d( ell)
(M7.20)
dl
COMPONENT C BALANCE
Also, for component C:
d(C e )
(M7.2! )
dl
COMPONENT 0 BALANCE
And component D:
d(Cu)
dl
(M7.22)
Look at equations (M7.!'!) through (M7.22). Notice that (M7.!'!) ami (M7.20) do not dc
pend on Cc or Cf). If we arc only concerned ahout CA and Cu' we only need to solve equations (M7.!9) and (M7.20).
d(CA)
(M7.!'!)
dl
d( ('ilL
(M7.20)
dl
Solving for the steady-slate for (M7.19), we find a quadratic equation in
v + k2
These results lead to the input/output curves presented in Figure M7.8.
C~h:
518
Module 7
.m
so
o
o
Fs1V,1/mJn
a. Concentration of A as function of the space velocity.
1.4
1.2
.&
~
<Ii
0
.0
0.4
0.2
0
0
FsIV, 1/min
b. Concentration of B as a function of the space velocity.
FIGURE M7.8
STATE-SPACE MODEL
Here we linearize the nonlinear modeling equations to find the
x=Ax+Bu
y = ex
statc~spacc form:
Sec. M7.3
519
where the state, input, and output vectors arc, jn deviation form:
CA --
C"'J
:0--;,,'
II
7~-1 C:
I.C B ~ C/J.I'
[G -~I
A
",en -
C:
AS
~ inplIt variable
= output variables
,')
C B.1,
The clements of the state-space A matrix arc found by: AU::::: ~t;/aXj
A lI
I2
_ elI;
elI
eli;
~ ;);2
21
eli;
22
aj;
- - - '---",C'-'
ax,
a(CA - CA ,)
a;;
y-k l -2k'(A'
_ eli; _
P;
~
I
-_) . .)(
)"
(XI
(C A - '(
A'
oC,1
_ aj; _ k
aX 2
,.,
ae"
ai;
il( C II - Cfi")
dC"
=
all
------ii
Dy
ili;
F
Dy
and the state-space model is:
= C Afl' -
CAs
520
Module 7
llcre we will consider several different steady-state <ipcrating points. Case 1 illustrates in
verse response behavior, while Case 2 does not. Case 3 will illustrate operation at the
maximum production point for compound B.
CASE 1
Consider a dilution rate of F/V = 4/7 min I, which is on the left side of the peak shown in
'igure M7.8b. The steady-state concentrations are:
mol
3 .
liter
lOS
94
CHI'
alOl
1.117 .
liter
AB
-2.4048
r 0.8333
"2.2381
7.00001
1.1170
C"
g2l(S)
which has a zero in the right-half plane:
zero
3.1472
1.1170
~"
2.8175
0.5848( 0.3549.1'
O.1858.l + 0.8627
+1
.I' +
CASE 2
Consider now the following dilution rate F.JV:::: 2.8744 min-- I , which is on the right side
of the peak in [<igure M7.8b. This yields the following operating conditions:
mol
C A , = 6.0870 .
hter
105
94
1.117
11101
liter
Sec. M7.3
521
[-5.7367
0.K333
~4.5411
9130
I-1.1170
3.
1
zero
= -
3.1472
,= - 2B175
1.1170
Notice that cases 1 and 2 arc based on the same concentration of component B. Also note
that case 1 has a right-half plane zero, while case 2 has a left-half plane zero of the same
magnitude. This means that case I exhihits inverse response, while case 2 does not. The
different types of behavior arc shown in the following figures. Figures M7.9 and M7.JO
arc characteristic of a system with a positive gain and inverse response (right-half plane
zero). I-'igure M7.9 shows that, for a small step change, the linear model is a good approximation to the nonlincar model. FigureM7.IO shows that the gain of the nonlinear model
is significantly lower than the linear model, when a largc step input is made.
Figures M7, 11 andM7 .12 are characteristic of a system with a negative gain. Figure M7.11 shows that, for a small stcp change, the linear model is a good approximation
1.123
linear
1.122
nonlinear
1.121
2
~
E
.0
0
1.12
1.119
1.118
1.117
1.116
time, min
FIGURE M7.9
ESCOLA D~ ENGENHARIA
BIBLIOTECA
522
Module 7
linear
.~
"o
E
.ci
,
)
nonlinear
I
I
time, min
FIGIJRE M7.10 Response to a large step change (doubling. from 4/7 to 8/7
min-- I ) in space velocity. Case 1 conditions.
to the nonlinear model. Figure M7.12 shows that the gain of the nonlinear model is lower
than the linear model, when a large step input is made.
It is interesting to note that all operating points to the left of the peak in the
input/output curvc-<Figurc M7.Rb) have right-half-plane zeros (inverse response) while all
operating points to the right of the peak do not.
1.1
1.1
1.114
;~
E
.ci
0
1.112
1.11
1.108
1.106
1.104
1.102
0
time, min
523
Sec. M7.3
1.2
1.1
E
.ci
0
0.9
nonlinear
,,
0.8
0.7
linear
time, min
FIGURE M7.12 Response to a large step change (doubling of space velocity), case 2 conditions.
F
-,
V
= 1.2921 min
C,,,
mol
= 4.4949 .
C", = 1.2660
lIter
3.6237
O.R333
--2.95RR
mol
liter
I ~:~~~{I) I
The transfer function relating input I and output 2 is:
g.'l(s)-
-- 1.2660 S
524
1.266
linear
Module 7
nonlinear
I
21.265 j
tf
1.265
1.264
time, min
FIGUREM7.13
point) conditions.
Notice that there is no steady-state change in the concentration of B Cor a small step
change in space velocity, as shown in Figure M7.13; this behavior is consistent with the
zero gain in the ,l;2J transfer function.
SUMMARY
Two example isothermal reactor systems were presented in this chapter. We noted that V/F
(residence lime; or equivalently, FlY, space velocity) is a common design parameter
chemical reactors. We noted that a first-order reaction system has a monotonic rela""""",
(no input or Olltput multiplicity) between output concentration and reactor nowrate.
lower reactor nowrate leads to a higher gain with respect to the concentration of A.
The Van de Vusse reactor had the interesting characteristics of input
and right-half plane zeros (inverse response). At the maximum in the concentration
nowrate curve the gain was zero.
Appendixes
525
There arc a Ilumber or good reaction engineering texts. Most of the emphasis of these
texts is on the stcady-stale behavior.
Fogler, H.S. (1992). Elements q{ Chemical Reacthm !-':ngineering, 2nd cd. Englewood Cliffs, NJ: Prentice-Hall.
l"roment, G.P., & K.B. Bischoff. (1990). Chetl/feal Reactor Analysis and Design,
2nd cd. New York: Wiley.
[,evcnspicl, O. (1972). Chemical Reaction/:;nghzeering, 2nd cd., New York: Wiley.
Smith, 1M. (1981). Chemical Engineering Kinetics, 3rd cd. New York: McGraw-Hill.
STUDENT EXERCISES
t. Consider the A
2. Consider the yan de Vusse reactor. Include C and J) as stale variables and write the
slale-space model. Find the transfer functions relating F/V and C c and CJ).
APPENDIXES
A1
funct~ion
%
%
vandss(kl,k2,k3,cafs) ;
25 july 94
(c) b.w. bequette
%
~6
%
%
%
%
%
cbs
cats
fsov
O;O.LIO;
fsov
cas
526
Module 7
%
-(k1 I fsov)/(2'k3);
casl
cas2 - sqrt ((k1+fsov) ,A2 + 4*k3*fsov "leafs) / (2*k3) ;
cas
casl + cas2 i
% cas - O.Ol*cas:cafs/100:O.80*cas;
%
%
[sov:::
A2
Van de Vusse Function File {vanmax.m} for Finding the "Peak" in the
Input/Output Curve
l'inding the maximum in the input/output curve for the Van de Vussc reaction:
Use [min
fmin( 'vanmax'
0,2)
25 july 94
()6
9"
r(~spect
to [soy for
9"
%
%
%
%
)8
fsov
~)
cas
%
%
cbs
cafs
;';
k1 - 5/6;
k2 ~ 5/3;
k3
1/6;
cafs
10;
fsov
%
%
casl
cas2
cas
casl + cas2;
%
cbs
cbsrnin
k1*cas/(fsov + k2);
- cbs;
527
Appendixes
AJ
%
%
%
6
modE:~l
dynamic
<[)
%
%
%
%
%
%
%
%
%
uS(-~
to
[tc,x]
states
- concentration of A
concentration of B
x(2)
time
t
x(l)
%
%
7>
fov
ca
cb
caf
dilution rate
concentration of a
concentration of b
feed concentrat::.ion of a
%
%
%
0,
-~>
(kl)
% 2A
~~>
(k2)
(k3)
kl
k2
k3
cat
%
%
%
%
5/6;
5/3;
1/6;
10;
xl]) ;
x(2) ;
%
%
%
modelin~J
equations
528
A4
al
-2.4048
0.8333
[vl,dl]
a
-2.2381
eig(al)
vI
()
1.0000
0.1962
-0.9806
d1 2.2381
o
-2.4048
,,~j.'l367
a2
0;.8333
cl2
~).'j367
0.8333
-4.54111
~4.5411
[v2,d2]= eig(a2)
v2
1.0000
0.8204
-0.5718
d2
-4.5411
",13
-::i.7367
a3 -3.6237
0.8333
[v3.d3]
v3 -
a
-2.9588
- eig(a3)
a
1.0000
0.6237
-0.7817
c13 -
-2.
9~:i88
a
-3.6237
Module 7
BIOCHEMICAL REACTORS
MODULE
two~statc
biochemical reactor
Find the numher of steady-state solutions and to determine the stability of each
steady-stale
The Inajor sections of this module arc:
MS.I
M8.1
Background
l~quatiolls
MS.2
Modeling
MS.3
Steady-state Solution
MS.4
MS.)
Linearization
MS.6
Phase-plane Analysis
MS.7
MS.S
Bifurcation Behavior
Dynamic Behavior
BACKGROUND
Biochemical reactors arc used to produce a large number of intermediate and final procl~
ucts, including pharmaceuticals, food, and beverages. Biochemical reactor models arc
similar to chemical reactor models, since the same type of material balances are per-
529
530
Biochemical Reactors
Module 8
.-
X1l
x"
X,
F
x2
X,
FIGUH.E MS.l
X2
Biochemical reactor.
formed. In the simplest reaclor we consider two components: biomass and substrate. The
biomass consists of cells that consume the substrate. Onc exmnplc would be a wastewater
treatment system, where the biomass is lIsed to "cat" waste chemicals (substrate). Another
example is fermentation, where cells consuille sugar and produce alcohol.
Consider the schematic of a biochemical reactor shown in Figure Mg.l.
In this module we aSSlllllC that the reactor is perfectly mixed and that the volume is
constant. We usc the following notation:
Xl
mass of cells
= biomass concentration
X2 =
volume
mass of substrate
substrate concentration
1'1
"2
-_'::0
volume
mass ofc~II~_g?ncrated
vol lImc -time
F = volumetric f10wrate
volume- time
-= volume/timc
Now we can write the material btdances to describe the behavior of this systell1.
M8.2
MODELING EQUATIONS
The dynamic model is developed by writing material balances on the biomass (cells) and
the substrate (feed source for the cells). Biomass grows by reeding on the substrate.
M8.2.1
dVx,
dl
,= ['\1/ - fit,
VI',
(MS.I)
Sec. M8.2
Modeling Equations
531
where ,x lf is the concentration of biomass in the feed stream and F is the volumetric
flowratc.
M8.2.2
dVx,
dt ,
=~
consumption
l'x)
.} ~ [-<x".. - Vr.,
(M8.2)
M8.2.3
The reaction ratc (mass of cells generatedlvolume time) is nonnally written in the following form:
r1
:::::
(M83)
fL<t 1.
where /.L is the specific growth rate coefficient. We can think of /-l as being sitnilar (0 a
first-order reaction rate constant; however, jJ. is not constanl--it is a fUllction of the substrate concentration as shown in Section M8.2.6. The units of /L arc time- I ,
M8.2.4
Yield
There is a relationship between the rate of generation of biomass and the rate of COnS1l1l1p~
tion of substrate. Define Yas the yield, that is, the mass of cells produced per mass of substrate consumed:
y~
1',
(M8A)
(M8.5)
and substituting (M8.3) into (M8.5). we find:
r
= P'~~J
M8.2.5
Dilution Rate
Assuming a constant volume reactor, we can write (M8. J) and (M8.2) as:
(M8.6)
532
Biochemical Reactors
dX I
dl
F
V
Module 8
(MS.7)
Xjf -
VX2f-
XZ - r2
(MS.S)
Defining F/Vas D, the dilution rate, and using the rate expressions in (MS.J) and (M8.6),
we find:
dX I
(MS.9)
dl
dx]
dl
D x_21 - D..~tJ
.\,.
y
(MS.IO)
Generally, it is assumed that there is no biomass in the fecd stream, so xlJ':::;: O. The bioreactor modeling equations arc then norrnally written in the following form:
dX 1
dl
(MS.II)
(MS.12)
The dilution rate (D) is the same as the space velocity in the chemical reaction engineering literature. It is also the inver,",c of the reactor re.,;idence time and has units of time-- l .
The expressions for jJ- (specific growth rate) are developed in the following section.
M8.2.6
The growth rate coefficient is usually not constant. A numbcr of functional relationships
hetween the growth rate coefficient: and substrate concentration have been developed. The
lllost common are (i) MOJ/od and (ii) Substrate inhibition.
MONaD
The growth rate coefficient oftcn varies in a hyperholic fashion. The following forin
was proposed by MOl1od in 1942. Notice that jJ- is first-order at low x2 and zcro order at
high x2'
(MS.I3)
Notice lhat
jJ-
is firsl-order at low x 2 and zero order at: high x 2 . That is, when x2 is low:
Sec. M8.2
Modeling Equations
533
/LY 1
this lncans that the Monod description is similar to a second-order (bimolecular) reaction
when x 2 is low, since
r
~_.
!Lilla;; Xl
[~quation (MB.l3) is the same form as the Langmuir (u.Jsorption isotherm and the sl2uHJ;Jrd
rate equation for enzyme-catalyzed reactions with a single substrate (Michaclis-l'viclllC'1l
kinetics).
SUBSTRATE INHIBITION
Sometimes the growth ra.le coefficient increases at low substrate concentration. but decreases at high substrate concentratioll. The physical reason may be that the suhstrate has
a toxic effect on the biomass cells at a higher concentration. This effect is called suhstrate
inhibition and is represented by the t()llowing cquation:
0.6
Monad
0.5
0.4
03
0.2
0.1
0
0
x2
FIGURE IV18.2
growth rate.
Biochemical Reactors
534
Module 8
MOllOd
0.53 hr l
0.12 g/litcr
fL max
0.53 hI
kill
0.12 g/Jitcr
0.4545 litcr/g
k,
0.4
4.0 g/Iitcr
fL~
0.4
4.0 g/li'c!
kill + x 2
+ 1<1
(MBI4)
M8.3
STEADYSTATE SOLUTION
In this section, the MATLAB function fsolve will be used to solve for the steady-slate
values or the biomass and substrale concentrations. The nUlllerical values used in our silll~
ulations are shown in Table MR.I.
We \vill study the following cases:
Case 1. Medium Dilution Rate, 1\::::: 0.3 hr"
Case 2. Low Dilution Rale, D s ::::: 0.15 he l
Case 3. High Dilution Rate, D, ~ 0.45 he'
EXAM PI ,E MS. I
0.3)
The function file bio ss. m (Appendix 1) is set for Case! (D =: 0.3) and Ihe sub.'ilrale inhibition model (kl -co 0.4545). The l'vfATLAB function fsolve is used to solve for the steady-slatc
values by entering tbe following in the comfnand window (with an initial guess of x (1) =: 1
andx(2)
1):
0;:
X =
f~301ve(
'bio
)3~:;'
,[1;1])
Sec. M8.4
Dynamic Behavior
535
=
O.99 tj1
1.5122
Different initial guesses resuil in two other solutions for the substrate inhibition model. Also. the
MOJlod model has two steady-slate solutions. "fhe reader should find the following results using
[sol vc and bio_s~;, m, by entering different initial guesses.
0
'b = 1.5374
Xis::;;:
X2s::::;
4.0
x 2s :;:;:;
0./565
Equilibrium 2
EquilibriullI J
0
0.9951
.\1.1-:;;;' 1.5302
X
Is
:=
Xis;;;::
X21::::;
4.0
.1 2.1'::::;1.5123
'2, = 0.1745
Notice that EC]uilibriUl,11 3 on the Sf model is ahnosl identical to Equilibrium 2 for the
Monad model. In this section we have discussed case 1 results (D :;:: 0.3) only. Cases 2
and 3 will be discussed in Section M8.?
In the next section we will analyze the dynamic behavior of this systeln, and in Section MS.7 we will show how multiple steady-state solutions arise.
M8.4
DYNAMIC BEHAVIOR
In the previous section we found that the Monod and substrate inhibition models had t\V()
and three steady-state solutions, respcctively, for the Case 1 paramcler values. In this section we perform simulations or the dynamic behavior of this system. A function file
named bio. m is shown in Appendix 2.
M8.4.1
'rhe initial simulation is with the substrate inhibition parameters under Case I conditions
0.3). The simulations for two different initial conditions arc shown ill f,'igurc M8.3.
(D:;::
,,[tl,xlJ
"
536
Biochemical Reactors
Module 8
a
a
10
15
20
25
30
25
30
time
"I
~---,
10
15
.... -
20
time
FIGlJIU~ iVI8.J
0:;;:
[0.75,2]
(dashed),
Although both initial conditions arc reasonably close to the Equilibriufll 2 solution
found in section 3, one simulation converges to Equilibriulll I (dashed line) while the
other converges to Equilibriulll :3 (solid line). We find in the next section that F~quiJih
rillm 2is unstable: Furtber simulations will be performed and analyzed in the phasc-
M8.5
LINEARIZATION
In this section we find the linear state-space and transfer function models. So that there is
no confusion in notation, we will usc the following fonn:
i
y
Az+BII
~
Cz
where:
21 =
x 2s
f) -
D,
x 2I --
Xl/i-
II,
il Z
XI-XIs
2 2 = Xl ccc
Sec. M8.5
Linearization
537
where it is assumed that both states are output.s. The notation tL,; is used in the A matrix to
represent the derivative of growth rate with respect to substrate concentration, evaluated
at steady-state:
aILs
rb: 2s
For the MOl/od model:
dr<,
(}X;:'I
IJomaJ(m
(kill
(MS. IS)
+ x::"J 2
V'11HI_~~~h (1
dX 2s
(kllJ + x 2.\"
P-_I~l,!X (km +
~1~J__' (2s)
+- {(I-ttY
(MS.16)
~ klxI,)
1-
M8.5.1
k 1-'-2.1
,_')2
Here we analyze the substrate inhibition model under Case I conditions. A MATLAB
m-file, bio..._jac.m (Appendix 1), is used to generate the A matrix and the eigenvectors
and eigenvalues.
EQUILIBRIUM POINT 1
The sleady-slale value (seclion 3) is (x".x,) = (0,4).
The following command is entered:
(jac, evec, lambda]
a i 4]
538
Biochemical Reactors
Module 8
where j ac is the Jacobian (A matrix), evec is the eigenvector matrix and lambda arc
the eigenvalues.
jac :; :;
-0.1139
-0.4652
evec ;::;;
1.0000
o
-0.3000
0.3714
-0.9285
lambda ~
-0.3000
o
-0.1139
so,
~ r.~O.1l39
~0.4652
"j
~ ~O.3
"2
~ ~ 0.1139
- OU.300]
~j ~ [~]
"
0.3714 "I
~2 ~-O.9285
I
Since both eigenvalues are negative, the system is stahle at equilibrium point 1, verifying
the simulation results shown in Section M8A.
EQUILIBRIUM POINT 2
The steady-state value is (xb,x,)
[jac,evec, lambda]
jac :; :;
0.0000
-0.7500
-0.0679
-0.1302
evec ;: ;
0.3714
-0.9285
0.2209
0.9753
lambda ~
0.1698
bio~jac([0.9951;1.5122])
o
-0.3000
539
Phase~Plane Analysis
Sec. M8.6
EQUILIBRIUM POINT 3
The steady-state is (x b ,x2,) = (1.5302,0.1746).
[jac,evec,lambda] =
jac
bio~jac([1.5302;0.1746])
:::0
0.0000
-0.7500
evec
0.9048
-2.5619
=:::
0.9492
-0.3147
-0.3714
0.9285
lambda =
-0.3000
o
-2.2619
M8.6
PHASE-PLANE ANALYSIS
The m-filc bio~phas_gen.m (Appendix 2) was llsed to generate the following phaseplane plot for the substrate inhibition model under Case I conditions (sec Figure M8.4).
Notice that all initial conditions converge to either the washout steady-state (trivial solu-
2
o
1 -
o
o
0.2
0.4
0.6
1.2
0.8
1.4
1.6
x1
FiG-URE M8.4 Phase-plane plot for suhstrate inhihitioll model, Case I conditions (x:;;:: stable steady-state, 0 = unstable steady-state).
Biochemical Reactors
540
Module 8
These results arc consistent with the stability analysis of Section M8.).
A phase-plane plot for the Monad model was shown in Chapter 13.
MS.7
o=
o=
(fL,
OJ x"
f).I' (.t2j.i' -
x 2.1,)
(MH.I7I
---.y.-fLx"
(MHIHI
M8.7.1
Washout Condition
l:;'rorn (M8.I?) and (M8.IS) we can immediately sec one solution, llslli111y called llw trivial
solution.
x"
x2_~
0
=
(MHIl)1
X2{I'
This is also known as the washout condition, since the reactor concentrations arc equal to
the feed concentrations; that is, there is no "reaction." Since there is no biomass in the
feed stream, then there is no biomass in the reactor under these conditions; all of the cells
have been "washed out" of the reactor.
M8.7,2
Nontrivial Solutions
fL., = D,
which indicates that the specific growth rate is equal to the dilution rate, at steady-state.
From (MH.IH) we find thai:
(ivlH.211
(M8.22J
"'This section contains a detailed analysis which the reader may wish to skip on a first reading.
Sec. MS.7
541
We can solve for x 2s ' by llsing the relationship for IJ. s as a function of x 2s (either Monod or
substrate inhibition), since we kllow that IJ.- s =- D s (from (M8.20. Let !J..Jx2.\') represent
this general functionality. Then, we tHust solve:
"(c)D
rs - 2.\
S
(M8.2.1)
for x 2s ' then substitute this value into (M8.22) to solve for .1: 1.1" The specific cases of
Monoc! and substrate inhibition arc shown in the subsections below.
MONOD
From (MS.13), the dilution rate at steady-state is
I-LJ!laxXh'
kllJ + x 2s
(M8.24)
k ll!_ D.
I,
iJ-max --
D,,_
(M8.26)
For (M8.26) to be feasible, we note that D,I' < /L ma :c Actually, there is a more rigid requirement than that. 1'1'0111 (M8.22) we note that the highest value thal x2.1' can be is x 2f.i' otherwise Xis will he less than zero. Thc maximum /).1' in reality is thcn f.1,Jx 2 ,..,J, (Jr (from
(M8.22), letting x2s ;;::; x 2JJ:
.
ILJn'IX ..\:2D:
kill
(Mollod)
+ x2(\'
(M8.27)
We also see from (M8.26) that there is a single solution for x2.\' as a function of D,I. 'rhis
means that there is a total of two steady-state solutions for the Monod model, since there
is also the washout (trivial) steady-state.
SUBSTRATE INHIBITION
We found in the previous subsection that there are two possible steady-stales for the
Monod model, for a given dilution rate. [11 this subsection we find the number or possible
steady-states for the substrate inhibition mode1.
From (M8.14) at steady-state:
/-Lmilx
j..L.\'
kill
+ x2. +
1,
ESCOLA Dc E~:C;'!I'li\IW\
BIBLlQI60/\
k JX~.I'
(M8.28)
542
Biochemical Reactors
Module 8
k,xl, +
(I - fL'''",)
x"
J.Ls
+ k",
~0
(M8.2'J)
()
(M8.30)
, , +
{(lXiI'
(1
fL"'''')
,,-,
D,
+ I(m
X 21' -
Since (M8.30) is a quadratic equation, there will he two solutions for x2S" This means that
there arc three stcady~state solutions for substrate inhibition, since there is also the
washout (trivial) steady-state.
We sec from (M8.30) that for positive values of X2s the coefficient multiplying x 2.\
must be negative. The implication is that l.1 max must be greater than D s (the same result as
the Monod equation). This implication can be seen more clearly frolll the solution of the
quadratic formula for (M8.30):
_ fL"'''')'
_ 4k I k
D,
III
2k,
(M8.31)
k
( 1 _fL""")'
D, > 4k 11/1
(M8.32)
(M833)
and
Because of (M8.33), \vc know that the tefm inside the hrackets in (M8.32) is negative. For
(M8.J2) to be satisfied, then we know:
<
( 1 _ fL'''''')
lJ,
V4k 1/11
k
(M8.34)
_J-ll.!!<lX
+ 2'v(,:k
1\ 1/11
(substrate inhibition)
(M8.3S)
We could have found the samc result from viewing Figure M8.2. Notice that there is
a peak in the J..Ls curve, and again recall lhat D.I , ;::;: f.L r The steady-Slate dilution rate, D s
canuot be abovc the peak in the x2s versus J..Ls curve. We can find the peak by finding
ilfL,Idx2' ~ n. From (M8.16):
d/-1 s
dX 2s
(M8.36)
Sec. M8.7
543
ik;"
l 1
\X
(MS.3S)
km +
!em
+ 1 +- k m
'"
fL.,
~I
__ }l..l!1~1-"' __
(MS.3,)
+ 2 VX,k,,,
D,
1+2'r.
-;Vk
kl/(m
M8.7,3
(MS. I')
kI/lD,\.
(MS.26)
f.Lm<lx - '[)",
Y (x 2I, - -"')
with the requirement that D s < IJ. max 'Y~f.Jklll + x~/.i' (that is D.I, < f.L.lr2j.J)
(MS.22)
544
Biochemical Reactors
1(
\ .1 _ D
Module 8
\1 1(/II
2/(,
(M8.31)
x"
CC"
Y (X 2!, - x,,)
(M8.2S)
(MX.32)
M8. 7.4
The stability of each steady-stale solution is determined from the eigenvalues of the Jacobian matrix (matrix A in the state-space form), For a two-state system we know that the
eigenvalues are found by:
X' - lr(A) X + del(A) ~ ()
dCl(Al- A)
(M8AO)
j::"wm Chapter 13 we know that the following conditions mllst be satisfied for stability of a
second-order system:
lr(il) < 0
del(A) > 0
(MXAI)
(MXA2)
That is, the eigenvalues (A) will be negative if conditions (M8.41) and (M8.42) arc satisfied. The Jacobian of the biorcactor modeling equations (M8.11 andM8.12) is:
A C"
[1:'.' - D,
x "I:':
y,),"
,- f)" _ ..lJv'r
,I
-ij;
(M8A3)
where we have used the notation /-L,; to represent the derivative of growth rate with respect to substrate concenlration, evaluated al steady-stale:
i!/-L,\
(M8A4)
c)x:2y
,c
(I:' - D) _
"
.,
J) _ I:';x"
.\
.\
.\
.'
/L;
x,,) + X,dL;I:',
Y
(M8A5)
(MXA6)
We will usc (M8AS). (M8A6), and the eouditions shown in (M8AI) and (M8A2) 10 dctermine the stability of each steady-state.
Sec. MS.7
545
fL,-D,-D,<O
(MXA7)
(MXAX)
D > P'.I'
.\
2
(MXA9)
D s ::> /-Ls
(MX.50)
Notice that f..L s is evaluated at the substrate feed concentration for the washollt condition.
Perhaps the expression I-L,lx2/) should be llsed to designate this relationship. Comparing
(M8.49) and (MS.50), we sec that (MS.50) is the more rigorous requirement for stability
of the washout steady-state.
'fhe growth rate expression for Monod kinetics is:
(MX.51)
Notice that IJ-.lr 2j:) is simply a shorthand expression for the specific growth rate evaluated
at the suhstrate feed concentration. We must use (MS.50) along with either (M8.51) or
(MS.52) to determinc the stability or the washout steady~state. Notice that the washout
steady~state will only bc stable if D.I , is high enough. Wc can think of D.I , as a dynamic bi~
rurcation parameter, becausc the stability of the washout steady-state will depcnd on the
valuc of the dilution ratc.
546
Biochemical Reactors
Module 8
From (MS.50)
NONTRIVIAL
STEADY~STATES
For the nontrivial steady-states, D s = fL.\.. The stability requirerncnts for the nontrivial
steady-states arc then:
II f
t:
- D _~\~L>:
<0
(MS57)
and (MS.58)
rcdu~c
fL.: > 0
(MS. 59)
for slability.
(k m + x 2 \)-
From (MS.24):
(MS.60)
We see ilnmediatcly that fL,: is always positive for the Monod model at the nontrivial steady-state; therefore, the nontrivial steady-state is always stable. Recall that
D.\. < fL.1.(X2!1.) for a nontrivial steady-state solution.
f.<
~_!lF1X _(k'II=!~J~~3,~:2. _
(MS.61 )
Sec. MS.7
547
The x2s that is on the left side of the peak, and is therefore slable, is (from (MS.31:
21<,
The x 2s that is on the right side of the peak, and is therefore unvtahle, is (from (MS.31 :
X2~
M8.7.5
_fLO'
D ' ' )' _41< I<
L
.,
III
(M8.63)
nontrivial
Equilibrium I-washout
Equilibrium 2-nontrivial
0
= 1.5374
Xis::::::
xl.>
X2,1':::::
4.0
x,., = 0.1565
unstable
stable
Substrate Inhibition
Equilibrium i-washout
Equilibrium 2-l1ol1trivial
Equilibrium 3-nontrivial
M8.7.6
.t Is =0
X2,
xL, = 0.9951
x2,
x2,
xl.>
= 1.5302
= 4.0
= 1.5123
0.1745
stable
unstable (saddle point)
stahle
Case 2
For a steady-state dilution rate of D.).::::: 0.15, the reader should find the following results:
Monod
Equilibrium
Equilihrium
l~washout
XLI'
L~nontrivial
Xli =
= 4.0
= 0.0474
=0
1.5811
X2.\'
=0
= -0.6104
= 1.5809
X2.\':::;:
x"
unstable
stable
Snbstrate Inhihition
Equilibrium I-~washout
Equilihrium 2~nontrivial
Equilibrium 3-nontrivial
XL,
Xli
XL,
4,0
x2, = 5.5261
= 0,()478
x"
unstable
not feasible
stahle
548
M8.7.7
r'or a
Module 8
Biochemical Reactors
Case3
steady~statc
dilution rate of D s
:::::
Mouod
Equilibrium l~~washout
Equilibriulll 2-nontrivial
StC;:HJy~state
XIs::::
x",~2.0114
X2, ~
xl.,
4.0
~ ~ I J)286
stable
not feasible
Substrate Inhihition
EquilihriuI11 l,,--,washout
Equilibrium 2-11ontl"ivial
Equilibrium 3-nontrivial
XIs:::::
x'" ~ 4.13 -
0.20j
x,-,~4.13 +0.2(lj
X2., ~
4.0
-0.13 + 0.50j
x,., ~ -0.13 - 0.50j
x2,
stable
not feasible
not feasible
The second and third steady-states (Irc not feasible because the concentrations for both the
biomass and the StJbslratc are complex.
There <Irc some vcry interesting changes ill the dynamic behavior of these lnodcls as
we vary the dilution rate (again, we can think of dilution rate as a bifurcation parameter).
Let us discuss this in order of the lowest dilution rate to the highest dilution rate.
Sec M8.8
549
Bifurcation Behavior
M8.8
BIFURCATION BEHAVIOR
The conditions for stahility developed in Section MS.7 can be used to develop stcadystate input-output diagrams for the numerical example presented in the previous sections.
M8.8.1
The diagram for the Monod model is shown in Figure M8.5. As calculated, the Monod
model has two steady-states for dilution rates that arc less than the specific growth rate
under the Iced conditions, D.I, < l-L.Jx2J-). The nontrivial steady-state is stable under those
conditions, while the washout steady-slate is unstable. For Ds > fL/:t2f.J there is a single
'
steady-stale, lhe washoul steady-state, and it is stable.
M8.8.2
The diagram for the substrate inhibition model is shown in Figure M8.6. At low dilution rates, where D s < fL,JX 2f.i.) , there are two steady-slales (like the Monod model). The
nontrivial steady-slate is stable under those conditions, while the washout steady~_~t~~!C
is unstable. Por tbe intermediate dilution rate range, 1J-./or2j) < D s < /--L rna Jl + 2Vk 1k/ll'
Monad Model
5
unstable
stable
4r----------------....--j
3
o-------~
o
0.1
0.2
0.3
0.4
0.5
dilution rate
FIGURE M8.5
0.6
550
Biochemical Reactors
Module 8
stablo
\
,,
,,
'\. unstable
" "0'Lo
stable
0.1
0.2
"-
.->
0.3
dilution
FIGUHE M8.6
"-
Inplll~outpnt diagram
0.4
0.5
0.6
rate
there arc three stcady~statcs. Two of these arc stable, while one is unstable. The stable
steady-slate that is attained will depend upon the initial conditions of the concentra~
lions, or on the way that the process is started lip. When the dilution rate meets the condition that D,I_ > f.1.Jx 2j ), there is a single steady-state, the washout steady-state, and it is
stable.
M8.8.3
It is interesting to note that the way that the biorcactor is started up will determine the
steady-state concentrations that the reactor achieves.L,ook at Figllre M8.6. NotiC\.,~ that if
we start at a very low dilution rate we will have only one stable steady-state, so the reactor
IIltl:;;! operate at that condition. If we slowly increasc tJ.l~~tilution ratc, we relnain on the
lowcr curve of r'igure M8.6. When V,I' > ~ll1a/1 + XVk1kl/i (1\ : ;: 0.36126 for this example), the stable solution suddenly "leaps" to the upper stahle steady~state (washout cOIl(Ii~
tions). As we increase Ds Luther, we remain on the washout curve.
Now, assume that we arc starting out at a high dilution rate along the upper curve,
the washout conditions. As we slowly decrease the dilution rate, we remain on the
washout curve until D,I' ::::: ~,Jx2Jj')' which is D,I' ::::: 0,186] for this example. The stahle
steady-state then "jumps" down to the lower curve. As we continue to deCl'case the dilution rate further. we remain on thc lower curve.
The type of behavior shown in Figure M8.6 is known as hysteresis and is exhibited
by a number of processes, including exothermic chemical reactors and valves that "stick."
The chemical reactor example is discussed further in Module 9,
The student should be able to show how the phase-plane behavior changes as a
function of dilution rate, for the example shown in Figure M8.6.
551
Student Exercises
SUMMARY
The modeling equations for a biochemical reactor were developed for Monod and sub~
strate inhibition kinetics. We found that the Monod lnodel normally has two stcady~state
solutions, while the substrate inhibition model normally has three steady-state solutions.
At low dilution rates the substrate inhibition model behaves similarly to the Monod
mode], with a single stable steady~state. Washout will not be a problem at the low dilution
rates.
At medium dilution rates the substrate inhibition model behaves quite differently
from the Monod model. Depending on the initial conditions, the reactor will either con~
verge to a high conversion or to washout conditions for the substrate inhibition model. II
has not been discussed thus far, but if we wish to operate at an intermediate (unstable)
conversion level, then feedback control must be llsed. Notice that the Monod model still
has only one stable point, and there is no danger of wash-out.
At high dilution rates, both reactor models have only one feasible solution--washout. The flow is simply too high (residence tinle too low) for any cell growth.
FURTHER READING
An excellent source for an introduction to biochemical engineering is:
Bailey, .I.E., & D.F, Ollis. (1986), Biochemical Engineering Fundarnentals, 2nd ed,
New York: McGraw-Hill.
STUDENT EXERCISES
1. In this module we developed the modeling equations assuming that no biomass is
fed to the reactor, Analyze the system studied for the case where the biomass feed
concentration is 2.5% of the substrate feed concentration (so xII::::: 0.1 for the numerical values used ill this module).
Is there still the possibility of a washout steady-state?
2. Modify bio, phas_gen.rn and bio.rn to perform a phase-plane analysis for
cases 2 and 3 with the substrate inhibition model.
3. Data for specific growth rate coefficient as a function substrate concentration for a
biochemical reactor are shown below:
fh, hrA-1
0.1
0.38
0.54
0.25
Biochemical Reactors
552
0.5
0.75
I
1.5
3
5
Module 8
0.63
0.66
0.68
0.70
0.73
0.74
eqlla~
dX I
lit
lil
where the specific growth rate is a function of both the biomass concentration and
the product concentration:
Appendixes
553
Variable
Value
Variable
0.4 gig
f'
0.2 hr-]
50 g/liter
0.04545Iitcr/g
0.202 hI'
5 glliter
"!J.
Pm
k,
IJ
-"1'-2
Value
2.2 gIg
max
kill
x21
xJ
J.-:;
OAg lu-- J
1.2 g/litcr
20 gil iter
6 gIl iter
19.14 g/liter
Compare and contrast this rnode! with that of the two-state model with substrate
inhibition kinetics presented in this module.
h. Verify that the steady-state values for Xl' x 2 , and x] presented in the table above
are correct. For a steady-state input of f):::;: 0.202 (and all of the other parameters
constant), arc there (my additional solutions for the states (for example, the trivial solution?). Analyze the stability of all steady~state solutions obtained.
c. Perform dynamic simulations of the nonlinear model, with step changes of
10(#) in the dilution rate. Discuss the resuIts or your step changes (Le., docs an
increase or ~lecrease in f) have a greater effect on the biomass concentralion?).
Compare your results with linear simulations.
H.
APPENDIXES
function f :::,
bio~ss
(x)
% b.w. bequette
% (e)
16 Nov 92
% revised 18 July 96
%
IThis model is from Chapter 4 of the following Illonograph:Henson, M.A., & D.E. Seborg
(cd.). (1997). Nonlinear Process Conlrol. Upper Saddle River, NJ: Prentice-Hall.
Biochemical Reactors
554
Module 8
% x(l)
~8 x (2)
%
substrate
% biomass
CI,
% y
96 mu
'l, mumax
~f, km
"6 kl
'r, sf
kl : : : () for Monod)
'?6
zeros (2, 1) ;
parameter values
D ~ 0.3;
mumax 0:: 0.53;
Y ~ 0.4;
km
0.12;
sf
4.0;
kl
0.4545;
%
InU
mumax k x(2)/(km+x(2)+kl*x(2)*x(2));
90
%
%
steady-state equations
[solve varies xll) and x(2)
f(l)
f(2)
(mu
to drive f(l)
and f(2)
to Zero
D)*x(l);
555
Appendixes
%
% x(l)
't x(2}
biomass
substrate
q.
"
90
%
%
%
%
zeros(2,1);
param(~t~(,~r
values
D O . 3;
mumax
0.53;
Y = 0.4;
km
0.12;
sf - 4.0;
kl
%
%
0.4545;
1-s
90
{mu
D)'x(l);
(sI
x(2))*0 - mu*x(l)jY;
:6
'A b.w. bequett.e
'6 (e) 19 July 96
%
Biochemical Reactors
556
Module 8
[0.9951];
[1.5122];
xls
x2 s
[0;1.'j302J;
[4; 0 . 1'146] ;
hold on
%
to 5
(every 1.25)
xlinit
x2 ini t
xlinita
x2 lni ta
[0.1 0.45 0.8 1.15 1.5 0.1 0.45 0.8 1.15 1.5];
[0
0
0
0
0
5
5
5
5
5] ;
[1.5
1.5 1.5
0.1
0.1
O.lJ;
[1.25 2. 5 3.75 1.25 2. 5 3.75] i
% ncol
[mrow,ncol]
size(xO)
for i
;:c.
1:nc01;
%
[t,xJ
"ode45('bio',0,30,[xO(:,i)]);
'w' )
%
end
%
xlabel ( . xl ' )
ylabel ('x2')
hold off
______________.L
!
Appendixes
557
= A2 - (r(A)A + dc(A) = 0
del(A/- A)
(MXAO)
(MXA5)
(MXA6)
For the nontrivial solution,
11-.1'':;:::: f),I':
(r(A) c= -D, -
11-,;'X 1,1'
(MX.AI)
X Is 11-,~. 11-.1'.
(cl
I (A) ,-
(MX.A2)
A-
(MX.A3)
(MX.A4)
(MX.A5)
A=
x';:r
2
y
A=
~(=;L, -
(I~'_
(MX.A7)
x'p:)
(MX.AX)
558
Biochemical Reactors
A.[ = --/1-)'
and
Module 8
(MX.A9)
and since /1-.1' ::::: D,I" we are assured that one pole will always he negative. The second root
will only be positive if /1-.: is negative. Since /1-.: is positive for the Monod model, the
nontrivial solution is stahle as long as the solution is feasible (D.I, < /1-./x2f~.)). The fL; can
be either positive or negative for the substrate inhibition model, so a J1()[]trivial slcadystate may either be slable or unstable.
DIABATIC CONTINUOUS
STIRRED TANK REACTORS
MODULE
The purpose of this module. is to understand the steady-state and dynamic behavior of
jacketed continuous stirred tank reactors (CSI'Rs), also referred to as diabatic CSTRs.
After reviewing this rnodulc the student should be able 10
Understand the assumptions made in developing the classic CSTR model
Understand the possihle steady-state behavior based on an analysis or the heat gellcrated by reaction ~lI1d removed through the cooling jacket
Understand what is meant by multiple steady-states. Develop the hysteresis (1~1l1
lion/extinction behavior) input-output diagrams based on analysis of the heat gener-
ation and rClllOval curves. [(clate these to saddlc-llOdc and hysteresis bifurcations
from Chapter 15
Understand the dynamic behavior by linearization of nonlinear dynamic equation:.;
followed by eigenvalue analysis
Use phase-plane analysis to understand which steady-state a given initial condilinll
will converge to
Realize the possihility or limit cycle behavior (llopfhifurcations)
'rhe l11i:\jor sections inthis module are:
M9.1
Background
[~quatiolls
M9.2
The Modeling
M9.3
Steady-State Solution
M9.4
Dynamic Behavior
M9.5
Linearizali(m of Dynamic
M9.6
Phase-Plane Analysis
[~qllations
559
560
Module 9
F
r-
r-
TjlrJ
Fi
LU
CA
T,
FIGUH.E M9.1
M9.7
M9.S
Further Complexities
[)illlcnslonlcss Model
M9.9
M9.1
BACKGROUND
The most important unit operation in a chclnical process is generally a chemical reactor.
Chemical reactions arc either exothermic (release energy) or endothermic (require energ)
input) and therefore require that energy either be removed or added to the reactor for d
constant temperature to he maintained. Exothermic reactions arc the most interesting systems to study because or potential safety prolJ]cll1s (rapid increases in tcrllpcraturc, S(HllCtimes called "ignition" behavior) and the possibility of exotic behavior such as Illultiple
steady-states (for the same value of the input variable there may be several possible val~
ues of the output variable).
In this Illodule we consider a perfectly mixed, continuously stirred tank reactor
(CSl'I<-),l shown in Iiigure M9.1. The case of a single, first-order exothermic irreversible
reaction,;1 -> 11, will be studied. We will find that very interesting behavior can arise in
such a simple system.
In I<'igure M9.1 we see that a fluid stream is continuously fed to the reactor and another fluid stream is continuously removed from the reactor. Since the reactor is perfectly
mixed, the exit stream has the same concentration and temperature as the reactor fluid.
Notice that a jacket surrounding the reactor also has feed and exit streams. The jacket is
assumed to be perfectly mixed and at a lower temperature than the l'C<lCtOL [':nergy thell
passes through the reactor walls into the jacket, removing the heat generated by reaction.
ISomctimes this type or reactor is called "non-adiabatic'" The term adiabatic means "no he,ll
loss," so the term nOli-adiabatic cOllstitu{es a double negative (This point has been disclissed h)
Barduhn, Chelll. Eng. Education, 19, J 71 (19X5)). We prefer to usc- diabatic to describe this reactor.
Sec. M9.2
561
There are many examples of reactors in industry similar to this olle. Examples include various types of polymerization reactors, which produce polymers that arc lIsed in
plastic products such as llOlystyrcnc coolers or plastic bottles. The industrial reactors typically have more complicated kinetics than we study in this module, but the characteristic
behavior is similar.
M9.2
The constant volume and parameter value assumptions can easily be relaxed by the reader
for further study.
M9.2.1
The parameters and variables that will appear in the modeling equations arc listed below
for convenience.
(~\
Concentration of A in reactor
C~V
cp
ko
Reactor temperature
Ii
Feed temperature
T.I
Jacket temperature
I~'(l
U
Reference temperature
\I
Reactor volume
ali
(-a H)
II
Density (mass/volume)
562
M9.2.2
Module 9
The rate of accumulation of material in the reactor is equal to the rate of rnatcrial in by
flow - the material out by flow.
Assuming a constant amount ofrnatcrial in the reactor (dVp/dt:::::: 0), we find that:
M9.2.3
and
dV/dt
Balance on Component A
(11191)
dt
M9.2.4
Energy Balance
Vpc"
dT
dt
VOIUlllC,
(1119.2)
where (-liB) VI' is the rate of energy contributed by the exothermic reaction.
M9.2.5
We can write (M9.1) and (M9.2) in the following state variable form:
t(C;\' T) ~
,1
dCII
dl
i/1'
dt
F
V (CAl
IV" (1;- T)
(1119.1 a)
Vpc p
(1119.2,,)
2It should he noted that the dellsity of all streams docs not need to remain constant for the
modeling equations to holtL F'-or example, DCllJl (1986) shows that as long as the density is a lincar
function of concentratioll, the final modeling equations are correct.
Sec. M9.3
Steady-State Solution
563
= k o exp!,
i C"
(- !1F)
(M9.3)
M9.3
STEADY-STATE SOLUTION
The steady-state solution is obtained when dC,//dl ::: 0 and dlldl :::: 0, that is:
(M9.1 s)
VA (T- T)
Vpc p
("19.2s)
To solve these two equations, all parameters and variables except for two (~\ and T) must
be specified. Given numerical values for all of the parameters and variables we can lise
Newton',,; method (Chapter 3) to solve for the steady~sLatc values of C~l and T. l<'or convenience, we usc an "s" subscript to denote a steady-state value (so we solve for CAs and [,J.
In this module we will study the set of parameters showll for Case 2 conditions in
'Table M9.1. Cases I and j arc left as exercises for the reader.
M9.3.1
The function nl~file for the steady~state equations is cstr_ss . m and is shown in
dix I. The command to run this file is
X
:=
Appen~
where xO is a vector or the initial guesses and x is the solution. lkfore issuing this com~
mand the reactor parameters must be entered in the global parameter vector CS'I'R PAR.
TABLE M9.l
Real'tor Parameters
Parameter
FlV. hr
ko, hr l
Case 1
(~-!J.H), kcallkgrno!
E, kcal/kgmol
pC'f" kcaJ/(m:'\QC)
I"(~J'"Ckgltlollm
'Ij, "C
I
14,825*3600
5215
11,:-\43
500
25
10
250
25
Case 2
Case :3
9,703"'3600
5%0
11,843
500
18,194*'3600
25
10
150
25
Xl95
11,843
500
25
10
750
25
564
Module 9
We find that different initial guesses for the concentration and temperature lead to diffcr~
cnt solutions.
When choosing initial guesses for a numerical algorithm, it is important to usc
physical insight about the possible range of solutions. For example, since the feed concentration of A is 10 kgmollm 3 and the only reaction consumes A, the possible range for the
concentration of A is 0 < Ct\ < 10. Also, it is easy to show that a lower bound for temperature is 298 K, which would occur if there was no reaction at all, since the feed and jacket
temperatures arc 298 K. Notice also that there should be a correlation betwc-en concentration and temperature. If the concentration of A is high, this means that not much reaction
has occurred so Iittlc energy has been released by reaction and therefore the temperature
will not be rtlllch different than the feed and jacket temperaturcs.
GUESS 1
l1if.:h cOll(..entratioll (1011' conversion), Ienv temperature. lIciT we consider an initial guess
of (, =') and T = 300 K.
X
:::::
8.5636
311.1710
GUESS 2
Intermediale concentration and temperature.
X
::::
x
5.5179
339.0971.
GUESS 3
Lmv concentration and high temperature.
x
x
2.3589
368.0629
I-~._,112'
)(,.:1('1 that is-, hioh
concentration <.10\1/
l:>
Sec. M9.4
565
Dynamic Behavior
TABLE Mt).2
CJUCSS
(ILlCSS
300
350
450
8.564
311.2
5.518
339.1
2.359
368.1
l(r"1
M9.4
DYNAMIC BEHAVIOR
We noted in the previous section that were three different steady-state solutions lo the
Case 2 parameter set. Here we wish to study the dynamic behavior under this same parameter set. Recall that nlilIlerical integration techniques were presented in Chapter 4.
The m-file to" integrate the modeling equations is cstr_ dyn.m, shown in Appendix 2. The command to integrate the equations is
[L,x]
where to is the initial time (usually 0), tf is the final time, xO is the initial condition
veClor, t is the time vector, and x is Ihe slate variable solution vector. lJcfore performing
the inlegration it is necessary 10 define the global parameter veclor CSTl{ PAR. '1'0 plot
only concentration or temperature as a function of time, use plot (L, x ( : ,1)) and
plot (t, x ( : 2) ), respectively.
J
M9.4.1
Initial Condition 1
Here we use initial conditions that arc close to the low temperature steady-state, The initial condition vector is [conc, temp] :;:: [9,300]. The curves plotted in r,'igure M9.2 show
that the state variables converge lo the low temperature steady-stale.
M9.4.2
Initial Condition 2
Here we usc initial conditions that arc close to the intermediate temperature steady-state.
The initial condition veclor ror the solid curve in Figure M9.3 is [conc, temp] :;;: [5,350],
which converges to the high temperature steady-slale. The initial condition vector for the
566
Module 9
9.5
"c
"
0
9
8.5
0
10
10
time, hr
"'"
320
ID
"0:
310
'"-
300
time, hr
FIGURE l\iI9.2
dotted curve in Figurc M9.3 is leonc, tcmpl 0::::: fS,32Sl, which converges to the low temperature steady-state.
If we perform lllallY simulations with initial conditions close to the intermediate
temperature steady-state, we find that the telnpcraturc always converges to either the low
temperature or high temperature steady-states, but not the intennediate temperature
steady-slate. This indicates to us that the intermediate tcmperature steady-state IS
lIflstable. This will be shown clearly by the stahility analysis in Section M9.5.
10
"
"
c
0
5
0
0
10
10
time, hr
"'"
400
"'"0:
350
'"-
300
4
time, hr
~\"O
:;: 15;3501
Sec. M9.5
567
0
4
10
10
time, hr
"
'"'"0:
400
360
'0
380
time, hr
FIGURE 1\'19.4
M9.4.3
Initial Condition 3
Ilere we usc initial conditions that arc close to the high temperature steady-state. The initial condition vector is [COile, temp-l -= f 1,4001. The curves plotted in P'igureM9A show
that the state variables converge to the high temperature stcady~statc.
In this section we have pcrfonncd several simulations and presented several plots.
In Section M9.6 we will show how these solutions can be compared on the saille "phascplane" plot.
M9.5
space form:
x=Ax+BII
(M9.11)
dC.,
dt
dT
dt
(M9.1 a)
( p;',;I) k C ~ CT.
el
UII
vpe"
T+
UII T
VIIC I
"
+ FT
V
(M9.2a)
f
568
Module 9
L,ct the state and input variables be defined in dcviittiou variable form:
CA'J
x '" I. c" T- T
"
II
M9.5.1
=-~
J
TTJS
C:'ilf - CilI~'
Ii - Ii,
Stability Analysis
il/;
il/,
ile.,
ax,
aI, at,
ax}
aT
ai, a/;
All
.11 12
/\21
An
V
..
- ks
- C A /<
(- 6./1)
ks
ax!
aCA
pCI'
a/;
il/;
(fA
VpC~)
aT
ax')
(6.11)
pCp
CA,lk:
k,
.=
k exp
()
ak,
aT
( RT6.F).
(- 6.1') (6.E
ih'? )
or,
V -k\
A =
(-6.11),
'
(
p,p
(M9.12)
J(\
The stability characteristics arc determined by the eigenvalues of A, which are obtained
by solving del('\' I - A) ;::; o.
Sec. M9.5
A1- A
det()" 1- A)
I,..
569
A-A"
-An
()" - A,,)(A - A 22 )
-- ),,2_
A"A 2I
- ),,'-(trA)"
+ del (A)
(M9.13)
'fhe stability of a particular operating point is determined by finding the A matrix for that
particular operating point, and finding the eigenvalues of the A matrix.
Here we show the eigenvalue..., for each of the three case 2 steady-state operating
points. We usc the function routine cstx_"amat. ill shown in appendix 3 to find the A
matrices.
OPERATING POINT 1
The concentration and temperature arc 8.564 kgmol/m 3 and 31 J.2 K, respectively.
[ama t. , 1 ambc1a ]
amat =
-1.1680
2.0030
cstr_amatI8.564,311.21
-0.0886
-0.2443
lambda : : ;
-0.8957
'-0.5166
Both of the eigenvalues arc negative, indicating that the point is stable, whieh is consistent with the results ol'Figure M9.2.
OPERATING POINT 2
The concentration and temperature arc 5.51 Hand 339.1, respectively.
[amat,lambda]
amat =
--1.8124
9.6837
lambda =
-0.8369
0.4942
cstr amat(5.518,339.1)
-0.2324
1. 4697
570
Module 9
One of tile eigenvalues is positive, indicating that the point is ullstable. This is consistent
with the responses presented in Figure M9.3.
OPERATING POINT 3
[amat,lambda]
cstr_amat(2.359,368.1)
amat :::;
~4.2445
~O.3367
38.6748
2.7132
lambda :::;
~O.7657
~O.7657
O.9584i
O.9584i
The rcal portion of each eigenvalue is negative, indicating that the point is stable; again,
this is consistent with the responses in Figure M9.4.
M9.5.2
iJj; =
all,
aj;
1~.
- 7jJ arc:
=0
a'lj
a/2 = aI,
= -_
dU l
(M9.14)
aTj
VA
VpCp
The reader should find the elemenls of the B matrix that correspond to the second and
third input variables (sec studcnt cxercise 8).
llerc wc show only the transfer functions for the low temperature steady~state for
Case 2. Thc input/output transfer function relating jacket tcmperature to reactor concentration (state I) is:
-0.0266
+ l,4123s + 004627
- 0.0575
(1.I165s + 1)(l,9357s
+ 1)
and the input/output transfer function relating jacket temperature to reactor temperature
(state 2) is
g2l(S)
O.3s + 0.3504
+ 104123.1' + 004627
07573(0 856s + I]
(1.1165.1' + 1)(1.9357.1' + I)
Notice that the transfer function for concentration is a pure second-order system (no numerator polynomial) while the transfer function for temperature has a first-order nutllcra-
Sec. M9.6
Phase-Plane Analysis
571
tor and second-order denominator. This indicates that there is a greater "Jag" bCl\vCen
jacket temperature and concentration than between jacket temperature and reactor temperature. This Inakcs physical sense, because a change in jackel temperature must first affect
the reactor temperature before atTccling the reactor concentration.
M9.6
PHASE-PLANE ANALYSIS
In Section M9.4 we provided the results of a fc\v dynamic simulations, noting that diffcr~
cnl initial conditions caused the system to converge to different steady-state operating
points. In this section we construct a phase-plane plot by performing simulations for a
large nUlubcr of initial conclitions.
The phase-plane plot shown in Figure M9,5 was generated using cstr_]un. m
and cstr.m [rom the appendix. Three steady-state values arc clearly shown; two are
stable (the high and low temperature steady-states, shown as '0'), while one is unstable
(the intennediate temperature steady-state, shown as '-t'). Notice that initial conditions
of low concentration (0.5 kgmolhn-1) and relatively low-to-intermediate temperatures
(300 to 365 K) all converge to the low-telnperature steady-state, When the initial temper~
ature is increased above 365 K, convergence to the high-temperature steady-state is
achieved.
Now, consider initial conditions witb a high concentration (9.5 kglllollm 3) and 1m\'
temperature (300 to 325 K); these converge to the low-temperature steady-state. Once the
initial temperature' is increased to above 325 K, convergence to the high-temperature
steady-state is achieved. Also notice that, once the initial temperature is increased to
around 340 K, a very high overshoot to above 425 K occur;.;, before the system settles
down to the high-temperature steady-state. AHhough not shown on this phase-plane plot,
higher initial temperatures can have overshoot to over 500 K before settling to the hightemperature steady-state, This could cause potential safety prohlenls if, for example, secondary decomposition reactions occur at high temperatures. The phase-plane analysis
then, is able to point out problem initial conditions.
Also notice that no initial conditions have converged to the intermediate telnpcrature steady-state, since it is unstable. The reader should perform an eigenvalue/eigenvector analysis for the A matrix at each steady-state (low, intermediate, and high temperature) (sec student exercise 3). You will find that the low, intermediate, and high
temperature steady-states have stable node, saddle point (unstable), and stahle focus behavior (sec Chapter 13), respectively.
It should be noted that fcedback control can be used to operate at the unstable intermediate temperature steady~state. The feedback controller would measure the reactor temperature and manipulate the cooling jacket tcmperature (or f1owrate) to m8intain the intermediat.e temperature steady-state. Also, a feedback controller could be used to make
certain that the large overshoot to high temperatures docs not occLir from certain initial
conditiclIls.
572
Module 9
420
400
'"
380
'"
ID
"0
*~ 360
iiiID
"-
- 340
320
300
10
concentration, kgmol/ml\3
FIGURE M9.5
arc marked with
M9.7
'0'.
M9.7.1
In Section M9.3 we used numerical methods to solve for the steady-states, hy solving two
equations with two unknowns. In this section we show that it is casy to reduce the two
equations in two unknowns to a single equation with one unknown, This will give us
physical insight abollt the possible occurrence of Illultiple steady-states.
Sec. M9.7
573
We can rearrange this equation to rind the steady-state concentration t{)r any given
steady-state reactor temperature, 7:1,:
(M9.16)
UA
-(11)
--- k
("'f-~(~~)
II (. ( ,
p ""
((j.{')
- C
R J~'
ex') """.
0
As
(M917)
The tcnns in (M9.17) arc related to the energy removed and generated. IT we ll111hiply
(M9.17) by VpC/J. we find that:
Fe
I- UA(F.\ ]- . F.)
P - fI (F.\ - F)
',' Js
1
~.
(M9.18)
Q[':ell
I-~Ilcrgy
Notice that this is an equation for a line, \vhcrc the independent variable is reactor temperature (T\). The slope or the line is I UA +- FpCpl and the intercept is [-UA Tj.\. Fre,/I:,]' Changes in jacket or feed tempen.llllre shirt the intercept, but not the slope.
Changes ill [fA or F affect both the slope and intercept.
Now, consider the Qgen term:
(M921l)
574
k"
cx p ( /:/)
-Mf V '
Module 9
(& C,v,)
(M9.21)
k Cxp( RT
-!J.F)
I' +
V
()
[~qLlalion
(M9.21) has a characteristic "S, shape for Q"ell as a function of reactor temperature.
From equation (M9.18) we sec that a stcadY~~late solution exists when there is all
intersection of the QIClIl and Qgcll curves.
M9.7.2
In FigureM9.6 we show different possible intersections of the heat removal and heat generation curves. If the slope of the heat removal curve is greater than the maximum slope
of the heat generation curve, there is only Olle possible intersection (sec Figure M9.6al.
As the jacket or feed temperature is changed, the heat removal lines shifts to the len or
right, so the intersection can be at a high mlow temperature depending on the value of
jacket or feed temperature.
Notice that as long as the slope of the heat removal curve is less than the maxinlllm
slope of the heat generation curve, there will always be the possibility of three intersections (see l<'igure M9.6b) with proper adjustment of the jacket or feed temperature (intercept). If the jacket or feed temperature is changed, the removal line shifts to the right or
left, where only one intersection occurs (either low or high temperature). This case is analyzed in more detail in Section M9.7.3.
M9.7.3
In Figure M9.7 we superimpose several possible linear heat removal curves with the
S-shaped heat generation curve. Curve A intersects the heal generation curve at a low
temperature; curve n intersects at a low temperature and is tangent at a high temperature:
a.
FIGURE 1\119.6
curves.
b.
Possible interscctions of heat gener::ltioll and heat rcmoval
Sec. M9.7
575
Temperature
curve C intersects at Imv, intermediate, and high lclnpcraturcs; curve D is tangent to a hl\\
temperature and intersects at a high temperature; curveE has only a high temperature in
tersection. Curves A, B, C, D, and E arc all based on the same system parameters. except
that the jacket temperature increases as we move from curve A to E (from equatioll
(M9.7) we sec that changing the jacket temperature changes the intercept but not the slope
of the heat removal curve). We can usc Figure M9.7 to construct the steady-state inputoutput diagram shown in !-<"igurc M9.8, where jacket temperature is the input and rC<lCtur
temperature is the output. Note that r''igure M9.X exhibits hysteresis behavior, \vhich was
first discussed in Chapter 15.
The tenn hysteresis is used to indicate that the behavior is clifferellt depending on
the "direction" that the inputs are Illovecl. For example, if we stan at a low jacket temperature the reactor operates at a low temperature (point I). As the jacket ternperature is increased, the reactor temperature increases (points 2 and 3) ul1ti!thc low tempcnlturc "Ijillit
poinC{ (point 4) is reached. If the jacket temperature is slightly increased further, the rc
actor temperature jumps (ignites) to a high temperature (point 8); further jacket temperature increases result in slight reactor temperature increases.
Contrast the input-output behavior discussed in the previous paragraph (starting aL a
low jacket temperature) with that of the case of starting at a high jacket temperature. It
'Also knowll as
<l
576
Module 9
9
8
3
2
Jacket Temperature
FIGlJREM9.8
one starts at a high ja~ket temperature (point 9) there is a single high reactor temperature,
which decreases as the jacket temperature is decreased (points 8 and 7). As we move
slightly lower than the high temperature limit point (point 6), the reactor temperature
drops (also known as extinction) to a low temperature (point 2). Further decreases in
jacket temperature lead to small decreases in reactor temperature.
The hysteresis behavior discllssed above is also known as ignition-extinctioll behavior, for obvious reasons. Notice that region he tween points 4 and 6 appears to be unstable,
because the reactor docs not appear to operate in this region (at least in a steady-state
sense). Physical reasoning for stability is disclissed in the following section.
M9.7.4
Consider the system described by the energy removal curve C in Figure M9.7. Notice that
the steady-state energy balance is satisfied for the operating points 3, 5, and 7, that is,
there are three possible steady-slates. What can we observe about the stability of each of
the possible operating points, solely froTH physical reas(Hling?
Sec. M9.7
577
alllte begills to risc---cvenlually moving to 1:-". If we start at T] + 0[, more energy is being
rcrnovcd than we are generating, so the temperature hegins to dccrcasc~cvcntually Inoving to 7'-3'
TIt
'fhe open-loop stability cannot be assured until an eigenvalue analysis is pcrl<mncd (sec
Section M9.5).
Here the steady-state analysis is enough to determine that point 5 is an unstable operating
point.
1:
1,
we find:
Again, the stability or the upper steady~state can only be determined by eigenvalue analysis (SectionM9.5).
We h;:IVC used physical reasoning to determine the open.. loop characteristics solely
frOill steady-state analysis. Recall that when we studied the Case 2 conditions in SeLlion
MY.S, we used eigellvalue analysis to find that the lower and upper temperature steadystates were stable, while the intennediate steady-state was unstable,
578
M9.7.5
Module 9
There arc two different ways to find how the steady-state rcaclOt temperature varies with the
jacket temperature. One way is to solve the nonlinear algcbn1ic (steady-state) equations for a
large number of different jacket temperatures and construct the curve rcl;1ling jacket to reaclor temperature. It turns out that there is another, simpler, way for this particular problem.
lIcre we can easily solve for concentration as a function of reactor temperature. \Vc
can also directly solve for the jacket tcmpcrallirc required for a particular reaCl(lr temperature. Then we simply plot reactor temperature versus jacket temperature. We show the
calculations in detail below.
As in Section M9.7.1, we can find the steady-state concentration for any steadystate reactor temperature, 7~\, (frotH the material balance equation for reactant A):
F
V C'Ah
F
+ I< exp (-111\)
-- --V
()
RT\
Prom the steady-state temperature solution (dTldt
jacket temperature, Z:.s:
Fpc/T, T,
"liJ - (-
=:
I11I)VI<"
(fll
Similarly, if we assume that the jacket temperature remains constant, we can solve for the
required feed temperature:
T
\'
eeL,]
Fpcp
The function file csU','_io.m shown in Appendix 4 is used to generate the input-output
curves for the Case 2 parameters shown in l<'igures M9.9 and M9.IO.
'I'empvec
300 :2 . 5 : 380 ;
[Tjs,fl'fs,conc] ::c: cstr,.io(Tempvec);
plot(Tjs,TC"mpvec)
plot (Tfs, 'rempveC')
M9.7.6
Cusp "Catastrophe"
In Chapter 15 we presented a simple example of a cusp catastrophe that occurs when the
input-output behavior Illoves from monotonic through a hysteresis bifurcation to multiple
steady-state behavior. This can be shown clearly in Figure M9.11 where we find thaL as
we increase PIV, we move from monotonic to multiple steady-state behavior.
Sec. M9.7
579
380
370
"
0>
360
"0
1"
~
~
350
340
0-
330
320
g
~
310
300
275
280
285
290
295
300
305
310
315
320
380
"
370
"0
360
0>
~
"
];;
350
0-
340
330
320
310
300
290
292
294
296
298
300
302
304
306
580
Module 9
400
380
360
~
0.
340
f-
320
300
280
0.2
0.4
0.6
0.8
FIV
Temp..1
FIGURE 1\/19.11 Cusp catastrophe for the diabatic CSTR, Case 2 conditions.
The input/olltput (jacket tcmpcraturc/rcaclor temperature) behavior changes as
a functioh of the space velocity (NV).
M9.8
FURTHER COMPLEXITIES
In this module we have only been able to cover only a slllall part of the interesting behavior that can occur in CSTRs due to nonlinear dynamics. In this section we provide a COIIcise overview of other interesting topics in CSTR analysis. First (Section M9.8.1), we will
draw a connection between our physical-based approach (heat removal and generation
curves) for analyzing Illultiplicity behavior and the more mathematical bifurcation theory.
'rhen (Section M9.8.2), we will discuss the cffect of cooling jacket flowrate 011 the behavior of a CSTR. l<'inally (Section M9.8.3), we discuss limit cycle behavior and HopI' bifurcations.
M9.8.1
In Chapter i5 we presented mathematical conditions for bifurcation behavior; we have focused on physical arguments in this module. The goal of this section is to draw a connection between the mathematical conditions and the physical conditions for multiple stcady~
stale behavior.
Sec. M9.8
Further Complexities
581
r"irsi, recall the lnathcmatical conditions for a bifurcation. Let x represent the sLate
variahle, p., a bifurcation parameter, and gCq..l) a single nonlinear algebraic equation thai
must be satisfied at steady~state. If the following bifurcation cOJ1(litions arc satisfied:
iJ'g
then there exists k steady-state solutions in the vicinity of the bifurcation point.
In our case, we were ahle to write a single nonlinear algebraic equation that must he
satisfied for a steady-stale solution:
- !1E)
exp ( Iii'
.\
F
V
\I
F
()
'A/,
Mo')
CXI1'(-
HI',
()
where 7~\, is the slate variable (steady-stale reactor temperature) and /-L is used to represent
the vector of physical parameters that can possibly be varied.
The ~teady-slalc solution is obtained by solving:
or,
which is simply the intersection of the heat relllOvaJ and heat generation curves. 'rhc first
derivative condition:
is simply
iJQ",,,U:,JL)
iJT,
iJQ""U:,JL)
iJ'I',
These conditions arc satisfied hy curves Band J) in FigureM9.12 below. The slope conditions arc satisfied at a high temperature for curve B anc! a low temperature for curve D,
and we directly see how a "limit point" on the input-output curve (Figure M9.12b) corrc-
582
B 0
Module 9
Tr
Jacket Temperature
FIGURE 1\'19.12
b. Input/Output
aJ}
(f~'igurc
I ()
Since, although the sc.cond derivative of the heat rClllovallinc is always zero,
a2 QJl,m(T ,/.L)
en}
DT\2
t ()
and we see that the conditions for saddle-node behavior arc satisfied.
Now we illustrate the conditions for a hysteresis bifurcation, which are:
(J)g(T"iL)
aT}
()
All of these conditions arc satisfied in f<igure M9.l3b on the next page. We show Figures
M9.13a and M9.13e to illustrate the progression to satisfying the bifurcation comlitions.
The progression shown in r'igure M9.13 involved a decrease in the heat transfer capability from a to c. 'fhis is also shown in the cusp diagram of Figure M9.l4, where there
is no hysteresis at high lJA values, the onset of hysteresis (bifurcation point) at an inter~
mediate value oflJA, and complete hysteresis behavior at low values ofUA.
Sec. M9.8
Further Complexities
583
Tr
Jacket Temperature
a.
Tr
Jacket Temperature
b.
Tr
Jacket Temperature
c.
FIGURE M9.13
584
Module 9
0.8
0.6
~ 0.4
I-
0.2
o
1
0.5
--------.......
~---~~0-6--~O.8
UA
0.2
Temp-J
FIGURE M9.l4
M9.9
0.4
Cusp diagram.
DIMENSIONLESS MODEL
"rhe CSTR modeling equations have a large number of parameters. It is clear that these
parameters afC not independent. For cxarnplc, the behavior is dependent on the ratio FIV,
which call be considered a single parameter. Most of the analysis of CSTR bchavi~)r has
been performed on dimensionless equations, with a minimum number of dimensionless
parameters involved. One possible set of dimensionless parameters is shown in student
exercise 6. For a more complete discussion of the development and lise of dilncnsionlcss
equations, sec Aris (1994).
SUMMARY
Diabatic CS'l'Rs afC perhaps the most studicd unit opcration in thc chcmical process dynamics literaturc. They can exhibit exotic and interesting steady-state and dynamic behavior, including: steady-state multiplicity, HopI' bifurcations, periodic behavior, and chaos.
In this module we have pnwided an elementary introduction to the steady-state and dynamic behavior of these systellls.
The reader is encouraged to usc MATLAB to "play with" the model (particularly
for the parameter sets for Cases I and 3) presented in this chapter.
585
Student Exercises
STUDENT EXERCISES
1. Consider the Case I parameters shown in Table M9. I.
3. Find the steady-state using fsol ve.
h. Determine the stability of the steady-state using lincarization and eigenvalue
analysis.
c. Simulate the dynamic behavior by perturbing the steady~state concenlration and
temperature values by 10 9(). Usc ode4 5 for the simulations.
2. Consider the Case 3 parameters shown in Table M9.1.
a. Find the steady-state using fsol ve.
b. Determinc the stability of the steady-state using linearization and eigellvaluc
analysis.
586
Module 9
f3
I)
(- !:llJ)C Af
~~
pC[l7j'o
UA
~
pC/li)
4,
F;)
V
V
l~;)
'I
koe--Y
TX2
Xt
XII'
_~_!~L
C'Arn
XlI'
1'1
'Ij'o
eNG
'Tf -
Fro
lio
xJ
'I
where F o' CAIO' and 'Ij'o are the nominal steady~state values.
a. Show that the diniensionless modeling equations arc:
dx)
,IT
dX 2
(IT
IU,,,
F
-~
F;}
~
7/0
'I
Student Exercises
587
K(X,)
..
where
cc
CX P (
and if the inputs arc at their steady-state values, the modeling equations arc:
dX I
d'T
dr)
{!'T
7. Consider a system with the following parameters. Show that steady-state temperature is 350 K, and the corresponding steady-state concentration is 0.5 gmolliiter.
Determine the number of steady-state solutions and their stability characteristics.
Generate a phase-plane diagnun.
Consider the response to 5 K changes in the jacket temperature. 1"01' one direction you should find oscillatory behavior, while the other direction is stable. This
indicates thal a Hopf bifurcation (Chapter 16) occllrsfor some value of Tj between
295 K and 305 K. Find the value of Tj where this occurs (recall that a IJopf bifurcation occur whell the complex eigenvalues have zero real portion.
F
\I
. __ J
ko' 111111
(cD.H), J/gll1o]
EIR. K
J 00 liters/min
]00 liters
]00 K
7.2 x 10 10
50000
8750
rei" JIIiter K
239
if.
]50
CAl' kgmol/m:1
UA, J/min K
10
50000
8. C\msider the input-output transfer function matrix for a CSTR, G(s), from Section
M9.5.2. Find the clements of the lJ matrix corresponding to inputs 2 and 3, and the
resulting transfer functions for each of the Case 2 operating conditions. For the sta~
hie steady-states (low and high temperature) compare the step responses of
the transfer functions with those of the nonlinear SyStCIll. Use input changes of
0.1 molllll J and I deg K in inputs 2 (feed concentration) and 3 (feed tempcrature), respectively. Remclnbcr that for comparison Oil the same plots you must convert from deviation to physical variables ror the transfer function responses.
9. Orten cOllcentration measurements arc not available in chemical reactors. Show
how a steady~state energy balance around the reactor can be llsed to infer the rate of
reactioll, and therefore the "heat flow" of the reaction, til":::: rV(-6Jf). Think of two
ways: (a) assuming UA is known and the jacket outlet temperature is available, and
(b) assuming UA is unknown, but the jacket flowrate and jacket inlet and outlet
temperatures arc available.
588
Module 9
APPENDIXES
1
function = cstr_ss(x)
"o
% 2-state diabatic CSTR model
% Use [solve to find st<C?ady-state concentration and
temperature
'[, 'l'hn cal]. statement from the command window is:
fsolve ('
cstr~ss ' f
xO) ;
[conCi temp])
%
~f; define the following global parameter so that values
% can be entered in the conunand window
%
global CSTR_PAR
% parameters (case 2)
% CSTR __ PAR{l)
frequency factor
% CSTR_PAR(4)
(9703-k 3600)
heat of react.-ion (5960)
activation E;~nen;.JY (11843)
densit:y*hl"at cap_ (1500)
% CSTR_PAR(5)
% CS'l'R..YAR(2)
,?, CS rI'R.PAR(3)
'6
CSTR~PAR(6)
% CSTR_PAR(7)
% CSTR_PAR (8)
feed flowralce
(1.987)
I l)
% CSTR PAR(9)
feed concentration (10)
% CSTR_PAR(10): feed temperature (298)
% CSTR~PAR(ll): jacket temperature (298)
%
% ::,tates
'r, ca
,,~ Temp
and 2
- concentration of A, kgmal/m A )
reactor temperature, deg K
zeros (2,1) ;
global CSTR]AR
%
xiI) ;
Temp
x(2) ;
% parameter values,
%
589
Appendixes
kG
Ij
) ;
V
F
caf
Tf
cI'j
%
% modeling equations:
%
f (1)
f (2)
dcadt;
-
dTdt;
[unction xdoL
cstr_dyn(t,x)
%
%
%
[t,X]
I,
590
9(,
paramet,ors
lease 2)
frequency factor
19703*36(0)
"ci CSTRpAR(4)
% CS'l'R_PAR (5)
'b CSl'R_PAR ( 6 )
'b CSTR_PAR (7)
"C, ('STR PAR (B)
"C, ('STR_ PAR (9) :
% CS'rI(J'AR(lO)
1, CS'l'R PAR I 1] ) :
% CSTR_PAR(3)
Module 9
states 1 and 2
== concentration of A, kgmol/m A 3
c.l; Temp
reactor temperature, d.eg K
'I;
~I:;
Cd
~i5
96
Cd
x Ill;
Temp
x (2) ;
rhocp
UA
R
V
F
celf
Tf
'1'j
('STR PARI.] ) ;
CS'I'RPAR(2) ;
CS'l'R pAR(3) ;
CSTR_PAH.(4) ;
CSTR .. PAR ( ') ) ;
CS'I'R PAR (6) ;
CS'l'H ___YAR (7) ;
CSTICPAR (8) ;
CSTR_PAR(9) ;
C.s'l'R PARII0) ;
CS'l'RPARIll) ;
kO
Il ---- rxn
E (Jct
'.',
b
~i)
?~
"--;')
'(,
~t
96
'r,
96
%
~f,
- F/V;
fov
UAoV
'f,
UA/V;
model Lnq
rate
equat_ion~:-;:
Appendixes
591
dcadt
fov* (cdf - cal - ratei
d'I'dt
fov* ('l'f ~ rl'emp) + (I-I _rxn/:chocp) -krate (UAoV I rhocp)* (Temp - 'I'j);
%
~6
lx~low
xdotll1 - dcadt;
xdot 121
dTdt;
cstramat.m
function
[amat, lambda]
-;c:
%
,/, 16 July 96
'l; (c) B.1/,J. Bequette
\" fi.nd the A matrix for the 2-state CSTR to determine the
% stability by eigenvalue analysis:
%
% amat
A matrix
7,; larnba - vector of eigenvalues
%
paramc~ters
kG
7, fov
~6
(~
-]
I-l rxn
% E_dct
% rho(:,p
% 'l'f
% caf
'6 UAoV
%
% manipulated input
?o Tj
=:
jack(,:,t temperature, deq K
(Ii
states
(b ca
~6
Tc'mp
%
%
pararnet~er
conCE~ntration of A,
kqffiol/m"3
reactor temperature, deq K
values
2:
fov -;c: 1j
cas(~
kO - 9703*3600;
~)960j
H_rxn
E __ act
11843 ;
rhocp
'1'f
caf
UAoV
R
1'j
ks
500i
298;
- 10;
150;
1.98'7;
298;
kO*exp(-E_act/IR*Temp));
592
ksprime -
(E_dct/ (R*Temp":Temp)) ;
lambda
kSk
Module 9
(H_rxn/rhocp)*ca*ksprime;
ei<;J (amat) ;
xOla=- [0.:3;305];
xOl
[0.5;3151;
x02
[0.5;325J;
xO:3
[0 . 5; 3.3:)] ;
x04
[(L~)i34S];
x05 - [0.15;355J;
x06
[O.5;365};
x07
[0.5-;375];
x08
[0.5;385J;
x09 - [0.5;395];
x010= [0.'i;405];
xOll= [0.5;415J;
x012a=[9.5;305] ,.
x012
[9.5;31'i];
x013= [9.5;325J;
x014
[9.5;335];
x:Ol~5
[9.5;345J;
x016
[9.:5;35::iJ;
x017
[9.5;365];
x018
[9.5;375J;
x019 x020
x021 x022
[9.5;385J;
[9.5;395];
[9.5;4051;
[9.5;415J;
"o
593
Appendixes
[t3,x3J - ode4S('cstr',O,lO,x03);
[t4,x4j
oclo4S( 'cstr' ,0,lO,x04);
[t.5, x5]
ode45 ( , C~3 tr ' , 0, 10, xO 5) ;
[t6,x6]
ocle45 ('cstr' ,0, lO,x06);
[t'l,x'l]
ode4S( 'cstr' ,0,lO,xO'l);
[tS,x8]
ode4S('estr' ,O,lO,xOS);
[t9, x9]
odc,4S (' cstr' ,0, 10,x09) ;
[tl0,xlO]
ocle4'i('cstr',0,10,xOl0);
[tlI,xlI]
odo4'i ('estr' ,0, 10,xOlI);
[lU,xl2] - ode4S( 'cstr' ,0, 10,x012);
[L12a,x12a] ::= ode45( 'cstr', O,lO,x012a);
[tU,xU]
ocle45 ( 'estr' ,O,lO,x013);
lt14,x14]
ocle45('cstr',0,10,x014);
[t15,x15] - ode4~)( 'cstr' ,0, 10,x015);
[U6,xl6]
ocle4S('cstcr',0,lO,xOl6);
[tl'l,x17]
ode4S('est:r' ,0,JO,x017);
[tIS,xlS]
ocle4S( 'estr', O,lO,xOlS);
[tl9,x19]
ode45( 'estr', 0,10,x019);
[t20,x20]
ocle4S('estr',0,10,x020);
[t21,x2l] - ode4S('estr',0,10,x02J);
[t22,x22] - ocle4S( 'estr', 0, 10,x022);
x040 =
[0.5;3'10];
x041
[0.5;372.5];
x049
[9.S;320];
xOSO = [9.S;326.2S];
xOSl
[9.'5;32'7.S];
x052
[9.5;330];
xOS3 - [9.si332.S];
[t40,x40] = ode4S( 'estr', 0,10,x(40);
[t41,x4l]
ode4S( 'estr', 0, JO,x04l);
[t49,x49]
ode4S( 'estr' ,0, 10,x049);
[tSO,x50]
ode45 ( 'estr', O,10,xOSO);
[t51,x51]
ode45( 'cst,r' ,O,lO,x051};
[t~52,x52] - ode45 ('cstr' ,O,lO,x052);
[t53, x53]
ode45 ( 'cstr' ,0,10, x053) ;
% phase-plane plot
plot (xl ( ; , 1) ,xl ( ; ,2) , 'w' )
hold on
plot (xla ( ; ,1) ,xla ( ; ,2) , 'w' )
plot (x2 (;,1) ,x2 (;,2), 'w')
plot (x3 ( ; ,1) ,x3 ( ; ,2) , 'w' )
plot (x4 ( ; , I) ,x4 ( ; ,2) , 'w' )
plot (xS ( ; ,1) ,x5 ( ; ,2) , 'w' )
plot. (x6 ( ; ,1) ,x6 ( ; ,2) , 'w' )
plot(x'l (; ,1) ,x'l (; ,2), 'w')
plot (x8 ( ; , I) ,x8 ( ; ,2) , 'w' )
p1ot(x9 (;,1) ,x9(; ,2), 'w')
plot(x10 (;, J) ,xlO(; ,2), 'w')
594
Module 9
(0 =
stable,
unstable)
plot ( [8 . 564] , [31] .2] , 'wo' , [S. 518] , [339. 1] , 'w+ ' , [2 .3 S 9 ] ,
[368.1], 'wo')
%
1;
%
x030
x031 =
[5.768;339.1];
[S.368;339.1l;
%
%
x032
xG33
(5.518;338.5];
[5.518;339.71;
'I)
[t30,x30J
[t_3l,x31]
[t32,x32] [t33,x33]"
ode4~)(
plot (x4 0 ( : , 1)
plot (x41 ( : ,1)
plot(x49 (: ,1)
plot(xSO(:, 1)
plot(x'51(:, 1)
plot(x52.(: ,1)
plot (x53 ( : ,1)
,x4 0 ( :
,x41 ( :
,x49 (:
,xSO(:
,xSl(:
,x52 (:
x53 ( :
9(,
%
%
%
,2I,
,2) ,
,2),
,2),
,21,
,2)
,2) ,
I
'w' ) ;
'w' ) ;
'w');
'w');
'w');
'w');
'w
plot(x32(:,ll,x32(:,2), 'w');
plot(x33(:,l),X33(:,2), 'w');
-+
Appendixes
function
595
[Tjs,Tfs,concs)
=::
cstr__ io(Tempvec)
global
CS'I'RPAR
--.
%
kO
H_rxn
CSTRPAR (I 1 ;
CS'l'R.PAR (21 ;
E~_act
CSTR_PAR (31 ;
rhacp
CSTR Pi\R(4);
- CSTR PAR (5) ;
VA
CSTR PAR(6);
R
CS'I'R.PAR (7) ;
V
F
CS'I'R.YAR (B) ;
cat
CSTR_PAR (9) ;
- CSTR PAR(lO);
Tf
%
%
%
%
%
%
%
%
%
%
596
'1'j
CSTR_PAR(11);
% jacket temperature
Module 9
(298)
~)
fov
UAoV
F/V;
UA/V;
%
for i -= 1:1ength(Tempvec);
'remp
'I'empvec ( i) ;
k
kO*exp(-E_aet/(R*Temp));
ca
fov*caf/ (fov -+- k);
rate
kO*exp (-E dct/ (R*'I'emp)) *ca;
stuffl - fov-krhocp* (Tnmp - Tt);
stuff2 - H rxn ).-ra te;
Tjs (il
'I'empvec(i) + (stuffl - sLuff21/UAoV;
conc5(i) .: : : ca;
stuff3
UAoV* (Temp
Tj) ;
stuff4
H~rxn*rate;
Tfs (il
Tempvec(i) + (stuff3 - stuff41 / (fov*rhocpl;
end;
cstr~cusp
.m-Cusp Catastrophe
% cst.r cusp.m
% generates the cusp diagram, based on case 2 parameters
%
case2;
%
clear 'I'empr Tj s 'rfs cones;
Tempr ~ 280:5:400;
'is vary UA or F
npts c= length (Tempr) ;
CSTR]AR(81 ~ 0.1;
F--pI t = ones (npts) *CS~'ICPAR(8 I ;
[T] S 'ris cones J : : : c8tr io (Tempr) ;
p1ot3(F_plt,Tjs,Tempr, 'w-'I
I
hold on
for kindex
1:9;
CSTR_PAR(8)
0.1+ O.l*kindex;
F_plt = ones (nptsl *CSTR_PAR(8);
[Tjs,Tfs,concs]
cstr_io{Tempr);
MODULE
10
M10.1
Background
Conceptual Description
iVI 10.3
iVI 10.4
iVI I0.5
iVI 10,6
iVI 10,7
Multipliei tyBehavior
BACKGROUND
Distillation is a common separation technique for liquid slre-anlS cOlltaining two or more
components and is one of the more important unit operations in chl~mical manufacturing
processes. Design and control of distillation is important in order to produce product
streams of required purity, either for sale or for lise in other chemical processes.
597
598
Module 10
vapor
x
liquid
O.B
00
'"
0.6
"'"
OA
cQ
0,
>
:';;
02
0.5
x, liqUid phase light component
Sec. Ml0.2
599
For ideal mixtures, it is cOlllmon to model the phase equilibriulll relationship based
on constant relative volatility
o:x
}'=
(MIO.I)
+ (o:-I)x
where (~is known as the relative volatility. FigurcMIO.2 was generated based
tion (M 10.1) with (X ~ 2.5.
M10.2
011
equa-
Condenser
(Heat removed from condenser)
Overhead receiver
_...-'::=r=::.-=-----...
Reflux
Distillate Product
Feed
Stream
-----1>1
NF
Vapor Boil-up
NS
(Heat added
to Reboller)
Bottoms Product
FIGURE MlO.3
600
Module 10
8c
,
o
FIGUIU: 1\'110.4
for
it
Schematic diagraol
centratcd amount of the heavy component), while the rest is vaporized in the rcboiler and
returned to the column.
'file liquid from one tray goes over a weir and cascades down to the next tray
through a downcomcr. As the liquid moves across a tray, it comes in contact with the
vapor from the tray below. The schematic diagram for a sieve tray is shown in Figure
MUlA.
Generally, as the vapor from the tray below comeS in contact with the liquid, turbulellt mixing is promoted. Assuming that the mixing is perfect, allows one (0 IlHldcl the
stage as a lumped parameter system, as shown in !'igurc M 10.5. Notice that the vapor
fronl stage i is modeled as a single stream with molar flowrate Vi and light component
vapor composition (mole fraction) Yi' The liquid leaving stage i through the downcomer is
modeled as a single stream with molar fJowrate Li and light component liquid composition (mole haction) xi'
The conceptual diagram for the feed stage is shown in Figure MIO.6. It differs from
Figure M 10.5 in that an additional input to the stage is from the feed to the column.
Li__ l
Xil
Lixi
Lnfxnf
ViYi
Vi-t-l Yill
VIlf11
Ynf-t-l
Sec. Ml0.3
M10.3
601
The component balance for the liquid phase of a lypical stage as shown in Figure
MIO.S is:
accumulation liquid frolll
tray above
dNlrt i
dl
(M 10.2)
and that the liquid leaving the stage is equal to the liquid flowing from olle stage ahove:
(MIOA)
M10.3.2
Feed Stage
Let {{F' represent the quality of the fccdstrcam. If the feed is a saturated liquid, thcn qF =: (,
while 'iF ~ 0 fbr a saturated vnpor. The vapor molar f10wratc leaVing the feed stage is
(where NF =: number of the feed stage)
(M 10.5)
Similarly, the liquid molar nowrate of the slrcanl leaving the feed stage is:
(M I0.6)
M10.3.3
Condenser
A total condenser removes cnergy from the overhead vapor, resulling in a saturated liquid. Assuming a constant molar holdup in the distillate receiver, the total liquid nowrate
from the distillate receiver (reflux + distillate flows) is equal to the nowrate of the vapor
frotH the top tray:
V2
where Lv and D represent thc reflux and distillate molar nowratcs, respectively.
(MI0.7)
602
M10.3.4
Module 10
Reboiler
Ii = L NS _ 1 where
Vreboilcr
M10.3.5
Vrehoi1er
(MIO.8)
is the reboiler molar llowrate and B is the bottoms product molar flow rate.
The rectifying section (top section of column, above the feed stage) liquid molar nowrates
arc:
L R = L{)
(MIO.9)
The stripping section (bottom section of column, below the feed stage) liquid molar
flowratcs are
(MIO.IO)
The stripping section vapor molar flow rates are:
(MIO.II)
The recti fying section vapor molar flowrates arc:
(MIO.12)
In the following ~e assume a constant liquid phase molar holdup (dM/dt) = 0).
(MIO.l3)
The rectifying section component balance is (from i = 2 to NF~l):
dX j
"I
(MIOI4)
dX NF
dl
(MIO.IS)
1 [
dt = M Lx
'S i
r
"Xi
(MIO.16)
dxNS' =
"I
1
M [L\"NS_l - BxNS - V\YNS]
(MJO.17)
Ii
Sec. M10.4
603
EQUILIBRIUM RELATIONSHIP
It is assumed that the vapor leaving a stage is in equilibrium with the liquid on the stage.
The relationship between the liquid and vapor phase concentrations on a particular stage
can be calculated using the constant relative volatility expression:
y-=
,
I
M10.4
O'X i
(MIO.18)
+ (IX - I )x,
I,
~ y,~X, ~
(M 10.19)
(M 10.20)
LgxN/' -J + VSYNr+ I + FZ r
~ LS'''-NF - VUYNI
'-co
(M 10.21)
f;
:0'::'
LSX i _ 1 +
V.SYill -
LSx i
VSYi
(MIO.22)
f:vs
= LSX NS _ 1 -
Bx NS
VSYNS
= ()
(MI023)
where B = L, - V,.
EXAlV1PLE MIO.l
Stead'y~State Operation
of a 41-Stage Column
Consider a 41-stage column with the overhead condenser as stage 1, the feed tray as stage 21
and the reboiler as stage 41. The following parameters and inputs apply
ex
F
1.5
::: 1 mol/min
zr
0.5 mole fraction of light component
R
2.706 mol/min
D "'" 0.5 mol/min
qF
1 (sat'd liquid feed)
Module 10
604
Ls
-j
Fqr
2.706
+ I
3.706 mol/min
c=.
3.206 mol/min
V\' ,."'" L s -- B ,=
3.706 -- 0.5
'[ he ll1-tJle d 1 st C,b, Tn (shown in the Appendix) is used to sol ve for the steady-state compositions.
fsolve(
'di~-oL
S,3' ,xO)
The resulting compositions are shown in Figure M 10.7. Notice the strong sensitivity to rellux
flowrate.
alpha
1.5. R
2.706.
3206
_-J
[_~
08
__:_
nominal
~11 O~O,,
0.0.6
:c
>04
0.2
____1...
__-------'__
10
15
20
stage
.-----L.-
25
l.,_ ...
30
-~
35
40
Sec. Ml0.5
605
but small when the reflux is greater than 2.71 1l1OlImin. 'T'hc opposite relatiollship holds for bottoms composition, where the gain is small when reflux is Jess than 2.7 mol/min, but large for n.>
flux greater than 2.71 mol/min. This sensitivity has important nnnificati{)HS for control system
design.
~ 0.95
2.66
2.68
2.7
2.72
2.74
reflux
0.06
~ 0.04
0.02
o ::--::.-----
_~J:_~_'::-
2.66
2.68
2.7
1_________
2.72
_ ----L _
2.74
reflux
M10.5
EXAMPLE lV110.2
Dynamic Response
Consider now the previolls problem, with the initial condiLions of Lhe stage compositions equal
to the steady-state solution or Example M 1O. L The ~\dditional parameters needed for the dymunic simulation are the molar holdups on each stage. Here we use the following parameters:
MJ=M o
tv}]
M 3 :::: 5
:::::;5 mol
= 0.5 mol
=5 mol
606
Module 10
To illustrate the nonlinear behavior we compan.' the results of J-, I (j{ step changes in the reflux
rate at time t:;:: 5 minutes.
[t,x]o::ode45( 'dist_dyn' IO,400,xO)
Note that the currenl version of ode4 5 docs 1101 allow model p,lnullClerS to be passed through
the argument list, so global parameters afC defined in the m-filc dis L_dyn. m shown in the Appendix.
The following results arc shown in l;'igurc MIO.9. A positive lr;::- step change in the reflux
rate yields a snlal! increase in the distillate composition; tbis makes since because the maximum
possible increase in distillate purity is (J.()J (the composition cannot he greater than I mole hac
lion) while it call decrease much more than that. A negative J (J{ step change ill reflux causes a
larger change in the distillate purity. 'fhe opposite effects arc observed l~)r bottoms composition,
where a positive reflux change yields a large bottoms composition change. A negative reflux
change yields a small bottoms composition change.
0.98
~
0.96
0.94
50
100
150
200
250
300
350
400
250
300
350
400
time, min
0.06
0.04
?
0.02
o
o
50
100
150
200
time, min
M10.6
x ,- A x' t
y' ;: : : C x'
n u'
(M 10.24)
(MI0.25)
Sec. M10.6
av.' =
ilx;
Xl :;:;: X -- x~,
0'.
(I+I-I)x)'
607
(MIO.26)
V/JC
A11)
.;01'
(M 1(28)
i = 2 to NF-] :
ill;
JX i 1
(M 10.29)
M[
(M 10.30)
Au I
ill;
I
-)
(-t'i+ 1
VnJ(;
I'vf/
(MI031)
illy/
(MI032)
ANF,NF I
JXA'V_I
ill"
(MIO.33)
()x NP
A,V/<Nr+ I
ill,,
V)<',/
M,
dX,vF' I
(M I 0.34)
Fori=NF+1 toNS-I:
(If;
ax;
M[
(ivlIO.35)
(M 10.36)
A iJI
and for the rcboiler (stage iV,,')
ill;
V/<i-+J
()Xi i I
iVf/
(ivlI0.37)
608
A NS,NS-l
at;
."C:_-
O.li_ I
(M 10.38)
Mil
_(13 + V,K
ANS,NS
N ,)
(M 10.39)
MlJ
Module 10
ttl ;;;;:
LR
;;;;:
L! and
aj,
B,.2
Ill::::
Vii':::::
(M IOAO)
au?
VrehoJler:
For i = I to NS-I:
Mr
B'.2
aj;
Yil
Mr
OllZ
(MIOAI)
aj;
N.'),
ill,
.....
I ~--
au]
M NS
!!"\2
'. ~
1'_,. ~ aU
2
- Yvs
MNS
(M I OA2)
If the output variables arc the overhead and bottoms compositions, tIlcn:
C u " 1, while
C?NS
M10.6.1
= 1, while
eli .c.
C'!.i -::0'
0 for i
(M I 0.43)
0 for i ;f!
(M I OA4)
j.
(M IOA5)
M10.7
MULTIPLICITY BEHAVIOR
Even simple ideal binary distillation columns have been shown recently to have interesting steady~state and dynamic behavior, including multiple steady-states. Nice cxalnples
are shown by Jacobsen and Skogestad (1991, 1994). The key assumption that must be
made for this behavior to occur is that mass flows, rather than molar flows, arc manipu-
609
lated. The reader is encouraged to read these papers and modify the MArLAB m-files
presented in this chapter to illustrate the behavior shown by Jacobsen and Skogestad.
SUMMARY
In this chapter wc have dcveloped modeling equations to dcscribe tile steady-state and dynamic behavior of ideal, binary distillation COIUlllllS. The 41-stagc column example shows
that stcady-statc distillate and bottom compositions arc a nonlinear function of the manipulated inputs (distillate and vapor boil~up flows). Also, the dynarnic responses or these COll1positions depends on the magnitude <lnd direction of changes in the manipulated inputs.
610
Module 10
STUDENT EXERCISES
1. Consider a simple I tray (3 stage) column with the overhead condenser as stage I,
the feed tray as stage 2 and the reboilcr as stage 3. Usc the following parameters and
inputs:
R =
ifF
F
lJ
Zp
=
=
=
5
3 mol/min
I
1 mol/min
0.5 mol/min
0.5 mole fraction of light component
Find the bottoms product Jlowratc, the stripping section flowratc and the vapor boilup rate (stripping section vapor Ilowrate). Usc fsolve and dist_ss.m to find
the resulting compositions:
x =
0.703]
[
distillate composition
]
0.486 = composition of stagc 2 (the feed tray)
[
0.297
bottoms product composition
Consider now the dynamic behavior, with the initial conditions of the stage COITlPO~
sitions equal to the slcady~state solution. The additional paramcters needed for the
dynamic simulation are the molar holdups on each stage. Usc:
M,
M2
M,
kIn
=
=
5 mol
0.5 mol.
5 11101
At lime zero, the reflux is changed from 3.0 mol/min to 3.2 mol/min. Usc ode45
and dist_dyn. m to simulate the dynamic behavior shown in the figures below.
0.78
0.08
0.76
(J)
0.06
~ 0.74
.:- 004
~
0.02
0.72
0.7
S
time
is
10
time
Appendix
611
APPENDIX
function f
;::: dist_ss(x);
xO)
DIST~PAR
%
%
< 8;
disp ( not enough parametlC':rs given in
if 1engthIDIST_PAR)
I
disp ('
DIST~PAR ')
')
disp (' check to SQe that global DIS'I' PAR ha;" bCE"n defined ')
return
end
%
alpha
DIST_PAR(l) ;
DIST_PAR(2) ;
ns
nf
DIST~PAR(3) ;
feed
zfeed
DIS'r_PAR (4) ;
DIST_PAR('j) ;
IJIST_PAR I 6) ;
qf
%
reflux
vapor
DIST PAR(7)
-
D151'.. PAR(8) ;
96
612
~t,
f (i)
Ibot
II'
Is
%
%
Module 10
VI'
%
%
VS
x(i)
::0:-
%
%
y(i)
vapor flow
rectifying sec
reflux;
refl_ux + feed*qf;
lr
Is
%
vs
vapor;
vs + feed*(l-qf);
vr
%
dist_
Ibot
reflux;
Is - vs;
VI'
if dist < 0
disp('error in specifications, distillate flow < 0')
return
end
if Ibot < 0
disp{'error in specifications, stripping section ')
disp('
')
1;
f :::;: zeros(ns,l)
%
% calculate the equilibrium vapor compositions
%
for i=l:nsi
y(i)=(alpha*x(i))/(l.+(alpha-l.l*x(i));
end
9"
% material balances
%
% overhead receiver
%
f (1) = (vr*y(2) - (dist+xeflux) *x(I));
% rectifying (top)
section
Appendix
613
'r,
for i";2:nf-l;
flil=lr*xli-ll+vr*yli+ll-1r*x(il-vr*yli) ;
end
%
% feed stage
lr*x{nf-l)+vs*y{nf+ll-ls*x(nflvr*y(nf)+feed*zfeed;
f Infl
%
for i=n+1:n5-1;
flil ls*x(i-l)+vs*Yli+l)-ls*xli)-vs*y(il;
end
%
% reboiler
%
f(ns)=(ls*xlns-l)-lbot*x(ns)-vs*y(ns));
dist dyn.m
function xdot.
==
dist~ __dyn (t
x) ;
[t, xl
614
Module 10
return
end
%
alpha
n;:;
n
[cedi
zfeedi
DIST_PAR(I)
DIS'r__ PAH (2)
DIST PAR(3 )
DIS'I" PAR (4)
DIS'T' -- PAR ( ~) )
;
;
;
;
(0.5)
qf
DIST PAR(6) ;
rc;luxl
DIST .. PAR(7) ;
DIST_PAH(S) ;
~~
vapori
mel
mb
ml-
(3.206 )
d.1.stillatE' molar
~6
DIST_PAR(9) ;
DIS'I' PAR (10) ;
DIS'l' PAR (] 1) ;
hold~up
(5)
if length (DIST_Pt\R)
stepr
U:,:;tepr
==
19;
DIST_PAH(12);
st~cpv
rnS'l'. PAR(14);
tstepv
stepzf
tstepzf
stepf
DIS'1' YAR(15) i
DIST_PAR(16) i
Lst(~pf
else
stepr
st:epzf
end
~~-;
DIST_PAR(17)i %
DIST]AR (IS);
IHST PAR(19) i
';,
%
:(;
%
%
DI~_::T_PAR{9:19)
dist
Ibot
LI'
%
%
Is
vr
vs
x (i)
xdot(i)
y (i)
~6
Vs
<J(,
if t < tstepr;
vapor boil-up,
feed composit::.ion
Appendix
reflux
else
refLux
615
reflux,i;
refluxi
sLepr;
('Ond
if t < tstepv;
vapor i;
vapor
else
sLepv;
vapori
ViJ.por
end
if t: < tsLepzf;
zfeed. - zf(:,-cdi;
else
zfeed - zfeedi
end
stepzf;
if t < tstepf;
feec1i;
feed
else
feec1.i
feed
t-
SLOpr
end
(I, rectifying and strippi.nq section liquid flowrates
reflux;
reflux!
lr
1s
9,5
rectifying and
feed*qf;
st~.ripp_ing
vapor;
vs + feed*(l-qfl;
vs
VI'
vr -- reflux;
dist.
Ibc) t:
Is -
V~;;
if di;:3t: < 0
return
end
zeros (ns, 1) ;
%
Df:~gative ')
616
Module 10
for i==l:ns;
y(i)=(aIpha*x(i)I/(I.+(alpha-I.)*x(i)l;
end
% material balances
%
% overhead receiver
%
xdot(II=(I/md) * (vr*y(2) -(dist+reUux) *x(II);
%
% rectifying (top)
section
for i=2:nf-l;
xdot (i I = (I/mt)
end
% feed stage
%
xdot (nf)
r*y(nf)+feed*zfeed);
%
for i==0+1:os-1;
xdot(il=(l/mt)*(ls*x(i-ll+vs*y(i+l)-ls*x(il-vs*y(i)) ;
end
%
% reboiler
%
xdot (ns 1= (l/mb) * (18 *x (ns-l) -Ibot *x (ns) -vs *y (ns) I ;
INDEX
617
Index
618
Continuous stirrcc!lank reactor (CSTR)
isothennal, 21, 39, 200, 20 1,293,506
diaharic, 559
Convergence, 55
Cramer's rule, 441
Critically damped, 219
Cusp catastrophe, 374, 578
Damping factor, 216
Decay ratio, 221
Decision variables, 454
Determinant. 440
conditions for stability of two-stale
systems, 3 J 2
Deviation variables, J 10, 288
Diabatic reactor. 559
cusp catastrophe, 578
dynamic behavior, S(lS
linearization. 567
phasc~plane, 571
motkl,561
multiple steady-states, 572
stcady~statc 563
Dimensionless models, 35
Direct sub,<.;titution, 55
Enthalpy, 31
Equilibrium point, 52
Equilibrium stage, 492, ()Ol
Exothermic, 560
heal of reaction, 561, 562
Estimation
discrete models, 295
first-order ITanskr functions, 195
linear regression, 452
Euler integration, XI
[~xtinction, 576
liaise position, 60
ricedback, 273
Feigenbaum's nUlnber, 353
r:inal value theorem. 177
Pixed point, 52, 344
Heated mixing tank, 32, 471
Heterogeneous differential equations, 152,
289
llo!llogelleous differential equations,
145,289
Hopi' bifurcation, 3X8
diabatie reactor, 584, 587
Lorenz equations, 401
llysteresis, 371
biochernical reactor, 550
diabatic CSTH., 582
Identity matrix, 439
Ignition, 576
ImpUlse responses
first-order systems, 198
MATLAB,236
second-order systems, 222
Initial conditions, 95,120,146
Initial value theorem, 177
Input variable, 37
Integrating systems, 206
Integration methods, 80
Euler, explicit, 81
r~lller, iniplicit, 82
Runge-KuHa, 88
step size, 82
Inverse
matrix, 53, 441
Laplace transform, 169
Index
619
Inverse response, 227, 229
parallel processes, 271
van de V usse reactor, 520
Jacohian matrix, 169
Laplace transforms, 168
applications, 178
definition. 169
derivatives, 173
exponential, 170
integrals, 173
Initial value thcorem, 177
final valuc theorcm, 177
irupulse, 176
pulse, 174
ramp, 174
step, 17 I
table, 186
time delay, 172
Lead-lag transfer functions, 208, 264
Least squares, 452
Levcllocrg-M<1Il1Ui11dt,7()
Limit cycle, 323, 384
Linear regression, 452
hatch reactor, 458
decision variables. 454
least squares objective function, 454
MIITLAB,45R
solution, 455
Linear systems analysis, II
Linearll,ation, 109, 117, 2f<,7
Logistic equation, 334
Lorenz equations, 195
introduction, 396
model equations, 397
stability, 399
stcady~state, 398
Lumped paranlCtcr systems, 6
MIITLAB,415
background, 416
commonly used cOllllnands, 431
commonly llsed functions, 432
complex variables, 421
diary, 430
entering matrices, 417
if-then, 427
for-loops, 427
function routines, 429
MATHWORKS,431
multiplication, 421
plotting, 422
script files, 428
toolhoxes, 430
transpose,418
workspace, 419
MATLAB, functions and routines
conv, 269
det, 447
eig, 446
expm, 124
feedback, 276
[solve, 70
fze:ro, 63
impulse, 236
initial, 127
ode23, 95
ode45, 95
par,:;d.lel, 272
plot, 422
polyf it, 459
polyval, 460
roots, 64,275
~;eries, 269
ss2tf, 252
"tel', 127,234
Lf2ss.234
trace, 447
Matrix operations and properties, 436
addition, 436
co-factor, 440
determinant. 440
diagonal, 439
eigenvalue, 443
eigenvector, 443
identity, 439
inverse, 53, 441
luinors, 440
multiplication, 437
trace, 440
transpose, 4:~8
vectOr norm, 448
Matrix transfer-functions, 248
Mean value theorem, 19
Minor, 440
620
Index
Mixing tank, J 91
Model
definitions, 4, 5
dimensionless, 35
mathematical, 16-40
uses, 17
control system design, 17
operator training, 17
process design, 17
safety, 17
Multiplicity (multiple steady-states), II
biochemical reactors, 535, 540
diabatic CSTR, 564,572
distillation, 608
input Illultiplicity, 524
outpullllultiplicity, 574
Newton's method
single equation, ClO
multiple equations, 66
quasi-,69
Norm
Vector,44X
Nth order ordinary differential equations
homogeneous, 145,289
non-homogcnC(lliS (heterogeneous), 152,2:)9
Index
621
State variables, 23, 37
Step response
absorption, 496
distillation, 606
Trace
conditions for stability of two-stale
systems, 312
Ilmtrix, 44()
Transfer functions
first-order. 191
first-order plus time-delay, 204
integrating, 206
lead-lag, 208
matrix, 248
second-order, 2 J 6
series, 267
cI'ranspose,438
Tutori~tl reviews
linear regression, 452
MATLAB,415
matrix algebra, 435
SIMULlNK,464
vall de Vusse model
linear, 293, 518
nonlinear, 516
Washout, 540
Zeros
algebraic equation, 63
of a transfer function, 22R
righ{~half plane, 229
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I CHEMICAL ENGINEERING I
Process Dynamics
Modeling, Analysis, and Simulation
B. , Wayne Bequette
In today's highly integrated chemical process plants it is important to consider process
dynamics at the process design stage. This innovative book applies the power of MATLAB
and SIMULINK software to the dynamic behavior of chemical processes. Computer simulation
techniques allow the application of multiple analytical strategies, both linear and nonlinear,
to create accurate, adaptable models for real-life chemical processes.
With an emphasis on numerical methods and the dynamic nature of chemical processes,
Process Dynamics covers:
Process Modeling: material and energy balances, lumped parameter systems.
scaling, and constitutive relationships
Numerical Techniques: algebraic equations, numerical integration, associated
MATLAB routines
Linear and Nonlinear Systems Analysis: Laplace transforms, transfer function
analysis, block diagrams, bifurcation, the quadratic map, chaos theory
Special review and learning modules further integrate the software applications with the
key text concepts. End-of-chapter exercises complement the more extensive case studies
at the end of the book. Practical, comprehensive, and easy to use, Process Dynamics:
provides a thorough treatment of this complex subject.
ISBN 0-13-206889-3
90000
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9780132 068895