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B. Wayne Bequette
Process Dynamics
Modeling, Analysis, and Simulation
Prentice Hall International Series in the Physical and Chemical Engineering Sciences
PRENTICE IIALL INTERNATIONAL SERIES IN THE PHYSICAL AND CHEMICAL ENGINEERING SCIENCES
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!\i\lUNDSON, SE!{IES liDITOR, Un/verst!.\' t?!1foIlS!Ofl
AnVISORY E1JJTORS
AN[)J{l~AS ACRIVOS,
S{(l!!(oI'r! Unil'ersify
JOHN DMII,ER,
'T'1l0MAS
University (d'IVlillllesO{{/
H. SC'(rlT FOGIJ]{, Unil'CI"sity (~rMichigan
J.
IIANKATTY,
JOHN M. P[~AUSN[TZ, Univcrsily
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Bi\LZlllSER, S;\:'·IUEJ.S, Mm 1::l.uASSEN
E::. SCRIVEN,
University (?( fllil/oi,\' (?FCa!i;(omia University 1?(Minl/csota
Chemical !'.lIgilleaing ThennodYl/tllllics Process Oynamics: A1odcling, Analysis, and Simulatio/l BWUU.:R, CiROSS\\i\NN, AND WESTERBERG Sy.l"tcmafh' iHethods rd' Chemica! Process J)esij{11 CROWL and 1,()(JVA1{ Chemica! Process Sq(ety DFNN Process' Fl/lid lvlec!wlI/c"S [;'OGLER {:lemcfI!s q(Cllcmical Rcaction Engineering, 2nd I~'dition HANNA AND SANDA[J COll/putatiolla! Methods ill ChclIIical Engineering IIJ~IMI~LBLAU Basic Principles {{lid C(llcl/larions ill Chemical Engincering, 6th editioll HINES i\!>il) MADDOX Mass Tnl/lsjt'r KYLE Chemical and Proces..,. '1henllodyl1amics, 2nd edition NEWMAN Efectmchc/Ilical Systcms, 2nd edition PR;\tJSNll/., LICIITFNTIlMJ',R, and DL A/.l'VEDO Molecular Thermodynamics (~rFlllidPIUlse Eqlli/ihria, 2nd cdition PHrNTlC:E Elec!rochcmical Ellgincering Principles STEPHANOI'OULOS Chemical Process COlltrol TI~STER AND MOllF.!J. Thermodynamics (lnd Its /\pplicatio/ls, 3rd edition TURTON Analysis, SrI/thesis, and Design (~rChell/iCflI Processes
Br',QUFTrl::
PROCESS DYNAMICS
Modeling, Analysis, and Simulation
B. Wayne Bequette
Rensselaer Polytechnic Institute
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Bequette, B, Wayne. Process dynamics: modeling, analysis, and simulation / B, Wayne Bequette.
p.
ern.
Includes bibliographical references and index, ISBN O,11206889~3 1. Chemical procc%es. I. Tille. TPI55,7.B45 1998 (j6()',2X4'OI185dc21
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CONTENTS
Preface
XVII
SECTION I PROCESS MODELING
1 Introduction 3
1
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
viii
Contents
2
Process Modeling
16
2.1 2.2
2.3 2.4
2.5
2.6 2.7 2.8 2.9
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 Flowthrough 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
NUMERICAL TECHNIQUES
49
3
Algebraic Equations
51
3.1 3.2 3.3
3.4
3.5
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 NewtonRaphson) 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 QuasiNewton Methods 69
63
Contents
ix 70
3.6
MATlAB Routines for Systems of Nonlinear Algebraic Equations Summary 71 Further Reading 72 Student Exercises 73 Appendix 78
4
Numerical Integration 4.1 4.2
80
4.3
4.4
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 RungeKutta Integration 88 4.3.1 Second Order RungeKutta 89 4.3.2 FourthOrder RungeKutta 93 MATlAB Integration Routines 94 4.4.1 ode23 and ode45 95 Summary 97 Further Reading 97 Student Exercises 98
83
SECTION III
LINEAR SYSTEMS ANALYSIS
103 105
5
linearization of Nonlinear Models: The StateSpace Formulation 5.1 5.2 State Space Models 106 5.5.1 General Form of State Space Models 108 Linearization of Nonlinear Models 109 5.2.1 Single Variable Example 109 5.5.2 One State Variable and One Input Variable 5.2.3 Linearization of Multistate Models 112 5.2.4 Generalization 114 Interpretation of Linearization 117 Solution of the ZeroInput Form 119 5.4.1 Effect of Initial Condition Direction (Use of Similarity Transform) 120 Solution of the General StateSpace Form 127 MATlAB Routines step and initial 127 5.6.1 The MATLAB step Function 129 5.6.2 The MATLAB initial Function 129 Summary 130 Further Reading 131 Student Exercises 131
110
5.3 5.4
5.5 5.6
x
Contents
6
Solving Linear nth Order ODE Models
142
6.1 6.2
6.3 6.4 6.5
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 TimeVarying Parameters 154 Routh Stability CriterionDetermining Stability Without Calculating Eigenvalues 157 6.5.1 Routh Array 157 Summary 160 Further Reading 161 Student Exercises 161 168
7
An Introduction to laplace Transforms
7.1 7.2 7.3
7.4 7.5 7.6
Motivation 168 Definition of the Laplace Transform 169 Examples of Laplace Transforms 170 7.3.1 Exponential Function 170 7.3.3 TimeDelay (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 187 190
8
Transfer Function Analysis of FirstOrder Systems
8.1 8.2
8.3 8.4
Perspective 191 Responses of FirstOrder Systems 191 8.2.1 Step Inputs 193 8.2.2 Impulse Inputs 198 Examples of SelfRegulating Processes 200 Integrating Processes 206
Contents
xi
8.5
LeadLag Models 208 8.5.1 Simulating LeadLag Transfer Functions Summary 211 Student Exercises 211
209
9
Transfer Function Analysis of HigherOrder Systems 9.1
215
9.2 9.3 9.4 9.5 9.6
Responses of SecondOrder Systems 216 9.1.1 Step Responses 217 9.1.2 Underdamped Step Response Characteristics 221 9.1.3 Impulse Responses 222 9.1.4 Response to Sine Inputs 224 SecondOrder Systems with Numerator Dynamics 226 The Effect of PoleZero Locations on System Step Responses 228 Pade Approximation for Deadtime 230 Converting the Transfer E;unction Model to StateSpace Form MATLAB Routines for Step and Impulse Response 234 9.6.1 step 234 9.6.2 impulse 236 Summary 236 Student Exercises 237
232
10
Matrix Transfer Functions 10.1 10.2 10.3
247
A SecondOrder Example 248 The General Method 251 MATLAB Routine ss2tf 252 10.3.1 Discussion of the Results from Example 10.2 Summary 257 Student Exercises 257 261
255
11
Black Diagrams 11.1 11.2 11.3 11.4 11.5 11.6 11.7 11.8
Introduction to Block Diagrams 262 Block Diagrams of Systems in Series 262 PoleZero Cancellation 263 Systems in Series 267 11.4.1 Simulating Systems in Series 267 Blocks in Parallel 269 11.5.1 Conditions for Inverse Response 271 Feedback and Recycle Systems 273 Routh Stability Criterion Applied to Transfer Functions 11.7.1 Routh Array 277 SIMULINK 278
276
xii
Contents
Summary 279 Student Exercises
280
12
Linear Systems Summary 12.1 12.2 12.3
282
12.4 12.5
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 StateSpace Model as a Single nth Order Ordinary Differential Equation 289 12.3.4 Use Laplace Transforms Directly on the StateSpace Model 290 Introduction to DiscreteTime 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
301
13
PhasePlane Analysis 13.1 13.2 13.3
303
13.4
Background 304 Linear System Examples 304 Generalization of PhasePlane 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
Introduction Nonlinear Dynamics: A Case Study of the Quadratic Map 14.1 14.2 14.3 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)
331
14.4 14.5
342
Contents
xiii
14.6
14.7
14.8
Stability of FixedPoint Solutions 344 14.6.1 Application of the Stability Theorem to the Quadratic Map 344 14.6.2 Generalization of the Stability Results for the Quadratic Map 346 14.6.3 The Stability Theorem and Qualitative Behavior Cascade of PeriodDoublings 348 14.7.1 Period2 348 14.7.2 Period4 351 14.7.3 Periodn 14.7.4 Feigenbaum's Number 353 Further Comments on Chaotic Behavior 354 Summary 354 References and Further Reading 355 Student Exercises 356 Appendix: Matlab MFiles Used in This Module 358
346
15
Bifurcation Behavior of Single ODE Systems 15.1 15.2 15.3 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
360
16
Bifurcation Behovior of TwoState Systems 16.1 16.2 16.3 16.4
381
382
Background 381 SingleDimensional Bifurcations in the PhasePlane 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
17
Introduction to Chaos: The Lorenz Equations 17.1 17.2 17.3
395
Introduction 396 Background 396 The Lorenz Equations 397 17.3.1 SteadyState (Equilibrium) Solutions
398
xiv
Contents
17.4
17.5
17.6 17.7
Stability Analysis of the Lorenz Equations 399 17.4.1 Stability of the Trivial Solution 399 17.4.2 Stability of the Nontrivial Solutions 400 17.4.3 Summary of Stability Results 301 Numerical Study of the Lorenz Equations 402 17.5.1 Conditions for a Stable Trivial (No Flow) Solution 17.5.2 Stable Nontrivial Solutions 403 17.5.3 Chaotic Conditions 405 Chaos in Chemical Systems 407 Other Issues in Chaos 409 Summary 410 References and Further Reading 410 Student Exercises 411 Appendix 412
402
SECTION IV
Module 1
REVIEW AND LEARNING MODULES 415
413
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
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 IFTHEN Statements 427 mfiles 428 Diary 430 Toolboxes 430 Limitations to Student MATLAB 431 Contacting Mathworks 431 Student Exercises 432
Module
2
Review of Matrix Algebra M2.1 M2.2 M2.3 M2.4
435
Motivation and Notation 436 Common Matrix Operations 436 Square Matrices 440 Other Matrix Operations 448 Summary 450 Student Exercises 450
1 M6.2 M7.3 M8.2 M4.5 452 Motivation 452 Least Squares Solution for a Line 454 Solution for the Equation of a Line Using MatrixVector Notation 455 Generalization of the Linear Regression Technique MATLAB Routines polyfit and polyval 458 456 Module 4 Introduction to SIMUlINK M4.2 M5.3 M6.3 464 466 Introduction 464 Transfer FunctionBased Simulation Printing SIMULINK Windows 469 Module 5 Stirred Tank Heaters M5.4 M3.1 M5.3 M3.4 M5.5 M5.3 Introduction 506 FirstOrder Irreversible Reaction Van de Vusse Reaction 516 507 506 Module 8 Biochemical Reactors M8.1 M3.Contents xv Module 3 Linear Regression M3.6 M5.2 M6.4 529 Background 529 Modeling Equations 530 SteadyState Solution 534 Dynamic Behavior 535 .1 M4.2 M8.1 M7.2 M3.4 M6.3 M5.7 471 Introduction 471 Developing the Dynamic Model 472 SteadyState Conditions 475 StateSpace Model 475 Laplace Domain Model 477 Step Responses: Linear versus Nonlinear Models Unforced System Responses: Perturbations in Initial Conditions 483 478 Module 6 Absorption M6.1 M8.5 490 Background 490 The Dynamic Model 491 SteadyState Analysis 495 Step Responses 496 Unforced Behavior 501 Module 7 Isothermal Continuous Stirred Tank Chemical Reactors M7.
7 M9.4 M10.8 Module linearization 536 PhasePlane Analysis 539 Understanding Multiple SteadyStates Bifurcation Behavior 549 540 9 Diabatic Continuous Stirred Tank Reactors M9.xvi Contents M8.5 M10.4 M9.2 M9.1 M10.9 559 Background 560 The Modeling Equations 561 SteadyState Solution 563 Dynamic Behavior 565 linearization of Dynamic Equations 567 PhasePlane Analysis 571 Understanding Multiple SteadyState Behavior Further Complexities 580 Dimensionless Model 584 572 Module 10 Ideal Binary Distillation M10.8 M9.7 M8.3 M9.6 M10.7 597 Background 597 Conceptual Description of Distillation 599 Dynamic Material Balances 601 Solving the SteadyState Equations 603 Solving the Nonlinear Dynamic Equations 605 StateSpace Linear Distillation Models 606 Multiplicity Behavior 608 Index 617 .5 M8.5 M9.2 M10.3 M10.6 M8.1 M9.6 M9.
state space and transfer function analysis and simulation. however. Vie have been fortunate to have a two~semestcr se~ qucnee in dynamics and control. The prime motivation for my textbook is then to provide a more comprehensive treatment of process dynamics. a signifi~ cant portion of the text consists of review and learning modules. analysis. I~ach learning module provides model development. xvii . analysis. linear~ ization.PREFACE An understanding of the dynamic behavior of chemical processes is ilnportant from bolh process design and process control perspectives. there is too little space to give adequate depth to modeling. and simulation. Since the emphasis of most or the textbooks is on process control. Topics covered here that arc not covered in a traditional text include nonlinear dynamics and the usc of MA TLAB for numerical analysis and simulation. This textbook evolved from notes dcvelopcd for a course on dynamic systems that I have becn teaching at Rcnsselaer since 199 I. Also. The motivation for this approach is to allow the student to "tic~togelher" all of the concepts. It is comJllon for process dynamics to he included as the introductory portion of a process control textbook. based on stcady~state considerations. allowing more depth to the coverage of each topic. The focus tends to he on transfer function~based models that arc used for control systenl design. nonlinear dynamic results. there afC a number of limitations to this approach. and sinwlatioll of dynamic systems. rather than {rcat~ ing the III independently (and not understanding the connections between the different methods). The current status of computational hardware and software has made it easy to interactively simulate the dyo<:unic behavior of chemical processes. which is practically uncontrollable when the process dynamics arc considered. stcady~statc solutions. It is easy to design a chemical process. including modeling.
I will use the WWW site to provide updated examples. A set of Infiles used in many of the examples and in the learning nlodules is available via the world wide wcb at the following locations: http:/wwwhpi. l<amcsh Rao. and Kevin Schott. who not only made a numher of suggestions to improve the text. Prelinllnary dratls of' many chapters werc developed over cappuccinos at the Daily Grind in Albany and Troy.xviii Preface An important feature of this text is the usc of MATLAB software.:lVe taken the course. Brian Aufderheide. r would appreciate any comments and suggestions that yOll have on this textbook. and suggestions for teaching and studying process dynamics. Vinay Prasad. Ilis love of teaching should be an inspiration to us all. who taught me the introductory course in process dynamics and control.cdu/hel}ueb/Process_Dynamics hHp:/www. A few acknowledgments arc in order. my ideal study environment looks much like a cofree shop). The {(Isk of developing a solutions manual has heen carried out by Venkatcsh Natarajan. Wayne RequeUe . 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. B. Bass Ale served at the El Dorado in ~rroy promoted discussions about tcaching (and other somewhat unrelated topics) with my graduate students. Teaching and learning should be dynamic processes. Lou Russo. Many thanks to one of my graduate students. but also sparked an interest in many of the undergraduates that h. A special thanks to Professor Jim Turpin at the University of Arkansas.htm I Additional learning modules will also be available at the RPI location.com/education/thirdparty. the effect of the many Buffalo wings is still unclear. additional problems with· solutions.mathworks.
SECTION I PROCESS MODELING .
1 MOTIVATION Robert Reich in Work {~lNations has classified three broad categories of employment in the United States. 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 1.5 Moti valion Models Systems Background or the Reader How to Use This Texthook 1. In order of increasing educational requirement these categories are: 3 nze .INTRODUCTION 1 This chapter provides a motivation for process modeling and the study of dynamic chemical processes.2 1.3 1. After studying this chapter.4 1.6 Courses Where This Textbook Can Be Used 1. It also provides an overview of the structure of the textbook.
identify. The mamunicat cd to other spc<:iaJists. which means a measure . " (italics added . The tools Illay be nipulatio ns arc done with analytic tools. Before proceed ing. inperson services. represen tation of a pl<lIllled or existing object" (Webste ns. systems of inductio for emphasi s) other sct of techniqu es for doing conceptu al puulcs.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. and then. experim ented with. such the behavio r of a chemic al process. . A require ment for assessin under conside rahavior is a time~dcpendent mathematical model of the chemic al process ries for a def'inition. All of these respons processes. eventual ly. They sim"Symbo lic analysts solve. Didiona ry Definitions: Mode! as a noun. legal argmllcl n or deductio n. Others may be respons ibilities require an unchemica l process to provide more profitahility. juggled.v (~f.rcief/rifle princiules.4 Introdu ction Chap. obeying certain specified conditio it is analogou s in some used to understa nd a physical .cal Tl~rms). Input informa tion is specifie . transfor med ce. whose behavio r is "/\ mathema tical or physical system. Some as tempera ture or pre. or social system to which way" (McGra wlIill Dietiof/ar. psycho· lIlathematical algorithms. 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. Often they arc process ergince rs responsible for technica ~Ire respons ible 1'01' dethe daytndeiY operatio ns nf a particld ar chemic al process. derstan ding of the timede penden t(dynam ic) behavio r of chemic al 1.)'cie1/t!fic and Techn. and broker problem s by manipula COlllabstract inmges that call be rearranged.sure) can he maintai ned at desired values. or any logical insights ahoUl how to persuade or to amuse. Used r's New World Dictiof/w y). financial gimmick s. To diroutine production services. sharpene d by experien lts. tempera ture or concentration. . it is worth consult ing with two differen t dictiona tion of !nodel. 1 tic services. it means "a small Model is derived fro1l11he Latin modus.ssigning feedback control systems so that process variables (such ihle for redesigning a . plify reality into hack into reality. es in one way Most chemic al enginee rs work with chemic al manufactUling pmcc:':is l troubles hooting in or another. Symbol s are used to represe nt d and numerical alas pressure. 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. biologic al. and symboli canaly rectly quote from Reich: l1ng symbols.
By fundamental. a process model). given a set of input data. when we usc the term model. If only an approximate answer is needed. or if the empirical model has satisfactory predictive capability. we mean models that are based on known physicalchemical rc~ lationships. we would prefer to use models based on fundamental knowledge of chemicalphysical relationships. but we will neglect the interchange of mass and energy due to nuclear reactions. how much will the demand decrease? • Allocation: If we have several sources for raw materials. and several manufacturing 101' course.) relatiomdlips. the real conservalioll law is that of massenergy.1 How Models Are Used As we have noted. a model is used to predict the output "response. An example of an empirical model is a simple least squares fit of an equation lo experimental data." A model can be used to solve the following types of problems: Marketing: If the price of a product is increased. or the numerical solution of the model). 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.2 Models 5 Notice that both definitions stress that a model is a representation of a system or ohject. Empirical models may be useful for "interpolation" but are generally not useful lilr "extrapolation". transport phenomena.a mueh larger range of conditions than empirical models. Generally. In this textbook. and thermodynamic (phllse equilibrium. I as well as reaction kinetics. 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. 1. we will be referring to a mathematical model. Another common model is the empirical model. that is. The emphasis in this text is on the development and lise offundamental or firstprinciples models. 1.2. We prefer to usc the following definition f~)r model (more specifically. An empirical model might be used if the process is too complex for a fundamental model (either in the fonnulation of the model. .Sec. then a simplified model can often be lIsed. an empirical model will only be useful over the range of conditions used for the "fit" of the data. etc. Fundamental models will generally he accurate over . This includes the conservation of mass and conservation of energy. It should be nOled that it is rare for a single process model to exist.
it is important to consider the dynamic operability characteristics of a process during the design phase. For cxamjJlc. where the temperature is uniform throughollt the tank. As an example of the increasing importance of knowledge of dynamic behavior. This is all example of a lumped parameter system.)· or distributed parameter systems. . but not space). since the temperature docs not vary with spatial pOSition. Hence. A typical example of a lumped parameter system is a perfectly mixed (stirred) tank. In the past. separation devices. Also. batch processes that arc commonly used in the pharmaceutical or specialty chemicals industries arc inherently dynamic and cannot bc simulated with steadystate models.) but which is dynamically inoperable. consider process design.6 Introduction Chap. for example) changes only with one independent variable (time. This book will cxtend the steadystate material and energy balance concepts. etc. wellstirred tank where a hot liquid stream at 60 uC is mixed with a cold liquid stream at lone (Figure 1. for example. 1 plants. A distrihuted parameter system has more than one independent variable. to dynamic systems (systems where the variables change with time). EXAMPLE 1.1). temperature may vary with both spatial position and time. A problem with performing only a steadystate design is that it is possible to design a process with desirable steadystate characteristics (minimal energy consumption. In the previous discussion we have characterized models as stcadystate or dynamic. A lumped parameter systcm assumes that a variable or interest (temperature. chemical process design was based solely on steadystatc analysis. 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 steadystate analysis. The wc11~mixed assumption means that the fluid temperature in the tank is uniform and equal to the temperature at the exit from the t<mk. and decide what products each plant produces? Synthesis: What process (sequence of reactors. generally prescnted in an introductory textbook on chemical engineering principles. Another characterization is in ter111s 01" lumped porarneter system. how do we distrihute the raw materials among the plants.1 A Lumped Parameter System Consider a perfectly insulated. 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.
l. as shown in Figure ] .Sec. 60 o '0 f? ~ 50 @ .2 Models Hot Cold 7 iii Outlet FIGURE 1. Now we consider the dynamic response to a change in the fraction of hot flow. Similarly. then the outlet temperature would be equal to the cold lluid temperature.2 Relationship between hot flow and outlet temperature. Consider now the ~leadystale behavior of this process.2 0.1 Stirred lank. If the only stream was the hot fluid. Figure 1.2 40 '" l Q.8 Hot Flow.5 . We sec that there is a linear steadystate relationship between the hot flow (fraction) and the outlet temperature. A combination of the two streams yields an outlet tClJlpcrutufc that is intermediate between the cold and hot temperatures.3 compares outlet temperature responses for various step changes in hot flow fraction at t :::: 2. ~ 30 8 20 10 _~~.l~~~~~~~~ ID o 0.2. if the only stream was the cold stream.6 0.4 0. 1. fraction FIGURE 1. thell the outlet temperature wOl/ld be eqllal to the hot fluid temperature if the tank were perfectly insulated.
8 Introduction Chap.4 Counterflow heat exchanger.. Steam in The steady~slate tell1perature profile (water temperature as a function of position) is shown in Figure 1. Water in ~IF=: FIGURE 1.. min 20 25 30 FIGlJRE 1. .. 45 +20% o E ci: 40 '" ~ 35 f~"~~~~Q~o~~~~ . with the same speed of response. We will find later that these responses afC indicative of a lincar system.3 Response of temperature to various changes in the hoI llow fraction. . . We sec that the changes afC symmetric.2 A Histributed Parameter System A simplified representation of a counterflow heat exchanger is shown in Figure lA.trcam.5.. This is a distributed parameter systcnl because the tClnperature of the water stream can change with lime and position. 1 minutes. A cold water stream flows through one side of the excbanger and is heated by energy transfcrcd fro!ll a condensing steam .230 20% 25 20 . This is because the tcmper . Notice that rate of change of the water temperature \vith respect to distance decreases as the water tcmpenlturc approaches the steam teinpcrature (I OOOe).. EXAMPLE 1.' o 5 10 15 time.
0. 100 98 96 0 '" '" " J' E 0 ~ 94 92 90 88 86 a 20 40 60 80 100 inlet temperature.LJlU: 1.6 Outlet water temperature.Is a function of inlet water temperature. deg C FIGURE 1.6. JE E 60 40 20 a 0.5 W::tter temperature as function of position. The outlet water temperature as a function of inlet water temperature is shown in Figure 1.Sec.2 Models 9 ature gradient rOf heat transfer decreases as the water temperature increases. 100 80 0 '" " " ci.2 0. .8 Flf.4 Z. 1.6 distance it 0.
I'or our purposes. and rnilitary engineers. These equations generally result from macroscopic balances around processes. and separation devices.3. aeronautical. a system witl be composed of chemical unit operations. One of the main techniques for solving partial differential equations is !:nlsed on converting a partial differential equation to a set of ordinary differential equations. steadystate simulation of a lumped parameter system involves the solution of algebraic equations. Dctinition: Svstem A combination of several pieces of equipment integrated to perform a specific function. To find the steadystate solution of a set of ordinary differential equations. The example in the definition presellted is of interest to electrical. First of all. We must be careful when using computer simulation.3 SYSTEMS We have been using the term system yery loosely.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. and gun (McGrawHill Dictiolimy (?f5. Do the results of this . which arc used to producc a chemical product. we must solve a set of algebraic equations. we will oftcn consider a single unit operation to be a system composed of inputs. thus a fire (arlillery) control system may include a tracking radar. Typically. heat exchangers. Indeed. A series of modules in Section V of this textbook cover the behavior of a number of specific unit operations. 1. we must he able to say. with an assumption of a perfectly mixed system. 1. states (to be defined later) and outputs. Partial ditTerential equation models result from microscopic b<tlanccs and arc not covered in this textbook. while dynamic simulation involves the solution of ordinary differential equations. Consider the following definition.10 Introduction Chap. 1 Mathematical models consist of the following types of equations (including combinations) Algebraic equations Ordinary differential equations Partial differential equations The emphasis in this textbook is on developing models that consist of ordinary differential equations. such as chemical reactors.ciellt!fic and Technical Tenns). computer. Techniques deYeloped in this textbook can then be lIsed to solve these problems.
7a there is a monotonic Jacket Temperature Jacket Temperature a. If a system of ordinary difreren~ tial equations is nonlinear. Steadyslale reactor temperature as a function of steadystate jackct lelnperalurc. nth order o("ciinary differential equation. This qualitative change is illustrated in l'. Traditionally.3.2 linear Systems Analysis The mathematical tools that arc lIsed to study linear dynamic systems problems me known as linear systems analysis techniques.g. MUltiplicity FIGlJRE l. 1. we must decide which parameters (or inputs or initial conditions) are likely to vary. etc. for example) changes whcn a parametcr (c.. they can be linearized at a desired steadystate operating point. and (ii) state space techniques (based on the linear algebra techniques of eigenValue and eigenvector analysis) arc used to analyze the behavior of multiple firstorder linear ordinary differential equations. heat transfer coefficient) or input (fJowrate or inlet temperature) changes. Monotonic b.7 below. Often we want to understand how the response of system variablc (tempera. 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.Sec. which shows possihle steadystate behavior for ajackcled chemical reactor.ture. Rather than trying to obtain the understanding of the possible types of behavior hy merely running many simulations (varying parameters. linear.3.3 A Broader View of Analysis 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.).3 Systems 11 simulation make sense? Common sense and "back of the envelope" calculations will tell us if the numerical results arc in the ballpark. 1. 1.'igure 1. In l<'igure 1. and use analysis techniques to determine if a qualitative change ofhehavior (number of solutions or stability of a solution) can occur. .7 Two qualitatively differclll types of input/output behavior. 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.
this textbook can serve as review material for firstyear graduate student who is interested in process modeling. 1.:mces. the 'student has taken an introduction to chemical engineering (material and energy haJ. perhaps a simple stcady~state material and energy bal~ ance will suffice. and mathematics (including dilTerential equations) eourse. 'rile complexity and accuracy of a solution will depend on the information available or what is dc~ sired in the final solution. physics. Although a few years may have lapsed since the engineer took a differential equations course. Engineering problem solving can be a comhination of art and science. or numerical methods.or jUllior~levcl chemical engineering background. 1. the review provided in this text should be sufficient for the development and solution of models based on differential equations. the steadystate reactor temperature increases. Numerical techniques for solving algebl'<ric and differential equations are covered in Section II (Chapters 3 and 4). 1 relationship between jacket temperature and reactor temperature. 1. This textbook can also be used by an engineer in industry who nceds to develop dy~ namic models to perform studies to improve a process or design controllers. If you arc simply performing a rough (back of the envelope) cost estirnatc for a process design.7b illustrates behavior known as output multiplicity.1 Sections In Section I (Chapters ] and 2) we show how to develop dynamic models for simple chemical processes. if an optimum design integrating several unit operations is required.:kct temIJcraturc can yield three possible reactor temperatures.Se. In addition to the standard introductory chemistry. 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.12 Introduction Chap.5. Much of the textbook is based on linear system analysis techniques.5 HOW TO USE THIS TEXTBOOK The ultimate objective of this textbook is to be able to model. that is. that is. Nonlinear analysis techniques are prescnted in Section IV (Chapters 1317). there is a region of stcadystate jacket temperatures where a single j'H. simulate.:lckct temperature increases. On the other hand. and (more importantly) understand the dynamic behavior of chemical processes. Also. which arc presented in Section III (Chaptcrs 5 through l2). Figure 1.S. Section V (Mod~ . as the s(cady~ state j.4 BACKGROUND OF THE READER It is assumed that the reader of this textbook htls a sophomore. then a more complex solution will be involved. reaction stoichiometry) cour. systems analysis.
normally taken in the second semester of the junior year.5. I have not treated process control in this text because 1 feci that there is a need for more indepth coverage of process dynamics than is covered in most process control textbooks. We have used the MATLAB numerical analysis package to solve equations in this text. the examples presented in the chapters tend to be short and illustrate one or two numcricaltcchniqucs. this text can also be used in a firstyear graduate course on process modeling or process dynamics. reinforce the concepts dis 1. one needs to he able 10 solve differential equations and plot response curves. To understand the dynamic behavior of chemical processes. AMATL. This textbook can be used for the first term of a two~tcrm sequence in dynamics and control. that treats process examples in much more dclail.3 Motivating Examples and Modules This textbook contains III any process examples. new techniques arc introduced in the examples. Many of the examples haveMA"rLAB mfiles associated with them. Often. This textbook can also be lIsed in courses such as process modeling or numerical methods for chemic111 engineers. in this case. MATLAB routines arc detailed within the chapter that they arc used. in Section Y. .6 Courses Where This Textbook Can Be Used 10 13 uks 1 through lO) consists or a number of learning modules cussed in Sections I through IV. Although directed towards undergraduates. You are c.5.2 Numerical Solutions It is much casier to learn a new topic by "doing" rather than simply reading about it. In each process modehng module.ncouraged to work through each example to understand how a palticular technique can be applied.Sec. The objective of these modules is to provide a more complete treatment of modeling and simulation of a specific process.6 COURSES WHERE THIS TEXTBOOK CAN BE USED This textbook is based on a required course that 1 have taught to chemical and environmcntal engineering juniors at Renssclaer since 1991. There is a limit to the complexity of an example that can he used when introducing a new technique. much of the focus would be on Section IV (nonlinear analysis) and indepth studies of the modules. 1. a numher of the techniques introduced in various chapters of the text arc applied to the problem at hancL 1. 'fhere is a set of modules of t11odeb. 1.AB learning module is in the set of modules in Section V (Module I) for readers who arc not l~ulliliar with or need to be reintroduced to MATLAB. This dynamic systems course (originally titled lumped parameler syslems) is a prerequisite to a required course on chemical process control. It is recom~ mended that the reader modify these Illfiles to understand the effect of parameter changes on the numerical solution.
M. NJ: PrenticeHall. 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. Upper Saddle River. &M. The Russell and Denn book also provides an excellent introduction to models dynamic systems. E~tter. NJ: Prenticerlalt. NJ: PrenticeHall. D. Numerous FORTRAN examples are presented. (t096). A comprehensivc tutorial and reference for MA'fLAB is provided by Hanselman and Littlefield. (1971). Engineering ProlJlem Soh'ing Ivilh MATLAB. (199]). Maslerill. (1996). Russell. Uppcr Saddle Rivcl'.. An undergraduate control textbook with significant modeling and sitnulation is by Luyben. \V. MATLAB. Process Modeling. (1996). ROllsseau. Thc books by l~ttcr provide many excellent examples Llsing MATLAB to solve engineering problems. M.M. T. Basic Principles and Colclllation. Littlefield. Processes.R. 6th cd. or Felder. n. Upper Saddle River. Introduction to Chemico! !'.M. lIanselman. Upper Saddle River. Introduction to MA TLAU .L.M.M. 5'imulatioll alld Control for Chemical EI1Rineers.Ii)r engineers (/nd c)'CiCllfists. The following book by Dcnn is a graduatelevel text that discusses the more philosophical issues involved in process modeling. Denn.'. (1990). ElementalY Principles ql Chemica! Hinmlclblau. NJ: PrenticcIlall. Ihudysis. New York: 'Wiley. 2nd cd. (1986). 2nd cd.M. [~lter. D. New York: Longman. & B.14 Introduction SUMMARY At this point.i/leering. ill Chemical E'/lJ. New York: Wiley.F. D. (1986). New York: McGrawHilL .. R. Denn. Luyben.'nginecrin/!.\!. Process iV/odcling. & R..
TJ'·. G. Rameriz. 50.. S'c'oleujJ (~l ('hemicol Processes.F·. & D. New YOJ'k: Vintage Books. D..surc (and therefore. Review the matrix operation:. include: Seborg. workers Reich. Stephanopmdos.E. W. (1985). 3. Kabel. and loor. STUDENT EXERCISES 1. Issues in process modeling are discllssed by IIimlllelblau in Chapter :1 or the following book: Bisio.. The Work qFNatiolls. module (Section V). (1989). Boston: Butterworths. 2. Computational 111ethods for Process SiJllulalioJl. A.) or the distance through the heat exchanger. The emphasis is on FORTRAN subroutines to be used with the IMSL nmlleriea! package.l. \Vork through the MATLAB module (Section V). Edgar. .B. Chemical Process Control: An Introduction to Theory and Pract{(·e. r':nglewood Clift's. Consider example 2. The following book by Rameriz is more of all advanced undergraduHtelfirstycar graduate student text on numerical methods to solve chemical engineering problems. 25.. 75. at 0. & R. New York: Vhley. NJ: PrenticeHall.I. Nc\v York: V.S.Iilcy. R. (1991). Process Dynamics and COIltrol..Student Exercises 15 [~xal11p1cs A nmnber or control textbooks contain a limited amount of Illodeling.. temperature) sketch the expected eoJd~sjde temperature profilel. If there is a sudden increase in stearn prc. (l9X4). Mellichamp.A. The following book by Reich provides an excellent perspective on the glohal ecollomy and role played by U. (1989).
and parameters for a particular model (set of equations). the student should be able to: \Vritc balance equations using the integral or instantaneous methods.8 2. Determine the necessary in!~)tmatjon to solve it system of dynanlic equations.2 2.1 2.5 2.7 2.3 2. a methodology for developing dynamic models of chcmicL11 processes is presented. 'file major sections arc: 2.6 2. Determine the state. Incorporate appropriate constitutive relationships into the equations.4 2. After studying this chapter.9 Background Balance Equations Material Balances Constitutive Relationships Material and Energy Balances DistribulcdParamclcr Systems DimcllsionlcssModels Explicit Solutions loDynamic Models General ItOI'm or Dynamic Models 16 . input and output variables. Define dinlcnsionlcss variables and parameters to "scale" equations.PROCESS MODELING 2 In this chapter.
Feedback control systenls arc used to maintain process variables at desirable valucs.2 Balance Equations 17 2. Process operators call learn the proper response to upset conditions. a control system may measure a product temperature (an output) and adjust the steam Ilowratc (an input) to maintain that desired temperature. A dynamic process model call be llsed to properly design chcmical process equipment for a desired production rate. derstanding chemical process operation is a Operator Training. particularly those with many inputs and outputs. before having to experience theill on the actual process. For cxample. Improving or unm(~jor overall objective for developing a dynamic process model. Control System Design. Process Design. r'or complex systems. A dynanlic process model catl be lIsed to perform simulations to train process operators. it is necessary to base the control system design on a process model. particulmly for component balances. 2. in the same fashion that flight sjm~ ulators arc used to train airplane pilots. (ii) process design. 2.1 BACKGROUND Many reasons for developing process modeLs were given in Chapter 1. I ) systcm (2. (iii) safely system analysis or design.2 BALANCE EQUATIONS The emphasis in an introductory matcrial and energy balances tcxtbook is on steadystate balance cquations that have the rollowing form: mass 01· energy]  mass or e'l1crgy : I F~qlU1tion cntcnng a systcm leaving (l = 0 (2. or (iv) control system design. Also. F'or example. These models arc often used for (i) operator training. The in and out terms would then include thc gcneration and con . Dynamic process models can aLso be used to design safety systems. Safety. For example.Sec. The people responsible for the operation of a chemical manufacturing process arc known as process operators. a model of a batch chemical reactor can be used to determine the appropriate size of the reactor to pro~ duce a certain product at a desired rate.1 )is deccptively simple becausc there may be many ins and outs. they can be llsed to determine how long it will takc after a valve Ltils for a system to reach a certain pressure. before a COI11plex control system is implemented on a process. it is normally tested by simulating the expected performance u~ing computer simulation.
t. D. In some cases the systcl1lmay be microscopic in nature (a e1i/Terential clement. 2. H Hi is llsed to represent the moles of component i in a system.2) enelgy leavmg a system The rate of mass accumulation in a system has the form dM/dl where M is the total mass in the system. it is important to specify what is meant by system. the rate of energy accumulation has the form dEJdt where E is the total energy in a system. while in othcr cases it may be macroscopic in naturc (the liquid content of a mixing tank. and perform material balance over that time interval mass or energy inside the system I  [mass or energy inside the system all I [ . In this text. the focus in this text is on ordinary differential equationbased models.1 Integral Balances An integral balance is developed by viewing a system at two different Sll<l!'S!lots in timc. Similarly. then dN/dt represents the molar rate of accumulation of component i in the systclll. respectively.energyentering [ [ a system a system 1.t 1  mass or energy ] leavmg the system (2.  ale of mass or) (2. Integral balances arc particularly useCul when developing models for distributed parameter systems. consider the system shown ill F'igure 2. F·'or example. when developing a dynamic model. Consider a finite time interval. Another viewpoint is the instantaneous balance where the time rate of change is written directly. Also.1 The rneanvalue theorems of integral and differential calculus are thcn used to reduce the equations to differential equations. while the other boundary represents the mass in the system at t + i1t.1 below. An integral balance 011 thc total mass in the system is writtcn in the form: . \Vhcn solving a problem. One viewpoint is based on an ifltegral balance.\· balance. for example).6. while the other is based on an instml{(lIIcoll.1 r mass or energy entering the system from t to t I. which result in partial differential equations.2. atl+tJ. we arc interested in dynamic balances that have the form: rate of mass (~r CT~crgyl rate of mass or accumulation 111 = .18 Process Modeling Chap. where one boundary represents thc mass in the systcm at time t. we can take one of two general viewpoints.3) It om I to I + tJ. 2 version of species by chemical reaction. for example).
it [+IUI . = ( ..iz. II D. 2.. .4) can now be written: dividing by dt. J '. .filma> dl where 0 < (X < 1.1/ MI'i"' .__ MI.4) where M represents the total mass in the system.'i" iiI . We can write the righthand side of (2./ill .J 11/"". lif or 11. while filill andli1()111 represent the mass rates elltering and leaving the system.1M. '"' . using the mean value theorem of integral calculus. ..r )If mass in system at time:= t+!\ t m (f) OUf FIGURE 2. as: 1+ !:J./ f . MI"". this is written: fiLii I I ~I MI.f 111'1/ lJlo"t l!nM and using the mean value theorem of dUferentia! calculus (0 < ~ < I) for the Icfthand side. ('. hom I to t I nl Mathematically.MI.2 Balance Equations mass in system at time =: 19 t .. = J(. (2.izi" .~ />1 MI.MI..1 Conceptual material balance prohlem. MI"".l dl .4). Equation (2. n~ass contained III the system I rn~ass In contained the system all I = all+Llt r mass culcI ing the system j Ir  mass ICdving the system I from t to ( D..Sec. respectively..
4 discusses constitutive relationships.5 covers material and energy balances. the integral balance method is probably clearer whcn dcvcloping distributed parameter (partial differential equationhased) models.3 covers material balances and Section 2. 2.3 MATERIAL BALANCES 'l'he simplcst modeling problems consist of material halances..5) and representing the total mass as M = VP"h ifl as FillPill andlilo!ll as FOII/p. Section 2.I I ~ .. lIj.2 Instantaneous Balances ratc~of~ Here we write the dynamic balance equations directly. . df  J11 in .f = (1l1 iJi .20 Process Modeling Chap. 111. based on an instantaneous change: l or I I the laic 01 accumulatIOn of I =. [n this section we usc several process exarnples to illustrate the modeling techniques used.6) Note that we have assumed that the system is perfectly mixed. we find dM dl = mill  .8) dVp ~ d/ (29) which is the same result obtained using an intcgral balancc. 1 (2.. . Section 2.:: · I dM rate of mass entering ]  1.6. 2. An cxnmplc is shown in Section 2.2. 2 which yields dM ~i. Although the integral balancc takes longer to arrivc at the same resull as the instantaneous balancc method. rate of mass leaving mass III the system the system the system ..( (2.. .l1I o l1! (2. where p is the mass density (mass/volume) and F is a volumetric nowrate (volume/time) we obtain the equation: (2. so that the density of material leaving the system is equal to the density or material in the system. 7) which can be written directly as.In""J II<d.l I Taking the limit as At goes to zero..
!J.!:it . Performing a material balance over that time interval.Sec. Find how the volume of the tank varies as a function of time. The system is the liquid in the lank. as weI! as the il/fJut and oll/Im/voriables. if the inlet and outlet flowratcs vary. 2.10) ESCOL/\ Dc Ei CIULlO i . Jr:p dt .2 L. 'rile following notation is used in the modeling equations: F. List the s((ltc variables. F ~ inlet volumetric r10wrate (volume/time) outlet volumctric f10wratc volumc of liquid in thc tank liquid dcnsity (mass/volullle) ~ V P Integral i\'lethod Consider a fillite time intcrval. .2).:e Tank Surge tanks arc often Llsed to "smooth" f10wratc fluctuations in liquid streams f!mvillg between chemical processes. Give the necessary information to complete the quantitative solution to this prohlem.nk <it I I !J.ill which we can write InalhcmaticaHy as: ('. J11dSS 01 \Vdlel] [tlldSS 01 WdtCl ] lllslde the lank . [Jarometers.3.l.lllSldc the td.1 1\':'1 froJ11 ( to I f.L •• F FIGUnE 2.iquid surge tank. Assume that the dellsity is constant.3 Material Balances 21 ~ ~~  EXAIVIPLE 2. Consider a liquid surge tank with one inlet (flowing from process I) and one outlet stream (flowing to process Ii) (Figure 2. the liquid surface is the top boundary of the system.t elt I mass of water] [lllass of walcr entering lank leaving tank from I to t 1. v _ _ _ _ _.1 Liquid Suq. J Fpdl (2.
16).t.'.~ rnodel. <:Inc! the density of the outlet stream is equal to the tank contents: dyp dt (2.umpti()ns about the fluid density.15) InstantaneOllS Method Here we write the balance equations based on an inslautancOU:i rate ofchange: the rate of ch...22 Bringing the righthand side terms under the same integral 1. 1) as: I !j{ .r 11 b. text we generally usc the illstantaneous approach since it requires the fewest number of steps.12) Substituting (2.1' .I'p) dl (2. 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.11) (where 0 So: 0' :::. . Given the same set of assumptions the two methods should yield the sam<.I Imass flowratc ofI mass 1 of water tank _water lllln tank water out of tank_ III The total mass of water tn fhe tank is Vp.mass n~l\vratc (}C.2 vpl." (214) and using the lucan value theorem of differential calculus. This knowledge also allows us to say that the density terms in (2.\< . It is a good idea to always write a mass balance expn:ssion. the rate of change is dVp/dt.. before making as~.) rlr (2. \Ve refer to any system that can be modeled by ODEs as lumped parameIer systems.17). Also notice that the outlet stream density must be equal to the density of water in the tank. ~ (r.r' .12) into (2.16) which is exactly what we derived using the intcf{ral method.  J(r. . 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 (2.16) arc equal.17). which Jllay lead to (2. .t IP PI". __ JlPI.11 ) We can lise the mean value theorem of integral calculus to write the righthand side of (2. 0 dVp dt (2.vpl.. such ::1S (2. we obtain (2. Notice the implicit assumption that the density of water in the tank docs not depend upon position (the perfect mixing assumption)..11) Vpll'''' vpll Dividing by f)."\/ Procoss Modeling Chap. J(1'.13) vpl. You should usc the approach (integral or instantaneous) that makes the most sense to YOL!o In this.~ngc of I = I. as !\.:p Ii. This ai>sumption allows an ordinary differential cqlJa~ tion (ODE) formulation.
The two spec'lc::. In equation (2. 2. . inputs. to find dli dt [3VIi .3 Mntcrial Balances dV dt 23 1.Sec. If dellsity remained in the equatioll. wc can usc the relationship (sec student exercisc 21) F = [3VIi (2. and parameters.2 An Isothernwl Chemi<:al Rcactor Assume that two chemical species.17) Equation (2. inlet nowrate (F) as the input variable and f3 and A as parameters. Notice that a single system (ill this case.\ and 8.. which is trivial to solve if we know the inlet and outlet flowmtes as a fllnction of time.17) we refer to Vas a slale variable. F.3). and F. arc in a solvent feedstream entering a Iiquid~phase chemical reactor that is maintained at a constant tcmperature (l"igurc 2.18) A 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. ll.17) is it lineDr ordinary dilTcwntial equation (ODE). EXAi\iIPI.19) where 13 is a J'lmv coefficient. This cxarnple illustrates how an overall material balance is llsed to find how the volume of a liquid phase system changes with time.E 2.1 provides all introduction to the notion of states.. It may he desirable to have tank height. Find the reactor concentration of each species as a ftlllClion of time. nnc! F as input variah!cs (even though Fis an outlet stream flowratc). we call express the tank volumc as V = Aft and the modeling eqU<:ltion as dli dl F (2. and if we know all initial condition for the volume in the wnk. \VC would refer to it as a /NlrWJlctcF. the liquid surge tank) can have slightly different modeling equations and variables. rather than tank volume as the slate variable. depending on assumptions and thc objectives used whcn dcveJopiug the model.F (2. If we aSSUlllC a constant tank crosssectional area. Exanlple 2.20) For tbis model \ve refcr to h as the stole variablc. .( I A A (2. react irreversibly to form a third species. II. tn order to solve this problem \ve nlUst specify the inputs F/t) andF(t) and the initial con· dition \1(0).
21) ASSlIIllption: The liquid phase density. Let (. particularly if chemical reactions arc involved.26) . and C" represent the molar concentrations of A.23) Component IVIaterial Balances It is convenient to work in molar units when writing component balances. Overall Material Balance The overall mass balance is (since the tank is perfectly mixed) (2. is not a function of concentration. Assume that the stoichiometric equation for this reaction is 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 (2.21) as: P (2.'1\' ('/I..24) (2.22) dV tit (2. p.24 F.25) (2.3 Isothermal chemical reactor. I Process Modeling Chap. 2 C I F C FIGlJRE 2. H. and P (moles/volume). The tank (and outlet) density is then cqllallo the inlet density. so: Pi and we can write (2.
32) (2. Assume that the rate of reaction of A per unit volume is secondorder and 11 function of the concentration of both A and B.31) Similarly.3 Material Balances 25 Where 1~4' rr.24).23).3. the concentrations of n aud P call be written dell df (2. assmning a constant volume (dVldt:::: 0) reduces the number of equations by one. and C. it is common to feed an excess of one reactant to obtain nearly completc conversion of another reactant. and C.2 has four differential equations. then CHis nearly constant. C n. To solve these equations.Sec. and the parameter (k). dVC A df f' C dV '/I dt (2. The reactioll rate cqual'101l can then be expressed: I'..30) we find: (2.29) Expanding the [cftlland side of (2.). we must specify the initial conditions (V(O).33) and. and (2. 2. and P per unit volume. therefore. and e/li) as a function of time. so the rates of generation of Band P (per unit volume) arc: (2. Each mole of A reacts with two moles of If (frotH the stoichiometric equation) and produces olle mote of I). For example.24). (2. CA(O). 2.33) This model consists of four differential equations (2.27).1 Simplifying Assumptions The reactor model presented in Exalnple 2.31. and I'p represent the rate of generatioll of species. C Ai.(O)).2X) (2. 2. and (~li and C'/li represent the inlet coneentallons of species A and N. the inputs (Fi . II. If species B is maintained in a large excess. Often other simplifying assumptions arc made to reduce the number of differential equations. C/:I(t». c~\. to make theln easier to analyze and faster to solve. (2. 2.34) .30) combining (2.\. four state variables (V...32. Also. 2. 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.1 (2.23.
the total amount of gas in the tank is v V NT = total amount (moles) of gas in the tank PV (240) the rate of accumlation of gas is then d(PV/NT)/dt. Assume that T is constant.35) The resulting differential equation~ are (since we assumed dVldt and dClldt::: 0) (2.36) de" cit (2. 2 kel/ (2. Equation (2.3 Gas Surge Drum Smgc drums are oncn used as intermediate storage capacity for gas streams that arc lransfclTcd hctween chemical process units. since Vand Rare also constant. then the molar rate of accumlatioll of gas in the tank is: . so PV= NT (2.38) can be written 1 P if RT (2. where (fi is the inlet Inola!" Ilowratc and q is the outlet molar tlowrate.37) Notice that if we only desire to know the concentration of species A we only need to solve one differential equation.26 where kl = Process Modeling Chap. or EXAMPLE 2. T is temperature (absolute scale).39) and. q Let V = voJurne of the drum and V::: molar volume of the gas (volome/mole).4. Assumption: The pressurevolume relationship is characterized hy the ideal gas law. since the concentration A is not dependent on the concentration of P. Here we develop a model that describes how the pressure in the tank varies with time.4 p )Gafi surge drum.3H) where P IS pressure. therefore. I { FIGliRE 2. 'rhe total amount of gas (moles) in the tank is then VI\/. q. COl1::idcr a drum depicted in Figure 2. and R is the ideal gas constant.
4. 2.1 Gas law Process systems containing a gas will normally need a gaslaw expression in the model.3 required Illore than simple material balances to define the modeling equation::.43) The van del' Waars FVT relationship contains two parameters (a and b) that are systcm~ specific: a) .b) = 2. (P + \12 (V .41) can be written dP dt RT V (qiq) (2.I.2 RT (2. The ideal gas law is commonly used to relate molar volume.4 CONSTITUTIVE RELATIONSHIPS Examples 2.. several examples of constitutive equations are shown in this section. consider the reaction A + 2B > C + 3D. and temperature: PV= RT (2. 2. we use the following expression: (2.'15) where rA k CA CjJ is the rate of reaction of A (mol A/volume*time) is the reaction rate constant (constant for a given temperature) is the concentration of A (mol A/volume) is the concentration of B (mol B/volume) . we consider it an input in terms of solving the model. sec a thermodynamics text such as Smith. Equation (2. although (j is the molar rate Ollt of the drulll. and V.4. These required relationships are known as constiflltive equations.41) where q. 1. 2. pressure. the parameters R.42) To solve this equation for the state variable P.4 Constitutive Relationships V tiP RT dt ~ 'Ii .Sec. and the initial condition P(O).2 and 2.or example.: is the molar rate of gas entering the drum and q is the molar rate of gas leaving the drum.'I 27 (2.44) For other gas laws. If the rate of the reaction of A is firstorder in both A and B. Van Ness. Once again. we must know the illfJll1s lfi and q. and Abholl (1996). Chemical Reactions The rate of reaction pCI' unit volumc (mollvolume*timc) is usually a function of the con~ centration of the reacting species.
47) and we sec that A and E can be found from the slope and intercept of a plot of (In k) versus (117).::. when the phases arc in equilibrium.3 Equilibrium Relationships The relationship between the liquid and vapor phase compositions of component i. 2. Then we can write 1'8 . we find: in k = InA . 2rA ~ = = rc r/! . (2.F ' /I (I) T (2. or another set of consistent units) T :::. The most commonly used representation is the Arrhenius rate law k(T) = A expC 10/ /IT) (2. 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. 3 k C"C" Usually.46) where k(T) :::: reaction rate constant.987 caJlgmol K.:.: liquid phase mole fraction of component i vapor/liquid equilibrium constant for component i Yi :. Notice that 2 mols of B react for each mol of A.: The equilibrium constant is a fUllction of composition and temperature.: ideal gas constant (1.4. The minus sign indicates that A is consumed in the reaction <:lbovc. . Taking the natural log of the Arrhenius rate 1mv. as a function of temperature A . frequency nlctor or prccxponcntial factor (sanle units as k) 10 = activatioll ellergy (cai/glllol) R :.Cll k C't\C: n rf) .2 Reaction rates arc normally expressed in terms of generation of a species. the reaction rate coefficient is a function of temperature. v.. Often.:.JrA c.48) where Xi ::. wc \vill sec a ('otis/an! relative volatility aSSUlllption made to simplify vaporlliquid equilibrium models.2k C~. Il is good practice to associate the units with all parameters in a model.: vapor phase mole fraction of component i Ki :.28 Process Modeling Chap. For consistency in the units for 1"1\> we find that k has units of (vol/mol B* time). can be represented by: .
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. as a function of . 2.51 ) where :::: volumetric f10wrate valve coefficient fraction of valve opening 0.(.\') \1JAP. I) 2.r) Three common valve characteristics arc (i) linear.4. (2.4..Sec.4 Heat Transfer The rate or heal transfer through a vessel wall separating two fluids (a jacketed reador.50) where Q U . .t. for example) can be described by (2. the relationship between the vapor and liquid phases for the light component often used is: (xx l' = .: vapor phase mole fraction of light component (X :::: relative volatility Co. s.. :::: specific gravity of the fluid J(x) :::: the flow characteristic (varies from () to 1. I + (<YI)x (2.:.g./\ :::: pressure drop across the valve s. and (iii) quickopening..49) x :::: liquid phase mole fraction of light component y ::. F Cl' x . 2.g.4 Constitutive Relationships 29 In a binary system..\ fiT :::: rate of heat trallsfcrcd from the hot tluid to the cold fluid . At the design stage it can be estimated from correlations. >.5 Flowthrough Valves The flowthrough valves are often described by the following relationship: F ( '. (ii) equalpercentage.. it is a function of fluid properties and velocities.
so it is necessary to develop material and energy balance Illodels.' 1 f(x) ~ '. 2 0.3 covered models that consist of material balances only. the sensitivity of flow to valve position (fraction open) is high at low openings and low at high openings. For a linear valve f(x) For an equalpercentage valve 0" x f(x) For a quickopening valve .5 MATERIAL AND ENERGY BALANCES Section 2. . These arc useful if thermal effects arc not important. Notice that for the quick~opcning valve. the opposite is true for an cqual~pcrcclltagc valve.:g linear equal·percentage fraction open FIGURE 2. 'fhe sensitivity of a linear valve docs not change as a function or valve position.4 0.8 ~ 15 c 0 t . because of desirable characteristics when installed in piping systems where . reaction rates.6 0.5 r~'low characteristics of control valves.5. \vhere systcm properties. 2. One key is that a basis must always be selected when evaluating an intensive property such as enthalpy.2 0.4 02 0 0 0. The equalpercentage valve is commonly used in chemical processes.8 ~ 0 quickopening 0.:1 significant piping pressure drop occurs at high Ilowrates.30 Process Modeling Chap. Many chemical processes have important thermal effecls. Knmvledgc of these characteristics \vill be important when developing !cedback control systems.Ix The three characteristics arc compared in Figure 2.. or if the system is truly isothennal (constant temperature). (I::::::::' 50 for cqualpercentage valve.6 0. and so 011 do not depend on temperature.
2u gil [. Chapter 5 of the book by DCl1Il (1986) points out numerous examples where incorrect energy balances "vert used to develop pnlCcss models. we willuslIally work with enthalpy. respectively. arc KE PE ~ 1 . 2. When dealing with flowing systems. kinetic (KE) and potential energy (Pf{): TE U I KE + PI' where the kinetic and potential energy terms arc: 1 .:Jlpy is defined as: II while the enthalpy/mole is U I pV 11 and the enthalpy/mass is (since p::::: 1/( \I) U I pV II we will make usc If I pV U I· p i' or these relationships in the following example. 2 111\' I'E mgh Often we will lise cncrgyltnolc or energy/mass and write the following no""~ U + KE A A I 1'10' TE U I K I.5 Material and Energy Balances 31 2. 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. on a mass basis. The kinetic and potelltial ellergy terms.' I I' E where II and represent per mole and per mass. . Total enth.5.1 Review of Thermodynamics Developing correct energy balall(:c equations is not trivial and the chemical engineering literature contains many incorrect derivations.'or most chemical processes where there arc thermal effects. The total energy erE) or a system consists of internal (U).Sec.
in by heat transfer +.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 thefluid into the tank and the energy that the system performs on the surroundings to force the fluid out.p.55) .out by flow +.6.FI'U . Pi) _l'jJ(Uj p) + Q + W.32 Process Modeling Chap. . (254) This allows us to write (2.4 Stirred Tank Heater Consider a perfectly mixed stirredtank heater. and that the rate of heat added per unit time (Q) can vary. as shown in Figure 2.T Ei FpTE + Q + W.. I · I f). Pi P (2. Slate your assumptions. I ~ V T F T Q FIGlJRE 2.work done on system dTE •• r. df Here we neglect the kinetic and potential energy: dU dt ~ FIIlI. that the tank is perfectly insulated. 2 EXAMPLE 2.' ~ WI (2. F.6 Stirred tank hl~ateL Material Balance accumulation dVp == in . with a single feed stream and a single product stream. Assuming that the f10wratc and temperature of the inlet stream can vary. develop a modcllo find the tank temperature as a function of time. I T.out (252) dt Energy Balance accumulation = in by flow .53) as: j.
4) <It but T..61 ) <I(T.)) F.. + /il ~ (2.(fis a constant.7~. we can rewrite (2...7.(T.j) for enthalpy: ii(T) ~.Q 1.W. so d (7 Trct)!dt 0:: F V (/. so '... (as a function of time).58) (2. \fpc" c[J' (2.57) In !he following fashion: d(Vpc"CI' dt T". from (2.. and Ti . rip Vld. The change in p\l term was neglected. p.57): 'fhe kinetic and polential energy effects were neglected. if the 1'011111/(' is cOl/slall! and tile mean pressure change can be neglected (a good assumption for liquids).) (2. we filld (2.) .63) In ordcT to solve this problem. the inputs F.. Q. II ll. = V dpldl + P dVldt.52».5 and since II "= Material and Energy Balances 33 U + P\/. The total enthalpy term is: II Vp 11 and assullling no phase change.Fp 11 I.57) We must remember the assumptions that went into the development of (2. or calcuated at an average temperature.T rei )1 )· l j . provided I\p is not too large and constant volume is assumed. This is a good assumption for a liquid system. and the initial condition '1(0). we select an arbitrary reference temperature U:_.59) c>( T.f! <I(T tit 1./) f or =' F pc'I(T . neglecting WI' we can write <I'J' dt F V /i (11')1" ' . we can write (2.<lT r Often we aSSU!llc that the heat capacity is constant. 2.T) I Q Vpcf ! I w Veep (2. (2.62) dTidt. = c. Also.56) tit Since. we must specify the parameters \I.55) as <III dpV tit "'Pi Hi .(>0) lIsing the asslIIJlplio/ls of constant density and volume (so Fi 0:: V'".Trei.) We now write the energy balance (2. Jc.Sec. .(7' 1.
67) If the fluid is at a constant density (good assumption for a liquid). we must know the initial condition (concentration as a function of distance at the initial time) and one boundary condition. the overall material halance can be found as: rJp at ~Vi:P iJz (2. then we can write the species balance as '1'0 solve this problem.34 Process Modeling Chap. that is. The total moles or species A contained in the clement 6.. I.:::: Adz and F :::: Av z' where V z is the velocity in the zdircction.{t) (2.(z. I + ill The balance equation is then: (n V) C:.t and L.Fc"lv"v .)n v. so elV. V is written (6..f.6 DISTRIBUTED PARAMETER SYSTEMS In this section we show how the balance equations can be used to develop a model for a distributed parameter system.. t) = CA. wc find: (2. = f . ''.kC"n V] £It Using the mean value theorem of integral calculus and dividing by D.i.66) Similarly.'" . Then the equation can be written: g(~A iJt av_c. V)Ck The amount of species A entering the volume is FcAI v and the amount of species leaving the volume is FC) F. Here we usc a volullle clement 6. V and a time clement Lll.kC iJz A (2. V and letting ti. .69) .W' The rate of A leaving by reaction (assuming a firstorder reaction) is ( k C~. Consider a tubular reactor where a chemical reaction changes the concentration of the fluid as it moves down the tube.(n V)CA I. 2 2. the following boundary and initial conditions C~. t = 0) = CAO(Z) CA(O. V go to zero.:. a system where the state variables change with re~ spect to position and time. a tube with constant crosssectional area is used. For example. we find: iiCA at aFC " .kCA av (265) Normally. [FC"lv .64) Dividing by D..
Partial differential equation (PDEs) models are much more difficult to solve than ordinary differential equations. For example. consider a constant volume. the molecules can leave hy virtue or a concentration gradient. to develop models composed of dirnensionless parameters and variables./0 where C AID is the nominal (steadystate) feed concentration of A. one can then begin to develop solutions to PDEs.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. Defining x ~ C/C.Sec.7 Dimensionless Models 35 indicate that the concentration of A initially is known as a function of distance down the reactor. 2. we rind where Xj= CN/CAIO ' It is also natural to choose a scaled time. (JC~\ at (27]) Since this is a secondorder PDE. isothcnnal CSTR moue led by a simple firstorder reaction: It seems natural to work with a scaled concentration. at least for analysis purposes. Generally. the initial condition (C~\ as a function of z) and two boundary conditions must be specified. 'To illustrate the approach. PDEs arc converted to ODEs by discretizing in the spatial dimension. In deriving the lubular reactor equations we assumed that species A left a volume element only by convection (bulk now). The reader should be able to derive the following reactiondiffusion equation (sec exercise 19).. then tcchniques for the solution of ODEs can be used. the amount elltering at V is (2. and that the inlet concentration as a function of time must be specified. We can usc the relationship df = f"'dT to write: be . In addition. 'rile rocus of this text is on O[)Es. T = //1< where I'" is a scaling parameter to determined.70) where is the diffusion coefficient. with a grasp or the solution of ODr~s. 2.
5 Noulincln Tank Height Consider it Lank height problem where the outlet flow is a nonlinear function of lank height: tilt d/ r~ Il i\ 1\ 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. EXAlVIPLE 2. so tilt v'h Il d/ i\ . so dT dx =x·.···x I F The term VklF is dimensionless and known as a Damkholcr Ilmnber in the reaction engineering literature. This is a very limited class of problems. In this section we provide an example of problems where the variahles are separable. particularly involving many simultaneous equations.8 EXPLICIT SOLUTIONS TO DYNAMIC MODELS Explicit solutions to nonlinear differential equations can rarely he obtained. The most common case where all analytical solution can be obtained is when a single differential equation has variables that are separable. 2 A natural choice for 1*' appears to be VIF (known as the residence time). and letting Ci.36 dx {:.(Vk) 1+ .:dr Process Modeling Chap. (X. we will assume that there is no inler flow to the tank: dh df \Ve can see Ihat the variables are separable. isothermal chemical reactions. Assuming that the feed concentration is constant. A main objective of this textbook is to present a number of techniques (analytical and numerical) to solve more general problems. can be used to characterize the behavior of all firstorder.(Xx (IT which indicates that a single parameter.'j::.::: Vk/F. we can write: dOl I ~X +.: I. . Similar results arc obtained if the dimensionless state is chosen to be conversion 2.
Notice that there arc II equations.2\/h" or letting t... tern perature is the COll'lIllOn state variable that arises from a dynamic energy balance.< is used to represent drldt.fJr) (2. A representation of" a sel firstorder differential equations is or XI = II(. explicit..::: A (1 ~ U 0.9 General Form of Dynamic Models II ( 37 dll Vii j ! IJ A ell h..9 GENERAL FORM OF DYNAMIC MODELS The dynamic models derived ill this chapter consist of a set of firstorder (tncaning only first derivatives with respect [0 time).tl" . for example. \ve obtain tile solution iI(I) I fl' vii ~ " 0 " 2/\ . For example.···.dly) quantity that indicates the state of a systelll.9.Pt.x1I'ut.ltm.ll/ll' PI'''''!)/") where Xi is a state variable. 2. and squaring both sides. which has the solution 2 v'Ji ."} : l:(x1"".. 2. Concentration is a state variahle that arises when dynamic component balances are written._rll. III inputs.. This analytical solution call be used. to determine the lime that it will take for the tank height to reach a certain level.uj. and r parameters.···.72) ). A state variahle is a Tncasurable (at least conceptu. . . a parameter. nonlinear. The notation. .1 State Variables A stale variable is a variable that arises naturally in the accumulation tefm of a dynamic material or energy balance. initial value ordinary differential equations.. IIi is an input variable and Pi i:.Sec.. II state variables. 2.
u.75) arc often used as the initial conditions for (2.2 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.73) Notice that the dynamic models (2. Parameters arc often fixed by nature. an input will be changed froni its steadystate value. f(x. () (2. viscosity. 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~). reactor volume lllay be an important design parameter.73). that is. Inputs arc normally specified by an engineer based on knowledge of the process being considered. or operation. 2.74) f(x. 'rhe numerical solution of ordinary differential equations will bc prescllted in Chapter 4. 2 2. the reaction chemistry. a parameter might be "adjusted" to achieve some desired performance.p) =. and (2. Examples include density.73) can also be used to solve steadystate probJenls.9. II) \vhere x::. heat transfer coefficient.73) will be solvcd to understand the transient behavior of the system.: vector of n state variables u = vector of In input variables p :::: vector of r parameters (2. The steady~state state variables from the solution of (2. and masstransfer coefficient. F'requently.9. molecular structure.38 Process Modeling Chap.75) for steady~state processes. Compositions or temperatures of streams entering a process arc also typic"ll input variables.9. () (2. x =. II.72) above can be written more compactly ill vector form. For example. . since x= that is. thermal conductivity. Numerical techniques (such as Newton's method) to solve algebraic equations (2. When designing a process. 2. existing vessel configuration.4 Vector Notation The set of differential equations shown as (2. Input variables arc often manipulated (by process cOlltrollers) in order to achieve desired pcrfonnancc.3 Parameters A parameter is typically a physical or chemical property value that must be specified or known tomathcmatically solve a problem.2 (chcmicalrcactor) in state variable form. In thc example helow we show Example 2.75) will be presented in Chapter 3..
31 ) (2.l ___ ti x.. four inputs (Fi .6 State Variable Form for Example 2.p) J4 (x. x4 + l)l X1X.[ f. . Cu' and C p ).C" VC/.9 ~ General Form of Dynamic Models 39 ~~.32) (2~33) There are four states (V.2 (chemical reuctor) dV dl ~FF j (2~23) (2.(X.P)] x.X 2X3 . F.2 COlls'lder the modeling equations for Example 2. because it must be specified in order to solve the equatiolls.II. it is considered all input to the model. i.p) 11.2 P. ('/Ii).u. + kCAC/I or X2 II.. C~\.II. i: (11 4  x.Cli) F 2 kC. v CA F Ii (CHi .U.) .X2 X. CAi. 2.Sec. Xl (lI J  x 2) " P.~ EXAMPLE 2. Notice that although F is the outlet fJowrate. and a single parameter (k).IJ) I'I(X. .
M.40 Process Modeling Chap. Biochemicall<cactor Models Module 9. New York: Wiley.M. inpul. New York: Wiley. Future chapters develop the analytical and Ilmllcrical techniques to analyze and sinudatc these models. Processes. & R... FURTHER READING A nice introduction to dlClnical engincering calculations is provided by: Felder. (1986). LillcarEquilibrium Stage Models (AbsorpLioll) Module 7. and energy balances is provided in the follO\:ving two hooks: Denn. Diabatic Reactor Models Module 10. 2 SUMMARY 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. Nonlinear Equilihrium Stage Models (Distillation) Each of these modules covers Illodel development and presents examples for analytical and nUlllerical calculations. More specifically. IJcatedMixing'rank Module 6. 2nd cd. L'lcmcnfmy Principles r!/ C'hemicrtl Excellent discussions of the issues involved in modeling a mixing lank. (1971). Isothermal Continuous Stirred 'Tank Reactors Module 8.M.M.Denn../Jrocess Modeling. parameter. The student should now understand: that dynamic models or lumped parameter systems yield ordinary differential equations. New York: Longman. & M. R. RusselL T. An introduction to chemical reaction engineering js: lo Chemical Engineerillg . incorporating density crfects.R. or that steadystate models of lumped parameter systcrns yield algebraic equations. The notion of a state. (1986).F. A plethora of models arc presellted in modules in the final section of the textbook. Introduction Allrdysis. Rousse<lu.6) were IUlTlpedparameter systems. output. the following modules arc of interest: Module 5.
Write the modeling equation for tank h~ight assuming two different constitutive relationships: (i) F:::: f3h. Lightfoot. J .B. & M. Elements (d' Chcmh'ol ReaUiol/ Engineering. The following paper provides an advanced treatment of dimensionless variables and parameters: Ads.1 it was assumed that the input and output f10wratcs could he independently varied. Ends and beginnings in the mathematical modelling or chemical engineering systems. find the units of the flow coefficients and flow resistances for (i) and (Ii). 25072517. 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). (1986). where R is a flow resistance.E. New York: Wiley. The chernicaI engineer's bible is Bird. An exccllenttextbook for an introduction to chemica! engineering thermodynmnics is: Smith. WJ~.M. New York: McGrawHilI.M. STUDENT EXERCISES I. R. parameters. Consider a situation in which the outlet flow rate is a function of the height of liquid in the tank. Chcmhxd Engineering Ther· fIlorfvllomics. R.. Biochemical Engilleerinf!.Volterra e(luations.. Vall Ness. & DJ<'. 5th cd. Ollis. & E. ftC. Consider a conical water lank shown below. Stewart. Give the necessary information to complete the quantitative solution to this problem. Englewood Cliffs. 2. '. 1.'ngineering 5'cience. 'I'he relationships for mass and heat transport arc shown in textbooks on transport phenomena. (1992). or Oi) F:::: f3 \/h. 48( 14). NJ: PrenticeIlall.oefficicnL You will orten sec these relationships expressed as F = h/R or F =V/ZIR.Student Exercises 41 Fogler. Abbott. 2nd cd. as well as the input and output variables. Fundamentals. (1993). H. (Hint: Usc height as a state variable. (1960).S. List the state variables.) ESCOLA Dc Et'JGEi'IHARIA BIBLI01ECA . A presentation of the equations is in the following text: Bailey. New York: McGrawHilI. input variables and parameters. after the researchers that developed them in the late 1920s. Chemica! l:. List state variables. In r~xaJ1lple 2.l1d eel. The predatorprey model in student exercise 16 is also known as the Lotka.. where [3 is known as a flow c. Transpurt Phcl/oIJ/('!la. If the f10wrate has units of liters/min and the tank height has units of meters. (1996).
A + B .on I) (reaction 2) 2A + I' .k2 c/\ C/. as shown below.2 (isothermal reaction) to handle the following stoichiometric cqu.> Q Assume that no P is fed to the reactor.42 Process Modeling Chap. A and B. Model the following cases: F C . 2 F . Assume that the reaction rate (generation) of A per unit volume for reaction 2 is characterized by the expreSSIon I'll = . is the mass concentration 01'. how many equations must be solved? If our COncern is only with P.pressed in gmolllitcr and the volume in liters. but the change in concentration of component B cannot be neglected.2 (isothermal with firstorder kinetics) to handle multiple reactions (assume a constant volume reactor). how many equations must be solved? Explain.:llion: A + B > 21'. • H R • i ~ • Fa 3. Extend the model developed ill Example 2. Assume that the volume is constant. what arc the units of the reaction rate constants? If it is desirable to know the concentration or component Q. 5. Assume that the reaction rate (generation) of A per unit volume for reaction I is characterized by expression fA k1 C'A en where the minus sign indicates that A is consumed in reaction 1.\ in stream I and C2 is the mass concentration of A in stream 2). Model a mixing tank with two reedstreams. (C. [I' the concentrations are ex.> 21' (react. C represents the concentration of A. 4. Assume that there arc two components. 13xtcnd the model developed in Example 2.
Variable volume. Consider two cases: (i) the function is linear and (ii) the function is a square root relationship. :b=L F 2 7. The initial pressure is 30 psig. density varies linearly with concentration. to. State all other assumptions. h2 • F. Constant volullle. Develop the modeling equation using liquid height as a state variable. Assume that the flow out of each tank is a linear function of the height of liquid in the tank (F J :.: l3i12) and each tank has a constant cross~sectional area. and after 5 days the pressure is down to 20 psig.Student Exercises 43 a. 9. flow long will it take to reach 10 psig? A car lire has a slow leak. c.11. Find dP/df and dy/dt if the inlet and outlet f]owrates can vary. ~ (3. 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.) Two liquid smge tanks (with constant cross~seclional area) arc placed in series. Our objective is to develop a model to describe how the height of liquid in tank 2 changes \vith time. density varies linearly with concentration.: I3lhl and F2 :. A gas surge drurn has two components (hydrogen and methane) ill the rcedstreHlll. constant density. Constant volume. assuming variable inlet and outlet /lows.:. A material balance around the first tank yields (assuming constant density and P. Let Yi and y represent the mole fraction of lnethanein the feedstream and drum. Also as~ sume that the inlet concentration can vary. given the input flow rate fi~I(t). The fJowratc or air out or the tire is proportional to the pressure of air in the tire (we . h. 10. . A car tire has a slow leak. Consider a liquid surge drum that is a sphere. 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). 8. 6. Consider two tanks in series where the flow out of the first tank enters the second tank. Assume the ideal gas law for the effect of pressure and composition on density.Ire using gauge pressure). 11. h. and after five days tile pressure is down to 20 psig. How long will it lake to reach 10 psig? Compare your results with problem 10.:. respectively. 'rhe initial pressure is 30 psig.
A balloon expands Or contracts in volume so that the pressure inside the balloon is approximately the atlllOspheric pressure. and P the gas prcssure.. F"rand F the liquid volumetric f1owratcs. 13. Assume thc ideal gas law.44 Process Modeling Chap. Vjthe liquid volume. 14. There is a large gas cylinder (100 nJ ) inside tbe room tha( contains helium viith an initial pressure of 5 atm (absolute). . Slate all assumptions and show all of your work. t (minutes) r (em) I (J o 5 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. h. 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. and parameters. Assume HUll room air docs not diffuse into the cylinder. 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. liqUid • F Develop the modeling equations with gas pressure and liquid volume as the state vari'lble.. Lel Cfr(lnd Cf repre. State all assumptions. List state variables. V the constant (total) volume. Reminder: The volumc of H sphere is 4IJ 'ITr 3 and the . 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... Write the differential equations that (if solved) would allow you to find how the cylinder pressure. (ii) 'fhe molar rate is proporlionallo the surface area or the balloon. The following experimental data have been obtained for a leaking halloon. A small room (IOn X Ion X lOft) is perfectly scaled and contains air at I atm pressure (absolute). Show that lhe modeling equations arc: riP dl V~V(FfF) I P and statc any other assumptions. inputs. the room pressure and the roorn mole fraction of helium change with time.cnt the inlet and outlct gas molar flowrates. a.. 2 12.1rea of a sphere is 47Tr2.
It fltnvs through the plant piping. which we have represented as a perfectly mixed dnnH for simplicity. 0'. 16. Most chemical process plants have a natural gas header that circulates through the process plant.. From source valve i Plant piping.' .Volterr~1 equations Xl represents the number of sheep and X2 the number of coyotes in the system. and Pi (source pressure). Consider a system composed of sheep (prey) and coyotes (predator).Student Exercises 45 15..Volterra equations \Vere developed to mode! the behavior of prcdatorprey systems.t . Another valve connects the plant piping to the gas drum for a boi!erhouse unit. represented as a perfectly mixed drum Gas drum for a boilerhouse unit To furnaces Here.. Write modeling equations asslllning that the pressures in drums I and 2 arc the state variables. Gas passes through another valve to the boilerhouse furnaces. with a single liquid feed stream and a single liquid product stream. Discuss the meaning of the parameters model.. ~.assumptions made in the 17. F i _ T. Consider a perfectly mixed stirredtank heater... In the following Lotka. A siInplified version of such a header is shown below. y.. the natural gas enters the process plant from a source (the natural gas pipeline) through a control valve. ~ L j . P I V. F T . making certain assumptions about the birth and death rates of each species.. 'file Lotka.11 2 (valve position 2). as shown below. Let the input variables be h J (valve position 1). E and the.
fl. 11 is the height of liquid in the tank. and Q is the rate of energy added to the tank. 2 Develop the material and energy balance equations that describe this process. + pgh for the pressure al the bottom of the lank. F is the volumetric rJOWfi:ltC oul of the lank. I)erive the constitutive relationship F:::: fjVh by considering a steadystate energy balance around a tank with a constant flowrate. Use P :::: 1\.46 Process Modeling Chap. Fi is the volumetric nowrate into the tank. State assumptions (such as constant density. Asslilne that heat is being added to the tank at a rate. 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. 1 are the stcadystateflowrale and height. _ Assume that the volume Call vary with time and that F is proportional to \1/1. Consider a gas surge drum witb variable inlet and outlet molar flowratcs. II is the height of liquid in the tank. 18. 'Where Fs and h. vary with time. T. Derive the reaction~dilJusionequation 1: dC. 20. respeclively (VI' :::: ~\Ih). using the same method to derive lhe tubular reactor model in Section 2. p is the density of fluid. r)o not neglect the p V tenn in the energy balance. and x:::: hlhs. Q. and pressure. Consider the nonlinear tank heipht model "II "I A F. that will yield the follO\ving dimensionless equation: dx elT =  \/x + U 21. Definc the dimeIl+ sionless limc. {jr and q. etc. 19.). r is the lcrnperalurc or the fluid in the tank.is the temperature or the fluid entering the lank. where Po is the atmospheric pressure (pressure at the top surface). As:mme that a chelnical species enters a v()lllIne clement via convection (bulk flow) and a concentration gradient (diffusion): leaves by convection and a concentration gradiellt: and also leaves by a firstorder reaclion. '1. Assume lhat .v neil ilz.6. \Vrite the modeling equations lhat describe how the temperature. res[Jectively.\ at = . A 13 VII tmd define the dimensionless variables II :::: F/F:I ..
while some is eliminated by reac~ tion and the rest accumulates in compartment 2. where it is assumed that the drug is injected into compartment I. 22. 'rhe concept of a cOlnpartmental model is orten used. 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 a continous feed of reactant is started./(~\r Compare and contrast the resulling equations with the example in Section 2.C. however. 24. and somc of it diffuses into cmnpartrnent 2 (the rest accumulates in compartment I). The state variables should be volume and concentration of reactant A. Consider the isothermal CSTR Inodel with firstorder kinetics: dC. Some of the drug is eliminated (reacted) in compartmcnt I. There is.drug concentrations in compartments I and 2 (/Lg/ml). Pharmacokinetics is the study of how drugs infused to the body are distributed to other parts of the body.:.: C.I . Semibatch reactors are operated as a cross between batch and continuous reactors.. A semibatch reactor is initially charged with a volume of material. and u =: ratc of drug input to compartment I (scaled by the volumc of compartment I. [)evclop the dimensionless cquation for t\"./(\l' and (ii) x =. dt Use T =.O cases: (i) _y . some of the drug that diffuses into compartment 2 diffuses back into compartment I. !)eve(op the modeling equations for a single firstorder reaction. and discuss the meaning of each parameter (k{i' units of minI) dX I dt df where Xl and x2 =.Student Exercises 47 the crosssectional area at the surface is much larger than the crosssectional area of the exit pipe.7. no outlet stream. /Lg/ml min)..kl as the dimensionless time. 23. Similarly.
SECTION II NUMERICAL TECHNIQUES .
6 MATLAB Routines for Systeills of Nonlinear Algehraic Equations 3. 51 . To obtain a steadystate solution of a system of differential equations requires the solution of a set of algebraic equations. Discuss the stability of iterative techniques.3 3.5 General r. The purpose of this chapter is to review techniques to solve algebraic equations.ALGEBRAIC EQUATIONS 3 The purpose of this chapter is to introduce rllcthods to solve systems of algebraic equations. Usc thcMATLAB function f solve to solve sets of nonlinear algebraic equations.1 INTRODUCTION In Chapter 2 we discussed how to develop a model that consists of a set of ordinary differential equations. Usc thcMAI'LAB function fzero to solve a single algebraic equation. the student should be able to: Solve systems of linear algebraic cqua.'onn for a Lincar System of Equations Nonlinear Functions of a Single Variable MATLAB Routines for Solving Functions of a Single Variable MuJtivariablc Systems 3. J Introduction 3. The major sections in this chapter are: 3. Solve nonlinear functions of one variable graphically and fllll11crically.4 3. 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 steadystate values of the process variables. Arter studying this module.2 3.lions.
The representation is x. The first equation is + "12x'2 + 0nrl + ..2) where rex) is a vector valued function. Notice that (3. XJ b. Notice that these can be the same functional relationships that were developed as a set of differential equations.xz.2 while the nth equation is: The coefficient.x2' 0 (31 ) /. to zero.b .3a) The goal is to solve for the unknowns. with x:= rex) := O.) ~ () ). . The second equation is: anx I + ([22 x2 + ([2J~rJ +. it is instructive to review systems of linear equations. using compact matrix notation: Ax~b (3. with f(x) ~ Ax . 3 Consider a set of 11 equations in 11 unknowns.3) XII Or.. 3. and the x's are the unknowns.2). x. x.fi. + ([2Ir\:1/ = /. flex I .2 GENERAL FORM FOR A LINEAR SYSTEM OF EQUATIONS Consider a linear system with n equations and allxl 11 unknowns. The SO~ lution x is then a steadystate solution to the system of differential equations.\. . Xi' that force all of the functions. Vector notation is used for a compact representation I'(x) ~ (} (3. b2 a 12 au aLl Xz I" a21 an aliI alii (lId "1 llZIl a/l/l x:'\ bJ (3. + all/XII = b l where the a's and b's are known constant parameters./(.\. Before we cover techniques for systems of nonlinear equations.X2' . aU' relates the jilt dependent variahle lo the itlt equation..3a) is the same form as (3. equilibrium poinf..)::: 0 The objective is to solve f\1r the set of variables..:) := fl(XI.52 Algebraic Equations Chap. A solution is called aJixed point or all.
(3.3250 0.2000 0 0 0 0 u  a 0 0.Sec.:: .2000 0 .1250 0. Rather. Since the codes to implement these techniques are readily availahle in any Ilumericallibrary. [I' the rank or A is less than 11. then the solution may he sensitive to model error. In practice the solution is not obtained by finding the matrix inverse.4) provided thallhe inverse of A exists.3250 0.1000 .12'SO o 0. n. Solved Using l\:lATLAB Consider asstage ahsorption column (presented in Module 6 in Section V) that has a model of the following form (x is a vector of stage liquidphase compositions and u is a vector of column feed compositions): O=1\x+llu or Axc. equation (3.AI n 11 Thc valucs of A.2000 0 0 O.3250 0.3250 o 0. The concepts of rank and condition number are reviewed in Module 2 in Section V. If the condition number of A is vcry high.4) is used for conceptual purposes to represent the solution of the sel of linear equations.1250 a o 0.3a) is directly solved Llsing a numerical technique such as Gaussian elimination or LU decomposition. The next example illustrates how MATLAli can he used to solve a system of lincar equations.1250 0. then A is singular and the matrix inverse docs not exist.t Linear Ahsor(}tion Model.3250 0 b 0. and 11 are: a 0.2 General Form for a Linear System of Equat'lons 53 Prclllultiplying each side of (3a) by Al we find: AIAx=bu and since.2000 o o o 0.2000 0 0 0 0 0. 3. Equation (3.::~HII the solution for x is x c. EXAI\ilPLE 3.2500 0 0 . wc do not rcview thcm hcrc.
.0076 0. for a single nonlinear algebraic equation it is often not possible to even know (without a detailed analysis) the number of solutions that exist.t Graphical solution tof{x) "'" O. many chemical process problems have a single solution that makes physical sense.0392 0. Multiple Solutions FIGURE 3. This approach is shown in Figure 3.3 The following MATLAB command can be used to solve for x »x x ~inv(a)*b*u 0. Single Solution b. A graphical representation will be used to provide physical insight for the numerical techniques..1 b. Numerical techniques for solving nonlinear algebraic equations arc covered in the next section. Numerical methods to solve nonlinear algebraic equations are also known as iterative techniques.3 NONLINEAR FUNCTIONS OF A SINGLE VARIABLE Functions of a single variable Call be solved graphically by ploUing. In fact.0704 0. To understand the concept of "closeness" we must use the notion of convergence tolerance. J. O. as shown in Figure 3./(x) for many values of. using the LU decomposition technique: 3.t and finding the values of x whcrcj(x) :::. A sequence of guesses to the solution are made until we arc "close enough" to the actual solution. f(Xi f(Xi x The solution ° x a.1202 Usc of the MArLAB leftdivision operator (\) yields the same resull more efficiently (faster computation time). An interesting and challenging characteristic of nonlinear algebraic equations is the potential for mnltiple solutions. Fortunately.54 Algebraic Equations Chap.0]98 0. The situation is easier for polynomials because we know that an nth order polynomial has 11 solutions.
6) this means that our "guess" ft.3.Sec. a solution can be considered converged at iteration k if the change in the variable is less than a certain absolute tolerance. 3. so a relative tolerance specification.5) in the Conn x = g(x) (3. A combination the relative and absolute tolerance specifications is often used.5) Using the direct substitution technique. as shown by the following example.. and (iv) Newton's Jnethod. At times it is useful to base convergence on the variable rather than the function.)!' 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 ) (3.2 Direct Substitution Perhaps the simplest algorithm for a single variable nonlinear algebraic equation is known as direct substitution. (Ii) interval halving.r' is orten lIsed: The relative tolerance specification is not useful iLr is converging to O. 0 is considered converged at iteration kif: where 1::: is a tolerance that has been specified. E(I: 'I'he absolute tolerance is dependent on the scaling of the variable.7) converges to a solution (within a desired tolerance) x* = g(x*) (3.ave been writing the relationship for a single equation in a single unknown as f(x) = 0 (3.1 Convergence Tolerance A solution to a problcmj(x) :::. (3. and x k is the variable value at iteration k. !/(xk)! is lIsed to denote the absolute value of fUllctionJ(x) evaluated at iteration k.7) may diverge or converge to physically unrealistic tions. We h. . 3.7) If formulated properly. l. for example. and can be expressed as or The iterative methods that we present for solving single algebraic equations are: (i) direct substitution.3 Nonlinear Functions of a Single Variable 55 3. we rewrite (3. (3.3.8) solll~ If not formulated properly. (iii) false posilion.
.: 0. we find I ~ Clis ~ C' ~ 0 As where the subscript s is used to denote the steadystate solution. df Find the slcady~statc concentration for the following inputs and parameters: F/\I:. (i) Here we rewrite JCi. using subscript k to indicate the kth iteration For a first guess of xo :.618. We will analyze (I) and leave (Ii) as an exercise for the reader (see student exercise 4). chemical reactor with a single sccondorder reaction is: ~{~.6IX and 0.5412 0... .. k:::: I litcr/(gmol min) At steadystate. let .. Obviously a concentration cannot be negative. CAf '=. constant volume. our objective is to illustrate the behavior of thc direct substitution method. riCA/til := n.5412 ~ XJ ~ X4 ~ + 1 ~ 0.2 A Reactor with Second~Ordcr Kinetics The dynamic model for an isothermal. and substituting the parameter and input vatues.5 + 1 ~ 0. 3 EXAMPLE 3. we can rewrite the function in two different ways: 0) x 2 :. x. For notational convenience.. To use the direct substitution method..7071 + I 0.. as shown in Figure 3..61X to be the solutions. I minI.:) to fino the following direct substitution arrangement x ~ v=:..:+) ~ g(x) Or.6774 ~ 0.5680 '[his sequence slowly converges to 0.56 Algebraic Equations Chap.. x 2 + J. Although wc know the answer llsing the quadratic formula....2.5. so the only physically meaningful solution is x::.618. we find the following sequence x.0.. ~J_.+ I and Oi) x:. ~ ~ V . 0.: CA" and write the algebraic equation as We can directly solve this equation using the quadratic formula to find x:::: ·1.6774 + I 0. I gmolliiter.r:..7071 0.
55 0.5.". since il is a secondorder polynomial. 3.618 and x~: :.3 The iteration xI.".61 XO.3 Nonlinear Functions of a Single Variable 0.:::. 11 I I with Xo 0:. as showil in Figure 3.1 Wilh Xo::= 0 (dashed) or (solid).65 57 . 1.Sec.75 0. As noted earlier.2 I I 0 0 \ \ \ \ \ 2 4 6 10 FIGURE 3. sequence converges to 0.4 I I I 0. '" 0..7 0.5 0 5 10 k 15 20 FIGOH. 0. never converging or diverging. this problem has two solutions (x* :.: 0. Thi::.:: 0..2 The iteration XI. '" 0.8 0. sequence oscillates between 0 and 1.E 3.(18).6 0. This Notice that an initial guess of xo:::O () or ! oscillates between 0 and 1.3. i [ = ~::t~. This tall be verified by plotting x versus J{x) as shown in .6 .
. with the midpoint value. The stability of iterative methods is discussed in the appendix. . go back to step 2... while other guesses may converge to a solution.. Direct substitution is often the easiest numerical technique toformulate for the .2 illustrates that certain initial guesses may oscillate and never yield a solution. since a concentration cannot be negative...3 Figure 3. one wherej{x) is less than zero and another whereJ{x) is greater than zero._"~.. 3. These problems exist. O..i. to a certain extent._ _".3. If a numerical technique does not converge to a solution when the initial guess is close to the solution. at the midpoint of the bracket. If llot converged./Cr).. The following steps arc used in the interval halving technique: 1. From phy:..>olution of a single nonlinear algebraic equation. Check for convergence.. Bracket the solution by finding two values of x. direct substitution is not generally recommended unless experience with a particular problem indicates that results arc satisfactory. The potential prohlems appear to be worse with direct substitution..4.. . 3. \[\ 2 3 L. Evaluate the function.4 Plot ofj(x) versus x to find whcrcJ(x)::::. .. a/V 3: 1 f··················· ..3 Interval Halving (Bisection) The interval halving technique only requires that the sign of the function value is knowll.58 Algebraic Equations Chap.._ _ .. we accept only the positive solution. we refer to the solution as unstable.. 2. 2 1 2 FIGURE 3. Replace the bracket limit that has the same sign as the function value at the midpoint.. / \ . It turns out that the way that a direct substitution problem is formulated may eliminate valid solutions from being reached (sec student exercise 4)..ical reasoning.. Example 3.". ~ . with any numerical solution technique.
so that the x4 point will be thrown out.5. 2. Notice that the solution was bracketed by 1. The advantage to interval bisection is that it is easy to understand. j(x s )' was negative. Engineering judgement must be used when making a convergence tolerance specification. Also. The midpoint between x 3 and .:rz was selected (x4)' The function value at '"4' . The midpoint between xl and x2 was selected (x]). The next technique is similar to interval bisection but uses the function values to determine the variable value for the next iteration.r4). An example of the interval halving approach is shown in Figure 3. 3. it can take a long time to reach the solution since it only uses information about the sign of the function values. so 3. 6. so 7. 4. '\:2 was thrown out and x 4 became the upper bracket point. was positive.5 Illustration of the bisection technique. The function value at x3. so 5. A disadvantage is that it is not easily extended to multi variable systems.Sec. xl was thrown out and x3 became the lower bracket point. depending on how close to zero you desire the sol11tion. . Findingx\. The midpoint between x 3 and x4 was selected (x s)' The function value al x 5. You can also see that this process could go on for a very long time. x3 was thrown out and x5 became the lower bracket point You can see that the midpoint between x5 and x4 will yield a positive value for}(x().!{.3 Nonlinear Functions of a Single Variable 59 f(x) initial lower limit x 2 initial upper limit FIGURE 3.}(x3)' was negative. whcrcj(xl) is negative andx2 wheref(x2) is positive.
5 Newton's Method (or NewtonRaphsonl The most commonrnethod for solving nonlinear algebraic equations is known as Newton's method (or NewtonI<aphson). You willlHlVe an opportunity in the student exer~ ciscs to write all algorithrn to implement the two techniques. We have sho\vn graphically how each technique is used. The next step would be to draw aline from.4 False Position (Reguli Falsi) The false position or rcguli falsi technique uses the function values at two previous iterations to determine the value for the next iteration. Select variahle values xk and x k+ to bracket the solution.!(x2) and find '"4.6 Illustration of the false position technique.6.9) f(x) initial lower limit X2 initial upper limit FIGURE 3.60 Algebraic Equations Chap.3.f(x'j) to. The false position method generally converges much more rapidly since it uses known function values to determine the next "guess" for the variable.3. 2. 3. Draw line hctwccnj{xk) andf(xk + 1) and find xk+2' 3. Evaluate f(xk+2)' Replace the bracket limit that has the S<llllC sign for its function as J the sign o(l{xk+2)' An example of the false position approach is shown in J1'igurc 3. Newton's method can be derived by performing a Taylor series expansion ofJCr): I(x + Llx) = f(x) + I'(x)Llx + rex) (Llx)2 + f"'G') (Llx)' + 2 6 =0 (3. ~~~ .3 3. The technique of false position consists of the foJlowing steps: 1.Continue until a certain tolerance is met.
14) Equation (3.k ) _ }\x.'"""'7.".Flf.) 1".13) = x.3 where Nonlinear Functions of a Single Variable 61 and so 011.) I(x.1 0) (3. Neglecting the secondorder and higher derivative terms and solving for 1{.12) from (3.11) F(x.11 ) dX k + I =At.) (3.x = F(x) (3.I:+~t) = 0.7 mclhod.) (3. /"(x.14) is known as Newton's method for a singlevariahle problem. [~valuatcJ(.1:2) and draw a line with slopcf'(x2) to the xaxis to find x 3 .) (3. I(x) I(x.) ~ x.{JRE 3.7). I(x) 'SlOpe" f'(x.Sec.) f'(x. Statting from the initial guess of Xl' we find that ':2 is the intersection off'Cr 1) with the xaxis. calculate the guess YOI x at iteration k+l as a function of the value at iteration k: defining from (3. 3. This procedure is continued until convergence. x.) I(x.10) Since this is an iterative procedure. Notice that we can obtain the following graphical representation {{Jr Nc\vton's method (Figure 3. Illustration of NeWlon's ESCOLA Dc ENC:::NHARIA BIBLIOTLCA . we ohtain /(x) L'.
consider the fUllction shown in l"igure 3.8. and Nevvton's method required the value and the derivative of the function.x. therefore there is no intersection with the xaxis to determine the next guess. Interval halving required the sign of the function. 1 0. with an initial guess o1'xo::= ~1/\/5. Foran example of nonconvcrgencc...5 1 0. We also found that not all solutions to a nonlinear equation arc stable when direct substitution is used. it (or some variant of Newton's) is still the most commonly llsed solution technique for nonlinear algebraic equations.: O. Notice that increasing amounts of information were needed to use the previous techniques.5 FIGURE 3.62 Algebraic Equations Chap.5 1 horizon1al 1arlgel never meet! xaxis 1. \Vc also sec from (3.5 o x 0.: 0).5 f(x) a ______ . 3 Advantages to Newlon's method include quadratic convergence (when close to the solution) and that the method is easily extended to l1lultivariablc problenls. Consider/Cx) =::. Notice that Newton's method essentially linearizes the nonlinear model at each iteration and therefore results in successive solutions of linear models. Here the initial guess is at a point where the derivative of function is eqllal to zero (f'(xo ) :. Next. reguli falsi required the value of the function.5 1 1.14) that there is no finite value for the next guess for x. and that the method may not converge to a solution or may not converge to the nearest solution.9. we show that all solutions are stable using NeWlon's method.L~_"' _ 0.>. A plot of Newton's method for this function. Disadvantages include the fact that a derivative of the function is required.is shown inl<'igure 3. Notwithstanding the problems (possible diviSion by zero or continuous oscillation) that we have shown with Newton's method.8 Problem with NeWlon's method whcllf'(r)::. .x3 . Another probIcm is that the solution could continuously oscillate between two values.
.. 3.2x ~ 3 :::: O. y fzero{'fcnl' . 3. FZERO is lIsed for a general nonlinear equation.5 a x 0. The following command gives an initial guess of x:::: O...Sec..4 MATLAB Routines for Solving Functions of a Single Variable 63 1 0.5 1 l' l .!(x):::: x 2 . m. The following MATLAB mfilc evaluates this function (the Illfile is named fcnl .5 f(x) a 0.2*x After generating the mfilc tcnl. you must first write a MATL. m): function y y ~ := fcnl(x) 3.5 1 0. x A 2 .4 MATLAB ROUTINES FOR SOLVING FUNCTIONS OF A SINGLE VARIABLE MA'fLAB has two routines that can solve for the zeros of a function or a single v.ro.. J.1 FZERO The first routine that we usc for illustration purposes is [zero.AB mfilc to generate the function that is being evaluated.5 FIGURE 3. ~_ '~_ .5 1 1. 3. [ZI<. the user must provide a guess for lhc solulion to the fzero routine. In order to usc f ZE. while ROOTS can be used if the nonlinear equation is a polynomial.9 OscillatIon of solution between two values.4. Consider the function.0) . .:triable.1:'O uses a combination of interval halving and false position. . I 1..
64 MATL.2. 3. Consider a system of 1l nonlinear equations in Jl unknowns f(x) = 0 . reguli falsi.AB returns the answer: y Algebraic Equations Chap.3 1 For an initial guess of x = 2.2 ROOTS Since the equation that we were solving was a polynomial equation.2) z ~ 3 These results arc consistent with those of Example 3.4. in descending order. A third argument allows the user to select a relative tolerance (the default is the machine precision. and Newton's method. eps). the solution obtained depends on the initial guess. A fourth argument triggers a printing of the iterations. as well as the multivariab1c NeWlon's method. In this section. the user enters z and MATLAB returns the answer ~ fzero( 'fenl' .5 MULTIVARIABLE SYSTEMS Tn the previous sections we discussed the solution of a single algebraic equation with a single unknown variable. Again. these are the two solutions that we expect. we will discuss the reduction of a multivariab1e problem to a singlevariable problem. bisection. e~[123]' Then the user can type the following command roots(e) and MATLAB returns ans :::: 3 ~l Again. 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. We covered direct substitution. where we found that there were two solutions to a similar problem (we could usc the quadratic rOl11mla to find theln). 3.
Notice that we are still missing the trivial solution.1 variables can he solved in terms of one vari~ ablclhen a single variable solution technique can be llsed.::. = 0. Question: How did we miss the other two solutions? Observation: Perhaps we will find the olher solutions if we solve (3. solution 2IS x . 0 .14x 1 (3.1429] [ 1..4 x 2 + 4 = 0 2 4 /11616 dnd llSlllg the l(UMh.17)) arc X 2 .5714 Question: Arc we certain that there are only two solutions? Observation: We can also see by inspection that the origin (sometimes cJlled the trivial solut'lOn). we obtain the result that xi .18) (from the quadratic formula) The corresponding values of x 2 (1i'on} (3. x =: tgl. x . which we can see by inspection satisfies (3.16).::: l~l.25]. is also a solution.3 Reducing a two~variahlc problem to a 4x~ single~variablc problem Solve the following system of nonlinear cqllati(Hls.:. When this is done..16). Another solution that is slightly Jess obvious is x. EXAMPLE 3.::: OJ) and x2:::.15) we can sol ve for x 2 in terms of x I to find: '2:. This approach is shown in the following example.17) into (3.Sec.ZBxf::::O which has the two solutions 1'1)] XI (3.X 2)::::: XI x Jx 2 :::O (3. we find: I +3x.16) From (3.::.16) for Xl in tCrIns of \2' then substitute this result into (3.15) to solve for x 2 .ttlC 100nJuid \} ~ 2 :1: \ 2 which gives us the solution x:.17) Substituting (3.15) (3. [~]. 3. . writing these solutions in vector form: solutIOn 1 is .5 Multivariable Systems 65 'There arc some special cases where 11 . ' while .15) and (3.. fl(x 1. X.co" [0.: 1. rgl.5714 Or.
) 0 0 (3.66 Algebraic Equations Chap./ OX2 iii. .5.15) for J.15) . 0 or Xl ::: 1/4 (I .(x + Ax) = . ° ' ° 1. We can use a Taylor series expansion for eachf.:..:.23) ax! .) 0 The oQjectivc is to solve for the sct of variables.J = aj. x. . Xi' that forces all of the functions. The reader should show that substituting these values into (3.. 3. dxz iJj. x. to zero..2 in terms of xl to find (3.(x) + j ' l dX j :s ar !H + higher order terms II c" j (3./ aXil ...x2). dX" (3.1 .20) t"(x.11°.. a set of n equations in n unknowns (3.19) fl(x}l"t zl ' .(x\.25.21) Neglecting the higher order terms and writing in matrix form f(x + Ax) where. If a problem cannot be reduced to a single variable.: t. 3 The mistake that we made was back at the fifst step.17).. 16) will1cad to the four solutions: x·~ 111°.1429.}.dnd 1.. °' 2 ' .x" .J is known as the Jacobian = f(x) + J Ax (322) ilf.0.1 Newton's Method for Multivariable Problems Recall that we arc solving the general set of equalions rex) = 0 That is.x.J f. when we solved (3.'lS ~4 x7 + xI (1 . We must recognize that (3.5714' The previous example illustrates the care that must be taken when using reduction techniques to solve several nonlinear algebraic equations.].x2) + 0 ::: 0 and solve for xl to find xl :.f.15) is quadratic in Xl' therefore there arc two solutions for Xl in terms OLt2' This is more dear if we write (3. x../ ax} iI/. then a general multivariablc strategy (such as that discussed in the next section) must be used. iii.
3. using Gaussian elimination or LU decomposition. Actually. is a vector of values at iteration k.) Xl  4 xj XjX? = 0 f.22) f(x) + J Ax Solving for Ax at iteration k ~ 0 (3. so the Jacobian is written .26) Substituting (3.X'j [OJ JJI = ill. then (from 3. since we wish 10 solve for Ax such that r(x + Ax):::: 0.x l 4xf .1  xk (3. . where Jk and f(x k) are known at iteration k.27) Remember that xI.Sec. Comment: In practice the inverse of the Jacobi.2 x 2 ~ xi + 3 x j x 2 _ =0 X.24) (3.(X"xJ = 2 x2 x~ I 3 X1 2 = 0 X or The Jacobian elements are f(x)·· [.25) is solved as a set of linear algebraic equations. 3. EXA1VIPLE 3. (3.8x 1 ~ X2 J?·""'·······=x L iJx . ) which is the result that we obtained in Section 3.5 Multivariable Systems 67 Now..4. Notice that for a single equation (3.25). Newton's method 1.:l11 is not actually used in the sollilion of (3.l 2 fJ/. ()J: = r 1 .25) but Ax is simply the change in the x vector from the previolls iteration AX k = xkl.('"x.26) into (3. I .3 Revisited.  xk f(x k ) "( j x. . _.25) (3.27) is: x.
1439 0.I(x(O)) T'hc inverse of the Jacollian is ~_ [ 10 3 1 .2016 ~0.3952 1. 1 and x2 .1429 0.156] 0.0688 1.. Chap..68 Consider guess all Algebraic Equations initial guess of .5683 1..1429 0. ] ~0..3 13 13 The value of the function vector for the initial guess is f(x(O» ~ [ 2 (. 13 [ . .1 '(x(O)) f(x(O) x( I) ~ r~ I [ ~ [.5385 ~0.3104 0. Let x(O) represent the vector for this initial The value of the Jacobian at this initial guess is . is x(1) ~ x(O) ~. 3 J.:rj :.3846 1. \vherc x( I) represents the vector at iteration I.5714 .d] r~61 10 0 ~I 1 U 13 13 x(1 ) [ ~053851 0.5714 1. 3 :.1 4 I I[ +3 [~] and the guess for x( I).I)  ..3846 Continuing with iterations 2 through 7 we find the foJlowing results Iteration 0 1 2 3 4 5 6 7 ~I XI  x.:.I I(X(O» ~13 ~I] 10 .5317 1.
and a guess of x ::: [ l 1J' converged to x '" [ 0.2500 X2 0 1 2 3 4 5 6 1 0. It should be noted that the singlevariable equivalent to (3.1429 1.28) is ». Remember that Newton's method is guaranteed to convcrge only if thc system is nonsingular and we arc "close" to the solution. these arc referred to as quasiNewton methods.1' aftcrsix iterations.5714.0081 0. 3.0008 0.Sec. (3. = x k .5 Multivariable Systems :::: 69 .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.2501 0. Other initial guesses may lead to the other two known solutions that were determined analytically.5.0000 Noticethataguc:'isofx:::o [1 1]' convergcdtox [0.2870 0. DAMPING FACTOR Often it is desirable to "dampen" the change in the guess for xk+l' to make Newton's method more stahlc.2500 0. 3. to (3. a. we write xu.I and x2::::::1 is The sequence of iterations for an initial guess of xl Iteration x. the solution obtained depends on the initial guess. Applying a damping factor.2542 0. 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. for systems that have ITIuhip1c solutions.6190 0.0000 0.0000 0.0476 0. IX is adjusted until II f(x k + 1) II is minimized.29) HANDLING SINGULAR (OR ILLCONDITIONED) JACOBIAN MATRICES Notice that the Newton method with ot without the damping factor requires the inverse of the Jacobian matrix (or the solution of a set of linear algebraic equations) to determine the . The previous example illustrates that.3893 0.2 QuasiNewton Methods Most computer codes actually implement some variant of Newton's method.27). 1 0.0000 I ' aftcr six iterations.
6 MATLAB ROUTINES FOR SYSTEMS OF NONLINEAR ALGEBRAIC EQUATIONS 'fhe MATI. The single variable equivalent to (3.70 Algebraic Equations Chap. A problcrn with this ap. the user can select tbe LevenburgMarquardt method. .3 using fsolve is: function f = nle(x) [(1)= x(1)4*xll)*xl1)xll)*xI2).31 ) Notice that jf j3 = 0. It is optional to write a routine to evaluate the gradient of the function vector. The user must supply a routine to evaluate the function vector..3 Reconsidered. There are other techniques that rely on infrequent function evaluations to update the Jacobian matrix.AB routine fsolve is used to solve sets of nonlinear algebraic equations. the standard Newton algorithm results. f{2)= 2*x(2)x(2)*x(2)+3*x(1)*x(2).. 3 value for the next iteration.I proaeh is that an nvariabfc problem requires 11 + 1 evaluations of the function vector at each iteration. which is placed in an tnfile called nle. using a quasiNewton method. 3. One method that avoids this problem is known as the L. EXAMPLE 3.A backward differences approximation for the Jacobian is (3. m The initial guess is entered xO [1 1]'. Using MATLAB The tnfile used to implement Example 3.32) where oxJ(k) is a small perturbation in variable x· at iteration k.30) where T represents the matrix transpose and [3 is an adjustable parameter llsed to avoid a singularity.. As another option.30) is (3. If the Jacobian is singular. it cannot he inverted. WHEN ANALYTICAL JACOBIAN MATRICES ARE NOT AVAILABLE If an analytical Jacobian is not available. ] Jk T f(x k ) (3.evcnhcrg~Marquardl method: xk + t ~ _ xk ~ (J k J k T + [31) . a numerical approximation to the Jacobian mllst be used by the quasiNewton techniquc.
processes that have "multiple solutions.2)=x(1) . We can then solve this problem by entering xO = [l 1]'. Computationally faster results will he obtained if the analytical Jacobian is used.l)=3'x(2). gf(l. There are many actual chemical.1)=1~8'x(1)x(2).tI Jacobian for this problem. [unction gf '=' gradnle(x) gf(1. there are several possible "steady~states" that the process may operate at. This option may not be available with l11ultivariablc problems.21=22*x(2)+3*x(1). which we place in all Illfile called gradnle.f(x).options.xO. without having to make many initial guesses. For now.xO) which gives us the expected results x = [0. such as the way that the process is started up. These issues will be ad~ dressed when we discuss differential equation~hased models. 2 'fhe following function file gcnerates the analytic. In practice.0000] . m. Much research is being done in applied mathematics to develop numerical tecbniques that yield everyone of the multiple solutions. SUMMARY In this cbapter we have presented a number of techniques to solve nonlinear algebraic equations. 'graclnle') 'fhe options vector can be used 10 seleel the LevcnbergMarquanlt method by setting options(5)'='1. If you have the option. the actual solution obtained will depend on the initial guess. to see if the results agree with your numerical solution. options (5) c. gf(2. x fsolve( 'nle' . gf(2.O.Summary and we obtain the solution by entering X ::0 71 fsol ve ( 'nle' . the student must he willing to . the steadystate obtained wiU depend on dynamic considerations. it is a good idea to plot the function. Notice that if a particular problem has multiple solutions. Among these is "homotopy continuation.2500 0." These techniques arc not welldeveloped and are heyond the scope of this text. Each technique bad a number of advantages and disadvantagesthe approach that you use may depend on tbe problem at hane!." that is.
It is recommended that you generally lise commcrically availahle routines for solving these problems. Numerical Methods ol1dModeling for Chell/ieal Engineers. 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. and Riggs: Davis. Finlayson.. . with a number of initial guesses. B. M. using quasiNewton and LevenbergMarquardt based algorithms fzero: roots: Solves for a single equation Solves for the roots of a polynomial equation A I1lnnber of other numerical rOlltines are availiable through thcMATLAB NAtj Toolbox. Lubbock: Texas Tech University Press.E. 2nd cd. 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. Ncw York: Wiley. J. Riggs. FURTHER READING More detailed treatments of numerical methods given in the textbooks by Davis. Nonlinear Analysis in Chonit'al Fngineering. to find all of the solutions to a problem.B.72 Algebraic Equations Chap. (1980). Finlayson.A. Numerh.al Techniques for Chemical Engineers. New York: McGrawHili. (1994). (1984). 3 try a numher of techniques.
) b. 2nd cd. & R.0366 Iitc/Jglllol. Real gases do not normally behave as ideal gases except at low pressure or high tcmpcrature. Rameriz. is the molar volume and a and b arc van der Waa!'s constanls. Also usc the first guess that you calculated in c.). b = 0. We find that if P and T arc given. The van der Waal's constants arc (Felder and ROllsseau. w. there is an iterative solution required for V. Computational Methods for Process 5'imulalion. p. Assume that a. 201) a :::: 1. Plot V as a function of iteration number for each of the direct substitution methods in b.Student Exercises 73 Example numerical techniques arc also presented by Felder and Rousseau: Felder. etc. {. The van der Waal's constants are often calculated from the critical conditions for a particular gas. Rousseau. c.33 altn Iitcr2/gmo!2. Write the MATLAB mfiles to solve for V using direct substitution. a. A number of equations of state have been developed to account for the nonidealities (van del" Waal's. . R is the ideal gas constant. RedliclyKwong. and R = OJl8206 liter alm/glllol K. T is temperature (absolute units). The emphasis is on FORTRAN subroutines to be used with tbe IMSL (FORTRANbased) package. (~r Chemical The following book is more of ail advanced undergraduate/first~year graduate student text on I1lllncrical methods to solve chcmical engineering problems.. H. Solve the I{Jl1owing problems numerically. R. e. (1986). and Ill). What would be your first guess for V in this prohlem?Why? d. Boston: STUDENT EXERCISES Single Variable Methods 1. Consider the van cler Waal's (YO T relationship where Pis pressure (absolute units). New Yark: Wiley. «( 989). Elementary Principles Processes. and R are given.r<. Consider the following system: air at 50 atm and 1 ()(PC. Discuss the stability of each solution (think about the stability theorem). for each or the three formulations developed in b.M. Usc 10 to 20 iterations. h. Recall that direct substitution has the form Vk+J :::: gV k)' Write three different direct substitution formulations for this problem (call thcse 1. BUtlerworths. How many solutions for V arc there? Why? (Hint: Expand the PVT rclationshlp to form a polynomial. PengRobinson.W.
/n/ ) as a function of V.x*:. Consider the van der Waals relationship for a gas without the volume correction lerm (Ii ~ 0) a) (P + V2 V· A A RT a. Use Newton's method to find the tcmperature of the aJl1monialeav~ ing the furnace.. H.33 T X to 3 . 3 f. Develop an algoritlnl1 (sequence of steps) to solve an algebraic equation using intcrval halving (bisection).i r. vapor~phase b. Which solution is correct? 3.74 Algebraic Equations Chap. IIow many solutions for if arc there? Show the solutions analytically. .618. 2. Consider Example 3.Yf(xk)' 6. ~ 3..I. Write and lise an mfi1c to solve for the equation in a using Newton's method.618 and x*:. lIow did you detcrrnine a good first gucss to lise? 4. Assumc ideal gas and use the following equation for heat capacity at constant pressurc: ell = a + bT + cT.ltx) = _x2 ~ X + 1 = 0. with the direct substitution method jCll'lllulated as. so that the iteration sequence is Xk I c= g(x k ) = .:: 1. 5. A process furnace is heating 150 Ibrllol/hr of mllmonia. Show why the graphical Newton's method is eqlJivalent to xk+l = x k ~J(xJ. diverge. Lel 0.*). Discuss the stability of the two sollitions .'·'" C" dT where Ii is the molar rlowmtc of gas and Q is the ratc of heat addition to the gas pCI' unit timc. Usc the MA'rLAB function roots to solve for the roots of the polynomial de veloped in a.. The ammonia fcedstrcam tempcra~ ture is 550 0 R.. or oscillate bctwcen values.0001.[ < ". The rate of heat addition to the furnace is 1. based on an analysis ofg'(. How many sol uti OilS arc there? Docs this agree with your solution for a? Why or why not? g.x = x 2 + 1 :.0 x J 0 6 Btu/hI'.:: 0.20 X Ibmol Btu Ibmol "R Ii and remember that Q c.1. The nUlllerical Solulion is eonsidercd converged when .~ IVk~ Vk11 k. .:: g(x).2 .carrangc (I) to the form of/CO") :::: Oand plot.x~ + I Try several different initial conditions and show whether these convcrge.2 Btll lOS Btu "R Ibmol "R' c = . h.
571? Why or why not? IO. Perform two iterations of Newton's method using an initial guess of C:::: 1.35. c.55946'1 Will your direct substitution technique converge 10 x::: 2'1 Use a rigorous mathematical argument in each case. .0 F . 0 5 .kc' ftC> and k = 0 . Develop an algorithm (sequence of steps) to solve an algebraic equation using reglilt falsi (false position). .= Ibmol 9. The solu!ions mc x = 0.04 0.55946 and 2. IbmoV ITIm a. c. 0. Formulatc a direct substitution solution to this problcm. Write two different direct substitution methods and assesS the convergence of each. Consider the following steadystale model for an exothermic zeroorder reaction in a continuous stirredtank reactor. a. What is the next guess from the reguli falsi lechnique if your first guess was x.:. The variable x is the dimensionless reactor temperature. How many steadystate solutions arc there? b.: I and your second guess was x:::::. Compare and contrast this algorithm with Newton's mcthod.00000. Also show the commands that you would give in the MATLAB command window to run fzera.1 min " Cj" 1. as illustrated in the figure below.0. Will your direct substitution tcchnique converge 10 0.3x=O I'here arc two solutions to this equation.Student Exercises 75 7. x lex) 0. For an initial guess of x = 1. Consider the following direct suhstitution problem. Write a function routine to solve this problem using theMATLAB function f zero. 2. h.42204 cxp + x 20 1.5 (show this mathematically)? d. would you expect Newton's method to have any trouble with this problem? Explain.257 X 10 7~ 'I' Willlhis method converge to the solution or T = 443. A componcnt material balance around a chemical reactor yields the following steadyslale equation 0= where V F V C.716 _ 4. which results from all energy balance problem T k+ I  I' 15. S.
F C V c k(·25 F where V i:1.5 2 2. 0 = 0. .072. Find the xI and . A component material balance around a chemical reactor yields the following steadystate equation F o V C'.I'Y.75354. = 0 Consider the parameter values ~ :::: 8. .5 a 0. = IU min'!.) + (I .) .. 3 ~ 0 0. 12..dimensionless Chap. 'Y :::: 20. 11. ~ .5 x 1. Perform two iterations of Newton's method using an initial guess of C:::: 1. Determine the number of solutions to this problem (graphically).) + (I + o)x." = 1.x2 values for each solution.0 Ibmol 1 . ) 1+ I) Uscft (x['X2) to solve for xl in terms of x 2 and substitute intoh(xl.x2) to obtain the single equation I«X.: 0. b.0.. = '!>XIK(X.05 . C. (V : :..3.) = j3<!>X IK(X. I ' lbmol ". = 0 fl(xI..XI) = 0 f.5 Algebraic Equations zeroorder rxn .(x"x. Consider the dimensionless equations for an exothermic CSTR (continuous stirred tank reactor) shown in a module in the final section of the textbook.x.and k fl' = 0..) where K(X ) 2 = exp 2 (_Xx.5 Plot of x versus f(x) for problem IO.76 0..min If'5 Write two different direct substitution methods and assess the convergence of each to the steadystate concentration of 0. using the single variable Newton's method.(1 + o)x.
x.x. Usc fsolve and several initial guesses for the solution vector.x. <l.(x) =x.(1 + I\)x z . A simple bioreactor model (assuming stcady~statc operation) is where JJ. Show lhe initial guesses and the solutions that £sol ve converges to.mi]X ::::: km = ::::: k. Do not reduce it to a singlevariable problem via substitution. .) = l3q.12 0. f. 0 where . .(x.•~ 0 How many iterations docs it take to converge to the solution? Explain this result conceptually. b.0 is the biomass concentration (mass of cells) and xl is the substrate concentration (food source for the cells). ) I j. For the dimensionless CSTR problem (module 9 in Section V).(xz) + (1 .53 0..) .072 1\ = 0.(x.(x"x..x2 5 = 0 J. ::::: c ::::: Xl 0.. 14.3 (There are three solutions).Appendix 77 Multivariable Methods 13.) = 0 j.) 15.(x"x. x2 + 4 . Find the steadystate values for xI and x2 if f)::::: 0. f.4545 0. Show your function routine as well as the calls to MATLAB. Use the multivariabJe Newton's method to solve the following problem.) = exp (.3 .c.) CC  q>X..AB routine fso1 ve to find the solutions.h and the following parameters arc used 13 = 'Y = 8 20 (I' = 0...4 4. use the MATL.(x) = 2x. Solve this as a twovariable problem. Perform a detailed analysis by hand (hinl: the trivial solution xl ~ 0 and X2 ~ '\j should be easy to show.
.2 Contimlcd.6ISisa 10 xO.I I O. we find that lex ") :::.61 g should converge to 0:::: 1.2 to illustrate the numerical stability of direcl substitution. that is. an initial "guess" frw Xu close to .. For simplicity in notation. ~ 1. 0:: 1 '1'li1gl .618 should x'" be a stable solution..618. 1.. ['or x'" 0:::: 1. c . ..3 APPENDIX Stability of Numerial SolutionsSingle Equations If the iterates (xk) from a numerical algorithm converge to a solution... Stability of din~ct substitution Consider the Case I formulation.I ~< llx .618. we refer to thal solution ns being stable.':>1_ dx \Vc continue with Example 3.. _~~~~_._~_ .61X +. wc find I g'(x"') I 0:::: .I x I 1 I.618 f J 0.' := 0.o 0:::: stable solution. For xo.' IS an 11llsta) c SOI ' utHlll () I' t evaluated at x* 1~lgl rJx !..X090 I.Sox''':=O.0 O. .78 Algebraic Equations Chap."').EXAMJ'LE 3. that is.. 2. . _ ... x which has the derivative ~ g(x) x+1 ag ax II I I . So _y*' :::. g'  ..~ g(.1. if lu l (JX If f ..' 1. ~ Theorem 3.. or get''') yO" =: O.618.. a stahle soI ' x':: . then x*' is a stable solutioH... then no conclusions can be drawn..1 x~' g .1 Let x''' represent the solution (fixed point) of x* =: S(x''').618 will convergc 0._ . II eva I llatcd at r"'r'.._~ Definition 3.r"").618.30(]O. IS uUon 01 ' K(.. all initial "guess" for X o close to 0. . we generally usc (jv g to represent 1. .
. provided an initial guess close to the solution.1 to show that Newton's method is stable.Appendix Question: Why did we find previollsly that an Initial guess close to 1. 'to/e see that NewLon's lllcthod can be written in the form of where fix.) n\.J Then we can find that tbe derivative.O. This shO\vs that Newlon's method will converge to the solution. Our purpose is mainly to show that the direct substitution method can he unstable. the square rooL of I call either be + I or I (after all (1)2 ::0:: In. ~ lex.J I' /(x*) r(x"') x"" we sec that g' (x*) II'(x*)]' g'(x*) = () And sincc. Newlon's rncthod guarantees stable solutions. For example. You may be questioning the utility of a stability test for the direct substitution method. //Ctk) is or g'(x. if the "guess" is close to the solution.f(x*') ::::: 0.) f'(x.61 Xdid not converge? 79 Observation: We must realize that the square root of a positive number has two values.) At the solution. which requires that the solution be known to apply the test. we find that the stability constraint is satisfied as long as/ex"~') *.) II' (\. Stability of Newton's Method for Single Equations Here we use 'rhcorcm 3.
2 4. The major sections 4. you may wish to determine how long a gas storage tank will take to reach a certain pressure if the outlet valve is closed. Usc thcMATLAB ode45 integration routine. the student should be able to: Understand the difference between explicit and implicit Euler integration.1 BACKGROUND Thus far we have developed modeling equations (Chapter 2) and solved for the steady states (Chapter 3). This requires in80 . Write MATLAB code to implement fixed step size Euler and RungeKutta techniques. This chapter introduces numerical solution techniques for the integration of initial value ordi~ nary differential equations.NUMERICAL INTEGRATION 4 Most chemical process models arc nonlinear and rarely have analytical solutions. After studying this material.1 4. One purpose of developing dynamic models is to be able to perform "what if' types of studies.3 4.4 or this chapter arc: Background Euler Integration RungeKulla Integration MATLAB Integration Routines 4. For example.
Sec. dl = x =f ( ) x (4. In Section 4.2.2 Euter Integration 81 tegrating the differential equations from given initial conditions. An example of a nonlinear differential equation is: dx dt = ~x 2 since the rate of change of the dependent variable is a nonlinear function of the dependent variable. we may wish to use numerical methods rather than analytical solutions. then we can generally obtain analytical solutions.2 EULER INTEGRATION Consider a single variable ODE with the form dx. 4. 4. I we consider a forward difference approximation. particularly for sets of nonlinear equations. I). 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. In the next section we discuss two algorithms. these techniques will be presented in Chapters 6 and 8 through 10. The purpose of this chapter is to introduce you to numerical techniques for integrating initial value ordinary differential equations.1 Explicit Euler If we use a forward difference approximation for the time derivative of (4.2. If the dynamic equations are linear. which leads to the implicit Euler method. Notice that the following equation is linear: since the only nonlinearity is in the independent variable (t). Even when systems are linear. Although this particulary nonlinear equation has an analytical solution. In Section 4. which leads to the explict Euler method. this will not normally be the case.2.1 ) We consider two different approximations to the derivative. At this point itis worth reviewing the difference between linear and nonlinear differential equations. The first numerical integration technique that we will present is the Euler integration. 4.2) . the explicit and the implicit Euler methods. we find dx dl = t(k + I _.2 we consider a backwards differences approximation. + I) ~ t(k) (4.
x(k) = j(x(k)) I(k + 1) .t(k) ~ (4.\:) is evaluated at x(k). A major disadvantage is that a small step size must he llscd for accuracy. if too small of a step size is used. Now.2 Implicit Euler This method uses a backwards difference approximation for the derivative in (4. We will refer to this fuuclion ast(x(k)).tJ(x(k)) K. 4 where k represents the kth discrete time step of the integration. then numerical truncation problems may result.4) and (4. Equations (4.1).2) as x(k+ 1). Equation (4. 'I'his method is straightforward and easy to program on either a handheld calculator or a cornputer.1 Pictorial representation of the explicit Euler method. Then we write (43) as x(k Solving t{)r x(k + I) + 2t. assume that)(. f(k). The general statement for a lllultivariable prohlcm is x(k + 1) = x(k) + 6. 4..'/ is the integration step size.'rk) Normally we will use a fixed increment of time.. . that is...1' = j(x(k + 1)) (46) x(k+ 1) based on x(k) and f(x(k)) x(k) ~ k k+1 slope.1) and (4.plicit Euler (44) We can view (4. as shown in Figure 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.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. t(k + 1) .4) as a prediction of x at k + 1 based on the value of x al k and the slope at k. where!:.1.x(k) Cc J(x(k)) (43) x(k + I) = x(k) + D. but is covered here for illustrative purposes.2.82 Numerical Integration Chap. Explict Euler is not often used in practice. llowevcr. and can write (4.3) at. The function (or vector of functions) is evaluated at time step k + 1 rather than time step k: +I)x(k) 6. evaluated at step k FIGURE 4.4) is the expression for the explicit Euler method for a single variable.
2 Euter Integration 83 which can be written x(k + J) = x(k) + Iltf(x(k + 1)) Implicit Euler x(k (4. and the outlet flowratc was assumed to be linearly related to height.10) The implicit Euler method evaluates the function at k + 1 rather than k: I(x(k + 1)) =  I T x(k + 1) and the state variable at slep k + lis: .Sec. In particular.9) Next.j· = x(O)e" (4. the reader should show that the analytical solution is: x(t) = x(O)e.2. There was no inflow. we compare how the integration step size (At) affects the stability of each method.3 Numerical Stability of Explicit and Implict Euler Methods Consider the tank height problem covered in Example 2.lIT and the state variable x is the tank height. (4. What this generally requires is a nonlinear algebraic solution technique.8) where 'T = A/13. which gave us the following equation: dx dt 1 T x co Ax = f(x) (4.1.7) Equation (4. A = .. For a linear system.7) is implicit because the value x(k + I) must be known in order to solve for + 1).Ilt x(k) = T IMPLICIT EULER (t1t) x(k) J . we compare this analytical solution with the explicit and irnplicit Euler solutions. equation (4.~.7) can be explicitly solved to obtain the form x(k + 1) = g(x(k)) The following section compares the explicit and implicit methods for a single linear ordinary differential equation. slIch as Newton's method. 4. 4. Since the variables are separable. EXPLICIT EULER The function value at step k is: f(x(k») J Oc  x(k) T and the state variable value at the next time step is: x(k + J) = x(k) + .
flt)" T I x(O) 11. a nonlinear algebraic equation solver is not needed for (4. is (from (4. is (from (4. NUMERiCAL 5TABILITY The explicit Euler solution.1 J) Notice that.12)): x(k + I)~ I.AlIT 1< 1. The explicit Euler method is then stable if: 1<1 and will oscillate for: 1< 1.11).~1)X(k) <I and the stability requirement that Ig' I< I. written in terms of the initial condition.~I ( ) '" x(O) th .84 Numerical Integration Chap. oscillatory solution for: T<ill<2T and a stable. monotonic solution for: o< ill < T The implicit Euler solution. since this is a linear problem.10»): x(k + I) which will be stable if ~ (1 .11) as x(k + I) ~ 1 ill x(k) (412) + T In the next section we compare the numerical stability of the explicit and implicit Euler methods. This is the same re~Htlt if we usc the representation: x(k + i) = g(x(k)) ~ ill T (I .< 0 T flt These criteria lead to the explicit Euler stability condition of: 0<flt<2T while the solution will have a stable. written in terms of the initial condition. 4 x(k + I) ~ x(k) +  ill T x(k + I) (4. We can rewrite (4.
implicit explicit FIGlJRE 4.81. () exact 4.1.2(.()()()() 1 2 3 4 5 3.4715 2.9% 4.YkJ ·4'yf{) 6. dt.l is corrcct) and will not oscillate.99() 10. = 5.6075 1. Notice that the implicit Euler method is stable for any value of D.:: I. Table 4.5600 2.3333 2.1 compares the exact solution (4. 7.3148 1.2000 2. Implicit Euler errol" x.7979 1.1 Numerical Compm'json of Explicit and Implicit Euler Let x(O) ::::: 4. Comparison of the exact solution with the explicit and implicit Euler for .2749 2.(H(' 5.'T1 < 1.7(70 8.Yfri 9.12) methods.10) and implicit Euler (4. Explicit Euler 4.1 are illustrated graphically by the curves in Figure 4.2.9290 1.2 Euter Integration 85 which will be stable if II/l+~t. TABLE 4.t = I.2 D. J. 4. EXAMPLE 4. T :::: 5. The results shown in Tahle 4.3107 error x.49.0000 3.9) with the explicit Euler (4.{. This is the same result if we usc the representation x(k + I) = g(x(k)) = ( I + !it 7 1 ) x(k) and the stability requirement that 11/ ::to < 1.6384 1.7778 2.6813 2.Sec.0480 1.f (as long as the sign of D.0000 3.1952 1. and tlt .1 Linear First Order Example (.:: 1) x.
Implicit Euler 4. let at = 6 for this problem.3 Comparison of exact solution with implicit and explicit Euler for D.(HmO OJI064 Y. TABLE 4. We cun sec from (4.l. We sec that the implicit Euler method call tolerate it larger integration step size than the explicit Euler technique.2 Linc)]r First Order Example (r. the explicit Euler solution is oscillatory for fj.86 Numerical Integration Chap.4 Larger Integration Step Size.1600 . exact 6 12 IS 24 x. Indeed. .r::::: 0 for all time after time 0.~~~ at : : : x. This is true for a simple linear ordinary differential equation.:::. o. The results arc shown in 'fable 4. ilt.10) that the explicit l:u1cr method predicts. These results arc illustrated more graphically by the curves plotted in Figure 4. Explicit Euler 4JJOOO IISOOO 0. For example.:: 5. Consider now a larger D.0000 LSIS2 118264 IU757 IU70S ° 4JJOOO U04S 03629 01093 (W329 4 3 2 ~ implicit exact 0 explicit 1 0 5 10 15 20 25 30 FIGURE 4.3. the implicit Eulcr method requircs an iterativc solution at each time step.2..t.o.t > 7... The following example illustrates an important issue when solving nonlinear equations. while the Implicit Euler Inethod rcmains stable for any step size. 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. The implicit Euler techniquc has monotonic behavior and more closely approximates the exact solution. That is. T. for this process.:: 6) . if at. We have seen the wellbehaved response for I (which is 7/5).
4 Explicit Euler solution. we compare tbis solution with the explicit and implicit Explicit Euler.ts are shown in Figure 4. at time step k + I we must usc a numerical method that \vill solve a nonlinear algebraic equation. the model has the following form fix dl (4.14) l<'or the numerical example of ([.(1» lit /21' r~Lllcr (4. !:1t:::: O. We know from Chapter 3 that a num .. Rewriting (4.2 Explicit and Implicit Eulcl"Nonlinear System Consider a surge tank with an outlet f!owratc that depends on the square rool of the height of liquid in the tank.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.15) R.. 0.8. Next.1 step sizes yield virtually identical results.01 and 0. WA (:::: flow coefficicntJcrossscctional 'l'he analytical solution is area)..15).(k + I) ~ x(k) . x(l) [\1. Analytical solution (exact).13a) where x is the tank height and (/:::. Whclllhcrc is 110 inlet flow.()I.2 Euter Integration ~. Here we sec that this is impossible for a nonlinear equation. The implicit Euler method yields the following equation .13bl solutions. 87 _~ EXAjVII. curves for 3 different D. The 0. Implicit Euler. That is.. 0..16) we sec that (4.4. . while there is a significant error ill a step size of 1.1.JIJ~ 4.. The explicit Euler method yields the following equation ...(k + I) + ula\lx(k + I)x(k)" 0 (4.0.(k + I) x(k) . and LO.Sec.uta\lx(k + 1) (4.16) requires an iterative solution. 4.tH lI\le(k» (4. 2 3 4 5 F1G{][{E 4.
g' (yO» (4. then use averages of the slopes at intcmediatc steps for the full prediction from the beginning of the time step. In this text we emphasize e. we must iteratively solve for the value of x at k+ I. Summarizing. and (4.18).rplicit techniques.. including Newton's method. To illustrate clearly one approach that we can take. the derivative at time step k was used to predict the solution at step k+ 1. (4. can be used.21) is then iterated to convergence. In the Euler method. at step k+l of an integration. 4.16) as y + b\/v .21) is iteratively solved to convergence.: x(k). and c :.c (4. hut some or the computational savings Inuch be sacrificed in the inlcralive solution of the nonlinear algebraic equation at each lime step_ There arc a Ilumber of more advanced implicit methods that arc used in a number of commercially availahle integration codes. . Runge~Kutta methods use the Euler technique to predict the x value at intermediate steps. The implicit Euler method allows a much larger time step. let y represent tbe value of x at step k + I for which we desire to find the solulion. SIMULINK has choices of some implicit integration routines. in order to find x(k + 1) in (4.191 g'(y(i» ~ 1 + 7' 2VY(I) iJ (420) We call write (4. y(i) + 1.'(i) iJ (\1)'0)] (4. If Newton's method is used. which are used by the MATLAB routines ode23 and ode4 5.88 Numerical Integration Chap. COMMENT ON IMPLICIT INTEGRATION TECHNIQUES We have seen that the implicit Euler method is more accurate and stable than the explicit Euler method. We can rewrite (4.16). (4.~y(i) Iln.3 RUNGEKUTTA INTEGRATION This technique is an extension of the Euler method. yO + where I) ~ rei) _ M(YO» .19) as (from (4. b "" 1:11 (/.19).v)'O) .c = 0 where y = x(k + I). for nonlinear systems.4 bel' of techniques.21 ) \lv(i) + 2 Equation (4. An explicit technique that is more accurate than the explicit Euler technique is known as the RungeKutta method and is shown in the next section. a nonlinear equation must be iteratively solved at each time step. That is. we can write: (417) MCr(i» c. We also noted that.20» yO+ I).18) where (i) is an index to iudicatc the ith iteration of Newton's method.
3.22) (4.23b) x(k+l) based on x(k) and slope at t k + D.Sec. the derivative functions arc not explicitly functions of time. [(x(k)) (4.1 SecondOrder RungeKutta The first RungcKutta approach that we discuss is the secondorder RungcKutta method. which is also known as the midpoint Euler method. so (4. l:i.23a) or n1 2 ••• [(x(k) + ~ !(X(k)) (4.23) can be written: n1. 4. n1. Let Tnj represent the slope at the initial point and lJl 2 represent the slope (dddt) at the midpoint: n1.23) (4.At For autonomOllS systems. .t.5 Pictorial representation of sccolld~ordcr RungeKutta (midpoint Euler) technique. The derivative is evaluated at this midpoint.22) and (4. ~ x(k) + n1. for reasons that will become clear. x()) (4. The Euler technique is first used to predict the state value at I:3.5.22a) (4. and used to predict the value of x at the end of the step.24) = [ At At) ( t(k) + 2' x(k) + 2 n1.t12.3 RungeKutta Integration 89 4. t 2 x(k) ~ t k+ 1 FIGURE 4. x(k + 1) ~ I(t (k). as shown in r'igufc 4.
16 1YtJ. 1. For the same step size. The next example is for a able system.OJ)(4) I) """" 5 5 x(l) x(1) ~ ~ H 5 [:rom (4.3 Secondorder Rnngc~Kutta (Midpoint Euler) Tedmique Consider again the firstorder process: dx dt ~ {(x) ~  1 T x I (4"8) Ill. RungcKutta techniques arc more accurate than the standard Explicit Euler technique..90 Numerical Integration Chap" 4 Equation (4. T = 5..10 x(O) . two~statc vari~ .. EXAMPLE 4.0: 111[= From (4"25) 1 x(O) 5 ~ 4 5 ~ From (4"26) 1( I . we have used single variable examples.3% from Table 4. while the explicit Euler is accurate to the order of dt.Kutta is accurate to the order of :i1 2 .1 (I .OJ2 ~ 32800 Compare this with the analytical result of 4.0 e 1/5:::: 3.2749 Notice that the error is O. ~ r(x(k)) ~ ( " T x(k) ) ~ I T x(k) (4"25) (4"26) For t1t::. bot 4"0 .! for the Euler method. Thus far. and x(O) = 4. Contrast this with an error of2.24) x(O) + 111 .24) can now be written: x(k + I) which is of the form: ~ x(k) + L1t r (r(X(k) + ~tr(X(k)))) (4"24a) x(k + I) ~ g(x(k)) It should be noted that the secondorder RUllgc.
Second~ordcr Rungc~Kutta Method VII I . . Notice that the He)w from tank 1 is a function of while the flowratc out of lank 2 is a function of Vl1 · 2 F FIGURE 4. 11. 4.ti(h.(Ie) + at 2 at [1.(k)) . 111 2 = ].27) as: dh ] i t ' .6 Interacting tanks.3 RungeKutta Integration 91 EXAMPLE 4. h2(1e))] j(h(le)) = j.(h"h 2 dh.2\16 \ h. .(h"h 2 ) 1 [ dt ~ [ = . + 2 M .5 13.(h.10. = 5 ft' A. h.6. = 2.igl_~_ ~!f the square root of tank height. 2< O. The following modeling equations describe this system (4. ) c 1. Consider two interacting tanks in series.(h.28) Since this system is autOnomous (no explicit dependence on time).4 Two~statc Variable System.Sec. we can leave (oul of the arguments: m.5 min 13 2 =·~C 5 fl2S \/6 min A.il 2. with outlet tlowrates that are a fun~~.h.27) For the following parameter values: ft2. _I '2 ] _1.(k) + 2 ""I' h.(k).(k) +2 h2(k) at] fI1 21 ) fI1 21 ) Ill". I ~ .(h. we can write (4.5vh. (4.(k). showll in Figure 4. ! ·. = to ft' and the input: F = 5 ft 3 /min the steadystate height values are: Numerically..
018955) 12 + 7. For this pU'lJOse.9881971 0.(I) ".25 vi (.001896 ~ 0. Care must he taken when solving this problem numerically.5vI1.7.= 0.C.976700 It ".(O) + ~t "''') ~ /. 05 YI2~7 2v6 I . 7..0 t.11.(0) + m"c. "'". '((k + 1IlJ ~ [h '((klJ + l k h2 k 1I1.2 minutes. 4 h(k + l h + 1l ~ [h.t 2 . Since we have assigned a positive value to F[ when the flow is from tank I to tank 2.( 11.1l03623 It and we call continue for the next time step. The response of Ii] actually increases slightly hefore dccrcasingthis is missed became of the scaling.018955) _ 7 7.(O) + ~.(O)] hiO) j m !!.C (0.t Let the initial conditions be 11 1(0) = 12 ft and hiD):= 7 ft.OIH116 ".t 111" 2' 7 f· 0 . t.(O) + !!.". the flow is from tank I to tank 2. the sign function is used . so that the square root of a negative number is not taken. while when hi is less than 1l 2.001 R96) v7.2 7 + . A plot of the response of this system is shown in Figure 4.IY7so 0.(O) ~ + ~t "'".] .7 + 0.(h.= 7.001896 fl "'" •. k = t. Notice that when hi is greater than h 2 .! 0::: 0.018955 I h.92 Numerical Integration Chap.988197.988197f1 h.(O) + ~t 111" ~ ~ 0~2 (_ 0.9881977.2) .0.t .116501 "'" .118(34) • ~ 111.( I) .118(34) ~ ~ 11.(0) + m"c.118034. Por k = 0.(11. we find .988197 7.2) .01 R116 (0.(J()lWJ6~ 0. the flow is from tank 2 to tankl (although this cannot occur at steadystate).001896) 10.988197.t ~ 12 + .2 ' 0.001896 ~ .(h. 1 0. 12 +2 ( 0.7.2 (0. h. 7.001896 h.116501 (0. h (O) + ~t "''') 2 1. let!J. Also. then a negative value of F I indicates the opposite flow.
The most commonly used method is the . 4. 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. using secondorder The idea behind the secondorder RungeKutta can be extended to higherorders.f(Jllrthorder RungeKaNa method as outlined in the next section. ~ [(I(k) + J D. This first guess is then used to find the slope at the midpoint (m 2 ).7 Runge.2 FourthOrder RungeKutta Using this method.32) fIl 4 = [(I(k) t . gL 7r61 o FIGlJUE 4.Kutta.I) · 2 2 2 + D. The algorithm is fill ~ [(I(k).3 J) (4. 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.29) fIl 2 = [~(k)) + ~ D.I.I. the approximations arc more accurate than explicit Euler or sccondorder RungeKutta. x(k) + 1 11I D. A "corrected" midpoint slope (m 3 ) is then found by using mz. x(k) + 11I.t) (4. x(k)) (4.I.3 RungeKutta Integration 93 ::~ 10 1 . 4.D.I) (4.30) fll. 81 20 ==========~! 40 60 80 time (minutes) 100 Transient response of the interacting lank example.3. x(k) + ~ fIllD...Sec.
commerical or public domain integration code to implement your simulation. SELECTiON OF INTEGRATION STEP SiZE Generally. ode2:3 uses secondorder and odC'4:) uses founhorder RLlngc~Kutta integration. step changes at certain times). Your goal should bc to providc the correct formulation of the model.e. 3 11 uf (433) To become rnore familiar with integration techniques. The integration routines in MA'rLAB use a variable integration stcp size. In Section 4. implemcnted as mfiles in MATLAB.4 MATLAB INTEGRATION ROUTINES Thc primary purposc of thc previous sections in this chapter was to review simple numcrical techniqucs for integrating initial valuc ordinary differential equations. We havc illustrated the techniques with some simple numcrical examples.4 we introduce the MAI'LAB routines that arc available for numerical integration. 4. The integration step size is automatically chosen and varied from steptoskp to assurc accuracy while minimizing computation time. spccifying the corrcct initial conditions and parameters. If the student L1ses a fixed step si/. Most eommerical integration packages use a variable step size. Make certain that your step size is small enough so that the errors do not build up 100 rapidly. call be larger for secondorder RUllgc~KLltta (as far as accuracy is concerned). two arc ode23 and ode45. which is available in SIMULINK. You will spend much tinle debugging these routines and they will generally not be as po\verful as existing academic or commcricalintegration routines. Generally. A particular challenge is from "stiff' systelns (time constants that span a wide range). where a commerical code specifically for stirI' systems should be Llsed. You should generally usc a welldocumented. Both routines usc a variable integratioll step size (Lit is not constant). The integration . you should then lise the fourtlHlrdcr RungeKulla method. then RungeKutta methods should be used. IT discontinuous systems are simulated (for example. we do not recOlnmend that you write your own integration routincs. and can be still larger for fourthorder RungcKutta. MATLAB has several routincs for numerical integration. step sizes that are (00 large can be unstable or inaccu~ rate. In practicc. As you find a need for more accuracy. Particularly for Euler. + m• !. you will want to use as large a step size as possible. integration step size must be "small" for Euler. One welJknown implicit mcthod for stitT systems is (Jear's method. Implicit methods will only work wel! for systems that arc continoLls.94 x(k Numerical Integration Chap. then it is generally a good idea to try larger and smaller step sizcs to sec if the results change significantly. Step sizes that arc too small may waste computer time or have numerical truncation errors sillce the state variables Inay not change much from step to step. yOll should solve sOllle of your initial problems using the explicit Euler method.4 + i) ~ x(k) j I ~!lL 11 I IJ}z 3 4 + tn.
m was generated: function hdot Lwotnk{t. 4. xpr ime ' I rto.5*sqrtlh{l) h(2)).4 Revisited Solution Using MATLAH Routine ode45 rirst. the following file titled twotnk. 'fhcn.2) ) is given. then the command plot (t. . h 1"'ode4S { T twotnk' . hdotll) = 10. consL~(1/{2*sqrtI6))). xl where xprimc ode45 ( .1 ode23 and ode45 To usc od(~23 or ode4~). the following command is entered ill the !VIATLAB command window: [t.t*:. [0100] . [12 7 J ' }. then the stale variable vee lor has the 50 rows and three columns. she/he simply types plot(t. the reader must first generate an mfilc 10 evaluate the state variable derivatives.4. hdot(2) "" O.) For example.h) . 4. Theil the student gives the cOlllmand: It. After the integration is performed. if the student wishes to plot all three variables as a fUllction of time.qrt(h(2)). x ( : . etc. t t ] xO ) is a string variable containing the Halne of the Illfile for the derivatives to t t xO is the initial time is the fjnal time is the initial condition veclor for the state variables (usually a column vector) The arrays that arc returned arc x a (column) vcctor or lime an array of state variables as a function of time (column I is Slate I.x) If you only want to plot the second state variable. witholll taking too !llllch computation limc.4 MATLAB Integration Routines 95 step size is adjusted by the routinc to provide the necessary accuracy.Sec. and there arc three state variables. EXAMPLE 4. jf the lillle vector has 50 elements.2')"c3qrtlhll)h{2))cow.
( and h.8 c N 6. and using ode45.:: 100.:.2 7 6.96 Numerical Integration Chap. Notice the tremendous reduction in effort when compared with generating your own RungeKuua code. The initial time is to :.5 10 o 20 40 60 80 100 time (minutes) a. The function file is named twotnk. 12 11.hl"l)) plot (t.2) ) The transient responses are shown in Figure 4. :.8. hi.: fl2 Tj'. At the MATI. .. m.8 Transient response curves for interacting tank example.2 6 0 20 40 60 80 100 time (minutes) a.: 0 and the final time is ~r:.5 £ 11 10.AB prompt (») the following commands were given: plot(t. . Height of Tank 1 7. Height of Tank 2 FIGURE 4..4 6.6 6. The initial condition IS 110:. 4 Notice lhat we arc generating two arrays.
Numerical Methods and Modeling for Chemical Engineers. One has two options. fourthorder RungeKutta FURTHER READING A nice treatment of numerical integration is provided by: Parker. Rameriz. W. Computational Methods . Chua. which automaticalJy selects the integration step size. New York: Springer. Davis. A treatment of integration techniques with chemical engineering applications is presented by Davis. New York: Wiley. . (1989). The following book is more of an advanced undergraduate/firstyear graduate student text on numerical methods to solve chemical engineering problems. A variable stcp size algorithm yields variable valucs that are not at a fixed step sizes. The major disadvantage is that computation time will increase. The emphasis is on FORTRAN subroutines to he used with the IMSL (FORTRAN·hased) package. Boston: Butterworths. & L. T.S./iJr Process Simulatioll.Verlag. it is preferable to use a commercial integration code. secondorder RungeKutta Variable step size.P. M. then we could reduce the step slze. as well as the second and fourth order RungeKutta integration techniques.vstems. When using your own fixed step size integration code.. If the variable step size is smaller than that of the variable step. The best option (and that recommended by MATLAB) is to use a spline fit to interpolate or extrapolate the values to desired points. The MATLAB routines llsed were ODE23: ODE45: Variable step size.O. In practice. The routine used is interpl. be careful with the selection of !1t. SUMMARY It is important for the student to understand the Euler. Practical Numerical Algorithms . (J 989).ftJr Chaotic S'.Further Reading 97 Often it is desirable to know the state variable valucs at a particular timc or at fixed time steps. (1984). E.
y. Consider a CSTR with a secondorder reaction. Assuming constant volumc and constant density."1(0) :. p=.32 flO Ibmol' min' and a steadystate inlet concentration of C i . Analyze the stability of the fOliJ1h ordcr RungeKuHa method for the classical order process. That is. 1. C i changes from 1. Compare various integration step sizes. first~ dx tit x What is the largest integration step size before the numerical solution becomes unstable? t .mll1 k 2 = 0.t do yOll recommend? In addition to transient responses (t versus y. Assurne that the fate of reaction (per unit volume) is propottional to the square of the concentration of the reacting component.. Compare the transient response curves with the Euler results.25 Ib11101 fl ' Calculate the steadystate concentration of C. and Y2).. The parameters are <X = r3 = 1.25 Ibmol fl} to 1. a. c. What b. b.il 13(1 . Solve these equations using the MATLAB integration routine ode45.75. 2.4 STUDENT EXERCISES 1. = 0. Consider the scaled predatorprey equations.(O) = 0. dy.75 Ihmol ft} atl = 0 minutes.5 and y. 3. How do the initial conditions effect the response of YI and Y2? Please elahorate. ··=a(ly)y dt . The time unit is days.. show that the modcl~ ing equation is: dC dt Use the following parameters: V 5 .2 I = . Solve these equtions using explicit Euler integration. versus yz).0 and the initial conditions arc . also plot "phaseplane" plots (y. = 1. Use ode45 10 simulate how the outlct concentration changes as a function of time. dy.98 Numerical Integration Chap.)y.625 Ibmol ft3 Assume that a step change in thc inlet conccntration occurs at t:::: o.
some of the drug that diffuses into compartment 2 diffuses back into compartment 1. Again./o methane. Find dP/dt and {I. simultaneously with a step change in inlet tlowrate to 3 gmollmin.65 K). respectively. a. In all cases. Assume that the gas drum volume is 100 liters. simultaneously with a step change in inlet pressure to 6 atm. The concept of a compartmental model is often used. 75% hydrogen. Some of the drug is eliminated (reacted) in compartment 1.v/dt if the inlet and outlet now rates can vary. Assume that the molar f10wrate out of the drum is proportional to the difference in pressure between the drum and the outlet header. the molar flow rate in and out is 2 gmollmin and the concentration is 25Cff! mcthane. Pharmacokinetics is the study of how drugs infused to the hody arc distributed to other parts of the body. The temperature of the drum is 3 J. . d. Assume that the molar llowrates remain constant. Assume the ideal gas law for the effect of pressure and composition on density. A gas surge drum has two componcnts (hydrogen and methane) in the feedstream. perform a step change in inlet concentration to 501ft" methane. Similarly. At steadystate the drum pressurc is 5 atm. Discuss the effect of integration step size when using Euler integration. simultaneously with a step ch. you arc initially at steadystate. Assume that the MASS rlowrates in and out are proportional to the square root of the pressure drops. where it is assumed that the drug is injected into compartment I. 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).:mgc in inlet flowratc to 3 gmol/min. The following balance equations describe the rate of change of drug concentration in each compartment. Assume that the steadystate inlet gas header is at 5 atm. c. Let Yi and y represent the mole fraction of methane in the fcedstream "mel drum. Also assume that the inlet concentration can vary. F'ind how pressure and composition change with time. while some is eliminated by reaction and the rest accumulates in compartment 2.5 deg C (304. but the inlet methane concentration is changed to 509h. Perform a step change in inlet concentration to 50W" methane.Student Exercises 99 4. and some of it diffuses into compartlnent 2 (the rest accumulates in compartment 1). Perform a step change in inlet concentration to 5(Y. which is at 2 atm pressure. The rates of diffusion and reaction arc directly proportional to the concentration of drug in the compartment of interest. Usc Eulcr integration and ode45 to solve the following prohlems. 5. b.
[Lg/kg min). a. mol/liter C w2 ~ concentration in reactor 2. 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). liters k : : : secondorder rate constant. Let the initial concentration he 0 for each compartment and as~ slime a constant drug infusion rate of 5.33333 mol/liter (reactor I) and 0.0 Numerical Integration Chap. and u = rate of drug input to compartment 1 (scaled by the patient weight. Experimental studies (of the response of the compartment I concentration to various drug infusions) have led to the following parameter values: (k lO + k 12 ) = 0. To Illcet EPA and statc standards. Let ell'l ~ concentration in reactor 1.) c. a. liter/(mol hI') ::::: b.100 . 4 drug concentrations in compartments J and 2 (fLg/kg patient where x J and x2 weight). The chemical decomposes by a secondorder reaction with a rate constant of 1. liter/hr Vj V2 liquid volume in reactot 1.(1I5 mio. W.5 liter/(mol hr).2 fLg/kg min. liters liquid volume in reactor 2.:. Write the modeling equations for the concentration of the waste chemical. mol/liter F' ::::: volumetric tlowrate. which is a I1lll. Usc the MATLAB [unction ode45 for your simulations. at least 90% of the chemical must be removed by rcaction. A stream contains a waste chemical. Show (through numerical simulation) that all of the following values lead to the same results for the behavior of xl' while the results for x2 afC different. Write a function file and use ode45 for the following: . Notice that the parameters have not hccnindcpcndcntly determined. kJ2~k2l b. (Ilint: You need to solve quadratic equations to ohtain the concentrations.094 minI k l2 k 21 = O.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 .clc relaxant.0')005 mol/liter (reactor 2). k l2 = 0. The system is not initially at steadystate. so the specification is met. Assume constant volume and constant density.I for the drug atracurium.26 mini (k 20 + k21 ) = 0. Show that the steadystate concentrations are 0. k 12 =2k 21 C.<'. with a concentration of I moilliter. 6.
= I.I(O) = 0. find how the concentrations change with time. Assume an initial concentration of A of CAO := t mollliter.3833 and C". If the real value of k2 is 1. The process objective is to maximize the yield of component B. use ode45 to solve for the concentrations ~IS a function of time. Assuming that each of the reactions is firstorder.{= 2. fine! how the concentrations change with time. A mathematical model is used to predict the time required to achieve the maximum yiele! of B. a. k l . (ii). the reactor operates at constant volume.2(0) = 0'()9005.5 hr. 7. and there arc no feed or product streams.I(O) = 0. For k.l. respectively. If C".Student Exercises 101 (i). .l find how the concentrations vary with time and compare with part a. [I' C". ane! k 2 = 1.14005. Usually there is some uncertainty in the rate constants.. and C.25 h. the modeling equations arc: where CA. Then plot the concentrations as a function of time.3333 and C". Component B can also react to form the undesired component C.2(0) = 0. For what time is the concentration of B maximized? 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. Cu' and C c represent the concentrations (mol/volume) of components A. Consider a batch reactor with a series reaction where component A reacts to form the desired component B reversibly. B.
SECTION III LINEAR SYSTEMS ANALYSIS .
Be able to use the MATLAB routines step and initial for simulation of statcspace models.2 5. • Develop the analytical solution of statespace models.4 5. • Linearize a nonlinear model and place in statespace form. Also. The purpose of this chapter is to provide an introduction to statespace Inodcls and linearization of nonlinear systems.3 5. firstoruer differential equations that generally arise from material and energy balances around the system.1 5. Understand stability and transient response charactcrstics as a function of the eigenvalues. most control system design techniques are based on linear models.LINEARIZATION OF NONLINEAR MODELS: THE STATESPACE FORMULATION 5 Many dynamic chemical processes arc modeled by a set of nonlinear.\·tate~space model. The major sections in this chapter are: 5. Use thcMATLAB eig function to analyze the stability of a statespace model.5 5.6 StateSpace Models L. Common analysis techniques arc based on linear systems theory and require a . • Understand the importance of initial condition "direction".inearization of Nonlinear Models Geometrical Intell1retation of Linearization Solution of the ZeroTnput Form Solution of the General StateSpace Form MATLAB Routines step and initial 105 . After studying this chapter the reader should be able to: Write a linear model in stalespace form.
I) I is the flow coefficient (paranlt'((TL Po is the fJowrale into the tank (input). First. [~xamplc 5. EXAi\IPLE 5.. 5 5.1 NOllintcracting Tanks Consider two tanks in series where the flow nut of the first tank enters the second lank (Figure 5.u) ('ill where f(x. a nonlinear function vector.. 'I'he fonn of linear model that we discuss in this chapter is known as a statcspace model.u) is.1 balance around the ~econd lank (since Ii~l :. 2 . Our objective is to develop a model to describe how the height of liquid in tank 2 changes with lillIe.. Writing a materi<l. F1 h2 F 2 FIGURE 5. F J.1 Noninteracting tanks.. A material balance around the first tank yields (assuming constant density and F] :. We aSsumc that the flow out of each lank is u linear function of the height of liquid in the tank. [1 IlIl) (5. tt=L. ' A.::. Tlll'._ . Fo t h1 tbi.(t)./3) II . and hi is the tank hcight (state).1).1).21 where A J is the constant crosssectional area (parameter).1 illusln:ttcs the form of a statespace model. A linear model is a subset of the more general modeling equation (5. given the input fJowratc F.IL \VC show how to approximate nonlinear systems with linear models. \vc show how to write statc~spacc models for systems that arc inherently linear. in general.1 STATE·SPACE MODELS Thus far in this text we have discussed dynamic models of the general form: x= f(x.[)2ItZ) A.106 Linearization of Nonlinear Models: The StateSpace Formulation Chap.
Sec. F I is not an independent input variable that can be manipulated. A.6) The additional equation that is nonnally associated with a state space model is y"c:Cx+[)u where y is a vector of output variables. we will consider the case where both tank heights arc outputs. output variables arc variables that can he measured (at least conceptually) or arc of particular interest in a siumlation study. In this case. and /1 2 is the tank height (state). since F 1 =.4) which has the general form: x=Ax+Bu where: (5. A2 The state and input vectors arc (notice that the input is a sC:. ~2 is the now coefficient (parameter). /3. Generally..1 StateSpace Models 107 where A 2 is the constant crosssectional area for tank 2 (parameter).3) Notice that we can write (5. Here.3) in the following matrix form: (5. 5.5) /3. cc ex where: c I [o I oj . Let output I be the first tank height and output 2 be the second tank height The matrixvector form is: y ~ o [I 0] [h'l I h.2) and (5. F J is the flowratc into the tank. A /3. df  h 1  2 A ~2 h 2 2 (5. {3Jh J " We can write the previous equation as dI'.llar): x = r~:J anel II = Fo (5.
.'] + 2 0 [F. a statespace model has the f{)lIowing form: dX I dt I (JIll X. m input variables (ll) and r output variables (y). This relationship is normally written in the matrix form: ["] x" Yr [' (112 'or] [" """ x" btl (lui (1.108 Linearization of Nonlinear Models: The StateSpace Formulation Chap. with ~ ' I [] l 1 0 ' () o 0 1 [. In general.] 0 1 5.I' ell (r1 d l2 (..5.h Jill lim I dim U IlI which has n state variables (x).b ll H) I I.<2 em x" tid da "]1 "] d~lIl ltl/l . we have the following relationship: y which is the form of (5.2 + b"..1 illustrated a specific case of a statespace model. F o' to be the third output variable.6). I. bill "r] b~!Il1 I:". 5 /fwe also consider the input.. [" I"[" '1'].1 General Form of State Space Models Example 5..
We can also say that the klh row of C relates all states to the ktll output.1 Single Variable Example A general single variable nonlinear model is: d. ~O (5. Neglecting the quadratic and higher order terms. Sillli~ larly.. j(x) = j(xJ I. (5.r): .11 ) . the bij coefficient relates inputj to the rate of change of state variable i. dx x.8) The function of a single variable. Linear models are easier to analyze for stability and expected dynamic behavior..hIgher order terms ..x. A~ shown in Section 5. In the next section we show how to linearize nonlinear models and write them in the statespace form. In this section we have shown how to write modeling equations that arc naturally linear in the statespace form. the eigenvalues of the Jacobian matrix (A) determine the slabihty of the system of equations and the "speed" of response. j(x).9) x. Before we generalize our results.Sec. can be approximated by a truncated Taylor senes approximation around the steadystate operating point (..2 LINEARIZATION OF NONLINEAR MODELS Most chemical process models are nonlinear. 5.)' I.af I (x . 5.7) where the dot over a stale variable indicates the derivative with respect to time. while the kth column of C relates state k to all outputs..a rI (x . we will illustrate linearization for a single variable problem. I (x .xJ I. dx x.10) Note that: dx y dl () ~jx. while dij relates input) to output i..xJ .I . 2 2 dx (5. we obtain: . dl ~f(x) (5.4. The aij coefficient relates state variable j to the rate of change of state variable i. cij relates state j to output i. 5.2.2 Linearization of Nonlinear Models (state~space) form: 109 which has the general x~AxlBu y~Cx IDu (5. iif j(x) ~ f(xJ I. Also. Linear models are easier to understand (than nonlinear models) and are necessary for most control system design methods. . but they arc orten linearized to perform a stability analysis.
\\.Il. We have shown how to linearize a single variable equation. I () 1II ThcTcaSOll for using the expression above is that we arc orten interested in deviations in '1 stale from a steadystale operating point.rm variu!JIes. (II .x.11\ + higher order terms b . s evaluated at the steadystate.!C or perturhation (dcviatirm) 1'1'0111 a stcadystate value. ill /(X"II.xJ .)(II . 'il 2 1~.1. ill + {iu I.II.x.110 Linearization of Nonlinear Models: The StateSpace Formulation Chap. x' ::::: X '_:y We can sec that a deviation variable rcprcscllls the CIWll).1. dxtJU . Sometimes the symbol is llsed to represellt dc viat.IIJ .) where the notation 0f1(}ti.) is zero..' dl dx I (x . Since the derivative of a constant (1. \VC consider a 5.. (x. so: dx = f(x) == ' . consider a function with one state variable and one input variable x dx dl ~ f(X. Next.: .II) () 171 Using a Taylor Series Expansion Corf(x.iY'/1 .t.11.t.xJ .' .= ill . system with one state and one input.X..) I.u): x .1. we call write: dx dl d(x dl 'J I) 13) which leads to: d(x . () 1)1 'Ihis can be written in state~space Corm: dr' (f dt x' (516) where {/ :::: iH!dxx s .2 One State Variable and One Input Variable Similarly. i (x .. iii dt rh I .1/.t is used to indicate the parlial derivative ofJ(x) \vith respect to .)' (II 1 2 rJlr .) + l .) + .x (x .' I d.2. 5 by definition of a steadystate. II.
performing a Taylor series expansion and truncating the quadratic and higher terms: (5.xI" and u' = 11.r)/dt: d(x dl xJ .. ilf I ax '.::.lIJ = dg/au:.. .2 Linearization of Nonlinear Models 111 and truncating aftcr the linear terms./ ::::.I"u) :::: 0 and dx/dt = d(x ~ .xJ + d (li . ._ ' . It  all ilf I '. s. (It  ItJ (5.22) or y .23) oneslate nonlinear 5.(1. x ~~ .r . then: Y g(x. ~fl()u[x. we can write: (5.\..y. l~xalnplc C x' + d II' one~input.18) and realizing thatj(x.1': which can be written: dx' dt = (/ x' j b u' (5. iI +.2 illustrates the application of linearization to a system. If there IS a single output that is a function of the states and inputs. (x .21 ) Since g(x.I"u\) is simply the stcadystate value of the output Cv). x) + .\". fix It ) s. (x ~.\. ~ where c:::: aJ. 5. (li .20) Again. \" /I s and d co (x .lI) (5.~.x )  S t ill ()ll I IJ'.\' Using deviation notation: y' .f (Jx I . (5.~ uJ Using deviation variables. we have: .J{)xi.11.II...\'.\"u.\' and b::::.19) where ({:::: cYIc1rLr.Sec.II.
. olle input and OIlC output.1 d(h hJ <il 1... 11. /I:::: r (.I !'\)r \:UIl\CllicllCC (simplicl1..h. \ ..ullples sho\\ed how to linearize singlestale vari~lhlc systems. In this seclion \VC geJlcralizc the technilJue for any' I1umber slates. lkfnre vvc generalize the techniquc.1 j I + A II and dmpping the and lI\ing dC\ialiul1 \ariahk nutatioll (1/::0: Ii . " which i" in the :sta!('sp._ ••  .251 rile ftl'\l terll] ell] the righthand side is lern. That is.i dIld write: I I til: dl IJ 2/\ \' h._ . ur ~ . The riglJlhand side is: I(ld) r A 1(l1F) I I . .' in llotatj()!11 we often urlJJ! the (') notation and assume that x ~l!1d II arc dc\j..\l'l' form dr dr uxlbu (527) 5. because the lincari/<ltioll is ahout a slcady~swtc point.h and dh' II':::: r I' 2/\\ 11.3 Linearization of Multistate Models The prC\ious cx.Hi(1I1 \(lriahles Cr:::: Ii ..2 Consider H Nonlinear 'rank lleight Probll'l11 dh <il I· 13 \ II ...'1 .2.).\ \ II I' II... call jll)\'\ \\Tite: I J () dl!' . III (:. 5 EXA \IPLE 5..112 Linearization of Nonlinear Models: The StateSpace Formulation Chap. F is the input \'ariahlc. it is worthv. <ih W(.1 \vhcrc Ii i\ tlie sjalC \ariilhlc.I Ij \ hi ' I I [3 2/\ \ h. 13 Hild A arc parameters. <II I.hile to consider an example system with Ivve) states.' II" ..
ystCJll dX j ~ 1.Il.U) = J.(X il . .3 Two~statc S. and neglecting the quadratic and higher terms: From the linearization about the steadystate: j. Since the derivative of a constant is zero: "\x.29) (5.2 Linearization of Nonlinear Models 113 EXAMl'LE 5. y.(Xj"Xh.X"ll) lit (5.x 2 ) lit .28) (5.) and: = 0 g(X I."X2"U) . we can write the statespace model: dl =or.30) Performing a Taylor series expansion of the nonlinear functions.X2"..Sec. 5.(.} and d(x] .=.r.
. .' __ Ii "1....(. I <lg t . (5.\.\41 F killen!" of the linearization matrices arc defined III the follll\ving fashion: /\ 1.. ~ f.2.._ v('clOr of III input \ariahlcs and y is a vectur of r output \ariables: x.) Yr In \ector notation: g. ..1 (lX. . I . 1. " d..(x 1 . (Ju f [ df e (JII _. " . A x' ex' + H u' + D u' J lJ 5.11 ('.\"".t] I· ..1 <11/.II~' t" \\hid) i~ lhe form or a st:l!t'SP:lCl' IlHldel: x' y' \\here (') indicates dC\iation variahles.II].114 Linearization of Nonlinear Models: The StateSpace Formulation Chap.u) 15 . . .11 J' .r j .If".11 1) f( X.. 5 .II.II) g(x.u..r. . .x/I·u I' . \'".ll""1 dg ilx. " b .... .(. lI m ) gJ (..4 Generalization is (j NO\\ consider the tll'ncral nonlinear Illodel \\'hcrc x is <l \cdor of II state v<triable. ·1/111) xn V ..311 XI.\l" ..X"...
EXAMPLE 5. '.Sec. we have the statc~spacc form: x' y' A x' + H u' Cx'+Du' Generally.I II = iJu '''i ~ dAj I . 5. (5.2 Interacting tanks. the () notation is dropped and it is understood that the model is in deviation variable form: x=Ax+BlI y=Cx+[)lI Usually.1.4 Interacting Tanks Consider the interacting tank height problem shown in Figure 5. so it is Illore common to sec the following state~spacc model: x~Ax+BlI This procedure is applied in [~xample 5. AsslIlne that the flowratc out of tanks is a nonlinear function of tank height.4. The f]owratc out of tank one is a function of the difference in levels between tank I and lank 2. ._1<.37) i)u D = "" aU j I "/'> (538) After linearization.2: FIGURE 5.2 Linearization of Nonlinear Models 115 c. the measured (output) variable is not a direct function of the input variable.
ilF i 1 Al =0 Since only the height of the second tank is measured. ilf ah'} 2 h F ".. ~J ~2 2A.F.~li.37)): ell (jj. assume that only the second tank height is measured.35) and (5.\~h~. ~~ 0 and the statespace model is: .F)::o::: h 2  ilL. 5 Also. The output. k. The clements of the A (Jacobian) and R matrices «5. and one outptH variable. one input variable. y = 0::: g(h 1.".116 Linearization of Nonlinear Models: The StateSpace Formulation Chap.36» arc: lJil 1 Au = "fl I I hJ.h 2. Let u = F.vh" li = II ill IhJ'._. IJ I 2A I Vhl.< 2A1VhL\=7i~\ ~I 2A2v'hl. in deviation variable form is Notice that there arc two state variables. (from (5.
The states in this model arc in deviation (perturbation) variahle form.Sec.) +:"If I ..~h2' dt t Ul}UI 1~:1 y where: [O!] In this section we have shown how to linearize a nonlinear process model and put it in slatespace form. and fj . from (5. (!li'] [ {fJ:} . that is.: I ft the statc variable.FJ = f(h.. Consider the single tank height problem.. !Is :::: 5 ft... which has the following model: dh dl ~ J(h. A stalespace moclel provides a good approximation to the physical system when the operating point is "close" to the linearization point (nominal steadystate).40) J(h. (5.2 we illustrated the method of linearization of models into slalc~space form.2/tl\.l')·c F A  f3 II vh .3 INTERPRETATION OF LINEARIZATION In Section 5.39) for a system with A = 1 n2 .:~)17s cc Il..c I ~ 1 vh (5..)"s .:. consider the ease where the input is constant.!'. The objective of this section is to illustrate what is meant hy linearization of a function. the states arc perturbations from a nominal stcady~stat:c. (h ~ h. 5..39) and the given parameter valucs: I/V5 f(hYJ performing the lincarization: c.) dh h. 5. 2A2V/hl. To focus our analysis 011 the meaning of the linearization with rcspect to F s .3 Interpretation of Linearization 117 Il. Then. ft L5 /min the steadystate f10wrale is 3/min./h l:.
118
Linearization of Nonlinear Models: The StateSpace Formulation
Chap, 5
0,5
"'"
~
linear
o
a,s
o
2
4 x
6
8
10
FIGlJRE 5.3 Basic idea of linearization. 'rhe linear approximation is exact for the steadystate value of x;::o: 5.
for our parameter values (h,FJ '" 0 or
.
+
2\15
(h 
hJ
('(hF)=O(hh) 's . 10'
I
(54 I)
10
8
1"
'" 'q; '" .c
6
4
.' ..
o
10
'
2
a
20
lime, min
30
40
50
FIGURE 5.4
Comparison of linear and nonlinear responses for two different
initial conditions.
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 steadystate 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 steadystate 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
SOLUTION OF THE ZERO·INPUT FORM
We have previously written the general state space Inodel in the following form:
x~Ax+llll
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 steadystate values, but thaI the states may be initially perturbed from steady~state. The "zeroinput" form of the state space model is then:
.j [ [
\1
all
{/lll
t'/I
{lnl
(/1I2
llll/l
·] 1 r
XI
.fn
or
x
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 steadystate values. Recall that the single variable equation:
X
has the solution:
ax
X(I)
,,'" x(O)
which is stable if a < O. In a similar fashion, the solution to (5.42) is
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
Linearization of Nonlinear Models: The StateSpace Formulation
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;\
l<Of a 2X2 A matrix we have the following eigenvector matrix:
(5.44)
V =
where
[s,
S2J
v" =. v"
S,
= [~~:]=
[~~~]
I
"12) "22
(5.45)
first eigenvector (associated with AI)
S2 =
= second eigenvector (associated with 1.. 2)
and the following eigenvalue matrix:
;\ =
I I
I.., 1.. 0 0
2
(5.46)
Multiplying (5.44) nn the right side hy V·] wc find:
A=V;\V '
multiplying by the scalar t and taking the matrix exponential, we find:
eM
(5.47)
= V
ei\1
VI
(5.48)
where and we sec imlllediately why Ai
(5.49)
< () is required for a stable solution. The solution for x(t) is
x(t) = V e'" VI x(O)
(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
Effect of Initial Condition Direction (Use of Similarity Transform)
Recall that we arc solving the following model
x=
Define a new vector z, such that
Ax
(5.42)
x = Vz
(5.51 )
Sec. 5.4
Solution of the ZeroInput Form
121
or
z = V J X
and notice that (from (5.51 )):
(5.52)
x=
Substituting (5.53) and (5.51) into (5.42):
V Z
(5.53)
Vz=AVz
or, left multiplying by VI
(5.54)
z = Vi A Vz
But, from (5.44) A V = V A
so we can write:
(5.55)
V'AV=!\
which yields (from (5.55) and (5.56)):
(5.56)
z=
=
!\ z
(5.57)
But A is a diagonal matrix (sec (5.46», so we have:
0]1"' [il] 'A0I "2 _ ]
Z2 _ Z2
(5.58)
Notice that (5.58) represents two independent equations:
z]
which have the solutions:
= "IZ\
"2 Z2
(5.59) (5.60)
12 =
z,(t)
z,(I)
and we can write:
=
Z,(O) e'"
(5.61) (5.62)
= Z2(0) e'i
[ ZI(t)1 z,(t)
or
=
"e'" e',1 .Z2(O) O][Z](O)] 0
=
eAl
(5.63)
z(t)
z(O)
(5.64)
Notice that, if the z(O) vector has the form:
(5.65)
ESCOLA Dc EHGENHARIA BIBLIOTECA
122
then:
Linearization of Nonlinear Models: The StateSpace Formulation
Chap. 5
z(t)
and, if tile z(()) vector has the form:
(5.66)
(').67)
then,
(568)
that is. initial condition,,; of z{O) :::
will yield a ';spced of response" associated with
AI' v\ihile initial conditions ofz(O):::
Al •
"
will yield a "speed of response" associated with
'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 cfree! of initial condition: Example 5.5, where the syS!elll is stable, and r':xample 5.6, \\'here the system is unstable.
t
Sec,5A
Solution of the ZeroInput Form
123
I<;XAMI'LE 5.5
A Stable System
Consider the following system of equations
XI =  0.5 XI
+ x2
(5,71 )
(5,72)
Using standard statespace notation
x = Ax
The Jacobian matrix is
A
(5A2)
= [. 1l.5
°
1 '.1
(5,73)
2
the eigenvalues are the solution to det(H  A) :;;:; 0, which yields
det ([.
so
A
+ 05
°
 1
J)
A+ 2
= (A
+ 05)(A + 2)
~
°
A,
and the eigenvectors are
 0,5
A,
= 
2
<, = [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
~2
is the "fast" sub
X(I)
= V
e'" V 'x(O)
O
0,5547J[.e 0,8321
°
"
e"
011' 0,6667] x(O) 1.2019
°
(5,74)
If the initial condition is in the direction of ~l' that is
x(O)
~ [~J
(5,75)
we find the following slate solution (from (5.74) and (5.75»:
X(l)
=
[I e~5'1
(5,76)
If the initial condition is in the direction of S2' that is,
X(O)
= I.  0.5547.1 0,8321
(5,77)
124
Linearization of Nonlinear Models: The StateSpace Formulation
Chap. 5
we find the following state solution (from (5.74) ami (5.77»:
X(f)
 0.5547
0.8321
(5.781
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 steadystate 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
Transient response for initial condition in the slow
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
»d
;:::
[~O. ~j
I
1;
0, '2] ;
»x ;;; expm(a*O.5)*[O.5547
x ;:::
0.8321]
0.2040
0.3061
t
Sec. 5.4
Solution of the ZeroInput Form
~hown
125
which agrees with the plot
in I,\gurc 5.6.
fa.:H suospace
x(O) = [ 0.5547 ] 0.8321 1
'=' o 2 345
Transient response for initial condition in the fast
FIGURE 5.6
subspace.
The previous example was a stable system. The next example is an unstable system.
EXAMPLE 5.6
An Unstable S}'stem (Saddle)
Consider the following system of equations;
.\:) =
2x 1
+ Xl
~\'2
= 2x, . Xl
The Jacobian matrix is the eigenvalues are
A
=
2 1 .2
 I
II
A2
=.
A, and the eigenvectors are
= 1.5616
2.5616
<= 1
I
...
0.270:1 .1 O.962g .
<2 
l0.4896
o.R719]
since Al < 0, is a stable subspace; since A2 >. 0, S2 IS an unstable suhspace. The solution for this system is:
Xl __._ ["
s[
() 
0.2703 0.9628 0.4896
o.R71911e
15(,lr"
0
e 1.56 \(il.O.9907
°11 0.5038
8972 0. 1 x(O) 0.2782
If the initial condition is in the direction of ~l' that is:
126
Linearization of Nonlinear Models: The StateSpace Formulation
O,'7(H!

Chap. 5
x(O)
we find the fulJrming :1,l1C SolUli(l1l
O.~h2f; I
xl t)
which is a stablt' solution.
~I\
O.270J ('
 O,9h28 ('
r"i)!UH:
shown in
.".7
o
x
0 5
~
stable sUbspace
1/ "
f /,.
~~
~~~===I
x(O)
~[

0.2703] 0 9628
I'L:::;;o 2 3
FlCa"IU: 5.7
Inlli,t1l'(11Hli\i(l1l in till' \[:lhk SUh"p:ICl'. that is,
0 [ (l'iS96
If lhe initi;d condilinll is in the dirl'ctioll pI
x(lI)
X7191
we find the following state \o]lIliun:
X(I)
rUnl9 ("';('11,' [O.iX(l() eo' ,",h'
which is all lHl.s[,lhJe SO!llliulL as ShU\\'ll lJl FlgUIT 5.S.
o
o
02
O~
06
08
FIGUIU: 5.8
Initial umditioll in tilt' unstahle \uhspau_'_
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.
t
Sec. 5.6
MATLAB Routines step and initial
127
5.5
SOLUTION OF THE GENERAL STATESPACE FORM
Now, consider the general form:
[] ["
or
at?
__u:
11
ali?
"T] l"
(lll/!~
\ /I
b 12
;.]
b nm .
",
b"l
b n2
_U~iI
(5.79)
x~Ax
Illu
Recall that the single variable equation:
x=a.\lbu
has the solution:
(5.80)
X(I)
when u(f) = constant = {f(O).
~c
b en, x(O) I (e'"  I) 1/(0)
a
(5.8 I)
In a similar fashion, the solution to (5.79), for a constant input (u(t) =
t::::: {)
nCO»~
from
to tis
X(I)
where
~
P xeD)
+
Q u(O)
(5.82)
(583)
and
F:quation (5.82) can be used to time step by using:
ttl
Q
~
(I'  I) A 'II
(5.84)
solve f{}I' a system where the inputs change from time step
X(I + AI)
More often this is written as
P X(I)
+ Q U(I)
(585)
x(k + I)
~
Px(k) + Qu(k)
(5.86)
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
MATLAB ROUTINES step AND initial
We show the usc of step and 1. nit i a 1 by way of the following example.
128
Linearization of Nonlinear Models: The StateSpace Formulation
Chap. 5
EXA!\'1PLE 5.7
A Linearized BiOl"Cactol" l\lodel
Consider the follO\ving: lincarilcd form of a biorcactor model with suhstrate inhibition kinetics (see tvloduJe 8 for details):
x=AxfBu
)'=Cx+Du
where:
A=
o
 0.7500
009056] 2.5640
B _[ 1.5302 [ _ 1.8255
II [o 0]
J) 
[~;I
0.9056;0.7500, ).')640]
Enter the state space model:
»
<::1
a =
[0,
o
»
0.9056
0.7500 2, 'j640
b
c co::
[1.5302;3.8255)
b
1.5302 3.8255
>,.c
[l,O;l,OJ
1
0
1
o
»c1
[0;0)
d
o
o
t
Sec. 5.6
MATLAB Routines
~;tep
and initiiJl
129
Check the stability
»
eig(a)
ans : :; :
~().3000
2.2640
The system is stable. Assume the process is initially at steadystate. Since this model is in deviation variable form, the initial condition is the zero vector.
5.6.1
The MATLAB step Function
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 tep 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 initial Function
The MATLAB ini t ial function assumes a deviation variable form, with the initial conditions perturbed from zero. The commands arc:
FIGURE 5.9
Plot of outputs, for a step input change.
x. The I. Eigcnvector/cigenvalue analysis \vill be useful in perfonning phase~p!anc analysis.y) Notice that the band d matrices are not really used by' the initial function.130 Linearization of Nonlinear Models: The StateSpace Formulation » » Chap. which is covered in Chapter 13.. For stable systems (all A 0). the initial conditiclll vector \vil! determine the "speed" (If response. The models obtained in this fashion arc based on r/eriulioll l'ariables.b. Several important concepts were presented in this chapter. while the eigenvector associated with the smallest A is the s\()\v direction.g. the tank height example).d/l). the eigenvector associated \vith the largest rnagnitude A is the fast direction. this is impossible in practice. Although it is possible for a system with both Ilegatin. 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.c. The reader should understand the fol\O\ving terms: statespace Jacobian deviation or perturbation variable eigenvalue . Any perturhation from the stable trajectory \vill cause lhe solution to become unbounded (unstable). The stahility of a nonlinear syqcrn is determined from the eigellvalues of the Jacobian matrix in the linearized model (statcsracc form ). 5 [Y. that is. Applications of Laplace transforms \vill be presented in Chapters 7 through 10. \\ic have also \ho\vn I1mv to linearize models that are nonlinear. which is particularly useful for control sy'stcm design.tJ = initial(a. the states and inputs arc perturhotiolls from the steadystate operating point where the linearization is pcrfonncd.. ploL(t. For unforced systems (zero input).. (stable) and positi\e (unstable) eigenvalues to have stable behavior if the initial condition is In the stable subspace. hcrcntly linear (e.:1ATLAB routines that \vere used include: exprn: step: Matrix exponential Step response of a statespace (or transfer function) model Statespace rnodels can be transformed to Laplace transfer function fOnl1.
Mcllichamp (1989). As a process development engineer you arc working on a process with three continuousstirredtank reactors (CSTRs) in series. Modeling and Control. The reaction is a firstorder (irreversible) decomposition (11 > B). New York: Wiley.E. B. (1984). and W. Seborg. Ray (1994). howcver the volume in each reactor is different (but constant). Designing Processes and Control Systems for Dynamic Performance. The molar concentration of the inlet stream varies.A. Process Modeling. Stephanopoulos. including: Luyben. Chemical Process (:ol1trol: An Introduction to Theory and Practice. NJ: PrenticeHall. D. Marlin. A constant volumetric H(l\vrate (flowratc docs not vary with time) is maintained throughout the system. Since thc temperature varies from reactor to reactor (but is constant in an individual reactor) the reaction rate parameter is different for each reactor. W. Molar rate of decomposition of A (per unit volume) = k CA . Englewood Cliffs.. Edgar. 2nd Ed. Process Dynamics.E. Process Dynamics and Control.. New York: Oxford University Press. T. New York: McGrawHill. H. Process Control. STUDENT EXERCISES 1.F. New York: McGrawHilI. 2 Assume that the density of the streams remains constant (independent of concentration). (1990). G.L. and D. Simulation and Control for Chelnical Engineers. Ogullnaike.inearization is discussed briefly in most books on process control.A. T. (1995).Student Exercises eigenvector linearization stability Taylor series 131 FURTHER READING L.
. d. Consider a chemical reactor with bypass. Find the steadystate dilution raIl' UIVj and concentration of B (show all units). V ((". [i ~. . The values or the parameters and variables arc Chap.k. ("/1)1 (k. o(. h. \\irite the::. assuming that the manipulated vari. and the output variable is CI). I ..l!.!e is dilution rate (F/I/) .1 k:. The inlet concentration (C i) is the input vmiable and the mixed outlet strcarn composition (e 2 ) is the output variable.k. C\msidcr the follc)\\.'l kl V. c.1/ .ing set of series and parallel reactiolls A k..132 Linearization of Nonlinear Models: The StateSpace Formulation tI. dl dC" dl F .. Find perturbations in initial conditions that arc in the fastest and slo\vcsl directions. . h .{) A :( + n If \"=C'x+Dl/ 3. = 5 fl ' :. 5 6 min Ie 10 mol 5 ] nlln. \\lrite this model in statespace form (this model is inherently linear.2 min.O:n3 mini k::.I k. crhc fraction of feed bypassing the reactor is (l a)F and that entering the reactor is aF. = ft' V. . Assume that the rcnction rate (per unit volullle) is firstorder (r::: kC j ) and ('I is the concentration in the reactor (the reactor is perfectly' mixed).55 mirr· 1 i.:. Find the steadystate concentrations in each reactor it Evaluate the A matrix (Jacobian) and find the eigenvalues 2. Assume that the fraction bypassing the re~ actor does not change.. and (' matrices).) C A + A k.~) k. dynamic model equations. I iter a. = I() ft1 V.::: 0. r.::::: 0. D Material balances on cOlnponents A and B yield the following t\\/O equations d('. (Ii (" ii' ~ . (". F V ( .'ind the eigenvalues (shmv units). O. =: . h. as shO\vn below.~ mol liter .CAl . so deviation variahles are not neededj. (":. Linearizc and put in statespace hlrm (find the numerical values of the A. I (A  k: elll I liters 6 mol min where k. \Vritc the statcspace model oCt") ::: A x + B It c. B. 5 F::::: 1 nJ/min C(I::: I IhmoJlft. Assume that the volume in the reactor (V) and the feed flowrate (F) remain constant.
Show that a small perturbation from the stable initial condition will lead to an unstable solution. . Find the "fast" and "slow" initial conditions for the foJlowing model H.Student Exercises 133 4. variables and thcir steadystate values are shown below. inputs and parameters for the nonlinear equations (5.89) and (5.88) where the outlct f10wratc is linearly related to the volume of liquid in the reactor (F == 13V). assuming that thc inlet tlowratc is the input variable and that both states arc output variables.l Fill Equations (5. 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.88) can be written in physical state variahle form as dC = Fi" (C _ C) _ kC 2 dt V (1l (5. 5. Linearizc (5.90) and write the state space modcl (find the numeric_al values for the A. B.WC 2 III (5.FC .= Fe dt In .89) and (5."V t. and C matrices).90) list the states.. == inlet llowrate (I liter/min) C in = inlet concentration (l gmolliiter) C == tank concentration (0. outputs. and outputs.89) dV dt = F . b.87) dV = F F dt III (5.90).87) and (5.J 11/ (5. inputs. A chemical reactor that has a singlc secondordcr reaction and an outlct r10wrate that is a linear function of hcight has the following model: dVC . Define thc deviation variahles for states. 6.5 gmollliter) V = tank volume (I liter) k == reaction rale constant (2 liter/(gmol min)) f3 == I min. The parameters.
that: 2 1'1 nz 13. 1 0. and convert to the actual physical variables. c. I ["1\ + I" AI. 13 1 _ 0 1 . () 1 "I AI. The l1ol1intcracting tank model I:) (sec Example 5.134 Linearization of Nonlinear Models: The StateSpace Formulation Chap. ~ lon' 5 It hi We find (1"')Ill F I ~ ~ h. () " 0 1 a. . ~ 1 rnm nlln and the statespace model (in physical variables) becmHes: 1. from initial conditions in both the fast and slow subspaccs. As a chemical engineer in the pharmaceutical industry you are responsible for a process that uses a bacteria to produce an antibiotic.5 It A. then. ~ I3 lh l and F. and the following crosssectional areas and steadystate heights: Al ~ 2n' 2. Usc ini tial to simulate the unhJrced deviation variable system (input remains constant). 13 A.. ~ 2 . I'. Usc the results from part <1. Work in deviation variable form and find the fast and slow subspaces..2 .] ". 8. Show that the results obtained afe the same as those in part b.[F I I ". The time unit is days. ~ 13 2h 2). from initial conditions in both the fast and slow suhspaces.OJ 0 '1Ih . The reactor has been contaminated with a protozoan that consumes the bacteria. 0 .I+[05I F h. The predatorprey equations arc Llsed to model the system (b ::::: bacteria (prey). 13. 5 7. jJ ::::: protozoa (predator)). I'. dh dl dl' dl u b 'Y bp " 'Y hp 13 I' . A.'. h. Work in physical variable form.1 + [~. Consider a system where the stcady~statc f10wratcs arc 5 ftJ/min. Use ini· tial to simulate the unforced deviation variable systcrn (input deviation remains constant at 0). l 0 " :J [o () (:1[" 1.
Show thatthc steadystate values are b. 'x. Find the eigenvalues in terms of ct and f3.011 X'i . simulating to at least t . tv and z.:.".: 1... are 1.5 and z(O) = 0. . WhItt is the "peaktopeak" time for the bacteria? By how much time docs the protozoan "lag" the bacteria? 9. Z . d. Consider the statespace model Ii'l I. a. placing Xt on the xaxis and x2 on the yaxis..:.. Linearize and write the statespacel~ml1 (let the state variables be Xl :::0 HI . iii. Find the "fast" and "slow" initial condition directions.z). to find thc following scaled modeling equations Ii ll' rill' z= p d/ .D with in. 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). ~ .0 by definition. evaluated at W s and zr Realize that ll'. iv. "rhe parameters arc (~ :::0 f3 . 10. Consider the foJiowing system of two reactors.75. i. ~ 1.0 0....:.I ' and z. ii..\..0 "2 4.0 and the initial conditions arc w(O) .«0)) [.Student Exercises 135 a. ~ . : 1. Usc the scaled variables.: 20.Find the initial condition vector xo .It\. to use ..\.it_ial..:.(I =~ ~z)w dz d/ fl (1 ~ w) Z c.and ).. [<'ind the eigenvalues of the Jacobian matrix for the scaled equations.0 ~ 5. Show a phaseplane plot... [.
75 at {:::: O. ~ ~ V r T  Jacket inlet Tank Jacket outlet Jacket F T Tank outlet Part 1 a.. a.j L IJ. State any additional assumptions needed [0 sol ve the problem. \vhere the tank inlet stream is received from another process unit. \\. using either the instantaneous or integral method. . The heater receives fluid from an upstrcam pnll'l'SS unit \vhich may cause the f10wrate or tcmperature to change. 11.136 Linearization of Nonlinear Models: The StateSpace Formulation Chap.:. Assume that no change of phase nccurs in either the tank liyuid or the jacket liquid.'ritc the moueling equations for concentration or A.13. Find the eigenvalues of the A matrix. Do not usc any numerical valuesJeavc these equations in terms of the process parameters and variahles.l:cp tel simulatc the behaVior of this system. Assume that all flo\\TatC\ arc C(lll· stant (volumes arc consUlllt). Tank inlet F. Discuss the swbility of this Sy'stClll.1. /\ heat transfer fluid is circulated through ajacket to heat the fluid in the tank. Write the dynamic modeling equatiolls to find the tank ami jacket tcmperaturcs. calculate the steadyslale concentrations: I·. T. Usc . The inlet concentration. h. e.1 hr V~ = l)m I 111 VI'" 15nr' d. \Vritc these in statespace form: X~AX4 Bu c.5 to 1. = cu _ kgnlOl . . 5 Assullle a firsHmJcr decornpositi()tl of .3. Consider the diagram of the stirred tailk heater sho\vn belt)\:!". Given the following constants. ('Ii' is changed from 1.\ stirrc.\>8.d lank heater is used to supply a chemical proct:~ss \vith a fluid at a constant temperature.
UAClj ~ T). . The steadystate ues of this system variables and some parameters arc: val~ I'l' min p(~. Linearize the set of two nonlinear ODEs obtained in problem a. Find Fj and UA (show units) at steadystate. b. to obtain the state space form: x=Ax+Uu where x= = state variables u= input variables Y= 1 T. The rate of heat transfer from the jacket to the tank is governed by the equation Q . jacket flowrate. State the nl(~jor objective of this process. and C matrices (symbolically and numerically) g.:.3 Btu OF 1. = 61. c.7: J J.. = 150"F v c= 10 n' V = 1 ft' J e. f. = Tjill = 50"F 20(Y'F Toe 125°F 7. H. Perfect mixing in both the tank and jacket. tank inlet temperature.Student Exercises Assume: Constant level. What do you consider the most important measured variable? d. Find the eigenvalues of A.3 OF Btu p/'~)j = 61.I 1'. and jacket inlet temperature may change. 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.l' ] = output variables Determine the A. where U is the overall heat transfer coefficient and A is the area for heat exchange. 137 The tank inlet flowratc.
a = 0. 'Zr is the conccntration of the vapor strcam cntering the column. Lincahzc and find the stale space model. Find the cigenvalucs and eigenvectors of A (Jacobian). L and V arc the liquid and vapor molar flow rates. l. but remember to convert back to physical variahles before plotting). the natural gas enters the process plant from a source (the natural gas pipeline) through a control valve.'ind thc expected "slowest" and "fastcst" initial conditions (perturbations from steadystatc). d. H. h. in the physical variables (T and 7/? Plot the response. Consider the following model of 2stagc ahsorption column: dz ~. It flows through the plant piping. Comment on any different behavior that yOll Illay observe. 12. assuming that L and V arc the inputs.138 Linearization of Nonlinear Models: The StateSpace Formulation Chap.5 ft 3/min to l'j =1. c. 13.1 gmo] solutc/gmol inert vapor. respectively. Simulate the system of statespace equations for a step change in the jacket flowratc from F:i =: 1. Most chemical proccss plants have a natural gas header that circulates through the process plant. Perform some simulations with step changes on some of the other input variables.75 ft 3/rnin F at time::: 5 minutes (work in deviation variables. Find the steadystate values of wand z. 5 Part 3 h. (L) w _ (L + Vii) "+ M'I V ". 'fhe paramcter values arc M:::: 20 glnol inert liquid. A simplified version of such a header is shown below. Pi From source valve i Plant piping. Another valve connects thc . and 7f= 0. What is the final value of the states.5. represented as a perfectly mixed drum Gas drum for a boilerhotlse unit To furnaces Here. dl MM· where IV and z arc the liquid concentrations on stage I and stage 2. i. Thc steadystate input values arc L := 80 gmol incrt liquid/min and V:::: 100 gmol inert vapor/min. which we have represcnted as a perfectly mixed drum for simplicity.
and Ct is a valve coefficient. The objective of this problem is to develop a linear model that relates changes in valve position to changes in drum pressures. (2) valve position 2. PIS::::: 50 psig.: 30 psig. Study the effect of step changes in each input on each tank pressure. deviation variable form.PI) =:: flow through valve i C/I :::: ('(.:: [ change in valve position 1 change ~n v<. b. Solve for the steadystate conditions and write the modeling equations in lincar. =: lOOO std ff~/min 250 psig. P 3s == 5 psig assume that each valve is 1/2 open under these conditions (his:::: h lA. = state variables \I :.::.P2) == flow through valve I q2 ::. a.1"'1 Ph x= . hi (PI . x=Ax+Uu y = ex p rP2. HINTS: For simplicity. Write modeling equations assuming that the pressures in drums I and 2 arc the state variables.Student Exercises 139 plant piping to the gas drum for a hoilerhouse unit. .: 0'2 11 2 (P2 ~ p}) == flow through valve 2 where the f10wrate is in Ibmol/min. assume that the following equations can be used for the flow through the valves: fJj == (Xi hi (pi . Gas passes through another valve to the hoilerhouse furnaces.5) . and (3) sourcc prcssure. P 2s ::. STEADY STATE DATA: gas flowratc Pis:.llve position 2 change III sourCe pressure J = input variables y output variables c.. h is the fraction that a valve is open (varies between 0 and I).be (I) valve position I.:::: h 2s == 0. Let thcinput variables.
320 IS o I Il . The stream nowratc is 100 Iiter/hr and two available reactors (400 and 2000 liters) have been placed in series (the smaller reactor is placed before the larger onc).25J 0.A) ~ o. Show that the steadystale concentrations are 0. Let ('wi ~ C w2 F ~ ~ V. mol/liter volumetric flowrate. .) c. by solving det(Al. ~ 329 ft3.73 psia ft J IbmoloR Make separate step changes of 0. Simulate for t:::. Find the eigenvalues by hand. with a concentration of 1 mol/liter.33333 mol/liter (reactor I) and 0.= [0. ~ I 135 n3. show the units associated with each coefficient) c. A strealll contains a waste chemical.05 . W.140 Linearization of Nonlinear Models: The State~Space Formulation Chap. L. Find the eigenvalues and eigenvectors using the MATLAB eig function. liter/Cmol hI') b.5 liter/(mol hr)..0016667 O.0. V. Write the modeling equations for the concentration of the waste chemical.1 (10(*)) in the valve openings.25 A = [ 0. liters secondorder rate constant. To Illeet EPA and slale standards. (Hint: You need to solve quadratic equations to obtain the concentrations. mol/liter concentration in reactor 2. i. 0 to I = 15 minutes. 14. so the specification is met. a. at least 9()fJ{) of the chemical must be removed by reaction. ii. and! 0 psia in the inlet pressure. 5 CONSTANTS: V.0001216 o (also. of the form: x where: AxtBu u~ d. liters liquid volume in reactor 2. A')sumc constant volume and constant density. liter/hr liquid volume in reactor I.1. V 2 k ~ ~ ~ concentration in reactor 1.inearize at steadystate and develop the state space model (analytical). Temperature ~ 32 "F R (gas constant) MAGNITUDE OF STEP CHANGES: ~ 10.09005 mol/liter (reactor 2). The chemical decomposes by a secondorder reaction with a rale constant of 1. Show that the A and B matrices are: .
0=[0 01 °° h.(O) = 0. ii. Is the removal specification still obtained? i. convert the physical variables to deviation variablcs) i.) ESCOLA Dc ENGENHARIA BIBLIOTLCA .Student Exercises 141 f. Solvc the following for the linearized model. find how the concentrations change with time.3833 and C w2 (0) = O. using ode4 5. If Cw. find how the concentrations change with timc. Solve f for the nonlinear equations. Assume the initial concentrations arc the steadystate values (0.3333 and CwiO) = 0. The system is not initially at steadystate.AB ini tial function needs you to create the following matrices before using it: c = [1o 01 1 g.3333 and (). If Cw.(O) = 0.(J9005. 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). Compare the IincHr and nonlinear responses of the reactor concentrations. Relate these responses to the eigenvalues/eigenvector analysis of c. Would better steadystate removal of W be obtained if the order of the reaction vessels was reversed? Why or why not? (Show your calculations. Compare the linear and nonlinear variables on the same plots (make certain you convert from deviation to physical variables for the linear results).(l9005). consider a step change in the flowrate from 100 liters/hour to 110 liters/hour. Now.14005. using the MATLAI3 function initial (first. The MATL.
Linear ODEs with Constant Coefficients 6.. Linear OIJEs with Constant CocfTicicnts Equations with Time.3 6.outh stability criterion for stability analysis.2 Background Solving Homogeneous. Determining Stability without Calculating l:':igenvalues 142 .. Usc the H.Varying Parameters Routh Stability Criterion .5 Solving Nonhomogeneous.SOLVING LINEAR nTH ORDER ODE MODELS 6 The purpose of this chapter is to review methods to solve solve linear 11th order ()[)F~s. After studying this material. 1/ states to a single nth order ordinary Solve an 11th order constant coefficient coefficient homogeneous ODE.4 6.1 6. Solve an 11th order constant coefficient coefficient heterogeneous ()DE. the student will be able 10: Transform a linear statespace model with differential equation. Solve a firstorder ()DE with a timevarying coefficient. The nwjor sections in this chapter arc: 6.
based on material balances on each component). for cxampic).1 ) It where the state variable is x and the input variable is u.IO' We consider a series reaction where component A reacts to lImn the desired component B.. dynamic chemical process models arc generally sets of firstorder (either linear or nonlinear ordinary differential equations. the modeling equations arc (the reader should be able to derive these. Component B call rurther relet to form the undesired component C. and there is no flow in or out.:. we use Hbatch reactor example to illustrate each of the tcdllliques.C Here k l represents kinetic rate constant (lime l ) for the conversion of /\ to Ii. 'rhis general model is linear because the state (x) and input (ll) and all of their derivatives with respect to time appear linearly. In this chaptcr we show how t(? transform scts of lincar. all or B will eventually be converted to C. however.(I) til + b. Each of the reactions is irreversihle.(t) dx + ". 0). we would like to know how long to run the feaction in order to maximi/. where there is no flow in or out of the vessel. Models of the form of (6. 6. nth order linear ordinary differential equation has the lowing form: fol~ . If the reaction time is too long. A k .1 Hatch Chemical R(~ador Cunsidcr a hatch chemical reactor.. Develop the Modeling Equations. Our goal here is to provide a concisc overview of some morc lIscful tcchniques to solve dynamic chemical process problems. Since component 8 is the desired product. As shown in previous chapters. The reactor is initially charged \vith a liquid of volume \I and an initial concentration (mol/liter) of reactant A of" C~.Sec.:. firstorder differclltial equations to a single nth order differential equation.. Assume that each of the reactions is firstorder. Notice thallhc coefficients do not have to be linear functions of time. .(I) (6. while k] represents the rale constant II)r the conversion of U to C. We then review several techniques for solving this type of equation. hUI B does not react to form A. It should be noted that there arc many good mathematics tcxts that covcr each of these techniques in more depth (see Boyce andlJiPrima.c the amount of 8 produced.1) is that there exist a number or·tcchniques to obtain analytical solutions. The advantage of the form of (6.>1 k 11 }. For motivation. 1992.(I) x til du + b. Since the volume is constant (dVldt .1 Background 143 6.1) do not arise naturally when chemical processes arc modeled. + {/.1 BACKGROUND A model composed of a single. so A can react 10 rorm R.. EXAMPLE 6.
\O is the initial condition for the concentration of 1\. and C. Here we have (wo different ways to solve for Method I.C.6 ill g0.4) where C.5) into (6.igurc 6.\' C'fj.1 (x:::: [ ~ ('7). The units for the rate constants (k 1 and "2) arc LIllie' I.\)/('"o and the dimensionless time T :::: kJt.144 Solving Linear nth Order ODE Models Chap. Notice that the time faLl' of change of component A is only a fUllction of the COllccntnllion of /\. Hnd C( represent the concentrations (mol/volume) of components A.8 . (6.1 2 3 4 5 dimensionless time Conversion of.4 c "' > 0.'.6) . 0. 'fhcH equation (6. respectively. ' {/ f '.5) where C.Ie.2 o o FIGlJRE 6. If we define the conversion of A as \: :.3) to obtain the expression ell' (6. (CAO . Now wc wish to find a single diJlerelltial equation to solve for Cflo Reduce to a Single Equation for CB.5) can be represented by the single curve shown in r. Substitute (6. since C~4 and t arc separable..Q c 0.\ as a function of the dimensionless timc. 6 dC""j dt ~{_Cll dt k 1 Cit (6. (II (6. (0 find (6.2) call be solved.:. fl.2) (6.3) dec _ .
we find the secondorder equation: (!2~~''i ' {It + (k. LINEAR ODES WITH CONSTANT COEFFICIENTS Homogeneous nth order linear differential equations have the form d/lx lin tit'f + an _ I {pr1x dt'll I + .10) Equation (6. {/ + aox dx = 0 (6. ('/I C 0 (6.11) To solve equation (6. + ".8) into (6.2). homogeneolls differential equation.9) has the form (6. In Section 6. The term homogeneous means that there is no "forcing function" on the rigbthand side.Sec.) deft til + k. Heterogeneous equations are solved in Section 6.8) Substituting (6. The eigenvalues arc used to solve (6. constant coefficient. The n roots of the characteristic equation are called eigenvalues (in control textbooks the rools are often called poles). 6.6) is a linear.12) Equation (6.9) Notice that (6.2 Solving Homogeneous..7) with respect to time..3) to solve for ell in terms of en: (6. Here we can rewrite (6.12) is called the characteristic equation. heterogeneous differential cquatiOiL ]t is hetenJgcneolls because of the "forcing function" on the righthand side. 6. depending on whether the eigenvalues are distinct (all are different) or repeated (some are the same). Method 2.1 I). .2 SOLVING HOMOGENEOUS.3.2 we cover the solution of these equations.k. J 0) is known as a linear.11) we replace all (JiX/df i terms by AJ (6.7) Taking the first derivative of (6. constant coefficient. Linear Odes with Constant Coefficients 145 Equation (6. + k. we find: (6.7) and (6. Two related methods are used.
In (lrder [0 find the coefficients.)) usil1g Sl'lMratioll of variablcs and integnilioJ1.jJl nth order polynomial that will have arc distinct (not repeated).17) \\hich is the ".14) l'haracteri'ilic cqlW(IOII is A+ k] II and [he eigenvalue is A:o: . ~c(' Solution for C:nmponent A l'nllll equation (6.2.! 01 t .1 ContimH'(I. (h.11) where each the constants ('I through en is found from the initial conditions. let's cuntilluc and use lhe gel]cnd procedure 10 so!vc a sccondorder differential eqllalion EXX\IPLE 6.12) is . \iO).[llle result nhlaillcd in (h. or 6. 6 6. c i' \VC rl)ust know the illitia/ cOlldifiollS for r and its derivatives. !lx ll " I (0 l!dIIl··1 .146 Solving Linear nth Order ODE Models Chap. Ai' If all of the roots (6.11) is roots.s: (I (h.1 Distinct Eigenvalues JI We sce that (6.1 Continued.16) e .t'ctl! lhatthc cyuatin!l fur the concentration of B i. or U e til lIle (h.2) that the concentration of /\ does not depend on the vahle:.. Solution for Component B r\.e I.k l The solution is then C\(I) =c J C k! (6. the solution to (6.(I) e". Now.
exp(.20) We need two initial conditions.ki) + ('. From (6.(t) This expression can be used.19) So the eigenvalues arc: and the solution call be written: CJI) ~ c. Linear Odes with Constant Coefficients 147 which can be written: (6. there is a highcr concentration of B than when the first reaction is slower .. ell(O) and dCjj(O)Jdt.2. for a "'" 0.22) Taking the derivative of (6. to solve for the amount of time that will yield the maximum amount or ell (see student exercise J 5). so ell(O) :::: O. to evaluate the constants. for eX<llnple.23) call he made dimensionless by defining the following variables: x Cfic'!W = conversion of A to B = dimensionless time = rate constant ratio to find: I n ~ 1 [expCT) _. exp(uT)1 which is shown in Figure 6.21) and (6.5 and 2. cxp( .20) and using (6. ki) (6. we find: (623) C.2 Solving Homogeneous.Sec. (:1 and ("2' We assumed that there is no component B in the reactor initially.22).20) we then find: From (3) we sec that: (6. Dimensionless Equation. Notice that when the first rcw:tion is faster than thc sccond (ex "'" 0. 6. It should also be noted that (6.5).
2...11) are: (6.1 " :' . . When the rate for the second reaction is faster than the first «(~ = 2). then the corresponding terms in the solution to (6. 345 dimensionless time 0 0 2 6 7 FIGLJRE 6.: k is: (6. 0..148 Solving Linear nth Order ODE Models Chap. We notice in the previous example that (6. . When the second reaction is faster than the first..2 E '6 : 0... . '.24) EXAMPLE 6. "' . component B reacts further to form C before a substantial amount of H is formed. _~ co 0...5 .2 Concentration of B as a function of time..0 . 6...4 '0 alpha .. the peak concentration of B is lower.11_ rIl 2 ..23) cannot be used if k 2 :::: k l . 6 than the second (0: = 2)..2 Repeated Eigenvalues If a particular root in the solution of (6....1 Continued...5 2. This is a case where the eigenvalues are repeated.. ". ".3 '" '" c "' 0.25) ~t':~_:. The procedure for repeated eigenvalues is shown next.alpha ~ 0 0. Ai' occurs r times.Q C '" c " 0 " "' "' C 0. Repeated Roots ::::: The equation for the concentration of B is when k2 kl .: :'~~~~.12).
We also know from (6. I) cxp( .. dt . then x(i) «(dO) .29) If we define lhe conversion or A to H as x = (6.Sec.. + e. But Cn(O). so: C.29) can be written: c. ~ + 2 k A + k2 ~ 0 (6.From (6.k.(t) ~ (e.(I) ~ e. 6...28) with respect to time is: at t = 0..2H) The derivative of (6./eAO ' ilmllhe dirncnsionlcss TexpC T) tiulC as T.27) at t = 0. 0 A2 ~ k The solution can be written: C.(I) k C AO ' exp( '" I..27) Notice that we can find cl from the initial condition for C n. Linear Odes with Constant Coefficients 149 and the characteristic equation is: A' which can he factored as: (A so the eigenvalues (roots) are: A. since there is no II initially...::: kt.) (6..) (6. 0. t cxp(  kl) (6.26) + k) (A + k)c.3) that "e.k CAO so: C.(O) ..2 Solving Homogeneous.
1<1xiunJJn value for the n and the reaction time required for this conversion.32) Solving for the roots lIsing the quadratic formula. 2 2 J . dx dt The characteristic equation is: +x () (6.E 6. 6 COI\~ Figure 6..3. ..._.4 0. The previolls example illustrated the solution for systems with real roots. we find that the rools mc complex: A~_l±V.3 Conversion of A to B as a fUllction of dimensionless time (T "" kt).2 0..35 0.31 ) A' + A+ I ± 2 o 4 (6.. 2 3 dimensionless time 4 5 FIGURE 6.1 005 o o ________' ' L..25 0.15 0.3. The next pie illustrates a system with complex roots.150 which is shown version of A to ill Solving Linear nth Order ODE Models Chap. The reader should be able to find the 1l.. 0. for the case of equal rate constants..2 Complex Roots Consider the secondorder equation: _~. EXA MIJl. cxam~ .3 0..
2 Vi) 2'. .33) as: J'sill .5.34) «(dS) =0 cosO jsinH to write (6.4. '/'"cos 2 1.39) with x(O) : :.:. 6.0 and (. Linear Odes with Constant Coefficients I.) cos 2 t e (e. vi ~3 tj «(d8) x(t) 2 lie. The solution is 151 .(t) c .' ('.2 where j Solving Homogeneous.39) Again./2 [e c . e Ie. initial conditions for x(O) and ~\:(O) can be used to determine {'3 and ('4. x(t) 10 ce'cos ' 1 1 _ • V3 (I 2 Vii 1. .( 2 ) j sin ]. then c J :::: \.j t (6.'4 ::::1.5 ::.4 Plot of (6.33) We can use the following Euler identities: ejll elo and the property that eXtI' "" eXe Y = cos f:l j jSln f:l (6.37) which can be written: x(t) e .sin Vi I I [Vi t 2 c . I and ~r((»:::: I.The student should verify that jf x(O}:::: 1 and ~~(O) = I.1 e( I 2 + V3) t + c1 e (J 2 j .36) x(t) = e l / . 0. [c 1 COS V3 t 2 (6.> [ V2 t + c cos i 4 sin Vi t 2 I (6..:.5 a 0. 2 (6.. 1.J" .5 o 2 4 6 8 10 FIGURE 6. A plot is shown in Figure 6.Sec.
however.42) . Most chemical processes are stable.2 for any equation that has pairs of complex roots. Also.3 SOLVING NONHOMOGENEOUS. For each pair of complex roots.152 Solving Linear nth Order ODE Models Chap.: : .41) In this section we will solve nonhomogeneous problems with the following form: + aox = '1(/) lIsing the method (4 undetermined coefficients.3 we will solve nonhomogeneolls problems llsing the rnethod of undctcnnined coefficients. some exothermic chemical reactors have unstable operating points. the solution is: x(/) co (N lei cos A. Notice from (6.40) that there will be no decay (simply a continuous oscillation) if the real portion is O.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. sin Ai II (6. This usually occurs when the process model is in deviation variable form. Thus far in this chapter we have solved the homogeneous problems. Homogeneolls problems result from models that are "unforced. These types of problems arise when there arc input changes to a process.3 General Result for Complex Roots We can now generalize the results of Example 6. We can also sec from (6. LINEAR ODES WITH CONSTANT COEFFICIENTS In Section 6.f + c. At ±j Ai' where Ar and Ai arc the real and imaginary portions.40) In the previous example the real part of the complex roots was negative (stable).. there is no input. Also. which is outlined below.2. and there is no change in the input variable. They are based on a perturbation from steady~state in the state variable values. improperly tuned feedback control systems call be unstable. 6. Notice that the state variables decayed to zerO with time. models including feedback control will often have complex roots (leading to oscillatory behavior). A ." that is. (6.2 we solved homogeneous problems with constant coefficients: (6. In Section 6. 6 Chemical process system models with complex roots include some exothermic chemical reactors. 6.
3) to obtain = CAUek.1) as our trial func(6.47). Since the forcing function is k] CAU e tion for the particular solution: Xp(t) k..! z + k 2 Cz e.. Linear Odes with Constant Coefficients 153 Method of Undetermined Coefficients The method of undetermined coefficients consists of the following steps: 1..43) is (6. First Order Heterogeneous System Notice that we can take the solution for (A as a function of time cAt) and substitute it into (6..1 (6. Solve the homogeneous problem to find 2.(I) TABLE 6. we use c2 e k. The homogeneous solution to (6.43) Step 1.(I) :t Combine the two solutions for X(I) ~ Xu(l) + X.14) (6. EXAMPLE 6. Solve for the particular solution by determining the coefficients of a trial function (sec Table 6.46) .3 Solving Nonhomogeneous.f (6.Sec./1/ + Bn_1lllJ + .k.k . 1992) Forcing FUllction Trial Function A (a constant) Ac(~( A cos ca or A sin at A ttl B (a constant) BeHI 8] cos ctl + B} sin of 11.44) Step 2. k l C e.k.f = kl CAO e.I. + flo We illustrate the method hy usc of an illustrative example.1 Continued. e kl ! substituting this solution into the original equation (6.1) that satisfy the non!1o!11ogcncOlls equation X.1 Trial Functions for Method of Undetermined Coefficients (noyee and DiPrim~l.f (Table ().45) c). 6.
__ k e l (6. The same procedure is used for higherorder equations.48) We call evaluate ('I from the initial conditions. c k.\ = + _'(/.52) Notice that the lefthand side of (6. k2 ~ k. 6. em!:::: 0: (..(I) q(t) (6.'\ = and the lotal solution is: which.154 which we can solve for ('2: Solving Linear nth Order ODE Models Chap.47) Step 3. 6 c.' + k.. + exp lJp(l) dt] p(I)X (6.53) b ..(t) exp lJ l'(t) dt «11. Now find the complete solution as xU)::::: (' (f) ." q(t) (649) Notice that the coefficient is timc~varying and the equation is heterogeneous. is the same result obtaineu previously (0.4 EQUATIONS WITH TIME·VARYING PARAMETERS Consider a firstorder equation with the following form: dx ({ 1 + pet) x ..(r) . XII(t) (6.49) IS solved by multiplying each term by the integrating factor: .52) is simply the expansion of: (~t [X(t) exp {Jp(t) dt}] ~ exp lJp(t) dtl (:.(1) kit c e 1 I.. Let the integrating factor be represented by 1J. of course.(t) ~ exp [fp(t) dl] ...50) Equation (6.(I) p(t) x dt (65 I) If p(t) dtl p(t) x ~ exp If pet) dtl q(t) (6.23) by solving the secondorder homogeneous equation in CII _ We have lIsed a single firstorder equation to illustrate the procedure for heterogeneous equations.iratingfactor. + exp I dx + .. One approach to solve thiS type of problem is to use an illtcf.
61) (6.Sec. _. with no llow out of the reactor.62) Let: fp(t) dt ~ = = fG + k l ) dt ~ In t + kit + c i (6. 6.56) EXAMPLE 6. The modeling equations arc: (6.5X) Expanding the LHS of (6. then: v = Ft and: (6. dve 1 dt dV dell = c.64) .63) exp IJ pet) ilt] exp [In t + kit + c. + v_·__ ··· A dt dt (6. firstorder reaction (A )B) and a constant volumetric flow rate into the reactor (F).l ~ exp [In t] exp [kltl exp [cd (6.59) we find: (6. Assume a single. X(t) = exp [ f pet) dl] {X(O) + fq(t) exp II p(t) dt] ill} (6. Separating and integrating.55) and.54) which is a separable equation. evaluating c using the initial conditions.60) If the f10wralc is constant and the initial volume is 0. I exp [kll] c.3 Semibatch Reactor Consider the case where the batch reactor is being filled.58) as: ~.. we find: [f pet) dl] = fq(t) exp + C (6.57) (6.4 Equations with TimeVarying Parameters 155 so we can write: ::t [X(I) exp x(t) exp U P(t)dt}] = exp [f pet) iltl q(t) IJP (I) dtl ill (6.
:: ~kICi\ with appropriate intinl conditi(lI1s (sec student exercise ~f)) 1 .1 II exp [ k.2 o o FIGURE 6. « c o o ~ 0. O~ the reader should llSC L Hospital's rule to sl1(1\\ that the correct initial condition is obtained with this expression.111 The division by t is bothersome at f.8 o ~ 0.11 C .'1) " we multiply by dt and integrate to find exp [k.ll.156 Solving Linear nth Order ODE Models Chap. .66) k multiplying by exp I kill and dividing hy t.6 c o ~ is ~ 0. Notice that this solution hold. ~ .6. t ..] dt (6.4 E ~ 0. 11 .. dilncnsionless sernihatch reactor prohlem.s while the rcacf(l1" IS being "fed" After the feed is stopped the model is simply dei/ill:..67) we find the solution C ..I I (6.5 2 4 6 dimensionless time 8 Solution.._ . 6 Multiplying through on each side of (6. k. [exp [k.64) by ('2! ('xp Ik1tl and dividing by c_' exp [k.:).exp [ . .l] and noting that the lefthand side is simply (6.II (6. NOlice that we can define a dimensionless coucentration and time as to find V(T) which .69\ IS shown in Figure 6.
I~ven if all of the coefficients are positive.ero. 6. & Mcllichamp. What is needed is a sl4licicllt condition for stahility. Sometimes we simply wish to determine if a particular system is stable or nOl. This is easy for first and second order equations (and not too hard for third) since there is an analytical solution for the roots of polynomials through third order. we must construct the ROLlth array and use the ROllth stability criterion. 1905} This method involves all analysis of the coefficients of the characteristic polynomial by setting up the Rowh Array. the roots must be determined numerically. The following Routh array (Seborg. we cannot slate that the system is stable.5 Routh Stability Criterion 157 6.5 ROUTH STABILITY CRITERIONDETERMINING STABILITY WITHOUT CALCULATING EIGENVALUES The stability of the characteristic equation is determined from the values of its roots (eigenvalues). The Routh Stability Criterion is based on the characteristic equation that has the following polynomial form (670) We can arbitrarily assume that all > O.1 Routh Array If "lll of the coeffients of the characteristic eq uation (6. To determine that the system is stable. the llccessaJ)' condition for stability is satisfied. without actually evaltltlting the eigenvalues. which provides necessary and sufficient conditions for stability. There is a method for determining if any of the roots arc positive (unstable) without actually calculating the roots (RoLlth. indicating that the equation is unstable. If an < 0 then multiply (6. If any of the coefficients are negative or zero then at least one eigenvalue (root of the characteristic equation) is positive or 7.70) arc PO"ilive. The test of the coefficients in the ROllth Array is called the Routh .Sec. This approach will be useful in performing a bifurcation analysis in later chapters.73) by ~1.70) Inust be positive. <lndin tuning control systems in chemical process control. Edgar.S'tability C'riterioll. ci h2 c2 h3 . 6. This is partieuJtlrly true if we wish to determine values of system parameters that will cause a systelll to lose stability.5. A neces salT condition for stability is that all of the coefficients in (6. If the polynomial is fourth order or higher. 1989) is developed to test for the s/!llfcicnt conditions for stability: Row an 2 {[Il! (/11 ___ '2 {[n3 a n4 an 5 3 4 n+l h.
6 where II is the order of the characteristic polynomial. system is stahle. for secondorder sysLems.158 Solving Linear nth Order ODE Models Chap.. . the./In h2 = {III I Elcments of the fourth and larger rows arc calculated in a similar fashion: bj({/I )  ({nlhZ ('2 hl{[/I S  lltJJ}J (:1 h. if all of the coefficients in the second order system are positive.7 I) The characteristic polynomial is: al . hi and so Oil.72) If all of the coefficients (12' (II' and (10 arc positive.>. EXAi\lPLE (. Notice that. We call form the ROllth array to test for the sufficient condition: ROll' a) (10 2 3 (ll an Since the left column consists of the pc}lynomial coclTicienls.. Notice that the first two rows consist of the coefficients of the characteristic polynomial. then the necessary condition is satisfied.4 Sccond~ordcl' Charadcdstic Equations Consider the secondorder ODE: (Px (/2 tlt2 + ttl + dx til ((J. a lesL for positive coetJicienLs is necessary and sufficient for stability. ({1II(ln2 " ti. 'fhe clemenls of the third row arc calculated in the following fashion: hI = and so 011. Routh Stability Criterion A necessary and sufficient condition for all roots of the characteristic polynomial to have negative real parts is that all of the coefficients of the polynomial are positive and all of the elements ill the len column of the Routh array are positive.? al A + an 0 (6.
5 The system: ThirdMonlcl' System rex riP has the characteristic polytl(l!llia]: +2 (Px dP +3 dx dt +x = 0 A' and the following Routh array: ROH' + 2 A' . 6. fC ~ 0 where 1.5 Routh Stability Criterion 159 EXAMPLE 6. System 'Vith a Variable Parameter d\d 2x dx. +3 dt has the characteristic polynomial: A' 2 A' + 3 A . EXAIVIPLE 6. The Routh array is: 2 3 4 I 2 3 fC h._~~ The Routh array is particularly useful for determining how much a parameter call vary before a system loses stahility. so the system is stable.~~~~~_. The following cxan1pJe illustrates such a system.1 is a parameter that may vary.() The system: ThinJ·order.Sec. 0 dt' I 2 dr. ('I .trray afC positive. _. fCx _. 3 A + I ~ 0 j 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 . .
SUMMARY We have reviewed techniques to solve homogeneolls and nonhomogeneous (heterogeneous) 11th order ODEs..f. then the systern is unstable. forming the solution IIS a sum of exponential terms. The Routh array was llsed to test for the stahility of a differential equation. The Laplace transform method is introduced in Chapter 7. the more oscillatory the response. From the characteristic polynomial. We notice that h] will be posj~ live only if f. but there is an initial deviation from steadystate in the state variables. it is not uncommon for a system to have parameters that stabilize the system only over a certain range of parameter values. This is lIseful for finding vailles of a paranletcr that cause a system to lose stability. 6 where b l :::: J . then applying a changing input to the process. then the system is stable. we sec that /L > 0 is required. high order (3 or greater). If any single eigenvalue has a real portion that is positive. Often engineers study the dynamic hehavior of processes by starting out at stcady~state. the Laplace transform technique is used more often. for complex. The method (~l undetennilled c()(dlicients is lIseful for solving nonhomogeneous (heterogeneolls) problems." The larger the ratio of the imaginary portion to real portion of a complex eigenvalue. Although the method of undetermined coefficients can be used to solve these problems..160 Solving Linear nth Order ODE Models Chap.L < 6. such as in feedback control system design or bifurcation analysis. Stability is detennined by the real portion of the complex eigenvalue. Homogeneous problems arc solved using the roots of the characteristic equatioll. The integrating factor method was useful for solving a firstorder heterogeneous equation with a timevarying coefficient. These generally occur if the system is forced by a chang~ ing input. Homogeneous equations generally occur if the system is unforced. F'rom these conditions. . If all eigenvalues have a real portion that is negative.L/2 and c j ::::: IJ. we find that the stability requirement is 0 < /L < 6. The same result holds true for the requirement of c) > O. 'rhis is particularly true of feedback control systems. Eigenvalues that arc further in the left half plane arc "fast. The type of dynamic behavior of an nth order differential equation is a function of the eigenvalues (roots of the characteristic equation).
:] ·. Edgar. For x.5640 C = 1 0 1 I D= I. London: Macmillan.of x'2' c. Consider the statespace model: Ix. I 0 0I 1 0. assuming u::::: O.9056. New York: Wiley. Routh. New York: Wiley. Consider the following linearized form of a hioreactor model with substrate inhibilion kinetics (sec Module 8 for delails): x=Ax+8u y=Cx+DtI where: A~ ~. & R. Find the second order ODE in tenns. Mellichamp.Find the secondorder ODE in terms of x 2 . I 1. Consider the slate space model for a twostate system: x= Ax [Xl] = .A.1 2. Part Il. ohtain the analytical solution for xl(t) and x 2(t)· d. & D.8255 a. (1992). Ix. given the initial conditions in part c. (I) and xP)· d. TF.~ 1. Ordinary Differential Equations and BoundmJ Value Problems. 3. Process Dynamics and Control.. Usc ode45 or initial to solve the set of two differential equations. W.~ 211 XI] 0 x2 a. For xI(O)::::: ~l and x2(O)::::: 1. (1989).1 all '\:2 (121 ESCOLA Dc ENGEN HARIA BIBLIOTECA . c. 5th cd. DiPrima. Find the secondorder ODE 1n terms of XI' assuming u::::: O.1I .53021 3. 2. Seborg. (1905). EJ.. Dynamics ofa 5'ystern (~lRigid Bodies.E. D.Student Exercises 161 FURTHER READING Boyce.7500 0. Use ode45 or initial to solve the set of two differential equations. b. STUDENT EXERCISES I.I and x 2(O) = I. oblain the analytical solution for x.·.(O) =. Find the second order ODE in terms of XI' b. given the initial conditions in part c.
Find the solution to the heterogenous problem.162 Solving Linear nth Order ODE Models a. = = 7. b.a 2I a 12 ] = 0 4. 2 sm x 6.a2\ad Y = 0 which has the characteristic equation: + a 22 ] + [a ll a 22 . Find the solution (solve for any constants).I:. Consider the following firstorder heterogeneous ODE: 3 dx + x = 2(1 .0 and x(O) 3. Consider the following second·order homogeneons ODE: . x(t). Find the particular solution of the differential equation: d'y ~i. c.3 . Lcty Chap. Discuss the stability of this system. Write the characteristic equation for this ODE. The initial condition is x(O) = 2.A) = 0 applied to this general twostate example. Consider the following statespace model that results from a linearization of the predatorprey equations: .A) = 0 Show that det(l\I. 8.[all + an] 1\ + [allan .l'x dx ····3+3x=O 2 dt dt a.' . yields: 1\2 .e''') dt a. Solve the following differential equation with the given initial conditions: d 2y dy .0. b. Write the characteristic equation for the homogeneous part of this ODE.0.[all + a 22 ] Y+ 1\ [a ll a 22 . Show all steps.~' . 6 = xl' and derive the following relationship: y [all 1\2 . if the initial conditions arc x(O) 2.4 y = dy .+5········+6y=O dx dx dy(O) yeO) = 0 and dx I 5.a2\a 12 ] = 0 Recall that the eigenvalues of the A matrix arc calculated by: det(H .
Show a phaseplane plot (Xl versus Xl)' placing XI on the ./ti + Ziti + (0: I)d{ + o:y d 2y dy = 0 where ('{ is a parameter. + 1. What are the eigenvalues of the A matrix? Use both MATLAB and your own analytical solution.a o = 0 + llJ Po.a l Po. Write the secondorder ODE that corresponds to xI. 3 I. and {l1{l2{l3 sufficient for stability.a2 Po. Use the method of Section 6.0] [XII 0. 9..:raxis and Xl on the yaxis..Student Exercises 163 1. + Zy dt' dt dt = 0 Is the system described by this equation stable? Why or why not? 10..(O) = 0. Find the range of ('{ that will cause this equation to he stable. Compare the results from band c with those obtained by integrating the statcspace equations using cither ode45 or ini tial. 2 I. Plot x2(t).ill show that {lj > 0 and ([la2 ~ {loa 3 > are necessary and sufficient for stability. Find .(t). 3 I. . d. Use the method of Section 6. I ao = 0 show that aj > 0. Consider the «lllowing secondorder ODE: d'y dt2 which has eigenvalnes of I y(t).25.2 to solve for xlI). For a general fourthorder polynomial: ([4 Po. Write the secondorder ODE that corresponds to x2. For a general thirdorder polynomial: aJ Po. 11. 4 ° A I. 2 I. e. b. 12. a2a3 ~ {l\a 4 > 0.+ Z Y dy dt = 0 ± Ij and initial conditions y(O) = 2 and y(O) = Z. c.0 X2 with initial conditions x.112 Po.2 to solve for x.. 13.5. Consider a system described hy the following thirdorder ODE: (Py d'y dy .(l4ar ~ aoaj > 0 are necessary and d'y .(t).5 and x 2 (0) = 0. + Z. Plot x. a. Consider the following thirdorder ODE: . + .
the flowrate from tank 2 is proportional to the height in tank 2 (F2 ..5 minI. In practice there is uncertainty in the rate constants. ' dl A2 I 2 A2 2 . The initial conditions arc h\(O) :::: 6 fect and h 2(O) = 5 feet. If the actual vallie of k. The constant eros. d..cxp( .. d. Write a MATLAB Illfile and lise ode45 to integrate the two equations shown above. Solve for the heights of tanks 1 and 2 as a function of time. is 7.:. and the steadystate tank heights for tanks 1 and 2 arc 7 and 3 feet. Discuss your resulls.kit) .\. where the levels interact.21) 2 /(j and that the maximum occurs when the condition den/dt:::: 0 is satisfied. rJ 1 liz). Reduce these two equations to a single secondorder equation in 11 2 . h . F2 a. . For k j ::::: I and k 2 :::o 5 minI. c. find the actual c()nvcrsion~or A to Ii. b.h 2 )). for the parameter values in . c. For the batch series reaction (Example 6. 6 14. Plot the tank heights as a function or time. 15.sectional area is 5 ftl for each tank.\> C n' and C c as a function of time. and the reaction time from b is used.lO[ eli I = 'k=. tHJ21~h2 F. O F .cxp(k] . Consider the series of two tanks.. Use the MATLAB routine ode4 5 to integrate the three state variable equations and solve for C... k k Find the reaction time that maximizes the production of B.. Recall that the tion for the concentration of B is: solu~ '() k I C. b..1): A}IJfC H. Assume that the steadystale f10wratc is 3 [(3/min. find the maximum conversion of A to B (express as Cn/CAo) and the tinle required for this conversion. and the tanks arc or COllstant crosssectional area (A I and A 2 ) show that the modeling equations arc dh 2 '0 13J (h _ h ) 13.164 Solving Linear nth Order ODE Models Chap.: ~l (h t . respectively. Assuming that the flow from the first tank is linearly proportional to the difference in the tank heights (P'l :::. Show that the numerical integration agrees with your solution in part c.
C > 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.5 and em> Ceo::::: 0 mol/liter. Also find the value for the maximum conversion of A to B.. respectively.. Conversion orA. Ratio or rate constants. B. Recall that the solution for the conversion is X(I) = CH(I)/ C AO = k I cxp( . with C~\O := 1. Dimensionless concentration of B. C u' and Cc represent the concentrations (mol/volume) of cOlnponents A.7 B . Now consider the effect of an error in the reaction rate constant of +50%. tbe modeling equations are where CA . Find the reaction time (tllla.: h. and C.. Make a comparative plot for the parameter values in c. What do you observe about the concentrations of A. anel C? 16.) that maximizes the conversion of A to B for the case INhere k 2 ::::: k j ::::: k. Consider a batch reactor with a series reaction where component A reacts to form the desired component B reversib(v. The reaction scheme can be characterized by: k ll > A f. Component B can also react to form the undesired component C. Ratio of forward and reverse rate constants. B.B 1<.Student Exercises 165 :0.jO ~ CJ\)/CAO x 2 = C u/ CAO a = k z/ kIf Xl p= k ir / kIf .7 C): a.kl) b. while k 2 represents the rate constant for the conversion of B to C Assuming that each of thc reactions is firstorder and constant volumc. For the batch series reaction with ilTeversible reactions (A . What is the actual conversion orA to B obtained at t max ? 17. 'T = kit = (C'. Assume that the reactor is run for the period {max found in a. Using the following definitions: Dimensionless time.
19. . show that this system is stable. c. find the analytical solution and shm\' that the following plot describes how x changes with time. Solve the previous equation to find x2 as a function of T and ex and r3. h. Assuming that all of the kinetic parameters are positive. Show that the thirdorder ODE descrihing the concentration of Cis: [Hint: Solve for en fWln the third equation and take the derivative to find deBldt. and k2 :::: 1. Consider the series reaction: le l k? ~>'f) AlIJj C' k~ The modeling equations for a constant volume batch reactor arc a.166 ll. If the real value of k 2 is 15 11I~1 and the reaction is fun for the time found in c. Solving Linear nth Order ODE Models Chap. k 1r = ]. Consider the secondorder equation: Por initial conditions x(()) = I and x(O) =1. For kif:::: 2. what will be the actual conversion of A to B? 18.25 hr"].1 h. find the maximum conversion or A to lJ and tlie reaction time required for this conversion. 6 Show that the equation l~)r the dimensionless concentration of B is (Px) (/72 + (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). d. Usually there is some uncertainty in the rate constants.
find (and plot) how the concentration changes fronl 0 to 10 hours. I\x a nowrate of 10 liters/hour.Student Exercises 167 150 100 50 K 0 50 100 150 2 4 6 8 10 20.3) with a firstorder kinetic parameter of k:::: I hr. Consider a semibatch reactor (Example 6. and arced time of 2 hours. a feed concentration of 5 mol/liter. .I .
1 MOTIVATION In this chapter \vc introduce {\ mathematical tnoL the Lllp/ace fnlllsji irlii ..1 Motivation 7.. The important sections of this chapter arc: 7.y. Usc Laplace transforms to convert an nth order ()DL·: to the Laplace donwin.3 7. Manipulate the algebraic equations by! performing a partial fraction expansion. ~ d'i i t .kfinition of the Laplace Transform 7.2 I.4 Ex. \cr.unic .unples of Laplace 'rransforllls Final and Initial Value Theorems 7. crill' purpose of tile Laplace transform. is to converl linear differential equations inLo algehraic equa. ·'Invert" the Laplace domain functions to obtain the time domain solution.AN INTRODUCTION TO LAPLACE TRANSFORMS 7 Arter sludY'ing this chapter. 168  .terns. Use the final v.5 7. which i:.:lblc of Laplace Transforms 7.\ useful ill the analysis of linear dyn.6 Application Examples T. as used in this textbook. the reader should hc able to: Define the Laplace transform alld apply it to several example fUl1c1iollS.due theorem to compute the lOllg+:r1n hehavior of a system.
An analogy is the usc of logarithms to change the operation of multiplication into that of addition.Nt) ]a.I.2 Definition of the Laplace Transform 169 lions. where the input to the process system is changed). In (7. Algebraic equations arc much easier to manipulate than differential equations. we lise the notion of an inverse transform L'IF(s)1 =/(1) Although not emphasized in this text. L[a. 7. In this initial development wc will let/C!) represent the time dOlnain function and F(s) represent the Laplace domain function.Jj(t) + a.Nt)1 = <) J [a. and are commonly used in process cOlltrol system design and analysis. 7.(t) e" tit Equation (7. F(s) to define the transform of a time domain function. Note that some texts use an overbar or capital leucrs for the transformed variahle. Laplace transforms can also be used to solve linear partial diffcrenlial equations (PDEs).Nt)] c "tit () Oc (J e~" <it + Ja. Later we may be more relaxed in our notation and let .f(s) represent the Laplace domain function.2 DEFINITION OF THE LAPLACE TRANSFORM Definition: Laplace transform Consider the time domain function/(t). e" tit + a. [I' we wish to transform a Laplace dornain (sometimes called the sdomain) function to the time dornain. The Laplace transform is a linear operation. The Laplace fransform ofj{f) is represented by qj{t)J and is defined as 1.2) satisfies the definition of a linear operation.(t) e" tit (72) 0 = aJ'f(t) () .[j(l)1 = F(s)c n J/(t) e "<it (71 ) This operation transforms a variable from the time dornain to the s (or Laplace) domain.(t) + ". particularly nonhomogeneous (heterogeneolls) problems (Le..Sec.1) we used Ll/{t)1 :so. .!/./. as shown below. Laplace transforms arc lIseful for solving jinear dynamic systems problems.
1. Recall that the transfoml is defined for t > 0 (we also use the identity that e X + 1' .. s+a E\pOllential L 1[' ..n dt I S = () J e.n' A plot of this function is shown in Figure 7. These functions afC: 0) exponential function.3 EXAMPLES OF LAPLACE TRANSFORMS In this section we develop transforms of some functions that commonly occur in the solution of linear dynamic problems.1 Exponential Function Exponential functions commonly arise in the solutions of linear. and (vii) impulse.. (iv) derivatives.2 0 0 2 3 4 5 at FIGURE 7. (ii) step function.s + 1 .1 Exponential function. 7. (iii) timedelay.\'+O)lj'''' 0 s+a '[01]= 1 I s+a .a] .::: e·1c\) L[e. . (v) integrals.n dt = = J e(da l ' dt 0 = _ LIe + (l I [(((.7 7. constant coefficient.3.6 OA 1ji 0: x w I i 0.170 An Introduction to Laplace Transforms Chap.n] = o JHt) e. a J = eO'"~ 0. ordinary difTcrcntial equations: J(t) = e.8 0.n e.
\ s 5.Sec. because of the discontinuity at t = 0: L[t(t) I = lim + 1'+0 T'>7.3. A L[A] = J Ae·" dt = 0' s [0 . The step function is defined as 0 before t = 0 and A after [ = 0.3 Examples of Laplace Transforms 171 {/ > O. 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. 7. Ofort<O} }(I) = { A f{)f 1 > 0 We must use the "more precise" definition of the Laplace transform. For a < 0 the solution still holds for s > 7. I }(t) e" dt " T Since the transform is defined for t > 0.tep Notice that the same expression is used for the Laplace transform of a constant. we will assume that this condition is always satisfied. for example). A Step Function o t = 0 FIGURE 7.i] A s L[A] = .2.2 Step Function Notice that the way we have solved for the limits of integration is only rigorously true for a. .2 Step function. as shown in Figure 7.
I.).. TheL.3 TimeDelay (Dead Time) This is important for systems with transport delays (flow through pipes.3.)1 = J ](1 .l<f)' as shown in Figure 7.1') Notice that the lower limit of integration did not change with the change of variable.t.Jeo e·w. because the function/ttl is dehned as jet) = 0 for 1 < 0.172 An Introduction to Laplace Transforms Chap. or delays due to measurements. etc.td ) 1 ~ 1"'" P(I') Time~De!ay The transform of a delayed function is simply function. ~_. then the delayed function is/(t .aplace transform of the delayed function is: Llf(t .J o W dt = ](t') e"" dt' = e"" 1'(. cstt! times the transform of the undclaycd I(t) function delayed function "FIGURE 7. Llf(t . 7 7. l"ct ttl represent the time delay. If the undclayed time domain function isj(t). .3.3 Delay funclion.
dt_ dt 0 Using integration by parts Lei II ~.flO) (t) e'" 0 Derivative t. fell e dl ~ [e'" j(l)]' .[{.. LI..3 Examples of Laplace Transforms 173 7. .3." • + Jf(t) se" dt [./(nI)(O) 7.f vdu) e wand v'·..Sec.3.5 Integrals This is often used in process control.j(O) := 0 in many cases.. you should he able to show the following (sec student exercise I): nth Order Deriv(ltive 11 initial conditions arc neededf(O)./U)dt." 1 dl( t) e "dt . . to find o .4 Derivatives This will he important in transforming the derivative (accumulation) term in a dynamic equation to the Laplace domain. dt .!_ J" dill) dt or/t DO dl(t)] .. 7.IJ. U adv:::: uv . shes) .(t). + s JJ j ' . 'lsF(s) f(O) 1 dIet) fit Since we often work with deviation varinhlcs.tiM]. = [0 . L [ ' .\I dt and v::::: I. 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 Again. intcgratc by parts. In general. . lIsing u = e..j (0)] dt .
You should be able to shmv (sec exercise 2) that R(/Illp L 'IINI 7. 7 b FIGUH.3.3.4.. There arc two ways to solve this problem. .4 Ramp functioll_ I F(s) s Integral 7.6 Ramp Function Consider the following ramp function: f(l) bI as depicted in I·'igurc 7.E 7..5 Pulse fUllction.5. which consists of a step from () to A at [::::: 0.fiind lhe Laplace transfer function for this pulse. FIGURE 7. and a slep back to 0 at t. tp.7 Pulse Consider the pulse function in Figure 7.::.174 An Introduction to Laplace Transforms Chap.
. 1'hat is. A s [e"I'" 0 F(s) = ~ A.c f/(I) e" dl + ff(l) e'" dl ( l O l l ' o f A e" dl + fOe" dl.I(t) = 0 for I > I" and we can write the Laplace transform as: F(s) = f/(l) e" dl •.(t ~ II') A TL o FIGURE 7.(1) + NI) F(s) F.3 Examples of Laplace Transforms 175 ONE METHOD The pulse function is defined over the following two time intervals: f(t) = A for 0 < I < I" . 7.6. A [e""~ I] = [I s s ~e "'I 'file usc of A::::: I is the unit pulse. Llunit pulse of duration 'pi .Llt.•• . (I) + . and lit) represent the negative step change at I :::: If!> f(l) . as shown in Figure 7. I [1 s e.(s) . /.Sec.I"1 I Unit Pulse A SECOND METHOD Consider that the pulse is simply the sum of two step changes.6 Pulse function..c L[I(I)] . 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.~ ~ .(I) + f.(s) + F.1.(I)) but notice thatl2(t) = ~f.
. e'·'] \vhich is consistent \vith the previous derivation. . ~ .. Taking the limit and applying L' llnpiLa]'s rule: ~ . ~.. 7...'!." A ..1') /1 s [] ...7.8 Unit Impulse In Figure 7.3. as ShOVv'1l by the dashed lines below.I' SO \VC call \vrite 1'(.176 An Introduction to Laplace Transforms Chap.. FIGURE 7. ~ :.7 Impuhc function.' '''. with zero width (t/J t 0) and unit pulse area (so A ::::.. consider the pulse function as the pulse time is decreased. llt/. but the pulse area remains the same. l'he unit impulse fUllction is a special case of the pulse function. 7 and that (from the stcp fUBction): s and (from the delay function): (' 1.
pulse.4 FINAL AND INITIAL VALUE THEOREMS The following theorems arc useful for determining limiting values in dynamics studies. LII..1')] (7. such asl/(s + a).3) Initial Volue Theorem lim f(t) {)O ~ )' __Pc lim is 1'(. step. we found: LIe "'] ~ s+a If we have a LapJace domain function. The 1011g term (final valuc) of a timc domain function can be found hy analyzing the Laplace domain behavior in the limit as the s variable approaches zero. Final Value Theoretl1 . lim I S (!'. f:. Our major objective is to usc Laplace transforrns as a tool to solve clynarnic problems. integral. we can construct a table of eight (exponential. The l. and impulse) timedomain functions along with their Laplace domain functions. Addi tional Laplace transforms aJ'e provided in Table 7.For example. I al.9 Review 'rhus far we have derived the Laplace transform of a number of functions. They will be used frequently to find the shortAenn and longterm behavior..3. we can "invert" it to the time domain.4) .1 in Section 7.0 lim Is F(s)] (7.'] .. Already.1'.o I sc "1"1 Unit Impulse 7.4 Final and Initial Value Theorems 177 L[o] lim 11')0 . ramp. that is not our major objective.Sec. derivative.aplacc transforms of many timedomain functions have been derived and compiled in various tables and handbooks. 7. 7. timedelay.6..'or example.~e'" Althollgh the student should he able to derive Laplace transforms of any lillle domain fUllction.c". Thcinilial value of a time domain function can be found by analyzing the Laplace domain behavior in the limit as s approaches infinity.
1 Applkatioll of Final and Initial Valu(' Thl'on'UlS to the Exponential Function (\lllsider the exponential function: j(1) which had the Laplace transform: \" + (/ Finu/ Vulue Theorem. \ve Call still find out the value of the time domain function as it goes to or the Laplace dornain fUllction as S _Nt steady~statc (l ~) (0) by finding the value O..' Theorem. . gen~ erally by using a tabk of Laplace transforms. for stahle sy. All application of the final and initial value the orems is shmvn in L~xaTl1ple 7. Stcp I. Stcp 2. Start \vith a linear ordinary differential equatioll and initial conditiolls.(1 lim >it." !t t) lim e'" '" . Inilia! Va/Ill.5 APPLICATION EXAMPLES crhe following is a checklist for solving dynamics probkms using Laplace transt'onns.1.tems (0 > 0).'". 7..178 An Introduction to Laplace Transforms Chap. One pOJl1lnot often made in texthouks is that the final value theorem only hold". \Vc first find: lim s F(s) .() o which checks 'Ivith lim !(T) as IOllg as 1/ Jim c!l" () is positive. EXA1VIPLE 7. 7 If we have lransforlnc<J a time domain function to the s domain. We first find ~I \ t\vbich checks with II Illn . . ~~~~ ~ ~ ~ ~ ~ which is safisfied for any fillite (/. Transform each of the tiJ\le domain fUllctions to the Laplace dumain.
Rccall the following transforms: ~ 4 (7. The partial fraction expansion is first used in [~xample 7.3) aud (7.1 Partial Fraction Expansion The partial fraction expansion approach is based on representing a ratio of two polynomials as a sum of simpler terms.ct N(s) and D(s) represent numerator and denominator polynomials. by using a table of Laplace transforms. Usc algebraic manipulations to solve for the transformed variable.(s) + D. The partial fraction expansion approach is particularly useful. I Step 3.2 Homogeneous Firstorder Problem Consider the simple IwmogeneotlJ' (unforced) firstorder problem: dx dt Step 1.(s) + . gXAMPI. The [ourstep procedure is llsed in each of the following examples.3.Sec. 0 s X(s) . L.5.4 I 2 X(s) 0 (7... Step 4.) .7) X(.8) ..4) as: II ~. respectively. "Invert" to the time domain.J~ 7. N(s) D(s) C D.x(O) + 2 Xes) . 7.5 Application Examples 179 Step 3.6) II:'. UJs) Ci arc constants and D i are lower order (typically J) polynomials.7) for Xes): + 2Lix] ~0 ~ s Xes) . 1/ Xes) Then wc (an take the Laplace transform of (7.5) subject to the initial condition: x(O) Step 2. + 2x ~ 0 (7.] ~ "iilxj ~ s X(s)·· x(O) al jxl c. 7.I' 4 j 2 (7. Solving (7.
3 Illustration of the Partial Fradion Expansion Tc(~hnitluc Step 1.2x = 4.7 L '[Xes)) crt) (791 17.:() has the solution x(t) cc x(O) e '" which._(0) "'" 4): ~ 4. The real power of Laplace transfonns is in· solving heterogeneous problems.3. EXAMPLE 7. Solving for the transformed varlahle Xes) ~ 4 s f 2 + 4.x(O) + 2 Xes) which can be written (since . is the same solution ohtained by separating the variables and integrating.5 s Step 3.180 Step 4. II) Indeed. of course.1\1 Taking the Laplace transform of each c1cmcnt: s X(s).12) x(O) Step 2.5 (7.10) CII and the solution is .s+ 2.2.14) . using the lllcl!lod in Example 7. as illustrated in Example 7. 41 ~4e" 4 e" x(t) (7.5 s(s + 2) (7. equation: \VC can show that the general firstorder dr tit with initial condition x(O) +ax cc. Consider the simple heterogeneous firstorder problem: dx dt with the initial condition +. ~ 4 17.5 s (sl 2) Xes) c 4' 4. An Introduction to Laplace Transforms Inverting each clement back to the time domain: Chap.
Inverting element by clement ill (7.15) by s: A .25 s + .5 Application Examples 181 We would like to invert (7.19) by s + a.2.25 4. finit multiply (7.25 s +.2 (7. 7.5/s(s + 2).15) by s + 2: ~ 2.: 0 and solve for A: "C A + lis s+ I A To find fl.\' + Ii S +2 (7.25 which yields: 4.1 ~) the reader should verify that this solution satisfies the initial conditions and the differential equation.I(S + 2) and We 2. set s =:: to find: .5 provide additional illustration of the partial fraction expansion technique..21 +.2. J7) we find x(t) = 4 or C.75 e" + 2.5 .14) to the time domain. We will use the approach known as apartialFaetion expansion.Sec.2. That is.15) 4.4 and 7. however we do not know how to invert the last term 4.25 ell X(I) ~ 1.25 s + .17) Step 4. Examples 7.19) Multiply (7.2.5 s(s \ 2) to find A. first lllUltiply (7. EXAJ\tlPLE 7.15) as: Xes) ~ 4 s + 2 \ 2. write: 4.5 s and set s = 2 to solve for B: IJ A(s + 2) + IJ s ~.25 +. 2.25 s +2 (7.16) can write (7.5 s+2 then set s:::o.25 (7.4 Write Find the Inverse Laplace Transform of lI(s + ales + b) 1 (s \' ales + b) 0 A s+a + B s+b (7.
.101] 10 ~ hi.2UI I.23\ hy .231 \+i! S =i1.19) hy.(1)2. .\ 01 C(s I' ' h and C.ct s 0::: b 10 filld .\ +.. EX'.f).\ ... I h I u I h I h 17 .lll!lU{ llluitiply b.h (1)(0.\ hi \ ( (s 101 (I (7. \ +(s +.20)1 by i\( .7 .p1(1 set because we \'\luld find 11l1buUlllkd (nULS. (s Here we C.5 Consider the Following Transfer Function with Repealed Roofs (s ([) :'{. ~l'l u h s /1 tu find: (/ .\ .hand . Fir"L multiply 0.. "fhc ldhming c\arnplc "IH'\'" hO\\ 10 pl~rrorll1 a partial fraction C\\"KlIbioll fur I"Cj)('(lfcd I"oofs.182 An Introduction to Laplace Transforms Chap..\ \lultil'l.~ II The Illl'thod in the prc\iou" c\i1lllple failed ir the rouLS n( the LttpLICC domain rlll1l~!i()l1 were equal.. L (1)(.\ +. . h) 1~ "II.d .. 7.\\IPLE 7.:c: u lu find Ii 11 (/ \lultiply 17. (7. "I 1 II.
For simplicity..xl" "(0) . dt il .23) to find the time domain function: (ab)' We have solved for A. and C such that the righthand side is equal to the Ieniland side.26) \(0) . H.\'(0) .23). 7.I(a=. lJ. Froln (7. S" 2 .27) Step 2.Sec. This next example is a problem with complex roots. Now.[.23): A 1 I a (b A = (a I bJ'h we can reduce the solution for A to (7.24) As an alternativc.: any valuc.1 + l(a~b)'I]· ~ + + + (s a) (s a)' (s h) . So we can perform an clcmciltbyclemcnt inversion of L . by setting s:. From the table of Laplace transforms: LI d"xi ~ s" Xes) _ S"IX(O) _ . L. e hi (a. Consider the homogeneous problem: dt' with the initial conditions: i+ dx dt +x~O (7. See student exercise 13.(0) (7..23)... and C' in (7..il ' + ( .11/ (ab)' (7.5 Application Examples 183 Notice that we have solved for two of the coefficients of (7.:. + + b) I (il ' e"l + b~a t c.~ . .· and \VC call ha (a_b)' write: L 'I (.I e"l _j J t em + I . ~ The previous examples were for ODEs with real roots. we can solve for olle equation in one unknown.  S Xl" 2'(0) .))2] + l(b~a).6 A Second~ordcr System \vith Complex Roots d~r Step 1. EXA1\lPLE 7.23) and write: + b) A(s+ a)(s + b) + B(s (s + a)'(s 1 b) b) I· e(s + (I)' 1 (725) then expand the numerator and solve for the coeJTicienls A. we tan JJnd a COllUllon denominator for the right hand side of (7. choose s = O. ..
for a first derivative: L [ ·· .111) and we should maneuver (7.7 L'.2 (7..\'2+ s +1 x(O) + x(O) + s2+. for a second derivative: An Introduction to Laplace Transforms Chap.26) as: s' Xes) . Notice from a table of Laplace transforms that: (729) (s + Ii)' + ". ~ S2 XeS) ..\' x(O) .28) Notice another way that we can write (s2 + S + 1) is: (S2 + s + 1) ~ s + which means that we can write (7. (\(3).\"2 + s + I) are  = +s+ + +s+ J /2 ± V3]2 j (from the quadratic fOl1TIula): Xes) .184 So.\"+1 the roots of (.' Lle'" cos wI} = ~~~ (s + Ii)' + ".28) as: Z'( '2I)' + (Vi)2 2 Xes) = ( 1).52 + S + 1): X(s) and from the initial conditions: = S x(O) .\' 2 (7.29) and (730). s+'+2 2 s++················ 2 2 L[e/JI sill wt] = ~.28) into the form of (7. Attempting to isolate Xes) on the LHS: (S' + s + I) Xes) ~ s x(O) + x(O) + x(O) dividing by (.30) as: . dx df .x(O) d"J dt I and. Notice that we can write (7.s x(O) teO) + s Xes) .x(O) + Xes) 0 Step 3. s Step 4. + ('1)2(\/3). l = sX(s)x(O) = We can now write the Laplace transform of (7.
30): \/3 J.31).5 Ii' \/3 t+ e""sin t 2 2 2 ttl) e 'I ~cos 2 l . selected Laplace transforms arc presented in Table 7.6 TABLE OF LAPLACE TRANSFORMS For your convenience.5 :. complex roots give oscillatory responses.8. 2 which has the lime domain response sho\vll in Figure 7.8 ()sciJlatory response due to complex roots.:: 0. We see in Chapter 9 that this type of response is called llndcrdamped. 7. if you arc trying to "invert" a Laplace domain function to the time domain.5 o 2 4 time 6 8 10 FIGURE 7..Sec. ) V"3 • v3 e 'I' sin V3 ( :.1.31) and we invert each clement of the RHS of (7. As we Iloticcdin Chapter 6.6 Table of Laplace Transforms 185 s+ X(S) 2 I. then look for the time dOlnain ('unction in the first column (j(t» and write down the corresponding Laplace domain function in the second column (F(s)). using (7. 7. . then look for the Laplace domain function in the second column and write down the corresponding time domain function from the first column.5 o 0.29) and (7. 1. If yOll desire to transform a function from the time domain to the Laplace domain.S (SI i)'1 l x(t)=el"cos ' (\~7 (7. Similarly.
::J et!'d + j 1)(7".> 0 .1'1'(.1'(7.1' + "2) ~~L_=~lJ (J2~al s JCs +.\' j I) ___________________ •• TtII'" . 1 + I) Til.1') S(t) (Uillt step) A (constant) .e..s"2j'(I)(()) "(0) .) (...1(0) sllFCs) ~ d'~f SIll.I' + (1'1 1+ 1'2 1'1 e t/ T .I' c.v" df dt dtil (derivative) . _ 1 lor I .il ! (eOll .1.I' eIl! C [J)' + f cos (UI s+a (.."21(0) .!W) ../. 7 Laplace Transforms for Selected TimeDomain Functions 1'(.:c + .1' + I) (1 _ 1 where w I :c:.(V 7 I 2.r +~lJ .'1"2 1'21'1 e liT.(1 .1') .1' + 1)(7.I''' e.1'(7". 7S + I) = tan.llj)(S +.(/2) I s(n + I) sin wt cos wt W s2 + S + (.) 1 .1 fit) (j(t) (unit impulse) An Introduction to Laplace Transforms Chap..186 TABLE 7.1' +1 1. ~ 1'2 eIl...(12 e"/ al~a2 + "')(.1'(7.1 + _'l"~_:'l"1 eI/T) Tl~T2 +'l"J .Ojl ) s+a I {/2 aj  (..1' . {Ofoft<Oj . .I' f(tO) (time delay) t (ramp) Ah cos F(s) 1 I .
& D.vnmnics {{nd Confrol.E. '/(1) bl ~ t2 . Process Modeling. I)./{:ers. New York: Wiley.A. Simulation and Controlf(Jr Chernical En" R.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. (1989). Edgar.3) and initial value (7. Chemical Process Control: An Introduction 10 ThcOf)l and Practice. Seborg. L d'~l dt" ~ 2. which is casier for liS to solve. we then look up inverse transforms to obtain thc time domain solution. New York: McGrawHilI. DiPrima. Stephanopoulos.L. NJ: Prentice Hall. W. A number of examples were provided to illustrate the power of the Laplace transform technique for solving ordinary differential equations. 5th cd. we use Laplace transforms to analyze the dynamic behavior of different types of linear process models. Ordinary Differential Eqaatiolls alld BOlll/dary Value Problems. New York: Wiley. Englewood Cliffs. G. After performing algebraic manipulations in the Laplace domain. Mellichamp.• & R. (1992). STUDENT EXERCISES 15. FURTHER READING Many differential equations and process control textbooks provide details on Laplace transforms.4) theorems will be useful for checking the longterm (steadystate) behavior and the initial conditions for a particular problem. Although the Laplace transform concept seems quite abstract at this point. often with the usc of a partial fraction cxpansion. T. in the chapters that follow you will find it extremely llseful in solving differential equation models. '/(1) 3. Some examples arc: Boyce. (1990). 2nd cd. (J 984).. W. In the chapters that follow. The final (7. Process D.. The student should derive the Laplace InmsfoJ'm for the following functions. We noted that the tcchnique allows us to convert the ODE problem to an algebraic problem.P. l~uyben.
It(t)? Find this analytically".md initial conditions: y(l) lhal satisfies the differential equation d\ dt' 4 . Solve the dlllcrcntial equation: d\(O) dt d\(O) dt. A process input has the following Laplace transform: u(s) 2 ~ 6 C S \ S \Vhat is the lillle domain input.0 9.188 An Introduction to Laplace Transforms Chap. you may \vish usc the Euler identity cos (I){:::. Find the Laplace transform.(OJ 8.) d\" dl dl ' 2y 0 2 . 1/2 (ei'dl + eF'II).) 6. ttt):::. Sketch the time domain Input. Find the Laplace transform of the function . Find the tillle dornain solution yO) for the Laplace domain transfer function (\\'ilh ~ <: J): .7 5. u(sL o!' the following input function: 2 u(11 o o 10 20 35 7.1 \ (0) 2. 10. cos (flilll: 10 (I)! Although you can solve question:) using integration by pans.
and C such that the righthand side is equal to the lefthand side.I' + h C Find a common denominator for the righthand side: (. Derive the time domain solution y(l).I' + + h) =+ A s + a Ii (. .1'+ +b) A(s + a)(s + h) + B(s + h) + C(s+ (.I' + a)2 +. Consider Example 75. Derive the time domain solution yet) for the Laplace domain transfer function: +1 1)(T.I' + a)2(s + h) af then expand the numerator and solve for the coefficients A.'(TI'+I) " 13. for the Laplace domain transfer function: Y(s) = +1 . involving the following transfer function with repeated roots: (.s+l) 12.Student Exercises 189 Y(s) = . B. S(T"S' I + 2~TS + I) 11.
ag rVlodcls 190 .lvior of a nonlinear process \viLll tll<'ll of' a linear process \vitholll integratlng the nonlinear modeling cquaticllls. the reader should 11l1ck:rsland: 'fhe responses oj" firstorder systems to step and illJpubc inputs.:1I1sfcr fUllctions by apply'ing step input changes.TRANSFER FUNCTION ANALYSIS OF FIRSTORDER SYSTEMS 8 Arter studying this chapter. How to compare the longterm beh. "rile response of a lead/Jag IlH)c!C] to a step input. [ 82 Perspective Responses nf FirstOrder Systems l':xarnplcs of SdfJ{cgulmillg Processes B. The important scctiolls in this chapter arc: 8.5 Integrating Processes Lcwl[. flow chemical reactions change the tillle constant of a stirred tank. The responses of firstorder + ti!ll\>clcla)! models.. The behavior or all integrating procesc. HO\\ to estimate the par~HT1Clcrs o( firstorder and firstorder + tillledebl) lr.3 SA B.
The goal of this chapter is to illustrate the typical responses of firstorder models to step changes in inputs. we assume that the initial conditions arc y(O) ::. uU) must be specified to solve for y(t).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..2 Responses of First~Order Systems 191 8. including the best parameter values. Assume tbat there is no reaction. is in a ICedstream cntering a mixing lank. ~ k u where the parameters (T and k) and variables (y . ramp. we show how a standard first~ofdcr process model arises. A. Find the tallk outlet concentration as a function of time. Knowledge or these types of responses will allow an engineer to determine a good approximate model for the process.Y ~. and that the concentration of A has no effect on the density of the fluid (this is true for trace components ill water. 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.MPLE 8. for eXlIlnpk)..1 PERSPECTIVE One of the powers of theLaplace transform technique is the ease with which it handles heterogeneous (forced input) problems.. The input.2 RESPONSES OF FIRSTORDER SYSTEMS The equation for a linear first~order process T. In the next example.. 8. is generally written in the folIo\\ling form (8.Sec. . 8. U and the outputy afe functions of time.J. It is most uscftl1 when the models arc separate fronl the type of input imposed (step. The models that arc developed arc called tl'mqlerjl/I/('lioll models and will be llsed frequently in control system design. The process is operating at steadySlate.:lnd u) have the following nailles: T :::: time constant (units of time) process gain (units of output/input) input variable k y :::: output variable u The rllodel (8.1 A mixing tank Assume that a chemical compound.).: O.1 ) dy dt +.: 0 <mel u(O) ::. EXA. as shown in r"igure 8. Process engineers often learn ITlLlch about the behavior of a process by changing the inputs and seeing how the outputs respond. then tbe iHlct concelltration is suddenly changed to a llew value. based on measured data fronl the process. etc.
1 Mixing tank.It' ~v (C.Cs' It =: Ci .\ (X.C) F dt .) F _.) + (C.C) ~ (C.) . that the average amount of time that a molecule stays in the lank. . we can add this to (8. . we can solve for the initial steadystate concentration. or v d(C= S. so from (8. Overall Material Balance dV = F .2).\ I J. j~.V (C . Also.C.C. dC/dt = 0. Now. dC/elf = d(C . since FiV Cis + FIV C s ::::: 0.Cis Notice that the time constant in this case is simply the residence time of the tank. (X.F = 0 dt (from problem statement) Component Material Balance dVC ~ tit FCFC ' since V is constant de tit F v C. F C FIGURE 8. since C~ is a constant.C)/dt.192 F C Transfer Function Analysis of First~Order Systems Chap.2) we find: where Csis the steadystate tank outlet concentration and Cis is the steadystate tank inlet concentration. F. k= 1.C.2) First of all.v C ' F (X. and we can write: d( C .J .y:::: C. At steadystate.8 . _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ " ~~fPI .3.4) is identical to the firstorder equation: dy T+y=ku dt (X I) withr= VIF.4) Equation (8.
Sec.2 One nice thing about (8. when we have a complex system that is composed of a number of subsystems. In general terms. Taking the Laplace transform of (8.]) we find: Tis yes) .~Ierfimc[i()lI. if the process is initially at steadystate. then yeO) = 0 and lI(O) = O. . skipping several intermediate steps.6) is that it holds for any rirsHmJer process (with zero ini~ tial conclitions).5 ) Y(ll or. 8. You \vill often see a block diagram representation of Ut7) as shown in Figure 8. Ie TS + I lI(s) (8.2 g(s) Yes) Block diagram.2.6) yes) where: g(s) lI(s) Ie (8.yeO)] + yes) Ie lI(s) TS yes) + Y(s)c Ie lI(s) (n + J) Yes) .1 Step Inputs Themosi common input forcing function is the step input.7) g(s) (88) 'fhc reader should become familiar with this type or representation. /:(s) is known as a !ral1.U altimc I ~ O. asSUllle a step input of magnitude 6. Also. For this problem. We know that the Laplace transform of a step input is (from Chapter 7): LIMII M! s (8.9) V(s) 1 FIGlJRE 8. 8. Once we know u(t). We will sec later that block diagrams and transfer functions arc easy [0 work with. g(s) is a firstorder transfer fUllction.we have not had to usc any knowledge (yet) about the input u as a fUllction of time. In this specific case. we can directly write the deviation variable Illodel directly from the physical model. since deviation variables arc defined on the basis of a steady~st:ate operating condition. Before we deal with such systems.c k U(s) which is most commonly written: (8. we will first understand the behavior of firstorder systems to different types of inputs.2 Responses of FirstOrder Systems 193 Notice that for linear systems. we can usc Laplace transforms to find U(s) to solve the problem.
6) as: Y(S) = 'IS k ill) +1 s (8.11) is then: I [.25 Ihmol/ftJ .. Consider a step change in inlet concentration from 1. 8 S0 " 00 00 ill 5 I 0. and we can then write (8.13) by k!1U to obtain the dimensionless output: (8..4 0. by dividing (8.13) Notice that we can represent the solution of (8. using a partial fraction expansion): L and the solution to (8.3 Dimensionless output step response of a firstorder process.' 'I'] (812) y(t) = k"...11 ) Y(s) = k!W S(TS + I) From the table of Laplace transforms in Chapter 7 (the reader should be able to derive this result...:: 5 ft\ F:..25 UHno]/ft J to] . Theil: . and the steady~state concentration (inlet and olltlet) is 1.2 0 0 _~_~_~l _ I I~~IT I I I I I I I I I I I I 111 I I I I I I I I I I I I C 0 ·w E '5 ill c rlr I I I I I I 1 I I I I TI I I rlr1I I 2 Vlau 3 4 5 FIGURE 8.'~.13) with a single plot.6 0.'" ~.8 0.14) is shown in Figure 8.14) A plot of (8.U[Ie (8.10) (8.194 Transfer Function Analysis of FirstOrder Systems Chap.:: 1 f(\/min..75Ibmol/ft J . S(TS I] + 1) = 1_ 1''. I 'X.. where we have used fIT as a dimensionless time.3. As a numerical example. consider the case where V:..
Sec. 8.2
Responses of FirstOrder Systems
195
U(s)
~
!>.if
s
1
~
0.5 s
0.5 I s
(illl(t) ~ J .75 ~ 1.25 ~ 0.5 Ibll1ol/ll')
(8.15)
Y(s) .~
5s
+
which has the time domain solution:
y(l) ~ 0.5 [1 ~ e '/5/
(8.16)
Since we desire to find the actual concentration, we can convert back to the physical variables, froHl the relationship:
y
and (8.17) can be written:
~
C
~
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
~ 0
f'
1.5 1.4 1.3
0
.0
E
G
5
10
I(min)
15
20
25
}i'IGUU.E 8.4
Transient response of mixing tank.
PARAMETER ESTIMATION FOR FIRSTORDER PROCESSES
H.cturning to the general model for a firstorder process, we sec that tllcrc arc two parameters of interest the process gain and the process time constanl.
yet) == kMJ [I  c ';'1
tests
Oil
(813)
Process engineers often find process gains and time conslanls by performing step processes.
196
Transfer Function Analysis of FirstOrder Systems
Chap. 8
GAIN ESTIMATION
\VL' ';l'l' 1'rOn] (0.1+) thaI :lftCI termined:
I»
T. the eli, ternl approachc" O. 'fhe \aluc or t:. can he de\(1) as I ) (large)
k..
lililt
=
::,.C
it
(~I'J)
ie.,. the pn)("cs" gain ie., thL' clldllgC in output {as it appnwcl1('" \id('d hy the c1wngl' ill illpLll.
nC\\ stead\ stall') di
TIME CONSTANT ESTIMATION
\\\' CIJl find lhe time CUllst,lllt for '1 firs!(mkr prucc\s in the folhl\\'ing LlShioll. Apply a "tep input to the process aL [;:::: O. From O';.I..J.). we set' that y(l) goes to a \(due of k.::"Ll as r"7 \\'lll'Il the timc is l'qual to lhe time COlhlanl (f;;;; ,j. from (S 13):
,YO.
I
(I)
UU [I
(' 'I = O.67,2k::"U
l!Jdl is. the lime constant cail he dClCl"Illilll'd
h.1.~(,1
l:i~lll'C
of the ultimate
1'i.'''pOIlSC (I1CW
hy finding thl' [inll' where thl' output. 1'(Tl. IS at \It'ad> \«ltC) 'fhi" rule is al\o O)WiOllS b> 1()O~in~;l1
S.3: \\hCll/I.:::: I,
\(lllk~L!:::: O.6.r2.
You "Iwuld 1)(' ('~Hd\tI. Ik'l';HIS(' t11l'; is onl) trllc fur firsl un!.:'r jll\)(\:>SI.:''' \Iith \I<:'p Illput at I ::;: U,
Ill)
tillll'lkl;l) ~Illd :1
If
till' PI'UCl'S\ j" \ccolld·unlct PI" the
input is
11111 a
Sll'll
Ch;lll,~L, elL:..
thi" 6.\.2 1,;
\alul' \\ill nul hc currcct
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
till'
c"tinl(llil1~ the tilllc COllstant is to rcnli/c tl1<lt the initial slope 01 output step response for a I'jrsturdcr Im1ce;.,s is k~l{h. as "how!1 \x'](1\\. 'raking the cit' ri\,lti\t' of (S.13):
All allnnali\T Illethod
or
dl(1)
k::"( .
7
ill
and l'\alllatillg at (:::: O. we find
[,'
ilql
II)
ill
Sec. 8.2
Responses of FirstOrder Systems
197
'5 Q. '5
0
"' "' C
ill
0.6 0.4 0.2 0 0
'ii;
0
c
ill
E '6
2
tltau
3
4
5
FIGURE 8.5 Slope method for time constant estimation (dimensionless output;;;; ylk!1u).
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
Parameter Estimation of a FirstOrder Procc"is
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;
Q.
54 53 52 51 50 0
5
10
time, min
'5
'5
0
Q.
15
20
25
FIGURE 8.6
Slope method for time constant estimation.
198
Transfer Function Analysis of FirstOrder Systems
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'
\\,<1Y is to find thl' time where the output change is
6_~2(;'i
(If tht' rinal ch;lI1gc. I'hi:,> occurs v.. hen
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
C:nnsidcr a fir:;torder process \vith an impulse input of magnitude A. The tran:;form of a unit impulse (0) is 1. so L[A0]:::= A. The first order Laplace domain respomc is:
Y(s)
.~
TS
k
+ I
U(s)
. .
kA
cc
is
+
(820)
the linK domain response is:
\,(1)
kA c
i
(821 )
Dividing by kit \ve find the dimc.nsionlcs:; OUq1ul respollse shO\\'n ill the 1"igUl\~ 8,7 belo\\. The prime characteristic of a firstorder :;),':;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 0.4
c 0
c
~
~
w E D
0.2
0
0
2
3
4
5
t/tau
FIGURE 8.7 [lnpulse Response for output is \'(f)/k.·\.
it
firstorder process. The dimensionless
Sec. 8.2
Responses of FirstOrder Systems
19U
EXA~ilI'I>E8.3(:0,n')""isonI"'hnpn'sc' ,,ndI',,tsc~npllts'~~~~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{"
j
1 1 .
o
FIGURE 8.8
Frolll Chapter 7 we find that:
Pulse jnpuL
I
U(s) ~
!:111 [I  e s
"'I
So, the output for a firsHmJer process with unit gain, is:
yes) yes)
llu
S
11
D.ll
e li,"'j
TS
I
=
+1 !lll e (,.'
s(Tsf
I)
s(Tsf I)
which has the timedomain solution (Chapter 7):
1'(1)
co
£'." [I  e 'I']  £'." [I  e
11'
(H)h]
11(IXpulse)
(8.22)
where fl(t)::: 0 for l < '" nnd I for t 2 The i rnpuJ sc response i,~:
and the total input applied over the If! lillle units is !:if( fV
yet)
The pulse and impulse responses are compared in Figure 8.9 for
1!
(impulse)
tf'::;:;
(8.231
.:0:
O. IT and A
1.
0.8 :; 0.6
'i
0.4
'!: 02 ;
i ,
o
".
2
Vlau
o
3
4
5
FIGURE 8.9
responses,
Comparison of pulse (dashed, tp
.:0:
O.1T) and impulse (solid)
200
Transfer Function Analysis of FirstOrder Systems
Chap, 8
8,3
EXAMPLES OF SELF·REGULATING PROCESSES
The standard firstorder rnodel presented in the previous section is a typical scirrcglllat~ ing process. If the input is changed to another value. the output eventually comes to a Ile\\'
steadystate. Contrast this "vilh \lonselfregulating systems \vhcrc the output continues
10
change forC\'cr after a step input change. Selfregulating hehavior is shown by the systems
presented in the following example. One key idea to nntc is that a chemical reaction
changes the time constant of a standard mixing 1,mk model.
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\ (
cit
\\'hcrc f:. j ie; the rcadlr1!1 r;llc constant.
FC,
SlllCC
F(
F, \'
V
Je; c()n.~1;1ll1
dC rtt
and wc
(',Ill
\'
r(
calculate the "ready "ratc concentration" from dC/ilr,,, 0
I' V I I'
Thl' dnialinn "ariahle form uf our
d((
d)narnil~
nwdc! ic;
,I
df
OJ
l
1 k.;
V
r
d( (
~
(
(It
IC
~
(,)
~
I 1 I I'
(C~c,,)
(S.27)
'\!2<l1Jl. Uh"l'J"\l' Lhal Lhi~ i~ silllply a firstorder ODE \\ith:
\'
I
;]llt!
I
V
C
~
F
1
"' r k,
and
11
F I'
I,
I'
I
C 1\1
r
\
r k)
C
C
~
(
Sec. 8.3
Examples of SelfRegulating Processes
201
,mel thCldOlC, we know the soluuon tOJ d step change IllIllJet cOllccnlldllOn dt I:::: 0
I
stilled ldnk wIth ICdcllOll ,Ile less thdll those to! d stilled !dllk WIthout lCdC!1{)/l TillS means tlMI dB 1Iliel composltlon chdllgC has d L1S(CI dy nalHlC eltcelIll a system \Vah ChCI1llCdl lCdClltHl 'Ihlll III d system With Just mlXll1g
<1
~~~~
Notlcc IhM the gdlllS and tlme consldnls 10]
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 secondorder reaction term.
EXAiVlPLE 8.5
A CSTR "dtll a SecondOrder Reaction
Hcre we cxtend the previous examplc to include a secondorder 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/
FC, FCk, VC'
(B.2B)
where k2 IS the reaction rate constant. Since V is constant,
dC
d/
,md we can calculate the steadystate concentrations from dC/rtf;:;;o 0
(B.2~)
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
de
"II.
(C  C,)
.<\
+iill. (C,~ C,J
dC'.H
to find that:
/'
I
d(CCJ+(C d/
CJ
V
F+ ,C) ( V 2k ,,
2 k,
C,)
(C,
C,J
(B.J I)
202
.'\gam.
\Vt'
Transfer Function Analysis of FirstOrder Systems
kl\c a firstonJer. linear relationship. \\lhen::,:
Chap,8
prucess grlln
,
/

I'
2" C,
\,
/,J
I'
I
time COnsli\nt
I (I
( I t lk, C ') I' ",
      ,~~~
SUllllllarizin§!. the pmCll1lcters for each of the previolls cxalnplcs arc shown in Table R.],
"fA BI.E S.I
Summary of Pannll('ters from Examples
~~
t,x.0.1
Lx.. K.4
\'Jixing Tank
No Rxn
PnlCCY';
CSTR FirstOrder Rxn
I
\'
Ex. S.5 CSTR Secolld()rder Rxn
Crain. k
F
\'
,
I
Prnccss Time
(~onslal1L
\'
..
I
\'
I
F 1;1
EX.\:\IPLE 8.6
Here
\\'l'
A Numerical Stud.v of Examples Sol, 8.4. 8.5
will perform a numerical study. using the following values'
\'
,
( ('
(
F
." min
o.~ min I O.J2 1'1' lhlllOl I min
AJJ case"
(S1'R with firstmdt'l RXII
1
k,
C"
1.25 Ih11101
foll()\\'ill~
n
steady
sldll!
CSTR with sccundordcr Rxn All cases concentratiollS: Ivlixinp tank with no Rxtl CSTR with firstOHler Rxn (STl~ \Vilh sCC\llIdonkr Rxn
r1WIl. \\C l'<Hl calculate the
,
1.25 Ihrnol fr,' 0.625 IhllHlI rt 0.625 lbll)o! 1'r"'
Sec. 8.3
Examp les of SelfRe gulating Process es
203
CSTR
SecondOrder RXll
Mixing Tank
No Rxn
Process Gain. k Process Time Constan t,
CSTR FirstOr der Rxn
0.5 2.5
I
T
(min)
5
0.5 2.5
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 ft3 at t::;: O. Recall that the solution for a fifst~order system with it step input change of magnitu de A is:
Y(I)
und since our solution is For the mixing tank r"or the CSTR with firstord er Rxn For tile CS'fR with secondo rder Rxn
kA [J  e'hl
y(t) , C(t)  C, C(t) ~ C, +kA
C(t) ~ 1.25
II
_e'h]
(8.32) (8}3) (8.34)
+
0.5 [I 
e,j']
C(I)
e(r)
0.625
+ 0.25 [I  e ,j' 5]
 c 1/).51 (8.35) Notice that solution s for the 11lixing tank (8.33) and the CSTR with firstord er Rxn (8.34) are exact because these systems arc inherent ly linear. The solution to the CSTR with secondo 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 longter m rc
= 0.625 + 0.25 [I
0.9
linear
t)
0.8
nonlinear
0.7
0.6
o
5
10
t(min)
15
20
FIGUR E S.lO Reactor concentr ation responsc to conccntr ation, for a secondo rder reaction.
it
step iucrca,se in inlet
7
204
Transfer Function Analysis of FirstOrder Systems
Chap. 8
spO!1se of the lincar model deviates significantly from the nonlinear model. Indeed, we can cal" culatc the longterm response without doillg any lllllllcricaJ integration, as showll below,
Lim'ar Model (8.35) as {>= Nonlinear rVlodel (8.30) as
!'V'C)
C("j
~
0.625 + 0.25
F F
~
O.S750
C~ + \lk, e',
Vk~ (
o
0
C; t 0.625 C,  0.625( 1.75)
'filc solution that makes physical sense is:
C(,,) ~ 0.7790
InF;x<llllple X.6 we were able to find the new steadystate 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 steadystatc, thcn again to find thc final stcadystate after a new input change.
EXA:VlPLE 8.7
First Order + Dcadtimc
l'hc most common rnodel for process control studies is known as a firstorder + dcadtilllc process 11l0dcL and is written in the following form
T
dt I ."
=
k u(t , 0)
II
(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.
lind the
OLlt~
F
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
Self~Regulatjng Processes
205
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
dl
V C , V q(t)
F F
F
F
which can be written:
( ..~ 
1("
cit
V
C
+
V
Cit  0)
I
which is equivalent to (8.36) when written in dcviat'lon variable form, where:
c,
Taking the Laplace transform of (8.36) we find:
Tis
V
'j=
F
Vis)  y(O) I + Vis) ~ k
TS V(s)
CO"
+ Y(s)
0_ k e
0,
U(s) U(s)
(X.37)
(TS
+ I) Vis)  k eO' U(s)
k e°l'
which is most commonly written:
Vis) or,
'is l I
Vis)
(X.3X)
Vis) ~ Mil) Vis)
k
C fl ,
(X.39)
where:
K(S) 
TS
+
I
(X.40)
Assume a step input of magnitude flu at time t::;;:; O. We know that:
L IClu] and we can then write (8.38) as:
Y(s) ~
TS
Clu
s
(XAI)
keos 0/1 , I s
(XA2)
Vis) Vis)
~
kou
elf,
S(TS + I)
Mu c'"
(XA3)
~
[Is ~
T
'TS
+ .
,,] 1
(XA4)
206
Transfer Function Analysis of FirstOrder Systems
Chap. 8
I'{t)
()
fOJ
U
H
,It I
Id" [I
1.II"j
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
5
10
15
20
25
FHiCRE K12
Sl<:.'P input
~.lll::;:
r,~C\Plill\C of a fit'\tordn
+ dC:llllill1l' 15
tilllL' lJlllhlll1nl!c'l[u a
0,
8.4
INTEGRATING PROCESSES
'rhe P1T\ioLiS e\~l!llplcs were for sclrre,~ula[il1g proCCSSL:", If ,Ill input changed. [!lC)] Illl' pnJCc"" output camc [0 a Ill'\\ Slc<ldystalc, Another L~OIT11TlO!l cheJ1ljc;lI proccs:, is [he in(('gr,Hing proccss, a;; ;;!lo\\'11 in thc cxample hc](m.
EXA \IPI.E X,X
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("(lsssectiolwl ;nC,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 ....
:.53) and Taking the inverse Laplace transform: yes) ~ k Liu (8. ~ k U(s) k s yes) U(s) (852) Using the notation D.I" Taking Laplace transforms. ~ E':. (8. !I(O) So we can write (8.) A ( E' • " ~f) m (8.57) . (8.56) Substituting hack for the physical variables.49) which has the form: (~Y dt ku (8.51) as: s yes) Of.4 Integrating Processes dV 207 cit ~ P.~) ~ (P.Sec. Assuming a constant crosssectional area: d1l dt (8. P..U for tllC magnitude of the step increase: U(s) ~ Lll/ s (8. y(O):.::: O. and V is the tank volume. where yeO) ~ h(O) ..I.46) where F j and F o arc the inlet and outlet flowratcs.:.:. starting from a stcadyslate. To satisfy steadyslate relationships Fis form: Fps ' so we can 1 L1SC the following deviation variable • d(h '.. we find: sY(s) ~ yeO) k U(s) (851 ) hI'.47) :. Ii ~ hI' k:.48) For simplicity.50) where y:. 1//\ and 1/:.55) (8. dl hJ l.. 8.hI" Assuming that we are.:: Pi ~ Pi. lei's assume that d(h ~ is constant.. then: dl ~ J(F~F)' A I (\ (8.k Lll/I (8.54) V(I) ~ L'[Y(s)] ~ L y(i) kilnl .
igurc 8.h I .. 8. I j. i\ plot of tank height versus time is slwwn in r.5 LEADLAG MODELS Some dyuarnic systems..:J.. the tank \vill overflo\\' at II :O(j pm.52) t11at the process transfer fUllction has a pole at s .208 nr.IT 10 9 8 " S 7 6 5 4 0 100 200 300 time (min) 400 500 600 FIGL'RE 8.13 Intcgmtillg .." _. Transfer Function Analysis of FirstOrder Systems I II Chap. j Notice in equation (8. 8 h.::: I () I"t ( lOft 100 ft' 4 ft) .system. .I i. \ (6~5)n/mjIl 60n ruinutcs 10 hnms Since the step change was madc at I :00 pm.F I ' (6 ~ 5) ai/min 1t=.::: O. particularly involved \vith process controL have the follO\ving fonn for a lrallSfcr fUllction modcl: Y(s) Consider a slt'p input change k" T S I.r" + 1 U(s) or magnitude t111 ' .ft 100 ft' [ Solving for Ii . This is a characteristic oj" an integrating system.
but it often arises in control system design.5 LeadLag for 'd = 5 Various values of 'n Y kt>.14.~~) e '/'J ! (8.58).60) A plot of (8.14 Lead/lag response.5 1 0 0.5 5 2.59) The reader should find that time domain response is (see student exercise II) )'(1) ~ k c.1 Simulating Lead/Lag Transfer Functions We have derived the step response for a IcadlIag transfer function. 8.u [ 1 (I . + I All + I s (8.5.5 1 0 5 5 10 15 20 25 FIGURE 8. while if 'III < 'T d > the immediate increase in the Olltput is less than the ullimatc steadystate increase.61 ) 2 10 1. so that a general simulation package can be used to integrate the corresponding ordinary differential equation. 8. This transfer function does not usually arise in the modeling of a physical system. Our desire in this section is to show how to convert a lead/Jag transfer function to statespace form.60) is shown in Figure 8. Multiplying through by the denominator term in (8. Notice if 'Til> T d the immediate in~ crease in the OlItput is greater than the ultimate steadystate increase. for kAu :::: I.5 Lead·Lag Models TIlS 209 Y(s) ~ k 7.u 0.5 I 7. . we find: (T.Sec.t' + 1) Y(s) ~ (T"S + 1) 1I(s) (8./'.
l! the righthand side of (8.6.1\'e the standard slalespace !"orm: x=cAx ex 1I11 Du except that (8.\llsfer function fu rill . \'1t' call Lake the c!cl"j\aLi\t' oj 18.i see lhat wc h. so: . : ) 1<1 II (S J}<)I I...(5) with rcspccIlO lIl1h...tI conditions of aJI \'ari.68) and (8.65) tu find r as a function 01 . the illiti. abies \\('fC.11'(' CUI1\t<ulh.\ + rI ".!'isul1ll'd to he I(TO.J)..681 \\'hich \\(': substitute intI) (X./\ I. tu ohtain r = (8.661 Suhstitutill. Our gual Jl{)\\ is tn ddinc a !lC\V variahle that .i\ i.::: j(x). . " til f Y !! We canllol sohc (XJd) 11) using a gc'ncra] purP{hC integrator. ..67) to find: dr dr and \\l'  ~ .' dr <II T ! dt rill .apL\cc trallsl'orm relationships.illow LIS to usc' ..\(II))! \ .t (lud to find: '11 .h:"1 and "incc './I (X. dl (8.'ill .<I!! '/I "dt !!(II)) !! and we KllO\\ that to obtain the tr.<1\ 'j "dr . 8 the I.671 t\\l\\." .llur Rl'arrangc (:\.210 '~illg Transfer Function Analysis of FirstOrder Systems Chap. _ (.66) for the Icftiwild sidc of (8.691 consist of scalars: .r.\' !! (x 61! T.I standard intci2r. wc find: \ tII (S. because it j" not in the "tall LIard forlll uf dr/dl .63) [0 rind: ill' 'II (111 dr = . \\c must soh'C (8. _ (.
n) by applying a known step input to the process and observing the response.70) y=cx+du where a= T" C (8. At 4:00 pm. For firstorder and firstorder + timedelay transfer functions. andleadllag. Consider a water storage tank with inlet and outlet streams that can be illdepen~ dently adjusted. At 1 ::::. STUDENT EXERCISES 1. you are attempting to estimate the model parameters for a process that you believe is firstorder (with no deacltime).Student Exercises 211 dx dt cc=aX+bll (X. so that Fi(f) ::::.71) can be used within the context o1'a block diagram. The initial height of water in the lank is 4 I't and the height of the tank is J 0 1'1.70) and (8.and higherorder systems. We found that stilTed lank chemical reactors arc linear firstorder processes. Initially. What is the time COllstant of the process? 2. of its final change.71 ) h d Td (I Tn T" Td )  ~d We wilJ sec in Chapter II how (8. integrating. firstorder + deadtime.0 a ramp increase in the inlet flowrate is made. s. you lnake a step input change to the process. The storage tank has a crosssectional area of 100 1'f2. As a process engineer. SUMMARY 'We have studied the response of a number of processes that have denominators of transfer function models that arc firstorder in the Laplace variable. the flow in is equal to the flow out.{.. Firstorder + tirnedclay models arc commonly used in control system design. we disclissed how to e!ilimatc the parameters (which always have units associated with theJ.5 + 0. the process output has reached 8(v. as long as they have firstorder kinetics (or no reaction) and the input 1'lowrate is not changing. . Most chelnical processes can be represented by a cascade of these types or modes.251 where the nowrate units are nJ/rnin. The systenls were: firstorder. which is 5 ft:'ljlnin. In lhe next chapter we study the transient response behavior of seconcl. At 3:00 pm.
and a stirred tanK reactor with firstorder kinetics. She finds that the output i" tHY>. or tlllli. Perform a numerical study'.'statc conc(':l1tration as the firstorder kinctic modeL 5. .212 Transfer Function Analysis of FirstOrder Systems Chap 8 Hm\' long docs it take the tank to overlhm"? Solve using Laplace transforms. \\. As the process engineer for an operating ullil ill a process plant.'.10 pnl I ::')9 pill 2:00 pm 2: 10 pill 2:.duc of J 2()"F.IS a measured variable. the rate of reactioll per unit volume is a constant (a feroorder Kinetic pararnell'r) that does not depend on concentration.\" I '. After the steam f]O\'vTatc is increased from 1000 lb/hr to lion Ib/hr (quickJy).:15 pm IIIO"! IOO"! IIIO''!' I OO"!' IIIII"F 9j f T: atter 5:00 pm (i) 90"F What is the deadt]mc for this process (show ullits)" (ii) WhaL is the tinlc constant for this pnKcss (sho\\' unit. 0) Find the process gain (show ulliIS). A process operator rnakes a step change on an input variable at 2:00 pIll and discu\. YULl beliCH' Lbat this is a fir"L order + dcadtirnc process.5. lhe process fluid temperature changes from I O(tr~' (the initiaJ steadystate) to 11 O"F in 30 [ninutes. You have a discussion \vitb the operator about a process (w'hieh . you are trying to g('t a "feel" for the dynamic characteristics of a particular process. related to ExamplL' X. Compare this model with that of a stirred tank mixer.ers no output response is observcd until aflcr 2.ynt! feel is J"irslorderJ that uses stealll f]owratc as all input variable. (ii) Find the process time constant (show units). by finding the 7eroorder paramcter thal yields the sanK' slcad. Consider a chemical reactor that has fernorder kinetics.'rile a eli/Terential equation \vllich corresponds to the following inputolltput transI \(s) k Tn.niahlt' (orlll hy: dy <II \\'here: fer function rclatioJlshirJ: III I) (l [ 3.' JI1put 2001h/hr cOO lh/hr 200lb/hr 225 Ib/1lr 225lh/hr 2251h/hr 225 Ib/1l1 output 1:00pm I: .s)"? (iii) What is the process gain (sho\\' units)"? 6. that is.: the way to its final steadystate aL 2:4::1 pm...10 p111. ()bti.lin a general CXjJl'cssioll for SystClllS llJO(ll'lcd in Lin iatic)11 \ .jS I I II(S) 4.. The temperature e\Tlltual1y renches a ne\\' steadystate \'. and process ternpcralurc ..
I F. F I ::::: 1 m3/min.Student Exercises 213 7. Plot both the input and the outpul. Consider a step increase of C to 1.1. Find the response in C 3 to this change. c. IO.e' I')r t > 0 The process transfer function is: g(s) 2. Consider the mixing process shown below. . Find the statespace model and the transfer function representing this system.15 hour periods. where the additional I m3 is added over 0.) b. F C. and V::::: 10 !TI 3 . Compare this with several pulse responses. Compari. y(f). 3.0. (Hint: Write a dynamic balance around the tank and a static balance around the mixing point (after the tank outlet). Consider a chemical reactor where a step change in coolant flow rate frolll 10 gal/Inin to 12 gal/min (at t::::. C3 9. and assume that the flow out of the tank is a linear function of the height of liquid in the tank.05.5 12s + Find the time domain output. where a portion of the feed stream bypasses the mixing tank. and 0. 0) causes the change in reactor temperature shown in the figure below. Find the impulse response of tank height if 1 m 3 (in addition to the constant steadystate flow) is instantanollsly dumped in the tank.wm qllmpulse and Pulse Re.s])(JIlses. Cr: : : I kgmollm3. Use deviation variable form. C. At::::: 1 m 2 . F. Consider a tank with constant crosssectional area. 8. A process input is: u(t)=O !')rt<O u(t) = ! . Let F::::: 2 m3/min. respectively.5 kgmollm 3 . if the input is Cj. Show that the process has a lead/lag transfer function. c.and the output is C\. 'The steadystate values of tank height and flowrate are I meter and 1 m3/hr.
214 155 150 Transfer Function Analysis of FirstOrder Systems Chap.) T. minutes E 2' ci 80 100 120 I"inel the gain.S u.t'. For step response of the lead/lag transfer function: Y(s) = k Show that time domain response is v( + T. + s I) = k "" [I _ .. . U.. lime constant.j.. (I _T. "0 '" ill 145 140 135 130 0 20 40 60 time. and timedelay for this system..
the reader should be able to: Understand the dynamic behavior of sccond~ordcr systems. • Usc the Padc approximation for timedelays. • Understand how to simulate transfer function models using ODE solvers that require sets of fiL':'Iordcr ODEs. • Usc theMATLAB routine tf2ss to convert from transfer funclion to statespace fOrln.4 9.2 9. The 1l1.6 Pade Approximation for Deadtimc Converting the Transfer l'\mclionModel to StateSpace Form MATLABRoutines for Step and Impulse Response 215 .3 Responses of SecondOrder Systems SecondOrder Systems with Numerator Dynamics The Effect of PoleZero IJlCations on System Step Respollses 9.TRANSFER FUNCTION ANALYSIS OF HIGHERORDER SYSTEMS 9 After studying this chapter. Usc the MATLAB routines step and impulse. Understand the effect of poles and zeros on the response for higherorder systems.\jor sections are: 9.5 9. Understand the concept of inverse response.1 9.
/lrSHJI"dc!" systems was studied in Chapter R. We discussed in Chapter () that single nth order ODEs do not naturally arise in chemical processes./.Fol a given secondorder ODE.l) or (9. thcll generalize our results to higheronler systems.) gCllerally m'ist's by changing a set of t\)".. "'. V.'o first~()rder equations (statespace model) to a single secondorder equ.ic first study secondorder s)'ste111s. 9 The dYJ1atnic behavior of. gain (units of output/input) damping factor (dimensionless) natural period (units of time) . that is .1 ) This is UftC.:0 T :::0. Assuming initial conditions arc zero.1 RESPONSES OF SECONDORDER SYSTEMS Consider a linear secondorder ()I)E.21 * 0): (/. The secondorder model shmvn in (l). \Ve . T' (ill 2'7 (/. an k h ali where the parameters arc: k ( :::0. find: (9.216 Transfer Function Analysis of HigherOrder Systems Chap."(0) :::: O. Taking the Laplace transform of (9.2.IY(.21: T' lv' Y(v) ~ sv(O)i.I) ~ v(O)] + Y(s) Vie kU(v) \vhere Y(s) indicates the Laplace transformed variablc. \ve present results for higherorder systems and shmv I1mv to usc standard nutlll'l"ical integration routines for tinlc domain sirllulation of these ITHldcls. .. In this chapter.dc h II( I) (9.Il \vrittcn in the form: nT dr \vhcrc (obviollsly o() (h !r~kll(l) (9. with constant parameters: (ty 1. there are all infinite numher of scts of two firSlnrdcr (statc~ space) models that arc equivalellt.3) Y(v) \vhich can he represented as: Y(I) cc g(s) U(s) S T'he choruC!crisfi( cquariol/ of the secondorder transfer function is T~S~ + 2~T can find the roots (also known as the poles) by Llsing the quadratic formula: + 1.(O)] + 2CT I.ltioll.\'(0)::: . 9.
. since we assumed that We sec immediately from (9.. the system is stable (the roots arc less than zero.1 Case Responses of SecondOrder Systems 217 Characteristic Behavior of Sc('()nd~Ontel'Transfer Functions Damping ['actor Pole Location 2 real. we can see that the two roots will be rcal and distinct. (:ASE 1 T Ovcrdamped (t Since :> 0.4T2 fJi= 2T 2 (9.g) we find: 1'.. !>u/s): Yes) ~. We btctor the polynomial T 2S 2 + 2'TS + 1 into the following form..T V\:2_ I (9.. .5) (9..1.1 TAHLE 9.: 0) arc.6) T . equal poles 2 cOInp]cx conjugate poles Characteristic Behavior I II III ovcrdumped critically damped underdamped . (iT + V((' 1)/T which gives the following value for the first time constant: . 9. Also.5). _ .6) and (9.1 Step Responses Now. I T The following analysis assumes that ~ > 0 and T > O. the system is stable.8) that the poles (values of s where the polynomial. (98) '> ~" 1) 1. (9..2\: TJ \/4\:'T2 . liT.9) from (9. This implies that the real portions of PI ancljJ z arc negative and. since we are assured that \/~2~J< ').7) where Llu represents the magnitude of the step change.Sec. fJ 2 ~ \: T + \: 27 2 ·1 _. TT k + 2\:TS . 1'. (9. ~ . we consider the dynamic response of secondorder systems to step inputs (U(s) :::.1. therefore..4) which yields the following values for the roots: 1'.. distinct poles 2 real. \: T v\:' . The three possible cases arc shown in Table 9. 9. !>u + I s (9.
. Thi:.Tile: .here " unll (  1'1(' ft). .:1) 2\ Oi"' \Ve call derivc (sec student excrcisc la) the fuIIO\\'ing solution 1'01 step ["eSpll!1SeS ()fllVenlalllpcd SystClllS fhcnlmnpl'cl. S> ] " c T T If f) v. we can divide hy k":'l1 to develop a dimensionless UUlpUL Also.IS donc III Figure 9. as discllssed ncxt.2 Various values 01 damping factor o o FIGLRE 9. \vhich includes the critically damped l:asc.onse of a secondorder rller"damped system.10) /\hu. I5) and \ T.S).12 ) \\'e call \.. I. The critIcally dampl'd . \los( chcmical processes t'xhihit ovcnJalllped behavior. 0.5 0. the dimctl\ioliJcss timc is th and we can plu( Cllr\'es f(n dimellsionless outPUl as a fUllction of i.step l'eSpUIlSC is also ..1 5 10 t/lau i5 Step ''''I.' T \\lllCh lead to the relatiollships T1 " (i).6 1.ShUV. Nlltc thaL as in thl' case llf firstorder systems.1 (curn: with ~:::: I).8 0.(  I (9.\ 2~ TS ·t (9. 1. \\l~ find lhe :ccond pole _ \ ~c which gin:::.the following \allle fur the second time cunstantT (911 ) r\panding the rlghthand side of (9. T.rl ill ['igurc 9.
.5) and (9.. (t < 1) [Complex poles 1 V(I) := k!:l. then output response has a nonzero slope at the linle of the stcpinput. ~I T T which is wriUcn in terms of the real and imaginary contributions: P=(X±jf3 where: ex = T ~ f) ~ T We can derive the following step response for all undcrdamped system (sec student exercise I): lJndcnJampcd. ~ := I [Repeated polesl (9. we find that the poles are complex: fJ= .in (I3t + <I')) (9.16) Notice that the main difference between overdampcd (or critically damped) step responses and firstorder step responses is that the secondorder step responses have an "S" shape with a rnaximum slope at an inflection point. If the relative order is I.1 Responses of SecondOrder Systems 219 CASI: 2 Critically Damped (~ = I) The transition between ovcrdampcd and underdmnpcd is known as critically damped.6). We can derive the following for the step response of a critically damped system (see student exercise I b) Critically (hlmpcd. the step response of a system wilh a relative order greater than I has a zero slope at the time of the step input. The relative order is the difference betwccn the orders of the numcralor and denominator polynomials. The initial behavior for a step change is rcally dictated hy the relative order of the system.. whereas the firstorder responses have their maximum slope initially. CASE 3 For Undcrdamped (~ < 1) S <: l. . from (9.17) where f) = V'( <I' = tan I ~ .Sec.u (I T (' (1(. 9.
we can produce the plot shown in Figure 9.. \ ./ • • )/ 0. it A number of insights call be obtained from r.\ 1/ \ / · i 0. We use these insights to interpret po1cl7.[( + jV(I(')! T . the ratio of the imaginary portion to the real portion of the pole is: imaginary real S As the imaginary/real ratio gets larger the response hecomes more oscillatory.ero plots in Section 9.2 Step response of a secondorder undcrdampccl system as function of the damping factor (0.2 and an analysis of the step response equations.4 / /:~ . As the real portion becomes larger in magnitude (more negative) the response becomes faster. dividing by kD.\\ //og 75'\>" '/..2. For S < I. 2nd order underdamped 1. .4 t.2 t o 2 4 • • o 6 Utau 8 10 12 14 FIGURE 9. for smaller S.2 / I?': .6 1.6 ! / .varia JS values 0 I factor 1. 9 Again. .220 Transfer Function Analysis of HigherOrder Systems Chap.lI. the respollse is more oscil1atory.0 \ / /.igure 9. . i 08 0...3. " . _ I Observe that.. Notice that the poles for the secondorder SystCll1 can be wrillen: P . . We also notice that a decreasing T corresponds to a larger negative value for the real portion.
2 Underdamped Step Response Characteristics The following C0111mon measures of underdampcd secondorder step responses arc shown on r7 igurc 9.1. (4) decay ratio. EXI\l\.3 Step response characteristics of undcrdamped secondorder processes. The timc required to reach the first peak.GENHARIA BIBLIOTECA . (5) period of oscilJa· tion. A h/a ratio of 1/4 is commonly called "quarter wavc damping". subject to a ullit step (L\. (3) overshoot. 4s"1 0. Notice that there arc an infinite number of peaks. as shown in the figure. The amount of timc it takes to first reach the new steadystate value. Decay ratio.u ::::: 1) input change (assume time units arc minutes): g(s) ~ . (2) timc to first peak.Sec.3 and defined below: (I) risc timc. . Time to jirst peak. The tilnc betwecn successive peaks. (6) value of yet) at the peak time. 9.lPLE 9. (4) decay ratio.1 Undcrdampcd SecondOrder System Consider the following transfer function. Usually expressed as the overshoot ratio. (2) time to first peak. Overshoot. Rise lime.oscillation j period of • % FIGURE 9. b decay mIlO =  overshoot ratio = Time 9.2 to estimate these values. The following example shows how to usc Figure 9. ESCOLA Dc H. A measure of how rapidly the oscillations are decreasing. The distance between the first peak and the new steadystate. (3) overshoot.8s 5 + I Find the (1) rise time.1 Responses of Second~Order Systems 221 time to first peak l c rise time I. (5) period of oscillation. Period (d'osc'illation.
.h rninutt's.. so is'~ II"::::. The o\Trsh()()( ratio is I 15 15J I (l.2 '" . \ve cO[l.(' T (. 4. so \' = 1 5.3. .6 minutes 3.2 as lhe lJasis for the follmvil1g calculatio!ls.. .. 4 so T ::: 2 II. The decay ratio is lSI I I ~ IJ. Y(s) k + 2~7S + J where 1\ represents the lnagllitude of the jmpulse.8 so t:::! T ...c.53. ~ = 1.1. 3..S 2i::'T  := 0. 9. CASE I O\'crdamped (~ 1) C<...222 Transfer Function Analysis of HigherOrder Systems Our first step is tu calculalt' the system parameters.: : : 0. it is often easier to usc the dimensionless plot (Figure 0. .SC The lime domain solution for the ovcrdamped is (see sludent exercise 2a): (: \1 .l. :::: 6.g T = J.5J.17) C<ltl be used to solve the previous <.'hne dt)/k/\ is the dimensionless output and lIT is dimensionless rimt'..6 . so 'II::: . ] 2.3 . rile \'aluc pf YUf.: Cilll Chap. I \VC usc Figure 9.1 kJII::: 1.3 Impulse Responses NO\v.\ I 5...2 =:: 1" 1. The ptTiod or oscillation is'.2 is' ~ 1)1. so f(.21..2 .9 sec that.' (. 9.idcr the dynamic response of secondorder systems to impulse inputs.4 Illinu(t's 2.3.'xarnple. l. rhe risc lime fur 0. ::::1 . .2.K D..53(5) ::: 7. The time to first peak for ::: 0. Although equation (1).l is k~1I = J .~I ~ sinh thl~ ~) \I.(\5. \Ve k~5 7 2 ::. 6.
... 9.....7 e T liT CASE 3 Vndcrdampcd (t / 1) 2(~): The time domain solution for the nnderdamped case is (see student exercise Y(I)/kA T eU/' sin (VII The impulse responses as a function of {are shown in F'igure 9.4...2 ·0... .6 '···f'r·.2 i5 '" E 0 ·0...1 Responses of SecondOrder Systems 223 CASE 2 (:riticallJ' Damped (~::::: I) The impulse rcspOilsC for the critically damped case is (see student exercise 2b): y(t)/kA = .. 0. ! % 0 '5 w w 0..+······················...················· ..8 0.4 hnpulse response as a function of~.Sec. ..4 o 2 4 6 tltau 8 10 FIGURE 9.··...4 C 0 'w c '" 0..
) ::::. _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ .2 Sine Forcing of Se(~ond~OrderSystems C:unsider the fol1owing system: g(s) I \. which is the amplitude of the output eli vided hy the amplitude of the input.1 min. Contrast this result with the folhnving case 01" a higll frequency input. "'~I EXi\IVIPLE 9.5.n. Often. Notice that the output lags slightly behind the input.224 Transfer Function Analysis of HigherOrder Systems Chap.4 Response to Sine Inputs Consider the case where the input is a sine fUllction. system behavior is discussed in tenns of an amplitude ratio.:?:s +.2.1.£'"ifi . 9 CI'Iw underdampcd responses show characteristic oscillator)' behavior. and the amplitude of the output is slightly smaller than the input amplitUde.): lI(r) The Laplace transform is: c:::C A sin (ll! when applied to the secondorder transfer function and inverted response after a long period of lime is the periodic function: y(l) \vhcrc: [0 the lillle domain. the kA \ + sin (rof + (l)) (9181 (9191 (sec student exercise 3). The amplitude of the output is: kA and the phase angle is (b.1 A Imv frequency sine forcing ((."':.: +. with amplitude A and frequency (. 9.I) yields the input/output response shown 111 Figure 9. 0. The amplitude ratio is: k These relationships are used in ExarnpJe 9.
5 j 1.1 Responses of SecondOrder Systems 1. 9.igme 9. and the amplitude of the output is much smaller than the input amplitude. while al an intermediate frequency (Figure 9.5 u y " ~ " a 0.5 j a FIGURE 9. .7.'C pe(lking. A particularly interesting type of behavior that can occur with secondorder undcrdamped systems is known as reSOll(///(. input response.6.7) the output had a higher amplitude than the input.6) frequencies the output had a lower amplitude than the input.Sec. This phenomcna can only happen in systcms with complex roots.5 a 20 40 time.5 225 0.5) and higher (Figure 9.5 A high frequency sine forcing (l') Ufe 9. At lower ([. where a frequency of 1 fad/min is llsed. min 3 4 5 High frequency sine. Notice that the output lap significantly behind the input. min 60 80 JOO FIGURE 9. 5 min I) yields the input/output response shown ill Fig 0::: 0.6 2 time. which occurs in intermediate frequency ranges as shown in Figure 9. Low frequency sine input response. Here the output amplitude is significantly higher than the input amplitude although the input/output gain is I.
medium. Also noll' that the notion of "high.7."' "intcnncdialc. J.) //(s) .1'. Lm'. and ill high frt'qucncics IFigure 9. a sccond order system with numerator dynamics with the gain/time constant form: s(s) k(T"S + J) . 9. and 10.1+ 1) (T!S+ I) W201 The polezero form is: s(S) (s 1'.7 R. and therefore has a phase lag of almost {) deg.!.9 5 10 time. re::.2 SECONDORDER SYSTEMS WITH NUMERATOR DYNAMICS "rhe previous discussion involved pure secondorder systems.226 Transfer Function Analysis of HigherOrder Systems Chap.//(1) (".7) the output Jags the input by (jO". COil sider \10\\'. and high frt'ljUCJKit'S cnllcspol1d roughly to (.5) the output barely lags the input. The concept of phase angle is illustrated by Figures 9. At inlt'Tmcdiate frequencies (Figure 9.'· and "lil"/' frequencies is relative (dependent Oil T).(l) the output lags the input hy almost ISO".jT 0::. min 15 20 FIGlJRE 9. but refer the reader to any textbook on process control for 1110re detai 1.pcctivcly.1. At low frequencies (Figure 9. 0. Bode diagrarns arc llsed 10 plot the amplitude and phase angle as a function of rrcqlll~ncy.5 through 9.c peaking phenomenon. Vv'e do not provide further analysis here. T'he method of sincforcing a system is llsed in the analysis of feedback control systel11s and is knO\vn as frequency response analysis.t'sonam.)(.1 ..
3 Consider the Following Transfer Function yeS) +J lI(S) (3s + 1)(15. . Step responses of a secondorder system with numerator dy Notice also that a numerator time constant that is greater than the denominator timc constant causes ovcrshoot before settling to the hnal steadystate. 9. EXAMPLE 9.2 SecondOrder Systems with Numerator Dynamics 227 where: PI = The gainltimc constant form has the following time domain response to a step input (sec student exercise 4): (9. This type of response is known as inverse n\"jJollse and causes tough challenges for process control systems.Sec.X. + I) (9. "1 = 3 "2 15 varying "n 60 FIGURE 9. if Til:::: T2' the response is the same as a first~ordcr process.21 ) The reader should show that. Notice that negative numerator time constants yield a step response that initially decreases hefore increasing 10 the final steadystale.22) The step responses are shown in Figure 9.8 namics. Also notice that the inverse response becomes "decr>er" as the process zero (117 11 ) approaches a value of zero from the right.
pJ (" cm ) p.·' of the transfer function.l) hm ([II hiS (f I hll ) I do (1. 'fhe val LIes of s tll.] (T../'!' (9.1. The "poIY'l1omiaJ" form is g(. The "pole/el'o" for111 is: C.I'" + I )(T.) WI1Cl\' TII/' k(TII1S +.I'" + I) .. 9 9.." + (9. )(.23) or (lJ.4 Comparison of Various Transfer Function Forms ('nnsidcr a trallsl"cr fUllction \\ith lhe follt\\\ini! E!<l1J11irnc constant fnnn: 2([0.('''''/ +.1 t J) ~~~~~ ~ "'_Itj:.. ) . EXA\II'I. Notice ~ll~() Ihm the poles . I I) (.J).228 Transfer Function Analysis of HigherOrder Systems Chap.l.(I) cJ (" II. ..ll (l).23) I) is (\ nUlllerator time conslanl and (b.281 and that complex poles (or Zt~ros) must occlIr in cornplcx conjugate pairs.24) to equal /cro arc knowll as the "poles" of the transfer function.24 ) IS The \'alues of \' that cause the numerator oj' (9. k II i J I'.\ + 1)( 15.:~ .lintime constant" form is: g(.3 THE EFFECT OF POLEZERO LOCATIONS ON SYSTEM STEP RESPONSES There (lfC it numher 01 difkrcnt \va)'s to represent process tra/lsfer [unctions. The "t!..23) or (9.) is shorthand for ( fll)( P2) ··(Plll.I +.l! cause the denominator of (CJ.l \\Ilcrc: .24) [0 equal zero arc known as the "zen}. Tdi is a nUlllCl"(l[or time constant. (Td. )(" .271 and the Icrn is (9.!.SIll _.m: Ill::: I.1 g/.E 9. (:) The notation il ( fl. i'i .
J.10). A positive zero is called a righthalfplane (RHP) zero. For this system. Righthalfplane poles (positive poles) arc unstable.20s + 2 1. indicating a stable process.4 is positive. as shown in r'igurc 9.1.ISs + g(s) and the polezero f(mn is: ~ lOs 1. 9. A polezero plot of the transfer function in Example 9.I) + 18s 1 I) 4) (. 2 1.5 0 0. . (1115.9.Sec.0). there is no imaginary component and the poles and zeros lie on the real axis (Figure 9.9 Inverse response. Righthalfplane zeros have a characteristic inverse response. Recall that complex poles will yield an oscillatory response. because it appears in the right half of the complex plane.Js) ~3 The zero is O. and the poles are 1/3 and 1 lIS.10 (the pole locations arc (1/3. Also notice that the poles are negative (lefthalfplane). .5 '" 0.E 9. 15 Notice that the zero for Example 9.imaginary)).) The gainpolynomial form is: ".0) and the zero location is (0.4 is shown in Figure 9.0).5 1 0 20 40 60 80 100 FIGUU.io) ( 9 (s +1)(s + I) N. the coordinatc~ arc (reaJ..3 The Effect of PoleZero Locations on System Step Responses 229 The polynomial form is: g(.
while illcrcclsing the n1<lglliludc of the illlagillar. 'fhis bchavim j" slllllillaril.·q also that a process with a pole at the origin (and nOlle in the righthalt'planc) is kllO\vn . x [(Teet of polc/l'J'o location (lJ) dynamic hd1avlor (\P(llt"'.WE APPROXIMATION FOR DEADTIME Recall eJat the Laplace transfer function rllr a pure linl(>dela) is (.y porti 1 11 makes the rcspcH1S(' mure oscillatory. As the 111Ia~il1dry/n::nl ratio increa'ics. f). As poles hCc(l1l\t' more negative. {l!l'ro) As poles move further 10 the left they yield a ra. 9 Real axis F[G(:RE II.4 (xj1olc\.HI where 0 is the tinH> delay'.I. RcC<.. the step respollse is initially ill nile dirceti(HL switches dirL'ctioll.. more oscillatory Imaginary aXIs r faster response x Inverse response zeros Real axis unstable poles 1 FIGUHE 9. then ::witches back to the initial direClion.11 n/cm). This i::.tI P. that is the systcrn nevCl setllts [() a stcadystate when a step input change is made.! 0 P"k/cr" locatio" plot ((I)' Example 9. !Ill' rt'SPC1I1SC is la\lt'l'.l~d in Figure 0.. lhe response becomes mme uscill~llor: .ter rcspnnsc.an irrational transfer function: an approximation that is rational and often pro\'idcs an ad'LJuak representation of the deadtilllt' is known as the Pack approxilnaliol1.11.IS an intcgmting system.230 Transfel' Function Analysis of HigherOrder Systems Imaginary axis Chap. \vilh two RIIP leros. Mulli[J1c righthairpjtmc zeros «lUSt' multiple "changes in direction" for e\ample.
EXAiVIPLE 9. The firstorder Pad6 arr)foxil1lation is B e 0. Dcadtimc::: 5.= o \' + 2· 02 .= 2 s (9.J 0 0.4 Pads Approximation for Deadtime 231 1.ll0rder Pade' Approximation 0 5 time 10 rirst~ !.30) A comparison of the step responses of first and secondorder Padc approximations with pure time delay arc shown in r"igurc 9.5 1 Pure TimeDelay Fir. 9.29) + The secondorder Padc approxilnation is 0 2 s c 0.::> r FIGURE 9. y' 12 2 o 0 " 1 + .5 1 0.I .12 Comparison of step responses for pure timedelay with order and secondorder Pade approximations. (9.Sec.. + 12·'·· 2.12..5 y SecondOrder Pade' Approximatlon .5 Comparison of the Pade Appmximations for Dcadtimc first~order Consider the foUowing + deadtimc transfer function xes) ~ e Ss 5s +.
2.He a system of differential equations \vhich has timedelays.9 The first. complexconjugate lcros of the J111I11Cra\(lr tr.\). the Pack approximation call bc used to convert them tll delayfrec dillerentiaI equations.order P. Notice tllat the firsturdcr aPllW\llllati(Hl has an inverse response.51' ~(s).13 Cumparisun uf firsturdcr + tlcadtill1c rcspulhC with fll'st. 0. 9.ltespace form. gl(s) and g~l(S) is "llUwn in [:igurc 9.dcadtimc Most ordinary dirferenti.ll equation llurllcrical illtcgrat()rs (including c)(le4~)) fCCjU1IT pure differcntialcquations (with no timedelays). See studeIlt exercise 2S as an example.siti \'c._"_." The reader should I'ind that th. Consider the transfer function relationship: .2S1 1041 a cOlllparison {If the step response.ldc appruximatioll yields tht' fullowill(! lnulsfcr functiol\ .\3.'SP(1!1"t'.'I\' 1\ it sin.232 Transfer Function Analysis of HigherOrder Systems Chap. while the sl'l'())Jd~ordcr appmximatill)l has a "double inverse 1'l:. Although the Laplace domain is llsed for mwlysis.lIlSfcr functi(lI1 \)f g ~(.' len) fur NI{S) and there arc t\\'() po. One urthe mallY advant<lf!cs to using SI!'vlULINK is that time delays are easily handled so that no approximation is required.58.] J. II' yCIl! h.5 y o 5 10 15 20 25 L FIGURE 9.d_c_r_l'_a_r1_c approximations 101.5 CONVERTING THE TRANSFER FUNCTION MODEL TO STATESPACE FORM Til this section \ve sho\v One way to convert the inputoutput transfer fuul'liOll model to st.s (If j 11.' + 7. \vhieh call then be numerically inll'grmed.Ss 7.'Jc Ilo\itin.0SJJ\: .yields 2.Ss and the secondorder Pade appro\i11latio/l .!.and ~ '_c_c_"_n_r1_. the statespace form \\'ill nor mally be used for tillle domain simulaliolls.
r] :::: y and: so: Divide (9.'. () l. XII X. d'" C dl i + 2{7· dl dy + Y c.34) y to obtain: d'y ::::.31) by 72 X2 ::::x 1 (9..~rl::: ·\:2 dt 2 2{ +.38) . I  7 I 7' () I I] .Y+.._. 1" tit which we can write as: 2{ dy I k .c k U(I) (931 ) (932) LeI: .: x 2 leads to the following statespace model: . k 7' [u] (937) (9. 'T or. dy + .xll + .5 Converting the Transfer Function Model to State~Space Form 233 y(S) = k _I 2{7S 1_ I lI(s) which arises from the following equation: 7 .U(I) 'T dt 'T~ .33) (9.. 9.Sec. 2{ = I. and since: and we can write in the slatespace fonn (935) y = [1 0] 1::1 1 (936) The student should show that defining y::.
Rcmcmber that a transfer function relates inputs to outputs but docs not represent the actual stales of the s)'stern.itiaL and step. b. den) I'vlATL \13 returns the SUitespace matrices: a b : 0. There arc an infinite number of statcspace models that \vill yield the sank' input/output lllodel.5.]CC form (tf2ss) and vice versa (ss2tf).6 MATlAS ROUTINES FOR STEP AND IMPULSE RESPONSE MAITAB has routines for step and ilnpulse response of either transfer function models or statespace models. 9 J'vlATLAH has routines for converting fron] transfer function fonn to stalcspi. 9. In the following. we can use any available numerical integrator to solve problems. 9. in.3. ."1) and (9.5 are dif{l~rent than the malices that arc obtained from (9.(lOUO 0 ] (1 (J cc. tL2ss is llsed in LxarnpJe 9.S000 () Notice that the slale space models ill Exmnplc 9. EXAiVIPLE 9. This call be used \vith either a statespace or a Laplacc domain model.5 i\lATLAB Routine tf2ss C'onsidcr the following secondorder system: j U.234 Transfer Function Analysis of HigherOrder Systems Chap.1 step A quick \vay to generate stCJ1 responses is 10 use the MATLAB function step.:n) and (9.1 1.dJ Lt2soc.3535 0. (num. den and ClllCl" 0. After finding the statespacc form for a transfer function.6.7071 the command: la. c.38).7071 \ 1 I/(s) First define the Ilumerator and denominator arret)'S by: num J ). hut the differellt forms vvould all yield the same results for the output variable via simulation. MATLAB rOlltines of interest include od(:.36) or (9. we sllmV' hmv these routines arc used for transfer function models.5000 i. 4 ().
Although state variables arc calculated. . C.den) plot(t.igure9.x. and f) arc the Slatespace matrices and' I' indicates the first input.l) pIot(t.B.J4. only the output variables arc of interest.C. [y. 9.deD.x] = step(num.x.0: [20 2] i [50 15 3J.6 OA 02 0 0 10 20 time 30 40 FIGURE 9. We could supply an equally spaced time vector and use: n.D.t) 12 0.tJ = step(A. wilh a length close to the settling lime of the process.14 Step response for the example system. [Y. Dum den = .Sec.L] = step{num.6 MATLAB Routines for Step and Impulse Response 235 Consider the following Laplace dOlnain model: g(s) \vhich can be written: ~ 50 s' 2(IOs + I) + 15 s + +2 15 s 3 g(s) •• 20s 50 + + 3 The following MATLAB commands arc llsed to generate the response shown in I. The same plot could be generated from the statespace form by using: [y.y) Notice that a tinlC vector is automatically generated.8 " 0.y) where A.
fcr function or statc space rnodel is used by lllC step function.clcn).2 " 0. \ve sho\ved the effect of ll11rncrator dynamics (and particularly righthalfplane zeros) 011 the rc"ponse or a sccondorder sy'stenL The Pad0 approxilnations for dL'<ldtiJl)c \vere presellted. \Vc could also supply an equally spaced time [y.. 9. The process gain is sllnply the ultimate change in OLltput divided by the change in input.6.> \\'hether a tntl1. because this is a relative order olle sy'slcm. and whether the lime \ ('c\(X has hel'll specified or not. SUMMARY The step responses of the classical seconu order system (o\'erdampcd.15 Impulse rcsp(lnsc for lhe example sy:'lClll. 15 above.x] and usc: = impulse(num. for tilt.Y) 'rhe plot is SIl0\Vll in Figure 0.9 0. critically' damped. In addition.t).'. The nUlllhet' or urguJl1CnL" determine.e(num. You should understand the effect of the location ()r poles and /eros 011 the speed and quality of response of a transfer fUllCtion model. the plot is obtained from plot (t.236 0.tJ = impul~.4 0. and undcrdampedl were presented. Notice that an impulse has an immediate Vl'([Or (disl'(Hl titlllOlIS) dfcct Oil the output.x.2 impulse The output and time veclors arc generated lIsing: [y. .den.3 Transfer Function Analysis of HigherOrder Systems Chap.' Sll'p response of a transfer fllllction IllUdel.1 0 01 0 10 20 time 30 40 FI(~LRE 9.
c. Critically damped c. Solve for the time domain value of the output for the following secondorder systems. find the step response for the following. a.\) where the time unit is hours.5 + 5s + I U(. Overdampcd h. The initial steadystate value for the output is 20 psig and the input is 4 gpnl. Derive the step responses for the following secondorder systems. For a secondorder system with numerator dynamics. Underdamped 3. from 4 gpm to 3 grm. Critically damped c. . Underdamped 2. Ovcrdampcd.: 0. Derive the impulse responses for the following secondorder systems. Overdamped b.. Underdamped. a. At t::. A second~order system has the following Laplace transfer function form: Y(s) = 2. H. Underdamped 4. a step input decrease is made. Critically damped.Student Exercises The MATLAB routines used were transfer function to state space step response impulse: impulse response tf2ss: 237 step: Critical concepts from this chapter include: damping factor natural period numerator dynamics Padc approximation for time~dclay relative order STUDENT EXERCISES 1. b. Overdamped b. a. 5. Consider a sine input with magnitude A and frequency w. Critically damped c.
l if j. " til + " ell and the static rclation"hip y:::::: XI + x:~ where XI and x::. and '2:::. Find the time domain result. 6.m input \ariahlc.: '[ d. Find the Laplace lransfmm of the elitTerential equatioll. 'I' '::.l.~::::. R. Plot tilL' tirOL' domain respullse.II1WtL'I \allil'S k::. PInt the response. r is the output \.r I I til .) d.ill =:: f k /I with the initial conditioll" . hy ming a partial fraction l'.lriable.  ~~rg. Llsing 11ll' t()lh1\\ing parallkllT \'.lr! c. d..l/:::: I. As a proct'ss engineer with the Complex Pole Corporation. y(lJ. No\\'. y(fl. ). Find the lime domain resulL y(l). b.lr. k 1 :::: ~I.. \\. arc two state \'ariahles. 10. at time::: O. which is ('()ulant lenlperaturc. Assume that the reactor \vas inItially at a srl'~ldy slate. from 10"e to [SOC. assume that a step change of magnitude ~u in the \ariahlc II OCCULS :H time:::: O.238 Transfer Function Analysis of HigherOrder Systems Chap. Plot_l. \arying III from J to 10 c. II::: 3.'t(l). you arc as"igned a unit \vitll an cxotlll'nnic chemical reactor. ('ullsickr the follO\ving secondorder Ol)F~: d\ 'II' dt' (T l I. r(f) from part c. Find the time domain re"ult.'OLJ decide to make a step change in the input variable. k 2 :::: 2. assullle that a step clwngc of magnitude . J. \\:hal is the minimum value of the output'. and II is . 9 a.'(OJ::: dO) ::: 1f'(O) u(()) ::: () a. Nnw. Find k and I I I a" a rUlIction of k I' k::. C:ollsider the fol]()\\'ing two firstordcl' ODE'.r . x:.[ . hy lhing a parti.\jlaIlSloll and solving for the iJl\erse Laplace transform by hand. 10. a.::: I. \arying from 10 to () 'II 7. J. assume that a step change or lllaf.potlsc.T.(t) and YU.lI fraction c\jI<llhio1] and sol\ing for the iJl\er"c Laplace transform by ll'lllti.\ !l1 tilt' variahk /I Dccur" at tinlc::: 0.) d\' . You obtain the follmvingplot for the outpUl variable.~:::: 10.:JliWc!c .J ('. Show that the twn equations call he combined to yield a single ODL in the Corm of problem 6. Plot the time domain re::.. and try s('v('lal plots. Nm\'. \vhich is reactor tCJllpcr~ aturc (notice that the reactor temperature is in OF).tllIe'.'hcn docs the Olltput first reach this final \.iF.[ II dr. and lry sl'\l'ral plots. yUl from p. In order to learn Innre ahout the dynilll1ic" of the process.due" k:::::: I.\ in the \<triahle ({ OCClII'. c. c.. u"ing the follc)\\ing p.. \Vhat is the final value of the outpUt'? h..'(s) II(S} b. \VhCll docs the output hit this minimulll \aluc'? e. \Vrilc this cxprC'\SI(ll1 in the form of \'(s) ::::: . 11:::0. '1:::0.
.Jifowing finear ordinary differential equation. the input begins to increase with the following rela U(I) 1 2 2I The units for time are minutes. What is the value of 1''1 (show units) c... What Is thc period of oscillation? (show units) f. ().5) and the zero is located at 0. A process has two poles and one zero. 4 d~' d1 ~ 2 + 1~2 dv tit ~ +y 2. a. A process is described by tile f.J____ I I 1 I I '" ~ 0 280 275 270 265 260 255 250 0 .5 d 2l{ where y is the Olltput and u is the input. ID "0 ~ 239 I I I I I I ~t I I ~ . l~rIf I I I I I 1 I I I ~ . Sketch the type of responsc that you expect to a step change in . assume that at time tionship 1 := 0. What is the maximum value or the process output? 10. Write the secondorder transfer function.t I I I 1 1I I I I .tI I E 1I I __ I I I I ~ I I !I ''" " r I I I I I ___ I . What arc the values of the poles of this process (give units)? b. minutes 60 80 100 a.I I ~I iii ID 2! I I I I I I I I _____1 I I I II I I I I I . The poles are located at I ± 0.tI I I I I I 20 40 time. What is the decay ratio? c. What is the value of~? (show units) d.5. When docs the output of the process reach a maximurn value? c.Student Exercises 290 285 u. Assume that: tlr( 0) til c »(0) du(O) dl ~~ ~ 0 also. What is the value of the process gain? (show units) h.
238 o II x. _____________________________ ~_. show their location in lhe complex plane) 14. c. is shown in the figure below. After a long period of lirne. 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. F.5) x x (0. Plot the response to a unit impulse input. The reactor temperature is initially 150"F at 2:00 pm and drops to a low of 115°P at 2: I0 pill. the output is 12"F' (again ill deviation variables). What arc the poles? (also.'ind the transfer function and verify these results assuming a gam of one. 1I1lderdamped system has a rise time 01" I hour. 12. What is the value of 7'1 b. (1. Find the transfer function g(s) where yes) Find the poles and zeros. find k. Explain. T (show units).240 Transfer Function Analysis of HigherOrder Systems Chap. Plot the response to a unit step input.1t .5) 11. a.117 /I Y  10 11 [x.0.0. Consider the following statespace model (from Module 7): [ ~: I [ a. 1.TS + I). A step change of magnitude 2lb/min is applied to the input of a process. Assuming that the response is secondorder (k!T 2 \.'[ ~ g(s) lI(s). in dcviation variables. Thc resulting oulput response. [ + [ x..=_jf__kLl'*. 2AOS 0. Eventually the reactor temperature cornes to a final stcadystate temperature of 125"F.9 input. 7 [ 1. and a maximum value of 15°[" (in deviation variables). What is the value of C c. Xl.5. d.0) (1. The output of a sccond~order.2 + 21. aner a stcp change at time { =: o. b.833 2. 13.
Find the poles and zeros for this transfer function. in deviation variables. g(s) :::::: k/(T 2S2 + 2~TS + I). a. Consider the following statespace model: I~. Verify the results in h using the MATLAB function step. 16. Pind the period of oscillation.1'+/3) 1)(3. Show your work. for this system. IS.5 2... rise time.. b.. /  150 200 250 300 time (min) Step response of a physical system. Immediately after the step change. Find thc value of the outpul. After a long timc.1' I (2...2.6.1'2+.. Figure 9. Verify your results in b by finding (analytically) the time domain solution. A unit step change is made at f = O.Student Exercises 40 241 30 20 10 o o 17 / / 50 \ >..00248 ESCOLA Dc ENGE~~HARIA B I BL I 01 cCA . by using the dimensionless plot.. / ..1') S2 +s.. + 10. Find parameters (show the units) in the transfer function. Consider the following transfer function: 11(._/ .. h.1' + 1)(2.. 17. and time to first peak. I I 6.2 s2+4s+3 a. 100 .. Find the conditions on the parameter [3 that will give an inverse response. using the final and initial value theorems: i. Consider the following thirdorder transfer function. d.5 x... c..1' + I) Show your work and explain your answcr. where ~ is a parameter.511 X'I 4 . Show your work.00155111 0. ii. g(s)c (5.
lt there is IlO L'.·lating the input tu c<lch output.imulll ill \'(l)/kj.(s) 12. if Til O. Shc)\\' thal a max.\lrellW ill Lhe 'tep respoll"e if 0 '11 To.) 20. Find the step rc"poll_sc 01" l'<ldl output.1)  !) Is 2 15 a d " 0.\imUIll or rninilllllill oel'I. A unit step change in input is lTl<ldc outputs arc shown ill 011 a 11lJlnhcr of processes (flV).242 Transfer Function Analysis of HigherOrder SystElms Chap.'.I!"" at \/1/1 ~ 0.: 11(' ) I) let 11 represent the qmtlkr denominator time constant.\) = = . 2\ (.. (llim: Reali/e LhaL a lTw. ('ol1sidcr the tran"fer fU1Jction g. Associate each process with a rCSpn!1Sl' ClIl'\t' ('line (kucl'l fr(jIll Pint L 21' <'. i\l.\1 2 L I .l::(. . rile '\~'illjtillg the plot below.. ('ollsidcr (\ SC(nIH! order transfer flllll'lion \vilh IlUlllcralm dYIl<.\S'.\) 2\ II C:(.\ ) III ....Ullil"'.(.\lllle a step change ill inpuL. and tkJl a llliIllJ1lLl111 (illdicating ill\ erst' rcspllllsC) occur.'(. 9 Find the lrallsfn l"unctiulls n.o 'ibmv th../{ occlirs if 'II T.:s 1(.\ I I IV.5 0 05 0 2 4 6 8 10 19. IS.
Write the gaintime constant fonn g.1'1'2) 21. ~ <' 2( .' 1 .6 61  Use long division of the first. c. Is tbis systcm lIndcrdamped or overdamped? b. Find the values of the zeros and poles. (s') = 'I" + I h. Write the gainpolezero form r. What is the ultimate change in temperaturc aftcr a long period or time'! d.and secondorder Pade approximations relate to a Taylor series expansion. How much docs the temperature decrease before increasing? Compare plots of your analytical solution with those obtained using the MATLAB function step.. Develop the transfer function models relating the inlet Ilowrate to both tank heights. find how the Olltput changes with time.l' + 1)(7 21' + I) .l + 2STS + k(TIJ . If the steadystate input and output values (in physical terms) arc 10 liter/min and 75°C respectively.)(.1'1'.I' I O\J 2' :V + O·ts 4 05S 5 4' 5' + 06".' •2 9s + 3s . Consider the following interacting lank problem." b.I. () = '.S·2 .and secondorder Pade approximations and cOinmenl on the number of terms thai arc consistent with the Taylor series expression.1' I.IJ.I) v . a. Write the gainpolynomial form gJs) k(T"S + I) r\. For a step input change of +3 liter/min. The reader should show how the firsl. Consider an exothermic chemical reactor that has the f{Jllowing transfer function relationship hetween the inlet flowrate (input) and the reactor tcmpcrature (output).. 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. ~ 23. (. what arc the physical values of thc results in band c'! .. .2..(s) c... I The units of the input arc liter/min and the output is in deg C. 22.5.Student Exercises 243 a. The 'I'aylo1" series approximalion to a timedelay in the Laplace domain is (J2.
Considcr the following sccondorder transfer function: .:0 b.5 gmolliitcr..0 gmol liter The input is CAl and the output is Cn. that is.2 min. gmol A/liler :. gmol B/lilcr . the input begins to vary in a sinusoidal fashion with amplitude 0. and the tllne lIl11! IS Il1lIlutcs. The modeling equations are: dCA~_ (F) A + FCAr ·+kC dl V V dC" F dl ~ k C" ~ V CII The following parameters and steadystate input values characterize this system: F = 0.5.25 sin(O. a. c.l V k ccc: 0. Compare your results in b with the integration of the modeling equations using the MATLAB integration routine ode45. At time t 0. Remember to use the correct initial conditions. If a step decrease in the input of ~3 liter/min is made.1" + 1)(2. Oftcn higherorder process transfer functions arc approximated by lowerorder transfer fUllctions. Consider a CSTR with a firstorder irreversible reaction A > B.5 (5..t .s I) Using Laplace transforms..244 Transfer Function Analysis of HigherOrder Systems Chap. 15.' 1.5 min J. 1/(1) ~. 9 c.I") = 0. and d? 24.2 min.25 and frequency 0. remember that the transfer function results arc in deviation variable form and must be converted back to physical variable values. . You should be able to show that the stcadystate values of (~ and CjJ arc 0.1" + I) where the gam . 25. Discuss how the amplitude of the output changes if thc input frequcncy is changed to 5 mitr. what would he the results in b. 0. Also. d. c. find how the output varies with time. Show that the transfer function relating the feed concentration of A to the COIlcentration of B is: y(.
Some of the drug is eliminated (reacted) in compartment I. + k 21 x. and u rate of drug input to compartment I (scaled by the patient weight. COinpare and contrast the n> 27.1g/kg patient \vcight). in a leastsquares sense. for sponses. Pharmacokinetics is the study of how drugs infused to the body are distributed to other parts of the body. Plot the step responses for a and h. the following halance c<.and firstorder responses respectively. some of the drug that diffuses into compartment 2 diffuses back into compartment I. where it is assumed that the drug is injected into compartment 1. which best approximates the step response of this secondorder transfer function.) 26.0. POI' a unit step input change (Au = 1). Similarly.uations arise: ~ (k. while some is eliminated by reaclion and the rest acculllulates in compartment 2. Consider a criticaIJy damped secondorder system: ~(\) " 1 (71 " + 1)( TI + 1) a. The concept of a cOinpartmental model is often used. find the time at which the rate of change of the output is greatest (i. find the inflection point). /Lg/kg min). where }'2 and YI are the step responses of the second. Experimental studies (of the response of the compartment I concentration to various drug infusions) have led to the following parameter values for the drug atracurium.V + I) c. Find I \vhich minimizes e2(t) when t > inf'. Assuming that the rates of diflu~ sion and reaction are directly proportional to the concentration of drug in the COI11partment of interest. Ij('TS + 1). 'T = I.::: drug concentrations in compartments I and 2 (f. (Hint: Define an error as a function of time as e(t):::: Y2(t) .e. and some of it diffuses into compaltment 2 (the rest accumulates in compartment I). + II where XI and x2 .. .YI(I).J.o + k 12 ) x.Student Exercises 1 245 1)(11 1) Find the value of 'T in a firstorder transfer function. which is a muscle relaxant: ::. b. Compare this rate of change with a unit step response of a firstorder systelll with the following transfer function: 1 g(l) ~ (27.
Xl' to a step input (If I /Lg/kg mill. olltput. What is the value at [::: 0'1 'What is the value at 10 minutes'! 28. xl' II. Find the response of the concentration in compartment I. Find the response of the concentration in compartment I..26 min k 2l ) ~ I (k 2ll 0.H).(1 . [.094 min I I 0.. What is the value at 10 minutes? What is the value after a long pc~ rind of time? c.) ~ 0. ~ 2x J using the firstorder Pacte approximation for dcadtimc. to the b.: xz(t . Xl' to an iII/pulse input of 10 f. and a value of 1 for the input or () ..'inc! the poles and zeros of the transfer function that relate the input.015 min a. Consider the following delaydifferential equations: dX 1 dl ~ x. write the corresponding (approximate) pure differential equations..9 (k lO + + k. for an initial condition in all states.:.Lg/kg. (llin!: define a new variable x3.246 Transfer Function Analysis of HigherOrder Systems Chap.8) I 1/(1) dx) dt .) Solve the equations using ode45.
J ]0.2 A SecondOrder Example The General Method 10.3 MATLAB Function ss2tf 247 . Convert a slatespace model to a transfer function model using the MATLAB routine Sf32tf. the methods of characteristics and undetermined coefficients (Chapter 6) or Laplace transforms (Chapters 79) could be used to obtain a solution. Once the single differential equation was obtained. The rm~ior sections arc: 10. After studying this chapter. A general method for converting a slatespace model directly to the Laplace domain is presented in this chapter.MATRIX TRANSFER FUNCTIONS 10 Chapter 6 presented simple examples for transforming a statespace model to a single 11th order ditlcrcntial equation. Discuss interesting effects from polezero cancellation. one can easily obtain the corresponding single nth order differential equation. the reader should be able to: Convert a statespate model to a transfer function model analytically. With the transfer function representation.
(') + II. (/: 1 11...el X.":... I I.es) ( I O..\ .'.1 \ :.II" X.1.(..':.es) !I" X. we \vritc (10.] 0" .. 10..\)0) ~ c.Ii ( I () _ I C) 1 (/) I ~~~~~~. . { 10.7) and (10.\f [X..l) through (10.'.8) in matrix form: (. )(.(I) + II" X.". I .(S)] 1 h" hill U(s) Ih h" lues) 21 or.es) + Assuming .248 The goal of this chaptn is 10 take il Matrix Transfer Functions Chap. \Vc will also usc this technique to easily find the 11th order differential equation corresponding to l'<ICh output variahle.) I x. 10 gCllt'ral stdtespace model: x Ax+Bu y~CxjUll and convert it to the matrix transfer function form: yes) <.(s) iJ". X.1.es) . dr") dl { 10.~ I III order [0 generalize this procedure later.~. X. "" X.(s) (s . + hi] II ( I0 I . singleinput. of each output to each input..(s) '. singleoutput model: dX I dl = (111'\"1 + (1 1.) ~ 0'. \ve find: s X.(0) .1 A SECONDORDER EXAMPLE Consider the follo\ving tv\'ostatc.: O..:.) X.es) ( 10(. (/. and rearranging: (s .1..(o) X.21 ( IO.es) s X.3).II.71 lI.JI 'faking Laplace transforms of (IO.(s)l iJ" (J(I) !I" ( I ()·l.' (1)1 (/.(I) (/.)]_.(s) lies) and usc this mode] to solve for the response.. (J(I) d" (J(s) Yes) _. iJ" U(s) iJ" U(s) ( 10.(0) "" X.
arc: 11 1 = ell btl + en b I.13): C X(I) + D U(s) (10.• H(s) D(s) afC (IO.17).12) yes) combining (10.1 I) Xes) • (sl ~ A) 'II U(s) and writing (10.19c) (lO.l7) (sec student The reader should show that the polynomials in (10.1 A SecondOrder Example 249 and (10.IS) yes) ~ G(s) U(s) (10.(s) + <1" U(\") I (10.14) recall that often D::::: 0.1%) (lO.• [C (sl or.Sec.es) e 12 ] [X.19d) Since the inpuHmtput relationship is wrillen: .16) In this example.15) exercise 4): H(s) ~ "l S + "0 (1O.19a) flo = elJ [0 12 blJl + C l2 ra 21 bl ] ~ alJ h21 1 ( 10. which we call g(s).. 10.10) (sl with the solution for Xes): ~ A) Xes) ~ II U(s) (10. The transfer function is the ratio of a numerator and a denominator polynomial: g(s) •. based on (10. in terms of the matrix coefficients.18a) (HU8b) D(s) = s' + <1.15) is written: yes) •. s + do where the polynomial coefficients.12) and (10. G(s) is a single transfer function.10) as: (10.6) is written in matrix form: yes) We scc (10.13) yes) c" [C (sl ~ A) 'II + D] U(s) (10.9) is of the form: = [e" X. in which case (10. ~ A) 'II] U(s) (IO. bll {In (IO. since there is a single input and a single output..
1 liun) Il1c. \\'e find: (s) A)' s j I 2.:'1640 s U.')() A) !O."640_ Recalling the simple method for ill\'t:'lling a 2 x 2 matrix.\hlc.A) J B: O. dl V·'/e no\\ have all automated procedure to find the transfer function for a singleinput.011 II [ .9().7'.7~O(J I s + 2.h7920 . . Example 10. singleoutput.V) as the input \ari.. twoslate S}'stel\1.'1640 s f 0.6792(J 0. An example is shmvl1 below.1111 c [) ~ [II I] Using the follt1\\ing steps [0 rind Gel) (sl c:.1 Linear Biol"l'ador \todd ('oll"idcl <l llncari. 10 Nix) .J "l.67920 ( (d A) J o 7'..).. \ 2.:'i640 IJ.cd Illode! of a l)iorc<ll'tOL wlth the sl'cundstatl' \"ariahk (SUbslralt' c{llKCIlIJ.: C (sf .XL). rhe statcspace matrices arc A= B l II II II 7'. lJ(s) lis) Dis) Y(s) = N(s) Uis) or.250 Y(s) We call further write: Matrix Transfer Functions Chap.00\ I.l~21 S ' t 2.l"urcd and with dilution ralt' (I:.7SIII1 2.5640 s I O. The corresponding differential equation is: till II.
14765 U(s) t.67920 so. dt = (lIIX I + (/I2X2 +.'' 1[''] (.20) which can he written in matrix fonn as: I..21 ) Y'.~" . a"" x" I ["" + "".' [ \' c II .. + Ol/J·T" +...2 THE GENERAL METHOD Consider a general slatespace model with 11 stales.j 0.5640 dy ' dt .2. (10.67920 \'  ~ 3.14765 " 2. 10.../1 _ Id" d'l \11 d'2 . i.2 The General Method C(slA) 'I! 3. a'''.RZ55 dll dt + 1.5640 s 3.RZ55 sl 1.5640 s 251 + 0. and r outpuls (see Chapter 5): u 1 I .RZ55. tit"1 JJ1 inputs. I = [all _a". de + Z.\ 1 1.2. .1 ~ Ie.14765 II We generalize this procedure in SectioIl 10.h ll + bllJlu m (10.67920 d\' .0..Sec. yes) and we easily find that ~ s/ t. 10.lx..
C. Now. and modify the C and 0 matrices so that ss2 tf provides the transfer functions between the input and both outputs. lC (.II ~ A) 'lIli(s) Y(I) ~.(s) R. 0 we can write: + DIV(s) Yes) "' G(s) lies) where: (I' G(s) ~ X Ill) (I' C(sl~A)'ll X n)(n X n)(n X Ill) The trailsfcr function matrix.22): Xes) (.3 MATLAB ROUTINE ss2tf The routine ss2 t £ can be used to convert a statespace model to a transfer function model. 10. C.22) y~Cx+Du where the dot over a slale variable indicates the derivative with respect to time.II ~ A) 'II If D .m) will generate the numerator and denominator Laplace domain polynomials for the transfer function between input number m and the outputs.denJ~ss2tf(A.2 Example 10. .D. The first input is dilution rate. 10 x~Ax+Bu (10.. 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. and D matrices. EXAMI'LE 10. : .B. G(s). After entering the A. the same input llsed above.1 Using MATLAII ss2tf Here we consider the linearized biorcactor model. the command: [num. taking the IJaplacc transform of (10. is: gll(S) g pes) g'm(s) I G(s) r g" (s) g. in descending order of s.m(s) Notice that G(s) is square if r:::: m (number of outputs::: number of inputs). We will also consider both state 1 and state 2 to be outputs. 13. with two inputs.252 which has the form: Matrix Transfer Functions Chap. The second input is the substrate feed concentration.
0.Sec.0.0.8255 2.3] 13 ··1..[ »A =:. the second row of the num matrix is the coefficients of s in the 1.D.5302.2.0.5640.3.4591 1.3000 " c c c:o  [1.. 10.6792 where the first row of the num matrix is the coefficients of s in the gil (s) polynomial. Similarly.I' .0.5640 » B= ['1.1' + 0.I') We realize that the eigenvalues of the A matrix and the poles of the transfer fUllctions will be the same.5302 . 'fhis is verified by the rooLs and eig cOll1mands .C.8255.5640] [0. 253 2.den] "".'15. 1) num = [] 0 den 1 .0.0000 0.'21(8) polynomial.825'3 o 0.14765 + 2.1'1.1476 1.1' + 1.67920 ".7500 2.5640. in decreasing order from left to right: 1.9056.1" 3. in dccreas~ ing order from left to right. 0.67920 )'.5302 J .(.5302 3.3 MATLAB Routine [3.B.) l' "l') ~ . 0.(.0.5640 0.ss2tf (A. A  a 0.0.9056 0.8255. ] ] 1 0 0 1 [0.1') ~ g2l(s) 11 (.4591 + 2.0] " D D "" 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: » [nuffi.
!J'''.1(40) II.ould notice the Il'ropok cancellation if we .) . 10 O. 3 C1 (I 0 '>rU(I\ '.2.. 3 () CJ CJ . .()S()7 1/.lTlsfcr ill POk/t~l\) call \\I'ilt' fUIlCliulls fOHn" I .1') 1.. ). /.3) III(S) 3)Q55 (s 0._') '. Matr"ix Transfer Functions (den) Chap.4417.:)) .11 11..l! is the same a" one of the nl(l!s of the de nOlllinalor p()Jynomial..jA(I)(. dll.' \I. :)) ().254 ((lot. .(S) 0.1 1(.30()O::1 » eiq (al an.2(40)(0" + 0."iJ02 (s +.} ~J We ahcl the Ir. ha\'c the interesting result (11:11 tile lern canccl~ (jill' uf the pll1cs ttl yield firsHll'clc1 sy"kIl1S (s j. ([..J) (s 1\\herc \~C +..\) is + ~. (s) (1·)·)17 \ 1 fOOls \Vi.1 :Ti{~. 6 .:.5J02 2.~jOCC and \\"l' sec that tbe rool of the Jlllll1craloJ pulynomi./{255 (s + 2.O.1'1 1 11 1(.\Is() lIsed the TOC)t~3 cOll1llwnd \() find the of the IHlIJ1Crator polynomial q'Tot:? (nurc(l.() .6759 0.2(40) /I 1_ (s) 3..
(s) = gn(s) lI.3333 s + '1) !I. + 1)(3.I' ) + . s _ + 2.8255 (.(s) y.I' .67Y20 s 10.(s) = (0. y(t.4417.3) !I.tnd we have the result that.3000 2.\') = (()..1 Discussion of the Results from Example 10.\.Sec.0000 .. Assume a step change of magnitude !YJ. y. because the slow pole was canceled by the process zero y.5640 s I 0.2717 2.3) ( ) Yo (. ..den]=ss2tf(a._. ~) = s yes ) 0) 0.3333 s + I) u.2 THE FIRST INPUT We noticed that the transfer functions with respect to the first input had polezero cancel~ Jation.2) num : : : o o 0..t.3 s au} ._..I' + 0..264(1)(.1..3) 3._.I' + 1 .3 s ( ) I ().44·17 " + 1)(3..c.I' ) = (sf 2.I' + yJC.(s) 1.(s) lI. as can he seen from the final value theorem.5302 (.0.(s) = g. v...5640 s The relationship between the second input and the second output is particularly interesting.5640 0.(s) . .':1 t.6897 " .+ ()3) !I._. .3.7 ')7l) 1/.u z in input 2..b.3 MATLAS Routine ". (.6792 1.2tf 255 Input 2 The numerator and denominator polynomials relating the second input to the two outputs arc found using the following command: »[num..6759 \.I'. The secoodinput has no steadystale effect on the second output._.0 ( 2.2640)(. s This can also be seen using the gain~time constant form: ····0.(s) + 0.67920 ( ) 1/ 2 s 0. This created an inputoutput relationship where the step response is faster than would be expected.5640. 10.0.1' + 0.2717 o den o 0.d.(s) = (. + 2..
256 2 .2 0...5 time 1..1 Unit step change in input I.(S) 1.2 Unit step change in input 2.5 Matrix Transfer Functions Chap. :.4417 s + I LI....6897 y.5 1 o 0. 0.1.3 2: " 0. or. 10 y.0. 0..5 o 0.(s) ~ 0.4 y.1 a 0 5 10 15 20 FIGURE 10.(s) = 0. 0...steadystate value of Y2 docs not change.5 2 FIGURE 10. .(S) The step responses for a unit step input change are shown in Figure 10.6759 y. .1. Notice that the.4417 s + I fl.
This can be seen hy using the MATLAB step function. gt(s) ~ (0. Dum 0 0 d. for IllUItiple inputs and outputs. as will beshowll in Section 11.t]=step(nuffi. The following MATLAB routines were used: ss2tf: eig: roots: converts state space to transfer function form matrix eigenvalues roots of a polynomial STUDENT EXERCISES 1.2717 o 0.2).4417 . g2(s) ~ 0.Y) SUMMARY We have shown how to converl a statespace model to a transfer function model.Student Exercises 257 THE SECOND INPUT Notice that input 2 docs not have a steadystate effect on output 2.0000 »[y.den) plot(t.3.3333 s + I) 1 b. then plotting the results (sec Figme 10.3333 s + 1 Which has a faster step response? Why? 2.3000 2.\' + I c. ~ 1 3.en 0 0.5640 0.4417 s + 1)(3.(s) .6792 1. We have also seen some interesting results regarding polezero cancellation.x. g. One has to be particularly careful with polezero cancellation if a pole is UIlstable (positive). only a dynamic effect. Compare the step responses of the following three transfer [unctions: 1 a. Consider the following statespace model (a 5stage absorption column) .
Find the transfer function matrix relating bOlh inputs to both states.2 0 0 0 0 0 0 0 0 0.2 ~ O.19).2 0 0 0 O.2 0 0 0 0. I"or a dX.0. assuming that all of the states arc outputs.258 Matrix Transfer Functions Chap. 3. A= OA I3 B_[0 .2IU + 1.325 0. Find the response of all of the states to a unit step in input 2. Compare and contrast the curves from band c.211'//'. 5.SD 4.325 0. For the following statespace model. Find the response of all of the states to a unit step in input I. b.1 D.5 D D 1.25 OJ25 0.1 o II) 2~state.125 .] ai dX2 dt OA = [ 0.! all four inputs to both outpulS. derive the relationships shO\\1l in (10.325 B= a.2 0 0 0 OJ25 . c. singleinput. Consider the following model f()f an isothermal CSTR with a single ltTcvcrsi ble reaction (sec Module 7). Convert this model to transfer function form. Usc the function step.0. Usc the fUllction step.5 D.0. singleoutput process.325 0. d.5 0. find the transfer function matrix rcl'llill. using ss2tf.5 D I C= [Io . I25 0.0.2 0 0 0 0.5 O' x.l 7. I 8) and (10.3. I 4.!. 0. 10 A= .325 0.
1 + [ \. ("n = 1 gmolil.= 0. Assume that the fraction bypassing the reaclor docs not change. . For the following parameters. Consider a chemical reactor with bypass. Assume that the volume in the reactor (V) and the feed fJowrate (F) remain constant. Assume that the reaction rate (per unit volume) is firstorder (r = kC 1) and C 1 is the concentration in the reactor (the reactor is perfectly mixed). The fraction of feed bypassing the reactor is (l ~ a)F and that entering the reactor is of.Student Exercises 259 6. x':::AxIBu y=Cx+Du F (X (1_(<) F F C. so the system is unsta~ hie. Also. as shown helow. using deviation variahles. 7.5. 7 ] 2 25 5 II }'::::: x 2 Show that the eigenvalues of the A matrix are liS and 112. If to y. Derive the transfer function relating u(s) to yes) and show that the unstable pole is cancelled hy the positive zero.1 minI. Write this lllodel in statespace form. . V = 1001. This problem will be analyzed in more detail in Chapter 11. Consider the following statespace Illodel: <It I 'h 2 [ <It at III = 5 _ 1 10 OJ 1 2 [\. simulate a unit step response.. k = 0. 'l'he inlet concentralion (C in ) is the input variable and the mixed outlet stream composition (C2 ) is the output variable. C2 Find the transfer function relating F = J() lim in. plot the step response.
Consider the follmving set of series and parallel reactions (from Module 7) A+A~f) kj Material balances OIl components A and B yield the following two equations: dell F . d. . Find the poles and zeros for each transfer function and make plOlS of the responses to unit step changes in each input. liters 6 mol min and the steady Slate feed and reactor concentration of component A arc: III IlHl] liter CA\ ..1 Itllll k. l~'ind the eigenvalues (show units). liter 1 mol a. 10 8.I 'k. B.'cI') dt V ' \vhcrc the rate constants are: k = ' 1nio' I 6 'i j .) + (k l C. Find the steadystate dilution rate U/V) and concentration of (shO\v all unih). and C matrices). Comment on your results. h. Linearize and put in statespace form (find the numerical values of the A. c. ~ ('C 1.. Find the transfer functions relating each output to each input. assuming that the manipulated variables afC dilution rate (FIV) and n feed concentration and that hoth states are outputs.260 Matrix Transfer Functions Chap.
Understand potential problems with polc~zcro cancellation. and Use Sll'vIUIJNK for block diagram simulation. you should he able to: Analyze the stability of a block diagranl system.1 11.3 ! 1. Write a set of differentia] equations to simulate systems modeled by transfer fUllctions in series. conv. Understand how inverse response processes can arise. After studying this chapter.8 ESCOLA DE ENGEN HARIA 13IBLIOTECA 261 .6 11.BLOCK DIAGRAMS 11 The objective of this chapter is to introduce block diagram analysis. Major sections of this chapter arc: 11.4 Introduction to Block Diagrams Block Diagrams of Systems in Series PoleZero Cancellation Systems in Series Blocks in Parallcl 11.7 Feedback and Recycle Systems Routh Stability Criterion Applied to Transfer Functions SIMULINK t 1.5 11. paral1(~1 J fC'cdback. sE~ries.2 11. Usc the MATLAB routines roots.
of simple illudels.lllIJ the illpu["output relation"hip" in a dynamic system. (5) If. Y(5) Block dirlg'ill11 olIW" I"nccsses .\) ( lUI g(s) 'TS+ ( 11. A block cli. Process control engineers usually lise block diagrams to urllkr. diagr.n .IS shown ill u(s) .:.. """'5. Hinck diagram n:.gme 11. . Tiley are particularly. Similarly.2)isshowninFigure 11. (5) I 2(5) ~I 9. the transfl'r fUllction Conn: r(s) g(s) 11(.' mcful for feedback cOI11rol Sy"tClll design and analysis.Ire cumpo. iNTRODUCTION TO BLOCK DIAGRAMS ('oll\idcr a standard firstordn process T 1ll()(k~l: !lr(i) !II + r(l) k 11(1) ( I I.31 engineers usually try' .j':.cd of subset'.un" \vill he particularly useful \vhell analyzing \'ulllpkx dynamic sy'slellls.lal1d rL'1iltionships. complex modds that . \\\~ can sec that II(S) is tIll' input to the trallsfer functiun block <lnd yes) is the output i'i(lillthc transfL'r function block. Block.~I FIGliRE 11.. I I \\hich h.1 ~cntatlun. Algehraic equations arc mllch casier to Irlanipul ethan difrl'rt'l1liall~qll{\tiol1s.lgrarn represcntation \1!'(11. hlock diagrams allO\v us to easily Illanipu . han: shown 110\\.1..2. !'!'()CCSS lilpLiLOUlpUI !iLOCK DIAGRAMS OF SYSTEMS IN Sl:RIES ('ullsidcr 1l0\\ the block diagram rcprc"entation of t\\'o prucesses in "eric" i . 11 ( ) y(s) FIGl'llE 11.262 Block Diagrams Chap.prl' \\'\.Laplace transforms (irc Llsed to reduce differcntialcljuatiollS to algehraic l"clatiullships.2 9.1Ilel solve problems b) 'iketelling diagrams to undC)".. which may be represellted as hlocks ill serics or parallel and 'illl kedhack.
IO) .(s) g.2: y(s) Oc g.) If the two transfer functions arc firstorder: (Iii) and ( 118) then the overall process is second order: g(s) where: I< (T.o/iS (/ie s/(/ble.~r('rli/ll('ti()lIsin series. as shown in Figure 1 J .eros of a system or transfer functions in series are simply the zeros of the inchvidual transfer functions.(s)g.1 system composed of many lran:':lfcr functions in series arc simply the poles of each transfer function.3 POLEZERO CANCELLATION Again. The ~~.2 is: y(s) or. in this section we consider two blocks in series. 11. the 7. then the overall system .\) y(s) where: ~ g(s) I/(s) ( 115) g(s) c= g.(s) g.3 PoleZero Cancellation 1'hc input/output transfer function of Figure 11. Also.(s) 1/(.(s) 1/(.t.Sec.sf I )(T2 + 1) S I< ~ ( 1191 1<.1<2 'rhe same idea can be continued for any Dumber of transfer functions in series.1') (1l. stable.. 11.(s) z(s) ~ g. 0 g.<.~ler.(s) (Ii.tl!~ dent should notice that the poles of 1.(s) z(s) cO g. This leads to the following conclusion about tbe stability ofsysfems lvi/II tran.fllnctirms in series: If([ system is composed (?(traJl. (llId ifal! r?!'t!wse tralls(cr/il1l(..
t. (..\) g{i) 11(\) I II(S) I I I I _~ ) \\'(' Intl"t ['caJIIl' Ill:]! tllese tr.:l'llilIHlIl.:(' th. .It:ll) cmCc'l the dCllOminatur of g~(sl. 111 the Ile\! cX<JI11pic \\c slw\\' problems \\jtll f)ofL <em ('(f!lcellu{ioJ)..\Ild \'JI) rl']1rL'~cnt tile \lUl 11 I:' I \\~lllllillg:l unll \kP illpUl.tl'l: tll(' I"l'SPOIlSC\ 01 thc 1\\0 11HldL'I\ I 11 1J) dllt! ( I 1.'lll lhl: (lutpul ill ( 1 I. \(sl= .llu] llf g (\\ \.]l gt'll(~r(lll) the 1l1l111Cf<. . . Our goal t1ll\\ i\ pUl in I C()lllp.(s) I ..lre not careful.:U)()O!l '.\ g:(s) ). ph) "iedl j!iH.'annul hl' kll(1\\'ll pnl't~(11) Whal tillS I11C. I I (11.\['lhk' firstorder' ": :'lCllI 2.:. in pr:lctin'.11 ) 2\  ( Il.I.:: Ill.iglH t:rrOl in the \'alul' (If till' poll' t. I I I 1(1) \(5s I) \'(1) 111 17) . 11(1).II1S h Ill. re .l .':(si ha) ..264 Block Diagrams Chap.()OUll I{S) "' g(s) 11(\) ."'\).()Ons\~ I J I I ~I '\Olll.1..I ill 14) thell \\ C find thdl 2\ I'{s) .2) I· 'I 1/(\) "1'(. \(J thnc i~ :111 ull\labk pok in tlh' illput!PlItPlit relationship.:\ I ().. EX"'IPLE 11.. LCl II (\ ) I"cpl"CS.ill I1Pl ('\. we Gill O\t'rIUUK possihle prublems \\ith sy'>lCllh in scries. 11 If WC .~I . COllsjtkr II n:ali:li .L:II) 11(1 I.dSI:\ \\ h.lIlsl"cT fUJlctiolh UllimiltL'l: ['cprt'SC111 (l phY\lcd )'r'uccss III pracrin'.[ sl.1 Lead/Lag in St'ril's with Lnstahle FirstOrder Systl'lll Cu[]sidt'f the' follO\\illg lead/la~ in s(Tic" \\ itll <111 L11l. if \\c look onl> at the u\'crilil input/output rclati()lhiJip.ll \\ IlL'll \\l' do nnt 11d\<" pnfcd p\lkllt:n\ Cdlll.II11('tCI'S <.
(s) ~ s( ~I (J. cven for the perfect parameter case. we would have discovered the instahility.3 Also.0001 7.19) is almost identical to (11.9999s + I) (lUg) which has tbe time domain solution (Chapter 9): y( t ) " I 2 7 e'/5 7.: 2\' +] 2.5 o 0.J 2). The following example analyzes the statespace form of l~xamplc 11. PoleZero Cancellation 265 y.0001 er/2.(JOOl ___ 0. This is shown dearly in Figure 11.1 Continued StateSpace Aualysis Refer to z(s) as the output of the lead/lag block. EXAMPLE 11.3.3 Comparisollof(11.(l{)(Il (11. at low t. Note that if we had used the statespace form for the model represented by equations (ll. FrotH Chapter 8 we find the following statespace realization of the lead/lag: dx dt z.Sec. (ll.17).::~ 'Trt x+'T!'u 'T(/ .60lJSs' :.JO) through (Il.17)and(1119). As time increases.l9) and we call sec that.5 o 5 10 time 15 20 25 FIGUREl1. the unstable exponential tcrm in (11.1. however. 11.19) begins to dominate. Y1' stable 0.
2 J) (Illd lhe stall' space rcali/ation of the ullstable lag is: dv dl Suhstiturill12 (11.21) into (11. 1_ dl ~]i:' I 7 I ( Il. .' xl l) u (hi dl :" I I() dx.2'1) x Ax Bu Y \Ve \tTlle (.: Y \\c can \\rile ( II 20) and (11 2J) in the following form: dt j dt dx.20j ) 5 (11. we find I .talcspace notation: ) II ( 11.11 T"S T. I 10 Xi 7 5 II (1 J .\hlc. \' dy I \' dl rf we usc notation 2 III x + ) II ( 11. 5 2 x. The positive eigenvalue in dicatcs thatlhis S.\ \ + 2 II 7 ) II (11.22). so: ) .23J r 1 :=:.ySlCJll is llllst." dl .24) dl Using the usual :.\ Xl c::. I dl..t\ + + [ 5s ~ .2hl II 1 J \\it' c<lsily' find Lhat the eigenvalues of the /\ matrix arc 1/5 and Ill.266 Block Diagrams Chap.
'fhe ODE describing the first process is: dX 1 dl T.1 Simulating Systems in Series Although we analyze processes lIsing transfer functions.Sec.5. to obtain time domain responses we must usc a IllHllcrical integration package. 11. consider the following process.4.4 Systems in Series 267 The previous example illustrates the importance of not cancelling an unstable pole with a righthalfplane zero. 11. Xl + k.27) The step responses for 11 I to 5 arc shown in Figure 11. IJere we write the sct of ordinary differential equations that describe this process. T.L~~~~c::::':::c::::l o 5 10 15 20 25 30 time FIGURE 11.1 + I)" ::::.4. Step responses of firstorder systems in series.4.4 SYSTEMS IN SERIES The dynamic behavior of chemical processes can often be represented as a scries of simple models.0 (I 1. u ( I 1. . Consider a system of II firstorder processes in series. Notice the characteristic Sshape for all orders greater than 1 and the additional lag associated with each higher order. It also shows how slalc~space analysis can always be used to address the stability of a system. as shown in Figure! 1. such as firstorder transfer functions. 11.28) 1 (53 + 1)' o~L. As an cxmnplc. which is characterized as II firstorder processes with a gain of 1 and a time conslant of 5: I g(s)c (5.
28) through 01. EXAMPLE 11. x2 k .5 2.(s) ~ ~ 1.(s) . + 0 0 0 0 Tn . g](.Ii X" 0 0 In Example 11.2 3 (s) . 0 1 T2 0 0 1 0 0 x. 0 X" Tn  dX n kl/ Tn .AB routines series and conv to find a transfer function that represents two blocks in series. We can also write (11.I') and g2(s). u ( 11.2 we show how to usc the MATI. k2 T2 0 dX n dt .30) in the following statespace form: dX j dt dx z dt  1 T. in where: g.5 n processes in series.30) we can lise the numerical integration techniques developed in Chapter 4 or the analytical expressions developed in Chapter 6.29) and so on through the nth process: ( 1130) To solve (Il.2 Two Transfer Functions in Series SCrlCS. Consider two processes.28) through (! 1.) g.26) T. Notice that we can think of the output of the first process as the input to the second process: x) 72 + 7 z X' 2 k j ( 11. .268 Block Diagrams XILlS)r'XIL(S) gutS) )~S) FIGURE 11.4s + ~ g(s) g/. + I .
5 gs~ 0 1.5 BLOCKS IN PARALLEL Sometimes the behavior or a chemical process can be modeled by transfer functions in parallel as shown in Figure 11.6s 1.  [4 l].Sec. Using the previous example. the series command generates the llurucrator and denominator polynomials for the transfer function g(s): »[num.5] [2 1] j j »num2 » den2 [3]. denl. 11.5000 and the denominator polynomials to find: » den ~ = COIlV (deni . we multiply the numerator polynomials to find: » num cony (nwnl num2) J nwn 4. den2) o 0 4. . den2 ) den 861 11.6. num2.5000 den : : : 8 6 1 which iildicatcs that M(s) ~ 4.den] Dum ::: :'3cries (numi.5 Blocks in Parallel (0 269 enter the numerator and denominator polynomi We use the following MATLAB commands als for each transfer function: »numl >:> denl [1.1 cony cony is llsed to multiply two polynomials.
\\'C find: (] J .3~1 Consider the case \vhere gl(s) and g2(s) arc fir'>tordcr lramJcr functions: (1115) 'loS + ( II.38) has the form (sec Chapter 9): g(s) = _ (T.270 y.\ kiT. (II .S + ( 111')) I) . (1117) Developing a common denominator. 11 9. r(sL as the sum of two outputs. For this sy. (5) Y2 (5) FIGLREI1. (5) + u(s) Y(5) + 9.I).I 1) (T.s i I) + '. 1"(S) \\'here: g(s) u(s) { I I .1) + Y:::(.'stem \\'C can \\Tite the total output..ft) 1 so g(s) TjS fl.38) Notice that (11.I) {1112} or.11} ( 11 . \'1(. (5) Block Diagrams Chap.6 System" In parallcl.
kl + k 2T l <0 + k] ". 11. Since the zero is "117/1' this system will have inverse response only if Til < O.3 '1\\'0 syskms in parallel Considcr Ihc following systcm of (wo firstorder processes in parallel (Figure 11.7): g. as shown by the next cxample. We find that Til <:. We can usc theMA'fLAB routine parallel to simulate lwo systems in parallel. so Tl and T2 >.(s) 2 5s +1 .1 Conditions for Inverse Response Recall that a transfer function will have inverse response only if there is a righthalfplane (positive) zero. ~ I 1<2 j (I lAO) T" ". which means that k2 <: 0 is necessary for inverse response. 1.5ec. k211' which implies thal 12 fT [ musl be.5 where: Blocks in Parallel 271 " ". thcn k[I2 < verse response. the condition: means that or. We can arbitrarily assume that k 1 :> 0. which yields the following conditions for inverse response. A reason that inverse response behavior is important is that it creates tremendous challenges for tight process control. For inverse response. O.5. EXAMPI. + ". " <: "./ ~~k211' kzlk[ for m~ in~ which implies that 7/11 must be :> kik] for Physical examples of systems with inverse response include: steam drum level.3) behavior can occur. If k J + k 2 < 0.11. rcboilers in distillation columns. chemical and biochemical reactors. If k J + k2 ::> 0. k2T l I "2 (I IAI) and Example 9. then kJI2 ::> verse response. 0 only if k j and k2 are of opposite sign. We will assume thallhc transfer functions gl(s) and g2(s) arc stable. + ". 2.E 11. The goal of this section is to show a system where inverse response (discussed in Chapter 9 ".
1].(S)  Block Diagrams I lsi 1 f Chap.t. num2  den2 [1 1]. »num! » denl = » » [5 [~lJ. t] stE~p(num.c1en).x2] » step(num2.t).den2) nulU = 0 3 1 den 5 6 1 » [y.7 added together.272 8.denl. 11 g(s) ~ 2 1 Is 5s + +1 [2] .y2) 2 y. 2 o 5 10 15 20 25 30 FIGURE U. »[y2.x.Ilum2. p1ot(t.t.y. The following command is used to fiud the new transfer function: » [num.denl.L).0: parallel (numl. den] . ••.yl. y y.den2..•__••• Two systems in parallel that have an inverse response when 1 . »[yl/xl] sLep(numl.
I') res) I . concentration of A) is a function of the same or another state variable (say. for example.(.g.(s) (I 1.46) z(s) yes) Solving for .44) as: ~ g lv) /1.'ccdback systems arc common in engineering. in particular.y(s) we find: ~ g..(s) u(s) r(s) + + ~ g (s) 1 I ' z(s) g2(s) f4FIGURE t 1. . yes) but and So we can write (11.4S) (I 1.(s) ( 11. the rate of change of a state variable (say.(s) .(s) (r(s) + g2(s)y(S» g. concentration of B). the input to the feedback system is res) and the output is yes). res) I . where a certain portion of the product stream may be recycled to the fccdstream.8 Feedback diagram.(s) yes) (l1. 11. 11. Our goal with this section is to introduce feedback analysis and. stability analysis of feedback systems.8.47) yes) Notice that we can view this as: ~ (11.48) y(s) where ~ g.49) (11.(s)g.(s)g.. In this figure.6 FEEDBACK AND RECYCLE SYSTEMS r. Here we develop the relationship between res) and yes). (. The entire field of process control is based on the concept and theory of feedback systems.1') (I 1.44) 1/(.g.1') ~ ~ r(s) + z(s) g. Examples include chemical and biochcllli~ cal reactors. A block diagram of a feedback system is shown in I·'igure 11. Feedback naturally occurs in most "selfregulating" models where.50) g (\) " ' ~ g.Sec.6 Feedback and Recycle Systems 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)..
(JU. [.) + + u(s) g (. then. then the feedback system is stahle. (T).k. then (11. EXAiVlI'LE 11..I )(T)S k.9 arc equivalent..I_g_cl(_S).JI.) 1 y(') L.(s)Ii. y(S) FIC.53) will be stable if I k1kz is positive... For stability. If we assume that 'I and 1"2 arc positive.1 ) and Xd(s) is stable if the roots of '1'2S2 + ('I] + T2 )S + J . 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.(·I) kl(.. z(.51 ) k2 '2S _of ( 11.) gz(.5. \Vc realize that the two block diagrams shown in l·'igurc 11.I j I I) .k 1k 2 arc stahle..9 diagraills.E 11.S .s (T.52) glv) 1i.4 Feedhack syst('Jll Consider two firstorder process transfer functions: (11..d's consider the folJowing IlUinerical example: .274 Block Diagrams Chap. Equivalent block and we know that if the poles of gcl(s) arc stable.k) .) f r(s) . I) k1k!) ('1T. k 1k 2 must be less than I. 11 r(.S2 1 ('I '2)sl (11.
. then k 2 must be less than 0.:.Sec.10 Step response for the example feedhack system. Solving for the roots of T1lzS l + (T I + 7))S j 1 k/<2 0 we find 50.4 0. lei k 2 :. 1.151 0.0. 11..6 0. as shown below. where the response of the output to a unit step change in r is presented. 2 5s I lOs + . ~ I.. the system is stable..2 0.I 0. This is verified in the MA'rLAB simulation presented in Figure I J.1936j (we can verify this result using the MATLAB routine roots) Since the real part of the rools is negative. 2.8 '" 0.. As a Ilumerical chc(k.6 Feedback and Recycle Systems 275 g. We can also Lise the MATLAI:3 feedback function to obtain the closcd"Joop transfer function.2 0 0 10 20 time 30 40 FIGURE 11.(s) k] lOs 1 Since k l .5 for stability."J + 15s1 3 which has the roots (using the quadratic formula) 0 .
":. appnl.lIl1C form (IS (I J .276 numl ] . \\(' must construct the Routh alTay and llSC the Routh stability' criterioll. and in LUlling control systems for chemical processes. then at !cast onc pole (root of the characteristic equation) is positive or lero.7 ROUTH STABILITY CRITERION APPLIED TO TRANSFER FUNCTIONS Recall from Cb. Block Diagrams Chap. 'ro deterrnine that the system is stahlc. using lhe rtlutillC fcC'db. .)ck " nUllt  [nurn. which provides nccessary and sufficient conditions for stability. assume that (/11 > O.tep to find the step respollse: [y. \Vhat i" needed is a sl{/I/cient condition fur stability'. L I ~.54) must Ix positive.dcn) which gives the plut shuwl1 in Figure 11.. This is particularly true if we Vv.OIptcr A that the purpose of the Routh stability criterion polynomial with the following form has any positin:' roots: II Since trallsfer functions that have dCIl()lllinator polynomials in the Laplace transform variable (s) are arc the S. indicating that the equation is unstable. 11 »den] = [5 1].1 n. 11. As before. If (//1 < 0.54). Sometimes we simply \vish to determinc if a particular systcm is stable or noL \vithout actually evaluating the eigenvalues. then rmtltiply' (J 1. " den? '' 1I .t ':~'I)(nutn. If any of the coefficients arc negative or zero. \VC can lise Routh i1naly'sis tu determine the S[dbility or transfer rUlltioJ1s.54) by ~ I.'ish to determine valucs of system panlll1ClCTS that \vill cause a SYSll'll1 to lose sUlbility 'Thi::. and. \vc cannot state that the systcnl is stahle. A nccl?sswy condition for stability is that all of the l'{)efficicnts in (11. IS t() determine if a .c]cn] den S (j '\)v'l' T ') 3 use the routine :. Even if all of the coefficients arc positive.lCh will be useful in performing a bifurcation analysis in later chapters (14 and 15).
5 Uouth Array to Determine Closed. 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. [~lcmcnts of the fourth and larger rows arc calculated in a similar fashion: and so 011..1 Routh Stability Criterion Applied to Transfer Functions 277 RouthArray rf all or the coetlients or the characteristic equation (11. '" h3 where 1/ is the order of the polynomial.Sec. yes) where: g. Notice that the first two rows consist of the coefficients of the polynomial.(s) I .g.9. then develop the following ROllth array: Ro\v I an {fll_! (In.Loop Stability Consider the block diagram of figure 11. The clements of the third row arc calculated in the following hlshion: ({n2 {In __ ] a/PII (lll_'_ ! and so on. EXAMPLE 11. 11. yes) or.2 3 ".(s) res) g.(s)g.54) are positive.7.__ 2 (ln4 (111_ ) 2 3 4 J/+I an 172 (.7 11.(s) .
\" I} ISs ~ 2/."1 1/. 4 rile \)5 2L 1>1 cl ilCCC.) while the ('I cUlldlljOI] is the ditioll. fur st.I.278 And the trails!''') fUlll'llOJlS Block Di8grarns are: Chap.fci l'ullclinil.:'i.\UrI II C()I1c1lliull is that all (II > n. 11 ( )S I )(1. \Ve then kl\l? the folluv. gi. Ilhidl is sari'Jit'd if J .' Routh array arc pmitilt'.iIll analysis and simulation.\): g(s) s~'. (). (u/  h hi 1.) II a)) .uilctcristil' pulYJlolnial 150s' " 95\ \\ llich j" lSs ?k. u!" k. dl agr.8 SIMULINK III the prC\ious sections \VC 11.2 0.5 11.11" a (1.. of the rlmn 150 IN I ..\\c shown hO\\ \1XfLAB routines can be' usnJ for hlod. til (lSSUrl' __ lahility nl the clnscdluup We e:lsil) find the traw.tl'1ll "111h ( I50s' 9). (III hi 2k II \(lillt' The hi l'lillditioll is satisfied if k~ > :=.'illg rcstrictioll on k. . The ohjeetJ\"c of this sectirHl is to Lise the bind dl<l~rall1 simulation features 01" SIMULINK.) \\hkh has Ill(' c!l.in till' fil\( ('Ohllllil (\1 111<. ~ I) A lOs Our g(lal h ((i rIml k.2k. 'I'll(' sufficient conditiull is s<lli:·Jiec! d' all uf the cudfkiClIl'.. > 0. IX ISO 90  II 2k .lhility' as the necessary l'(lll 5.
7. Consider the block diagram system from Example 11. 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.1 I.11 SIMULINK block diagnllll for two blocks in parallel. \Vc have shown how inverse response processes can arise from systems in paralleL We have also shown potential problems with polezero cancellation when analyzing transfer functions in series. particularly if there are recycle or feedback processes.3. and minimnll (0.J'J output g2(s) FIGlJRE 11.=. More information on SIMULINK is provided in Module 4 in the final section of the text. final time (30). A SlMLILJNK block diagram is shown in l~'igure 11. sum. . We have shown how to analyze the slability of a bloek diagranl systelll.Summary 279 Clock time ffj Step input .01) and maximum (I) step sizes. workspace and clock blocks to generate the nccessary input and output information.G~sI~ . The parameters menu is used to specify the intcgration type (L1NSIM). Notice the use of step. The following MArLAR routines were used: series: conv: parallel: feedback: roots: two models in series (either transfer function or state space) multiplies two polynOinials two models in parallel (either transfer function or state space) two models in feedback form (either transfer function or state space. The results arC the same as shown in r'igure J 1. transfer function. and either positive or negative feedback) find the roots (zeros) of a polynomial SlMULINK has also been used for block diagram simulation.
 3. so that the feedback systl'rn is stable. (if allyl that \vil! ensure stahility of the system. Consider the recycle system shO\vn belm\'.ls) c. Consider a firstorder process that has a positive pole (Ilcgati\c tilne co]]stant). Find the analytical solution for a unit step applied to the following process: ge. 5s + It is desirable to design a feedback cOTnpcnsatOJ g2(s).). where: ] g. Find the range of gains that \vill make the following feedback system stable.) (5. u(s) wurk r(s) g (s) 1 y(s) + + z(s)  gz (s) r.~ + g (s) 1 y(s) + .1 1)' 4..(s) 2.5) g. \vhere: . 11 STUDENT EXERCISES 1. k )'OUT Find the values or II. indicating that the process is openloop ullstahle. Consider the recycle system shown bclmv.ls) ~ Is ~ l)(s + IJ.280 Block Diagrams Chap. u(s) r(. Shmv and explain y'our reasoning. Assume that g2(S) is simply a gain: A'~(s) J.:.
.) r(') + g (3) + 1 ~ g2(3) Z(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.Student Exercises 281 u(. Use SIMULfNK and show compare plots for various values or k 2 and 1'2 to illustrate your points.
tlucproblcllJ r:onnulalc lint'ar discretetime lllodcb I':stinlalc parameters for linl'ar di~crcte time mo(\eh The major sections of this chapter art': 12. since the emphasis has hCl'll on cOlllinoLls (dilTncJltial equatiun h<lsed) rnodcls. \Vc also intrntlucc techniques to soh'C huundary \U]Ul' ()[)I:: problems .After Slutly'ing tIlis chapter.l1c technique to sohc a particular linear initial \<.uy \alut' linear ODE Select all appropri.3 Rc\ic\\ of \kLhods for Linear Initial Value ProlJ!cms 12.LINEAR SYSTEMS SUMMARY 12 One purpn.2 Linear Boundar) V<lluc Prublcms 12.lntruduction lo Discrctc~ rime i\lodcls 12. Since the focus 11:1" beell on initial \. the student \llOUld he able to: Lsc till' prublclllS dl~Haclcri"'lic equation lT1Cl1lOd to \ol\c hound.. dJlothn objccti\c is to introduce discrete IllDdcls.Also.due problems..1 Background 12.) Parameter J~sLilllaLioll of Discrete Linear Systems 282 .1.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. ...
U' both boundary conditions were at the rear end. '1'0 solve these problems we simply need to know the initial values of the state variables. If both boundary conditions were at the front end. then our problem would be an inital value problem.3. the reactiondiffusion equation) arc twopoint boundary value problems.g. Ordinary differential equation models may be constrained to satisfy boundary conditions.1) as (/211.1) will have the form z is ( 12. The models arc then integrated to find how the states change with time. 'T'ypically. all of the problems that we have solved have been initial value ordinary differential equations.Sec. .2 Linear Boundary Value Problems 283 12.. 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). The constant coefficients (e J and ( 2 ) are obtained [rom the boundary conditions. 2 arc obtained by rewriting (12. Similarly. 12. and how the inputs change with lime. Boundary value problems often arise when solving for the steadystate behavior of a dynamic system modeled by a partial dif~ ferential equation. In this chapter.2) where Al and 11. \ve first cover linear boundary value problems in Section 12.((I A+ an 0 ( 12.1) where £1 0 _ at and 02 arc constant coefficients.2 LINEAR BOUNDARY VALUE PROBLEMS An analytical solution to boundary value ordinary conditions can be obtained lIsing the method of characteristics when the ODE and the boundary conditions arc linear. we require n boundary conditions to solve an nth order boundary value ODE. We provide an introduction to discretetime models in Section 12.4 and show how to estimate parameters for discretetime models in Section 12. 2 1.5. A secondorder split boundary value prohlem has a boundary condition at one end and another boundary condition at the other end. Most chemical processes that can be modeled as secondorder boundary value problems (e. 12.3) llsing the method discussed in Chapter 6. Recall that in Chapter 11 we required ninitial conditions to solve an nth order initial value ODE.1 BACKGROUND Thus far in this text. 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. Consider the following second order ODE + aox = 0 ( 12.2 and review methods to solve linear initial value problems in Section 12. The solution to (12. _r is the state variable (dependent) and the independent variable (often distance).
0 ( 12. J 2) which yields: C 1 "" 0.. is shown ill figure 12.~ ( 12111 I. 0.6 1.1 subject to the boundary conditions 'II each end.1 Solution to Example 12.2 0.S (12.SI ( 12.91 the solution is: ( I 2.2 1 a 0.EXAMPLE 12.63032 eO._.:.4 1.36968 ". x(z ~ 0) 2 ( 12.1.1 Secondorder Soundar)' Value Problem Consider the following second··order equation: d)x j 4 dx dz I 7 x 4 o ( 12. 5z . 1.8 1.36968 2 e 35z + 1.7) which yields (from the quadratic formula): AI A.5 0.1. x:.(2 eO' S C e:1.)) { 12.4 0_6 z 0_8 FIGURE 12. .5 (J 2. .1..]() I Substituting the boundary conditions results in two equations and two unknowns: 2 = c1 j + c.hl x(z=I)=1 We solve for the eigenvalues by using the characteristic equation: A' + 4A + : _.63032 A plot of the solution. (lilt! 3.1.
14) ( 12.16) ( 12.5 C j e '5 Solving these two equations for c 1 and c2' 0.5 ('2 CO. + 4x = 0 subject to the new houndary conditions.19) .13) dx dz Since the solution is: =0 at z (12. I 0. the boundary conditions may consist of some function of the state variable and its derivative.IX) we obtain the solution: C x 0. dx 7 (124) dz +x=1 al z .2 SecondOrder Boundary Value Problem Consider the secondorder problem from the previolls example.14) yields: 3.2 Linear Boundary Value Problems 285 More generally. 0 (12. dz I<"ox=d EXAMPLE 12.Sec.13) yields: (12.13032 eO" (12. 12.. The more general linear boundary condition is the form: dx ".17) while boundary comlilion (12.15) then the first derivative with respect to z: is: dx elz and boundary condition (12.37394 33.') 0 (12.
'We know that the secondorder equation can be COI1verted to two firstorder equations. 0.1. the follu\\'il1!! .5) (12.2.11 0) 2 ( 12.2 0.2 0. one boundary condition will fix an '"inititd condition" for one of the states.286 which is showll ill Figure 12. yield the correct value for the end boundary condition.3 o 0..8 z FIGURE 12. 12 o X.2. EXAiVlPLE 12. by defining equations arc obtained: and '\'2 = dy/d:. for example) until the equations.1 0.3 Consider the Formulating a Boulldal'Y Value Problem as an Itcnttive Initial Valuc ProblcHl secolld~ordcr bOllndary valuc problem: 7 4 with thc boundary conditions: x(z x(z ~ cc x~O ( 12. This approach is shol. A second initial condition can be iteratively guessed (lising a QuasiNewton method.61 xl'"" X 1) It can be shown that (sec student exercise I). Typically. 0.vn in l~xalllpl(' 12.2 Solution to Example 12. consider a single secondorder nonlinear problem \vitll boundary conditions at each end. when integrated.4 0. 'rhe solution to nonlinear boundary value problems generally in\'llIH':' it crativc methods. For example.1 Linear Systems Summary Chap.6 0.~ for the linear system considered in l':xamp1e 12. We have illustrated how the method of characteristics is llsed to solve lincar bOllndar) value problems.
3 Review of Methods for Linear Initial Value Problems 287 ( 1220) (1221 ) and that one of the initial conditions is X.24) y ~ g(x.:.:.Jxj.:. In Chapter 5 we noted that dynamic chemical process models arc oftcn formulated as a set or firstorder.3. u is a vector of m input variablcs.23) (12..xn. ." then the two equations can he integrated from z:::. The value of x I at z:::.:r2(z . 12.: 0) arc iteratively guessed until the final value is satisfied.u) (12. (2 ~ 0) ~ 2 ( 12..u) where x is a vector of n state variables.:\:/I = j.utI/) 12. if x I (2 .···. This method is known as the "shooting method.um) YI c~ gj(xl"".uj"". and y is a vcctor of r output variables: . 1) is not equal to I (within an acceptable tolerance) then values of . 12.1 Linearization Elcmcnts of the linearization matrices are dcfincd in tbe following fashion: .3 REVIEW OF METHODS FOR LINEAR INITIAL VALUE PROBLEMS rn Chilptcrs .Sec.22) We sec that \"2(2"" 0) must be "guessed. where the initial values are known.X/pll1. nonlinear differential eqLla~ tions..5 through II we presented a number of tcchniqtJcs for solving linear initial value ordinary differential equations. 0 to z cz J. .. I'bcsc equations have the general fonn: x= f(x." 'fhe reader is encouraged to llSC this approach to solve exercise I.: I is then checked..
For inputs that are constant over each time step (from t to t + Cit) (Chapter 5): x(t + !J. inputs. the (') notation is dropped and it is understood that the model is in deviation variable form: x=Ax+BII y=Cx+DII Once the model is in this form..14 ) The MATLAB function for matrix exponential is expm.~ e A'" ( 1235! c.2n x .25) ( 1226) y.x.I) which is often written as: X(I) + (CAM . where X.27) y' = ext where the deviation variable vectors are: X' = II' (J2.I) Al B lI(t) (1216 ) .I" H. = g(x"uJ After linearization.31) (\ 2. (12. a number of techniques can be used. U ~ II ( 12.2 3. II _rJg'l allj X"II. b. which solve: () = f(x"uJ ( 12. we have the state space form: x' = A x' + B u' + Dn' ( 12. For a constant step input at time zero (Chapter 5): X(I) = eA'x(O) + (eA'_I) A' B u(O) .29) ( 12.288 Linear Systems Summary Chap.3.32) 12. and outputs. Generally. Direction Solution Techniques Solve the zeroinput (perturbation in initial conditions) form (Chapter 5): x(t) = e A' x(O) Vl ( 1233) One way the matrix exponential can be solved is eAI = V eAt (12. 12 () .10! = .I" and Y. represent the steadystate values of the states.I.
Use Laplace transforms to solve the nth order equation (most useful for nonhomogeneous equations) (Chapters 71 I): (1245) which corresponds to the differential equation: .4.37) model. the solutionis of the form: ( 12.. + . .40) where the coefficients arc found llsing the n initial conditions..42) ii.3.1. Solve the homogeneous problem to Find: (12..43) x(t) ~" Xf/(l) + xl'(t) ( 12. which is x(k + I) o. e AM x(k) + (e A "' . Chapter 6) that satisfy the nonhomogeneous equation: xl'(t) iii.. Combine the two solutions for: (12. + G 1 A + al! = 0 ( 12. 12.Sec. Solve the nonhomogeneous problem using the method of undetermined coefficients (Chapler 6): dnJx J "". Solve the homogeneous problem (Chapter 6). discretc~timc 12. h...41) using 11 threestep procedure.I) A I B u(k) where k represents the ktll time step_ This represents a discussed in more detail in Section 12.. 1f the roots arc distinct.38) All + {In_1 AIl  1 + .f d + ""x = f(1t(t» (12.39) and solving for the roots (eigenvalues) of the nih order polynomial. i.. + by first writing the characteristic equation: all dx (lJ tit + u() J: == 0 ( 12.. Solve for the particular solution by determining the coefficients of a trial function (see Table 6. J dx rt + .3 Review of Methods for Linear Initial Value Problems 289 ( 12.44) c. + ii.3 Rewrite the StateSpace Model as a Single nth Order Ordinary Differential Equation a.
. then the systcnl is referred to as relative order r. _nhlll or.I) = lC (. that is.I) ( 12.46) The more general case is: (12. b ll = 0. the Laplace transforms technique is used for nonhomogeneolls problems. . 12. If the leading r terms in the b polynomial arc zero. .290 Linear Systems Summary Chap.4 INTRODUCTION TO DISCRETETIME MODELS Consider the genera] linear state space model: XI ([1.. . 12.A) 1 R + DI U(. _~XJ! .47) which corresponds to the differential equation: = b/I dtll dllu + b III ri"Iu du J+ . 12 (12.1'1. {{/Ill l1 . Onen many of the leading hi terms arc zero.3..48) For physically realizable systems. systems that have an input forcing function (such as a step).4 Use Laplace Transforms Directly on the StateSpace Model Previously we have assumed that: the statespace model has already been converted to a single nth order differential equation.49) Generally.] lX1] + Ib. x~~Ax+Ru (1231 ) Recall that the single variable equation: . We can also transform the set of n firslordcrlincar state space equations directly using: Y(. +b J dt +bou dt ll  (12.
1) U(O) ({ (12.(7. 7. + alz + a" ( 12..55) x(kc I) tI' x(k) + "u(k) (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) More often this is written as: tP x(t) + r u(t) ( 12.1 Discrete Transfer Function Models Continuous time models transfer function models arc characterized by the Laplace tranform variable.51 ) when u(t) :::: constant::::: u(O).4 Introduction to DiscreteTime Models 291 x::.4..56) where k represents the kth time step.54) Equation (12.c G(z) U(z) ( 12.58) G(z) = IC (zl. for discrete transfer function models.A) 'n +. for a constant input (u(t):::: lI(O» fronl 0 to tis: X(I) where: c.. + + bl/_Izl( ali jZ II I I . (.. then the system is stable.DJ (12.:ax+!Ju ( 12. If the magnitude of all of the eigenvalues is less than I. a discrete transform variable..'or the case of a single input""single output system. is uscd: Y(z) where: c.52) (1253) and G = (t/>I) A 'B ( 12. t= In a similar fashion.59) f. The output at tillie step k is written: y(k) = C x(k) + D u(k) ( 1257) The stability of the discrclcstatcspace model is determined by finding the eigenvalues of (J>. 12. the solution to (12. (I' x(O) + r u(O) ( 12.50) has the solution: iJ X(I) = eal X(O) + (eM .Sec.) consists of a numerator and denominator polynomial of the form: g Z . s.31). + h1z + h" + .60) .( ) = bnz anz lJ Ii. 12. Similarly.
I h"u(k 11 ~ 1) ( 12. (1261 ) y(k ~ 1) so y(k ~... II. y(k = I 1) I {["ly(k) I I.. The discrete transfer function notation: y(z) then represents: __.2) := = z' y(z) 1 ( 12(2) [l. + {lIZ'n + {l1l_IZ1 _2 1 j 1 f . for rnost systems there is not an immediate effect of the input on the output... b ll t I.... etc.. A firstorder discrete system with N additional units of limedelay is written y(k or. we find: + hoz. " __ 11 aoZ t 1(") 4.292 Linear Systems Summary Chap.torder: ~c y(k or.J + lloZ ( 126~) Physically realizable systems will always have at least a z I factor (unit time delay) in the numerator.. ]....y(k" 11) hlu(k ··11) ""u(k) h"o. + 1) I I/"y(k) = hol/(k ~ N) ( 12N)) ..: O.(5) Usually we arc solving for y(k+ I). I... Z····f{ + . + j (ljZn+l + ((OZ'II) Y(2) (hI] + b ll + .. a.n + {loZn The backwards shift operator is defined as.. so h n .a(k ~ 11 ~ 1) + "ou(k ~ 11) Also.u(k·· 1) I. The transfer function is normally written in terms of the bachvards shUt operator. Multiplying the transfer function by Z'II/tII ..n+ f /. and without loss of generality we call assume all :::.V(Z)..{'IZ...y(k ~ n I 1) I {[oy(k ~ 11) ( 12(6) "ou(k +1) "o. I (I..+ I btZlll1 + buz I!) u(z) (I"y(k ~ 11 ~ 1) f ( 12(4) which corresponds to the discrete input/output model: a"y(k) = + a"ly(k ~ 1) + .. I 1) I I/"y(k) hol/(k) ( 12671 y(k + 1) = I/oy(k) + h"u(k) which has the transfer function relationship: y(z) = 1 boz. ( 12(3) (an + . The most common discretc~til11c model is fin. 12 .u(k) + "..1.
1.11 70 [0 I[ J) 1 ~I (I) =0 For a sample lillle of 0.70) EXAMPLE 12.7995 and O. 12.59). The step responses of the continuous and discrete systems arc compared inr'igure 12.00001 .100 I? ' ' 0.N) which has the transfer function relationship: ( 12.R3:n II c·~ . For a sample time orO.7g63 (which have a magnitude less than J. or the MAfLAB c2d function): (I) 10.1 the discrete Slatespace model is (using (12.0661 O.1164 n.oR57z I I I I 0.7995 1' 6222 1 0. The zero of the numerator polyllOll1iai is 1.4 Introduction to DiscreteTime Models 293 y(k I I) = aoy(k) I boll(k.7R63 0 1 0.4 Linear Van de Vnssc Reador Model Consider a statcspace model from the isothermal chemical reactor module (specifically.1 k66 o ] r .3. [4J 0.0751 z 1 .404R 0.54).Sec. ··0. the discrete Slatespace model is (using (12.23Rl o 1 1 7.0.?5.52) (12.OR49 and the discrete inpuloutpulmodcl is (using (l2.54).3339. or the MATLAB c2d function): r0.I. or the MATLAB ss2tL function) g(z)~ . [647 OJ 096 2 43 1 . the Van de Vussc reaction).62R6z  which has poles of 0. sO the system is stable). A = 1.2.52)( 12.2.
1564z I 0. .1) models. Notice that the discrete sample time is too large to capture the "inverse respollse" hehavior of the continuous systelll.75 := S 0.1 0 0. S 0 0.59).3 continuous de It := 0.1 S o 0. indicating stability.1866 and 0. continuous [OdeJt 0.3 0. 0.2 0.3 Step respOllse of continous and dis<:rete (0.1647. 12 05 04 o S 0. o 0. A comparisoll of the step responses of the continuous and discrete models is ShO\Vll in Figure 12.2 0.75) models. The zero of the numerator polynomial IS 15199.2tt funClion): g( z) 0..1::::.4 S1l'p response of continolls :md discrete (.1I307z whidl has pole.::\.. or the MA"llJ\B ~3E.1 0.Linear Systems Summary 0.3513z 0.old thl~ discrete inputoutput model is (using (12. 0.1 0 2 time 3 4 FIGURE 12.4. 12.1 ~~~~~~~~L~ _ _ o 2 time 3 4 FIGURI'.1::::. 0. 0.240Xz ' .6 05 0. at 0.4 r. .6 Chap.
consider the folIowing single inpllt~singlc output model: y(k) ~ (/. Y~ l Y(I).73) <p(k)J [y(k ~ I) y(k ~ 2) lI(k I) u(k ~ 2)1 ( 12. 0). ~ ~ . EXAMPLE 12. .tillla{ioi1 of parameters for discrete dynamic models is no different than the linear regression .J . ['1'0)1. k r(k) 0...~ .mel ideas hehind linear regression.5513 2 3 4 5 0. I'. The sample lime is response data are shown below and plotted in figure (2. 1'01' the SystClll of N data points we call write: Y~(I)H (IU2) where.5 PARAMETER ESTIMATION OF DISCRETE LINEAR SYSTEMS Often when discrete linear models arc developed._ ~ ~ ~ .: 0 (k:.maly sis presented in Module J.I:. I [ : U o hi bo ( 12.5830 .45l2 11.Sec.1) ~ (/oy(k ·'·2) + h.'. y(N) <p(N) .~ . . The e~. Please review Module 3 to understand the not:ctioll .:.:y.[CllJ responses rather than converting a continuous model to a discrete model.5 Parameter Estimation of Discrete~LinearSystems 12. . The step o I 0 0.) _ ..5 Parameter Estimation D. 12.. The measured inputs and outputs arc the independent variables. For simplicity..71 ) Now.5770 0.'] 0 ellee . . A unit step input is made to a system at time t::. lI(k ~ 1) 1 hO/(k ~ 2) (12. ".1564 0.y(k .75.5.~ .74) 'rhc solution to this problem is: (12. _ ~ . they afC based on experimental .:. and the dependent variables arc the outputs.
S Step response data (some as l'igurc 12.75.4522 0.15fJ4 0.4522 0.4).6 Linear Systems Summary Chap.5 o 0.] [.5770 0.5830 y(O) y( ·1) 1/(0) o 1/(1)]11(:) IJ y(4) The solution is: y(3) u(4) O.1 o o J__ ~ ~ __'__ .'( I) y(3) I 1'(4) 1'(5) r O 15fJ4 0. .5513 IJ.296 0. y y(2) J.5513 1 .4522 0.5513 hi :::.1564 ho __ 0. 0.5770 o 0. 0 " 0.4 '5 J3.2 0 0.L_ 2 sample time 3 4 5 FIGUREl2.2409_ thal W:lS which afC the same parameters that we found for the discrcle transfer function model converted from the contiullOU\' Illodel with a sample time of 0.3 0. 12 o 0.1564 0.~:~~~]~] 0.
There are other approaches that are useful for estimating model parameters in real time. REFERENCES The following text provides methods to solve houndary value ordinary differential equation models. Ray. New York: Oxford. Analogollsly. for example: Ogunnaike.H. the eigcllvalues of the discrete statespace model mLlst have a magnilUde less than one to be stable. that is. Englewood Cliffs. Rameriz. the eigenvalues of the statespace model must have negative real portions for the system to be stable. System identification (model parameter estimation) is covered in the text by Ljung Ljuog. (1989). W. . Equivalently. L. Modeling and Control..References 297 This sirnplc cxample illustrated the step response of a perfectly modeled system (no measurement noise). Boston: Butterworths.~The()ry for the User. The approach can also be applied to a systenl with arbitrary inputs and with noisy measurements. System NJ: PrenticeHall. SUMMARY There were multiple objectives to this chapter.A. Continuollstimc input/olltput (transfer function) models with zeros that arc positive exhibit inverse response. the poles of the continu~ ous transfer function models must be negative (the eigenvalues of the statespace m(){icl are equal to the poles of the transfer function model). the poles of a discrete transfer function model must have magnitudes less than one to be stable. fdent{flcati()Il.cros that have a magnitudc greater than one (yet have a negative real portion) exhihit inverse response. discrete transfer function models with /. all of the data were collected before the parameter estimation was performed. Sec. Similarly. & W. Process Dynamics. The MATLAB System Identification Toolbox is useful for these types of problems. The data was analyzed in a batch fashion. (1987). Computational Methods j(Jr Process SimulatioN. B. often using the model parameters to modify feedback control laws. Many process control textbooks provide coverage of linear discretetime models. (1994). The first was to introduce analytical solution techniques for boundary value ordinary differential equations. For continuoustime models. Also. The final ohjective was to introduce discretetime modcls and discuss parameter cstimation for these models. The second was to provide a concise review of techniques to solve linear initial value ordinary differential equations.P. These approaches arc beyond the scope of this textbook. A good reference is the text hy Ljung.
./dz cc x2 ~ dx.." then the two equations can be integrated (using ode4 ~j) from? :::: 0 to ? :::: I./dz = .: 0) arc iteratively guessed until the final value is satisfied.\ iJl let: CA C'AO = dimensionless concentration dimensionless axial distance dimensionless time Peclct Illllnber and: define: y 'T ::: z I..Damkohler number to show that: ilC PI' ilC ay + (1221 . x and 1:2::::: dx/dz.' J). 0 0) = 2 1) Show that. D. ~ 4x 2 We see that x2(. 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. Consider the reaction/dispersion equation ac.: = 0) must he "guessed.l7 II . the following equations arc obtained: dx. Usc [zero to solve for the initial condition that satisfies the end boundary value.> ofx2L~ :::. and that one of the intial conditions is: 7 4 x. 2.. 12 STUDENT EXERCISES 1.298 Linear Systems Summary Chap. Consider the following secondorder boundary value problem: J!x dz 2 where: + 4 dx + tlz x(z x(z = 7 x 4 ../{ I} = p = " /). This method is known as the "shootingmclhod". by defining x I ::::./ and: D k /.
25.. P(':::.100 (comparc on same plot) 3.= IO. 1'. b.25. 10.25. D II ::.0 o o o 0 0 0 o 0 o 0 0. 0 . find the discrete statespace and transfer function models.Student Exercises 299 f"ind the dirncnsionlcss form of the Danckwerts boundary conditions at steadystate: and: dC" (L) =0 dz u. Consider a unit step change made at k:::: 0. Pe = 25..2. I. 10.9588 o ) Ii= I. 10.L _ ..1 L 0 20 40 60 sample time 80 100 .8 '5 50. Consider the following continuous statespace model: A 0' 3.6 0 0.2 o o o 0 o c. 10.2660 II C . D(/ :::: I. c. = [0 D = a. 100 (compare on samcplol) iii. 100 (compare 011 same plot) iv.I. = 100.:.4 02 0 0 0 _.1.8333 5.:.50511 . 1 0. 1.6237 ._. resulting in the output response shown in the plot and table below.25. For a sample time of 0. Do = I. Compare the step responses of the continuous and discrete 11lOdcls. What do you observe'! 4. Perform steadYSlate calculations (analytically) using lhe Danekwerts boundary conditions for: i. 25 (compare on same plot) ii. Find the continuous transfer function model.D o = I. 1'.
2 .1531 1.8494 1.0023 0.9790 0.1244 1.1044 Chap.0746 I.9929 0.9742 0.3403 0.9985 1.9828 0.OJ3h 20 18 19 17 15 16 13 14 12 1. 12 0 0 II 10 9 7 8 6 3 4 5 2 0.300 k Y k y Linear Systems Summary I 0.1616 1.9744 0.9860 0.0022 Estimate the parameters for a discrete linear model with the fonn: f g(z) ~I _ boz.6105 0.0234 1.1184 1.({oZ2 .
SECTION IV NONLINEAR SYSTEMS ANALYSIS .
hased on the linearit.ed model at that equilibrium point Predict qualitatively the phaseplane behavior of the nonlinear system.4 Background Linear System Examples Gcncralit.3 13.PHASEPLANE ANALYSIS 13 'rhe objective of this chapter is to introduce the student to phaseplane analysis. which is one of the most important techniques for studying the behavior of nonlinear systems. the student should be able to: Usc eigeIlvalues and eigenvectors of the Jacobian matrix to dUlracterizc the phascplane behavior Predict the phaseplane behavior close to an equilibrium point.ation of PhasePlane Behavior Nonlinear Systems 303 .2 13. when there arc multiple equilibrium points The major sections of this chapter arc: (3.1 13. After studying this chapter.
where each curve in 3~spacc is based on a different initial condition. Another way of obtaining a fecI for the effect of initial conditions is to usc a pIUlS('~p/(/IiC plot.2 discusses the phaseplane behavior of linear systems and Section 13. since there is usually no analytical solution for a nonlinear systcm. A phaseplane plot for a two~slatc variable system consists of curvcs of OIlCSUltC variable versus thc state variable (xl(t) versus xi!)). A phasespace plot can also be made for threestate variahks. Phaseplane analysis or nonlinear systcms provides an understanding oC \vhicll steadystate solution that a particular set of initial conditions will converge to. where each curve is hased on a dif~ fercnt initial condition.1) and ( 13. 13. Eigellvalue/eigenvector analysis allO\vcd us to predict the fast and slow (or stable and unstable) initial COIlditions.Im be understood from a lincar phase~plane analysis of the particular steadystate solution (equilihriwIl point).304 PhasePlane Analysis Chap. there would soon be an ovcnvhclming Ilumber of curves on the transient response plots. Phaseplane analysis is one or the most important techniques for studying the behavior of nonlinear systems.1 BACKGROUND Techniques to find the transient (time domain) behavior of linear statespace models \verc discussed in Chapter 5.1) ( 11. The local behavior (close to one of the steadYSUite solutions) c. If we plotted the transient responses based on a number of initial conditions. It is obviously important to understand phaseplane analysis for lincar sysll'!1E before covering nonlinear systems.2 LINEAR SYSTEM EXAMPLES Nonlinear systems often have multiple steadystate solutions (sec Modules X and l) for examples). Section 13. The phaseplane analysis approach will be shown by \vay (ll' a number of examples. In this section \\le show tile different types of phaseplane behavior that can be CX~ bibilCcl by linear systems. Recall that the response characteristics (relative speed of response) for unforced systems were dependent on the initial conditions.1 A Stable Etll1ilihrilllll Point (Node Sink) Consider the system of equations: (I '. EXAJ\ilPLE 13.2) The reader should find lhat the solution [0 (13. 13 13.4 ) i 5r. .3 covers nonlinear systems.2) is: = Xl" ('I xl(r) (13.
8) x 20 e"l The phase~plane plot is shown in Figure 13. 13.2 An Unstable Equilibrium Point (Saddle) Consider the system of equations: X.1.1 stable node. Notice if the initial condition x2(1 is just slightly different than zero.0) is a stahle equilibrium poiot for the system of equations (13. Phaseplane plot for Example 13.2 Linear System Examples 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).S) and (13. . The point J:T :.7) (13.6) is: = x lo e (13.Sec.0) for all initial conditions.1.2. hut the same information is contained 011 a pllaseplane plot as shown in Figure 13.1 is often called a . Notice that the solutions converge to (0.2 represent a saddle point. Each curve corresponds to a different initial condition. If the initial condition for the x2 state variable was 0.5) 4 Xl l (13. and the trajectories shown in Figure 13.:: (0. The origin is an unstable equilibrium point. thell it trajectory that reached the origin could be obtained.6) 'fhe student should find that the solution to (13. The point (0.1) and (13.2)~thc plot shown in Figure 1:1.I'table node.0) is a EXAMPLEI3. tl X1 (1) xit) = (13. then the solution will always leave the origin. '1 FIGURE 13.
'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 separatrix is a line in the phaseplane that is not crossed by any trajectory. d small perturbation from the ridge would calise the ball to begin rolling to olle "stirrup" or [Ill' other. This is he cause the eigenvectors arc the coordinate axes.md to define the separatices.1 and 13.2 saddle point. In practice.2. .3 shows how eigenvaluc/eigenvector analysis is used to rind the swllie and unstable subspaccs.th' axes. [n general.1 and 13.1 the sepnF{/liccs are the C\lordinate axes. 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. 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.2. In l<'igure J 3. Similar behavior is observed in Figure 13. Solving the cquations for Examples 13.2 and the phaseplane lrajccl(ll'il's were straightforward and obvious. A trajectory that started in any quadrant stayed in that quadrant. because the eigenvectors where simply the cnordin. except that the xJ coordinate axis is unstablc. eigenvalue/eigcnvector analysis must be llsed to determine the stahle dnd unstable "suhspaccs. Phaseplane plot for Example 11. .2 clearly show the idea of separaticcs. Similarly." The eigenvectors arc the separaticcs in the general case.306 PhasePlane Analysis Chap. Examplc 13. The point xl' ::::: (OJ)) is a Figures 13. FIGUnE 13. 13 The x j axis represents a stahle subspace and the Xl axis represents an unstable subspace ["or Ihi\ problcrn.
3.3.0. A plot of the stable and unstable subspaces is shown in Figure 13.0. 1 0.9628 8719 0.3 AnothcrSHddle Point Problem Consider the following system of equations: i j = = 2x 1 + x 2 2x l X 2 ( 13.9) (13.2 Linear System Examples 307 EXAMPLE 13. 13. since 1. 2 > 0. t .27031 .5616 and the eigenvectors arc: '.11 ) the eigenvalues are: 1. . Unstable Subspace Stable Subspace FIGlJRE 13. These eigenvectors also define the sepa·· ratit:cs that determine the characteristic behavior of the state tn~jeetories. ~2 is an unstable subspace.Sec.3 Stable and unstable subspaces for Example 13.4896 1 Since A] < 0.. ~I is a stable subspace. also.10) i1 Using standard statespace notation: x= The Jacobian matrix is: Ax (13.
isx(l):::: ~Ie'\ll. 81J72 1 x(O) 0.I(.[4).2782 Recall that the solution 10 (13.12) x(l) ~ V e'\' V I x(O) (13.4.11) is: PhasePlane Analysis Chap.o. 13 X(I) ~ e A ' x(O) which is often solved as (sec Chapter 5): (JJ.2703 Ithen xt)= ( I The phaseplane plot is shown in F'igure 13.5038 0. FIGURE 13.4 Phaseplane plot for Example 13.3.561(.2703 0.0.9907 0.4896 0 ('2. .9628 (U~Tl91 Ie LS(. so if x(O) _ I .9628 ._ e _./ 011 0 .t 0. where the separatrices clearly define the phascplane behavior.0.2703 ] .13) which yields the following solution for this system: X(I ~ ) I 0.9628 0.\'(O) "" ~l.308 'file lime domain solution to (13. if.
4 is an unstable focus.5. ( 13. In either case.5 Example l3. which has complex eigenvalues and eigenvectors.15) (13.. Another type of behavior that can occur is a spiral focus (either stable or unstable). This systenl is ullsfablc because the real portion of the complex eigenvalues is positive.16) Using standard statespace notation: x= The Jacobian matrix is: i\~ A x I I . the eigenvalues and eigenvectors where real.4 lJn~tHhlc Focus (Spiral Source) Consider the follO\ving system of equations: XI =x l 1 2 x.4. Example 13. unstable focus (spiral source).Sec. FIGURE 13. EXA1VIPLE 13. 'file phaseplane plot is shown in r:igufc 13.2 with eigellvalues I ± 2j.2 Linear System Examples 309 'fhe previous examples were for systems that exhibited stable node or saddle point behavior. 13. .
there is a peri odic solution (sine and cosine).310 PhasePlane Analysis Chap. 13 Another type of linear system behavior occurs when the eigenvalues have a zero real portion. That is. Since the real part of the eigenvalues is zero. EXAMPLE 13. the eigenvalues arc on the real axis.5 Center Consider the following system of equations: Xl X( (1117 ) iLUS) The Jacobian matrix is: . FIGURE 13. . This type of system leads 10 closed Cllnes in the phaseplane.5 illustrates center beha\'ior.732 Ij.6 Example 13. as shown in Figure 13. Example 13. and is known as ccnter behavior. resulting in a phaseplane plot where the equilibriul11 point j" ~\ cenlcr.cro real portion arc centers. eigenvalues with l.5.6.1~ I ~ I _ 4 and the eigenvalues arc () ± 1.
13.7 to find the phaseplane behavior for secondorder linear ordinary differential equations as a function of the trace and detenninanl of A./.1 to 13. We also notice that the eigenvalues will be complex if 4 deteA) > tr(A)2. In Figure . If Re(AI) < 0 then stable.3 provides a generalization of these examples. We noted the important role of eigenvectors and eigenvalues.5 we have provided an introduction to linear system phaseplane behavior. 13.23) A.aD) . i r RC(A.Sec.19) where the Jacohian matrix is: A= Ian CC () {[II ( 13. Section 13.4dcl(A) 2 tr(A) r \/(lr(A»)2 .)(A .v(lr(A»)2 .. lr(A) .22) The quadratic formula call be used to find the eigenvalues: A = Ir(A)+ V(lr(A»' .4 dellA) 2 V.) < 0 and Rc (A2) > () Rc (A I) > 0 and Re (A z) > 0 Al and A2 arc complex complex conjugates.3 GENERALIZATION OF PHASE·PLANE BEHAVIOR We wish now to generalize our results for secondorder linear systems of the form: (13./c notice that at least one eigenvalue will be negative if 'r(A) < O. We can then usc Figure 13.20) Recall that the eigenvalues arc found by solving det(A.{/" a 2l ( 13. = and.Remcmbcr that the different behaviors resulting from Al and A2 are: Sinks (stable nodes): Saddles (unstable): Sources (unstable nodes): Spirals: Rc (A. and how these relate to the concept of a separatrix.4 dellA) 2 or.".) > () then unstable.A) which can be \vrittcn as: = (A .21) del(HA) == 2 A 1r(A)A + del(A) () ( 13.3 Generalization of Phase~Plane Behavior 311 Examples 13. expressing each eigenvalue separately. ( 13.) < 0 and Rc (A 2 ) < () Rc (A.A) = 0: del(A! .
312 PhasePlane Analysis Chap. For example. since the two real eigellvalues arc negative (indicting stable node behavior). the xaxis is the trace orA and the .7. 13. sider Example 13.4) lies in the second quadrant in the node sink sector.I 1 'i () 4 °1 tr(A) dct(A) c= 4 'fhe point (5.1.vaxis is the determinant of A. as expected. 13 de1(A) spiral source (tr At= 4 det A Center node sink node source saddle FIGURE 13.7 DYllarnic behavior diagram for secondorder linear systems. where A COlJ . . Thcx<lxis is tr(A) and the yaxis is dd(A).
.8 shows the phasc~planc behavior as a function of the eigenvalue locations in the complex plane. ~ iRe 1m 3table node ~ ~e x i .8 Phaseplane behavior as a function of Eigenvalue location.1 Slope Marks for Vector Fields A qualitative assessment of the phasc~planc behavior can be obtained by plotting the slope marks for the vector field.. For example. .3 Generalization of PhasePlane Behavior 313 l<jgurc 13. two negative eigenvalues lead to stable node behavior.. 1m 3table fOCIJ3 FIGlJRE 13. . Consider a general linear 2statc system Eigenvalues PhasePlane Plot ""i.3.. 13.Sec. 13.
314 PhasePlane Analysis Chap.25) We call divide (13.8 Continued ( /3.24) X2 = all x I + an x 2 I ( 13.24) to find how x 2 changes with fCS]lcotto x. 13 Eigenvalues PhasePlane Plot ~e f~ ~ unstab1JJ tocos ~ r m _ Jm saddle He ~e " FIGURE 13.25) by (/3.: dX 2 a 21 Xl dx] (/326) al1xj+1l12X2 ±LA .
when integrated from that initial condition. hut may have trajectories that cross in less than nspace. The slope marks can be calculated from (13. Notice that one can lise the slope marks to help sketch state variable trajectories. If a system was nOlH1utonomous (for examplc. For exam FIGURE 13.10.27): dX 2 dXj 2x.9 shows the slope marks for Example 13. 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.3. as shown 111 Figure 13. 13. because a model with the same initial conditions but a different forcing function would have different tn~jectories.Sec. . and finding the slope associated with each point.3. short line seg~ mcnls with the slope calculated arc then plotted for each point. as illustrated by the following reasoning.10. The model. Let us revisit Example 13. Saddle point behavior found in Example 13. Think of any point of a trajectory as being an initial condition.2 Additional Discussion Phaseplane analysis can be used to analyze autonomous systcms with two statc variablcs. must have a single tn~jectory.27) Figure J 3. These arc generated by forming a grid of points in the plane. if there was a forcing function that was a function of time) then state variable trajectories could cross. If two tn~jcctories crossed.9 Slope marks for the vector field of Example 13. that would he the equivalent of saying that a single initial condition could have two different tnyectories. 2 Xl + x 2 ( 13.3 is clearly shown in l<'igurc 13.3. Notice that state variable trajectories cannot "cross" in the plane. An autonomous (unforced) system with n stale variahles cannot have tn~jectories that cross in nspace.3.
13. but the trajectories Illay cross when placed in a twodimensional plane. pic. Example 13.29) .3. + I) ( 13. a thirdorder autonomous system cannot have trajectories that cross in 3spacc.6 is based on a simple bilinear model.7 is a classical bioreactor model.(z.'ill orten have the same general phaseplane behavior as the rnodellincarizcd about the equilibrium (steadystate) point.6 Nonlinear (Bilinear) System Consider the following system: rtf dZ 2 z. EXAMI'LE·13.10 Slope marks with trajectories for Exarnplc 13.28) tit (13. In this chapter we will find that nonlinear systems v. In this section we study two examples.4 NONLINEAR SYSTEMS In the previous sections we discovered the types of phaseplane behavior that could be observed in linear systems. while Example 13.316 PhasePlane Analysis Chap. when the system is close to that particular equilibrium point. 13 FIGIJRE 13.
0. . In the following.866 I _ ~. 0.1' ]j . as shown in I"igurc D. we find the following Jacobian matrix: A Zl'~ + <'1.4 Nonlinear Systems 317 which has two steadystate (equilibrium) solutions: F'rJllilihrillm I: trivial 1. The linearized model is FIGlJH.lnaly/. 1 [~ (~] = . Equilibrium 1 (Trivial) The Jacobian matrix is: and the eigenvalues arc: A 11.) = \/3 We know from linear system analysis that equilibrium point one is a saddle poim. 13.c the stability of each equilibriulH point. This point is a saddle point.l I.866 0.E B. The stable eigenvector is: . 2s 0 Equilibrium 2: nontrivial Linearizing (13.5j The unstable eigenvector is: I0.5 I The phaseplane or the JincarJ/cd model around eqnilibriulll point one is a saddle. sillce one eigenvalue is stable and the other is unstable.v'3 11. we i.6 model lillcarized around trivial equibrium point.Sec.29).ll Phaseplane of the [~xample 13.28) and (13.
since both The phaseplane of the linearized model around cquilhrium point two is a stable node. Slopefield marks are shown in F'igurc 13. . 13 x 1 0 11 x where x = z  z.12 Phaseplane of the EX<lmple U.1 0 011 A2 [\\10 the eigenvalues arc: AI ·3 So. however." while initial condititllls inside the left saddle are attracted to the stable point. we know from linear system analysis that equilibrium point eigenvalues arc stable.14.'igllrc /3. Equilibrium 2 (Nontrivial) 3 'rhe Jacobian matrix is: .13. The "fast" stable eigenvector is The "slow" stahle eigenvector is is a stable /lode.12. Notice. the linearized models capture the behavior of the nonlinear model \Vhell close to one of the equiIbrium points. that initial conditions inside the "right" saddle "blow up.6 nwdel linearizcd around trivial cquibriulH poinL This point is a stable node. FIGURE 13. The phaseplane diagram of the nonlinear model is shown in r.318 0 3 PhasePlane Analysis Chap. as shown in Figure 13. Notice h()\\.
6.4 Nonlinear Systems 319 FI(. 13.14 Slopefield marks and some trajectories for Example 13. .Sec.lJRE 13. .6.13 Phaseplane of [~xaJnplc 13.~~ FIGURE 13. Tn~jcclorics (except those of the righl side of the saddle) leave the unstable point and arc "attracted" 10 the stable point.
11 is the biomass concentration and x2 is the substrate concentration. The unstahle eigenvector is: Sl I..ing (13.0. /lX 1 03. I~I . There arc (wo steadystate (equilibrium) solutions for this set of pararneters. == 0.30) and (13.J E()uilihrium t (Trivial) The Jacobian matrix is: A ~ I 0. .4523 xb 0.\ X:!.114563 and A] == 0.> = 4.x.31) we find the following Jacohian matrix: where we have defined Il' /L. ~l = 0.114563 .1.12 y Xj 11.? Biorcactol' 'with Monod Kinctks Consider a model for a bioreactor with MOllOd kinetics (sec rVIoduJe 8): dx( tit D) x.'i ..J2) == 0. PhasePlane Analysis _~~ Chap.nXI Y (13.) IJ JJm.3714] The stable eigenvector is: This steadystate is known as the "washout" steadystate.4 indicating that the steadystate is unstable (it is a saddle point).\( kIll ·f x1..3692 Lineari/.31 ) km + where: /tIll:)X ~y! (13 .286408 IIA o I with eigenvalues of.0 L'quilibriu/II 2: nontrivial 1. because no hiomass is produced and the suhstrate concentralion in the reactor is equal to the feed suhstrate concentratioll.4 4. 13 EXAMPLE n.320 .53 ~ k". J:quililniulII I: trivial Xl.9285 0.3(1) (.
9285 3714 1 The phasr>plunc plot of Figure 13.4 Nonlinear Systems 321 Equilibrium 2 (Nontrivial) The Jacobian matrix is: A ~ 1 .0 1.4523.11234 The "fast" stable eigenvector is [.0 2.4) and go to stable point 2 (1. x is biomass concentration and s is substrate concelltration. ESCOLA Dc ENCEi'JHARIA BIB L 10 'I L '"" 1\ .0.0 x FIGURE 13.4 and indicating 1hal the stcadystate is a stable node.1 ° 3.0 1.215929] 8.°. 0.0 3.3692).0.15 Phaseplanc for bioreactor with Monnd kinetics. The "slow" stable eigenvector is ~. 13.99241 .17 shows more detail around the stable point. J 6.15 sbows that the trajectories leave unstable point I (0. ~ 1 0.439832 with eigenvalues of 0.Sec. More detal! of the phaseplane around the unstable point is sho\Vn in Figure 13. s 4. while Figure 13.0 2.
..FIGURE 13. 13 0.4 0.322 PhasePlane Analysis Chap..... ..5 Phaseplane behavior ncar the stable point (1...3 1..4 .4523. 0...0.17 1...FIGUIU~ .16 Phase~planc behavior ncar the unstable point (0......0 .36(2) (Equilibrium 2).....4) (L:quiJi britlln 1)..05 13. 0.
5 L ' 1 0 x. wc mcan that all inital pcr~ 1. By isolated.5 x.5 ·1 ··1.5 1 1. Example of center In the previous examples the system trajectories "left" an unstable point and were "at~ tracted" to a stable point. This is illustrated in the following section. A somewhat related behavior that can occur in nonlinear sYStCll1S is known as limit cycle behavior.4. The major difference in center (Figure 13. Example of limit .5 r~~.Sec. 0.18. Another type of behavior that call occur is limit cycle or periodic behavior.1 <)) hehavior is that limit cycles are isolated closed orbits.1 Limit Cycle Behavior In Section 13. FIGlJRE 13.5 ··1 0 X2 FIGURE 13.18 behavior.4 Nonlinear Systems 323 0.19. 13.5 o 0.1 R) and limit cycle (Figure 13. x. The plwscplanc trajectories of the systems with celltel's depended on the initial condition values.2 we noticed that linear systems that had eigenvalues with zero real portion formed centers in the phase plane. An example is shown in Figure 13. as shown in Figure J3. 0 0. 13.19 cycle behavior.
usc l'igurc 13.8.8 to verify your results. Contrast that . We have spent. Develop your own phaseplane diagrams for any situations not covered in Figures 13. in the vicinity the equilibriulll point (where the linear approxiIl1ation is most valid). Clearly the phase~planc approach is limited to systems with two state variables.324 Phase~Plane Analysis Chap. 13 wrbatiol1 from the closed cycle eventually returns to the closed cycle.". Limit cycle behavior will he discussed in more detail in Chapter 16. Notice that: we have shown examples of nonlinear systems that have multiple equilibrium points (steady~state solutions). MA: Addisoll Wesley. (1994). STUDENT EXERCISES linear Problems r~<or the following linear systems.Linearization and analysis of the locally linear behavior in terms of eigcnvalues and eigenvectors can still be used for higher~order systems. A qualitative feci for phasc~planc bdl<lvior can be ohtained by plotting slope marks. time analyzing autonomous linear systems. Reading. where a perturbation leads to a different closed cycle.7 and 13. calculate the eigenvalues and lise Figure 13. ~I 1. Phaseplane 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.vith center behavior. SUMMARY As j10tcd earlier. Nonlinear Dynmnics and Chaos. S. Analogous procedures can be used to develop phasespace plots in three dimensions for threc~state systcllls. or FURTHER READING Strogatz. x l _2 x °1 . but the phase behavior cannot be viewed for these higherorder systems. because the nonlinear systems will behave like a linear system. phasc~plane analysis is a useful tool for observing the behavior or llOll~ linear systems.ll. we can qualitatively sketch the phaseplane behavior of a given nonlinear system.7 to determine the phasc~planc bchaviOl Also.
x 5..0 . x where: Ax A 10 1. Compare I x··· [: .0. x =: r. x 2J 2 x 7. Your boss has forgotten everything he learned on dynarnic systcms and has asked you to study this modcl using linear systcm analysis techniques. x I·· ~ I: 1: I .Student Exercises 325 2. x x 1 2 OSI x 1 ~I I 2 _~] x 0 2 0 10. 25 1 2 x 8. 9. 3": r: ] o 0 0 0 2 0 0 x _~ x 12. .::. 2 31 x 3.. 2 I~ 0.1. x It.0 .~. x= ~IX 1 6.251 x with x .0 1 0. x I~ ~IX ~] x 4. A process engineer has linearizcd a nonlinear process model to obtain the following statespacc model and given it to your boss.
b. An interesting example of phaseplane behavior is presented in the book hy S(ro~ gatz (1994). Juliet becomes more attracted to him. 13. but Juliet is fickle.:! = Romeo's love/hate for Juliet x2 = Juliet's love/hate for Romeo where positive state variable values indicate love and negative values indicate hate. The more that Romeo loves her. using Romeo and Juliet to illustrate the concepts. Consider the case where Romco is in love with Juliet. let: dX J dt Hf . He develops a simple model for love affairs. Consider a more general formulation of the RomcolJuliel problem in 14 above. Show a phaseplane plot. Show that this model has center behavior and discuss the meaning from a romance perspective.326 PhasePlane Analysis Chap. the more that Juliet resists his love.(O) ~ 0. When Romeo becomes discouraged and backs off. The model for this relationship is: 'itl = cit dx f. 15. 13 with initial conditions x. The eigenvalues arc: 3.25. Draw the phaseplane plot. _____ axz ~ = bx dt ' where a and b arc positive parameters. In this case. What are the eigenvalues of the A matrix? Use bothMATLAB and your own analytical solution. clearly showing the direc~ tion of the trajectories. and the eigenvectors are: 14.5 and x2(0) ~ . Let: J. placing xl on the xaxis and x2 on the yaxis. Consider a process with a statespace A (Jacobian) matrix that has the following eigenvalues and eigenvectors.0.
(i~L ::0. dx] ill dx') dt e. ill dl a x] + b x2 dx." For each of the following cases (parameters a and b arc positive).Student Exercises 327 wherc the paramcters lljj can bc either positive or negative. Show that the nontrivial steadystate values are: h. determine the phaseplane behavior. As a chemical engineer in the pharmaceutical industry you are responsible for Ii process that uses a bactcria to produce an antihiotic. 4::o. YI and Y2' Yt = ~ to find the scaled modeling equations: Y2 ~ X Z. Use the scaled variahles. x2 ~ protozoa (predator)). .bxax 1 2 dx] ilt (L'lz rll Nonlinear Problems 1(). Assume that predatorprey equations are used to model the system (x1 ~ bacteria (prey). ~ b x t ::o.~ax]+hx2 b. The reactor has been contaminated with a protozoan that consumes the bacteria. a. The choice of signs specifics the romantic "styles. The time unit is days. =axI'YxIXZ a. Interpret the meaning of the results in terms of romantic behavior.
13 "I .7 with substrate inhihition rather than MOllod kinetics (sec Module 8 I'or more detail) "X.75.I . What if. simulate to at least ( ::::: 20.5 and Y2(0) = 0.(O) = 0 and '2(0)" 0'1 17.11= ~13(Iy. l·'ind the eigenvalues of the Jacobian matrix for scale equations.0 by definition. Is it stable? Pcrfonn simulations when xj(O) 0 and x2CO)"* 0. l·'ind the Jacohian. The parameters are (X :. and the eigenvectors at each steadystate. [. . i. the eigenvalucs.' • "I = (iL~ I ) ) X ' where: JLma\: '' 0. iii.4545 km Sf 0. Rcali:r. 1.)y..:::: 0).4 0.0 y k.that the steadyslate dilution rate is D.::: ~1 ::::: 1. and Xl is the biomass concentration and Xl is the substrate concentration.v and Y2s arc 1.328 dYI PhasePlane Analysis Chap.c that Yt.53 0. What if" (0) " 0 and x2(O) = 0'1 g. Plot the transient response of)'J and )'2 as a function of time (plot these curves on the same graph using MA'l'LAB).1':.0 and the initial conditions arc )'1 (0) : : : . \Vhal is the "peaktnpeak" lime for the bacteria? By how much time docs the protozoa "lag" the bacteria? c. Using your choice of integration methods. placing)'1 on the xaxis and)'2 011 the yaxis.::: 0. Now consider the trivial sleadystate (xis::: r2. Analyze the stahility of each steadystate. Show a phaseplane plol. a. What do yOll find? * f. ii.'inc! the eigenvalues in teflllS of (X and ~3. evaluated at YJs and Yzs.(I~y. J"ind the steadystate (equilibrium) solutiOllS (Hint: I'here arc three).12 4.)y? c. Assumc.3. dh . d. h. Consider the bioreactor Illodelused in Example 13..
S gllloi/liter) V = reacto volume (I liter) k = reaction rate constant (2 Iiter/(gmol min)) f3:.:. f3 \I).. Consider two interacting tanks in series. dC dl F ~'(Ci" ~ C) ~ kC' = dV Lit F 1/1 ~ '"V t' The parameters. What would you do if it was desirable to operate the reactor at an unstable steadystate? 18..h.Student Exercises 329 c. dl f. with outlet flowrates that arc a fUllction of the square root of tank height.(h"h..Ii) dl I . 20. Discuss how these plots relate to the phaseplane results. A chemical reactor that bas a single secondorder 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:. 19. Perform some time domain plots related to the phaseplane plots for Example 13. What do you observe about the unstable steadystale? d. variables and their steadystate values arc shown below: inlet flowrate (I liter/min) gmollliter) C::::: reactor concentration (O.!'} dh. = IMh' .:: I min] Fill :.7. Construct a phase plane plot.: ('ill = inlet concentration (I Perform a phaseplane analysis and discuss your results. The flow from tank I is a function of \/h l ill' while the tlowrate out of tank 2 is a function of \Ih} F The following modeling equations describe this system: I dh' .
. ft25 c_ 25 _ mill 13 2 = V6 ~~ 5 = 5 [(2 A 2 cclOlt' and the input F [(' 5 111m The steadyslale height values arc hJs 10 Perform a phaseplane analysis and discuss your results.330 PhasePlane Analysis Chap_ 13 I'or the following parameter values 13.
the llUlnbcr and character of solu~ lions may changclhc parameter that is varied is known as a bU. the dynamic model may convcrgc to a singlc valuc aftcr a long valuc of timc.6691 96223 When a parameter of a discrclc~timc model is varied.. pcriodA.tfcutiol1 parameter. whilc threc autonomous (no explicit depcndencc Oil time) ODEs arc required for chaos in continuous models. . After studying this chapter.1 Background 14. perioda solutions or the universal number 4. For some discrete equations. valucs of the parameter may yield solutions that appear random these are typically "chaotic" solutions. while a slnall change in the bifurcation parameter may yield periodic (continuous oscillations) solutions.2 14. _.4 A Simple Population Growth Modcl A More Rcalistie Population Model Cobweb Diagrams 331 .INTRODUCTION TO NONLINEAR DYNAMICS: A CASE STUDY OF THE QUADRATIC MAP 14 ''['his chapter provides an introduction to bifurcation theory and chaos.:1! methods Dctcnninc the asymptotic stability of a solution to the quadratic map Unclcrstand the concept of a hi fllrcation • Understand the significance Understand how to find pcriod2. For some values of the bifurcation parameter. the reader should be able to: Sec the similarity between discrete time dynamic models and lluillcric. The major sections in this chapter arc: 14. Chaos can occur in a single nonlincar discrete equation.3 14.
lndeed.2 A SIMPLE POPULATION GROWTH MODEL Assume that the population of a species during one time period is a functioll of the prcvi~ nus time period. By initial conditions. In either case.1 BACKGROUND Many engineers and scientists have assumed (at least.1 ) wherc Ilk ~ hk die. or 14. 1l1Odcl is covered in more detail in ChaptGr 17. which is a system of three nonlinear ordinary differential equations. appear frequently: some of the more interesting olles arc referenced at the end of this chapter.7 14. and lhat Ihis behavior is predictable. the main objective for developing a rnodel is Llsually to be able to predict behavior or to match observed behavior (measured data). All example is the simple weather prediction model of Loren/. The cOllllllonly accepted term for the dynamic hehavior a system that exhibits sensitivity to initial conditions is clwos.5 14. which is a single nonlinear discrete time equation. the Inathematical model is: (14.6 14. (1963).'lr dyn<1111ics. hut sensitivity to initial conditions make the long~tertlJ predictillil impossible. This chapter will not make you an expert on nonlinc. but it will help you understand what is meant by sCl1sitil'itr to initiol ("ollditiollS and practical limits to longterm [Jredictability.ie mean the value of the variables at the beginnillg of the integration in time. During the past thirty years. ·fhis population lllodel is the topic of this chapter. dynamical systems theory. Another example is the population grO\vth model used by May (1976). . \in\' chaos books. ~ population at the beginning of tilne period k number of births during tinlc period k number of deaths during time period k 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. until roughly twenty years ago) [hill simple models have simple solutions and simple behavior.Tcrms for the branch of mathematics related to chaos include nonlinear dynamics.332 14. 14 Bifurcation and Orbit Diagrams Stability of l'"ixedPoint Solutions Cascade ofPeriodDoublings Purthcr Comments on Chaotic Behavior 14. \\. Perhaps we are interested ill the number of bacteria cells that arc gnnving in a petri dish. or nonlinear science. or mayhe we arc concerned ahout the population of the United States. written for a general audience.8 Introduction to Nonlinear Dynamics: A Case Study Chap. the Lorell/. a nurnhcr of scientists and engineers have discovered simple 11lOLlcis \v!lerc the shortterm behavior is predictable.
1 3 2.2 A Simple Population Growth Model 333 ( 14.Sec.6) call be simply written as: Ilk I I = 0' fl k ( 14. if ex.c"r/ (obviously. r. (14.1 Simple population growth model.6) where Eqn.8) we observe lhal if (X < 1 The population decreases during each lime period (converging to 0).3) where (Xli and (Xd arc birth and death constants.::: I The population remains constant during each time period.4) which \ve call write as: (14. The analytical solution to (14. if (X > I The population increases during each time period (+ 00).5 + alpha D 0 <ii ~ <D 2 1. Then: llk+1 (14.7) where ex ::::.7) is: 0' > 0 for a physical system) ( 148) where /lois the initial condition.::: (Yb ~ eXd' (14. These results arc also shown in Figure 14.::: I + ex/} . .5 0 0 "3 + + + + + alpha 10 00 alpha 2 4 time step 6 8 10 FIGURE 14. 14.2) (14. I + r.5) or. (l+r)II.1 + + c ~ 0 0 1.5 + 0. 1"1'0111 inspection of (14.
The next guess (iteration k+ 1) for the variable that is being solved for (x) is a funetioll of the current guess (iteration k).12) which can be written: "X. who in the nineteenth century predicted an exponential population growth.13) We can use the quadratic formula to find the steadystate (fixedpoint) solutions: 0 and u (y 1 (14. [0).3 A MORE REALISTIC POPULATION MODEL A common model that has been used to predict population growth is known as the logistic equation or the quadratic map (May.9) ill a more explicit form. I ~ g(x k ) ( 14.10).so we can write: Xs 0' .  (X . We will use a case study approach to show that the actual longterm . xk+l ::::: xk.9) that if the initial population is zero.(" x. . we will learn a lot about the quadratic map frOTH analysis of the direct substitution technique and vice versa.334 Introduction to Nonlinear Dynamics: A Case Study Chap. Since (J4. Writing (14. Equation (14. (X xlc.10) Recall that direct substitution is sometimes used to solve a nonlinear algebraic equation. 14. one would expect convergence (steadystate) of the population to (0. since births<dcaths. You will also note that many numerical integration techniques (Euler. we can determine the steadystate behavior by finding the solution as k .r" represcnts a scaled population variablc (sec student excrcise 3).9) Here..11 ) as we approach a steadystate (/Lredpoillt) solution. (14. births>dcalhs.' .9) is a discrete dynamic equation.' . we show a simple model that "constrains" the maximum population.Y. and births == deaths for the three cases. 14 These results arc easily rationalized. 1976).14) It is easy to see from (14. it will renwin at zero.:r. it is a discrete dynamic equation. The result that the population increases to ex) for (X > J is a bit unrealistic. the mnounl of nutrients or the size of the Petri dish will limit the maximum number of bacteria that can be grown). ~ I) x.l)/cl'_./" (J (14. In the next example. ( 14. 00. For a n0I12erO initial condition. Note the similarity of (14. ~ (14.9) shows how the population changes from time period to time period·that is.9) is the same f011n as (14. The result for 0: > I is consistent with Malthus. the amount of natural resources available will limit the total population (for the bacteria case. RungcKutla) have the fOHn of (14. Since (14.9) with the numerical methods presented in Chapter 3: Xk . In practice.
PERIODIC BEHAVIOR The transient response curve forcase 2 is shown in Figure 14.6610 0.6610 Xk+! 0.1 0.75 X . For case I we find the following values.2 for an initial condition of 0.95 3. 14.5753 0. (X parameter and the 14. Table 14.7116 0.3 A More Realistic Population Model 335 TABLE 14. ASYMPTOTICALLY STABLE BEHAVIOR Let Xo represent the initial condition (the value of the population at the initial time) and .1) is .1 shows the is expected from (14.7143 O.1 Transient Response Results for the Quadratic (Logistic) Map Each case presented in Table 14.800.2655 0.5937 0.n33 (stcady~statc) nonzero stcady~stalc that behavior can be quite complex.1 Parameters and Non· zero Solutions for Four Cases Case I " 2.95 '"k (1 .1 has distinctly different dynamic behavior. case 1 illustrates asymptotically stable hehavior.20 3.I 2 3 4 0.5937 0.5753 0.7208 0. This type of rcsponse for continuous models is usually called asymptotically stable hehavior since the output converges to the steadystate (fixedpoint) solution.6610 The transient response for case 1 is plotted in Figure 14.tk represent the population value at time step k. using the relationship xk+l := 2.14).14 and Table 14.7116 0. Notice that the responsc converges to the predicted steadystate of 0. cases 2 and 3 illustrate periodic behavior. and case 4 illustrates chaotic behavior. while the predicted resull (equation 14.50 3.3.7208 0. The curve oscillates between 0.513 and 0.6610.·l"k): Stepk 0 1 2 3 4 5 w xk 0.1.3.2655 0. As shown in the following sections.6054 0.6875 0.Sec.
14 0.5 0.1 00 m m C 0 " .2 0.2 steadystate. crransicnt population response.2 01 S 0 00 C 0 " c m m .5 0. (\\.95 Chap.2 ~ 0.4 0.7 c S 0 0 population model. alpha::: 3.3 Transienlpopulation response.4 0.~ E " '5 0 10 20 time step 30 40 50 FIGlJllE 14.8 0.336 Introduction to Nonlinear Dynamics: A Case Study population model. oscillates between values (pcriod2 hehavior).~ " E '5 c 0 10 20 time step 30 40 50 FIGURE 14.~ 0 0. easel.7 c .8 0.0 . alpha 2.3 0.6 0. case 2.3 0.6 0. cOllverges to single 0.
0.8 0.5 co 0. 0.6 introduces linear stability theory for discrete systems. 0.3 A More Realistic Population Model 337 0. 0.7 shows how to find the period~l1 points.4 0. and runs as shown in r'igurc 14.case 3.2 0. 'This type of response is known as pcriod2 behavioL In case 3 the transient response oscillates between 0.1 0 10 20 time step .~ "5 w w 0.Sec.5 will thcn introduce bifurcation plots. as shown in Figure 14.383.827. since the system returns to the same slale value every fourth time step. Section 14.3 0.6 0.6 shows that a slight change in initial condition from 0. you arc probably wondering how to predict the type of behavior that thc quadratic map is going to have. oscillates between four values (periodA belmvior). The purpose of Section J4. Changes in the (X parameter have led to many different types of behavior. WHERE WE ARE HEADING At this point. rather the values appear to be somewhat "random" although a dctcnninislic equation has been used to solve the problem.7 0.5 0. 14. 0. C . CHAOTIC BEHAVIOR For Case 4.501.4.~ '" 0. J 0 J leads to a significantly different poinHopoinl rcsponscthis is known as sensitivity to initial conditions and is characteristic of chaotic systems.4 Transient population responsc. Figure 14. alpha == 3. Section 14. which reduce the longterm result. This is known as pcriod4 behavior.100 to O. Section 14. population model.4 is to show how to predict the type of bc~ haviorthat will he observed using cobweb diagrams.s from many transient plots to a single plot. E '6 '" co 30 40 50 FIGURE 14. the transient response never settles to a consistent set of values.9 0.5. .6875.
chaotic behavior. 0. I \ I \ \ I I ! " " \i 1/ \' 0 75 80 85 time step 90 95 100 FIGURE 14. ::. case 4.. I I I I I I 0 I I "' ill "' C iii 0 ! \1 \ I I \ E '5 ill c .(j Transient population response. 0 0.75 1\ c 0.initial condition of Xo .LJRE 14. alpha:o= 3.5 Transient population response.2 o o 20 40 time step 60 80 100 FIf.6 C 0 iii c ill "' "' ill 0.6 0.. population model. alpha:.:. 'This illustrates the sensitivity to initial conditions. case 4.4 E '5 0.: 3.4 0.:: O.338 Introduction to Nonlinear Dynamics: A Case Study population model. 14 0.0. .8 0. 0 0. chaotic behavior (Solid Line.10 I).2 \ ! ! :g "3 0.8 c ~ "3 0 0.75 Chap. L Dashed Iincinitial condition of X o 0.
5 "0.75 °5 0.25 o i<:: o '0.:. the x J value is obtained by first drawing a vertical line to the g(x) Xn +l 1 0. 0.1.r and (ii) x versus x.5 0..8 C"se I (n ~ 2.7.1. For exampic.75 1 x n FIGlJRE 14. 14.Sec.75 0.25 ' 0.7 Cobweb diagram for the quadratic map problem. The xlI+1 = g(x) = 2. 14.95 and an initial guess. convergence to a single solution (x = 0.25 °"' ° L 0.25 °5 ' ' ' 0.95) rnap.75 l x 1 n FIGlIlU: 14.tll (I .1:) curve is shown as the inverted parabola in I<'igurc 14.95 . The initial point is '0::. the solution (fixedpoint) is at the intersection of the two curves. Since the X o value is 0. corresponds to the transient response in Figure 14.2.6(1). consider the case 1 parameter value of (y ::::: 2. . ):0 ::: 0.4 Xn + 1 1 Cobweb Diagrams 339 0. I. Cobweb diagrams are generated by plotting two curves: (i) g(x) versus .4 COBWEB DIAGRAMS Insight to the behavior of discrete singlc~variablc systems can be obtained by constructing cobweb diagrams.
FIGlJRE 14. g(xo).5130 leads to solu· tions of 0. "fhcsc initial steps arc shown in Figure 14.3.661. for the case 1 parameter value of 0' :::: 2.12. oscillates between x:::: 0.25 0. ·tt :::: 0.11 and 14. then a horizontal line is drawn to the x:::: X curve (so. therefore.7995. 3. . 14 I 0.95.265.25 Case 2 (0 ~ 3.2.7995 after initial transient.10 where an initial guess of Xo = 0. where the sequence of iterates never repeats. A vertical line is drawn to the g(x) curve lto obtain g(x t ):::: 0. i i curve to rind g(.75 0. as shown in Figurcs 14..:.:. :::: 0.201 map.corresponds to 0. oscillates het\Vccll x = 0.20) map.:. Case 4 (Figure J 4.75 1 . Case 3 has pcriod4 behavior.9 Case 2 (LV:::: 3.5130 and 0.75 0.5 0.1.575). l'igurc 14.') l_lO and 0. This is shown more dearly in Figure 14.5130 (period2 behavior).5 0. )i Xn +l 1 0..10 o "''"'' xn o 0.5 025 FIGORE 14. J 3) is an example of chaotic behavior.75 the transient response in figure 14. initial condition ol'xo:::: 0. Figure 14.575). initial condition or Xo = n.340 Xn +l Introduction to Nonlinear Dynamics: A Case Study Chap.ro) :::: 0.7995 (pcrioet2 behavior).~.2(5).·r curve (since xI :::. xl:::: 0.5130 'Illd "'' '' x n 1 0.9 shows that the iterative process eventually "bounccs" between two solutions for the case 2 paramctcr value of a.8 shows that this process converges to the fixedpoint of x.. then drawing a horizontal line to the x :.25 0.7.5 0.
75 0. and 0.75 0.8269.25 o "' '0 _25 ' 0. 025 o "' "0. oscillates between x:. and 0.nap...3828 (period4 behavior).o 0.: 0. o 0.50) map.J x n 1 FIGURE 14.75 .25 '.5 '0.25 o ~ .0.75 05 0.5 '__' x 0. 0.1.8269.8750. 0.75) l.8750.75 1 o n FIGURE 14.L ' . 0.:. 0.5009.12 Case 3(n ~ 3.5.11 Case 3 (n ~ 3. 341 ESCOLA D2 tNGENHARIA IJIt3L10Tt:CA .3828. chaotic behavior..13 Case 4 (" ~ 3.5 FIGURE 14.75 ' x 1 o Xn +l I n 0.4 (pcriod4 behavior).3828. oscillates between 0. initial condition of Xo :.5009. The initial condition is xo:. corresponds to the transient response in Figure 14.L.5 0.Xn+l I 0.5 0.25 0.0.: 0. This COITcsponds to the transient response in Figure 14.50) map.
..564407.:: 3.83 we find a window of period3 behavior. A period~X bifurcation occurs at 0' ::: 3..95 and 3. 0' is the bifurcation parametcl". The period3 behavior occurs after approximately 60 time steps.. j"Jeriod32 (:It Ct ::: 3.342 Introduction to Nonlinear Dynamics: A Case Study Chap. ex is a bifurcation parameter./~ '~ o.. Notice that there are some interesting "windows" of periodic behavior. Chaos occurs at 0'. 8 0 .544090. 'fhe next bifurcation point is {Y . 3 0. the behavior of the quadratic map changes from asymptotically stable to period2 behavior.1.. the parameter that is varied is known as a bUilrcatioll parameterFor the quadratic map. the next 250) should then adequately represent the longterm behavior of the system. We arc most interested in the longIeI'm behavior a system. This behavior is shown more clearly in Figure 14. the first 250 points).569692. 3. We can then move on to another value of (Y and do the same. A single diagram can be developed that represents the solutions for a large range of 0: values.16 which is simply the data from 0 9 o. 0 2 9 3 3.2 o. This is exactly the technique used to generate Figure 14. so for a single (Y value.7 /~/'~~ 1.:: 3...2. 6 x 0 . we call run a simulation and throw out the initial transient data points (say.1 Observations from the Orbit Diagram (Figure 14. after the onset of chaos..14) There is a single steadystate solution untillY::.5 0 ..2 3 4 U. 3. '['he next points (say... where four solutions emerge.4 ..:: 3. as shown in Figure 14.:: 3.14 Orbit diagram for the quadratic map. periodJ6 at (X ::: 3.. We have seen that somewhere bet ween CI' = 2. with an initial condition of 0.568759. at (X . ' o.56995.5. For example.8 4 FIGURE 14. where a bifurcation to two solutions occurs.15.5 BIFURCATION AND ORBIT DIAGRAMS vYhcn a parameter of a discretetime model is varied.. or 14.. :::. 14 14. ~.14. which is an orbit diagram for the quadratic map (sec student exercise 7).. the number <ind character of solutions may change.44949.. and period64 at (X ..6 3..
I / I I I I I I + / I \ I I E i3 / \ \ I \ \ " I \ I / 0.15615.4 I / I \ \ I I I I I I I I I \ I I I C + I + / / 0.0. 0.: 0.Sec. ill if> if> 0.50466 .lB. 0. 14.. ill / I I 0.Hj and 0. .: 3.1 o 20 40 time step 60 80 100 3. .83. 0. initial FIGUR E 14.6 0. 0..2 0 75 + 'I / \f \/ \ / Y 80 + " 85 + I ~ 90 + I' / 4 t 100 95 time step Pcriod3 behavior for (~ ::. ijj C ill '" + / I . / t .957417.15 Period3 behavior (after inllial transient) for Ci. 0.957417. 'fg S 0. 0. C g if> E i3 C ill 0.: 0. \ I + " I "/ \ . Values arc x .1. and 0. Periodic values are x.50466. condition =0 !I c I \' \ I I i / + 1\ I I I I ~ S if> if> 0.:.8 I f I I I I / i' 'I I. alpha ." I' I I t tI '\ + Ii I I \ 0.:.15615 .83 C 0.:.. FIGlJR E 14.5 Bifurca tion and Orbit Diagram s populatfon model.:= 343 3.
while the other cases had periodic (or chaotic) solutions that were not attracted to the fixed points.6 STABILITY OF FIXED·POINT SOLUTIONS When we performed our case study. The cobweb diagranl of Figure 14..17 PcriodJ bclwvior at 3.50466. behavior implies chaotic hehavior.:* .::: g(x*'). 0.x~':. Theorem .:r* is a stable solution of x* :. and 0. 14.(U' (14.957417.83.::: g(x*).15) .25 ' '_ _' X 05 0. Values arc x:.:::. '~~"''" Definition Let x'~ represent theJixedfJoillf solution of x'o: :. we found that case I converged to the predicted fixed point. Research has shown that pcriod:. when is a fixedpoint stable? The follo\ving stability theorem is identical to the stability theorem used for the numerical analysis in Chapter 3.1 Application of the Stability Theorem to the Quadratic Map Here we will make lISe of this theorem to determine the stability or a solution to the quadratic map: g(x) ~ (XX( I .15 plotted between 75 and 100 time . We wish now to usc an analytical method to determine when the solutions will converge to the fixedpoint solution ~ that is. 14 1 0. 14.:: Figure 14. or g(x''') ..::: O.x) = (l'X .75 05 0.tcps. (X 0.156\ S.75 1 n FIGURE 14.17 also shows the pcriod3 behavior.344 Xn +l Introduction to Nonlinear Dynamics: A Case Study Chap.6.25 o &L_ _' o 0. if ilg _ Idx I <~ 1 whcn evaluatcd at ). 0.
we find: Ig'(x··) 1·1 <¥ (I At the other fixed point solution.2x*)I··12.20 3.17) Theil'. Notice thaI case I is the only one of the four cases where lhere exists a stable solution. 1.7500 conclition stable unstable unstable unstable 2 3 4 2. x* 0..2(0.95 := At one fixed point solution. 0 or x* = <¥ Momentarily we will generalize the stability results !()r any value of cc First. 14. The stability results for cases I through 4 are compared in Table 142.95 . x*:::: .5000 1. will not converge to zero for any of the four cases.50 3. should verify that an initial guess ofx arbitrarily close to zero (but not exactly 0).2000 1. Stability Results for Cases 14 (Y r"' 0 Ig'(x*) I 2.95 3.7143 0. 0'  I/O':::: 2.2x*) I····· 2.Sec.t*): x* c.6610.95 > I which indicates that the fixed point is unstable. we will usc g' to represent i)g/(Jx.95 l..9499 I = 0.xx=<¥(1 2x) For simplicity in notation. if the following condition is satisfied: I. iJg dx . The reader .x (1 2x*) I< I ( 14. TAIlLE 14. CASE 1 (Y = 2.6610 0.:.20 3. r~valLJatcd at x*..'01' 0' := 2.9499 < 1 \vhich assures that the second fixedpoint is stable. from (14. since the olher fixed point (x*.95 = 0. Remember from (J 4. 0) is unstable.73" .112.6 Stability of Fixed. we find: Ig'(x*)1 = I <Y (1 .6875 0.6610» 1= 10. x* is a stable solution.2 Case ~~.75 condition unstable unstable unstable unstable x'~ Ig'(x*) I 0.95.14) that there arc two solutions to x* :::: t¥x*(l.16) Therefore. we have: g'(x*) = <Y  2exx* = ev (1 2x*) (14.16) and the stability theorem. we expect the numerical solution to converge to the stable fixed point.95 (I . x*:= 0.=<¥2.75 0 0 0 0.6610.Point Solutions 345 So. we will study the four specific cases.50 3.9499 1.
Generally. then the fixed point solution is oscillatory. Notice that Figure 14. is unstable. 14 Generalization of the Stability Results for the Quadratic Map ca~:.75. The bifurcation that occurs at 0' = 1 is commonly known as a '. Otherwise. then x{~ is a stable solution only as long as 1 < 0' < J. Otherwise. As discussed above. Also.18 is a h(fllrcatioll diaRrarn based on a linear stability analysis. These results arc shown on the bifurcation diagram of Figure 14.95 S ex :S.'.346 14.: I.6." (X lX Our goal is to determine how the stability of x{~ 01 changes as a function of 0'. Now we will consider the general results for any ('( > O. 3. if ag/ox is negative. let and xI = . recall that there arc two fixedpoint solutions for a given value of (X x* ~ () or x* At the risk of complicating our notation. Further.j occurs at 0' ::::. STABILITY OF then x'o AS A = (X  FUNCTION OF lY 2nO ::::: (X Since x(~:::: 0 and g'(xfj) Ig' (x~)1 I ex I Also.cs Notice thai we have been quite limited in our study. STABILITY OF x~ AS A FUNCTION OF lX SincexT~(lXI)/lxandg'(xT~lXZlY(lXI)lcx~lYZ(lYI)~lX+Z (x'D + which indicates stability for I < (X < 3. It differs frol11 an orhit diagram (sllch as Figure 14. If dg/ax is positive. since III < 1 is required for stability. x('. a change of stability for x. solid lines will be Llsed to represent stable solutions and dolled lines will be used to represent unstable solutions. The values of 0' where the stability characteristics change arc known as bifurcation points.2 Introduction to Nonlinear Dynamics: A Case Study Chap. Ic. changes of stability for x't occur at 0' . zi x1' 14.6.:. is unstable (rccalIthal Ci < 0 docs not make physical sense). An orbit diagram cannot disp(ayullstable solutions. Again. then Ig' I .18 for 0 < (X < 4.lranscritical" bifurcation (sec Chapter 15)an exchange of slability between the two solutions has occurcd.14). since we have only considered four with 2. the be~ .:::: I and (Y :::: 3. the fixed point is stahle. however. because it docs not show the periodic behavior obtained from solving the nonlinear algebraic equation for the popula~ tion growth model.3 The Stability Theorem and Qualitative Behavior The theorem states that if lag/ax I at the fixed point.
5 3 3.. 0. Dg ax <.r. it cannot he used directly to understand possible periodic behavior. 14.... This is the topic of the next section..6 Stability of FixedPoint Solutions 347 lrr. We can then develop the fo]Jowing table of results from the stability theorem i)g itr <~l stability response oscillatory oscillatory unstable . stable . havior is monotonic. .Sec. Xo stable I f 1 I o 1UIlBtable . IXI o 0..X  UIlBtable x 0 ...: 0 stable a.5 FIGlJRE 14.'~~~~~~~' I .1< 0< > I ilf.r < I stable unstable monotonic monotonic Although the linear stahility analysis is useful for determining if a fixedpoint is stable..18 1 1.._... bifurcation diagram 0.5 4 Bifurcation diagram based on linear stability analysis.5 "I .5 2 2.~.5 I I I UIlBtable I I 11.
20) (14.23).24) as ( 1425) .~k) into (14.19): we can write (14.23) and substituting xktl := a ·X"k (I ~ J. 14.7 CASCADE OF PERIODDOUBLINGS We have noted that there appears to be a series of period doublings in route to chaos.348 Introduction to Nonlinear Dynamics: A Case Study Chap.7. the [lopulation value at time step k is equal to the value at time step k . The limitation to the method presented in Section 14. This can be represented by (141 X) or using the notation ( 14. 14 14.24) Since (from 14.6 showed that it could predict that a particular fixed point was unstable.2 I) (14. r:or the quadratic map.22): Xk+2 = aXkl1 (1 ~xk\l) (14.13.1 Period2 When period doubling occurs.22) Warning: Do not confuse the g2(rk ) notation with that or the square of the operator Ig(xk ) ]2. we call develop the relationship shown in (14. we find: (14.19) then (14.2. but could not identify the type of periodic behavior that might occur. In this section we will show how to find these perioddoubling bifurcation points and the respective branches shown in Figure 14.
because as k ) we know that x k :::: 0.6610... We can sec fromF'igure 14. 3. 14. .) ~ a' [a x/ + 2ux". it will also be unstable for g2(x). At this point it is worth showing the results of x versus g(g(.2. and 0..7995 We can sec graphically that the solutions x* ::::: 0 and 0..I 0.::. this Illeans that xk+2 = x k+ 1 = :r k ::::: 0. We can sec that x .26) or g'(x. ( 14. 1.Y ::::.22 that n .22 is clearly a transition point between l<'igurc 14.0. since absolute values of the slope of g(x) and g2(J::) ::::: I at x::::: 0.l . since the slope of g2(x*) is greater than L (A period2 solution is stable if 1()(. Figure 14. asymptotically stable solution."" 0.::..6875 arc unstable..6610. /." \ / /Vi A /f\ unstable \ .:0.5130. If a solution for x ::::: g(x) is unstable.0 is a bifurcation point. 08! (' ~ . If you closely observe the plot.2(x»/d. by observing [!igure 14.r 10 find the period2 values for x 3. This makes sense. 0.20.6875 is the solution for both .Sec.:r) for case I. you will find the following four solutions for pcriod2 behavior: x" ~ 0.' + x.19 0'..2.66667.7 Cascade of PeriodDoublings 349 Expanding (14.(1 + u)x.19 (for (X 3.2).) Also..J .: Plo! of g(K(X)) versus. We can find the solutions graphically by plotting g2(x) versus x. g2(x). as shown in Figure 14.21 shows that there is a sin~ gle stable solution of X ::::.. 0. g(x) and x : : ./ stable \ I I ! /v oV i il //~ 02 i' Ii unstable \!Ii o OA OB DB VlGlJRE 14. which we know has a single. notice that the solution for x ::::: g(x) will always appear as one of the solutions for x ::: g2(x).\:1 < 1.0.21 and Figure 14.. (1427) Notice that there arc four solutions to the fourthorder polynomial.20.6875.25). 00.6610.4' I I / X / I ~ //~ j1". . Figure 14.
0.95.8 FIGURE 14.8 CT " '" " " 0. >{ " '" 0. No pcriod2 behavIor.x for Plots of g(x) and (t "" x J.2. 14 0.6 OB FIGtJRE 14.6 0.6 0. >{ 0.4 x 0.21 g(g(x» versus x for Plots of g(x) and 0:. 2.. .:.8 CT " " 0.4 0.350 Introduction to Nonlinear Dynamics: A Case Study Chap.4 02 °° 02 0.6 0.20 gl(x) versus.4 02 0..
8 '& 0 s: 0.23. 14. Again.4..2 0 0 0.2 0.23 for C/.r k).4 " 0.22 Plot of g(x) aod g'(x) ven.8 x FIGURE 14. This can be represented by: X k +4 = xk (14. . the population value at time step k is equal to the value at lime step k .2 Period4 When pcriodA behavior occurs.. 14. do not confuse g4(x) with Ig(x)]4 g4(x) is an eighthorder polynomial with eight solutions as shown in Figure 14.7 Cascade of PeriodDoublings 351 0. Figure 14.6 " 0.: g2(x) arc also solutions (although unstable) for x = g4(x).0.5.lIs x for n "'" 3. 0.7..6 0. (14.28) Using the same arguments that we used for pcriod2 behavior.Sec. _g'(x ) k = g(g(g(g(x k)))) ( 14.30) by plotting g4(x) verSllS x as shown in Figure 14. = 3.4 0.30) We can obtain the solutions to (14.29) ~ g(g(x kU » ~ g(g(g(xk+'») XkI4  .. g(. we can find that since xk+ I :.24 shows that the solutions for x:::: g(x) and x :::.
5 Chap..~ 0::: 3.6 '" 0.2 0.8 .8 FIGURE 14. '\ ." . . .2 s u u 0 0 0. . \..4 0.352 Introduction to Nonlinear Dynamics: A Case Study alpha:= 3.6 0..6 0.s of R(X).5 0...6 ~OA . alpha = 3.9"(x) ______ ___ L.23 Plots of g4(x) versus x to find the pcriod4 values for Ci "" 3.8 s s u . " :s '0. \ \ . 14 u 0.2 g(x) ·••••. '" ~x 0.4 ~ 0. 0..8 x FIGURE 14..24 Plot.2 0._.4 x 0.t.·9'(x) . t._ V\ • 0..5. !.:lex) and . ..\ ::'I :: .JA(x) versus x for (...5. C5 0. \ '~. . .
we call sec that for any period have the following relationship we (14. n of which arc stable. As the hifurcation paralnetcr 0'.56995. and there will be 2n solutions. To obtain a rough cstimate of the Feigcnbaum number.31 ) v Ak lll . pcriod 32 (2 5 ) and pcriodM (2 6 ) e 3.6692 A summary of thc bifurcation points is providcd in 'fablc 14. TABLE 14.32) Note that gll(Xk) will he a polynomial that is order 2n.4 Feigenbaum's Number The quadratic map exhihits a period doubling route to chaos.3 Cascade of PeriodDoublings 353 Periodn 1/.6045 which is close to 4.544090 3..569692 ~ ~ 3.56R759 3. is increased.j'j 2 4 8 16 32 64 oc . period16.0 3.5044IJ7 3.O:i where C'ii represents thc parameter value at thc i th period doubling point.3. model goes through a series of period doublings (IJcriod2.669196223 ( 14. periodS.56R759 ~ 4. 14.7. usc thc valucs of (X for period16 (2 4 ).) () .cn!Jaum nurnbcr.". where the period is 11 ::::: 2 i .569692 356995 I 2 3 4 5 6 .564407 3. Chaos occurs when the pcriodis 00 (state sequcnce never repcated) at 0' ::::: 3.7.33) C'ii+ [ ./i ( 14.Sec.). perindA.7 14. etc. Feigenbaum noticed that the quadratic map had a consistent change ill the bifurcation parameter between each period doubling. The r"eigenbaum Humbcr is calculatcd by comparing (X valucs at each sllccessivc hifurcation point in the following fashion " Ct lim '1 ~ 4. By analogy to tnc pcriod2 and pcriod4 hehavior.44949 3.568759 3. 14. he found that any "onehump" (sec any plot of g(x) for the quadratic map) model will have a cascade of bifurcations which will yield the /"'·eif.3 Values of (\~ at Bifurcation Points period " 3. Indeed.~ ""(.
f3c can~/ltl when llsing J/umerical methods. SUMMARY A lot of material has been presented in this chapter.354 Introduction to Nonlinear Dynamics: A Case Study Chap. It is likely that many people have obtained similarly bad solutions before reformulating thcll1 correctly. 14 FURTHER COMMENTS ON CHAOTiC BEHAVIOR We have llsed the quadratic map (a model of population growth) to introduce you to nonlinear dynamic behavior. Angclo Lucia (sec references) has found that chaos can occur in the solution of some tiler Inodynamic equations of state if the numerical lllethods arc not formulated carefully.:\ir as we ride our bicycles. Since lhe qua dratic map problem cxhibits exotic behavior undcr certain values of the paramcter n. and will be covered in Chapter 16. Exanlplcs of period behavior in continuous systems include the LotkaVoltcrra model used to predict the populations of predator and prey species. 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. Some of the earliest results of what is now known as chaos were really discoverclJ by Poincare in the late nineteenth century. We sec turbulence throughout our daily lives. This model consisted of a single discrete nonlinear equation. to the boil. The change in a bifurcation parameter that causes a limitcycle to form in a 2 OIJE system is known as a !ioplb{fllrcatiOIl. Dynamic behavior similar to period2 call result from a sct of two nonlinear ordinary dir~ fcrential equations. the system of equations became nonintcgrableleading to the possibility of chaos. this tells liS that a poorly posed I1lHllerieal method lllay have silnilar problcms. Chaos is possible in a sd of three autonomous nonlinear ordinary difJcrcntial equations. but when three bodies were considered. This behavior was discovered by Lorenz in a simple (reduced~order) model of a \veather system (really a model of natural convection heat transfer) and will he detailed in Chapter 17.' . Many researchers have tried to model turbulence by adding stochastic (random) terms to our models of physical behavioL It has only been realized in the past three decades that a good physical (nonlinear) model can simulate the effects of tur hulence through chilDS. Nwnerical mcthods arc used to solve thc vast majority of chemical process models. New York could cause a monsoon in China several months later (<Jr something similar~l. ing \vater on our stoves. from the waleI' flowing from our hlUcels. He stated conceptually that a butterfly flapping its wings in ·froy. to the effect of wind blowing through our 11. He found that it was easy to determine the planetary motions due to gravity in a system \\lith t\VO bodies. You may be wondering how discretc maps and bifurcatiolltheory tics in with applications in chemical engineering. Lorenz coined the phrase "butterfly effect" to describe a system of equations that is sensitive to initial condilions (hence chaotic). involving the threebody problem.
E. Simple process equatiot/s. Chaos: MakinR a lYeH' .I. (1992). CA: AddisonWesley. Redwood City. as shown in the following paper: I.). which was modeled by a nonlinear algebraic equation. Deterministic non periodic flows. This population growth lnodel is a simple example of a discrete dyn. May. ·fhis book also docs an excellent job of discussing tbe quadratic map and dynamical systcms theory. Guo.. 'rhe general field of chaos theory was introduced to much of the public in thc popular hook hy Gleick: Glcick. . we will be studying continuous dynamic systems.For example. J.). X. R. Dercbail. & R.B. Chaotic behavior can occur in a discrete lnode! with only one equation. N. & J. (1990). 20: 130141. An I. }ourJ/o! (!{ Atmospheric Sciellce. such as phasc equilibrium calculations. (1987).<lmic system. NO/l Chaos can appear in numerical solutions to chemical engineering problems. 36(5): 641~654. exothermic chemical reactors can exhibit bifurcation behavior and continuous oscillations in temperature and composition.pcrimefltal Approach to linear DYllarnics and Chaos. TufiUaro. .ucia. and chaos. (1963).. Nalure 261: 459467.N. ReiJly. Richey. that is. It turns out that nonlinear OI)Es can have dynamic properties that are similar to the discrete population tllodel. PJ..References and Further Reading 355 We noticed that a discrete population growth model is represented by the quadratic map problem. systeills that arc modeled by ordinary differential equations (ODEs). In the future. Abbott.fixed [Join! methods. Software for the MacintosllO that was packaged with the following hook was used to generate some of the quadratic map diagrams. Simple mathematical models with vcry complicated dynamics. One lnain difference is that a system modeled by a set of autonomous ODI~s must have at least three equations before chaotic behavior occurs. REFERENCES AND FURTHER READING The prinlary reference for the behavior of the quadratic map is (this has been reprinted in a number of sources) is by May. A.M. Lorenz is given credit for the discovery of "sensitivity to initial conditions": Lorenz. (1976). American Institute of Chemical Engincers Journal (lIICI1£.')'ciencc. New York: Viking. T.
and consider stahility of the cquihbriuln.356 Introduction to Nonlinear Dynamics: A Case Study Chap. where r and I. for various values of n. 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. 3. S. MA: Addison Wesley.6875 are unstahle. (flint: Let h(x) ~ X(X(x» and show thai I/{(x) I . How docs 'Y effect the cquilibrium population values? (Show calculation. 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. Usc MATLAB to generate transient responses for the quadratic map. as well as regions of periodic and chaotic behavior.14 to try and find regions of periodic behavior in the midst of chaotic behavior.) Let (\' ::::: 3.:::: 3. x::::: nr/( I + 1')1. Consider the "proportional harvesting" model for population growth. 14 The book by Strogatz is an excellent introduction to nonlinear dyiHunics: Strogatz. 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.g.. \Vhy arc the results for the simple quadratic map problem important to understand. and COllsider stability of the equilibrium. What is the physical significancc of L'! 4. Reading.) . hunting deer or removing cells from a petri dish). Consider the pcriod2 behavior that occurs at a value of 0' .H. Derive the scaled logistic equation (14.) tAct tV ::::: 3. Use Figure 14.). Consider the "constant harvesting" model for population growth. Nonlinear Dynamics and Chaos.2. arc constants (Hint: [)efinc the scaled variablc. where 'Y is a term that accounts for a constant removal rate per unit timc period (e.2. (1994).:> I at those values. Explore regions of single st:cady~statc solutions. when chemical and environmental process models arc obviollsly much more complex (hascd 011 ODEs)') 2. Show that the values of x ~ 0 and x ~ 0.2.9) from the following unscaled model for population growth. STUDENT EXERCISES I.
and C. .. Integrate these equatioJls lll11ncrically (using odc4 5.5 and YiO) ::: 0.(k + I) + I) x)(k) j I ~ax.3. Consider the scaled LotkaVolterra (predator (Y2)prey (VI» equations.(J). F'ind the (real) fixed points 01'. The time ullit is days.x + I ::: O.xl j 1 Try several different initial conditions and show whether these converge. 11..3(75) that yield stahle period2 behavior.H(. Discuss the stability of the two solutions x'. Show that chaos occurs at approximately a:= 1.618 and x* :::. (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 equationofstale for the multicomponent mixture (CH"I' C ZH4.f(x)::: x 2 . Read the paper by Lucia ct al.Student Exercises 357 7. 9. formulated as x::: _.0 and the initial conditions arc Yj(O) ::: 1.618. the iteration sequence is x kl J ::0::: g(x k ) = .r 2 + I ::: g(x).f(x) ::: _. 12. Develop a cobweb diagranl for this system. Usillg Newton's method. Consider the nonlinear algebraic equation. The IIcnon Inap is a discrete model that can exhibit chaos: x. \vhere dv til •• .X + I ::: O. or oscillate between values. write the iteration sequence in the form of: Try several different initial conditions and show whether these converge. based on an analysis Of{I. .618 and x":::: 1. Using MATLAB construct the orbit diagram (Figure 14. 13.75.(k)' h x. Discuss the stability or the two solutions .1. The parameters are O~ ::: ~ ::: 1. S. based on an analysis ofg'(x*').618. Also. . Using the direct substitution method.\""+1::: \/t/.2 .Deveiop a cobwcb di<:tgram for this SYStCllL 10.06.(k) For a value of!J::: 0. diverge or oscillate between values.14) for the quadratic map. (k x.' and analyze their stability./(x~:).: ::: 0. Try to rind values of a (try a > 0.. diverge. develop a cobweb diagram for this problem. = a (I ~ v») V.r:t: ::: 0. perform numerical simulations for various values of u. for example) to show the periodic behavior. 1. Consider the nonlinear algebraic equation.
g"2(x). with proper values for alpha.xinit.g4j ~ % % % % % gn_qmapla1pha): functions for % % finds g(x). Bequette % 23 july 93 % modified 12 Aug 93 % revised 20 Dec 96 % x g zeros (201.g2.D). clear time.358 Introduction to Nonlinear Dynamics: A Case Study Chap.m 29 August 1993 (e) B.xinit.005: gli) ~ a1pha*x(i)*(1x(i)): g2li) ~ a1pha*gli)*11g(i)): . xinit and n then enter the following plotltime. 14 APPENDIX: MATLAB MFILES USED IN THIS MODULE function rtime.g.x) function [x.n) population model (quadratic map).x] ~ pmod(alpha.W Bequette revised 20 Dec 96 input data: alpha: growth parameter (between 0 and 4) % % % % % % % % n: nUlnber of time steps xinit: initial population (between 0 and 1) clear x. gA3(x) and g"4Ix) % the quadratic map problem % % Ie) B.W. time(k) ~ k1: x(k) ~ a1pha*x(k1)*11x(k1)): end run this file by entering the following in the command window [time/x] ~ pmod(alpha. clear k. x(l) ~ xinit: time (1) ~ 0: for k ~ 2:n+1.g3. 1): x: g2 ~ x: g3 x: g4 x: % for i~1:201: xli) ~ (i1) *0. prnod.
Student Exercises 359 alpha*g2(i)*(1g2(i)).g2.g4. '_. alpha*g3(i)*(1g3(i)). for example % plot(x.x.x.g. g3(i) g4(i) ~  end % can plot. ') .x. 1~I.x.
which showed how a discretetime systeln could move from a single stable steadystate to periodic hehavior as a single parameter was varied.3 15. applied to systems modeled by a single ordinary differential equation. In Chapter 14 we presented the quadratic map (logistic map or population model). 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. Chapters 16 and 17 will involve systems with more than one state variable.2 Motivation [IIustratioll of Bifurcation Behavior Types of Bifurcations 15. where the behavior changed from ()symptotically stable to periodic.1 MOTIVATION Nonlinear systems can have "exotic" 11chaviof such as multiple stcady~statcs'and transitions from stable conditions to unstahle conditions.1 15.BIFURCATION BEHAVIOR OF SINGLE ODE SYSTEMS 15 The goal of this chapter is to introduce the student to the concept of bifurcation behavior. 360 . This would he considered a dynamic bifurcation of a discretctinle system.
~ I. unstable) behavior of a system changes as a function of a parameter.:.1 Polynomial behavior as a function of /L.[L) = [Lx .) :. We sec that the number of real solutions (f(. x FIGURE 15. This chapter deals with systems modeled by a single ordinary differential equation. If the qualitative (stable ys. while the number of real solutions for f.1 below. we also refer to this as bifurcation behavior.L = 0 is a bifurcation point for this system. somctimes two of the solutions are complex. 15. ESCOLA Dc ENGEN HARIA GIBLIOrLCA .x' = 0 The solution can be obtained by plotting the function and finding the valucs of or where fCql.. We will see in the next section that this behavior is characteristic of a pitchfork bi~ furcation.:: O.:: 0 is a transition between the two cases.q. 15. Assume that the following cubic polynomial equation describes the steadystate behavior of a system. We say that: f. and other timcs thc solutions arc all thc samc value. Bifurcation analysis is particularly important for complex systems such as chemical and biochemical reactors..2 Illustration of Bifurcation Behavior 361 conLinllous~timc systems.. 0) for fL = I is one.2 ILLUSTRATION OF BIFURCATION BEHAVIOR Here a simple polynomial equation will be used to illustrate what is meant by h(jllrcafio!l behavior..L = 1 is three. f(x. because the number of real solutions changes from one to three at this point..:. In this chapter we introduce bifurcation behavior of A steadystale bifurcation occurs if the number of steadystate solutions changes as a system parameter is changed. 0 and J is shown in Figure 15. We will also fino that the number of solutions is always three for this problcln.L) :. the same types of bifurcation behavior afC also observed in chemical and biochemical reactors. Allhough only single variable examples arc used in this l1lod~ ule. A plot of this function for fL :.Sec. The curve for fL :.
:.2) can be determined from cafastmehe t!lcory. and (iii) transcritical.: 0 are r.x' (15.~ x.f(x...362 Bifurcation Behavior of Single ODE Systems Chap. a'f ()x .() = 0 x..fL) = () af .. The number of solutions of (15.6) The equilibrium point is: the solutions to. The steadyslale solution (also known as an equilibriulll point) of (15.2) has k solutions.3 TYPES OF BIFURCATIONS 1'he types of bifurcations that will be presented hy way of examples include: 0) pitchfork. the eigenvalue is simply the Jacobian for a single equation syslem. We will also cover a form of h. [~quatioll (15.<! = V~ .I(X.2.3 ) Notice that thcrirstdcrivalivc is also the Jacobian for the singleequation model.5) In Example 15.p~). Oi) saddlenode.2) A bifurcation point is where the both the function and its first derivative are zero: iJf .1 ) where x is the slale variable and !.1 Pitchfork BiflHTation Consider the single variable system shown previously ill Section 15.ax? (15. we will present the general analysis approach. if the following criteria arc satisfied: f(X.1 this method is applied to a system thaI exhibits a pitchfork bifurcation. 15 15. so the eigenvalue is () at a bifurcation point. EXAl\lPLE 15..qL) ( 15. Also.j = V.4) and ( 15.fL) = iJx = () (15. Consider the general dynamic equation: (15.1) is: () f(.vsteresis behavior and show that it involves two saddlenode hifurcations.L is the bifurcation parameter.fL) ~ fLx. x f(X. Before we cover these specific hifurcations.
so the value of the cigenvalue is: A . we will analyze each one separately.::: 0 is the only physically meaningful (real) solution. < O. therc is a single real solution. I.l" .r e  Il c lIllstahlc 2 . Notice that a change ill the number of equilibrium solutions and the type of dynamic behavior oecured at 1.2.. /L. ~ < O. we can find the sta bility of the system.3 Types of Bifurcations 363 Notice that if 11. and it is stable. Il" + ~. there are threc real solutions. < O. 3 x?: 1 /J.L. NO\v.: . then the systcm is stahle. ~ > O.IL..0. < 0.::: 0.'I' ami x e2 to indicate the three different solutions.. then the systcm is unstahle. 15.. We X/'ll' X.L" 0 ." \1 fJ' 2 :1 .x. since fJ. The only real equilibrium solution is '\. 2 J. II. The bifurcation point satisfies the conditions in (15.Sec. r"m Il > 0 there arc three real solutions. since \/~ is complex if fJ. < 0.fL" which is stahle. as a function of the hifureation panunetcr.: Othe hUim'atioll poinl. If Po. For Il <0. while a dashed line indicates the unstable solution. > 0. The Jacobian is Since the Jacobian i.0 ax iJ/1 \. then xl' . a scahH. as shown in Figure 15. POI' lise the notation this case.::.L.J +.. A solid line is used to represent the stable solutions.VfL Il"  stable 3 .l' j I 1.3): !(X"fL..stable It is eomOlon to plot the equilihriulll solutions on a bifurcation diagram.o.) {lnd 1. then the eigenvalue is equal to the Jacobian: If Po. two arc stablc and one is unstable. x'..
. I () This analysis indicates that the mnnber of solutions is three in the vicinity of the bifurcation point (sec (15. all three solutions for Xc are real.5 A~ 21' +.. x x~ stable /..364 Bifurcation Behavior of Single ODE Systems Chap.1.2 Pitchfork Bifurcation DiagramExample 15. = 0. For fJ.. . () and X" =0 =6x""'0 The higherorder derivatives at the bifurcation point are: a'I I ? ax""!. two of the solutions for Xc arc C'Hllplcx and uncis real... r:or fJ... and ax}~". all three solutions for J:e arc zero... For f.L values.L > 0. It should be noted that there arc actually three solutions to the steadystate equation throughout the entire range of l......4) and (15.A~ x~ 0 I' unstable A= I' I' stable FIGlJRE 15. 15 The slalc and parameter values that satisfy these conditions simultaneollsly are: fl. < 0..5)).l'~ alII (.
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 steadystate 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 09 ) would eventually cause the solution to go to onc of the two stable steadystates. 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:
j(x,!'l
= fL<
+ x3
Example 1
J' = I
"0 =
0.5
0.Q1
1
"0 = 0
2
x
0 0.5
I
i
0.01
~
1.5
6
8
10
time
FIGlJRJ1: 15.4 Transient response for Example 15.1, IJ. =: l. The final steadystate reached depends ()n the initial condition.
366
Bifurcation Behavior of Single ODE Systems
Chap. 15
The reader is encouraged to find the bifurcation behavior of this system shown below (see student exercise 5).
2 r.,
~
0
1
2
21.5 1
·0,5 0 0.5 rou
1.5
2
Also, a perturbation of the pitchfork diagram can occur with the following system:
i "0 f(x,/L,u) ,~ u + /LX  x 3
which can have a diagram of the form shown below (see student exercise 7).
4
u;;:: 1
2
~
0
2
4
6
rou
o
EXAMPLE 15.2
SaddleNode Bifurcation (Turning Point)
Consider the single variable system:
( 15,7)
The equilibrium point is:
The two solutions are:
XI'! =
\/;J:

x,,):
=
YJJ.
The Jacobian (and eigenvalue) is:
The bifurcation conditions, (15.4) and (15.5), are satisfied for:
IJ.,. = x" = 0
Sec. 15.3
Types of Bifurcations
367
The second derivative is:
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
=
± V~, we see that there is no real solution for !J < O.
II. !J > O.
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 (saddlenode) is shown in Figure 15.5.
L,
Jl = a
x
.1l>.ble
X= JlO.~ >,, 2 Jl 0.5
,
uns1l>.ble
FIGURE 15.5
Saddlenode bifurcation diagram, Example 15.2.
368
Bifurcation Behavior of Single ODE Systems
Chap. 15
Notice that there are actually two steadystate 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 steadyslate 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.
Jl
=1
"0= 0
0.99
1
"0=0
•
_I
2
i
1.01
3
2
time
3
4
5
FIGURE 15.6 Transient response for Example 15.2, !L;;;: 1. Initial conditions or Xo > I converge to a steadystate of x;;;: 1, while Xo < I "blows up",
EXAIVIl']"E 15.3
Transcritical Bifurcation
Consider the single variable system:
.r
The equilibrium point is:
~ !(x,p.) ~ p.x  x'
( loY)
The solutions arc
The Jacobian is
Sec. 15.3
Types of Bifurcations
369
The eigenvalue is also
A
~
jJ.2x,.
fJ,
The bifurcation point is !(x, .....) = df/dx = 0, which occurs at
= x e = O. The second derivative is:
2
*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.
a. One solution is:
with an eigenvalue:
A = fl.  2 x,.
which is stable (since IJ" is negative). b. This equilibrium solution is:
fl.,
which has the eigenvalue:
A = IJ  2x" = J...le  2IJe = 2!J..e
which is unstable (since It e is negative).
II.
jJ.
>0 a. One solution is
which has the eigenvalue:
which is unstable. b. Another solution is:
which has the eigenvalue
A = JJ..  2 x" = fJ.,.  2 IJ"
which is stable.
2 }L"
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
Bifurcation Behavior of Single ODE Systems
Chap. 15
L,
x=o
,\=j!,
x
x= j!, ,\ =j!,
stable
of,\=j!,
stable UIl.'ltable
x=o
,\ =j!,
UIl.'ltable
FIGIJRE 15.7
Transcritical bifurcation, Example 15.3.
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 steadystate, while for other initial conditions the state variable blows up.
Example 3.
j!,
= I
"0= 0.99
0.5
1
X
1
"0 = 
1.5 2 2.5
3
i
1.01
0
2
time
6
8
10
Flf;(JRE 15.8
Transient response for Example 15.3, importance of initial conditions.
J.L
I. Notice the
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 dillerent from the previolls examples. Here we allow Iwo parameters to vary and determine their effects on the system behavior.
EXAMPLE 15.4
Hysteresis Behavior
Consider the system:
( 15.9) which has Iwo parameters (u and /1) that can be varied. We think of If as an adjustable input (manipulated variable) and f.L as a designrelated parameter. We will construct steadystate inputoutput curves by varying II and maintaining /1. constant. We will then change /L and see if the character of the inputoutput curves (x versus II) changes. We first work with the case
fL ~1.
I. fJ;:;;; 1.
The equilibrium point (steadystate solution) is:
!(X,•. fL) ~ 0 ~
II 
x,.  x,:
(15.10)
The steadystate inputoutput 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:
ax
ill I
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.
372
Bifurcation Behavior of Single ODE Systems
Chap. 15
,pie 3.
)l
=1
01
6
time
8
10
FIGURE 15.10
InpllHJUtput diagram 1\,[ Example 15.41\"·,, =1.
II. IJ;:;;; 1.
The equilibrium point (steadystate solution) is:
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.
ll.
(15.11)
For exam
At u;:;;; 0:
so,
x"
=
1,0, or I.
The stability of each solution can be determined from the Jacobian:
The eigenvalue is thcn A = 1  3
XI';:;;;
x;. For the three solutions, we find:
which is stable. which is unstable. which is stable.
XC
"I, = 0,
x,,= 1,
A= 13=2 A=I A= 13=2
Now we can vary the input, If, ovcr a range of values and construct a steadystate inputoutput 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
Types of Bifurcations
373
mu
2
~
1
..  ,..  ~ ......
~  ,. rT  .
'" O·
\
~~
1
/
0
\
2 4
.~
3
15. t I
2
1
u
2
3
4
FIGUrU~
Inputoutput diagram for Example 15.4 with lt
0=
r.
Notice that r<'igurc 15.11 cOiltains two saddlenode (or turning poioI) bifurcatio!l points (sec Example 15.2), The bifurcation (singular) points can be determined frolll the solution of:
( 15.12)
'fhe bifuf(.:atioll points arc theu:
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, steadystate value is achieved. If we increase II a slight amount (to say, 2.9), we will achieve a slightly higher steadystate value for x. As we keep increasing It, we will cO!l.!illue to achieve a new stahle steadystate 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 steadystate solution remains on the top eurvc.
374
Bifurcation Behavior of Single ODE Systems
Chap.15
Starting at High Values of u. Notice that if we begin with a high value of u (say, 3) a single stable steadystate value is achieved. If we decrease Ii a slight amount (to say, 2.9), we will achieve a slightly lower steadystate value for x. As we keep decreasing Il, we will con~inuc to achieve a new stable steadystate 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 stattedup. Ajump discontinuity occurs at each "limit" or "turning" point (the saddlenode 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")
and
~
0
~
.•af ) ..
<X
~
iJ.tj
The equations are:
a'f
*0
fJ. ~ 3x~
~6xe
~O
~
0
6
It is easy to show that, for a value of Ii
::::
*0
= /L" =
0, the bifurcation conditions are satisfied at:
x"
0
The stcitdystatc inputoutput curve for thi.<; situation is found by solving:
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
Types of Bifurcations
375
mu= 0
T~~'·l~U.
" 0
1
FIGURE 15.12
Inputoutput diagram for Example 15.4.
of /L we observe monotonic inputoutput behavior, with a transition to multiplicity (hysteresis) behavior at JL :::: O. The turning points in Figure 15.13 can be projected to the /JIl plane to find the bifurcation diagram shown in Figure 15.14. A saddlenode (turning point) bifurcation occurs all along the boundary of the regions, except at the "cusp point" (J.L:::: 0, u:::: 0), where a codimcnsion2 bifurcation occurs. The term "codimensioll2" meal1~ that two parameter.~ (/J,u) are varied to
2
1 " 0
1
2 2
o
mu
u
:FIGURE 15.13
"Cusp catastrophe" diagram for Example 15.4.
376
Bifurcation Behavior of Single ODE Systems
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 fixedpoint
three fixedpoints
a
0.5 1 1.5
1
0.5
a
0.5
1.5
2
mu
FIGURE 15.14
Two~pannnctcr (f.l,1I)
bifurcation diagram for Example 15.4.
I
dir~
SUMMARY
We have studied the bifurcation behavior of some example single nonlinear ordinary
ferential equations of the form.i:
c=
f(x,f.l), where x is the state variable ancl
cation parameter. The equilibrium (steadyslate) points afC The stability is determined by finding the eigenvalue, 'A, which is simply the Jacobian, ~flax lx,,,tLe' for a single equation system, JJ A is negative, the equilibrium point is stable. If "A.. is positivc, thc equilibrium point is unstable. A bifurcation diagram is drawn by plolting the equilibrium value of the state variahle as a function of the 11ifurcation parameter. [rthc c(]uilibrium ])oint is stable ("A..;:o;: D//fh I.r,_·I.\·( . < 0), a solid line is drawn. IT the equilibrium point is unstable, a dashed line is dr;'l\vn. The bifurcation points can be found by solving for i)/IJx.I.Y,.,jL" = 0 where l(x",J.l,,) O. Thcse same techniques can also be applied to systems of several equations, particularl) if the cquations can be reduced to a single steady~slate algebraic equation (in a single stale variable). This can he done for many simple chemical and hiochemical reactor problems.
is the bil'llrfound by solving ./(X,.,/L,.) = O.
f.l
REFERENCES AND FURTHER READING
The following texts provide nice introductions to bifurcation behavior: Hale, J.K., & H. Kocak. (1991). Dynamics and BUitrca{;o/ls. New York: Verlag.
Springcr~
4. Perspectives bridge University Press.Student Exercises 377 (~f Nonlinear Jackson. 3. 1991): . c.~ II + [LX  x' with II ::::: 0 and fL = I. h is the rate of harvesting. When solving for the roots of a cubic polynomial. Show how . perform transient response simulations (using MATLAR) to show that the final steadystate obtained depends on the initial condition. For a positive initial population density (xo) the population is exterminated if therc is a finite value of t such that x::::: O. for fixed k and c.fL) . k2/4c.h) ~ k x  C x2  h where all of the parameters are positive. simply plot x versus u.A.r ~ f(x. (1994). while k and care intrinsic growth rate parameters.H. either a complex analytical solution (see any math handbook) or a root solving routine (such as the MATLAR routine roots) must be used.k. The problcm is. For the system in Example 15. we are interested in solutions where x 2:: O. then the population is exterminated regardless of its initial size. If the initial size is above the threshold value. Cambridge. r'or the system in Exmnple 15. For the system in Example 15. b. to determine the effect of the harvesting on the population. Comment on the physical ramifications of palis a and b.4: x ~ f(X. UK: Cam Strogatz. Without finding explicit solutions of the differential equation. then the population is exterminated. Then. (1991). then there is a threshold value of the initial size of the population such that if the initial size is below the threshold value.fL) with fL ::::: 1. show that the "turning points." saddle~node ~ II + [LX  x' bifurcation conditions are satisfied at the 4. Consider the constant harvesting model of population growth (Hale & Kocak. we found that there are ranges of u where there are three equilibrium solutions for x (when fL =1). STUDENT EXERCISES 1. Dynamics. show the following: a. Reading. Since the population density cannot be negative. E.t' can be considered the independent variable and u the dependent variable to obtain an easier analysis of this problem. Should models be used by State Fish and Game authorities to determine proper hunting and fishing Iim~ its? . If h satisfies 0 < h <.4: x ~ f(X. S. then the population approaches an equilibrium (steadystate) point.c. 2. Nonlinear Dynmnics and Chaos. If h satisfies h > k2!4c. MA: AddisoIlWesley.
fL) = fLx + x' . 15 S.5 " 0 0.< 0 and a single unstable real solution for fL > O. >r._ _ lIIIblllll.5 o mu 0.5 one fixedpoint three fixedpoints 1. 2 2 1.5 0.378 Bifurcation Behavior of Single ODE Systems Chap. ~~~_ • . with three real solutions (one stable.< = 2 f(X. o 1 . . Find the values of if and /L on the boundaries between the one and three fixedpoint solution behavior.5 1.5 o 0.4: x = f(X.5 1 0. Show that the following system exhibits a pitchfork bifucation. • •_. two unstable) for iJ. ~.fL) = II + [LX  xJ Develop the cusp bifurcation diagram shown below.5 2 mu .5 2 6.5 1 0. .5 1. Consider the system shown in Example J 5. .
clc.4: "" .<~ul t clear x. develop the steadystate bifurcation diagram shown below. C\)llsiderthe systcm shown in Example 15. x 2. u x. for example. clear rnu.: u + mu"'x x"3 0 'f. in exothermic chemical reactors when the feed llowrate is varied whilc maintaining a constant jacket temperature (a soca. whatever u' s r.{)'05:2.fL. bcqucLtc 'I. "3 +2*x. where the saddlenode (turning point) bifurcation occurs.u. plot3 (u.lled isola forms).~ f(X.U) ~ U + fU  x' For a value of u :::: 1. 4 u ::. .olvcs the problem ::. Notice that this is a perturbation of a pitchfork bifurcation.Student Exercises 379 7. Find the values of x and jJ. This type of behavior can occur. 'w' ) hold on .w.: 1 2 ~ 0 2 4 ·4 2 0 2 4 6 8 10 mu APPENDIX h cusp diagram % b.2 "'ones (size (u)) . f(x.mu) " with x varying between 2 and 2 '1 mu varying from 2 to 2 and '!.ar u.x. 9 0 1~ dec 96 ~.
380 Bifurcation Behavior of Single ODE Systems Chap.125:2.875:0. u = x. plot3(u. for i "" 1:32.30) .x.mu(i)*ones(size(u») .*x. 15 mu ~ ~1. 'w'} end hold off »view(15.mu(i) . A 3 .
saddlenode. and saddlenode bifurcations.1 16. 'A'e found that a number of interesting bifurcation phenomena could occur in these systems.1 HopI' bifurcations '1'he major sections in this chapter are: 16.2 16. the reader should be able to Find that many of the same types of bifurcations that occur in singlestate systems also occur in twostate systems (pitchfork. 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.3 16.4 Background SingleDimensional Bifurcations in the PhasePlane Limit Cycle Behavior The Hopf Bifurcation 16. including transcritical.1 BACKGROUND In Chapter 15 we presented the bifurcation behavior of singlestate systems. We find in this chapter that these 381 .BIFURCATION BEHAVIOR OF TWOSTATE SYSTEMS 16 The goal of this chapter is to introduce the reader to limil cycle behavior and the HopI" bifurcation. After studying this chapter. pitchfork.
this is an example of a supercritical Hopf bifurcation.:t:.1 ) (16. we will discuss single dimensional bifurcations in the phase plane. We can detenninc the stability of each equilibrium point from the Jacobian.:~I Notice that only the trivial solution exists for j.fL) = x.xi x.f.and higherorder systems. In Section 16. The equilibrium (steadystate or fixed~point) solution is: IfLX~:.3 we review limit cycle behavior. The trivial solution is: and the two nontrivial solutions arc: XI' = and Xc = [~.382 Bifurcation Behavior of TwoState Systems Chap. This is the subject of Section 16. since we will assume that equilibrium values must be real (not complex).t) ::::: O. In Section 16.fL) = fLXI .2) f2(X. = f(X.4 we present a type of bifurcation that can only occur in second. we find that a stable node can h(furcate to a stahle limit cycle if a parameter is varied. Before turning to the interesting Hopf bifurcation phenomena.:] = [ . which was initially presented in Chapter 13 (phaseplane analysis). This phenomena has been shown to occur in a number of chemica! and biochemical reactors.fL) = (16. 16.2 SINGLE·DIMENSIONAL BIFURCATIONS IN THE PHASE·PLANE Consider the twovariable system (notice that the two equations are decoupled): XI = f. In a Hopi' bifurcation.] = [~] There are three solutions to f(x.J. which is: I which has the following eigenvalues: °1 = fL A2 = I Al 3xj" .(X. 16 types of bifurcations can also occur in highcr~order systems.. < 0.2.
< . Here we consider three cases.3xt = 0 which is stable.L < O..1) as f.. the system can be shown to exhibit a slow approach to equilibrium by observing the analytical solution to the differential equations.. > o.L] saddle pomt . f. J. III J. This means that a saddle point (trivial solution) is bounded by two stable nodes for this case. the stability of each equilibrium point is de~ termincd by the first eigenvalue.L:::::: 0. = IV~]. I' 2J.L =0 ::::: The equilibrium solution is x k 0. fJ.L > 0 The eigenvalue for the trivial solution (xl e ::::: 0): is unstable since p.L which is stable.L> O. = [:. IxX". . = WIth 0 ~2.L<O The only equilibrium solution is the trivial solution (xli'::::: 0). so: Al = /L . [J. since J. > O.2 Single~Dimensional Bifurcations in the Phase~Plane 383 Since the second eigenvalue is always stable. so: ~I = J.Sec. since the three solutions are: x. 16.] WIt 1 = = [ ~2tj = = stable node x .L .] = [  :~] with ~ = [~. A = [~11. The eigenvalues for the nontrivial solutions (±\Iii) are: and So the nontrivial solutions arc stable for f.L goes from negative to positive.L1 I _ = stable node We notice the following phaseplane diagrams (Figure 16.3x1e = f. = x" Ix"1 = 0 IOJ·1 ~ =~2 I~'J _I. < 0.j 2. and fJ. II J..
as shown in Figure 162 below.5 1 a x. and the rest of this chapter. < a b. a.1 Pitchfork bifurcation behavior in the plane. The major difference in conter (Figure 16. IJ x.5 x.2) and limit cycle 0. u > a FIGURE 16. There is a single stahle node for /L < 0. The phaseplane trajectories of the systems with cellters depended on the initial condition values. unstable) for 11 > 0. Different initial conditions lead to different closedcycles.5 ~~ a a 0. In this section.384 mu= 1 Bifurcation Behavior of TwoState Systems mu= 1 Chap. we are interested in limit cycle behavior. FIGURE 16.5 1 x. 16. 16 0. and two stable (0) nodes and a saddle point (+.5 ~~ 0.2 havior.3. 0.5 1 1. as shown in Figure 16. Example of center be .3 LIMIT CYCLE BEHAVIOR In Chapter 13 we noticed that linear systems that had eigenvalues with zero real portion formed centers in the phaseplane.5 1 0.
. . we mean that a perturhation in initial conditions from the closed cycle eventually returns to tbe closed cycle (if it is stable).5 x. x2 "'" r sin 0).') (16. 16.1 A Stable Limit Cycle j. 0 0.o. Initial conditions that are either "inside" or "outside" the limit cycle converge to the limit cycle. By isolated.3) behavior is that limit cycles are isolated closed orbits.3 r' We see then that tbe trivial solution (r:::.3 Limit Cycle Behavior 385 0. Example of limit (Figure 16. The stability of this system is then determined frotH an analysis of the first equation.o. because the eigenvalue is positive (+1).5 1 1. I.3) (16.: 0) is unstable. Consider the following system of equations. The second equation indicates that the angle is constantly decreasing. The trivial solution is r. Any trajeeto'·y that starts out close to r"'" 0 will move away.5 1 0 x. EXAMPLE 16.3 cycle behavior.. Notice that we have convelicd r cos 0.0.o. the value of ret) is not required to find OCt) and vlee versa. The Jacobian of the first equation is: of ar I .4) II ~ Notice that these equations are decoupled. while any solution that starts out close to r..4. that is.5. ~ . The nontrivial solution is stable. Contrast that with center behavior. based on polar coordinates: (I .. The phaseplane behavior is the states to rectangular coordinates (XI shown in Figure 16.Sec. I wiH move towards r.. FIGURE 16. The time domain behavior for x [ is shown in Figure 16. () and the nontrivial solution is r"'" 1. . The steadystate solution of the first equation yields two possible values for r... because the eigenvalue is ~2. where a perturhation in initial condition leads to a different closed cycle.
. F1GUH.E 1().5 0..5) (16. based on cylindrical coordinates r (j ···r(lr') I (16.. The stability of this system is then determined 0"0111 an analysis of the first equation. notice that these equations are decoupled.2 An Unstable Limit C)'cle Consider the following system of equations.5 .2. The previous example was for a stable limit cycle. EXAMPLE 16.6) Again.386 1.1).5 1 o 10 20 time 30 40 FIGVRl\ 16.5 Stahle limit cycle behavior (Exi1mpleI6.4 Stable limit cycle behavior (Example 16.: 0 0. 16 ··0. 1. It is also possible for a limit cycle to be unstable.1).5 Bifurcation Behavior of TwoState Systems Chap. as shown in Example 16. The second equation indicates that the angle is constantly decreasing.5 ·1 X.
.. ~.5 1 1....5  0.6. 2 3 time 4 5 6 FIGURE 16.. while an initial condition of r(O) = 1. This leads to the phase~planc behavior shown in Figure 16. because the eigenvalue is negative (1).05 blows up.. The trivial solution is r ::. .~ / .. The nontrivial solution is unstable. The time domain behavior is shown in Figure 16...9 converges 10 0. . because the eigenvalue is positive (+2).Sec.6 o unstable limit cycle. Phase~plancbchaviorfor all The steadystate solution of the first equation yields two possible values for r. L L..... while any solution that starts out greater than r ::::1 will increase at an exponential rate.. .. 1 x._ ..5 387 0. The Jacobian of the first equation is: iif ()r ~1+3r2 We sec then that the trivial solution is stable. 16...: 0 and the nontrivial solution is r::.5 o o _1. FIGURE 16.5 0..7 Time domain behavior for an ullstable limit cycle. An initial condition of 1'(0) = 0.5 l ~! ..7. 1.. Any trajectory that stalts oul less than r = I will converge 10 the origin..:: I...3 Limit Cycle Behavior 1..
2 The equilibrium (stcadystatc) point is/{r):. EXAMPLE Hi.2) the Jacobian is: af ar /.10) Since these equations are decoup1cd. r(fJ. In the second case (16.2) the limit cycle was stahle. Tn the first case (16. which yields.8) .1 and 16. we arc rcady to determine what types of system parameter changes will cause limit cycle behavior to occur. 16. meaning that all trajectories were "attracted" to the limit cycle.:. .xi) i· ~ r This can be written (see student exercise 4) in polar coordinates as: (fJ..r 2 ) (16. That is the subject of the next section. thc stability is dctcrmined from the stability of: fer) = r (fJ. this will not normally be the casco Usually the limit cycle forms morc of an ellipse.1) the limit cycle was stahle. In the next example we show a supercritical Horf bifurcation. Now that we have covered limit cycle behavior.388 Bifurcation Behavior of TwoState Systems Chap.9) o~ .L . where the system moves from a stahle steady~slatc at the origin to a stable limit cycle (with an unstable origin) as a paramcter is varied.r 2 ) = () . The point where the number of solutions changed was called the bifurcation point.3. +x2 (/LX.7) ( 16. A Hop/hifurcation occurs when a limit cycle forms as a parameter is varied. 16 Examples 16. Although hoth of these examples yielded limit cycles that were circles in the plane.xi) ( 16.= x.<.2 have shown the existence of two different types of limit cycles. We also found that an exchange of stability generally occurred at the bi~ furcation point. 0.. = I (16. .3 SupercriticallIopf Bifurcation Consider the systern: i] = Xl + Xl (p"  xf ...4 THE HOPF BIFURCATION In Chapter 15 we studied systems where the number of steadystate solutions changed as a parameter was varied. and all trajectories were "repelled" from the limit cycle.
. 16.::: 0) exists. 1. > 0.Sec. the behavior changes from stable node to a stahle limit cycle.= 0 (trivial solution) r \ifL (not physically realizable) For /L < 0.::: \/fL) is stable because: iJ{ = p.c~ 1 F1GlJRE 16. but has slow convergence to r". aod tbe Jacobian is: ·3 r' which is stable.lrC r:.5 0.. only the trivial solution (r:.5~~······ 0.9. x. 0 a.::: 0.5 ~)/ 1. because: The nontrivial solution (r:. . the trivial solution (r::::o 0) is unstable. As J.5 ~\.8. The bifurcationdiagram for this system is shown in Figure 16. which is stable. since /L < O. f"~1 b'I.l goes from 1 to I. For 11.3 r'" .8 Phaseplane plots. 1<'01' /L::::O 0. 2fL and we find the following phaseplane plots shown in Figure 16.' ().4 The Hopf Bifurcation 389 which has three solutions: r .=: O.5 1 1. For Il < 0. all of the steadyslale solutions .5 x. ·1 0 1.
J dX) We find the Jacobian matrix: [ ~' xL J 2x l "X 2.390 Bifurcation Behavior of TwoState Systems Chap. :. ~ 2 Xl {.9 Bifurcation diagram. 16 1.2~' + ~' + 1 ~ 0 \\lhich has the eigenvalues (roots): 2 .7) and (16.0 Here we analyze this system ill rectangular (xI point or equilibrium) solution to (16. 12\:I.\l.:. but a stable limit cycle (with radius r::::: \/iL) emerges..8) coordinates.X'1 llx~.. is: . for the equilibrium solution of the origin: The characteristic polynomiaL from det(. 0..7) and (16. =12x x.5 l.3 which is.8): __~~1l3XlX2 atl _ 2 2 dX j ax.. Indicates that the origin (r 0) is stahle when Il < O. The only' 15: steady~stalc (fixed Linearizing (16..'.5 o··_~~  0.A) ::: 0.l~~~~ 2 1 0 1 2 3 4 mu FIGURE 16. When Il > 0 the origin becomes unstable.5 ~1 ~~~~.
) ). In the general case. parallel to the real axis.L::::: 0.:::: 2). We have found that the Hopf bifnrcation occurs when the real portion of the complex eigenvalues became zero. Hopf bifurcations can occur in any order system (n . the complex eigenvalues are unstable (positive real portion). the characteristic polynomial has the form: a 2(fl. the eigenvalues will cross the imaginary axis with nonzero slope. In Example 16. . when f. that is.2 + a.4.) )" + ao(fl.) = 0 where the polynomial parameters. 16. Example 16.(fl. where a stable limit cycle was formed. the key is that two complex eigenvalues cross the imaginary axis.. 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. where an unstable limit cycle is formed. (It should also be noted that it is common for a2 = I).11 for the three state case. fl.(fl. It is easy to show that a Hopf bifurcation occurs when a.3 was for a supercritical Hopf bifurcation. +++ ~ < 0 ~ = 0 ~ > 0 FIGURE 16. A Hopf bifurcation occurs as the eigenvalues pass from the lefthand side to the righthand side of the complex plane. The transition of eigenvalues from the left~half plane to the righthalf plane is shown in Figure 16.) = 0 (see student exercise 7). 16. ai' are shown to be a function of the bifurcation parameter.L> 0.Sec. the complex eigenvalues are stable (negative real portion). This is shown in Figure 16. Assume that the a/fl.10.1 Higher Order Systems (n > 2) Thus far we have discuss Hopf bifurcation behavior of twostate systems.) parameters do not become 0 for the same value of fl.10 Location of eigenvalues in complex plane as a function of fL.3 the eigenvalues crossed the imaginary axis with zero slope. the eigenvalues lie on the imaginary axis. For a twostate system. and when f. We leave it as an exercise for the reader (student exercise 6) to show the formation of a subcritical Hopt" bifurcation. while all other eigenvalues remain negative (stable)..4 The Hopf Bifurcation 391 We see that when ~ < 0.
Show that the twovariable system ·\1 ~ J. A. MA: AddisonWesley.r. while all of the other eigenvalues remain stable (in the lefthalf plane). Mathematical Methods in Chemical Engineering. FURTHER READING The following sources provide general introductions to bifurcation theory: Hale. .(x. Reading. (1997). (1994). STUDENT EXERCISES 1. two complex conjugate eigenvalues cross from the lefthall' to the righthall' plane. 16 o o + ~t := p < 0 a ~fp > 0 FIGURE 16. New York: Oxford University Press..x. A HopI' bifurcation can also occur ill systems with more than two stales. SUMMARY In this chapter we have shown that the same bifurcations that oeemed in singlestate sys~ tems (saddlenode. which occurs when cmnplcx cigcn~ values pass from the lefthalf plane to the righthalf plane. as the bifurcation parameter is varied. Kocak (1991). 'I'he following textbook shows a complete exmnplc of the occurance of I[opf bifurcations in a 2state exothermic chemical reactor model: Varma.f. 1. Nc\v York: SpringerVerlag. & M. ~t. and pitchfork) also occur in systems with two or more states.H. exhibits saddlenode behavior in the phase plane. DYl/mnics and H{flfrcatiol1s.. Strogatz.U Locatioll of eigenvalues in complex plane as a function of /L. F.(x.392 Bifurcation Behavior of TwoState Systems Chap. We have also introduced the Hopf bifurcation. Morhidclli. S. transcritical.l) IL .f.'or a SllpcrcriticalHopf bifurcation. Nonlinear Dynamics and Chaos.l) . A Ilop!" bifurcation occurs ns the eigenvalues pass from the lefthand side 10 the righthand side of the complex plane.xi . & H.
6. folJows an Sshaped curve. Show that the twovariable system: x.. for IJ.. Show that the condition for a HopI' bifurcation for the f()Uowing characteristic equation is a l (!J) = O. . = . = f. Show that: can be written: . .. 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~)rll1.3  r5 + b. = /LX.. Consider a generalization of Example 16.' Show that.3. exhibits tnmscritical behavior in the phase plane. 5.  xi x. What happens when fL = 0 and fL > O'! 7.fL) = x.fL) = x. Also.(x.(x.r') 0=1 if Xl = r cos () and x 2 = r sin O. = f. discuss how b relates the frequency and amplitude of the oscillations.(X. 4. which was a supercritical HopI' bifurcation (a stahle limit cycle). = J.< 0 an unstable limit cycle lies in between a stable limit cycle and a stahle attractor at the origin. This means that. = r (fL . 3.r') e= (f) + b r2 Discuss how w affects the direction of rotation. which exhibits the ignition/extinction behavior shown in Chapter 15. (fL . Consider the following system. . Show that the twovariable system x.xl f. as u is varied.Student Exercises 393 2.(x.fL) = x. which undergoes a subcritical Hopi' bifurcation: r= Ii = /L w r + . exhibits hysteresis behavior in the xl state variable.fL) = x\e Ii + x.
How do the conditions on the polynomial coefficients relate to the conditions on the Jacobian matrix (trace.394 Bifurcation Behavior of TWQ+State Systems Chap. Consider a Hopf bifurcation of a threestate system. realizing that: ).2 _ tr(A(fL») ).)? . etc. A(/t). that a 3 (/L) = 1. relate the Hopf bifurcation to the coefficients of the characteristic polynomial of the Jacobian matrix arc: You can assume. Realizing that one pole is negative (and rcal) and that the other two poles arc on the imaginary axis. without loss of generality. determinant. + dct(A(fL» = 0 s. 16 Relate this condition to the Jacobian matrix.
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. Understand how the system behavior changes as the parameter r is varied.7 395 . 'fhe major sections in thi:.5 (7.2 J 7. After studying this chapter.3 J 7. chapter arc'.1 17.4 Introduction Background The Lorenz Equations Stability Analysis of the Lorenz Equations Numerical Study of the Lorenz Equations Chaos in Chemical Systems Other [ssucs in Chaos J 7. 17.6 17. 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.
This small difference in the initial conditions built up over a period of time. so that after a long period of time there appcnred to be no con·clation between the runs. Before we write the equations. 17 17.3 presents the equations and discusses the equilibrium solutions and stabilty of the equations. For a more complete history.1 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. a professor of Meteorology at MIT'. Here we discuss the "physics" of the three equations.396 Introduction to Chaos: The Lorenz Equations Chap. Included were functional relationships between temperature. Instead of starting the entire simulation over. started the simulation and walked down the hall for a cup of coffee. he reduced his model of the atmosphere to the fewest equations that could describe the bare essel1tials~ this required three equations. Edward Lorenz. He performed numerical simulations and found recognizable patterns to the behavior of the variables. 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. At that time we noted that chaos is pos~ sible with onc discrete nonlinear equation. he typed in a set of initial conditions based on results from midway through thc previous run.2 BACKGROUND In 1961. His first instinct was to check for a computer error. When he had entered the new initial conditions. When he returned. 17. but slowly began to diverge. when he found none. he was shocked to find that his simulation results tracked the previous run for a period of time. and wind speed (and direction) among others. no matter how many equations are used and how many variables are measured. whereas several more decimal places were carried inter~ nally in the calculations. but that chaos could only occur in continuous (ordinary differential equation) models with three or more equations (assuming the model is autonomous). . the population model went through a series of perioddoubling behavior. we refer to the parameter as a b(lurcalion parameter. sec the book Chaos by James Cjlcick (1987). In this chapter we study a continuous model that has probably received the most attention in the study of chaosthe Lorenz equations. In order to learn more about the behavior of these types of systems. to the point where the two fUllS did not look similar. it is appropriate to give a brief historical perspective on the Lorenz model. This discovery led to the realization that longterm prediction of certain systems (such as the weather) will never bc possible. but the pattel11s would ncver quite repeat. Recall that when the qualitative behavior of a system changes as a function of a certain parameter. pressure. which consisted of twelve equations. he realized that he had discovered a very important aspect of certain types of nonlinear systems~that of extreme sensitivity to initial conditions. As the growth parameter was varied. while Section 17. Was simulating a reducedorder model of the atmosphere. finally becoming chaotic at a certain value of the growth parameter. he had done so only to a few decimal places.
there is no flow and the system is in equilibrium. which attempt to model the ilow pattern of Figure 17. the buoyancy forces overcome the viscous forces and the nuid begins to move and form convection rolls.1 Convection rolls due to a temperature gradient in a fluid where density decreases as a function of temperature (1'1 > 72). we analyze the Lorenz equations. When the top plate temperature (T2) is equal to the hottom plate temperature (T. for some systems there 1sa value of temperature difference that will cause the smooth convection rolls to break up and become turbulent or chaotic. 17. at some criti(al temperature difference. 17.3) Notice that the only nonlinear terms are the bilinear terms x Jx 3 in (17. as shown in Figure 17. Consider a Huid maintained between two parallel plates. 397 T.1.X I X 3 X3 = hx] + X l X 2 = (17.). Finally. slowly increase the bottom temperature. As the temperature difference is increased.3 The Lorenz Equations T. ~ Xl) (17.2) (17. At low temperature di ffcrcnces. 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. Now. In the next section. Although the following point may be less clear to the reader. the fluid movement becomes more and more vigorous.1. 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).X 2 . 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 .2) and xlx2 in ( 17.Sec.3 THE LORENZ EQUATIONS The Lorenz equations are: x.1) r Xl .3). FIGURE 17. = X2 <r(x.
> = 0 (17. For 0 ::.3) is XL. In Section 17. we present the trivial solution.4) The trivial condition corresponds to no convective flow of the fluid.T vI< a = coefficient of expansion 11 = distance between plates gravitational acceleration g !::. then the nontrivial solutions. r < I (Ra < RaJ the temperature difference is not large enough for the buoyancy forces to overcome the viscous forces and cause motion.1) we find that: (175) Substituting (17. Rae The Rayleigh number is: where: Ra = galP!::.3). NONTRIVIAL SOLUTIONS From (17. we find thatx" = ~ xi" or: (17. Chap.398 Introduction to Chaos: The Lorenz Equations (T.5) into (17. = Xl.3.T = temperature difference between the plates (T 1 ~ T 2) v = kinematic viscosity I< = thermal conductivity For a fixed geometry and tluid. to the critical Rayleigh number.1 SteadyState (Equilibrium) Solutions The Lorenz equations have three steadystate (equilibrium) solutions under certain condi~ tions. TRIVIAL SOLUTION By inspection we find that the trivial solution to (17. Ra. (J :::::: r. and b have the following physical significance: Prandtl number (ratio of kinematic viscosity to thermal conductivity) a geomctic factor related to the aspect ratio (height/width) of the convection roll r b ::::: ratio of the Rayleigh number.1 )(17. ['or r> 1 (Ra> Rae) the temperature difference is large enough to cause motion. Ra is a dimensionless measure of the teo1peraturc difference between the plates. First. 17. 17 Three parameters.6) .4 we will determine the stability of each equilibrium solution. = x2.
2) at steady~statc." x2.3) around the stcadystatc we find the following Jacobian matrix: j ( 17.1 )(17.:::: x:h:::: 0 .1. =1 V'.4. For Ra < Rae' there is no convective flow.1 Stability of the Trivial Solution For the trivial solution.\. while for r > I there arc three rcal solutions.10) and the stability is determined by finding the roo Is of dCl(A1 ~ A):::: O. 17.I Substituting (17. XIs = x2.4 STABILITY ANALYSIS OF THE LORENZ EQUATIONS Linearizing (17..6) into (17. the Jacobian matrix is: (17.7) and substituting (17. there is only one real solution (the trivial solution).8) For rcal solutions to (17. This Incans that for r < 1.1 Stability Analysis of the Lorenz Equations 399 Summary of the Equilibrium Solutions Nontrivial I Nontrivial 2 (I' > 0 required) State Variable Trivial Solution (r> 0 required) o o o Vb (r ~ I) Vh(r~ 1) Vb(~~ I) r 1 Vj)~ r . (17. we find'.9) which we will analyze to determine the stability of the equilibrium solution. . The equilibrium behavior is slIlllllwrizcd in Table 17.4 TABLE 17. This is an example or a pitchfork bifurcation.7) into (17. 17.6) and using tbe results of (17. 17.(r  I) (17.5): x. condition r ~ I must be satisfied.8).Sec.
you should find: A' + "21\.1~:. The second eigenvalue is always negative and the third eigenvalue is only negative for r < I.+ <r <rl (A + h) [(A + <r)(A + 1) ~ <r1'1 dCl(A/. This mcans that once fj. We then sec the following eigenvalue structure for the trivial (no flow) solution r < 0: all eigenvalues are negative.:: 0.<f A+ o o A+h A+ 1 o I' I (17.2 + hi A + IJ o (17.2 Stability of the Nontrivial Solutions Here we find the roots of det(AJ .T.11) that the eigenvalues are ( 17. convective flow \vill begin. 17.V(<r 2 j 1)2 .15) A+ h and solving det(AJ .400 Introduction to Chaos: The Lorenz Equations Chap.13) (17. trivial solution is unstable For. ." cc .A):. since b > O..A) I':.4. then f{o > Rae' which means that flow will occur.11 ) (A + h) IA.A)= (A + h) [A 2 + (IF + I) A + <r(1 1')1 and we sec from (17. the first eigenvalue is always stable. Starting with: AI.A) = 0 for the nontrivial solutions.' '.16) .14) Clearly.4<r(1 1') ( 17. 17 "A del(A/. trivial solution is stahle r> 0: saddle point (one unstahle eigenvalue).):2s <r A+ I ~XIs XIs o ] ( 17. Notice that Ra is proportional to b.T is increased beyond a certain critical fj. It is also easy to show that the second and third eigenvalues can never he complex.12) ~ A2 ~ + 1 .A I:. > I.
4. 17.2. nontrivial 2) is stable for r> rl!. the limit cycle is unstable (sec Strogatz for a nice discussion).I) ( 17.det(A) = 2lrb(r .'igurc 17. Based on parameters in Section 17.•. As derived in the appendix.•. a stable limit cycle would form. that is. If a supercritical Hapf bifurcation occurred.'··(r+lr)b bo = ~. The Routh array must be lIsed to check the sl{1I1Cienf condition for stability.3 Summary of Stability Results We have seen that for r < 1 there is only one real solution.18) ( 1719) Recall that real nontrivial solutions only exist for r > I.~7unstable limit cycle " 0 5 10 15 25 r 30 FIGURE 17. When r =1 there is a pitchfork bifurcation.4 where: Stability Analysis of the Lorenz Equations 401 b2 lr(A) IT+b+1 b.I) (17.• .•~. because a Hopf bifurcation forms at that value (sec student exercise 1). . nontriviall. the critical r for stability is: r· 11 = <T + (IT ~ h + b .20) If r > /)/. the trivial solution.20). hi' and ho arc then all positive.. because it Incal1s that nOlle of the cquibrium solutions (trivial.•. the solution "wanders" in phase space. never repeating the same trajectory.2 Bifurcation diagram for the Lorenz equations.17) (17.The subscript His llsed in (17. while the nontrivial solutions arc stable for 1 < r < rHo This behavior is shown clearly by the bifurcation diagram shown in 1. •. yielding three real solutions for r> 1. It turns out that .•.•. This is an interesting result. The formation of the unstable limit cycle at I' = 1'/1 is discussed by Strogatz. then the stability condition is not satisfied.Thc coefficients b 2 . . . 17. yielding periodic behavior for the nontrivial solutions. . satisfying the necessm)' condition for stability. .<1 suhcrificalllopf birfurcation is formed.5. This behavior is known as chaos and the solution is said to be a strange atfracfor. . and no stahle limit cycles. Since there arc no stable equilibrium points for r > 1'/1. and it is stable. 15 unstable limit cycle 10 5 c: .Sec. The trivial solution is unstable for r > 1.
A time dornain plot for all threestate variables is shown in Figure 17. we assume an initial condition oLto . (J ~ 10 /.4 0. indicating that all of the equilibrium points arc unstable. 28 from (17. ]n the first. we will first pcrfonn sinlulations for two other cases.3 Lorenz equations under conditions for a stable trivial solution. .3.1 Conditions for a Stable Trivial (No Flow) Solution We have found that the trivial steadystate is stable for 0 s: r < I.4.5. 17 17.5 As in future simulations.2 0 0 2 4 6 8 10 FIGURE 17. The convergence to equilibrium occurs rapidly. ~ X 3 r ~ 0.402 Introduction to Chaos: The Lorenz Equations Chap.5 0. but set r:::: 0. In the second.22) we calculate that I'll ::. we show a set of conditions where the trivial solution is stahle. tl) is shown in r<'igure J7. : : . we show a set of conditions where the nontrivial solutions are stable.6 ~ 0..: 10 1 Ol"r.5 NUMERICAL STUDY OF THE LORENZ EQUATIONS Lorenz used the following values to illustrate the chaotic nature of the equations IT ~ ]() b~ 8 3 r c.8 0.. llerc we use the u and b parameters used by Lorenz. 24. Lorenz Equations. 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. 17. r "" 0.5 ror a stable trivial steady~state.: 470/19 .74. and a phaseplane plot (x3 vs.
5. 1000F'. plot a converges to one equilibrium point.vu.67 A. Time domain plots for x J are shown in Figure 17.. r := 0. the trivial steadystate is unstal?h. Also notice that plot b exhibits what is known as transient .1200 + 8.67 A} =.xJ plane).5 Numerical Study of the Lorenz Equations Lorenz Equations. =  13.74 for these values of (J and b) to show that the nontri vial steadystates arc stable.2 0. 2 = 0. have eigenvalues of: = [ V160/3 A.nontrivial steadyslates. the eigenvalues arc: 2.·e  as expected. but set r::: 10 (recall that r ll ::: 24.2 0. for r:::. that is.5.15 'P 0.Sec.05 o o 0. x::.8 0. O.:.2 Stable Nontrivial Solutions We have found that the nontrivial steadystates arc stable for 1 < r < r l1 " IIcrc we use the and b pannnctcrs used by I"orenz. 21 Hnd two difTerent initial conditions. 17.9123j verifying that the nontrivial steadystates are stable. while plot h converges to a different equilibrium point.5 403 0.4266 1.0/3 20r'.6 0.4 Xi Q5 0.1 0.9 FIGURE 17.l2008.20. Phaseplane under stable conditions for the trivial solution 17.67 A. Notice that convergence to a particular equilibrium point depends on the initial condition. = 9. IT iT = to h= 8 3 r = 21 For the trivial steadystate. x = lV160/3 V160/3 201 1 and x .:~(~saddlc_l?9Jrlt).1 0.3 0.4 (x] . The.9123j A.
Xo " [0.5 Lorcnz cquations under conditions for stable nontrivial solutions. switches to the right equilibrium point. slowly converging. but eventually the tr(~jectory converges to an equilibrium point.[0 0:. 17 20 15 10 5 r" 21. 20 15 10 5 r"21.1 . The phase plane diagram of Figure 17. OjT. Xo =.10. In othcr systems thc systcm can exhibit transient chaos and settle into periodic behavior. 40 r 21. chaos. Thc initial trajcctory appears chaotic.10) 5 10 15 200 5ioi·5~20time 25 30 35 40 FIGURE 17.0) " ~ 0 ~5 10 15 20 0 5 time 8.404 Introduction to Chaos: The Lorenz Equations Chap.xo " [~20. .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. and (after going back and folth a fcw times) evcntually winds around the left equibriulll point.
30 25 20 !i' 15 10 5 20 o ·:15:. 17.01 o 405 35 30 25 20 15 10 ..6 Phase plane under sl<t" ble conditions for the nOlltrivial solutions. X = [0. ~ Xo = [20.1.1 OJ .~~~.Sec. 17.r=21.5 Numerical Study of the Lorenz Equations r= 21. ~~~~~ 5 2015 o 10 5 Xi o 5 10 15 35 r = 21.xo =[20 10 10l T FIGURE 17.5. since the value or r::::: 2X is greater than FJ!> .10.3 Chaotic Conditions The parameters used for this case are (f ~ lO b~ 8 3 r ~ 28 Recall that all of the equilibrium points are unstable.lnO~~5"O ·5~·~TDt5Xi 20 b.
8).2 = IW940 =. . == 2. Figure I?? shows the Lorenz behavior for the "Yr variable under unstable (chaotic) conditions.7 was 11 time domain plot for Xl under chaotic conditions. More interesting results arc also shown in the following phaseplane diagram (Figure 17... The initial condition is xo :::: [0 1 Orr. Lorenz E<lualiOllS. I 945j /.83 as expected.. but never intersect or repeat. with the trajectory never crossing itself (in 3space).8546 /... The curves could even have "quasiperiodic" behavior. Notice that all of the steadystate operating points are unstable. where the threedimensional equivalent of a limit cycle is reached. the curves ncver repeat. =22. 271' and x [. the eigenvalnes are: = vn [Vn vn sa441c poiJlt). x .67 /. '{'his means that the curves in the threedimensional "phasecube" plots will not asymptotically approach any single equilibriulll point.. 10 0 OfT. x =27]1'.. the eigenvalues arc: /. 17 For the trivial stcady~state.3 co 11.I 20 15 = a 10 I = 50 10 5 " a 5 10 15 20 a time 40 50 FJGllRE 17...406 Introduction to Chaos: The Lorenz Equations Chap.10. before jump~ ing to the other side and winding around the other equilibrium point for a while.3 (W940 + H1l945j indicating that the nontrivial stcady~slatcs arc unstable. Plots of the other states (x2 and ''\:3) arc similiar. Figure 17. the trivial stcady~statc is unstable (a Xor the nontrivial steadystates. where the oscillations appear to have two frequency componcnts. The curves may exhibit periodictype behavior. It turns out for this set or parameters that. Notice that the trajectory will spend some time "winding around" one equilibrium point.83 /. This process goes on forever. The curves have a strange affractor because they stay in a certain region of threespace.V72 /. .:..13.. This is known as chaotic I)chavior.7 Transient response ofx j under chaotic conditions.
Reactors that arc forced periodically Uacket temperature is a sine wave. Chaos has also been shown to appear in models or chemical process systems. because the equations arc reasonably simple to analyze. 5 10 15 20 FIGlJRE 17. 17. a series or reactors with heat integration can exhibit chaotic behavior. 'rhe development of the curve in FigUfC17. particularly exothermic chemical reactors.Sec. The reader is encouraged to perform simulations of the Lorenz equations.m.AB has a demo titled lorenz. 17. An even simpler set of equations was developed by Rossler to demonstrate chaotic behavior (sec student exercise 3). Also. If you write an mfile to simulate the [.6 CHAOS IN CHEMICAL SYSTEMS The Lorenz equations provide a nice example of chaos.6 50 Chaos in Chemical Systems Lorenz Equations. to be understand concepts such as sensitivity to initial conditions. Each new run uses a new set of random initial conditions. 0 to t:= 50 407 40 30 20 10 o 20 15 10 5 a x.8 Phas<>plane or Lorenz equations under chaotic conditions. . [t appears that chaotic reactors may have had low amplitude "oscillations" (say in temperature) that may have been interpreted as measurement and process noise in the past. MATI.orenz equations using ode45. for example) have been shown to exhibit chaos.9. t". m (simply enter lorenz in the command window) that traces a threedimensional plot of solutions to the Lorenz equations.8 is shown more clearly in the phaseplane plots in Figure 17.10. A threedimensional plot (phase cube) of this trajectory is shown in Figure 17. to avoid conniels with the MATLAB clemo. A comprehensive review of nonlinear dynamic behavior in chemical reactors is provided in the article by Razoll ami Schmitz (1987). which show varies "pieces" of time. remember to use a name lhat is different than lorenz .
17 .10 In (~ 30 (035 (~ 35 (040 " FIGURE 17. 7.. '" '" ()~. 20 (~20(025 (~25(o30 " . . 20 IS 10 ~~ HI \<.408 Introduction to Chaos: The Lorenz Equations Chap.9 Phaseplane of Lorcnz equations under chaotic conditions.11 1.\ 111 III l~ 211 (~O (0 5 (~5 " (010 41) "'1'~ '" :10 T '" 0_}II 15 10 'm 111 " (~1O(015 (~15 '" (020 IS JII II ~~.
it is impossible to give this topic adequate coverage in a single chapter. r =: 28. 17. and motivation for. 'rhe reader is encouraged to consult the many books and articles available 011 the topic. FIGURE 17.10 Threedimensional phase space plot of Lorenz equations under chaotic conditions.1. Clearly.7 Other Issues in Chaos 409 5H '" )11 11) '" 40 to 45 FIGURE 17. .9 '" '" t= " " t C'ol/iit/lled = 45 to 50 17.7 OTHER ISSUES IN CHAOS Chaos is a complex field with ITiany books and conferences devoted to this simple topic. the topic. Our goal is to provide an introduction {tl.Sec.OJ 60 40 20 o 50 o ~ ~ 0 ~~20 10 50 20 10 x. Xo [0.
Sci.N. A large number of papers on chaos have been collect in the following book: Hao. (1963). if some type of periodic input forcing is used).)).H. See Cuomo and Oppenheim (199.. New York: Viking. Although not shown here. Chaos fl. Journal ences. Chaos can be used to encode secret messages. Gleick. L. BaiLin. who used ideas presented by Pecora and Carroll (1990). J. (Ed. A review of nonlinear dynamic behavior (including Chaos) of chemical reactors is provided by: Razon. chaos call occur in a system of two nonlinear IlOIl(lutonO!1lOUS equations (that is. (1987). SUMMARY We have presented an introduction to chaotic behavior by studying the Lorenz convective flow equations. (1987). Schmitz. 20: 130141. (~lAtnlOsphcric Sci A number of introductorylevel textbooks provide nice introductions to chaos. 17 [ssucs that may be of particular interest include: How docs onc detect chaos experimentally? One method is to lise experimental data to calculate Lyapwwv exponents. S. A number of chemical processes have been shown to exhibit similar be~ havior. Chel1l. . NOlllinear Dynainics and Chaos. REFERENCES AND FURTHER READING A nice book on the history at' chaos. 42(5): 10051047.. Multiplicities and instabilities in chemically reacting systemsA Review. Deterministic nonperiodic flow.410 Introduction to Chaos.A.l'. The"e elude: in~ Strogatz. (1990). or logistic equation). we saw in Chapter 14 that chaos can occur in a single discrete nonlinear equation (the quadratic map.). Also. Singapore: World Scientific Press. written for the general public. The first paper to develop the notion of sensitivity to initial conditions is by Lorenz. The Lorenz Equations Chap. Lorenz. MA: AddisonWesley. (1994). Eng. It is necessary to have three nonlinear autonomous differential equations before chaos can occur. is by Gleick. Chaos: Making II New Science. E. Reading. & R. See Strogatz for example.
for r::::: r c' two eigenvalues arc on the imaginary axis.::.x J x l +ax2 b + x. Show the sensitivity to initial conditions of the Lorenz equations.(x\ ~ x2 = x. 3.Student Exercises 411 Papers that develop a way of encoding secret messages using chaos arc: Pecora. Circuit implementation of synchronized chaos. (1990). [0 I OIT. Consider the Rossler equations (see Strogatz. make perturbatiollsin the initial conditions for the other state variables.5. L.10 r ~ 28 b ~ 8/3 For the first simulation use the initial condition xo . for r < r e. When do the simulations begin to diverge? Run some more simulations with smaller perturbations in the initial conclitions.0 I Orr. pcriod2. with applications to communications. Also.. ~ 470/19 ~ 24. 71: 65.M. What do you find? 3. Synchronization in chaotic systems. 2.M. show that a supercritical Hopf bifurcation occurs at this value of r. respectively.L. for example): Xl = x2 . Show that chaotic behavior occurs for c :::: 5.. Oppenheim.2. (1993).v. and for r > rc' two eigenvalues have crossed into the right half plane. Cuomo. & A. Usc simulations to show that this system has periodI (limit cycle). and periodA behavior for c::::: 2. Run two simulations with the parameter values shown in the numerical study " ~ . K. Carroll. Physical Neview Leflers. Let the parameters a and h be constant with a value of 0. and 4. & T. 64: 821. all eigenvalues arc stahle.. Physical Reviell Leflers.74 8 b ~3 For the nontrivial solution. Consider the following parameter values for the Lorenz equations: " ~ 10 r ~ f. For the second simulation lise the initial condition Xo ::::: [0 1. J STUDENT EXERCISES 1. = c) which have a single nonlinear terlll. . That is.5.
then bo is ahvays positive..3.I )(r I..{) . A .a xi(k)"' x 2 (k I.)!" (A5) Notice from (A3) that if (J < b + I.1 .. ('T .(.+h+ ('T .I) r < "(<r +. this can be written: 'T (A2) +."(r "0 hi ~(r+. rc: stability... I) () "0 =2 .<r)h > 2 <rb(r ..:: I. We " (" +..3(75) thai yield stahle pcriocl2 behavior. assuming that (J (A 4) > h + I. satisfies the requirement will often define the critical value..J) If r > rc' then the syslem is unstable. The Henon map is a discrete model that can exhibit chaos: xi(k +.h +(" .b +.b o h.( 'TI h I 3) (Al) or.l. (A6) ________________ ~~~ __ ~_~_~ .)" b2 =<r+h+1 Since the nontrivial steadystate only exists for 1'.::.I) fl.I) ~ bxi(k) For a value of b ~ 0.. It also follows that hi and b 2 will always he positive. This entry will he positive if: h2h J  bo > 0 or h 2b 1 > b o Making the substitutions for parameter values in the coefficients: (<r +.. APPENDIX Stability analysis of the nontrivial steadystate using the Routh array: Row I 2 I "2 3 4 Where hi)] .h +.1) ~ x 2(k) +.: I '()6. The only entry from the Routh array that we must check is the first column in row 3. the condition on r for stability is: r< .3) and. Show that chaos occurs at approximately a ...h+I) r.I) After some algebra.. then any. perform nUlllerical simulations for various values of a.. Try to find values of a (try a > 0.~ • _ _..h.412 Introduction to Chaos: The Lorenz Equations Chap_ 17 4.b .
SECTION IV REVIEW AND LEARNING MODULES .
Hanselman and 13.5 MI. 415 . byD.3 MIA MI. 19(6). you should be able to: r'. Littlefield (PrcnticcHall. and Mas/eriflg MArLA/.2 M1. 1996).ineers (ind Scicntisfs by D.1. Arter using this tutorial.l MI.\ 7V\U for E'flf.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.6 Background Using This Tutorial Entering Mali"ices The MATLAB Workspace Complex Variahles Some MA'rLAB Operations IGood references include Introductioll to 11. EtLer (PrenticeHall. This is a handson tutorial introduction.INTRODUCTION TO MATLAB MODULE 1 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.M.
M1. 4*atan(I) ~ 3. e to the X. The MATLAB commands will be shown in the following font style: Monaco font the prompt for a user input is shown by the double arrow MATLAB has an extensive online help facility. For example.12 MI.1415926535897 .9 M I..1 BACKGROUND MATL. You will leal'll this material morc quickly ({YOll use MATLAS interactively as you are reviewing this {lf~ (orial. A few short commands can accoll1~ plish the same results that required a major programming effort only a few years ago.J4 Plotting More Matrix Stuff FOR Loops and IFTHEN Statements mfilcs Diary Toolboxes Limitations to Student MATI.7 MI. 'IT so we see thatMATLAB has the number » "builtin". yet vcry powerful.AB Contacting MATHWORKS M1. As another exalllple help exp EXP EXP{X) is the exponential of the elements of X.II MI. It is casy to usc. hut MATLAB has advanced to solve nonlinear problems and provide de~ tailed graphics.R MJ. . The original application may seem horing (except to linear algc~ bra enthusiasts)..2 USING THIS TUTORIAL This tutorial provides a hrief overview of essentialMATLAB commands. type help pi at the prompt )) help pi PI PI c.J() MI.AB is an interactive program for numerical computation and data visualization.13 MI..416 Introduction to MATLAB Module 1 M1. It was originally developed in FORTRAN as a MATrix LABoratory for solving numerical linear algebra problems.
the following command creates the previous vector: » X = 1:2:11 x 1 3 5 7 9 11 .3. one can simply type » help and MATI.11] x 1 3 5 7 9 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). EXP EXPM EXPMl EXPM2 EXPM3 EXPME M1.Sec. yOli could type » lookfor exponential Exponential Matrix exponential. to he discussed later) that are available.5. Commas or spaces are used to delineate the separate values in a lnatrix. If you did not know the cOlnmand for the exponential futlction was exp. ['or example.9. the entries can be real or complex. x (recall that a vector is simply a matrix with only one row or column): »x = [1. If you do not know the exact command for the function that you arc after. This command works somewhat like an index. Consider the following vector. Used by LINSIM to calculate matrix exponentials. Matrix exponential via Taylor series approximation.3 Entering Matrices 417 sometimes you do not know the exact command to perform a particular operallon. another useful cOllltnand is lookfor.AB will provide a list of commands (and m~files. Matrix exponential via eigenvalues and eigenvectors. Ml. In this case. Matrix exponential via Pade' approximation.3 ENTERING MATRICES The basic entity inMATLAB is a rectangular matrix. We could have used spaces as the delimiter between columns: »x [1 3 5 7 9 11] x 1 3 5 7 9 11 There is a faster way to enter matrices or vectors that have a consistent pattern.7.
7. we usc a semicolon as the deli meter between rows: " x x ~ [1.418 Introduction to MATLAB Module 1 Transposing a row vector yields a column vector (. Z (3) . but not printed in the command window.9. by typing . we can add a semicolon (i) aftcr any MA TLAB command: » Z ::::.3.5. by 5s: » Z :::: 5:5:30 z 5 10 15 20 25 30 If we wish to suppress printing. is the transpose command in MATLAB): " y y ~ x' 1 3 5 7 9 11 If we want to make x a columnvector.11] 1 3 5 7 9 11 To make x a row vector again. We can find the value of the third clement in the z vector. The z vector is generated. 5:5:30. we usc the transpose: » X 0= x' Say that we want to creale a vector z. which has clements from 5 to 30.
More detail abollt the size of the matrices can be obtained by typing: » whos Name ans x Size 1 1 6 1 ~ Total 1 6 1 6 1 6 6 6 Complex No No No No Y 2 by by by by Grand total is (19 * 8) 152 bytes.n}.Sec... leaving 622256 bytes of memory free. M1. M1. was defined automatically.:size(x) 1 n ~ 6 where ill represents the number of rows and n represents the number of columns. we find: . We can also find the size of a matrix or vector by typing: » [m. If we do not put place arguments for the rows and columns.4 THE MATLAB WORKSPACE We can view the variables currently in the workspace by typing: » who Your variables are: ans x y z leaving 621420 bytes of memory free.4 the MATLAB Workspace 419 " 2(3) ans 15 Notice that a new variable. ans.
This is done by simply typing: » clear More frequently. then all of thc clemcnts of thc new x greater than x(n) will contain values of the previous x vector. such as x » 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. 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. only clear call do thall You can also save just a few of your variables: » save file__name x y z To load a set of previously saved variables: » load file name Sometimes it is desirable to clear all of the variables in a workspace. If the new vector has length fl.420 » Introduction to MATLAB Module 1 size (x) ans 1 6 Since x is a vector. To save all of your variables. . we can also usc the length command " length(x) ans 6 It should be noted that MATLAB is case sensitive with respect to variable names. you may wish to clear a particular variable. usc: » save file~Dame (Saving your variables does not remove them from your workspace. An X matrix can coexist with an x matrix.
6 Some Matrix Operations 421 M1. 5] a 2.= ans o + 1. Matrices can be created where some of the clements arc complex and the others arc real: »a [sqrt(4) { lisqrt(~4). as will be shown later.00001 1. for CX~ ample). by default: ans » o + 1.0000 5.6 SOME MATRIX OPERATIONS Matrix multiplication is straightforward: » b ~ [1 2 3.'73211 Note that these variables (i and j) can he redefined (as the index in a for loop.0000 Rendl that the semicolon designates the end of a row.0000i j ans » o + 1. OOOOi sqrt (3) .5 COMPLEX VARIABLES Both i and j represent the imaginary number.5: ESCOLA DE ENGEN HARIA BIBLIOTECA .Sec. M1.4 5 6J 1 4 2 5 b 3 6 Using the a matrix that was generated in Section 1. » i \1=1.0000 o + 2. M1.
8000 + 0.0000 + 2.0380 + 0. simply type: » plot (x.0800i 0..0000i o .0000 + 2.e :::. /: )).0e+02 * 0.'or example.2222 0.0198i 0.0000i 25.0760i 1. Sometimes it is desirable to perform an elementbyelenwnt multiplication rather than matrix multiplication. d(iJ) =.0000 + 2.0000 9. can be performed using. I.2151i 0. clement by clement division.2500 0.0000 + 4.1923 .0.0000i Notice again that MATLAB automatically deals with complex numbers.0000i »g expm{a) 3.1980 . b. Introduction to MATLAB Module 1 a *b c 6.2 f 4.1667 0.3600i (Notice the scaling that is performed when the numbers arc displayed.0000 20.:.0000 + 6.7 PLOTTING For a standard solid line plot. *b 1.2500 + 0.0.0385i Other matrix operations include: (i) taking matrix to a [lower and (ii) the matrix exponential.2962i 1\11.0000i 9 ~ 7.0600 0.) Similarly.2232 + 1.0.4302 + 2.1800 1.le e 0.8019i 0. These arc operations on a square matrix: » f = a/.0000i 30.3600 1.b(ilj)*CUlj) is performed by llsing the k command » d:::o c.8000 + 0.6.1950 .0000 12.0429 • 0.0312i 0. b(i\i)Ic(iJ).2000i 0. z) .422 » C .0000 25.
XLABEL YLABEL. the imaginary part is ignored. PLOT(Xl.imag(Y)) if Y is complex. GRID. '+') uses a dotted line for the first curve and the point symbol + for the second curve. PLOT(X. PLOT(Y) plots the columns of Y versus their index. z ' ) For more plotting options. SHG. whichever lines up. etc. If X or Y is a matrix. then the vector is plotted versus the rows or columns of the matrix. AXIS. In all other uses of PLOT. Other line and point types are: solid dashed dotted dashdot point plus star  .Y2) is another way of producing multiple lines on the plot.X2. SUBPLOT. PLOT(Xl. 5:5:30. TITLE.Yl. CONTOUR. CLC.Y) plots vector X versus vector Y. + circle 0 xmark x red green blue white invisible arbitrary r g b w i cl t c15. POLAR. 30 25 20 ~ 15 10 5 0 2 4 6 8 10 12 x Axis labels arc added by using the following commands: » xlabel ('x') » ylabel ( . M1. CLG.Y2. PLOT(Y) is equivalent to PLOT(real(Y).Sec. . type: » help plot PLOT Plot vectors or matrices. LOGLOG.X2.Yl. ':' . HOLD. MESH.7 Plotting 423 where x and z have been generated using »x »z 1:2:11. See SEMI.
commands: » t » y :::: 0:1:50. 25 + + + + 20 15 10 ) 5' i + 0 2 4 6 x 8 10 12 'rext call be added directly to a figure using the gtext command. using + as a syrnbol.'+') 30 ._. and waits for a mouse button or keyboard key to be pressed. 1 * t) . and we can obtain a plot by typing: " p1ot(t.y) Notice that we could shorten the sequence or commands by typing: " p1ot(t. Consider now the following equation: Y(I) 4e 01. Pressing a mouse button or any key writes the text string onto the graph at the selected location.424 Introduction to MATLAB Module 1 If we wish to plot discrete points. we can usc the following: » plot(x.4*exp(~O. gtext ( 'string ') displays the graph window.. The crosshair can be positioned with the rnouse. 4 * exp ( ~ 0 . puts up a crosshair.1*t)) 4 3 ~ 2 o o 10 20 30 40 50 .z. We can solve this for a vector of t values hy two simple.
axis(v)..Y) gLexL('hey. 2 . You can also explicitly set the upper and lower bounds on the plot with: I I axis([xlow xhigh ylow yhigh]) For this example we would usc: " v » ~ [0 50 0 4]. t ' ) " ylabel ('y') 4 islhe 3 o o 10 20 30 40 50 axis ( square ') will place the plot in a square box.t. . .7 Plotting t 425 We call plot the function yet) = » » e . M1.t.__ o ~._L_. . .*exp(O. '') 3 . 10 ~~~=:::::====~ 20 30 40 50 .lUI by using: Y = t. " plot(t.*exp(O. plot(t. . .4*exp(0. I oI _. this is the peak! ') " xlabel ( .l*t). .l*t).Sec. . while axis ( normal') will change back to a normal aspect ratio. Multiple curves can be pJaccd on the same plot in the following fashion.1*t) ..
.1.426 Introduction to MATLAB Module 1 The subplot command can be lIsed to make multiple plots. .. simply enter subplot (1.. we could use: ~~_ .8 MORE MATRIX STUFF A matrix can be constructed from two or more vectors.i "columns" of figures. I :l_~~ ____~ ~ o 10 20 ".=_  __ 30 40 50 :Ln.2).4*exp(O.t. and the current plot is the kth figure (counting right to left and top to bottom). If we wish to create a lnatrix \'.. the first column containing the vector x (in colunlll fonn) and the second column containing the vector z (in column form).::..*exp(O.1).. which consists of two columns.. p1ot(t. »subp1ot(2..1*t)) »subp1ot(2.k) means that there are i "rows" of figures.~. To rctum lO single plots. p1ot(t. M1. we can usc the J'olhmlI1g: »vo::o[x'. o 10 20 30 40 50 lIcre. . .1*t)) 4 ~~. subplot(iJ.1..z'] v 1 3 5 7 5 10 15 20 9 11 25 30 If we wished to look at the first column of v.1.1).
Sec.9 FOR LOOPS AND IFTHEN STATEMENTS A for loop in MA'rLAB is similar to a DO (oop in PORTRAN.v(: .9 » V ( : J For Loops and Ifthen Statements 427 1) ans 1 3 5 7 9 11 If we wished to look at the second column of v.2). we could lISC: " v (: ans .2) 5 10 15 20 oj 2" 30 And we can construct the same plot as before. by using ('  I gives a dotted line): " p1ot(v(:. for does not have this restriction. An example of a for loop that is virtually identical to a DO loop is: . The main difference is that the 1"ORTl{AN DO loop must have an integer index variable. M1. '' ) 30 25 > 0 0J 20 15 10 5 0 2 4 E => <3 C " 6 column 1 of v 8 10 12 M1. 1) .
l0 MFILES 'I'hus far we have shown the interactive features of MATL. We have titled the file popmod.01:50. y . and programs of MATLAB code call he saved for later lise.1 Script Files A script file is simply a sequence of commands that could have been entered interactively in the MATLAB command window. Another way of implementing the saille loop is increment ( from 0 to 50 in increments of 0. k = k + 1.sin I I) .01: »k » 0 ~ for t 0:0.10.01. end The developers ofMATLAlj highly recommend that you usc the vectorizcd version of the above for loops: t 0:0. 1. . ill and stored it in our directory. since the computation time for this method is over 200 tilnes faster than the nonvcc{(lrized methods. 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.AB by entering one command at a time.428 [or k tlk) ylk) end » l:~)OOl. y(k) = sin(t). Introduction to MATLAB Module 1 (k1)*0. There arc two ways of generating your own MATLAB code: (1) script files and (2) function rOlltines. or must be performed a nurnbcr of times it is much casier to generate a script file. Ml. When the sequence is long. sinltlk)). One reason that MA'rLAB is powerful is that it is a language.01:50.
O. time(k) kl.2 Function Routines A more powerful way of wiving problems is to write MATLAB function routines.: 30) by typing » [tstep.8. n :::. x(k) = alpha*x(kl)*(lx(kl)). function [time. Flllle· tion routines are similar to subroutines in FORTRAN. for k = 2:n+l. xini t :::. pmod. x(k) alpha*x(kl)*(lx(kl)). script file example clear x.kl.xiniti time ( 1 ) .::: 2:n+l. Consider the previous example.8.m clear time.: 0. input('input initial population ') x(l) . x(l) xinit.xpop) . end % end of function file example We can now "run" this functioll routine (using alpha:::.m % population model.1. Also note that a percent sign (%) may be used to put comments in a script or function file.10. time(k) .xpop]=pmod(2.x] = pmod(alpha. clpar k. T'he file is run by simply entering: » popmod in theMATLAB command window. time (1) = 0.x) % end of script file example Notice that we have used the MATLAB input function to prompt the user for data. M1.n) % population model example.1. end plot(time. Any text after a % is ignored..xinit. MUO MFiles 429 % % poprnod. O' for k. » plot(tstep.: 2.k n input ( 'input final time step ') i i alpha xinit input('input alpha '). clear x.Sec.30).
respectively. which is a collecti on of routines that allows onc to obtain in chemica l process algebnd c and differcntial calculu s problem s.'llurc leads to This function routine can also be called by other function routines and debug. and a set of single nonline ar algehra ic equatio n.6 0.4 0.3 02 0.7 0. [solve: .11 DIARY the sequenc e or COl11When preparin g homew ork solution s. "stl1lcturcd program ming". structur ed program s are casy to follow through out this MATLA B has many builtin function routines that you will usc and ode45 .AS problems. by itself. multipl e nonline ar algebra ic nonline ar differen tial equatio ns. M1.lems Toolbo x is distribu ted with s the Symbol ic Algcbra MATL. The newcst edition of Student MATLA B also contain analytic al solution s to toolbox . Diary riles may be diary on turns it back OIl.AB. One toolbox orten used control is the Control System s Toolbo x. The diary commallels and output results in a file to be turned in with the homew mand allows lhis. edited latcr \\'ith a text editor to add comme nts or renlove mistake ants wish to See a diary file of your session to assist them in trouOften the consult bleshoo ting your MATL. This fC.430 Introdu ction to MATLA B Module 1 0.5 00 0 0.  Z'"'''''jK> ' Ii • • ]I kk ~i ._nam e causes a copy of all subsequ ent terminal input off sllspends it..12 TOOLBOXES to solve speciali zed MATLA B toolbox es arc a collection of function routines writtcn the Student Edition of problem s. resulting output to be written on the file namcd file__ name. equatio ns. The most tommo nly used rOLltines arc fzero.<. toggles the diary n entries. and most of the diary f i le. to solve a course. diary statc. M1. it is oftell necessa ry to save ork. The Signals and Sy. diary.1 0 5 10 15 tstep x 20 25 30 .
Suggestions arc made for modifying these routines for specific problcrns. For example. The URL.mathworks.0) is limited to 8 I92element alTays. for this home page IS: http://www. There is also a MATLAB ncwsgroup (bulletin board) that has uptndate questions (usually supplied by MA'fLAB users) and answers (supplied by other users as wel! as MATHWORKS personnel).Sec.com/ You can find answers to frequently asked questions (FAQ) on this homcpagc. Summary of Commonly Used Commands axis clear clc diary end exp for format function gtext help hold if length axis limis for plots removes all variables from \vorkspace clears command window save the text of a MATLAB session end of loop exponential function generates loop structure output display format user generated function place text on a plot help function holds current plot and allows new plot to be placed on current plot conditional test length of a vector .14 CONTACTING MATHWORKS MATHWORKS has aholncpagc on the \Vorld Wide Web. Ml. Also. there arc a number of technical notes that give more inf<Jnnation on using MA'fL.13 LIMITATIONS TO STUDENT MATLAB The Student Edition of MATLAB has a few limitations compared with the Professional version. The newgnmp is: camp.AB function routines. matlab Berore posting questions on this ncwsgroup it is a good idea to read the FAQ from the MATlIWORKS. M1. Student MATLAB (4.14 Contacting Mathworks 431 M1. soft~sY~3.
and '+' symbols for the dilTcrent curves. 2.) matrix multiplication transpose suppress printing (also . help det. Calculatc the rank. Use solid. columns) multiple plots in a figure window view variables in workspace view variables in workspace. detenninant and matrix inverse oUhe following matriccs (usc help rank. a.432 Introduction to MATLAB Module 1 lookfor plot size subplot who whos keyword search on help variables plots veclors size of the alTay (rows. and help inv): . etc.end of row./ % clement by clement 111l11tplication clement by clement division denotes a column or row in a matrix. Usc a timc period such that two or three peaks occur for cach curvc. with more detail (size. dashed. Usc roughly 2550 points for each curvc. sin(t) and cos(t)+sin(t). Plot the following thrcc curves On (i) a single plot and (ii) multiple plots (using the subplot command): 2 cos(t). 9 9 STUDENT EXERCISES 1. eigenvectors solve algebraic equations solve a single algebraic equation impulse response integratc set or ordinary differential equations least squares fit of a polynomial convert state space to transfer function modcl stcp response convert transfer function to state spacc model Chapter 5 3 3 impulse ode45 9 4 polyfit ss2tf Module 3 (linear rcgression) 10 step tf2ss 5. also creates a vector placed before comment statements Frequently Used MATLAH Functious Function eig [solve [zero Use eigenvalues. when used in matrices) * .
3281 18.I 2 2 4 2 2 4 4 ~J iJ B [... 3.856 K~ .11. 17. where: 5. where: 4.~ n [~ 2 4 4 e 3.Student Exercises 433 A = [ I . Consider the expression: Io I () o with A~ [~ 3 ] 1 B == [:1 G ~] [ .2(~. . Find the eigenvalucs of thc matrix: I o 2 3 () () D~: 6. and h.896 Q _. Find eel..192 Solve for R. Calculate xTx. Calculate xx T.
Find the solutions to the equation j(x) ::::: Jx 3 + x 2 + 5J: .125x 107 T is in units of Kelvin. ) for the following equation of state: gmol RT V ~ (/ b '["'V (V + b) for P ~ 13.56414 x 10' cm(i bar/gmol 2 KO.1:1(0):= x 2(O) =:.h~ 13.434 Introduction to MATLAB Module 1 7.891 T ~ 333 K.76 har. Integrate the following equations from t::::: 0 to I ::::: 5: dX 1 dl ~ xJ + Xz dX 2 dl with the initial condition .077.I~ 1. 8. (/ ~ 1. R::::: ideal gas constant in appropriate units.148. . 9.5.c~5639. Find V( cm~. Usc roots alld fzera..e~5. cm 3/gmol. (we suggest 50 points) 10. I. Usc ode45 and plot your results.6 ::::: O. .44x lO4. Write your own function file for the following equation: k(T) ~ a cxp b ( ~ 'I' c ~ In dT ~ e 'I' + IT 2 ) for(/~3. L .d~ 1.33. Plot k as a function of l' for temperatures from 373 to 600 K. b ~ 44..5.
435 . Module 1 provides a review of MATLAB.1 M2.REVIEW OF MATRIX ALGEBRA MODULE 2 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 Find the transpose of a matrix Find the eigenvalues and eigenvectors of a matrix Understand concepts of rank and singularity The major sections of this module arc: M2. MATLAB is very useful for performing matrix operations.4 Motivation and Notation Common Matrix Operations Square Matrices Other Matrix Operations 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.3 M2.2 M2. please consult any textbook on matrices or linear algebra.
The matrices must have the same number of rows and columns.436 Review of Matrix Algebra Module 2 M2.rn) or (n x tn). the use of the tcnn vec~ tor implies a column vector. which consists of n rows and In columns: A r'" A {{II (/n a 2l ". Unless stated otherwise. The following is an example of a column vector of length :. Consider the following matrix.~ I~ ~ ~I (2 X 3) A vec!oris a special case of a two~dimcnsionall1latrix.1 MOTIVATION AND NOTATION In the study of dynamic systems it is comillon to usc l1l<:ltrix BoUllion. Normally. ([211I {fl/Ill ] {ll/! {[n2 where (lij represents the scalar clement in the ilh row andjth column of matrix A. it is assumed that a vector is a column vector. Matrices are twodimensional arrays that contain scalar elements that can be either real or complex.2 COMMON MATRIX OPERATIONS M2. For example.. the following is a 2 x 3 matrix: . In this module most or our examples involve real matrices.1 Matrix Addition Two matrices can be added by simply adding the individual elements of the matrix.03J The convention of this textbook is to usc lowercase bold leUers to represent vectors and uppercase bold letters to represent matrices. The usc of matrix notation allows the compact representation of a system composed of many variables and equations. The operation: C=A+B . It is a good habit to denote the numbers of rows and columns beneath the matrix as (n. where Vi is an element of the vector: A row vector of length three is W o:c. (a 3 x I matrix).2. [WI 'tV! 'l. M2.
: k . M2.111) = H (r. That is.2 is simply Common Matrix Operations 437 clcmcnt~bye1cmenl addition to form a new matrix: :..Sec. 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. x m matrix C is defined as the C (r x 111) ::: II A (rxn)(nxm) Notice th:'ll the number of columns of B must be equal to the number of rows of A.1 + Hi2 A 2j kj 1..1) Notice that we can view this as an operation on row and column vectors within the matri ces.A). The clclnenl in the ith row andjth colulllll of Cis: C ij = Hi] A Ii n Cij:O:. c= I: 2 5 6 + 10 31 [7 X II 91 12 = IX 14 16 Clearly the order of matrices docs not matter for the addition operation (A + n : :.lI) A (1I. B I. C (".1J1 ) Cd Crm ijth clemenl ilh row jlh column i .••• + BinA llj 2: BikA (M2. M2."_c (ij aij + b ij 10 For example.2. An .2 Matrix Multiplication Consider an 11 x III matrix A and an r x nmatrix product of H times A: n.
'or example. then: D ~Af (M22) where (1) represents the transpose operation. The transpose of a column vector is a row vector. while An is not Even for square matrices (where the number of rows is equal to the number of columlls). Consider an ndimensional vector x. 6 .438 Review of Matrix Algebra Module 2 [. BA is a consistent multiplication.2) 2 5 (2.HA in general.1 A ~ [~ ~j 3 6 It caIl he shown that the following property holds: (ABC)f = CTBTA T As noted earlier. AU ::F.3 Let D be 11 Transpose transpose of the matrix A. we normally think of vectors as being column vectors. and X tl .cols) 11 ~ 1~)j /: 12 (3. c . In the example above.= [ (rows. M22. The transpose of x is xT . For example. 2 f 5 3. The ij clement of Dis theji clement of A til} = {iji Columns become rows and rows become columns.l) X2 lOS Clearly the order of the matrices arc important in multiplication.3) 7(1) + X(4) == 7(2) + X(5) 9(1) + 10(4) [ 11(1) + 12(4) 39 49 [ 59 54 6X 9(2) + 10(5) 11(2) + 12(5) 7(3) + X(6) 9(3) + 10(6) 11(3) + 12(6) j ~ 69 X7 j (3.
Zj Notice that multiplication in the opposite order. zw1~ results in ann x n matrix: 21 22 Z['lD J Zj'lV 2 Zz'!D2.'10 1 ZII'W Z Zn?D j ""'·1 Z 1DI/ z Zll1IJ il Zn (II.3. I.I.I) o o o o 0 1 000 000 I 0 0 0 0 010 001 0 . [)or CXHrllpic.1 n '/l}.! ) ( 1.I.. 12) represents the following matrix: o 3 o IDENTITY MATRIX o OJ 12 An identity matrix. the operation wTz results in a scalar value: 2: .2. Matrix Q is diagonal if Qij ~ 'Ii for i ~ j 0 for. M2. I if . i j For example. is a diagonal matrix with ones on the diagonal and zeros [ii ~ off'~diagonal. 'W 2 'W 3 IlJ tl l r Z2~Vl 2 2103 2. if wand z are column vectors. o it' . 'fhe 5 x 5 identity matrix is: * ~ j j 1 [0= diag(l... Z l'l()\ 23 ['w. of length 11.11) (11.11) M2.J.2 Common Matrix Operations 439 The vector transpose is often used to calculate a scalar function of two vectors.Sec. Q = diag( I.4 Diagonal Matrices Diagonal matrices arc commonly used in weighted least squares (regression) problems.
1 Trace X The trace of an n n (square) matrix is simply the sum of its diagonal clements. the cofactor is dcfined as: co ( .3. In this case: ani (1:Ha The detcrminant of the resulting matrix is: del MI2 cy 0::0 (l21a:n  n (M2. 21 det A _0 allan  {f21{f12 Sometimes the det A is written as IAI.2 Determinant <l One of the most important properties of a square matrix is the determinant./or of the clement aU' c1cnolcdM .1 {/ a '.440 Review of Matrix Algebra Module 2 M2. M2. That is. Consider 2 X 2 matrix: A The determinant of A is ::::0 la" an. 1.3. tr A :.2.3. An algorthim for finding the determinant of a larger matrix involves matrix cofactors and is shown below.. M2.j" Consider the 3 x 3 matrix: A o [:::' •.3 SQUARE MATRICES A number of the important matrix operations lIsed in this textbook involve square (number of rows equal number of columns) matrices.S) ..3 Minors and Cofactors of a Matrix The matrix formed by deleting the ith row and the jth column of the matrix A is the m.4) The cqj'actor is thc "signcd" valuc of the minor.1 au an (f12 {I'll an aD o:u__ (l31 The minor of (lj2 of the matrix is obtained by deleting the first row and the second column. 1)" J del Mq (M2. {lii (M13) M2.0: " 2: .
del Mil det A = all (az/l:1.1 " 2. (M2.6) det A ::::: j. consider the 3 x 3 matrix A. adjA del A matrix of A (adj A) is the transpose of the matrix of cofactofs of A.((31022) M2.LI0Tt:A . (~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).9) An algorithm for finding the inverse of an A where the a(~i()int I .Sec.~CENHARIA L..4 Matrix Inversion ! The inverse of a square matrix A. M2.. y x ~ 11 A ly x n matrix is known as Cramer's rule: (M2.1) l {{lJ (a 21 11:JJ.3 Square Matrices 441 The cofactor e l 2 of the 3 X 3 example matrix is: e\2 cc_.3.IO) ESCOLA DE E... we find: AI A x (11 X 11)(11 X 11)(11 X I) ~ A··' Y (II X 11)(11 X I) wbich yields: Tx~A ' or.I)' ' 2 del M 12 + ([ lJ( . The expansion around row 1 is det A = ([nCII + {f12et2 t.. (i) Expanding around any columu j: det A (ii) Expanding around any row i: " 2: i"\ {lijcij (M2..is called A and is defined as: (M2..8) The matrix inverse is conceptually useful when finding x to solve the following problem: Ax~y Multiplying each side (onlhe left) by A'..I) I . I) I .ajJe n del A {[" ( .7) As an example.J ~ (f12alT)  aI2(a21ay~ ~ ({Jl{l2. {lljCij (M2. . I del M" + II 12( ..
0 .be That is. take the negative of the offdiagonal terms.Jr = [~~: an . ~a21 ~~:r' = [~:~ A' ~ adj A = . this procedure is not used because the computational time is quite large t()r large matrices.1 Inversion of a 2 A A I X 2 Matrix Using Cramer's Rule = [all a 21 all] an  adj A detA where the cofactofs arc Cll e 12 . a method such as Gaussian Elimination or LU decomposition is used... ~wap the diagonal terms. and divide by the determinant. det A ~ E [ det A 1 ~ dct A.. EXAMPLE !VI2. .. b det A ] .. . detA ad ..(l)l+ldetM lI ~ (~"1 f l = (1n = (I)) t2 dctMj2 = 1 a:?1 ~ (l12 all en cn det M 21  = (ti l2 det Mn = adj A = {c.dctA The formula for the inverse of a 2 x 2 matrix should be committed to memory: A  [~ b] d d .442 Review of Matrix Algebra Module 2 In practice..b] where de! A 00:. Generally... a ..
3. The rank of a matrix is the number of independent rows or columns. Eigenvalucs dctcrminc how "fast" a dynamic system responds. a singular matrix has a rank that is lower than the dimension of the matrix. scaled by A. The matrix is singular. This material is used in Chapter 5. = = . For example. and thc associated eigenvector indicates the "direction" of that response. because the second row is linearly dependent on the first row.3. 01 I 2 4 4.6 Eigenvalues and Eigenvectors Eigenvalue/eigenvector analysis will bc important when studying dynamic systcms.11) can be written as (AI  A)~ = () (M2.12) . Equation (M2. 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.3 Square Matrices 443 M2. because det A = 4 . For this example. In this case. Eigenvalues of a square matrix arc disclissed next M2.4 = 0 We note that the matrix inverse of a singular matrix does not exist.. undchne d The rank of a square matrix is equal to the number of nonzero eigenvalues.Sec. the matrix: A = I~ ~] has rank = I. Eigenvalue/eigenvector analysis can only be perrormed on square matrices. Also.11) is that a matrix times 11 vector is equal to a scalar times a vector. The interesting thing about equation (M2. number of rows::::: number of columns) A = cigenvalue (scalar) ~ = eigenvector (vector) Normally. note the division by 0 in the following calculation AI = I2 4 2] detA [4 21. M2. a matrix A times the cigenvector ~ yields the eigenvector ~ hack. A scalar multiplying a vcctor docs not change its "direction" in ndimensional space. The eigenvector/eigenvalue problem is: (M211) where: A = matrix (square. A matrix A is singular if det A :::: O. only its magnitude.5 Other Issues in Matrix Inversion A singular matrix cannot be inverted.
15) det(l\I.A IS singular.anll n Equation (M2.A) ~ l\' .A) •. Also. if tr(A) < 0 and det(A) > 0.a2l 1l.{ ~ 0 Equation CM2J5) can also be written as: det(l\! .all "21 =.13) is also known as the characteristic polynomial for the matrix A~ the eigenvalues arc the 1'001. A requirement for AJ . 0. The reader should derive the following characteristic polynomial for a 3 x 3 matrix.A) is used to represent the dctcnninant of l\!.II. 0 (M2..l (Jizi (/22_ (In 1 l\II 11 ~(/Zl det(l\I .0..[1111 + lin] l\ + {alia" .A.A) = l\' . .. 0 (M2. where the notation det(AI . the roots (eigenvalues) of (M2.A) = (l\ . the characteristic polynomial will he nth order.triA) l\ where: + det(A) ~ 0 (M2. if det(A) '= 0.)(l\ . EIGENVALUES The eigenvalues of an n X n matrix A arc the n scalars that solve: det(l\! .. It can easily he shown that..16) triA) = all + a 22 dct(A) = allan ..16) is the characteristic polynomial for a 2 x 2 matrix. (see student exercise 7)..eigenvectors (~) can be found from A ~i ~i l\j ~i (M2.444 Review of Matrix Algebra Module 2 where A must be a scalar value for which Al . so there will be II roots (n eigenvalues). EIGENVECTORS The corresponding 11.A to be singular is dctCAJ ~ A) :.. then one root (eigenvalue) will be zero.) .14) is the eigenvector associated with the eigenvalue AiFor example. otherwise ~ :. For an 11 X 11 matrix A. of the c1Ulractcristic polynomial... consider the general 2 x 2 matrix: A l\IA . 1 1I'.13) Equation (M2.a..16) will be negative.. 0 (the trivial vector).
> " (lJ211n + {llla J3 ~ {fJl((jJ +  a lJ a 22  {{12(f21 det A =0 (l11(a 22 {f:n .tr(A) A' + M A .14): (M2. M > 0.~4cO dCl(.Sec. and dct(A) < O. ((?..anil lz ) ~ {[12(a n ll J:.>:. The necessary condition is then tr(A) < 0. ~ 2. EM2.I~A) ~ A' [2~ 1[. M2.4( 2 4) I 2 + VI7 2 so.17) tr(A) = M c~ :0::: (/Il + (/" + {/11 det Mil + del M" + det M 11 "ntr:.5616 The first eigenvector is found from (M2.1X) where we have lIsed the notation: . and A. EXAMPI.. The necessary condition is that all of the polynomial coefficcnts arc positive...A) = A' .dCl(A) = () where: (M2.2 Eigenvalue/Eigellvector Calculation Consider the following matrix: A ~ I~ A! \ I .3 Square Matrices 445 The characteristic equation for a J x 3 matrix is: det(Al. The reader can usc the Routh stahility criterion to determine the sufficient conditions for negative roots.j(ln) + {/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). 1[2(1)2(1)[ ~ IJ F'rolll the quadratic equation: A I I .
2703 0.446 Applying equation (M2. o.)2 12..56J5 1M2.l 6 !5 1M2.6841 3. a = 2 1 2 1 v = 0. '~I !] tv 0.2703j.1.1S). 1 0. Review of Matrix Algebra Module 2 I~ So the following fWD 1. we call arbitrarily select ~.9628 An (~qllivalent solution is: .O. we rind that: V( V+ VI:.6992.4896 d 0.5616 'On 3.W)}) 0. J 9) by Most complltcl:pal:kag~:"\~il] report cigyllycctors that have a unit norm (length:o:: J).5616 v 11 'V 21 II equations must be satisfied: 2V 11 +V 21 2V 11 .9628 2. as shO\vn below. VII 1.021 1.0 I c 3. If we divide 1)" (1'.9628 The reader should show that: leads to: ~2  I.4896 Eigenvector problems arc easily solved used the eig [unction in MA'T'LAB (sec ModuleJ). J9) cc 1. 5616 .0 and II" I [ } 1 }n '/)21 = 3.56J6v 11 = .:')616 o o 1.8719] 1 0.561 5 ~/)]l which yield: 1J 21 If we wish..8719 0.
22) on the right side by VI we find A' V A V (111225) r~quation (M2.3.25) will he useful when developing analytical solutions for sets of Iincar differential equations. Recall the eigenvector/eigenvalue problem for a 2 x 2 matrix: or (M2. trace(a) 1 » det (a) ans ··4 M2.2l) can be written in the following form: AV where V is the matrix of eigenvectors: VA (1112.21 ) Notice that equations (M2.~I()nn is uscful for understanding the dynamic behavior linear sys[ellls (sec Chapter 5).1 1 1)21.Sec.20) and (M2. .\ A} .3 Square Matrices 447 Column i in the v matrix is the eigenvector associated with the ilh eigenvalue (which is the ith diagonal clement ill the d matrix). and can be used for any n x II (square) matrix.23) where: A is the matrix of eigenvalues: /)". The trace and determinant can also be f(lUnd using MATLAB commands: » an~. M2.22) (M2. °1 I Multiplying (M2.20) (1112.24) .7 The Similarity Transform The similarity tran. and ~2 = 1/)"1 v)~ (1112.
\. This property is called a vector norm. I X II. as depicted below.•~. +~l JJ Sometimes the Euclidian norm is called the 2nonn.448 Review of Matrix Algebra Module 2 M2.. x lb.2 Orthogonality A column vector w is orthogonal to a column vector z if wTz = 0.1 Vector Norms It is quite natural to think of vectors as having a "length" property. consider the 2D vector w= l O.S) + (O.5.S] = I(O. In ndimensional space.0. z (0.4 OTHER MATRIX OPERATIONS M2. the Euclidean norm is: I xII = V~.coj notice that the sum of the squares can be written as xTx .S)1 .~ OJ) Notice that orthogonal vectors arc "perpendicular" to each other.0.4..S 1 "I and the 2D vector Then xTz = [l ~O.1) w (1. + xi + . The most common norl11 is the Euclidean norm. In twodimensional space.4. = Vx.5) .' = ~± xJ ..Sl [O. For example. lhalis: and the 2norm is then: IlxI12=~ M2.
. I x"" ~ max I x. 4.3 Normalized or Sl'aled Vectors Many times. 1311 ~ 3 Ilxll.t: 0 3. 3.M2. so that they are !1onna/ized.] R satisfying: Where CI.005 Xl ~ [I 2 Notice that. I xI > 0 I III xii I xI + I y I (X is a scalar 'rriallglc inequality Common Vector Norms " I..3 Vector Normalization = Consider the vector x T Then. x..0.121. A vector is normalized if it has a norm (length) of 1. A vector norm 011 RII is a function 4 I1II : RII 4 1. Normalization is pcrformed by multiplying each c1ement_ or thc vector by I/vector norm. x:. I pnonn oonorm Notke that the pnorm includes all other vector norms EXAMPLE M2. ~ (iJI' I 12/' + Im '/ ~ 3742 Ilxt ~ max 1111. Euclidean Norm 2. as p . II (XX I I X YiI j . ~ (~ IXi If' I x I . the scaled vector..4.4 Comparison of Norms 31 I x Ii. U is u:::: X l/~ EXAIVIPLE M2... ~ (IJI'" + 1_21 '0 + 131 10)1/10 3. I X Iii ~ 2: I Xi I j······l lnorm (sum of absolute values) 2norm. I X II.. (~ Ix. we will scale vectors. For a givcn vector. =. III I 121 + 131 ~ 6 2 !I X II.. 2.. . The normalized vector is F I~I ~ ~ [£. [l 21: XIX [I 2JI~I~1+4c5 And. I") 1/.11 X II" > I x IL.
l<ind xTx..A) ~ 0. FindC ~ All f1 . This material should be sufficient for most of the matrix operations used in the textbook. Find [) c. 3 B~ [7 9 v ~ [I 2 6 5 b. Find I x Ib 4. Solve for x as a fUllction of.A)) for a general 3 x 3 matrix: 1112 11 11 ((21 A .1. 3. usc x" [~] I. ["" {/21 ([\I an {lJ2 ] {lJl . 2. A singular matrix docs not have an inverse. 11 roots to the characteristic That a matrix A is singular if the dct(A):::: O. which arc the equation: det(~[ . A singular matrix is not full mnk. Find x'. Perform the indicated matrix operations for the following matrices: A ~ a. Find E ~ IliA A 'll 5.. Find the determinant of: 1 1] x 7.y where: 6. That the rank of a square matrix is equal to the number of nonzero eigenvalues STUDENT EXERCISES For problems 13. Derive the characteristic polynomial (del (1\.450 Review of Matrix Algebra Module 2 SUMMARY In this module we have provided a concise review of matrix operations. It is partiCLIlarly important that the reader understand: Matrix notation How to multiply matrices That an n X 11 matrix has n eigenvalues.
A=[~J h. and eigenvalucs of the following matriccs: a. B = [11 :31 :21 .Student Exercises 451 8. Find the determinant. rank.
5 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 M3. 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. After reviewing this module. with a focus on a ma~ tfix algebra formulation and MATLAB routines for linear regression.1 M3.1 MOTIVATION The models developed in this text require the values of many parameters such as reaction rate coefficients. Consider the 452 .2 M3. the reader should be able to: Formulate a matrix algebra solution for a least squares problem • Usc the MATLAB routine polyf i t to find a polynomial to fit data • Usc the MATLAB routine polyval to evaluate a polynomial The major sections of this module are: M3. etc.3 M3. we first consider the equation of a linc.4 M3.LINEAR REGRESSION MODULE 3 The objective of this module is to review linear regression analysis.
M3. x2 [Y. Also. For a good fit of the data. That is. analytical solution to this problem. Herc we have defined the error as the difference between the experimental value and the model prediction. our objective is to find the values of a and b slich that equation (M3. given the experimental value of the independent variahle.1 Motivation 0 0 0  453 A Y a x + b y 0 0 x FIGlJREM3.1) is minimized: (y (M3. We would like to find a line that provides a best fit to the data. let "Vi represent a lnodel prediction or the dependent variable. we would like to minimize the dilTcrence between the data points Hnd the model prediction = ax + b). closedfonn.1) The major disadvantage to this approach is that there is not a simple. data shown as open circles in Figure M3.1. Our first instinct might be to find the model parameters. to minimize space: x' y'! where [x.2) is JniniruizecL qr . so that the sum of the absolute values of the errors is minimized. ({ and b. An alternative approach is to minimize the SUlll the squares of the errors. we wish to find paramelers that allow a model to best fit the data. Given experimental data. y. Let xi and Yi represent the independellt variable and measured dependent variable for the itil experimental data point.1 L~xpcrimcntal data and linear model prediction.Sec. find a and b such that (M3. xi' 'rile sets of dependent and independent variables can be represented as vectors: Xl X2 Y2 X = Y XN which can be wriuen in the following fashion. That is. xNI YN! f represents the transpose operation. x and y.
0 (M. () I (M.ax.: (y.'9) Rcmoving the conslanl value 2.'. .b) i"l .'.: (y.'. or the M3. af(ll.\lith respect to a variable.'AI f(a. Let/(a.b) ~ 2. i····· 1 N ax.2 LEAST SQUARES SOLUTION FOR A LINE Using optimization notation.)' J N (M.11): N 22.y. . .454 Linear Regression Module 3 (M.ax.b) ~.2) using the more compact notation in (M3. i= J yJ' (MDl Besides the analytical solution thal will follow.h) (x.: (y.'.: (y.b) 2.bxi ) = 0 (M. .'.'. we refer to (M3.5) We know from calculus tbe necessary condition for a mininmm of a function I.7): N 22.ll) .) i'cl 0 (MU) dEa.6) o o (M.3): N 2. wc find that (M3. The minimum ofj(a. .: (y.3) as the objective .'.IOl N 2.7).h) ah From (M. .'6) (M. another advantage to the Slllll squares formulation is that large errors arc penalized 1110re heavily than small errors.Iltnc'/ioll. .h) ria and from (M.6) and (M3. we can represent (M3. .b)2 (M.b) da a/(a.9) call he written as N 2: (yeti i"l ax/ .7) a/(a.'2) l<'or N data points.8) and (M3.ax. We desire to find the values of a and b (known as decision variahles) that minimize the ohjective fUllction.I 0) and (M3.b) represent the objective function: f(a.: (y..b) is satisfied by (M3.')) iJb (M.
2: Yi .a .xi) Ny i (~X.t:.13) i./ i.J i '\./1 1""1 2: Xi j (M3.14) Of course.12) we find: (M3. i=1 = 2:Y.Sec.1S) (Yll~¥)Nx or.12) and (M3.15). I x·· so that: N. i'l (M3.l Notice that we have two equations «M3.1 5) into (M3.18) and b can be determined from (M3.3 SOLUTION FOR THE EQUATION OF A LINE USING MATRIXVECTOR NOTATION The model prediction of each dependent variable can be written as: Yi = aX i +b (M3..12) I II "'" X L.~ (M3.1 (M3.J Yr\~i 1 '\. M3."J 2: Xi ax N N N b co:c).t2 (M3.17) which leads to: a= (i~ y.' + a " "xt L.13) to obtain: 1 INN N.3 Solution for the Equation of a Line Using Matrix Vector Notation 455 Rcrlloving the parameters a :md b frorn the summations: :V N N b L.13)) and two unknowns (a and b). + a LX.19) .J i=l = L.14) arc merely the mean values of y and x.i Substituting (M3. M3.')N. we sec that the terms in (M3.' N Xi .• N '\.16) (M3. We can easily solve for b in terms of {[ from (MJ..~ y LJ.J I + bN c .
20) as: Yoe'I_O The objective function is: v (M321) /(0) = which can he \vrittcn as: L i t (Y.(k)' I clllxJk) + dc'.c ((O) IY YI'IYYl (M3Ll) (M321) cqllal~ subject to Y= (I) 0 whcrcj(O) is the objective function. Represent the kth data point as: . and (1\13.. \ve write (M3. consider.'k! which can be written as: . 0 arc the decision variables. (2 x 1) and V·iC compact can sec that the dimensioning of the rnalrices and vectors is consistent. Since the constraint equations arc linear and arc equality constraints. as: I' ~ t xj .24) is that the model must be linear with respect to the parameters.y' s {/ . I Yv_ (Nx I) \' (M320) (Nx 2.. 19RR): (M324) M3. Y.Y(I<) = IIX. As an example.21) is the ity constraint equation..456 Linear Regression Module 3 \vhieh can be written in rnatrixvcctor form..VI'IY . there IS an analytical solution to this problem. + d eX' arc the independent variables.(I<) + by.. . •••• ? • •• ~ . "rhere is no limitation to the functionalities with respect to the independent variables. and the objective fUllction is quadratic..x::! y} I. Y where the .. b.\1 + b . lIsing t1latrix~vector notation.)' (M322) (I ](0) = x I) IY ..4 GENERALIZATION OF THE LINEAR REGRESSION TECHNIQUE It should be noted that the only requirement for parameter estimation using the least squares solution (M3. 'rhe solution is (l::dgar and Ifilllmciblau. Cor N data poinls.I:"~:+ c In x. _ _ _ _ _ _ _ _ _ _ _ _ _ _ ~.VI (I (M3B) x IV) (N x I) The general optimization statcrnctlt is then: Minimi/.
1 X(2)'"1 x(l ) x(2) <1>= x(N)" The measured variable vector is: x(N)"' 1 x(N) I y(l) y(2) y= yeN) . where Pi is a parameter (coefficient) to be found as a best fit to data: The parameter vector is: 0= Pn PIl+l The matrix of the independent variable functions is: x(1)" x(2)" x(l ). M3..Sec.24) and the generalization to any system that is linear in the parameters is clear. for the system of N data points we caIl write: where: The solution to this problem is (M3.4 Generalization of the Linear Regression Technique 457 y(k) = 'I'(k)le where: 'I'(k)' = [xl(k) OT x 2 (k)' c = [a b d] Now. Consider a general nthorder polynomial equation. A common formulation is the least squares fit of a polynomial.
M3. rate constant.5 MATLAB ROUTINES polyfit AND polyval 'The MA'rLAB routine polyfit is lIsed to fit data to an 11th order polynomial. Given a polynomial p and an independent vector xl.et x ::: independent variable vector. EXAlVIPLE M3.\o is the initial concentration of A.1 C /l In (.24).1 Batch Reactor [I:xample Consider a batch reactor with a single firstorder reaction.1 and Figure M3. Notice that this is the equation for a line.:.1.n) where the clements of the p vector are ordered from the highest power 011 down.2. and n := order of polynomial. The model is: dCA til where CA = concentration of A.:. and 1l1g: l:. the resulting dependent vector yl caB be found from: yl ~ polyval (p. k:. If we let y 1'(1) ~ = In C A k In CAn p(2) and we have the form: y C~ 1'(1)1 + 1'(2) Now we lise polyf:i t [0 find the best linear fit of the data. .458 Linear Regression Module 3 where x(i) and ~v(i) represent the independent and dependent variables at the ith data point. y ::: dependent variable vector. A ) H. The solution to this problem is equation (M3. xl) We show the usc of poly fit and polyval by way of Examplc M3.Y. I. The bestfit polynomial cocflkientB arc found from: p = polyfit(x. Separating variables and integrat dC. The hatch reactor data are shown in Table M3. time. and the routine polyval is Llsed to evaluate an nth order polynomial.'11 = k dt In CAO  k t where C.
Batch reactor data.82.J time.0.1098 'The same values for the parameters call be obtained from equation (M3.1.5. t'.05. M3.y.l) p 0.2 »L::: 0:1:5.95. 1) ] .95 3 I.24 kgnlOl/mJ Now. » p ::: inv (phi' *phi) *phi' *'y P " ~0. » p ::: polyfit{L. " CA c [8.47. . min (~. The line is generated using the polyval function.00 2 2.5017 2. » t c:.24). The model and expcrirnent are compared in Figure M3.1098 The parameters from the linear regression arc converted back to the physical parameters: k CAll •• pCI) ~ 0.711.X2 4 5 11. by performing the following: » phi [t ones ( 6 .7 1 LOS 10 8 'c" u u 0 6 I o 4 o 2 o o ~ 0 0 2 time.00.5 TARLE M3.Sec. kgn101/m J MATLAB Routines polyt i t and polyval 459 Concentration as a Function of Time o 8.1. » y ::: log (CA) .47 I 5. Concentration of A as a function of time.3.2.502 min I cxp(p(2)) ~ 8. min 3 4 5 FIGURE M3.5017 2. we wish to compare the experimental data with the best fit line (model).
CA. ' 0 ' ) :=0: 2.25:5.5 E 0..24*exp(~O.4 Concentration data and model as a function of lime.502*tl). It can be evaluated at a number of temperature and linear regression can he lIsed to evaluate the Arrhenius cons/ants (frequency factor and activation energy) as shown in student exercises 3 and 4. » plot (tI.3 Semilog plot of concentration data and best fit line. t. The rate constant has been evaluated at a single temperature. 8 o c time.5 0 0. are used for »CA_illOd 8. min 3 4 5 FIGURE M3. » tl ::0: 0:0. 0 1.5 2 . ploL(L.ymod. % notice that more point::.y.» >.5 0 ___ L_ o 2 time.{JRE M3.> ymod polyval(p. . min F[(. CA__ffiOd.t). '0' ) mnoot~hness The data and model are compared in Figure M3. We also wish to compare the experimental data with the model on a timeconcentration plot.4. t.
(1988). (1992). if the intercept b is known. Show that polyfit and the matrix algebra approach (M3.24) yield the same results.026 313 0. Elements (?l ChemicaL Reaction Engineering. Rate constants as a function of temperature for a firstorder decomposition of benzene diazonium chloride are shown below: I k. and optimization in general. }jnear regression analysis can be used to find A and E. 3.Student Exercises 461 REFERENCES AND FURTHER READING Good coverage of least squares analysis.062 319 00108 323 0.K 0. STUDENT EXERCISES 1. ILS. Englewood Cliffs. & D.43 333 Find A and E using least squares analysis (show units). Note that a different solution for the best fit of a line is obtained if it is assumed that h is known. Derive the following result for the estimate of a if it is assumed that b is known. ESCOLA DC: ENGEN HARIA BIBLIOTECA . Himmelblau. Use the matrix algebra approach to solve for the slope of a line. Compare model and experiment by (i) plotting In k versus lIT and (ii) k versus T IThis data is from Example 3. Optimization New York: McGrawHilL (~f Chemical Processes. NJ: Prentice Hall.213 328 0. we find: In k ~ In A .987 cal/gmol K).M. The Arrheniu~ rate expression is used to find reaction rate constants as a function of temperature: k ~ A exp( EIR1) Taking the natural log (In) of each side of the Arrhenius rate expression.(EIR) (liT) where Ris the ideal gas constant (1. T.E. a= 2.1 in Fogler. You should obtain the same result as problem ( above. this becomes a single parameter estimation problem. is provided by the following text: Edgar. min I T. 2nd ed.
g/Iiter 0. g/litcr 0.52 3.1 0. we find: In Ie In A.35 0.45 0. k.). E/ R 7) Taking the natural log (In) of each side.34 0.50 0.27 0.incar regression analysis call be used to find A and E.34 1..0014 300 0.462 Linear Regression Module 3 4.25 0. hr···· 1 x.059 370 0.24) to solve for the parameters (/LnHlX' kin' and k. fL. Rate constants as a function of temperature for a firstorder reaction arc shown below. lIsing a Monod model.15 0.25 0.75 0.50 0. hI' I x.15 0. is fL ~  _ P'!lJ'IX X km + x + k1 where /L is the specific growth rate.47 1. is: /Lm<lX x kill + x where f. Show that polyfit and the matrix algebra approach (M3.0083 330 0.35 0. and x· is the substrate concentration.50 0.25 0.00 . and x is the substrate concentration.43 0.00 0.00 Show that polyfit and the matrix algebra approach (M3.090 380 Find A and E' lIsing least squares analysis (show units). using a substrate inhibition model.31 0.36 0. I1 milx and kl/l are parameters. /Llllax and kill arc parameters. 6. The growth rate relationship can he rearranged to Data for a particular reactor arc shown below.24) yield the saIne re~ suits.0047 320 0..1 0. min T. The growth rate relationship can be rearranged to: I)ata for a particular reactor are shown below.. 5. 'rhe Arrhenius rate expression is used to find'rale constants as a function of temperature: Ie ~ A exp( .00 0. Use linear regression to solve for the pararneters (/Llllax and kllJ IJ.50 0.014 340 0.22 3.L is the specific growth rate. Use linear regression (M3.(E/R) (1/7) I.0026 310 0. Compare model and cxpcriIncllt by (i) plotting In k versus lIT and (if) k versus 1'.75 0.33 1.24) yield the same results. The growth rate expression for a biochemical reaction.50 1.24 0.K 1 0. The growth rate expression for a biochemical reaction.023 350 0JJ38 360 0.
Student Exercises 463 Note that: x(l) x(2) l/x(l) l/x(2) y x(8) l/x(8) and the solution is H «1>'1'(1») I(J)Ty Compare the model and experimellt by plotting IL verSUS.L .
ries. a block diagranl environment for simulation. s(. and feedback allow the simulation of block diagrams. Engineers (and particularly control engineers) tend to think in terms of block diagrams.! M4. (lUI) for simulating systems that arc described by block diagrams.1 INTRODUCTION '[here arc limitations to using the standard MATLAB environment 1'01' simulation. After studying this module. the reader should be able to. Although MA'fLAB functions slIch as parallel. SIMULINK also provides integration 464 .:.INTRODUCTION TO SIMUUNK MODULE 4 'rhe purpose of this module is to introduce SIMULINK. Construct a hlock diagram for simulation Set proper simulation parameters • Print SIMULINK windows The major sections of this module arc: M4. SIMULINK proviclcs a much more natural environment (a graphical user interface. these functions arc not visually pleasing.2 M43 Introduction 'fransfcr Function~Bascd SilTiulation Printing SIMlJLINK Windows M4.
You will find it very llseful to use the most commonly used blocks. methods that call handle systems with timc~dclays (rather than making a Pad6 approximation for dcadtimc).3c) FIGURE M4.1. as shown in Figure M4. which can be found by doublcclicking on the Frtras icon. We will illustrate the use of SIMlJLlNK by way of example.1 Introduction 465 Sources ~~~~~~~ Sinks Discrete Linear Nonlinear Connections Extras SIMUUNK Block library (Version 1.1 SIMULINK block library.2. [n the MATLAB command window. M4.Sec. . B Conversion Block Library SIMULINK Demos Most commonly used blocks Additional blocks using the mask utility (documented in release notes): ~ ~ ~ ~ FlipFlops PIO Controllers Blocks and demos that require toolboxes: Filters System 10 Robust Control Demos Analyzers Controllers ~~~~~~ MuTools Demos Neural Networks FIGURE M4.2 SIMULINK Extras block. Th~re arc many possible SIMULINK functions (icons) available. 'fhc resulting window is shown in Figure M4. enter "simulink" (small letters): » simulink The SIMlJLINK block library window appears.
you can simply enter h!ocklib in the MA'l'LAI3 command window. Doubleclicking on the Block Lihmlyicon then reveals a window for the most commonly lIsed blocks. M4.4.5. ZeroPole 1 1. as well as the icon names.2 TRANSFER FUNCTIONBASED SIMULATION Here we provide an exalnple simulation of a firstorder process.3. The To Workspace icons allow the vectors to be writ~ len to the MATLAB workspace for later manipulation or plotting. The variahle namcs are changed by dOllble~clicking on the icon and changing the name in the variable space. 'rhe clock icon is llsed to create a time vector. as shown in riigurc M4. shown in l~'igurc M4.466 Most commonly used blocks: Introduction to SIMULINK Module 4 ~ 00 Signal generator Scope B E B Mux ) [i} Inport >/2» Gain Demux Transfer Fen ill Fcn yout To Workspace ~ I AutoScale Graph >~ {2] Cutpar! ~ Sum ~Sin(U[IJ+ Dis. AltcrJl<ltivcly. can be changed by the lIser. as shown in Figure M4. Transfer Fen OJ ~ ~ XY grapl Other commonly used blocks: ~ Derivative (s1 ) s(s+ 1) Zeropole PID controller G @ Integrator Saturation From Workspace []} Step input (9) Clock [j} Sine wave Product 0 Look Up Table W ffi [i} Constant ~ Transport Delay MATLAS Fen system Sfullction ~ fj Switch Rate limiter m Dis. 'fhe first step is to drag icons frorn the most commonly lIsed block library. .22.1 Filter ~ ~ l/z p Full Block Library Unit Delay Slmullnk FIGlJRE M4.3 SIMULlNK most commonly used blocks. Notice that each of the variable names.
~1 5s+1 Transfer Function y Output FIGURE IVI4.2 Transfer FunctionBased Simulation 467 C91~~1 Clock yout To Workspace I Step input rnf. Also. 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. which you may wish to change to Linsim 10 irnprovc the computational speed. you will usually want to change the maximum integration step size. a simple integrator.ITlI~1 ~~ Transfer Fen yout To Workspace1 FIGlJH. 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). Notice that the default transfer function has a pole at zero.5 Blocks for transfer function simulation. that is. the simulation may still be accurate (particularly Lor linear systelns).~ITlf~~1::::::!Y=:= ~ Output Transfer Function FIGlJRE !\i14. 'fhe resulting responsc is C91~1 Clock t Time Step input rn. The simulation parameters (start time. if the step size is too large. but the resutting plots may be jagged. integration method. The t and }' variables are stored in the MATLAB workspace. depending 011 the type or system you arc attempting to simulate.~[ifuJf. .variables and icons renamed. etc. 'fo begin the simulation. You may wish to try severalclifferent integration methods. Clock C91l~~1 ~t~ Time Step input rnf. M4.() Transfer function sinwlationfirstorder process..Sec.4 Blocks for transfer function simulation. The default step input is to step the input: from 0 to 1 at I :. 'rhe default integration method is RK45 (RungeKutta).: L This can easily be changed by doubleclicking on the 5'tep input icon and changing the specifications. simply select Start from the simulation pulldown menu.) arc changed by using the simulation pulldown menu and selecting Parameters.E lVJ4.6.:. stop timc.
Here we use a timodelay of 5. Notice that the input was stepped from 0 to 1 at t = I. I.7... This is duc to the step input changing at t::::: 1. It should also be noled that the user must supply an initial input value for the transport delay block. because we arc dealing with a system in deviation variable form (that is. Although the block diagram feature of SIMULINK is very handy. all or the initial conditions arc 0).7 t. for a firstorder + time delay system directly in the blocks. SirHulation result for firsHmJer example with a step input at shown in Figure M4. '5 o 0. This is dono using the Transport Delay block shown in Figure M4.5 '5 Q. then simply change the values (of k.~r Module 4 ~  1. it would be timeconsuming (and tiring) if every time you wanted to change a set of parameters you had to doubleclick on the related icons. theta.r. tau..8 cess. such as k.l. obtained by modifying the default value of 1.e::. A major advantage of SIM1JLINK over the standard MATLAB integration routines is the ability to handle systems with liIlle delays. Notlcc that no output change occurs before [ = o. combined with the 5 unit time delay (I + 5 = 6). In this case the initial value is 0.1 Clock t Time Step input rnr~·f2]'·1~ I~·I:::ry~ ~ Transfer Function Transport Delay Output FIGLJRE M4.. Transfer function simulationfjrstorder + timedelay pro .468 Introduction to SIMULINK .9.__ _ l o 5 10 time 15 20 FIGlJRE M4.~.8._.5 0 ___. You can place variahle names. The resulting simulation is shown in Figure M4. (9. thedefault values were used. that is.
M4. and theta can be entered in the MATLAB command window before beginning the SilllU~ Jation..3 2 Printing SIMULINK Windows 469 1.~1 Clock t Time Step input rnr~~I ~ ' Transfer Function I ~I ~ I~~I Transport Delay y Output FIGURE [\'14.5 a a FIGURE iV14. . The command that you \vmlld use is: print: stf_ examp which will send the figure to the dcfaull printer.10 Transfer function simulation. 5 10 time 15 20 25 Simulation result.5 '3 Q. M4. This block diagram is shmvil in 17igurc M4. If you arc lIsing a Unixbased version of MAll"AB/SIMULJNK. Step input at 1 ~ I for firstorder system tau.3 PRINTING SIMULINK WINDOWS When using a PC or Mac it is casy to print a \vindow directly to the default printer simply by selecting print from thcJile pulldown mellu. or you wish to create a postscript file for a window. theta) in the MATLAB cOllunand window before pcrforrning a new simulation. fan. J O. '3 0 0. you need to enter a command directly in the MATLAB connnand window. C9. Let's say that you titled the example simulation window "tLcxamp" and you want to print the window from a Unixbased workstation.Sec.. "fhe values of k.9 with delay of 5.
or EXERCISES Usc SIMULINK to perform the following. 3.1 I: (s) = 2 3(~3s I I 25. Show the SIMULINK diagram used for your 5i Illul ations.470 Introduction to SIMULINK Module 4 SUMMARY The purpose of this module was to provide a brief introduction to the usc SIMULINK for block diagram programming. I. There are many options for "systems" to simulate. Also. Plot the step response of the following two transfer functions by performing a single simulat. ..5s I. allowing the user to usc standard MATLAB plotting functions. and to read the SlMULINK User's Guide for more advanced usage.I) g.::: O.\' t 5s I Usc a step input change of 2 at I::::: I.'statc space" models and sfunctions which describe nonlinear systems. ). 1.ion 3(3. Plot the step response of the following undcrdamped systcm I:(s )ee 3 + 5s + when a step input of magnitude 2 is made at t.I) . The lIscr is encouraged to experiment with state space models.(s) co lOs I I with it's firstorderPaciC approximation 3( . including . we generally recommend that variables he written to the MATLAB workspace. 2. Other inputs (sources) such as sine waves or ramps can be lIsed.::.22.(s)=·. other "sinks" such as an "XY graph" can be Llsed. 25s· + 5s 1.(s) = (2.I)(lOs for a step input change of I at f .5s II:.1 I. Compare the following firsHH"der + timcdclay system 3e~s I:.
For example. the reader should be able to: Develop the Ilonlinear dynamic model of a perfectly mixed stirred lank heater Find the statespace and transfer function form of a linearized stirred lank heater Compare the dynamic responses of the nonlinear and linear models Usc MATLAB for linear and nonlinear simulations Analyze phaseplane behavior crhc major seclions in this module are: M5.1 INTRODUCTION Mixing vessels arc used in Illany chemical processes.4 M5.':"tudying this module. Often these mixing vessels are healed.6 M5.1 M5. where two or more components arc reacted to produce 471 .7 Introduction [)eyeloping the Dynamic Model SteadyState Conditions StateSpace Model LaplaceDomain J\1.5 M5.3 M5.STIRRED TANK HEATERS MODULE 5 After . either by a coil or a jacket surrounding the vessel.2 M5.odcl Step Responses: Linear versus Nonlinear ivlodels Unforced Systcnl Responses: Perturbations in Initi:::ll Conditions M5. a mixing vessel rnay serve as a chemical reactor.
Olle or more products. UAClj . jacket flowrate.l. where the tank inlet slream is received from another process unit. 'fhis methodology was developed in ~~hapter 2. The rate of heHt transfer from the jacket to the tank is governed hy the equation Q:::::. The tank inlet flowrate. 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.E MS. . Consider a stirred lank heater as shown in Figure MS. Perfect mixing is assumed in both the tank and jacket. A heat transfer fluid is circulated through a jacket to heat the fluid in the tank. where U is the overall heat transfer coefficient and A is the area for heat transfer. The notation that we use is presented in Table MS. The temperature in the vessel is maintained by varying the fJowralc of a fluid through the jacket or coil.1). Often this reaction lllust occur at a certain temperature to achieve a desired yield. and jacket inlet temperature lllay change (these arc the inputs). We make the following assumptions: The volullle and liquids are constant with constant density and heat capacity. The objcCLive is 10 raise the temperature of the inlet stream to a desired value.(JU.l.472 Stirred Tank Heaters Tank F.2 DEVElOPING THE DYNAMIC MODEL In this section we write the dynamic modeling equations to find the tank and jacket tcm~ pcraturcs. M5. In this module we assume thaI no change of phase occurs in either the tank fluid or the jacket fluid. In other processes a heat transfer fluid is used where there is no phase change. nlet Ti ~ Module 5 ~ V Tank T • Jae ket inlet ~'i Tji Ta nk outlet Jacket Fj outlet Tj Jacket F T FH. tank inlet temperature.l Jacketed stirred tank healer.
assuming constant volume (dVidt . we find: F= F.2 Developing the Dynamic Model 473 TABLE MS.2. '7'[' F '7.. dt I ~ + 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.. assuming constant density: dVp dt .2 Energy Balance Around Tank The next step is to write an energy balance around the tank. = /. accmllulation = in by now ~ out by /low + in by heat transfer + work done on system f)1 c dn..\ Notation Subscripts area for heat transfer heat capacity (cncrgy/mass"'tcmp) yolumetric flowrate (volume/time) density (mass/volullle) temperature time rate of heat tnlllsfcr (energy/lime) heat transfer coefficient (cncrgyltimc"· arca$tcmp) volume p T Q II V j ji ref s inlet jacket jacket inlet reference stale steadyslale M5. M5.2. Also.Sec.+ 'P·'.::: 0).[op I . M5.. = Fp . 1 Variables .·'I) [. This allows liS to write the energy balance as (sec Chapter 2 for the details): .1 Material Balance Around Tank ~ritc The first step is to a material balance around the tank. .
and the volume is constant._.PjcpJ cit VJ)I ) (MS.2.J!+Q+W.3 Material Balance Around the Jacket The material balance around the jacket is (assuming constant density): assuming constant volume (dV/dt ::::: 0). . we find: M5. we write an energy balance around the jacket. we can rewrite the energy balance as: dff !It .2) We also have the relationship for heat transfer from the jacket to the tank: . =h. the mean pressure change can be neglected since the density is constant: dJI 'I dt = Fp ffFf>J! + ~~. and assuming single phase and a stant heat capacity. 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. dt I !lpV.[Jh.I" f) + W Neglecting the work done by the mixing impeller.Fp (U +'P) + Q + ~\' df i Pi P and since H:::: U + [lV. Note that dpV/dt:::: V dp/dt + P dVldt. we find: COI1 !IT V pc" !It = or Fpc"Cli  1) + Q !IT til P =V (1.1) + Q VPC p (MS.2... Making the same assumptions as around the tank: dTi = Fj (1" _ T) + Q V.474 Stirred Tank Heaters Module 5 dU = Fp (U + Pi) . Also.4 Energy Balance Around the Jacket Next.
1 F. I It' Notice that the values or UA and Fis have not been specified..3.T) + ' . solve (MS. M5.5) 1.3) into (MS. 1~s ~ Parameters and SteadyState Values 1 It' 111m p Cp = 61.4) and (MS. From dTldl:= 0 at steadystate.4) .S» at steadystate.:= 1. These values can be obtained by solving the two dynamic equations «M5.2) yields the two modeling equations for this system: dT dt ~ F UA (T.Sec.3 Btll T ftl = 50"1" ~ T I .'.I) and (M5. and output vectors arc in deviation from: . V V 10ft3 7~'is 20t)" I" TJS .4 StateSpace Model 475 Q ~ UA Uj. solve (M5. M5.17.5 rtJ/min J M5. input.3 "I" I'l' 125"1" 150T Btu p/~pj ~ 61.4 STATESPACE MODEL IIcre we linearize the nonlinear modeling equations to find the statespace form: xooAx+Hu y ~ ex where the state. The steadystate is obtained by solving the dynamic equations for dxldl .1tain UA:= 183. The stcady~stalc values of the system variables and some parameters for this process arc given below.T) (T .3 STEADYSTATE CONDITIONS Before linearizing the nonlinear model to find the statespace form.5) M5.9 I3tutF min I<rom dT/til:= 0 at steadystate.::: n.4) to ol.. V Vpc p t (M5.0 obtain 1". we must find the state variable values at steadyslale.T) (M5}) Substituting (MS. _ dt (M5.
F.F.0. I II J j. (Ju 4 il/.4 A 21 =~f2 aX j acr .476 Stirred Tank Heaters Module 5 XC" I.. iVi . alI.I. VA Vpc p V ~0.7jiJ alji 0 =0 . JU I ill. dt 'l. at.P/. ..\ 1 = state variables y.= ill.(T:Ij. .1 ar ax J = a(1 .pi = 3. acri.1' =0 = 8 12  al. I) J Jil V' jf~'Cpj (MS. = aF J lJA ~'f~Cpj 4. 'r') 'js ?Js V.0 A ... oX 2 at.) )( j ( '1'  a(1.) ali ab aT af.) aT = al. (MS.. .1" 0 I 1.5 The elements of the II matrix arc: Nil = ai.5) The clements of the stalespace A matrix arc found by: A _. a(F .3 VA V. dU 2 at. VA vpc p = 0...".. JI~ OJ ilf.) ai.5  Nn lJ 14 .. = 22" .1) 1."~ 1'. ill. IjIjI dl = output variables Recall that our two dynamic functional equations arc.III'I . af. aF v F V  'f~\' 7. II ::.:Ii.F:I.T.F.'0.) Vj FJ (T _ T) _ VA (T.4) dt dl.) acr. aj.
22.9.1 C o I I(~ ~I M5. OA 3 0 03 4.) 50 ~ VI ill.FJ '[jis  'Ii.1 0 1. il(F .5 LAPLACE DOMAIN MODEL Recall that a transfer function matrix relates the inputs and outputs: y(s) •. ill. the (' lnatrix is I.5s + 0.') 1 7.7) Dividing (MS. 'j.6667 + SA444s + (MS. ill'.) ~ 15 s2+4.. ilUi...Ij.9) arc 0.75) (O. we find: 15 G(s) ~ [ (50s + 20) (7.ls + OA5) .5 lJcilh~ " ' eli.7) hy 0.Sec.3 s' + 4.111 16.5 0.5 0 0.II' (.. ill.6) (M5. " ill. ~ '('/'i . M5.6) Using the MATLA13 routine ss2 t f (sec appendix).9 I The poles of the characteristic polynomial (8 2 + 4.X) .9s+0.5 B.• G(s) II(S) The input/output transfer function Inatrix is found from: G(s) C(sIA) 'n OA5 (1.709.Y Vi 0 0 1. ilF ilt.'/'. ill.  0 0 FI. The numerical values for the matrices arc: A~ \ . il".191 and 4.) U H Ii". we find: 1.9s + 0. The transfer function relating output I (tank temperature) to input I (jacket f1owratc) is: ~ .5 Laplace Domain Model 477 ill.9 (MS..9s + 0.33..50 . .J J7ji Since both states arc measured.5s.
+ x.(t) Also. we convert to physicnl values hy realizing that: x.9) which is the gaintime constant form.(I) So. Any of these forms can be used.] I) can be l~lCtored 22.1 + 1 (0. X.10) hy 0...478 Stirred Tank Heaters Module 5 (MS.1' • II .9 (M5.212361' 1.(. .1 Ills' + 5. however \vc will generally LIse the gainlime constant form. + 1)(5.20 + 4.6 STEP RESPONSES: LINEAR VERSUS NONLINEAR MODELS In this section we will compare the step responses of the nonlinear model with those predicted by the linearized model.T.5.. ".10) 1:" (.(I) F(t) . for the linear model: c fj(t)  Ii.1' + 1) (M5.11) into: 1:.23207.2 (2.(t) ~ T(I) .6667 (0. '1'(1) ~ T.1' + I) (M5.1' cO + I 1.5.1)(5.1') Also. lVe find (dividing (M5. + .9. For cOlnparison purposes.S) can be factored into: ~ (\) ~ 16. The transfer function relating output 2 (jacket temperature) to input I (jackel l1owralc) is: 50s +. (M5. we will plot the physical variables.1' " 1 (M5.(1) J. r'or the linear model.2307.\.12) M5.4444.(t) ~ fj.F J I" We will consider step changes of different magnitudes and differellt directions for this system.21236.9): 0.1' + Similarly.2 (2. \vhich is in deviation variable form.1') 22.
5 5 10 15 time.6 Step Responses: Linear Versus Nonlinear Models 479 M5. 'fhe responses of the nonlinear and linear models arc shown in Figure M5. For hoth the tank temperature and the jacket temperature.5 152 151.2. Tank Temperature 152.2 Response to sinall incrca::.2 large Increase in Jacket Flowrate Consider a step change of I J) (from 1. M5.5 150 o 5 10 15 time.5 n3/min) in jacket f1owratc.1 (from the steadystale value of 1.6. min 20 25 30 b.6 t'('I!min) in the jacket flowratc. M5. The linear response is quali~ 127 linear LL 126.1 ftJimin).6. Jacket Temperature FJ(.Sec.5 linear nonlinear 151 150. .{nu: M5. min 20 25 30 a.5 nonlinear af D x 2 cL E 126 c ~ 125.e in jacket [Iowratc (0. the linear model closely approximates the nonlinear process.3.1 Small Increase in Jacket Temperature Consider a step change of 0.5 to 2. '['he responses of the linear and nonlinear Illodels arc shown in Figure MS.5 to 1.
4.0 ftJ/min).t J) (from 1.5 to 0.5 ft 3/min) in jacket flowrate. Tank Temperature 175 170 165 160 155 linear nonlinear 150 o 5 10 15 time. min 20 25 30 a.480 145 Stirred Tank Heaters Module 5 linear lL 140 nonlinear g> D E J!l c '" ci 135 J'l 125 o 5 10 15 time. Jacket Temperature F1GlJRE MS.3 Large Decrease in Jacket Flowrate Consider a step decrease of . 'fhe gain (change in olltpul/change in input) of the lincar model is greater than the gain of the nonlinear model. . hut the magnitude of change is different.3 Reponsc to a large increase in jacket fJowratc (1. tativcly the same as the nonlinear response. min 20 25 30 b. 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. The responses of the Iincar and Ilonlincarmodcls arc shown in Figure M5. M5.6.
5. min 20 25 30 b.4 ft3 /min) in jacket floWratc.Sec.5 Remarks on Step Response Behavior For the nonlinear model. MS. Tank Temperature 150 140 130 linear 120 nonlinear 110 o 5 10 15 time.4 Small Decrease in Jacket Flowrate Consider a step change of ~O.6.0 f(3/ m in) Response to a large decrease in jacket llowrate M5. the gain (change in oulputlchangc in input) varied as a function of both the input magnitude and direction.5 to 1. The responses of the linear and nonlinear models arc shown in FigUfCM5. M5.6.l (from 1. If small input changes were made. Since the the change in input was small.4 (~1.6 Step Responses: Linear Versus Nonlinear Models 481 125 120 LL 0> u j!) <i E '" 115 110 105 100 95 0 5 nonlinear linear x c J'l 10 15 time. the linear model provides a good approximation to the nonlinear model. min 20 25 30 a. Jacket Temperature FIGlJRE M5. the gain did .
but more than the linear system for decreases in jacket rlowralc. min 20 25 30 a.:lscs in jacket flowratc. This makes sense fro III a physical point of view. the jacket flowratc has a direct effect of jacket temperature and an indirect effcct on tank tcmperature. Tank Temperature 150 LL u '" '" 0: 149.E M5. For large input changes.482 125 LL 0) Stirred Tank Heaters Module 5 124. The response of the jackel temperature is faster than tbat of the tank temperature. . Also. Noticc that the numerator timc constant partially "canccls" the slow denominator time constant for the transfer function relating jacket flowrate to jacket temperature.5 linear nonlinear 123 o 5 10 15 time. Response to a small decrease in jacket flowralc (0."' " 15 time.5 149 148.1 not change much from the linear model case. because the jacket volume is onelenth of the heater vollllnc. Jacket Temperature FIGUn.5 0 5 10 linear nonlinear 2 x 0 E .5 ftJ/min). the gain of the nonlinear system was less than the linear system for incrc. min 20 25 30 b.5 15 2 x c E 0: J'l 123.5 148 147.
while a negative eigenvalue is stable.~ 14 .7. Consider an initial perturbation in the fast direction.191 1 4. x (0) = .857 'The responses for a perturhation in the slow direction arc shown in Figure M5. M5.• "·I·o. The eigenvalues for this system arc (sec appendix): AI 1.2 Fast Response 1125j + l4. y.2 ~ . The MATLAB eig routine is used for eigenvalue/eigenvector calcuations. 0.0.5714 2.9976 slow fast I'· The second eigenvalue and eigenvector tell us that a perturbation in the initial condition of the second state variable will have a fast response.'.'. Let the pertubation be: .o.0.O()95j = 1. 1 0. Let the perturbation be of Inagnitude 5: .5714 0695 c·' 0.9RR .1 035 . M5.1 035 1 = 1129.7.Sec.7089 slow fast The eigenvectors are: 12 I  '''.0. The eigenvectors provide information about the directional dependence of the speed of response.82071 0. The first eigenvalue and cigcllvector tell us that a perturbation in thc direction of VI will have a slow response. x () = 5"'v) 0  ~ "1.7 Unforced System Responses: Pert Urbations in Initial Conditions 483 M5.9976 4.34751 5·' 0.7 UNFORCED SYSTEM RESPONSES: PERTURBATIONS IN INITIAL CONDITIONS The eigenvalues of the A matrix in the statespace model provide information about stability and the relative speed of response. Rend I that a positive eigenvalue is unstable.10351 150 2.1 Slow Response Consider an initial perturbation in the slow direction.R57 152. 10.R57 1 The physical state variables (tank and jacket temperature) arc: ·1(0)·1 = Ilj(O) M5. 5·"12 2 •. A large magnitude eigenvalue is "faster" than a small magnitude eigenvalue.82071 .
Jacket Temperature FIGURE M5.? (note time scale change from Figure M5.0.? we have shown the effect of initial condition "difC(otir>ll This can be illustrated more completely by viewing the phaseplane behavior.5 150 o 5 10 time. In Figures M5.6).(0) = [1251 + 1.7. The physical state variables (tank and jacket temperature) are: T.988 The responses for a perturbation in the fast dlrection are shown in Figure MS. .5 151 150.(O)·j [.3475] 150 4.·] 154.988 = [J24. min 3. min 20 25 30 b.6 Initial perturbation in the slow direction.6 and M5.484 130 LL Stirred Tank Heaters Module 5 129 u 128 <i '" en 2 E c '" J'! 127 126 125 0 5 10 15 time.6525. 20 25 30 Tank Temperature 153 152.
5 time.6 0 0.1iii"ij 1. min 2 2.7 124.lJ88 direction .9 D w 2 ci E 124.5 1.3475] 4.5 3 a.!.Sec.S.5 1.5 time.vaxis.3 PhasePlane Behavior The phaseplane behavior is shown in Figure M5.7 Initial perturbation in the fast direction. Tank Temperature 155 LL D w '" 154 153 152 151 150 0 . Jacket Temperature FIGUUE wI5.5 3 b. M5. M5. '" 2 ill ci E " 0.7 Unforced System Responses: Pert Urbations in Initial Conditions 125 485 ~ 124. min 2 2.8 ~ :" 'l 124.<. 0. . Notice that initial conditions in the direction respond much more slowly than initial conditions in the !i. where the Tank Temperature is plotted on the x~axis and the Jacket Temperature is plotted on the .7.
M.486 Stirred Tank Heaters Module 5 FIGURE 1\'15. Show that a decrease in jacket volmne will cause the difference in magnitude between the fast and slow poles to increase. 2. We compared the step responses of the lincar and nonlinear models. We also showed the importance of the '"direction" of initial conditions.8 Phaseplane behavior of the stirred tank heater SUMMARY In tbis 11lOdu1c we have developed the dynamic modeling equations for a perfectly mixed stirred tank healer. (ii) tank inlettelnperature. M. FURTHER READING The following text is a good reference for chemical process modeling. while perturbations in other directions yield a slow response. linearized to obtain the statespace model. l"ind the transfer functions relating the inputs and OlltputS. and found the transfer function model. We solved for the steadystate conditions. PC11urbations in certain directions cause a fast response. STUDENT EXERCISES "I. (iii) jackel inlet temperature. New York: [.ongman. Perform step tests on the other inputs: (i) Tank flownlte. In the heater example we performed stcp tests on the jacket ftowmte. (1986). Discuss the linear versus nonlinear efTects. . with a particularly nice presentation of energy balances: Denn. Process Modeling.
iud the nonlinear stcady~stalc relationships between jacket flowrate and the two temperatures (tank and jacket). [.5000 ~7.1000 0 0 1.4000 3. inlet T.5000 b 0 50.3000 4. Develop 11 simple model with imperfect mixing on the jacket side. ~ V Tj2 Tank Jacket inlet f T 1j1 Tank outlet Jacket outlet Fj ~ F T 7]2 APPENDIX 1. Plot the input (jacket flowratc) versus the outputs for the physical parameters given. Using MATLAB to convert from statespace to transfer function modelsss2tf STATE SPACE MODEL a ~O . as shown in the diagram below. where the flow is from one cOlllpart~ Illen! to another.0000 0.5000 1 0 c1 0 0 0 0 0 0 Find transfer function polynomials for input 1: . Assume that the jacket can be modeled as two compartments. Tank ~. 4.Appendix 487 3.0000 c 0 0 1 0 (] 0. Discuss how the gain changes with coolant fJowratc. .
0000 20.c1en] Dum2 = ss2tf(a.9000 o o 1.4) 0.4500 0.2) 7. den] num3  ss2tf(a.5000 4.7089 .8207 0.d.6000 0.1000 0.l) 0.9976 v ~ 0.Il 1.9000 0 0 den 1.0000 Find transfer function polynomials for input 4: »(num4.9000 o o 1.0695 0.5000 0.9000 0.c.9000 0.0000 den Find transfer function polynomials for input 2: »[num2.b.c.5714 laml)(ia 0.4500 0.0000 Find transfer function polynomials for input 3: »[num3.3) 0.7500 22.0000 0.c.»(numl.den] num4 ~ ss2tf(a.0000 4.0000 50.9000 0 0 dE.0000 1.0000 Eigenvalues and eigenvectors »[v.b.c.d.d.0000 4.b.b.den] numl = ss2tf(a. lambda] eig(a) 0.9000 15.9000 33.d.0000 4.5000 0.3000 0.1911 o o 4.
% % % % % % Dynamics of a stirred tank heater (e) 1994 . V vj 1. % % odes % dTdt = (FjV)*(Ti . xO) .9880 »( t. xdot(2) = dTjdt.9. FigureM5.Appendix 489 2.5. 10. 50i delFj 0. xl :::.W.6525 154. Bequette 8 July 94 x(l) x(2) de1F:j F T Tj % % :5 Tin 'l'j i V % % Vj % % % % % F 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. 1) ) .B. T~x(l). 3. Fj ~ Fjs + delFj. UA i83. % Fjs Ti Tji 1.0.5. x ( : .T)j(V*rhoep).1.Tj) .UA*(Tj .3 . dTjdt = (FjjVj)*(Tji .T) + UA*(Tj . rhocpjo::o 61.7a is obtained using the following commands: xO : : : 124.: ode45 ( 'heater I . xdot(l) dTdt. »plot (t.jacket fluid parameter and steadystate variable values are: 1· 200. Tj~ x(2).x).Tij(Vj*rhocpj). % % MATlAB function routine for nonlinear heater model function xdot ~ heater(t. rhocp 61.
1 BACKGROUND Separations processes play an important role in most chemical manuracturing processes. Streams from chemical reactors often contain a number or components.3 M6. 490 .ABSORPTION An Example of a Linear Equilibrium Stage System MODULE 6 After studying this module.2 Background T'he Dynamic Model SteadyState Analysis Step Responses Unforced Behavior M6. A common example of a separation process js gas absorption. or for usc in another manufacturing process. which is normally used to remove a dilute cOlnponent from a gas stream. sonlC of these components must be separated from the other components for sale as a final product.5 M6.1 M6.4 M6. the reader should be able to: Understand step response behavior of absorption columns Use the MATLAB functions initial and step for state space simulations Use eigenvalue/eigenvector analysis to understand unforced system behavior Understand how zeros affect the step response hehavior oftranslcr functions The major sections of this module arc: M6.
Absorption columns often contain "trays" with a liquid layer flowing across the tray. so that the gas product stream (leaving the top of the column) is more "pure.2 Liquid Feed The Dynamic Model L Xf 491 . II stages. M6.2 THE DYNAMIC MODEL M6. that is.1 Basic Assumptions We assume that the major comIJonent of the liquid stream is "inert" and docs not ahsorb into the gas stream.2.J Gas absorption column. I 1 v Gas Product n Liquid Product L t v YIJ+l Gas Feed x" FIGliRE M6. M6. these trays arc often lnodc'lcd as equilibriulll stages.2. An objective of this module is to develop a dynamic (time dependent) model of a gas ahsorption colunm. It is assumed that each stage of the process is an equilibrium stage. We will :"ihnw how to solve [or the steadystate stage compositions llsing matrix algebra.2 Definition of Variables We use the following variable definitions: .1. the vapor leaving a stage is in thermodynamic equilihriulll with the liquid on that stage.Sec. We will then place the dynamic model in the lincar statespace form. Consider the gas ahsorption column shown in I"igurc M6. Dynamic results for stage compositions will he shown for step changes in the inlet feed compositions. COinponcnts that enter the boltom of the column in the gas feed stream arc absorbed by the liquid stream. M6. We also assurne that the Inajor component or the gas stream is "inert" and does not absorb into the liquid stream." An example is the usc of a heavy oil stream (liquid) to remove benzene from abellzene/air gas feed stream.
) ilt = L X i_ i + V Yi+ I ~ f.out): il(M" + W y) _ ilt . The component material balance around stage i can now he written (accumulation = in . An equilibrium stage is represented schematically in Figure M6. .3 mole inert vapor (stage i) Equilibrium Stage The concept of an equilibrium stage is important for the development of a dynamic model oCthe absorption column.492 Absorption Module 6 moles inert liquid time liquid molar flowratc v M :~nolcs iI~Et vapor time moles li9l!_~~~ = vapor molar flowratc = liquid molar holdup per stage stage moles\. Equation (M6. (M6.2. M6. M6.2 A lypical gas absorption stage.1) can now be written: il(Mx.(~v()_r w stage moles solute moles solute vapor molar holdup per stage i) i) mole inerlliquid (stage i) y.1) Since liquid is much more dense than vapor.2. Xi ~ VYi (M62) LXi__ j VYi FIGURE M6.4 Solute Balance Around Stage i 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. we can assume that the major contribution to the accumulation term is the MX i tcrm.LX i _ l + VYil1  LXi~ VYi .2.
5 Equilibrium Relationships The simplest relationship is a linear cquilibriuln relationship: (Mo.c=M.5) which can be written in the following form: dX i L Jt.2.ri + 1  + Va) M xi ! Va M Xi + 1 (Mo.2 The Dynamic Model 493 Our next assumption is that the liquid InolaI' holdup (M) is constant.6 The Modeling Equation for Stage i Substituting the vapor/liquid relationship from (MG. M6. L df = M (L Xn . M6. . Nt j Va M x. + (M6.1  + Va) M XI/ + V M YIl11 (Mo. M6.8 Bottom Stage The balance around the bottom stage (stage n) yields: ilx".4) where y is the gas phase composition (mole solute/mole inert liquid).o) It should be noted that (M6.?) where XI' is known (liquid feed composition).7 Top Stage The balance around the top stage (stage I) yields: dX i ill .2. M6. x is the liquid phase composition (mole solute/mole inert vapor).Sec.3) The solution to this problem will be easier if we can develop an explicit relationship between vapor phase composition and liquid phase composition. and a is an equilib~ riuID parameter. + Va) x.8) where YI/+[ is known (vapor feed composition). then we can write (Mo. represents the ith stage.6) will yield a matrix with a tridiagonal structure. We will assume that the vapor on each stage is in equilibrium with the liquid on that stage.2.2) as: L lW XiJ V L V + M Yill Mx.M Yi (Mo.(I. M6.4) into the material balance (MG.]) yields: dX i ill _ (Mo.2. .
Yf X 2 .J Fivc~stagc Absorption Column The modeling equations (M6.Va) M Va M (L I Va) M L M 0 Va lvl (L I Va) M L M () () 0 0 X2 L M () ._ x.rl X4 (stagcJ) L M tit dX 5 M X4 + Va M ).j M I .IPLE j\iJ().3 (Slage 2) L M X1  (L (L X :.6) (M6./1.1/ x/ (stage I) + M tit tL"r J x2 Va M Va M ). and the input variables are xrC1iquid feed composition) and V6 (vapor feed composition).5 (stage 4) tit (L I Va) L t AI' 4 .=o I to 5).494  Absorption Module 6 EXAl\."vI X5 V M Y() (slage 5) 'I'he state variables arc _\ (i..IO) . If is assl/llwd thaI the liquid and voporjlolFmtes are COIlSIOl/f.  I Va) Va) r!t dX. These equations can be written in matrix form as (notice the tridiagonal structure): (LI. (L I Va) M L M 0 0 () + 0 0 () () () I_Y6_I XI V M which is the so~called statcspace form x Ax+Hu (M6.Xs I: ~ "I 0 0 0 Va M (L I Va) M L M 0 Va M 0 0 >1 X4 _ X.X) can he written in the following form: dX I til L + M M Xj  Xl I Va L .
125 0. liquid feed composition xI'.: 0.IO) the time derivatives arc zero.12) EXAMPLE M6.0 kgmol benzcne/kgmol inert oil. 0.11) of x can be found by solving (M6.()076..325 0.Sec.125 0..5.325 (M6.14) The steadystate Input is: =Y6S 1 US X"I·= 00 1 .ls) Solving for T at steady~state.1J392 [ Il. Assume that the liquid tnolar holdup for each stage is M :.2 o o o o o 0. 80 kgmol inert oi1lhr. Let's operate with units of minutes.125 0.:::. M6. so: o The stcady~statc values Ax+ HII (M6.\" 1J. (M6. 0.0.: 20/3 kgmol.: 5/3 kgmoJ air/min. ] JU. so L 0::: 4/3 kgmol inert oil/min and V:.325 0.2 o o 0.16) . equilibrium parameter a:.13) o 0. we find X s "'" Aln u.2 II o o o o o [ o o o o 025 ~.2 A 0.l kgmol bcnzcnc/kgmol air. 100 kgmol air/hI'.3 STEADY·STATE ANALYSIS We have shown that the form of the dynamic equations for the absorption column arc: x=Ax+Bu At stcady~statc (M6.325 0.0704 (l.125 .ll) to find: x ccc A 'BII (M6.! 202 x. (M6. ~ (M6.. and vapor feed composition Y6 0::: O.2 o 0. vapor feed flowratc V:::::.0198 O. The numerical values yield the follOWing matrices: 0.2 Parameters for the Fifth·stage Column Lel the liquid feed flowrateL:::::.325 0.3 SteadyState Analysis 495 M6.
CI~lC~/~lb~)(~)(~)t~'~\il~ . ~ ~ M6.:. tl 0 01 step(A.] kgn101 bCl1zcl1c/kgmol air to )'6 ::: 0.15 kgmol bCIlZcllc/kgrnol air.5~. A comparison of 1<iguresM6. 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.u.4. 0. The liquid product composition (leaving stage 5) is x'):..1 Step Change in Vapor Feed Composition At time t ::: 5 minutes.4 STEP RESPONSES Here we will usc the MATLAB fUllction s Lcp to find the responses to a step change in feed compostioll.C.5_«(~L~O(~I7~(~')~~_()~. Therefore..~rl~~_()~.()~O~3~X~I~b~m~O~1 ~b~CJ~ll~. the C and J) matrices arc: C~I 0 0 0 O. }·'Ol' this problem. Ax~AAx + H Au M6. the composition of the vapor stream entering the column changes ('rmn Y6 ::: n.2) where the 2 in the final column indicates that the second input is being step changed.B.3 and M6A shows that the boHom composition responds more quickly to the vapor feed change than the top vapor composition (VI)' . 'T'hc step function requires a linear state space model in deviation variable fonn.D. How do the transient responses for all of the stage liquid compositions (XI through x:.~\·I~~_()~.1202.496 Absorption Module 6 which is simply a vector or the liquid phase compositiolls..) 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). 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. The vapor product composition (leaving stage I) is obtained from the lincar equilibrium I ___ rC~'h~\'~i(~)(~lS~h~ip~.S o o o o D~IO o [y.x.
06 0.Sec..• 497 "' . figure M6.: 0..3 Response of bottom composition feed composition of 0..05.. al t.01 o o 20 40 t(min) 60 80 100 FIGlJRE M6.5 0 0 ___J.... j 20 40 t(min) 60 80 100 FIGURE M6.4 0...4 Response of top vapor composition to a step increase in vapor feed composition of 0.05 0...02 0. Deviation variables (xi(l) ~ xi(O)) have been llsed for case of comparison...~_.I 0.5 shows that the magnitude of the change in stage composition is greatest on the bottom stage. at t :::: O.. 'fhe relative "speed of response" is faster the closer a stage is to the bottom of 1. O.05. M6. ...07 0.. 10 a step increase in vapor makes physical sense.03 0.5 > ro 0 . T. because the disturbance must propagate through six stages (from the bottom to the lOp of the colmlln) to affect the top composition.04 Step Responses ..:.
.06 0.07 0.SRespollse of stage compositions to a step increase in vapor feed of 0.01 0 0 ~::. Find how the compositions of the liquid and vapor streams (.{O) have been llsed for case of comparison.0 kgmol hCllzcne/kgmol inert oil to "j.8 D 0. . at t:::: O...:.~ 20 40 '(min) ..\/~ At time t .2 Step Change in Liquid Feedstream Composition .03 0. Normalized deviation variables are plotted.. as shown in l<'igurc M6.\:5 and .6 <ii ~ '" u 0. 3 60 80 100 FIGURE M(. ! ._....:.2 40 '(min) 60 80 100 FIGlHU': M6.6.4 .' 0.....' 0. the column. the composition of the liquid stream entering the column changes from 0.1'1) leaving the column 5 0.4. .: 0. Scaled deviation variables (xJt) xi(t.05. ~~ .498 0.6 Response of stage compositions to a step incrc<lse in vapor reed composition of (l05.....: OJ)25 kgmol henzcnc/kgmoJ inert oil.05 Absorption Module 6 5 '" 0.02 0. at I = O.:... ~ x/O))I M6....: 1(0) ~ x..04 '" ill ...
006 ~ '"I 0.8 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.006 0.002 0 ''~_~~~____ . .Sec. 0.002 o o 40 t(min) 60 80 100 FIGURE M6.~ ~~ 499 .008 0. .r() differ? A comparison of Figures M6.4 Step Responses 0.01 0.• 0.012 0.__ _.. L. _ 0 20 40 t(min) 60 80 100 FIGURE M(j.025 at t :::0 O.7 Response of hottom composition to a step increase in liquid feed composition of 0.025 at t "" O.004 0. because the disturbance Illust propagate through six stages (from the lop to the bottom of the column) to affect the bottom composition. M6. change with time..008 ~ 0._.01 ..7 and M6.. How do the transient responses for all of the stage liquid compositions (xl through .014 0.S Response of lOp vapor composition to a step increase in liquid feed composition of 0.004 0.
025 at t :.x/O» have been used for case of comparison. . Fi'igure M6.(I) .2 100 t(min) FIGURE M6.(O))/(x. 0.025 Absorption Module 6 0. Normalized deviation variables arc plotted.1O. as shown in Figure M6.9 Response of stage compositions to a step increase in liquid feed composition of 0.(I = 150) . Deviation variables (A)t) ~ xi(O» have been used for case of comparison.8 w <ii u '0 0.500 0.4 0.02 w g' 175 >(I 0.6 w ~I 0.: O. Scaled deviation variahles (x..9 shows that the magnitude of the change in stage composition is greatest 011 the top stage. The relative "speed of response" is faster the closer a stage is to the top of the column.01 0005 ' 20 40 t(min) 60 80 100 FIGURE M6.x.015 0.1O Response of stage compositions to a step increase in liquid feed composition of OJ)25 at t "" 0 min.
601705416 0. in terms of the trans!Cr functions.32500000000000 0.16931748198570 0.00000000000000 0. d] ~eig (arnat) cl 0.59352962728666 0. Show that the order of the numerator polynomial gets smaller the farther that the state is from the input variable. respectively.27472527472528 0.43345275388338 0.16931748198570 O.59352962728666 0. The first and second eigenvectors arc associated with the fast and slow directions.70329670329670 Column ') 0. as shown by the MATLAB command: »[V .16688611699158 0. M6.55600486332631 0.433452"15388338 0. v Columns 1 throuqh 4 0.05 min. )"109'':'.1 to 0.80498368578343 0. while the second is the slowest.314446"15225915 0.4.2"/472527472527 0.6 minI.37095601705416 0.54181594235423 0.54181594235423 0.Sec.5 M6.00000000000000 0. Also.00000000000000 0.59886127875258 0.3 Unforced Behavior 501 Transfer Function Analysis The reader should lise the MATLAB function ss2tf to find the transfer functions relating each input to each stale (student exercise I).34750303957894 0.34750303957894 0. 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. The eigenvalues span an order of magnitude.50311480361464 0. from ~O. M6.05113872124742 0.00000000000000 0.48311388300842 The first eigenvalue is the fastest.70329670329670 The reader should show (see student exercise 2) that the following perturbation in initial condition: .55600486332631 0.5 UNFORCED BEHAVIOR Eigenvalue/eigenvector analysis can he Llsed to understand the effect of perturbations in the initial conditions on the relative speeds of response.
Usc the t'vlATLAB function ss2 t: f to find the transfer functions rehlting each input to each state. Find thc zcros and P(lIeS for cach transfer functioll.1693 03710 05418 ··0.in terms of the transfer functions and the polezero values.4oss and ergy Ba/aJ/ces. . For example.5935 OA335 '·0. & L. Englewood Cliffs. FURTHER READING The gas absorption example is a modification of an example presented by: LuJ'belL \V.OA335 yields it response tll. Ei1~ EXERCISES I. NJ: Prentice {Iall. (I 9X8).A. and the "speed" of composition change.1! is u\'cr ten times faster than the follmving penurhation in inilial condition: o I m.502 Absorption Module 6 XII  0. Chemical Process Analysis: J\. Explain why the speed of response is faster the closer a state is to the input. \v{\s faster on the stages closest to the step disturbance.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. V'/eIlzcl. 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. T'hc magnillilk of composition change was greatest on the stages closest to the step input change.5418 0.L. Show that the order of the numerator polynornial gels smaller the farthe I' that the state is from the input variable.025 O.s935 . XII ~ IU710 0.
Ivratio lratio .m absorp C'x. 80/60. Use plots to compare the "fast" and "slow" <. .2013. 100/60. : number of stages % liq :.7 June 1997 5[.. amat (i.2). amat(i. end amat(i. 2:ns1. aeq :. % aeq gas/liquid equil coeff % ns :. mho1d .l) amat(1. : vapor molar flowrate % mholc1 liquid molar holdup per stage % xfeed liquid feed composition % yfeed vapor feed composition % % set parameters n~3 liq vap 5.ns)i zeros(ns. Wayne Bequette % revised . : 0. m absorption example . " % % % calculate ratios (liq+vap*aeq)/mhold.vap*aeq/mholdi amat(l.i~l) arnat(ns.Process Dynamics % orginal version . ns) .i+l) vratio.29 June 93 % (c) B.1. yfeed 0. xfeed 0.lratioi Ivratioi amat: (ns. .nsl) . Use the MATLAB initial function to show the effect of the "direction" of a perturbation in initial condition. vratio .Appendix 503 2.Iratio.liq/mhold. i) lvratio.5. APPENDIX: MATLAB 9 6 absorp~ex.2) for i lvratioi vratio. : liquid molar flowrate % vap :. amat bmat zeros(nS.lircctions.
[Y.Ol:J.n90 thf" vapor feed composition at t Clni'\.2).t(l.2) % vap/mhold.tep c11(:1.cmaL. n:::. :::: xkO. . L (mi n) .Ils) 1.504 Absorption Module 6 bmi'J.t zero:. % '(.. :::: aeq. the vapor composi tion leaving the absorber plot (L.y(o. % actual step magnitude was 0.. zo1'08(2. calculate the steadystate xs :::: inv(amat) *bmat* [xfeed.l) :::: lratio.l) dmat '(.dmaL..:.bmat. ) ylabeJ ( 'y_vap ') pause % plot each stage liquid composition (deviation) plot (t . (2.x. normalized by the final change nt  lC'nqth(t).O:)i plot the liquid composition leaving the absorber (deviation variables) ploL(L. bmat(ns. 0 cmat(2. perform step tests using step . 'w') xlabEd ( t (min) ') yL:dx'l ( r X sL_a~Jc') pause F plot.05 "(I x y .y( ° .yfeed].2).each std9(. X.ykO. 'w') xl abel ( .l).L]=step(amat.2). 'w') xlabel (' t (min) .) i cmaL(l. ) ylabel ('x_liq') % pause ~) plot.
do a step change in liquid feed comp [yl.Appendix for i : :. ) ylabel ( 'x_st<Jge' ) pause % % plot scaled liquid compositions ntl Length (tl) . ) ylabel ( 'x_scaled' ) pause now. % 1) i % % % actual input change was 0. 5 ' ) % pause % % plot the vapor composition leaving t:he absorber plot(tl. tl] =step (amat.1). 'w') xlabel ( ' t (min) .05 yl yl *0. i). 'w') xlabel ( ' t (min) . % for i = l:ns.xscale.2)) % pause % plot each stage liquid composition (deviation) plot (tl. xl ( : .xl.025. plot: the liquid composition leaving the absorber (deviation variables) plot (tl. i) Ix(nt. i) end % plot(tl. t (min) . i) end 505 x(:. % plot (t. cmat. xl % % xl*O. xscalel (:. dmat~. 'w') xlabel ( .025. i) . xl. l:ns. bmat.yl (:. 'w') xlabel ( 't (min) . xscale(:.ylj:.xscalel. ) ylabel ( 'x. ) ylabel ( 'x_scaled' ) . i) Ixl (ntl.
ISOTHERMAL CONTINUOUS STIRRED TANK CHEMICAL REACTORS MODULE 7 After studying this module.2 M7. the student should be able to: Determine the steadystate behavior of an isothermal CSTR (number of stcadystates) Determine the stability of a particular steady~statc • Find the statcspace and transfer function form of a linearized CSTR model at a particular steadystate Show that steadystate gains calculated from the steadystate equations arc consistent with the transfer function gains The major sections of the module arc: M7. The CSTR is 506 .1 INTRODUCTION Chemical reactors arc generally the most important unit operations in a chemical Chemical reactors come in many forms.3 FirstOrder Irreversible Reaction Van de Vusse Reaction M7. 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.1 Introduction M7.
out by flow . a re~ action scheme with a number of interesting characteristics is presented in Section 1\17. In addition. before presenting a detailed analysis. Consider the continuous stirred lank reactor shown in Figure M7. A: rate of (rate) (rate) (rate) accumulation = in by flow .1 Continuous stirred tank reactor (CSTR). M7.l .2 F First~Order Irreversible Reaction 507 v CB FIGURE 1\17. A dynamic model of a plug flow reactor consists of partial differential equations (also known as a distributed parameter system).F C. so we do not need an energy balance (and can also assume that the reaction rate parameters are constant).V k C A . used in dynamic modeling studies. sO we have the following relationship for the rate of formation of B: molar rate of formation of B per unit volume::::: I"n::::: kC. M7. Consider a single irreversible reaction A ~ B.3. The Van de Vusse reactor. Here we provide a quick review of the model ing equations.2.2.Sec.1. The standard single irreversible reaction system is presented in Section M7. because it call be modeled as a lumped parameter system.1 Component Material Balance on A Our first step is to write the dynamic modeling equations for the reacting component.2 FIRSTORDER IRREVERSIBLE REACTION Recall that a model of a CSTR for a firstorder irreversihle reaction was developed in Chapter 2. In this module we will assume that the reactor is operating at a constant temperature (it is isothermal).\ M7.out by reaction dVC A dt = F CA/. we will assume that the volume is constant. Assume that the rate of reaction per unit volume is firstorder with respect to the concentration of A: molar rate of reaction of A per unit volume:::::: r A ::::: kCA Each mole of A reacted creates a mole of B.
it is important to understand the steadystate behavior. so equation (M?I) can be solved independently of (M7.J) _I k V Notice in (M7.\ (M7. Notice that the concentration of B docs not playa role in equation (M7.2).3) that CAs is a monotonic function of F/V. M7.2.2). Since V is constant: VeA( which we can write as: F . . which yields the following modeling equation: dVCJ3 tit where again. and at steady~state we would expect complete conversion since we have an irreversible reaction. indicating complete conversion to B.1) It is natural to assume that there is no B in the fccdstrcam. then C A .3 SteadyState Behavior Assume that FIV is the input variable of interest. This makes sense hecauscf:.l) and (M7. the amount of time that it takes for the reactor volume to be "swept out" by the flow. approaches 0. In the reaction engineering literature F/V is known as the "space velocity.2. Equation (!'vI7.508 Isothermal Continuous Stirred Tank Chemical Reactors Module 7 where k is the reaction rate constant. the fluid is flowing so fast through the reactor thaI there is no time for allY cOllversion of A to B. k is the reaction rate constant. Before analyzing the dynamics of this system." Similarly. As F/V gets large (t 00). dC A dt M7." that is. VIF is known as the "residence time" or "space time./V:= 0 corresponds to a batch reactor.I.1) in steadystate form can be arranged to solve for the steadystate concentration (here we lise the subscript s to indicate steadystate value): Fs(' V ~Afl' F S (M7. As FJV gels very small (t 0).1). then CAs approaches C Als ' That is.2 Component Material Balance on B (M7.2) The two dynamic modeling equations arc (M7. Since V is constant: dC'/) til V Cli F + Ie C.
3.jgurc M7.Sec. then we sec that the steadyslate gain (change in output I change in input) decreases as the r10wralc increases.3) we find: (M7.v) and the output «('A) from (M7. if we consider F to be the manipulated variable and C A to be the output variable. M7. F (M7.8 J J 0. the gain is high and low nowrates and low at high rlowrates.4) We call also find the steadystate gain between the input «('.3) by: kV dC/Is DC(I/I' kV +k F.2 FirstOrder Irreversible Reaction 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 (M7.6) as shown in r.2.4 0. The relationship in (M7.JC~v:\. (M75) Notice that we can rnakc a general plot of the solution of (M?3) by dividing by C"VI' to find F kV ·1 CA. That is.6) kV + can be considered the dimensionless concentration of A. .2 0 0 2 4 6 kVIF 8 10 F(.6 0.ORE M7.6) is shown plotted in Figure M7. Notice that.2 Dimensionless concentration as a function of kV/F. We can also plot the relationship in equation (M7. 0.
This result is consistent with (M7.2 0 0 2 4 6 FlVk 8 10 FIGURE \\'17. and a tradeoff 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).4).4 0. That is.2) for Ihe sicadysiare value of Ii we find: k CA~' 17\.7): k I" V elf.6 0.510 Isothermal Continuous Stirred Tank Chemical Reactors Module 7 0.Wc will find the same results when using the Laplace transfer function analysis. the fluid is .5) into (M7. Notice from Figure M7. V (M7.8 J cJ ~ 0. The residence time is also related to the process time constant.8) that the dimensionless concentration of B is also a monotonic function of the space velocity. I'his indicates that economics must he used to guide the reactor design. (J) which can be written: V t k k CeVi' I" +k V (M7S) C. which would require large vessels for a given nowratc. which ultimately effects the quality of control that is possible.3 Dimensionless concentration (equation (M7.7) subsriruring (M7. As F.4» as a function or NkV.3 that to react most of A we need a large volume/feed ratio (residence time).lt>' I" y kV + CArs Notice in (M7./V gels large () 00) then C'ns approaches O. Solving (M7.
2») is then: dX J ell d''(2 (M7.4).1j~ z ::.\' (M7.3.IOb) ell or. let the input variables in deviation form be represented by: Il] lt P PI' C'AI .::: (M7. dx] (M7. As F/V gets very small (~) 0) then CBs approaches C~W' indicating complete conversion of A to B (sec Figure M7.6 0.4 0.4 f1owratc.IOa) (M7.C. lOa) = ell dX 1 ell an Xl +. Notice that this figure is lIie mirror image ofFigurcM7.1) and (M7.4 Dynamic Behavior Let the state variables in deviation form be represented by: Xl '\:2 (:A ~ CAs = er. M7.an X2 +. M7.9c) (M7." 0.b 2 ! llJ (M7.9d) The state space model (by linearizing (M7.2.Sec.  C'IJ.9a) (M7.2 0 0 2 4 F/kV 6 8 10 FIGURE M7.8 J <J .IOb) .2 FirstOrder Irreversible Reaction 511 0.9b) Also. Dimensionless concentration of B as a furH:tion or reactor rtowing so fast through the reaclor that there is no time for any conversion of A to B.
an) 2 "n) .12) ' ) " Notice that k ll is consistent with (M7.5)."JI)(s .~ b 21 "1l) 1/.) ~ X2(.1l) we sec that the process gain for output I decreases as the llowratc increases.. we find: 1/ (. '= [CA!'oO~('AO'J = F .lOa) and (M7. we find (from the Laplace transfonn of (M7.I' "ll)(S  (M714) Notice that k l2 is consistent with (M7.:) (M713) '" ~ ~::: ··10~.l' + (b ll "21 . From (M7. We sec that T[ is always less than the reactor residence time from (M? J 2).I')'~ b2l . From (M7.\ k F ( V'+ k o .4).(s) (M7.(s) .IOb).IOa)): (M7.I' . + k (M7. V T I a" [ JI J Ie (~)( 2"'11.'Jl.lla) which can be written in gaintime constant fortn as: x.(. Also notice that decreases as the reactor flowrate incrcases.14) wc sec that k J2 is always less than L Taking the Laplace transform of (M7. the system is stahle.1') (.~ where TI'" +1 "I(S) + TjS + 1 ". Since the eigenvalues arc negative.llb) k" a /.1')1 (. Since dx1/dt is not a function of _:1: 2 .1(2.512 Isothermal Continuous Stirred Tank Chemical Reactors Module 7 Writing in statespace matrix notation: !J"II"II o '" we can see that the eigenvalues of A arc simply (J I J and ([22 (the reader should show this).
16) (M7.1 O.15) (M7. M7.1.2 FirstOrder Irreversible Reaction 513 which can he written in the form of: ky) .2 min I k = 0.(S) where: (M7.5 Numerical Example Consider a system with the following parameter and steadystate values: /.. II I I The following figures compare responses of the nonlinear and linear systems .18) Notice that Tn 0:::: 72' so there is polezero cancellation in gZI(s) and the transfer function becomes firstorder. = 1. 0.2h O.2 cit clXll I o XI + O. the system is always stable.2.4 clx.= 0. V ~.17) kl) h I2 {{:n (lll(ll1 (M7. Also.2 min I gmol CAj. M7.Sec.0 liter which yields the following statc~spacc model: [ cI/ .S O.) uIC') + (TIS + I )(~. since the eigenvalues are always negative (the time constants arc always positive).s + I) 1l.S o 11.21I UI .0.
Solid = nonlinear. dotted .49 0.4 0.2 0 5 10 time.2) slep change in FIV.495 0.7 0. LARGE POSITIVE STEP CHANGE IN FIV In Figure M7. B 15 20 FIGURE M7.01) step change in FlV.514 Isothermal Continuous Stirred Tank Chemical Reactors 0. min 15 20 .FIGURE M7.5 0.8 0.. Notice that the models yield virtually identical results. dotted = linear.485 0 B 5 10 time.6 0 0 A c 0 0.6 = linear.5 Small (0.5 0. min . The nonlinear model has a lower "gain" than the linear model for bOlh states.505 c 0 0 0 Module 7 A 0. Large (0.515 0.2) step change in F/V. SMALL STEP CHANGE IN F/V In Figure M7.01) step change in FlV. 0. Solid =: nonlinear.5 we compare the responses of the linear and nonlinear models for a small (0.3 0.51 0.6 we compare the rcspon~cs of the linear and nonlinear models for a large positive (0.
2) step change in F/V.2) step change in FlY. We notice that both reactor concentrations have firstorder transfer functions with respect to the dilution rate.4 with an eigenvector ~2 = I_.4 0.::~. M7.:.~ 0. while an equal magnitude pertubation in both state variables will respond twice as fast.:::.2.:.: Ii near.:!.2.2 First~Order Irreversible Reaction 515 0. which has the associated cigcnvcc~ tor ~l := I~J· The fast eigenvalue is ~O. The nonlinear model has a higher "gain" than the linear model for both states.6 Phase Plane Analysis To determine the important directions for this system. . we find the eigenvalues and eigenvectors of the A matrix: The slow eigenvalue is 0. M7.7 dotted:.6 c u 0 0 B  _.7 Summary of Behavior of the FirstOrder Irreversible Chemical Reaction We can make some interesting observations about the behavior of this simple system.7 we compare the responses of the linear and nonlinear model s for a large negative (0. 'l'he concentration of A is also firstorder with respect to (~\fi but a secondorder transfer function relates eN to the concentration of B.8 0.2. min 15 20 FlGUREM7.2 A 0 0 5 10 time.Sec. LARGE NEGATIVE STEP CHANGE IN F/V In Figure M7. M7. The response ·of B to a change in the feed composition of A· is slower than the response of A for the same change. Large negative (0. Solid:. FIV.: nonlinear. These results indicate that an initial perturbation in the second state variable (concentration of B) will respond slowly.
Here we will consider such a reaction. depending on the operating condition chosen.out by flow . we assume that the feedstream contalI1s only componeIlt A.1 Modeling Equations OVERALL MATERIAL BALANCE Assuming constant density and constant volume: dV dt ~ () and F = F. Consider the reaction scheme consisting of the following irreversible reactions: A 21\ 7 B 7 C 7 " k2 D This scheme was presented by Van de Vussc (1964).out by reaction 2 d(CA ) dt (M7. It turns out this this type of system cail have significantly different input/output characteristics. where: " A ~ cyclopcnladdicnc B : : : cyclopcntcnol C:::::: cyclopcntancdio} f) :::::: dicyetopcl1tadicnc In the following development. COMPONENT A BALANCE The balance on Ais: accumulation d(VCA ) dt Since V is constant: = in .516 Isothermal Continuous Stirred Tank Chemical Reactors Module 7 M7.19) .3 VAN DE VUSSE REACTION Often reaction schemes will exhibit a maximum in the concentration of product versus nowratc curve. Engell and Klatt (1993) note that the production of cyciopcntinol from cycJopcntadiene is based on such a reaction scheme. M7.out by reaction 'I .3.
If we arc only concerned ahout CA and Cu' we only need to solve equations (M7.20).20) C~h: dl Solving for the steadyslate for (M7. we can write: d( ell) dl COMPONENT C BALANCE Also.!'!) through (M7. for component C: (M7. we find a quadratic equation in Solving this quadratic (using the positive root).!'!) (M7.20) do not dc· pend on Cc or Cf).2! ) d(Cu) dl (M7. Notice that (M7.22). (r) 2k. + r)'" + 4k.3 Van de Vusse Reaction 517 COMPONENT B BALANCE Similarly. . v + k2 These results lead to the input/output curves presented in Figure M7. M7.!9) and (M7.20) d(C e ) dl COMPONENT 0 BALANCE And component D: (M7.8.19).22) Look at equations (M7.Sec. we find: \ + and solving for Cns: ~ ~ I( k. d(CA) dl d( ('ilL (M7.!'!) ami (M7.
If the objective of the process is to maximize the production of B. STATESPACE MODEL Here we linearize the nonlinear modeling equations to find the statc~spacc form: x=Ax+Bu y = ex . Notice that there is a maximum value of the concentration of B.518 Isothermal Continuous Stirred Tank Chemical Reactors Module 7 .292 min.4 0. FIGURE M7. 1.2 .& ~ E <Ii 0 .8 Steadyslate relationships for the Van de Vussc reactor.0 0. Concentration of A as function of the space velocity.m s o E o o 2 3 4 5 6 7 8 9 Fs1V. Concentration of B as a function of the space velocity. then there exists an optimum residence time (FsI\!) of 1.1 (a function routine to find this is shown in the appendix).1/mJn a.2 0 0 2 3 4 5 6 7 8 9 FsIV. 1/min b.4 1.
1·.... Dy and the statespace model is: F ..) aj.2 _ eli.1 _ elI. . M7. _ k ae" ai.' I. yk l 2k'(A' . a(CA . ~ ... and output vectors arc. input./aXj A lI ~ I _) . aX 2 ~ il( C II .en   C: AS = output variables C B..C'' ax. A A I2 eli.). II c [G ~I A ~ inplIt variable . Recall that our two dynamic functional equations arc: The clements of the statespace A matrix arc found by: AU::::: ~t. jn deviation form: X :0.) ~ JEll ~ 0 eli.') y 7~1 C: ".  I A 22 ~ a. 21 .. .Sec.'".3 Van de Vusse Reaction 519 where the state.C II.CA .'(') " A oC. CAs .C B ~ C/J.  _ aj.I' CA  C"'J '"= slate vanables . _ el( CII .)( (XI (C A . = C Afl'  . elI P.Cfi") = dC" all ii Dy ili.
8333 7.3821 zero = 3. liter lOS CHI' = 94 1.0870 .1170 "2. = 6.1' + 3.1' + 5.I' + Consider now the following dilution rate F.8627 CASE 2 +1 . Case 1 illustrates in·· verse response behavior.1170.8744 min.3549.l + 0.JV:::: 2.6429.1170 ~" 2. which is on the right side of the peak in [<igure M7. CASE 1 Consider a dilution rate of F/V = 4/7 min I.1472 1. while Case 2 does not.2381 o I The transfer function relating input I to output 2 is: g2l(S) which has a zero in the righthalf plane: " 1. alOl liter which yields the following stalespace model: AB C" 2.5848( 0.1' O.00001 1.8b.I .1858.520 Isothermal Continuous Stirred Tank Chemical Reactors Module 7 llcre we will consider several different steadystate <ipcrating points. Case 3 will illustrate operation at the maximum production point for compound B. This yields the following operating conditions: mol C A .1472 + 4. 105 94 hter 1.8175 The process transfer function can also be written in the form: 0.117 11101 liter . which is on the left side of the peak shown in «'igure M7.8b.117 .4048 r 0. The steadystate concentrations are: mol 3 .
= .3.0 0 2 ~ 1.IO shows that the gain of the nonlinear model is significantly lower than the linear model. while case 2 does not. the linear model is a good approximation to the nonlincar model.1472 .JO arc characteristic of a system with a positive gain and inverse response (righthalf plane zero).116 0 2 time.123 1.119 1.11 shows that. ESCOLA D~ ENGENHARIA BIBLIOTECA .2B175 1.9 and M7. I'igure M7. Figure M7.9 shows that.117 1. min 3 4 5 FIGURE M7.1170 Notice that cases 1 and 2 arc based on the same concentration of component B. 11 andM7 . Figures M7.277K s + 26.12 are characteristic of a system with a negative gain.118 1. while case 2 has a lefthalf plane zero of the same magnitude. for a small stcp change. Case I conditions. This means that case I exhihits inverse response.9 Small step changc «WI) in space velocity. The different types of behavior arc shown in the following figures.1170 s .K333 9130 I1. Also note that case 1 has a righthalf plane zero. the linear model is a good approximation 1. M7.050K which has a zero in the lefthalf plane: zero =  3.1 472 1O.122 1. for a small step change.12 1.7367 0. Figures M7. ~4. FigureM7.Sec.3 Van de Vusse Reaction 521 And the statespace model: A [5.5411 o I B = The transfer function relating input I to output 2 is: 1.11701 3. when a largc step input is made.121 linear nonlinear E .
case 2 conditions. Figure M7.~ . from 4/7 to 8/7 min.106 1.1 1.114 ~ 0 .11 1.Rb) have righthalfplane zeros (inverse response) while all operating points to the right of the peak do not.I ) in space velocity. when a large step input is made.lt Response to a small step change in space velocity (0. I I . 1.ci I I I nonlinear time. min E .522 Isothermal Continuous Stirred Tank Chemical Reactors Module 7 linear " o o .12 shows that the gain of the nonlinear model is lower than the linear model.10 Response to a large step change (doubling. to the nonlinear model. ) E . Case 1 conditions.102 0 time.104 1.108 1.~ 1.112 1.1). .ci FIGURE M7. min FIGIJRE M7. . It is interesting to note that all operating points to the left of the peak in the input/output curvc<Figurc M7.1 1.
V which yields the composition: = 1..Sec.7217 ..ci 0 ~ 2 0. M7. and the statespace model: = 4.95RR o I I ~:~~~{I) I The transfer function relating input I and output 2 is: g. case 2 conditions.R333 2.8 \ .2921 min mol I C. CASE 3 OPERATING AT THE PEAK "fhe optimum opcraUng point for the production of B is at the following dilution rate: F ..6237 O. .9 nonlinear 0.2 523 1.12 Response to a large step change (doubling of space velocity).7 o 3 time. = 1.'l(s)which has a zero at the origin.1 E .1.5R25 s + 10. lIter C".s' + 6.4949 . min 4 5 FIGURE M7.2660 S .2660 mol liter A l 3.3 Van de Vusse Reaction 1. 2 linear 0.
.2J transfer function. min 3 4 5 FIGUREM7.13 point) conditions. case 3 (peak operating Notice that there is no steadystate change in the concentration of B Cor a small step change in space velocity. The Van de Vusse reactor had the interesting characteristics of input and righthalf plane zeros (inverse response).265 j E i I j i tf 1. (1993).l.524 1. SUMMARY Two example isothermal reactor systems were presented in this chapter.266 Isothermal Continuous Stirred Tank Chemical Reactors Module 7 i . Nonlinear control of a nOIH11IIHlllllln[lhasc CSTR.264 a 2 time.U.. We noted that V/F (residence lime. linear nonlinear ~ I 21. & K. 2041 2045. space velocity) is a common design parameter chemical reactors. Response to a small step change. as shown in Figure M7. FlY. Proceedings (~fthe 1993 Arnerican Control Conference. lower reactor nowrate leads to a higher gain with respect to the concentration of A. At the maximum in the concentration nowrate curve the gain was zero. (no input or Olltput multiplicity) between output concentration and reactor nowrate.265 1. or equivalently. S.13. this behavior is consistent with the zero gain in the . We noted that a firstorder reaction system has a monotonic rela""""". REFERENCES AND FURTHER READING The following reference presents a more detailed study of an exothermic reactor that the same reaction scheme as the Van de Vusse reactor. Klatt. Engell.
and where there is no B in the feed stream. Find the transfer functions relating F/V and C c and CJ). % % % 25 july 94 (c) b. Chetl/feal Reactor Analysis and Design. NJ: PrenticeHall. .1 Illite l ). Consider the yan de Vusse reactor. & K. cas] funct~ion vandss(kl. Bischoff.w. a. H. bequette finds the steady~state input/ouLpuLcurves for the vand de vusse reactor fsov cas % ~6 % % % % % % cbs cats fsov st:eady"state space velocity. New York: McGrawHill. Include C and J) as stale variables and write the slalespace model. For the case where the reverse reaction rate constant is 1/2 the forward reaction rate constant (which is 0.P. Consider the A 7 B example.S. (1990)..evcnspicl.'or a stcp increase in the feed concentration of A of IO/X). O. Extend this to a reversible reaction A H B in a CSTR. Chemical Engineering Kinetics. find the change in the A and B concentrations in the reactor.B. Chemical Reaction/:.nghzeering. New York: Wiley. STUDENT EXERCISES t.O. b. where both the forward and reverse reactions are firstorder. New York: Wiley. (1992).Appendixes 525 There arc a Ilumber or good reaction engineering texts.k2. (1981). 1M. 2nd cd.k3. 3rd cd.cafs) . fs/v st:eac1ystate concentration of a steady~staLe concentration of b feed concentratioon of a O. l"roment. [. G. 2nd cd. Most of the emphasis of these texts is on the stcadystale behavior. 2. Derive the state~space model. Fogler. Englewood Cliffs. 2nd cd. c..LIO. APPENDIXES A1 Generate SteadyState Input/Output Curves for the Van de Vusse Reaction [fsov. Elements q{ Chemical Reacthm !':ngineering. cbs. [. find the value of F/V where thc conversion of A is SO%. Smith. (1972).
cbs. cbs cafs steadystate space velocity. fs/v st~oady'state concentration of a steady~·state concentration of b feed concentratioon of a k1 .Ol*ca£s:cafs/100:O.w. cbsrnin . A2 Van de Vusse Function File {vanmax. cafs % 10. k3 1/6. sqrt((k1+fsov)"2 I 4*k3*fsov*cafs)/(2*k3).*cas + kl*cas) .cas).'. % % % [sov::: (k3. bequette finds the maximum of cbs with the van de vusse reaction r(~spect to [soy for 9" 9" % % % use mat lab function fmin which finds the minimum of a function take ~cbs as thp function Lo be minimized. 25 july 94 % ()6 (e) b. cas casl + cas2 i % % cas . cbs::: kl*cas. fsov % x·  casl cas2 cas % cbs (kl + fsov) / (2*k3).:> fsov % )8 ~) cas % % .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' % % I 0.526 % Isothermal Continuous Stirred Tank Chemical Reactors Module 7 (k1 I fsov)/(2'k3).*cas.O.sqrt ((k1+fsov) . k1*cas/(fsov + k2).80*ca£s.2) function cbsmin ::: vanmax(x) ./(fsov + k2). k2 ~ 5/3. . casl cas2 . casl + cas2. which is equivalent to maxirnizins.A2 + 4*k3*fsov "leafs) / (2*k3) .5/6./lcafs .J Cbf.
concentration of A concentration of B x(2) time t dilution rate concentration of a concentration of b feed concentrat::. fov:::: 4/7 + delf. 1/6.tO.Appendixes 527 AJ % % Van de Vusse Function File for Integration Using ode45. % % % the reaction scheme is A > B ~> C (kl) ~~> (k2) % 2A % D % rate constant for A > B (minAl) % rate constant for B > C (minAl) (k3) kl k2 k3 cat ~ % ~ 5/6. mol/liter % % % % for step changes in fov. vanvusse. 5/3.x] % % % % where to is the initial time (usually 0) tf is the final time xO is the ini t~ial condition for t::. x(2) . use the following use familiar notation for the states ea eb xl]) .ion of a x % % 7> % % fov ca cb caf 0.k2*cb.m function xdot :::: vanvusse{t. % % % modelin~J equations dcadt .xO] [tc. % % % °6 (e) b.ion file with ode45: ode45{'vanvusse'.fov*(caf ~ ca) ~kl*ca ~ k3*ca*caj dcbdt ~fov*cb + kl*ca .w.tf. 10. .x).he states x(l) states . bequette 25 July 94 revised 20 July 96 dynamic to uS(~ modE:~l for the van de vusse reaction <[) % % % % % this funct. % rate constant for A + A ~> D (mol/(liter min) % feed concpntration of A.
6237 0..9806 () 1.6237 .2381 »a2 o o 2.8333 »[v3..8333 2.7817 c13  2.dcbdt.6237 0.dl] vI = eig(al) 0.9588 .d2]= eig(a2) v2 1.'j367 o ~4.6237 0.5411 0. a a 3.1962 0.eig(a3) a 1.9588J a3 3.2381 »[vl. . A4 al Various Cases for the Van de Vusse Reactor 2.5411 ".'l367 cl2 ~). xdot(2) .8333 »[v2.4048 0.~j.13 o 0.4048 0.0000 d2 4.0000 d1 ··2.8333 4.8204 0.0000 9~:i88 0.528 Isothermal Continuous Stirred Tank Chemical Reactors Module 7 % derivatives placed in vector notation xdot (1) dcadt.8333 a 2.5718 a o ::i.7367 ··3.54111 .d3] v3  a 2.
since the same type of material balances are per 529 . food. Biochemical reactor models arc similar to chemical reactor models. and beverages.2 MS.I MS.3 MS.4 MS. the student should be able to Develop the dynamic modeling equations for a Understand the concept of "washout" two~statc biochemical reactor Understand the different types of steadystate and dynamic behavior exhibited by the MOl1od and Substrate Inhibition models Find the numher of steadystate solutions and to determine the stability of each steadystale The Inajor sections of this module arc: MS.S Background Modeling l~quatiolls Steadystate Solution Dynamic Behavior Linearization Phaseplane Analysis Understanding Multiple Steadystates Bifurcation Behavior M8.) MS. including pharmaceuticals.BIOCHEMICAL REACTORS MODULE 8 After studying this module.7 MS.6 MS.1 BACKGROUND Biochemical reactors arc used to produce a large number of intermediate and final procl~ ucts.
X2 FIGUH. M8. Consider the schematic of a biochemical reactor shown in Figure Mg. The biomass consists of cells that consume the substrate.E MS. In the simplest reaclor we consider two components: biomass and substrate. formed.l.out by flow + generation dVx.2. We usc the following notation: Xl = biomass concentration substrate concentration mass of cells volume X2 = mass of substrate volume 1'1 = rate ofceH generation mass ofc~II~_g?ncrated vol lImc time "2 _'::0 rate of substrate consumption mass of substrate consumed volume.X. (MS.l Biochemical reactor.1 Biomass Material Balance We write the biomass material balance as: rate of accumulation:. M8. Onc exmnplc would be a wastewater treatment system. In this module we aSSlllllC that the reactor is perfectly mixed and that the volume is constant. where cells consuille sugar and produce alcohol.fit. where the biomass is lIsed to "cat" waste chemicals (substrate).530 F X1l Biochemical Reactors Module 8 x" . + VI'. x2 V F X.= ['\1/ .time F = volumetric f10wrate = volume/timc Now we can write the material btdances to describe the behavior of this systell1.2 MODELING EQUATIONS The dynamic model is developed by writing material balances on the biomass (cells) and the substrate (feed source for the cells). Another example is fermentation.I) .:: in by flow . dl . Biomass grows by reeding on the substrate.
. (M8.} .x lf is the concentration of biomass in the feed stream and F is the volumetric flowratc. that is.. however.3 Specific Growth Rate The reaction ratc (mass of cells generatedlvolume time) is nonnally written in the following form: r1 ::::: fL<t 1. dt .2.I .2.5). M8.6) We assume in the subsequent analysis that Y is a constant.2.out by flow ~ consumption dVx. J) and (M8.2. M8. the mass of cells produced per mass of substrate consumed: y~ mass of cells produced mass of substrate consumed 1'.Sec..6.: in by now . we can write (M8. M8..Vr. . (M8A) I'"rom (MBA) we can write: (M8.2 Substrate Material Balance The substrate material balance is written: rate of accumulation::. M8. M8. is not constanl·it is a fUllction of the substrate concentration as shown in Section M8.2 Modeling Equations 531 where . .L is the specific growth rate coefficient. The units of /L arc time·. We can think of /l as being sitnilar (0 a firstorder reaction rate constant.2.5 Dilution Rate Assuming a constant volume reactor.5) and substituting (M8.4 Yield There is a relationship between the rate of generation of biomass and the rate of COnS1l1l1p~ tion of substrate. we find: r ) = P'~~J Y (M8. Define Yas the yield.2) as: . jJ. =~ l'x)· ~ [<x" .3) into (M8. (M83) where /.2) where x 2I is the concentration of substrate in the feed stream.
dx] dl (MS.2.9) .\.. It is also the inver. That is.6 Growth Rate Expressions The growth rate coefficient is usually not constant. A numbcr of functional relationships hetween the growth rate coefficient: and substrate concentration have been developed.II) (MS.IO) Generally.: O.6).S) Defining F/Vas D.I3) Notice lhat jJ is firslorder at low x 2 and zero order at: high x 2 .idence time and has units of time·. and using the rate expressions in (MS. it is assumed that there is no biomass in the fecd stream..c of the reactor re. The lllost common are (i) MOJ/od and (ii) Substrate inhibition. The expressions for jJ.~tJ D x_21 .. The bioreactor modeling equations arc then norrnally written in the following form: dX 1 dl (MS. so xlJ':::..7) F VX2f F V XZ .532 dX I Biochemical Reactors Module 8 dl F V Xjf  (MS. we find: dX I dl (MS. the dilution rate.(specific growth rate) are developed in the following section. M8.is firstorder at low x2 and zcro order at high x2' (MS. The following forin was proposed by MOl1od in 1942.12) The dilution rate (D) is the same as the space velocity in the chemical reaction engineering literature.y .".l . Notice that jJ. MONaD The growth rate coefficient oftcn varies in a hyperholic fashion.J) and (M8. when x2 is low: .D .r2 (MS.
but decreases at high substrate concentratioll.5 0. This effect is called suhstrate inhibition and is represented by the t()llowing cquation: 0.4 Monad E 03 0. Xl [~quation (MB.2 growth rate.6 0. M8.le coefficient increases at low substrate concentration. SUBSTRATE INHIBITION Sometimes the growth ra.2 0.Jsorption isotherm and the sl2uHJ.Jrd rate equation for enzymecatalyzed reactions with a single substrate (Michaclisl'viclllC'1l kinetics)..2 Modeling Equations 533 and when '\"2 is high: Since the reaction rate is: rl /LY 1 this lncans that the Monod description is similar to a secondorder (bimolecular) reaction when x 2 is low. I and to a firstorder reaction when x 2 is high. since 1'1 = !Lilla.1 0 0 2 x2 3 4 FIGURE IV18. COIllparison of Monod and substratc inhihition models for .Sec. The physical reason may be that the suhstrate has a toxic effect on the biomass cells at a higher concentration. since r ~_.l3) is the same form as the Langmuir (u.
[1.12 g/Jitcr 0.4 4. with k 1 = O. while Monod becomes zcnH}rdcr al high substrate concentrations.15 he l Case 3.'ilrale inhibition model (kl co 0.45 he' EXAM PI .14).3 STEADY·STATE SOLUTION In this section.4 4.I. I Case I Results (Il ~ 0.4545). SPECIFIC GROWTH RATE RELATIONSHIPS The characteristic relationships between substrate (x 2 ) and specific growth rate (f. High Dilution Rate.0 g/li'c! fL~ kill + x 2 + 1<1 (MBI4) Notice that the Monod equation is a special case of (M8. 0.l I'aramctcrs for lVIonod and Substrate Inhibition lVlodcls MOllOd Substrate Inhibition 0.2. ~ 0. 1\::::: 0. The nUlllerical values used in our silll~ ulations are shown in Table MR.53 hr l 0. m (Appendix 1) is set for Case! (D =: 0. D s ::::: 0.53 hI I kill k.: » X = f~301ve( 'bio )3~:. D. We \vill study the following cases: Case 1.4545 litcr/g y 0.3 hr" Case 2.' . Notice that the substrate inhibition model exhibits a maximum in the growth rate curve.534 Biochemical Reactors Module 8 TABLE MS.1]) . Low Dilution Rale. M8.3) The function file bio ss. The curves for f.0 g/Iitcr Y 0.l) arc quite different for Monnd and substrate inhibition.3) and Ihe sub. the MATLAB function fsolve will be used to solve for the steadyslate values or the biomass and substrale concentrations. Medium Dilution Rate.E MS.12 g/litcr fL max 0.L as a function of _\:! for both models arc compared in I<igurc M8. The l'vfATLAB function fsolve is used to solve for the steadyslatc values by entering tbe following in the comfnand window (with an initial guess of x (1) =: 1 andx(2) 1): 0.
by entering different initial guesses.0 Xis.ode45 ( 'bio' .1:.5122 Different initial guesses resuil in two other solutions for the substrate inhibition model.[tl.:.\1.99 tj1 1.5123 '2.1'::::.45( 'bio' .75... x2 J . 4. respcctively. m. .1745 Notice that EC]uilibriUl. m is shown in Appendix 2.30.3. for the Case 1 paramcler values. M8.:: 0./565 Substrate Inhibition (3 steadystate solutions) Equilibriulll I Equilibrium 2 EquilibriullI J 0 0.? In the next section we will analyze the dynamic behavior of this systeln. In this section we have discussed case 1 results (D :.3) only.0 x 2s :.0.5302 X Is := X21::::.lJ).4 DYNAMIC BEHAVIOR In the previous section we found that the Monod and substrate inhibition models had t\V() and three steadystate solutions. = 0.xlJ " odc.Sec.30.4 Dynamic Behavior 535 The sh:adystatc solution obtained is: x = O. In this section we perform simulations or the dynamic behavior of this system.1 Case 1 (0 = 0. A function file named bio. M8. [t2. M8..:: 'rhe initial simulation is with the substrate inhibition parameters under Case I conditions 0. the MOJlod model has two steadyslate solutions. [0.4...:: . Substrate Inhibition Model (D:. 4. 0.5374 X2s::::.1 2.9951 . [1.11 3 on the Sf model is ahnosl identical to Equilibrium 2 for the Monad model. The simulations for two different initial conditions arc shown ill f. 2 J) .1.3)..'igurc M8.:. Monod (2 steadystate solutions) Equilibriulll I Equilibriulll 2 Xis::. Cases 2 and 3 will be discussed in Section M8.3).: 0 'b = 1. and in Section MS. .' 1.0.7 we will show how multiple steadystate solutions arise. "fhe reader should find the following results using [sol vc and bio_s~.. Also.
We find in the next section that F~quiJih rillm 2is unstable: Furtber simulations will be performed and analyzed in the phasc plane (section 6). Xl/i f)  x 2I  The st<:ltcspacc matrices arc: .. xO 0:.  o 5 10 15 time 20 25 30 FIGlJIU~ iVI8. we will usc the following fonn: i y ~ Az+BII Cz where: 21 = XIXIs 2 2 = Xl II.75. _ .536 2 Biochemical Reactors Module 8 a a 5 10 15 time 20 25 30 4 "I 2 o ~ . M8. one simulation converges to Equilibriulll I (dashed line) while the other converges to Equilibriulll :3 (solid line).5 LINEARIZATION In this section we find the linear statespace and transfer function models.: [0. il Z ccc x 2s D.2] (dashed). I] (solid).... Case I.J Substrate inhibition. xO:::o II. So that there is no confusion in notation. Although both initial conditions arc reasonably close to the Equilibriufll 2 solution found in section 3.
is used to generate the A matrix and the eigenvectors and eigenvalues.s. The following command is entered: »(jac.. is used in the A matrix to represent the derivative of growth rate with respect to substrate concentration. bio jac ([ a i 4] ) ._')2 (MS.. IS) and for the substrate inhibitioH model: aILs + dX 2s P_I~l.!X (km + (kllJ + x 2.4).16) ~ klxI.5 Linearization 537 where it is assumed that both states are output.1 .LmllX X2\' (1 + 2k 1 2s ) 2 (kll/ + X2. evaluated at steadystate: aILs rb: 2s For the MOl/od model: dr<.:'I IJomaJ(m (kill + x::"J 2 V'11HI_~~~h (1 (MS.\" +. evec.Sec. M8.y + k 1xiJ k 1'2. lambda] :::. EQUILIBRIUM POINT 1 The sleadyslale value (seclion 3) is (x".J.{(IttY ~1~J__' (2s) x + k1xis) . (}X._jac.1 Substrate Inhibition Model Here we analyze the substrate inhibition model under Case I conditions. bio. The notation tL. A MATLAB mfile.m (Appendix 1).·) 1 M8.x.) = (0..5.
.::.3 ~ ~ 0.9285 I " 0.0000 lambda ~ 0.995 I. o 0.0679 0. jac :.4652 "j "2 . verifying the simulation results shown in Section M8A.1139 so. bio~jac([0.1.evec.1139 0.5 I22).OU.3000 The positive eigenvalue (0.9753 evec .1698 o o 0. A ~ r. 0.x.0000 0.1l39 ~0.~O.2209 0.1698) indicates that equilibrium 2 is unstable. evec is the eigenvector matrix and lambda arc the eigenvalues. 1.: .9285 o 1.9285 lambda ~ 0.3714 "I Since both eigenvalues are negative.3714 0. :.4652 evec .3714 0.538 Biochemical Reactors Module 8 where j ac is the Jacobian (A matrix).3000 0. 0. the system is stahle at equilibrium point 1.1139 ~j ~ [~] ~2 ~O.300] ~ ~O. .1302 0.7500 ~ ~ (0.5122]) 0. :. lambda] jac :.9951. 0. EQUILIBRIUM POINT 2 The steadystate value is (xb.) »[jac.3000 o o 0.
8 x1 1.0..6 0.7500 evec =::: 0.m (Appendix 2) was llsed to generate the following phaseplane plot for the substrate inhibition model under Case I conditions (sec Figure M8.5302. .5302.0000 0. M8.4 1.2 1.3147 lambda = 0.) = (1.6 PHASEPLANE ANALYSIS The mfilc bio~phas_gen.2619 Both eigenvalues arc negative. indicating that equilibrium point 3 is stable.9048 2.2 0.9492 0.evec. Case I conditions (x:.lambda] = jac :::0 bio~jac([1.3714 0.Sec. M8.9285 0. »[jac.4 Phaseplane plot for suhstrate inhihitioll model.4 0.1746]) 0. 0 = unstable steadystate).3000 o o 2.6 FiGURE M8.x2.1746).5619 0.:: stable steadystate.0. Notice that all initial conditions converge to either the washout steadystate (trivial solu 5 2 o 1  o o 0.6 Phase~Plane Analysis 539 EQUILIBRIUM POINT 3 The steadystate is (x b .4).
assuming that . y and from (MH.!!) and (MH. since the reactor concentrations arc equal to the feed concentrations.'rorn (M8.1 Washout Condition l:.2 Nontrivial Solutions From (M8. M8. at steadystate.fLx" (MHIHI where the subscript s indicates steadystate. equilibrium I) or equilibrium 3.12) arc: o= o= (fL.0. A phaseplane plot for the Monad model was shown in Chapter 13. = D. The other type is the nontrivial solution. that is." Since there is no biomass in the feed stream.1) (MH. M8. 'fhcrc arc two different types of solutions to (MS.I?) and (MS.17).20) which indicates that the specific growth rate is equal to the dilution rate. llslli111y called llw trivial solution..211 (M8. From (MH.y. One is kno\vll as the trivial or .i'  . The stcadyslate solutions (djdt = d. there is no "reaction.r ls *. x" x2_~ 0 = X2{I' (MHIl)1 This is also known as the washout condition.'washout" solution.7.· OJ x" . x 2. while cqliilihriutn 2 is a saddle point (ullstable). then: fL.20) and (MH.\ (ivlH. MS. all of the cells have been "washed out" of the reactor.7.7 UNDERSTANDING MULTIPLE STEADYSTATES* In this section we find analytically the steadystate solutions for the biorcactor model and determine their stability. .I' (.1dt = 0) of (MH.I?) and (M8.I7I f).. then there is no biomass in the reactor under these conditions. IX).). These results arc consistent with the stability analysis of Section M8.IS) we can immediately sec one solution.IH) we find thai: (ivlH.22J "'This section contains a detailed analysis which the reader may wish to skip on a first reading.t2j.21): X 1.540 Biochemical Reactors Module 8 lioll.
. MS...'!I'li\IW\ BIBLlQI60/\ .:.26) For (M8.\') represent this general functionality..Sec.20». for a given dilution rate. there is a more rigid requirement than that.\:2D: kill + x2(\' (Mollod) (M8. 1 k JX~.D s (from (M8. k ll!_ D. SUBSTRATE INHIBITION We found in the previous subsection that there are two possible steadystales for the Monod model.14) at steadystate: /Lmilx j.\ (M8.1.I...I' (M8. D..7 Understanding Multiple SteadyStates 541 We can solve for x 2s ' by llsing the relationship for IJ.26) to be feasible.J._ (M8.24) for x2s' we find: (M8.. ILJn'IX .22) we note that the highest value thal x2.1" The specific cases of Monoc! and substrate inhibition arc shown in the subsections below. [11 this subsection we find the number or possible steadystates for the substrate inhibition mode1.Jx 2 .1) for x 2s ' then substitute this value into (M8.I' < /L ma :c Actually. we note that D. 'rhis means that there is a total of two steadystate solutions for the Monod model.s =. 1'1'0111 (M8. we tHust solve: "(c)··D S rs .Jx2.22). the dilution rate at steadystate is ILJ!laxXh' kllJ + x 2s Solving (M8. s as a function of x 2s (either Monod or substrate inhibition). Then.::. + .i' otherwise Xis will he less than zero. (Jr (from (M8.1' can be is x 2f.\' as a function of D.I. D.L. since we kllow that IJ.2.22) to solve for . since there is also the washout (trivial) steadystate.2.. Thc maximum /)..27) We also see from (M8. Let !J.25) and since iL s . iJmax  I.24) (M8.28) ESCOLA Dc E~:C. letting x2s .26) that there is a single solution for x2.\' kill + x2. From (M8.1' in reality is thcn f.13).. x 2JJ: .. MONOD From (MS.1: 1.
30) is a quadratic equation.34) + 2'v(.: f. then we know: ( 1 _ fL'''''') < lJ.1 max must be greater than D s (the same result as the Monod equation).2'J) Since fL.Ls curve.xl.20).!!<lX V4k 1/11 k (M8.L r The steadySlate dilution rate.) x" J.Ls (1 . . + fL"'''') D.36) . we find thai: Biochemical Reactors Module 8 k. 2k...28).32) (M833) Because of (M8.fL'''".33). there will he two solutions for x2S" This means that there arc three stcady~state solutions for substrate inhibition..:k 1\ 1/11 (substrate inhibition) (M8. since there is also the washout (trivial) steadystate. and again recall lhat D.::.3S) We could have found the samc result from viewing Figure M8.Ls curve. \vc know that the tefm inside the hrackets in (M8. we snhslilutc into (M8. (M8. We sec from (M8.30): _ fL"'''')' _ 4k I k D. D s canuot be abovc the peak in the x2s versus J. So.Idx2' ~ n.30) Since (M8. From (M8. X 21'  +I (m = () (M8. + k". ~0 (M8. + (I .31) k ( 1 _fL""")' > 4k 11/1 D.2.542 l'rom (M8.\ must be negative.. We can find the peak by finding ilfL. This implication can be seen more clearly frolll the solution of the quadratic formula for (M8.I .16): d/1 s dX 2s (M8.30) that for positive values of X2s the coefficient multiplying x 2. for solutiolls with physical significance: III (M8. The implication is that l.. For (M8.2'J) to find: {(lXiI' .32) is negative. which implies that: Ds < 1 _Jll. . and (M8. Notice that there is a peak in the J. = U.J2) to be satisfied.
) sO the maximum dilution rate (for the nontrivial steadystate) is: D.36) that dfL.l!1~1"' __ + 2 VX...3)).lr2j.'[)"..37) We can substitute this result into (M8. max 'Y~f. (MS.Vk kl/(m M8.Jklll + x~/.111l<lX (MS.\.3S) km + + 1 +.7.J) NONTRIVIAL STEADYSTATES FOR SUBSTRATE INHIBITION The two nontrivial steadystate solutions for substrate arc.22) Y (x 2I. . ~I __ }l.k m '" fL..26) (MS. f.I." l \X 1 !em k (MS.Lm<lx .k."') with the requirement that D s < IJ..L.7 Understanding Multiple SteadyStates 543 We sec from (MS.i' (that is D. I') NONTRIVIAL STEADY·STATE FOR MONOD The nontrivial steadystate solutions for substrate and biomass arc: kI/lD. M8.Sec.28) to find: fLlll(lx ik. f. which is the same result as eMS./dX2' ~ () if: (MS. 1+2'r.3. < f.3 Summary of SteadyStateMonod and Substrate Inhibition WASHOUT (BOTH MONOD AND SUBSTRATE INHIBITION) Both Monod and substrate inhibition models have a washout (trivial) steadystate: XIs :~~ 0 (MS. .
_ D 2/(. and the eouditions shown in (M8AI) and (M8A2) 10 dctermine the stability of each steadystate.4 Stability of the SteadyStates The stability of each steadystale solution is determined from the eigenvalues of the Jacobian matrix (matrix A in the statespace form)..." J (M8A3) where we have used the notation /L. 1( 1:''.\ c)x:2y (M8A4) The trace and determinant of Ii are: triA) . (M8A6). ij.x" .f)" _ .544 Biochemical Reactors Module 8 1 \.\ . The Jacobian of the biorcactor modeling equations (M8. the eigenvalues (A) will be negative if conditions (M8. .. 7.dL.41) and (M8.12) is: A C" [1:'.\ Y (M8A5) det(A) "" . (M8..' .11 andM8.32) M8.lr(A) X + del(A) ~ () (M8AO) j::"wm Chapter 13 we know that the following conditions mllst be satisfied for stability of a secondorder system: lr(il) < 0 del(A) > 0 (MXAI) (MXA2) That is..).\ .31) unci the associated biomass concentration is: x" with the requirement for dilution rate: CC" Y (X 2 . to represent the derivative of growth rate with respect to substrate concenlration. For a twostate system we know that the eigenvalues are found by: dCl(Al.) + X. x "I:': lJv'r .42) arc satisfied. Y (MXA6) We will usc (M8AS). .) !.' ' )' .41 \1 1 (/II (M8. evaluated al steadystale: i!/L.A) X' .I:'.x.I y..c (I:' . J) _ I:'.D) _ " .(I:' _ D) (D .D.' + /L. Y x.2S) (MX.
\':::: '\.I' .'1' and xis::::: o. Stability of Washout SteadyState for Monad. as a dynamic bi~ rurcation parameter.54) . Perhaps the expression IL.L s is evaluated at the substrate feed concentration for the washollt condition.lr 2j:) is simply a shorthand expression for the specific growth rate evaluated at the suhstrate feed concentration.50) Notice that f.lx2/) should be llsed to designate this relationship. For stability of the washout steadystate.51) while for substrate inhibition kinetics: (MX. Iht and unstable if: (MX. We must use (MS.48) the requirement for stability is: (MXA9) D s ::> /Ls (MX. we sec that (MS. becausc the stability of the washout steadystate will depcnd on the valuc of the dilution ratc. .7 Understanding Multiple Steady·States 545 STABILITY OF WASHOUT STEADY·STATE Under washollt conditions: X2. washout stcadystatc will be stable if: From (MX.51) or (MS.50) along with either (M8. Notice that the washout steady~state will only bc stable if D. 'fhe growth rate expression for Monod kinetics is: (MX.D.2/.49) and (MS. (fL. is high enough. Comparing (M8. r"irsl. the following criteria then must be met.51 l. Wc can think of D.. MS.<O and from the requirement that dct(A) > 0: (MXA7) .\ 2 while from (M8.50) is the more rigorous requirement for stability of the washout steadystate.D.DJ(D') > 0 F"rom (M8.52) Notice that IJ.47) we sec that the requirement for stability is thell: (MXAX) D > P'.50).Sec.52) to determinc the stability or the washout steady~state.I .I . from the requirement that tr(A) < 0: fL.50) and (M8..
60) .• ILm<lxklll .57) and (MS. from (MS. (MS.546 Biochemical Reactors Module 8 Stability of Washout SteadyState for Substrate Inhibition.< (kll/ + . _ (MS. therefore. From (MS.50) and unstable if: (MS. (and therefore 1J.~:2. (k m + x 2 \) We see ilnmediatcly that fL. + k]xisf ~_!lF1X _(k'II=!~J~~3. .61 ) .\. will be unstable (since Numerically.58) rcdu~c to the requirement that: fL. . the washout sleady~state will he stable if: From (MS. (MS..36): f.(X !1.D _~·\~L>: s II f t: Y <0 (MS57) from the trCA) specification.. and (MS.: > 0 for slability.2 that a steadystate that is on the left side of the peak will be slable (since fL. 59) Stability of Monod at the Nontrivial SteadyState.56) NONTRIVIAL STEADY~STATES For the nontrivial steadystates. xis' and Yare positive. .1 2 for a nontrivial steadystate solution. Recall that D.24): (MS. the nontrivial steadystate is always stable. _ [1. D s = fL. We can tcll from the substrate inhibition eurvc in Figure M8.\.5S) from the det(A) specification..._. .52).:: > 0).: is always positive for the Monod model at the nontrivial steadystate. while a steadystate on the right side < 0). and (MS. The stability requirerncnts for the nontrivial steadystates arc then: . Since D.T2I.I.. < fL.)..) Stability of Substrate Inhibition at the Nontrivial SteadyStates.
7 Understanding Multiple SteadyStates 547 The x2s that is on the left side of the peak. since it corresponds to a negative biomass concentration.. = stable unstable (saddle point) stahle M8.0 = 0. xL.5302 x2.> = 1.I<".6104 = 1.. = 0.\' x" = 4.0 x2. .63) nontrivial Also. _fLO'' ' )' _41< I< D . Xli XL. x2.5811 X2.). and is therefore slable.1565 = 4.9951 xl.~(I _iL".15. =0 = 0.0 unstable stable .31 »: X2~ = (fL'' ' ' _I) + D.1'::::: x..0 = 1. (M8.> 0 = 1. the reader should find the following results: Monod Equilibrium Equilihrium l~washout XLI' L~nontrivial Xli = =0 1. = 0.::::: 0.0474 unstable stable Snbstrate Inhihition Equilibrium I~washout Equilihrium 2~nontrivial Equilibrium 3nontrivial XL.()478 x" unstable not feasible stahle Although there is a mathematical solution for cquilihrium 2..7. it is not physically feasible.3) The reader should find the following results: M0I10d Equilibrium Iwashout Equilibrium 2nontrivial Substrate Inhibition Equilibrium iwashout Equilibrium 2l1ol1trivial Equilibrium 3nontrivial Xis:::::: xl..62) The x 2s that is on the right side of the peak. recall that Ds < fJma/1 solution).\':::. . = 5.r .7.5261 = 0.5123 0.5 Case 1 (Ds = 0.1745 4.31»: (fLO'' ' _1) .5374 X2. L III (M8.6 Case 2 For a steadystate dilution rate of D.Sec. MS.41< .5809 X2. is (from (MS. is (from (MS.t Is =0 X2.: 4. + 2VkI)~::: (which is equivalent to requiring a real M8. 21<. and is therefore unvtahle..
0.0114 xl.. A phaseplane mllst he drawn to determine if a particular set of initial conditions will lead to washoul. ~ 4. ~ ~ I J)286 stable not feasible 2 is not feasible..50j ~ X2. Substrate Inhihition EquilihriuI11 l. The w.1shout (no conversion) steadystate is stable.. 'fhis means that any set of initial conditions will eventually converge to the nontrivial steadystate.548 Biochemical Reactors Module 8 M8. for the Monod model.7.washout Equilibrium 211ontl"ivial Equilibrium 3nontrivial 0.13 +0.the washout steadystate is unstable and the high conversion steadystate is stable.~4.~2.13 + 0. MEDIUM DILUTION RATE Case I had the next highest dilution rate (D..13 . The substrate inhibition model has only two feasible steadystates. 0. The Monod model has two steadyslatesthe washout steadystate is unstable and the other (nontrivial) steadystate is stable.. ~ stable not feasible not feasible The second and third steadystates (Irc not feasible because the concentrations for both the biomass and the StJbslratc are complex. ~ 0.0 x".. 4.:.I' ::::: 0. for the Monod model. the substrate inhibition model behaves like the Monod model.0 0.20j x.I' ::. we can think of dilution rate as a bifurcation parameter).7 r'or a Case3 dilution rate of D s ::::: steady~statc 0. the medium conversion steadystate is unstable and the high conversion (low x 2) sleady~state is stable.50j x. LOW DILUTION HATE Case 2 had the lowest dilution rate (D. The interesting result is that at low dilution rates. This means that any set of initial conditions will converge to one of the two stable steadystates.6. This means that any set of initial conditions will eventually converge to the nontrivial steady~state.:HJy~state XIs:::: 0 X2.30). Let us discuss this in order of the lowest dilution rate to the highest dilution rate. . The Monod model has two steadystatesthe washout steadystate is unstable and the other (nontrivial) steadystate is stable.15). There <Irc some vcry interesting changes ill the dynamic behavior of these lnodcls as we vary the dilution rate (again. the student should find the follmving results: Mouod Equilibrium l~~washout Equilibriulll 2nontrivial StC. because it corresponds to a negative substrate concentration.2(lj x'" ~ 4.. I'he substrate inhibition model has three feasible steady··states.13  XIs::::: 0 x2.
At low dilution rates. For Ds > fL/:t2f.2 0. 1J.(0).1 0.JX 2f. The nontrivial steadyslate is stable under those conditions.j 3 2 o~ o 0. M8. Por tbe intermediate dilution rate range.8 Bifurcation Behavior 549 HIGH DILUTION RATE Case 3 had the highest dilution rate (D\. M8. the Monod model has two steadystates for dilution rates that arc less than the specific growth rate under the Iced conditions. The nontrivial steadystate is stable under those conditions..5 0. and it is stable.5 Inputoutput diagram for the Monad model.8. Both models had only one feasible steadyslate. while the washout steadyslate is unstable. and it was stahle. .6.1 Diagram for the Monad Model The diagram for the Monod model is shown in Figure M8. while the washout steady~_~t~~!C is unstable.2 Diagram for the Substrate Inhibition Model The diagram for the substrate inhibition model is shown in Figure M8. D.J there is a single ' steadystale.5.) . the \vashout steadystate.. As calculated. The student should he able to "sketch" phase planes for all three conditions for each of the models (Monad and substrate inhibition)..I. < lL.7 can be used to develop stcadystate inputoutput diagrams for the numerical example presented in the previous sections. where D s < fL.8 BIFURCATION BEHAVIOR The conditions for stahility developed in Section MS.Jx2J). ::: 0.8.6 FIGURE M8. M8.4 dilution rate 0.3 0. lhe washoul steadystate.Sec M8. there are two steadyslales (like the Monod model).i./or2j) < D s < /L rna Jl + 2Vk 1k/ll' 5 unstable Monad Model stable 4r.
As we slowly decrease the dilution rate. there arc three stcady~statcs. Two of these arc stable. . the washout steadystate.. As we increase Ds Luther. unstable 2 . for the example shown in Figure M8.I' ::::: ~.I_ > f..I' ::::: 0. including exothermic chemical reactors and valves that "stick. or on the way that the process is started lip. M8. we relnain on the lowcr curve of r'igure M8. When V..I' > ~ll1a/1 + XVk1kl/i (1\ : .6 0. As we continue to deCl'case the dilution rate further.1 " stable 0.> 0.! operate at that condition." The chemical reactor example is discussed further in Module 9. there is a single steadystate.6 dilution Inplll~outpnt diagram for the substrate inhibition model. and it is stable.1. The student should be able to show how the phaseplane behavior changes as a function of dilution rate.5 0.550 5 Biochemical Reactors Substrate Inhibition Model stablo \ Module 8 3 .: 0. When the dilution rate meets the condition that D. " "0'Lo FIGUHE M8. we remain on thc lower curve.6.l~~tilution ratc. .6.3 Hysteresis Behavior for the Substrate Inhibition Model It is interesting to note that the way that the biorcactor is started up will determine the steadystate concentrations that the reactor achieves. the stable solution suddenly "leaps" to the upper stahle steady~state (washout cOIl(Ii~ tions).3 . while one is unstable.~ that if we start at a very low dilution rate we will have only one stable steadystate. so the reactor IIltl:.Jx2Jj')' which is D.8. The stahle steadystate then "jumps" down to the lower curve.Jx 2j ).6. we remain on the washout curve. '\. The stable steadyslate that is attained will depend upon the initial conditions of the concentra~ lions. assume that we arc starting out at a high dilution rate along the upper curve.2 0.ook at Figllre M8.36126 for this example).4 rate " 0. Now.186] for this example. If we slowly increasc tJ. NotiC\. The type of behavior shown in Figure M8.L.6 is known as hysteresis and is exhibited by a number of processes.. we remain on the washout curve until D. the washout conditions.
In this module we developed the modeling equations assuming that no biomass is fed to the reactor. New York: McGrawHill. the reactor will either con~ verge to a high conversion or to washout conditions for the substrate inhibition model. STUDENT EXERCISES 1.1 o 0. phas_gen.I.rn and bio. then feedback control must be llsed. FURTHER READING An excellent source for an introduction to biochemical engineering is: Bailey.25 . At high dilution rates. Analyze the system studied for the case where the biomass feed concentration is 2.Student Exercises 551 SUMMARY The modeling equations for a biochemical reactor were developed for Monod and sub~ strate inhibition kinetics. 2nd ed. Is there still the possibility of a washout steadystate? 2.F.E. hrA1 o 0. Notice that the Monod model still has only one stable point. Biochemical Engineering Fundarnentals. . At medium dilution rates the substrate inhibition model behaves quite differently from the Monod model. Depending on the initial conditions.54 0. both reactor models have only one feasible solutionwashout. Modify bio. but if we wish to operate at an intermediate (unstable) conversion level. At low dilution rates the substrate inhibition model behaves similarly to the Monod mode]. while the substrate inhibition model normally has three steadystate solutions.38 0. Ollis. Washout will not be a problem at the low dilution rates.5% of the substrate feed concentration (so xII::::: 0. 3. & D. Data for specific growth rate coefficient as a function substrate concentration for a biochemical reactor are shown below: fh. The flow is simply too high (residence tinle too low) for any cell growth. II has not been discussed thus far.. (1986). with a single stable steady~state.rn to perform a phaseplane analysis for cases 2 and 3 with the substrate inhibition model.1 for the numerical values used ill this module). and there is no danger of washout. We found that the Monod lnodel normally has two stcady~state solutions.
68 0.70 0. Find the steadystate concentration of biomass and substrate at this dilution rate. The production rate of cells (biomass) is DBxl.74 a. If the purpose of a particular biochemical re~ actor is to produce cells. Compare these re~ suits with those of the linear system (remelnher to convert deviation variables back to physical variables). Simulate the responses (using the nonlinear dynamic model) or the conccnln. 'fhe substrate fecd concentration is 5 gllitcr. Consider a biochemical reactor where the consumption of substrate (\2) promotes the growth of biomass (Xl) and formation of product (x 3 ). in the di~ lution rate (changes are from the dilution rate found in b. with dilution rate and substrate feed concentration as the input variables.5 3 5 0.75 I 1.5 0. e.73 0. Also find the transfer function relating dilution rate to biomass concentration. find the dilution rate that maximizes the production rate of cells.l" lions or biomass and substrate to step increases and decreases of IWit. In this module we have analyzed how the biomass and suhstrate concentrations change depending on the dilution rate. The' production rate is mass of cells produced per unit time: steadyslale production rate of cells = D/'xls For both the Monod and substrate inhibition models present(~din this modale. Estimate the parameter values for a Monod model (kill' ~max) b. The three modeling lions arc: dX I eqlla~ lit lil where the specific growth rate is a function of both the biomass concentration and the product concentration: . c. d.66 0.63 0.es the production rate of cells. Analyze the stability of the reactor under this condition. Find the linear statespace model at this dilution rale. then we arc more concerned with the production rate of cells. 4.). 5.. Find the steadyslale value of the dilution rate that maximi7.552 Biochemical Reactors Module 8 0.
(1997).).xOl IThis model is from Chapter 4 of the following Illonograph:Henson. & D.. Perform dynamic simulations of the nonlinear model. .202 (and all of the other parameters constant). Verify that the steadystate values for Xl' x 2 . For a steadystate input of f):::. APPENDIXES 1 % SteadyState Biochemical Reactor Model.E. m bio~ss function f :::. M. (x) % b.A.04545Iitcr/g 0. Upper Saddle River.Appendixes 553 with the following parameter values:] Variable Value 0. . H. the trivial solution?). Seborg (cd. bequette % (e) % 16 Nov 92 % revised 18 July 96 % find steadystates of bioreactor. Discuss the resuIts or your step changes (Le. arc there (my additional solutions for the states (for example.: 0. NJ: PrenticeHall. and x] presented in the table above are correct. c.2 hr] 50 g/liter 0. Nonlinear Process Conlrol.J 1. IJ "1'2 0. Analyze the stability of all steady~state solutions obtained. OAg lu·.:. bio~ss.w.. using fsolve: % % x::::: fsolve( 'bio' .2 g/litcr 20 gil iter 6 gIl iter 19. Compare your results with linear simulations. 2. with step changes of ± 10(#) in the dilution rate.202 hI' 5 glliter " !J.14 g/liter Compare and contrast this rnode! with that of the twostate model with substrate inhibition kinetics presented in this module.4 gig Variable Value y f' Pm k. h.2 gIg max kill x21 xJ J. docs an increase or ~lecrease in f) have a greater effect on the biomass concentralion?).
m.> substrate % biomass CI.4545. % % 9 0 Substrate Inhibition expression for specific growth rate InU ~ mumax k x(2)/(km+x(2)+kl*x(2)*x(2)). mumax 0:: 0. Inhibition only.3.t. .xO) integrated using ode4.5. kl 0. sf '?6 parameter (Substrate:. (i. 2 bio.x] = ode4. parameter values D ~ 0.53.w.554 Biochemical Reactors Module 8 % where xO is a vector of initial guessef3 % x(l) ~8 x (2) % biomas.tf.x} % b. Y ~ 0.O. km "6 kl 'r. mumax ~f. subf3trate f(x~d concentration kl : : : () for Monod) % the function vector consists of 2 equations % f 9 6 ~ zeros (2. (sf .x(2) )'D . usiuq the following command % [t. km 0. Function File for Dynamic Simulation Using ode45 function xdot = bio(t.. dynamic equations for biorcactor.4.. 1) .mu*x(l) /Y. sf 4. % % steadystate equations [solve varies xll) and x(2) to drive f(l) and f(2) to Zero f(l) f(2) (mu D)*x(l).5( 'bio' . bequett.0.e % (c) 18 ~July 96 % 5(. timeAl) yield biomass/substrate specific DrowLh rate param(:!Ler (both Monad and Substrate Tnhibi tion) parameter (both Monad and Substral~e Inhibition) D % y 9 6 mu 'l.12. ("bugs") consumes the substrate dilution rate (F/V.
biomass substrate 90 % % % % % .m :6 'A b. mumaxk x(2) / (km+x(2) +k1k x(2) *x(2)). 3 PhasePlane Plot for Biochemical Reactor. km 0.~r values D O . param(~t~(.0.12. mumax 0. kl :::. tf is % the final time and xO is the initial condition vector % xO (1) biomass initial conclition % xO(2) substrate initial condition % 96 biomass ("bugs") consumeS the substrate '6 % state variables % % x(l) 't x(2} q.53.4.on) km parameter (Substrate Inhibition only. timeAl) yield biomass/substrate specific growth rate mu mumax . 0 for Monad) % kl 96 sf substrate feed concentration D " y % the function vector consists of 2 equations I % % % zeros(2. 3.e '6 (e) 19 July 96 % % generates phaseplane plots for the bioreactor .1). sf .Appendixes 555 % where to is the initial time (usually 0).dil. Substrate Inhibit_ion expression for specific growth rate mu :::. Y = 0. kl % % 0. 1s 9 0 dynami c equa t i ODS xdOL (1) xdot(2) {mu D)'x(l).w. (sI x(2))*0 .4545. bequett.1.4.mu*x(l)jY. biophas_gen.ution rate (P/V.parameter (both Monad and Substrate Inhibition) parameter (both Manod and Substrate InhiJyit.
xJ % plot (x ( : .:c. 1:nc01.1 0.75] i = xG = [xlinit xlinita. [4. 'wo' .45 0.1) .5122].5 1. 5 3.5]. I [t. % % stable and unstable points for substrate % inhibition model % xlu x2u xls x2 s % [0.1 0.45 0.556 % Biochemical Reactors Module 8 % setup the axis limits % axis{[O 1.25) % total of 16 initial conditions xlinit x2 ini t xlinita x2 lni ta % [0.L ! . 5 3.25 2.75 0 5]).2) 'w' ) % end % xlabel ( .x2s.15 1.5 0.0.25 2.xls.35) :!. 0 .9951].x2init x2inita] . "ode45('bio'.x2u.i)]).5 1. % % ncol % = number of initial conditions size(xO) i [mrow. xl ' ) ylabel ('x2') hold off ______________.5 0.x ( : .1 0. % place an 'x' on stable points % place a 'a' on unstable points % plot{xlu. [0. 'wx') hold on % % select different initial conditions % xl ranges from 0.'j302J.1 O. [1. [1.75 1.15 1. [0 0 0 0 0 5 5 5 5 5] . 1'146] .[xO(:. [1.30. x2 ranges from % a to 5 (every 1.ncol] % run simulations for each initial condition % for i % .8 1.1.5 (every 0.lJ.1 to 1.8 1.
(r(A)A + dc(A) = 0 (MXAO) (MXA5) (MXA6) For the nontrivial solution.A7) ± 2 A= and our roots are: (I~'_ x'p:) (MX.1' Y (MX.A6) ± A= y ~(=..AX) .r.' /Ls y (MX. 2 x'.1". I A 11. 11. Y (MX.A4) 2 + 2 + 2 y 4 .~. (cl ( ) .AI) (MX.:::: f).A3) (MX.1'.:r (MX.. 11.I': (r(A) c= D.Appendixes 557 4 Direct Calculation of the Eigenvalues Here we calculate the eigenvalues of the nontrivial solution: del(A/.1'':..' /.'X 1.L.X Is 11.A) where the trace and determinant arc = A2 .._ fL..4 de( A 2 (MX.A5) 2 x._ /L.A2) Y The rools of (MXAO) arc: A .
< /1. The second root will only be positive if /1.558 Biochemical Reactors Module 8 A.[ = /1)' and (MX.I.1' ::::: D.: is negative.))./x2f~. the nontrivial solution is stahle as long as the solution is feasible (D. The fL.: is positive for the Monod model. . can be either positive or negative for the substrate inhibition model. so a J1()[]trivial slcadystate may either be slable or unstable. Since /1.A9) and since /1.I" we are assured that one pole will always he negative.
4 M9.2 M9.. followed by eigenvalue analysis Use phaseplane analysis to understand which steadystate a given initial condilinll will converge to Realize the possihility or limit cycle behavior (llopfhifurcations) 'rhe l11i:\jor sections inthis module are: M9. After reviewing this rnodulc the student should be able 10 Understand the assumptions made in developing the classic CSTR model Understand the possihle steadystate behavior based on an analysis or the heat gellcrated by reaction ~lI1d removed through the cooling jacket Understand what is meant by multiple steadystates.DIABATIC CONTINUOUS STIRRED TANK REACTORS MODULE 9 The purpose of this module. [(clate these to saddlcllOdc and hysteresis bifurcations from Chapter 15 Understand the dynamic behavior by linearization of nonlinear dynamic equation:.5 M9.3 M9. Develop the hysteresis (1~1l1 lion/extinction behavior) inputoutput diagrams based on analysis of the heat gener ation and rClllOval curves.1 M9. also referred to as diabatic CSTRs. is to understand the steadystate and dynamic behavior of jacketed continuous stirred tank reactors (CSI'Rs).6 Background The Modeling [~quatiolls SteadyState Solution Dynamic Behavior Linearizali(m of Dynamic PhasePlane Analysis [~qllations 559 .
560
F
Diabatic Continuous Stirred Tank Reactors
Module 9
r
~
LU
CA
T, T
r
TjlrJ
Fi
F
FIGUH.E M9.1
Continuous stirred tank reactor with cooling jacket.
M9.7 M9.S M9.9
UlldcrstandingMulliple SteadyState Behavior Further Complexities [)illlcnslonlcss Model
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 steadystates (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, firstorder 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 "nonadiabatic'" The term adiabatic means "no he,ll loss," so the term nOliadiabatic 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
The Modeling Equations
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 MODELING EQUATIONS
For sitnplicity we assume that the coolingjackct temperature call be directly manipulated, so that an energy balance around the jacket is not required. We also make the following assumptions: Perfect mixing (product strcanl values arc the same as the bulk reactor fluid) Constant volume
COnsl,lI1( parameter values
The constant volume and parameter value assumptions can easily be relaxed by the reader for further study.
M9.2.1
Parameters and Variables
The parameters and variables that will appear in the modeling equations arc listed below for convenience.
A
(~\ C~V
Area for heat exchange Concentration of A in reactor Concentration of A in feed stream Heat capacity (cnergy/mass*tcmperature) Volumetric f10wrate (vohltne/time) Preexponential factor (timc J ) Ideal gas constant (energy/mol*tcmperature) Rate of reaction per unit volume (mol/volume'; time) Time Reactor temperature Feed temperature Jacket temperature Reference temperature Overall heat transfer coefficicnt (cnergy/(timc*area*tcmpcrature)) Reactor volume Activation energy (energy/mol) Heat of reaction (energy/mol) Density (mass/volume)
cp
F
ko
R
r
T
Ii
T.I
I~'(l U
\I
ali
(a H)
II
ESCOLA Dc ENGEN HARIA 616LIOTECA
562
Diabatic Continuous Stirred Tank Reactors
Module 9
M9.2.2
Overall Material Balance
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:
If \VC ;:I1so assume that the density remains constant,2 then:
F
and
dV/dt
~
0
M9.2.3
Balance on Component A
The halance on component A, assuming a constant volume reactor, is:
V
dt
(11191)
where r is the rate of reaction per unit volume.
M9.2.4
Energy Balance
VOIUlllC,
The energy balance, assuming constant
heat capacity and density, is:
Vpc"
dT
dt
~
FjlC,,("/"t T) + (t:.!IWr UA("/" "Ii)
(1119.2)
where (liB) VI' is the rate of energy contributed by the exothermic reaction.
M9.2.5
State Variable Form of Dynamic Equations
We can write (M9.1) and (M9.2) in the following state variable form:
t(C;\' T) ~ ,1
dCII dl
F V (CAl
(1119.1 a)
i/1'
dt
IV" (1; T)
+ (... !1II) r  UA (1' 7i)
pc!,
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
SteadyState Solution
563
The reaction rale per unit volume (Arrhenius expression) is:
r
= k o exp!,!1F) C" ( i
(M9.3)
where we have assumed that the reaction is firshOlrdcr.
M9.3
STEADYSTATE SOLUTION
The steadystate solution is obtained when dC,//dl ::: 0 and dlldl :::: 0, that is:
(M9.1 s)
Vpc p
VA (T T)
I
("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 steadystate 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
Solution for Case 2 Parameters Using fsolve and cstr_ss.m
Appen~
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
:=
fsolve( 'cstr_ss' ,xO);
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
Parameter
Real'tor Parameters
Case 1
I 14,825*3600 5215
11,:\43
Case 2
I
Case :3
I
FlV. hr ko, hr l
1
(~!J.H), kcallkgrno! E, kcal/kgmol pC'f" kcaJ/(m:'\QC)
I" "C (~J' kgltlollm
'Ij, "C
J
UA/V, kcal/(m:\oC hr)
500 25 10 250
9,703"'3600 5%0 11,843 500
18,194*'3600
Xl95
25
10 150 25
11,843 500 25 10 750
25
25
564
Diabatic Continuous StIrred Tank Reactors
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 betwcen 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 :::::
fsolve{ 'cstr ss', [9;300]);
x
8.5636 311.1710
so the steadystate solution for guess 1  IC',,] is r, conversion) and lowtemperaturc.
I~. )(,.:1('1 that is hioh concentration <.10\1/ _,112' , l:>
GUESS 2
Intermediale concentration and temperature.
X ::::
fsol ve ( 'cstr ss ' , [5; _350] )
x
5.5179 339.0971.
so the steady~state solution for guess 2 is [(;_:'1
GUESS 3
Lmv concentration and high temperature.
x fsolve('cstr ss', [1;450J)
x 2.3589 368.0629
Sec. M9.4
TABLE Mt).2
Dynamic Behavior
565
Guesses and SOIUtiOIlS[Jsillg fsol ve
(,uess I
9
CJUCSS
Guess and Solution
xO ( 1 ) , C~\ guessed xO (2 ) , T guessed x ( 1 ) , C~\ solution x (2), T solution
2
(ILlCSS
3
5
I
300
8.564 311.2
350
5.518 339.1
450
2.359 368.1
so the stcadystale solution for guess 3 is l,;;,~~~I, that is, low concentration (high conversion) and high temperature. ' The results arc summarized in TablcM9.2, Other initial guesses do not lead to any other solutions, so we sec that there arc three possible solutions for this set of parameters. In Section M9.7 we show how to use physical insight to determine the Humber of steadystate solutions for this problem.
l(r"1
M9.4
DYNAMIC BEHAVIOR
We noted in the previous section that were three different steadystate 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 mfile to" integrate the modeling equations is cstr_ dyn.m, shown in Appendix 2. The command to integrate the equations is
[L,x]
=
ode45( 'cstr__ dyn', to,tf,xO);
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 steadystate, 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 steadystale.
M9.4.2
Initial Condition 2
Here we usc initial conditions that arc close to the intermediate temperature steadystate. The initial condition veclor ror the solid curve in Figure M9.3 is [conc, temp] :;;: [5,350], which converges to the high temperature steadyslale. The initial condition vector for the
566
9.5
c " "
0
Diabatic Continuous Stirred Tank Reactors
Module 9
9
8.5 0
2
4
6
8
10
time, hr
" 0:
'"E
" '"
ID
320 310 300 0 2
4
6
time, hr
8
10
FIGURE l\iI9.2
State variable responses with initial condition xO::::: [9;300j.
dotted curve in Figurc M9.3 is leonc, tcmpl 0::::: fS,32Sl, which converges to the low temperature steadystate. If we perform lllallY simulations with initial conditions close to the intermediate temperature steadystate, we find that the telnpcraturc always converges to either the low temperature or high temperature steadystates, but not the intennediate temperature steadyslate. This· indicates to us that the intermediate tcmperature steadystate IS lIflstable. This will be shown clearly by the stahility analysis in Section M9.5.
10
" "
c
0
5 0 0
2 4
6
time, hr
8
10
" '"
'" " 0:
'"E
400 350 300 0
2
4
time, hr
6
8
10
FIG1JRE 1\19.3 Stale variable responses with initial condition (solid) and xO:;;: [5;325] (dashed).
~\"O
:;: 15;3501
Sec. M9.5
Linearization of Dynamic Equations
4
567
u
c
0
u
2
0 0
2
4
6
time, hr
8
10
" '" '" 0:
'0
400 380 360 0
2
E
2
4
6 time, hr
8
10
FIGURE 1\'19.4
State variable responses with initial condition xO ::00 [I ;400].
M9.4.3
Initial Condition 3
Ilere we usc initial conditions that arc close to the high temperature steadystate. The initial condition vector is [COile, templ = 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
LINEARIZATION OF DYNAMIC EQUATIONS
The stability of the nonlinear equations can be dClcnnincd by finding the following statc
space form:
x=Ax+BII
and dctcrmining the eigenvalues of thc A (statespace) matrix. The nonlinear dynamic state cquations (M9.la) and (M9,2a) arc:
(M9.11)
dC., dt
dT dt
(M9.1 a)
( p;',;I) k C ~ CT.
el
UII
vpe"
T+
UII T VIIC I
+ FT
V
f
(M9.2a)
"
568
Diabatic Continuous Stirred Tank Reactors
Module 9
L,ct the state and input variables be defined in dcviittiou variable form:
x '" I. c" T T
"
CA'J
II
=~
r

C:'ilf  CilI~'
J T TJS
l
Ii  Ii,
M9.5.1
Stability Analysis
Performing the linearization, we obtain the following clemellts for A:
All
.11 12
/\21
ax, aI, at, ax} aT ai, a/;
ax!
il/;
il/, ile.,
..
F
V
 ks
 C A /<
( 6./1)
pCI'
aCA
ks
(fA
An
ax')
.=
a/;
aT
k exp () ak,
il/;
F
V
VpC~)
+
(6.11)
pCp
CA,lk:
where we define the following parameters for more compact representation:
k,
6.F) ( RT .
· 1
aT
or,
k" exp . fiT,
( 6.1') (6.E ) ih'?
From the analysis presented above, the statespace A matrix is:
F
A =
V ·k\
(M9.12)
J(\
[
(6.11),
' ( p,p
The stability characteristics arc determined by the eigenvalues of A, which are obtained by solving del('\' I  A) ;::; o.
Sec. M9.5
Linearization of Dynamic Equations
569
A1 A
I,..
AA" An

det()" 1 A)
()"  A,,)(A  A 22 )
 ),,2_
A"A 2I
(A" + A 22 »)" + A"A n  A"A"
 ),,'(trA»)"
+ del (A)
'file eigenvalues are the solution to the secondorder polynomial:
A'  (lr A) A + det (A) 0
(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 steadystate 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 ]
cstr_amatI8.564,311.21
amat = 1.1680 2.0030
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
Diabatic Continuous Stirred Tank Reactors
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] amat :::;
~4.2445 ~O.3367 ~
cstr_amat(2.359,368.1)
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
Input/Output Transfer Function Analysis
The inputoutput transfer functions can be found from:
G(s) = C(sI  A) 'B
where the clements of the H matrix corresponding to the first input (lIl =
1~.
(M9.14)
 7jJ arc:
iJj; =
all,
= _
a'lj
=
aj;
=0
VA
VpCp
dU l
a/2 = aI,
aTj
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 secondorder system (no numerator polynomial) while the transfer function for temperature has a firstorder nutllcra
Sec. M9.6
PhasePlane Analysis
571
tor and secondorder 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
PHASEPLANE 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 steadystate operating points. In this section we construct a phaseplane plot by performing simulations for a large nUlubcr of initial conclitions. The phaseplane plot shown in Figure M9,5 was generated using cstr_]un. m and cstr.m [rom the appendix. Three steadystate values arc clearly shown; two are stable (the high and low temperature steadystates, shown as '0'), while one is unstable (the intennediate temperature steadystate, shown as 't'). Notice that initial conditions of low concentration (0.5 kgmolhn1) and relatively lowtointermediate temperatures (300 to 365 K) all converge to the lowtelnperature steadystate, When the initial temper~ ature is increased above 365 K, convergence to the hightemperature steadystate 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 lowtemperature steadystate. Once the initial temperature' is increased to above 325 K, convergence to the hightemperature steadystate 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 hightemperature steadystate. AHhough not shown on this phaseplane plot, higher initial temperatures can have overshoot to over 500 K before settling to the hightemperature steadystate, This could cause potential safety prohlenls if, for example, secondary decomposition reactions occur at high temperatures. The phaseplane analysis then, is able to point out problem initial conditions. Also notice that no initial conditions have converged to the intermediate telnpcrature steadystate, since it is unstable. The reader should perform an eigenvalue/eigenvector analysis for the A matrix at each steadystate (low, intermediate, and high temperature) (sec student exercise 3). You will find that the low, intermediate, and high temperature steadystates 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 steadystate. Also, a feedback controller could be used to make certain that the large overshoot to high temperatures docs not occLir from certain initial conditiclIls.
Phaseplane plot for Case 2. how the steadySlate reactor temperature varies as a function of the steadystate jacket temperature. for example.1 Heat Generation and Heat Removal Curves In Section M9. we show how (0 generate steadystate inputolltput curves that show. hy solving two equations with two unknowns. kgmol/ml\3 '0'.5 arc marked with 2 4 6 8 10 concentration.3 we used numerical methods to solve for the steadystates. Stable points (conditions I and:1) The unstable point (condition 2) is marked with '+'. This will give us physical insight abollt the possible occurrence of Illultiple steadystates. Also. M9. In this section we show that it is casy to reduce the two equations in two unknowns to a single equation with one unknown.340 ~ " 320 300 o FIGURE M9.7. . M9.572 Diabatic Continuous Stirred Tank Reactors cstr with multiple steady+states Module 9 420 400 '" 380 "0 '" ID *~ 360 iii ID . The objective of this section is to determine how multiple steadyslates might arise.7 UNDERSTANDING MULTIPLE STEADYSTATE BEHAVIOR In previ()us sections we found that there were three steadystate solutions for Case 2 parameters.
but not the slope. we find that: FefI (F.1 P '. 0 1 ((j.19) Notice that this is an equation for a line.Sec.F) I. IT we ll111hiply (M9. \vhcrc the independent variable is reactor temperature (T\).\ ] ./I:. (M9.' Js ~. consider the Qgen term: (M921l) Substituting (M9.7 Understanding Multiple SteadyState Behavior 573 SOLVING FOR CONCENTRATION OF A AS A FUNCTION OF TEMPERATURE 'fhe steadyslate concentration solution (dCidt) ::: 0) for concentration is: (M9.: (M9.{') C R J~' As (M917) The tcnns in (M9. ( .]' Changes in jacket or feed tempen.) .llllre shirt the intercept.17) by VpC/J.15) We can rearrange this equation to rind the steadystate concentration t{)r any given steadystate reactor temperature.k ex') """. M9. Now. 7:1.17) arc related to the energy removed and generated. Fre.FpCpl and the intercept is [UA Tj.16) SOLVING FOR TEMPERATURE The steadystate temperature solution (dT/dt :::: 0) is: II (.\ .20). The slope or the line is I UA +. F.18) Q[':ell I~Ilcrgy removed by flow and heat exchange Heat generated by reaction Note the form of Ql'em (M9. we find that: . Changes ill [fA or F affect both the slope and intercept.UA(F.\.l6) inlo (M9. p "" UA F (11) ("'f~(~~).
21) has a characteristic "S·. M9.2 Effect of Design Parameters In FigureM9. curve n intersects at a low temperature and is tangent at a high temperature: Q Q Reactor Temperature (Tr) Reactor Temperature (Tr) a.3.6al.18) we sec that a stcadY~~late solution exists when there is all intersection of the QIClIl and Qgcll curves.v.) j I' + V () [~qLlalion k Cxp( RT !J. the heat removal lines shifts to the len or right. where only one intersection occurs (either low or high temperature). there will always be the possibility of three intersections (see l<'igure M9. Notice that as long as the slope of the heat removal curve is less than the maxinlllm slope of the heat generation curve. Possible interscctions of heat gener::ltioll and heat rcmoval curves. shape for Q"ell as a function of reactor temperature.21) (M9.7. From equation (M9. This case is analyzed in more detail in Section M9. If the slope of the heat removal curve is greater than the maximum slope of the heat generation curve. FIGURE 1\119. Curve A intersects the heal generation curve at a low temperature.F) (M9.574 Diabatic Continuous Stirred Tank Reactors Module 9 cx p ( /:/) Mf V ' k" (& C.7. M9.6b) with proper adjustment of the jacket or feed temperature (intercept). . so the intersection can be at a high mlow temperature depending on the value of jacket or feed temperature.6 b. If the jacket or feed temperature is changed. there is only Olle possible intersection (sec Figure M9.7.6 we show different possible intersections of the heat removal and heat generation curves.7 we superimpose several possible linear heat removal curves with the Sshaped heat generation curve. the removal line shifts to the right or left.3 Multiple SteadyState Behavior In Figure M9. As the jacket or feed temperature is changed.
where jacket temperature is the input and rC<lCtur temperature is the output. \vhich was first discussed in Chapter 15. C.7) we sec that changing the jacket temperature changes the intercept but not the slope of the heat removal curve).Sec. except that the jacket temperature increases as we move from curve A to E (from equatioll (M9. Curves A. curve C intersects at Imv. Sec Chapter 15. B.7 Understanding Multiple SteadyState Behavior E 9 575 Q Temperature FIGURE !\/19. If the jacket temperature is slightly increased further. As the jacket ternperature is increased. the rc actor temperature jumps (ignites) to a high temperature (point 8).7 to construct the steadystate inputoutput diagram shown in !<"igurc M9. curveE has only a high temperature in tersection. D. and high lclnpcraturcs. Contrast the inputoutput behavior discussed in the previous paragraph (starting aL a low jacket temperature) with that of the case of starting at a high jacket temperature. We can usc Figure M9. The tenn hysteresis is used to indicate that the behavior is clifferellt depending on the "direction" that the inputs are Illovecl. and E arc all based on the same system parameters.7 CSTR energy generated and energy removed as a function 01 reactor temperature. curve D is tangent to a hl\\ temperature and intersects at a high temperature. further jacket temperature increases result in slight reactor temperature increases.X exhibits hysteresis behavior.8. the reactor temperature increases (points 2 and 3) ul1ti!thc low tempcnlturc "Ijillit poinC{ (point 4) is reached. M9. intermediate. Note that r''igure M9. . if we stan at a low jacket temperature the reactor operates at a low temperature (point I). For example. It 'Also knowll as <l saddlenode bifurcation point.
7. As we move slightly lower than the high temperature limit point (point 6). that is. solely froTH physical reas(Hling? LOWER STEADYSTATE (OPERATING POINT 3) Consider a perturbation from operating point that is colder than point 3.8 Reactor temperature a~ a function of jacket temperature. The hysteresis behavior discllssed above is also known as ignitionextinctioll behavior. say T3 .01'. so the lempcr . What can we observe about the stability of each of the possible operating points. Notice that region he tween points 4 and 6 appears to be unstable.4 Multiple SteadyStates: Stability Considerations (SteadyState Analysis) Consider the system described by the energy removal curve C in Figure M9. because the reactor docs not appear to operate in this region (at least in a steadystate sense). for obvious reasons. Physical reasoning for stability is disclissed in the following section. Notice that the steadystate energy balance is satisfied for the operating points 3. 5.7.576 A Diabatic Continuous Stirred Tank Reactors B Module 9 c o 8 E 9 7 T 6 5 4 3 2 Jacket Temperature FIGlJREM9. and 7. At this point we arc generating more heat than can be removed by the reactor. M9. there are three possible steadyslates. which decreases as the jacket temperature is decreased (points 8 and 7). Further decreases in jacket temperature lead to small decreases in reactor temperature. the reactor temperature drops (also known as extinction) to a low temperature (point 2). one starts at a high ja~ket temperature (point 9) there is a single high reactor temperature.
more energy is being rcrnovcd than we are generating. while the intennediate steadystate was unstable. so the temperature hegins to dccrcasc~cvcntually Inoving to 7'3' The lower lcmperalut'c intersection. [f we slart at '1:") + 0'1'.5).7 Understanding Multiple SteadyState Behavior 577 alllte begills to risc··cvenlually moving to 1:". TIt may be a stahle operating point. causing the temperature to risc. eventually causing the temperature to go to 1:1 . causing T to decrease. loop characteristics solely frOill steadystate analysis. Here the steadystate analysis is enough to determine that point 5 is an unstable operating point.S. 1 7 may be a stahle operating point. M9. The middle temperaturc intersection. we find: The high tcmperature intersection. MIDDLE STEADYSTATE (OPERATING POINT 5) If we start at 7:') . Recall that when we studied the Case 2 conditions in SeLlion MY. increasing until T.oT. the stability or the upper steady~state can only be determined by eigenvalue analysis (SectionM9. We h.Sec. we arc generating less energy than is being removed.:IVC used physical reasoning to determine the open. is reached.. we used eigellvalue analysis to find that the lower and upper temperature steadystates were stable. Again. 7'5' is an IIflswble operating point.5). UPPER STEADYSTATE (OPERATING POINT 7) Using the same arguments as 1: 1. If we start at T] + 0[. . 'fhe openloop stability cannot be assured until an eigenvalue analysis is pcrl<mncd (sec Section M9. . more energy is being generated than is being removed.
11 where we find thaL as we increase PIV.io(Tempvec).7.'_io. we move from monotonic to multiple steadystate behavior. »plot(Tjs..7. One way is to solve the nonlinear algcbn1ic (steadystate) equations for a large number of different jacket temperatures and construct the curve rcl. As in Section M9. This can be shown clearly in Figure M9.(.TC"mpvec) »plot (Tfs. 5 : 380 . we can find the steadystate concentration for any steadystate reactor temperature./:'11) VI<" eXI{~?~~\) Fpcp eeL. Z:.IO. \Vc can also directly solve for the jacket tcmpcrallirc required for a particular reaCl(lr temperature. »[Tjs.578 Diabatic Continuous Stirred Tank Reactors Module 9 M9.s: =: 0) we can solve for the steadystate Fpc/T. we can solve for the required feed temperature: T \' + IUII(T. (frotH the material balance equation for reactant A): F V C 'Ah F+ I< () exp (111\) . .1ling jacket to reaclor temperature.6 Cusp "Catastrophe" In Chapter 15 we presented a simple example of a cusp catastrophe that occurs when the inputoutput behavior Illoves from monotonic through a hysteresis bifurcation to multiple steadystate behavior.1.fl'fs.m shown in Appendix 4 is used to generate the inputoutput curves for the Case 2 parameters shown in l<'igures M9. T. 'rempveC') M9. simpler. »'I'empvec 300 :2 .(.] The function file csU'.V RT\ Prom the steadystate temperature solution (dTldt jacket temperature. We show the calculations in detail below. lIcre we can easily solve for concentration as a function of reactor temperature.5 Generating SteadyState InputOutput Curves There arc two different ways to find how the steadystate rcaclOt temperature varies with the jacket temperature. way for this particular problem.( I11I)VI<" (fll + Similarly. Then we simply plot reactor temperature versus jacket temperature. if we assume that the jacket temperature remains constant. 7~\.conc] ::c: cstr.9 and M9. It turns out that there is another. "liJ . .7.J .
dog K FIGURE LVI?? Stcady~state reactor temperature as a function of jacket tcmperalurc. .7 380 370 Understanding Multiple SteadyState Behavior 579 " "0 ~ 0> 360 350 340 330 320 310 300 275 280 285 290 295 300 305 310 315 320 ~ ~ 1" g ~ 2 E 0 ~ jacket temperature.Sec. 2 E 0 ~ ~ ~ feed temperature. Case 2 paranlctcrs. 380 " ~ ~ 370 360 350 340 330 320 310 300 290 292 294 296 298 300 302 304 306 0> ~ "0 " ].10 Steadystate reactor temperature as a function of feed temperature. dog K FIGlJRE M9. Case 2 parameters. 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. M9. we will discuss the cffect of cooling jacket flowrate 011 the behavior of a CSTR.8. I E f 340 320 300 280 0.. M9.580 Diabatic Continuous Stirred Tank Reactors Module 9 400 380 360 ~ 0. we will draw a connection between our physicalbased approach (heat removal and generation curves) for analyzing Illultiplicity behavior and the more mathematical bifurcation theory.1 Connecting Bifurcation Theory with Physical Reasoning In Chapter i5 we presented mathematical conditions for bifurcation behavior.1 FIGURE 1\/19.8 FIV Temp.8.8. l<'inally (Section M9. The goal of this section is to draw a connection between the mathematical conditions and the physical conditions for multiple stcady~ stale behavior. we have focused on physical arguments in this module.3).4 w 0.2 0. The input/olltput (jacket tcmpcraturc/rcaclor temperature) behavior changes as a functioh of the space velocity (NV). Case 2 conditions. In this section we provide a COIIcise overview of other interesting topics in CSTR analysis.2).1).11 Cusp catastrophe for the diabatic CSTR.6 0. . First (Section M9.8. 'rhen (Section M9. we discuss limit cycle behavior and HopI' bifurcations.
and we directly see how a "limit point" on the inputoutput curve (Figure M9. which is simply the intersection of the heat relllOvaJ and heat generation curves.('1' I. and gCq.8 Further Complexities 581 r"irsi..\ F V \I F C + k () Mo') CXI1'(HI'.. 'rhc first derivative condition: is simply iJQ". j _ () where 7~\. is the slate variable (steadystale reactor temperature) and /L is used to represent the vector of physical parameters that can possibly be varied. The ~teadyslalc solution is obtained by solving: or.12b) corrc . and iJ'g then there exists k steadystate solutions in the vicinity of the bifurcation point.. we were ahle to write a single nonlinear algebraic equation that must he satisfied for a steadystale solution: (. T) + UI(T '1')1. The slope conditions arc satisfied at a high temperature for curve B anc! a low temperature for curve D..!1E) exp ( Iii' . M9.12 below. These conditions arc satisfied hy curves Band J) in FigureM9. I' f"or simplicity.Sec. F1'"..U:.( .. p.l) a single nonlinear algebraic equation thai must be satisfied at steady~state. In our case.~ Ml)VJ'" I' I. recall the lnathcmatical conditions for a bifurcation.JL) iJT. we write this equation as: . Let x represent the sLate variahle. a bifurcation parameter. iJQ""U:. If the following bifurcation cOJ1(litions arc satisfied: dx::' . 'A/.JL) iJ'I'..
m(T .l3b on the next page.13 involved a decrease in the heat transfer capability from a to c. where there is no hysteresis at high lJA values.cond derivative of the heat rClllovallinc is always zero. sponds to the heat generation and removal curves following conclition also holds: J2g(r.582 Diabatic Continuous Stirred Tank Reactors Module 9 B 0 B o Q Tr Reactor Temperalure( Tt) Jacket Temperature a.J·(. . the onset of hysteresis (bifurcation point) at an inter~ mediate value oflJA. which are: (J)g(T"iL) () aT} All of these conditions arc satisfied in f<igure M9. Now we illustrate the conditions for a hysteresis bifurcation. 'fhis is also shown in the cusp diagram of Figure M9. We also note that the aJ} I () Since.l4. although the sc. Input/Output FIGURE 1\'19.13a and M9./. Heat Removed and Generated b. The progression shown in r'igure M9..12a).I~) (f~'igurc M9.13e to illustrate the progression to satisfying the bifurcation comlitions.iL) DT\2 t () and we see that the conditions for saddlenode behavior arc satisfied. a2 QJl.L) en} 1 the heat generation curve is not at an inflection point: ()! Q"c.12 Illustration of saddlenode (limit point) bifurcation. We show Figures M9.. and complete hysteresis behavior at low values ofUA.
Q Tr Reactor Temperature (Tf) Jacket Temperature b. Q Tr Reactor Temperature (Tf) Jacket Temperature c. . FIGURE M9. Bifurcation conditions are satisfied in b.8 Further Complexities 583 Q Tr Reactor Temperature (Tf) Jacket Temperature a. M9.Sec.13 lIlustration of a hysteresis bifurcation.
They can exhibit exotic and interesting steadystate and dynamic behavior.4 TempJ . including: steadystate multiplicity. For a more complete discussion of the development and lise of dilncnsionlcss equations. the behavior is dependent on the ratio FIV.. sec Aris (1994). One possible set of dimensionless parameters is shown in student exercise 6. 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. In this module we have pnwided an elementary introduction to the steadystate and dynamic behavior of these systellls..5 ~~~06~O. SUMMARY Diabatic CS'l'Rs afC perhaps the most studicd unit opcration in thc chcmical process dynamics literaturc..8 UA . with a minimum number of dimensionless parameters involved. 1 o o 0. and chaos. . Most of the analysis of CSTR bchavi~)r has been performed on dimensionless equations. It is clear that these parameters afC not independent.8 d I 0..l4 Cusp diagram. For cxarnplc.6 ~ 0. HopI' bifurcations. periodic behavior. FIGURE M9. M9.9 DIMENSIONLESS MODEL "rhe CSTR modeling equations have a large number of parameters..2 o 1 0.2 0.584 Diabatic Continuous Stirred Tank Reactors Module 9 0. which call be considered a single parameter..4 0.
h. R. c. Find the steadystate using fsol ve. [)iabatic CSTRs have been analyzed for complex behavior (multiple steadyslates. b. Find the steadystate using fsol ve. Mathematical Modelling Techniques. Fogler. (1989). llopf bifurcations.S. .:~jor example.M.e CSTR: Denn.Student Exercises 585 REFERENCES AND FURTHER READING A number of undergraduate textbooks on chemical reaction enginecring present the ideas of multiplicity behavior in adiabatic CSTR. Schmitz. NJ: Prentice lIall.. New York: Longrnan. Process Modeling. These include the following books by Aris and Fogler: Aris. (1986). I. Consider the Case 3 parameters shown in Table M9. 42(5):10051047. Multiplicities and instabilities in chemically reacting systellls~a review. H. M. London (1978). Determinc the stability of the steadystate using linearization and eigellvaluc analysis.1. (1992). Usc ode4 5 for the simulations. with adiabatic CSTR as a 1l1.:lem('l/{S (~l Chemical Reactioll Engineering. 2. Boston: Butterworths.v Chemical Reactor Analysis. This is a reprint of the work originally published by Pitman. 2nd cd. E'lementar. R. Determine the stability of the steadystate using lincarization and eigenvalue analysis. Ads. quasiperiodic. a. STUDENT EXERCISES 1. (1987). Englewood Clirrs. New York: Dover. The following book docs an excellent job of developing the modeling equations for a diabat. 3. (1994). Rng. This is a reprint of the book originally published by McGraw Hill (J (69).. S'd. Simulate the dynamic behavior by perturbing the steady~state concenlration and temperature values by ± 10 9(). chaos) more than . Chem. An excelleot review of the literature on these topics is presented in the following paper: Razon.:my other chemical process.A. The following book provides an excellent discussion of the lise of dimensionless models. &R. Consider the Case I parameters shown in Table M9. LJ'. 1'.
Simulate the dynamic behavior by pcrtm:bing the steadystate concentration and temperature values by ± J0 %.m (from the Appendix) to generate the statespace A matrix for the steadystate operating point for Case I. Define the dimensionless variahles as: f3 I) (. X2 ~ koeY q ~ F.m (change initial conditions) and cstr. The CSTR modeling equations have a large number of pararnetcrs. the behavior is dependent on the ratio F/V.) 1 'I ~ E IU. a. a. TO and cs tr .Modify the parameters in the file cstr_~_amat. a.} ~ TeNG 'Ij'o ~ 1'1 xJ 7/0 'I XII' ~ _~_!~L C'Arn XlI' 'Tf  Fro lio 'I where F o' CAIO' and 'Ij'o are the nominal steady~state values. ill from the Appendix. Usc the eigenvector/eigenvalue analysis of the A matrix to sketch the phaseplane. which can he considered a single parameter. Modify cstr__xun.arnat. b. Usc cs tr run.I. 3. For example.'.. Usc the eigenvalues and eigenvectors of the A matrices to sketch your plots by hand.2 and 3) in Section M9. h.5) for the nonlinear system of Section M9. It is clear that these parameters arc not independent.m (from the Appendix) to generate the slate space A matrix for the steadystate operating point for Case 3. Modify cstr run. ill (change initial conditions) and cstI.5. Use the eigenvector/eigenvalue analysis of the A matrix to sketch the phaseplane. h. sketch the phaseplane plots for the process linearized (A matrices) at each of the steadystates (operating points 1. In (change cstI' parameters) to perform the phaseplane calculation for the nonlinear systelll for Case I.1. Usc ode4 5 for the simulations.m (change cstI' parameters) to perform the phaseplane calculation for the nonlinear system for Case 3. Discuss the phaseplane results. Show that the diniensionless modeling equations arc: dx) .IT dX 2 (IT . For the Case 2 conditions. 6.) V V l~. Modify the parameters in the file cstr_. Discuss the phaseplane results. 5.5. Generate the phaseplane plot (Figure M9..586 Oiabatic Continuous Stirred Tank Reactors Module 9 c. a. F UA ~ pC/li) Xt 4.!:llJ)C Af ~~ 7  pC[l7j'o F. 4.
Orten cOllcentration measurements arc not available in chemical reactors.. the modeling equations arc: dX I d'T dr) {!'T 7. 1"01' one direction you should find oscillatory behavior. . G(s). Remclnbcr that for comparison Oil the same plots you must convert from deviation to physical variables ror the transfer function responses.) . while the other direction is stable. Think of two ways: (a) assuming UA is known and the jacket outlet temperature is available.5. Find the clements of the lJ matrix corresponding to inputs 2 and 3.5 gmolliiter. Generate a phaseplane diagnun.Student Exercises 587 where K(X. K I . K ]50 10 CAl' kgmol/m:1 UA. til":::: rV(6Jf). Consider a system with the following parameters. respectively. and the corresponding steadystate concentration is 0. This indicates thal a Hopf bifurcation (Chapter 16) occllrsfor some value of Tj between 295 K and 305 K. and (b) assuming UA is unknown.H). Consider the response to ± 5 K changes in the jacket temperature. F \I J 00 liters/min ]00 liters ]00 K 7. and therefore the "heat flow" of the reaction. J/gll1o] EIR. J/min K 50000 8. Show how a steady~state energy balance around the reactor can be llsed to infer the rate of reactioll. Show that steadystate temperature is 350 K. __ J 50000 8750 239 rei" JIIiter K if. C\msider the inputoutput transfer function matrix for a CSTR.1 molllll J and ± I deg K in inputs 2 (feed concentration) and 3 (feed tempcrature). cc CX P ( 1 and if the inputs arc at their steadystate values. but the jacket flowrate and jacket inlet and outlet temperatures arc available. from Section M9. Determine the number of steadystate solutions and their stability characteristics. Find the value of Tj where this occurs (recall that a IJopf bifurcation occur whell the complex eigenvalues have zero real portion. For the sta~ hie steadystates (low and high temperature) compare the step responses of the transfer functions with those of the nonlinear SyStCIll.2 x 10 10 T ko' 111111 (cD. Use input changes of ± 0. and the resulting transfer functions for each of the Case 2 operating conditions.2. 9.
global CSTR]AR % below we use common notation for the states to '15 improve code readibili ty % ca xiI) .987) % CSTR_PAR(7) % CSTR_PAR (8) reactor volume (1) feed flowralce I l) % CSTR PAR(9) feed concentration (10) % CSTR_PAR(10): feed temperature (298) % CSTR~PAR(ll): jacket temperature (298) % % ::.JY (11843) densit:y*hl"at cap_ (1500) % CSTR_PAR(5) '6 CSTR~PAR(6) heat trans caeff * area (150) ideal gas constant (1. 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 % CS'l'R.~nen. Bequette % revised 2 LJanuary 199'7 .concentration of A..(c) B.YAR(2) . CS rI'R. case 2 shown in parentheses: . x(2) .. ca .PAR(3) % CSTR_PAR(4) (9703k 3600) heat of react. [conCi temp]) % where x is the solution vector (x % and xO is an initial guess vector % ~f.?. Temp % % % parameter values.. kgmal/m A ) reactor temperature. statement from the command window is: x fsolve (' cstr~ss ' f xO) .W.~ Temp and 2 .588 Diabatic Continuous Stirred Tank Reactors Module 9 APPENDIXES 1 Function mfi1e for SteadyState CSTR Solution function £ = cstr_ss(x) "o % 2state diabatic CSTR model % Use [solve to find st<C?adystate concentration and temperature '[.1) . 'l'hn cal].added CS'I'R_PAR % f % % = zeros (2. deg K % 16 July 96 .ion (5960) activation E.tates 'r.
fsolve % seeks values of x(l) and x(2) to drive f(l) and £(2) to _ zc~ro % f (1) f (2) dcadt. (500) % ht trans coeff k area (150) eSTRPAH (6) . . % gas constant (1. xO) .er so that valueE3 % can be entered in the cOlrunand window % global CSTR PAR . 2 Function mfile for Integration of Dynamic Equations [unction xdoL % = cstr_dyn(t. tf. = ~5 below we convert back to function notation.X] % % % ode45 ( cstr dyn I I. dcadt dTdt fov*(caf .987) cs'm PAR (7) .temp]) % to is the initial time % tf is the final time % xO is an initial condition vector % deLine the followin9 global paramet. to.lindow is: [t. eSTR_PAR (4) . UAoV .x) % 2state diabatic CSTR model 9) (JS(~ ode45 to find concentration and temperature % '2.rate.cal .6 feed concentration (10) C:STRPAR (1 G) .Temp) J (H __ Txn/rhocp) *rate (UAoV Irhoc~:p) * (Temp . % reactor volume (1) eSTR PAR(8). E_act eS'I'R_PAR (3) . % fc.'1'j). 'i. UA R V F caf Tf cI'j % % ratios used in the equations % fov F/V. The call statement from the corrnnand ". rhocp eSTR]AR(5) . ~~ feed flowrate (1) eSTR_PAR I ')) . kG Ij H_rxn .t.Appendixes 589 % frequency factor (9703*3600) % heat of reaction (5960) % activation energy (11843) % density*heat cap.eS1'RJ'AH (2) . % % modeling equations: % rate:::: kO*exp{E_ act/(R*Temp)))'ca.UA/V. where t is the tirnc~ vector .~ed temp(?rature (298) es'm_pAR (11) . fovk (Tf . % jacket temperature (298) eSTRPAR ) . x is the solution vector (x = [conc.  dTdt.
itykheat cap. . Diabatic Continuous Stirred Tank Reactors lease 2) frequency factor Module 9 paramet. UA/V.  ('STR PARI. CSTR . ('STR_ PAR (9) : % CS'rI(J'AR(lO) 1. CSTR_PAR(9) . CS'l'R PAR I 1] ) : 'I. use conunon not:':JLion for the staLes to % improve code readibility % Cd x Ill. heat trans coctf * area (ISO) ideal gas constant (1. I Temp ~i5 9 6 parame ter values case 2 shown _in parentheses: '. Temp reactor temperature.0 () ) hL trans coeff * arc~a I l'iO) ga~. b ~i) kO Il . ?~ .'. (500) % CS'l'R_PAR (5) 'b CSl'R_PAR ( 6 ) 'b CSTR_PAR (7) "C.PAR \\ below we.rxn E (Jct  rhocp UA R V F celf Tf '1'j % ~f.January 1997 . CS'l'H ___YAR (7) .added CSTRPAR qlobal CSTR. C. Cd % 16 July 96 .') " '(. ('STR PAR (B) "C.s'l'R PARII0) .dct/ (R*'1'emp) )"ca. model Lnq rate = kO*exp(E_. PAR ( ') ) . d. CS'l'R pAR(3) .ors % CS'l'H PAR (1) 'b CSTI' PAI'(2) 19703*36(0) % CSTR_PAR(3) "ci CSTRpAR(4) heat of reaction (5960) activation energy (11843) density*heat cap.: 'f. CSTR_PAH. CS'I'R PAR (6) . CS'I'RPAR(2) .. 9 6 % frequency factor 19703*3600) heat of reaction (5960) activation energy (11843) dens. ~t 9 6 % 'r.987) reactor volume (1) feed flowrate (1) teed concentration (10) feed temperature (298) jacket temperaturE~ (298) states 1 and 2 == concentration of A.] ) .W. constant II 987) reactor volume (1 ) feed flowrate 11) feE~d conc'entration 110 ) f(~ed temperature (298) jacket temperature 1298 ) ratios used in the equat_ions fov UAoV .l.F/V. CSTICPAR (8) . ( '.(4) .590 9(. CS'l'RPARIll) . equat_ion~:.eg K ~I:. x (2) .(e) B. kgmol/m A 3 c. Bequette ~~) revised 2 .
kcal Im":3 clefJ K feed temperature. deg.vector of eigenvalues % % ~6 paramc~ters kG 7. coeff.Appendixes 591 dcadt fov* (cdf .c: cstr_amat (ca. kcal/kqmo:l activation energy. 1.m function [amat. 'I'emp) % . 16 July 96 'l..'I'j). Bequette \" fi./.9703*3600. 3 cstramat. % ~6 lx~low we convert back to ode45 function notation.nd the A matrix for the 2state CSTR to determine the % stability by eigenvalue analysis: % % amat A matrix 7. lambda] .cal . fov (~ Il rxn % E_dct % rho(:.t temperature.ratei d'I'dt fov* ('l'f ~ rl'emp) + (II _rxn/:chocp) krate (UAoV I rhocp)* (Temp .10.dcadt. (c) B. .:. larnba . kcal/kgmo:l densi tykheat capaci ty.J. 298. rhocp '1'f caf UAoV R 1'j 500i 298. kcal/m A 3 deg 1< hr A ] % manipulated input ?o Tj =: jack(. 150.1/.p % 'l'f % caf '6 UAoV % frequC:DCY factor. % xdotll1 . ~)960j H_rxn E __ act 11843 . xdot 121 dTdt. ks kO*exp(E_act/IR*Temp)).*area/volume. hr iwat of rXTl. hrAl F/V. heat trans.K feed concentration of A.98'7. kqffiol/m"3 reactor temperature.c: 1j kO . deq K % % pararnet~er values 2: fov . deq K (Ii °6 ~6 states Tc'mp cas(~ (b ca  conCE~ntration of A. .
5.ks.xOl).m (Script File to Generate PhasePlane Plot) '6 cstr__run. Module 9 % amat(l.5. lambda ei<.305] .'i. % use ode45 for numerical integration [tla.355J.fov .10.3151.375]..5.385J.5.5. x05 .405]. [9.365}.5. x012 [9.4 Dec 96 .[0. amat(2. xOl [0.395]. amat(1.5.1) ks'kH_rxn/rhocp. [9. 3. x07 [0.5. ill % b.395].5.0.5.5. x017 [9. . xO:3 [0 . x012a=[9.:3.365].O. xOll= [0. x09 .10. bequette >6 2 Dec 96 % revised .:5.[0. x013= [9. 4 cstr.xOla).xlaJ = ode45('csLr' .385J.5.[0. x02 [0.15. [t2.UAoV/rhocp + (H_rxn/rhocp)*ca*ksprime.325J.5.l) .O/10.5.J (amat) .345J.x1] ode45('csLr'.5. x:Ol~5 [9.m) % % set of initial conditions 96 xOla=.w.more documentation % % generate phaseplane plot for nonlinear cstr (cstr. [9. amat:(2. [9.5. x018 x019 x020 x021 x022 "o [9.5.375J.325J.x2J = ode45('cstr' . x010= [0. x014 [9.2) .35::iJ.4051. x06 [O.335].415J. x016 [9.5.3:)] . 5.run.415J.x02). [U.ca*ksprime.305].31'i]. x08 [0.2) ~ fov .592 ksprime kSk Diabatic Continuous Stirred Tank Reactors (E_dct/ (R*Temp":Temp)) . x04 [(L~)i34S].
10. 'w') .O. 10. [t'l.10. .x015). JO. [tIS.x013). C~3 tr ' . [t49.xOl0).2) . 'w' ) hold on plot (xla ( . I) .x4l] ode4S( 'estr'.lO.lO.ocle4S( 'estr'.ode4S( 'cstr' .xlO] ocle4'i('cstr'. 0. 'w' ) plot. . xO 5) . .5.10.x6] ocle45 ('cstr' .x03).2). 10. [tSO.x12a] ::= ode45( 'cstr'.330].x051}. [tl9.x017).2) .0.1) .ode4S('estr'. [t22. [t9.xl ( . O.xla ( .5. x040 = [0. O.xOlI).5.2). [t. [tl'l.2) .326. xOSl [9. [L12a.5].xlI] odo4'i ('estr' .S].x02J). 'w') plot(x10 (.xOS).1) .ode4~)( 'cstr' .lO.x2 (. .x5 ( .. [t20. 'w') plot (x8 ( . 'w' ) plot(x'l (. .O.x3J .x052).x6 ( .lO. 'w' ) plot (xS ( .x22] . . 'w' ) plot (x4 ( . lt14.xOSO).lO. [t41.10.xlO(.x49] ode4S( 'estr' .2) .r' .0.2S].x(40).xO'l). x052 [9.O.2)..2) . [t53. 0.si332.10. O. [tlI. [tS.x04).0.xl2] . . .S.x012).x012a).S]. . .2) . 0.xU] ocle45 ( 'estr' . xOS3 .O.x52] . [tU.x50] ode45 ( 'estr'.1) . x049 [9. lO.lO. .x19] ode45( 'estr'. 'w' ) plot (x2 (. x5] ode45 ( .32'7.3'10]. . 0.0.x022). . [U6.lO.0.372.x'l] ode4S( 'cstr' .2) .x40] = ode4S( 'estr'. 0.0. [lU.x4 ( .x20] ocle4S('estr'.x4j oclo4S( 'cstr' .0.x3 ( . .0. 10.5. .x09) .0. % phaseplane plot plot (xl ( .lO.xOlS). x041 [0.0.10.ode45 ('cstr' .0.10. [t51.x9(. [t4. x53] ode45 ( 'cstr' .x2l] .x'l (.JO. xOSO = [9.x014). J) .x51] ode45( 'cst. I) . .Appendixes 593 [t3. (x6 ( . [tl0. [t~52. 1) .2). 'w') plot (x3 ( .lO.x020).320].10. x9] odc.xOl6). [t6.4S (' cstr' .1) .x04l). 10.0.ode4S('cstr'.x15] . .x14] ocle45('cstr'.x8] ode4S('estr' .0.1) .lO.O. [t40.x17] ode4S('est:r' .x06).xl6] ocle4S('cstcr'.0.10. .S. x053) ..1) . [t21.'5.0.[9.1) ..x019).xlS] ocle4S( 'estr'.x049).x8 ( . 10. 'w' ) p1ot(x9 (. [t15. 10.
2) .2).21. 'w I ) .338. . 'w').2) .x21(:.21. ~) 9 6 plot(x32(:. ode45('cstr' . 'w' I plot (x13 ( : .x030). 'w') plot.2).3 S 9 ] .1) . 'w') plot (x12a( : .x41 ( : .xll(:.1) plot(xSO(:.O.2) .ll .339.x31] [t32. [368. % % 'I) 9(.339.21. . 2 I . . [2 .x033). 'w') p]ot(x12 (:.x49 (: . 1] .2). 1) plot (x41 ( : . plot(x33(:.1].h multiple steadystates') A J ) . % some initial conditions noL used x030 x031 = [5. 1) .21.518.tr' .I) .1) 'cf.5].xI9(:.x2 0 ( : .l).xU ( : . ode45('csLr'.IO/x(31) i ode4[j{ rest. 'f.1) . and label axes and provide plot title % axis ([0 10 300 425]) xlabel (' cODcent~nJtion.1) .x14 ( : . 'w').x30J [t_3l.2) .1) plot(x49 (: . 'w' I plot (xIS ( : . kgmol/m 3') ylabel ( .594 Diabatic Continuous Stirred Tank Reactors Module 9 plot(xll(:. 1) plot(x52.xU (: .x32(:.xI8(: .x22(: .2).x4 0 ( : . 1) . 'w') plot(x18(:. [S.21 . [5. % % set limits aD plot.(x22(: . deg K Lit~le{'cstr wit.1) . lO.518.21 .r' .1) plot (x53 ( : . 'w').(: . 'w' ) .2] .1]. [339. 'w').21.x31{:. ode4~)( % % % [t30. [S.2). 'w') plot(xI9(:.xSO(: . 'w').x12a(: .2).x52 (: x53 ( : J . 'w+ ' . 'w' ) plot (x14 ( : . % plot{x30 (: .lO. plot(x31(:. I 'w' ) . .2I.2). 'w').1) .ll.71. [31] .x17 (: .x16 ( : . 'w' ) plot(x21(:. 'wo' .x30 (: . 'wo') % % 1.21.2).768.x15 ( : . 564] . 'w'). 'w') plot (x2 0 ( : . 'w' ) plot (x16 ( : .2) . 'w' ) plot(x1'7 (: . 'w') % 'to mark the stable and unstable steadystates = (0 = stable. temperature.x032) .II . x032 xG33 (5.1). .O.lO. .2).1) .x32] [t33.1) .0.X33(:. 518] . 1 I .339.1l.368.I). + unstable) plot ( [8 .O.x33]" plot (x4 0 ( : . 1) plot(x'51(:.xSl(: . 'w').
ures that would yield the required reactor % temperature vector (assuming constant jacket temperature) % % For consistency with cstr ss.YAR (6) ideal gas constant (1. .January 1997 ~ acld(?d CSTR PAR % global CS'I'RPAR . % % parameter values. V F CS'I'R. (500) % CS'I'K_PAR(5) heat trans coef£ * area (150) % CS'l'R.Appendixes 595 function % [Tjs. cat CSTR_PAR (9) .m and cstr__dyn.CSTR PAR (5) . The elements of this vector % should be set in the command window before this routine ~.concs) =:: cstr__ io(Tempvec) % Generate the steadystate i/o curve for the diabatic CSTR." required reactor temperature vector 8. CS'l'R. E~_act CSTR_PAR (31 . this routine solves for the vector of % feed temperat.987) ~.m.987) reactor volume (1) feed flowrate (1) fE:. % In addition. VA CSTR PAR(6). Bequette 9 6 revise~cl 2 .CSTR PAR(lO).(c) B. we use 9 6 a global parameter vector. rhacp CSTR Pi\R(4).PAR (21 . % global CSTR_PAR % parameters (case 2) % CS'I'RPAR(ll frequency factor (9703*3600) % CSTR_PAR(2) heat of reaction (5960) 'Ii CSTR_PAR(3) activation energy (11843) % CSTR PAR(4) density*heat cap. (ar3suming a constant teed tJ~mperature). is run. '5 This routine solvE:?s tor vector of jacke1~ temperatures 9 6 that would yield 1:11E. % rrempvec is a vector of reactor temperatures generated % before this routine is called.(~d concentration (10) feed temperature (298) . Tf kO H_rxn % % % % % % % % % % frequency factor (9703*3600) heat of reaction (5960) activation energy (11843) density*heat cap_ (:500) ht trans coeff * area (150) gas constant (1.Tfs. % 16 July 96 .W. CSTR_PAR (7): reactor volume (I) % CS'l'R_PAR(81: feed flowrate (1) % CSTR_PAR(9): feed concentration (10) % CS'I'RPAR(lO) feed temperature (298) " CSTR_PAR(ll): jacket temperature (2981 'r. .YAR (B) . R CS'I'R.PAR (7) . case 2 shown in parentheses: % CSTRPAR (I 1 .
plot3 (F_Vlt. ) zlabe1 ( 'Temp_r' I .concs] cstr_io{Tempr).Tempr.fovkrhocp* (Tnmp . CSTR]AR(81 ~ 0. conc5(i) . stuff2 .0 220 400 280 400J) view(60. k kO*exp(E_aet/(R*Temp)).20) xl abel ('F/V') ylabc. end. UA/V. Tjs (il 'I'empvec(i) + (stuffl .Tt). stuffl .mCusp Catastrophe % cst. F_plt = ones (nptsl *CSTR_PAR(8).H rxn ).: : : ca. rate kO*exp (E dct/ (R*'I'emp)) *ca.1. Tempr ~ 280:5:400. 'w'I I I hold on for kindex = 1:9.m % generates the cusp diagram. p1ot3(F_plt.375 260 360 300 380JI axis([O.Tjs. % clear 'I'empr Tj s 'rfs cones. based on case 2 parameters % case2. 'w') end hold off % axis([0.r cusp. 'remp 'I'empvec ( i) .Tempr. 'is vary UA or F npts c= length (Tempr) . Temp~j .Tfs.k). % jacket temperature (298) % ratios used in the equations % fov UAoV F/V.ra te.1+ O. FpI t = ones (npts) *CS~'ICPAR(8 I .l 1. [Tjs. stuff4 H~rxn*rate.sLuff21/UAoV. ca fov*caf/ (fov +. 6 cstr~cusp .stuff41 / (fov*rhocpl. stuff3 UAoV* (Temp Tj) . [T] S 'ris cones J : : : c8tr io (Tempr) . ~ CSTR_PAR(8) 0. Tfs (il Tempvec(i) + (stuff3 .Tjs.596 '1'j ~) Diabatic Continuous Stirred Tank Reactors Module 9 CSTR_PAR(11). % for i = 1:1ength(Tempvec).I ( .25 1.l*kindex.
4 iVI I0.1 iVI I 0.2 iVI 10.5 iVI 10.7 Background Conceptual Description (If l)isti Ilation Dynamic Material Balances Solving the Stc<ldyStatc l~quations Solving the Nonlinear l)ynamic Equations StateSpace l. either for sale or for lise in other chemical processes.IDEAL BINARY DISTILLATION MODULE 10 After studying this module. the student should be able to Develop the dynamic modeling equations for ideal hinary distillation Solve for the steadyslale Linearize and find the slale space model Understand the dynmnic behavior of distillation columns Use MATLAB for steadystate and dynamic simulation 'fhe major sections of this module are: iVI 10.inear Distillation Models Multipliei tyBehavior M10.6 iVI 10.1 BACKGROUND Distillation is a common separation technique for liquid slreanlS 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. 597 .3 iVI 10.
598 vapor Ideal Binary Distillation Module 10 y x liquid FIGlJH:E !VItO. For illustration purposes.. I as a conceptual representation of phase (vapor/liquid) equilibrium.7. I)istillation is based on the separation of components of a liquid mixture by virtue or the difTcrcnccs in boiling points of thccomponcnts.2 Vapor/liquid equilibrium diagram.2 that the vapor composition is 0.5 x. we rind frOID Figure M! 0. O. if the liquid composition is 0. For example. Figure M 10.5 mole fraction of the light component. . Let x represcnt the mole fraction of the light component in the liquid phase and y represent the mole fraction of thc light component in the vapor phase. A saturated liquid mixture of two components at a given concentration is in equilibrium with a vapor phase that has a higher concentration of the light component than the liquid phase. I Closed system \vith liquid and vapor in cquiJibrililn.6 '" c Q 0. benzene is the light cOlnponcnl and toluene is the heavy component.2 is an example of an equilibrium diagram that rcprescnts the relationship bctvvecll the liquid and vapor phase cOITlpositions (mole fraction). in a mixture of benzene and toluene. We will refer to the pure component that boils at a lower temperature as the light component and the pure component that boils at a higher temperature as the heavy component. For example. \\le will base our discussion on the separation of liquid streams containing two cOinponents (I)inary mixture). 'fhe salu~ rated liquid is in equilibrium with a saturalcd vapor.B 00 w 0. OA 02 0. The concentration of the Iighl COtll~ pOllcnt will be larger in the vapor phase than the liquid phase. liqUid phase light component FIGURE i\:IlO. Consider r·'igme rvIlO. " '" > :'.
}'= I + (o:I)x (MIO.Product Reflux Distillate Feed Stream 1>1 NF Vapor Boilup NS (Heat added to Reboller) Bottoms Product FIGURE MlO.2 Conceptual Description of Distillation 599 For ideal mixtures. Vapor flows from stage to stage lip the colullm.2 was generated based tion (M 10.3 Schematic diagram for a distillation column. The vapor from the top tray is condensed to liquid in the overhead condenser and a portion of that liquid is returned as rcflux. this overhead rroduct stream cOlltains a concentrated amount of the light componcnt A portion of thc liquidatthc bottom of thc column is withdrawn as a bol.I) 011 where (~is known as the relative volatility. equa M10. FigurcMIO.. while liquid flows from stage to stage down the column.3. it is cOlllmon to model the phase equilibriulll relationship based on constant relative volatility o:x .. The feed typically enters close to the rniddlc of the column (above the feed stage).2 CONCEPTUAL DESCRIPTION OF DISTILLATION Thcft. .1) with (X ~ 2.Sec. Ml0..'::=r=::.JlIowing is a conceptual description of the operation of a binary (twocomponent) distillation colunm.loms product (containing a con Condenser (Heat removed from condenser) Overhead receiver _. Thc rest of that vapor is withdrawn as the overhead product stream.5..=. as shown in f'igurcMIO.
Generally.5 in that an additional input to the stage is from the feed to the column. allows one (0 IlHldcl the stage as a lumped parameter system. while the rest is vaporized in the rcboiler and returned to the column.5. it comes in contact with the vapor from the tray below. 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. FIGUIU: 1\'110.5 Conceptual material balance diagram for a typical stage. 'file liquid from one tray goes over a weir and cascades down to the next tray through a downcomcr.4 for it Schematic diagraol distillation C()lumn tray. As the liquid moves across a tray. as shown in !·'igurc M 10.6 Conceptual rnatcrial balance diagram for the feed stage. as the vapor from the tray below comeS in contact with the liquid. Assuming that the mixing is perfect.600 Ideal Binary Distillation Module 10 8 c o o E W . The schematic diagram for a sieve tray is shown in Figure MUlA.6. Lnfxnf VIlf11 Ynftl FIGlJRE i\1l0. centratcd amount of the heavy component). Li__ l Xil ViYi Lixi Vitl Yill FIGURE 1\'110. It differs from Figure M 10. turbulellt mixing is promoted. .
For any stage except the feed stage.2) where Mi is the liquid molar holdup on stage i. (MI0. [.3 Condenser A total condenser removes cnergy from the overhead vapor. we will make the COllllllon assumption of cquimolal ovcrllow (King.1 All Stages Except Feed. If the feed is a saturated liquid. resulling in a saturated liquid. we assume that the vapor tlowratc from one stage is equal to the vapor molar fJowratc of the stage below: (MI0.3) and that the liquid leaving the stage is equal to the liquid flowing from olle stage ahove: (MIOA) M10. Ml0. thcn qF =: (.3 Dynamic Material Balances 601 M10.3.3.6) M10.2 Feed Stage Let {{F' represent the quality of the fccdstrcam.7) . The vapor molar f10wratc leaVing the feed stage is (where NF =: number of the feed stage) (M 10.S is: accumulation liquid frolll tray above vapor from liquid vapor tray below leaving leaving dNlrt i dl (M 10. Condenser.3 DYNAMIC MATERIAL BALANCES M10. and Reboiler The component balance for the liquid phase of a lypical stage as shown in Figure MIO.5) Similarly. 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. while 'iF ~ 0 fbr a saturated vnpor. respectively. 1980). the liquid molar nowrate of the slrcanl leaving the feed stage is: (M I0.'01' this simple binary distillation model.Sec.3.
4 Reboiler Ideal Binary Distillation Module 10 A total material balance around the rcboilcr yields: Ii = L NS _ 1 where Vreboilcr Vrehoi1er (MIO. + FCI .IO) The stripping section vapor molar flow rates are: (MIO.l3) The rectifying section component balance is (from i = 2 to NF~l): dX j The feed stage balance is: "I = (MIOI4) dX NF dl The rectifying section component balance is (from i = NF+l to NSI): "Xi (MIO.BxNS .5 Summary of the Modeling Equations The rectifying section (top section of column.17) c .IS) 1 [ dt = M Lxi 'S r (MIO.II) The recti fying section vapor molar flowrates arc: Vii = V. M10.602 M10.16) And the rehoiIer component baLance is: dxNS' = "I 1 M [L\"NS_l .V\YNS] Ii (MJO.3.12) The overhead receiver component balance is: (MIO.9) The stripping section (bottom section of column. (MIO.8) is the reboiler molar llowrate and B is the bottoms product molar flow rate. above the feed stage) liquid molar nowrates arc: L R = L{) flowratcs are (MIO.3.'lr) In the following ~e assume a constant liquid phase molar holdup (dM/dt) = 0). below the feed stage) liquid molar (MIO.
A Newtonbased technique will be used to solve the equations.\') :.I )x.706 mol/min D "'" 0.SYill  LSx i  VSYi = 0 (MIO.19)(M I 0.:: O. I O'X i + (IX .5 mol/min qF 1 (sat'd liquid feed) . From the overhead recci vcr component balance: I.Sec.4 SOLVING THE STEADYSTATE EQUATIONS To obtain the steadystate concentrations we must solve the system of equations. The relationship between the liquid and vapor phase concentrations on a particular stage can be calculated using the constant relative volatility expression: y= .V. f~ = Ll\}.l Stead'y~State Operation of a 41Stage Column Consider a 41stage column with the overhead condenser as stage 1.5 ::: 1 mol/min zr 0.23) constitute a set of nonlinear algebraic equations.19) }<rol11 the rectifying section component balance (i = 2 to NF~]): + VRYi+ 1 ~" LW'C i ~ VRYi = 0 (M 10. f(.VUYNI 'co 0 (M 10. (MIO..:i t ~ y. Equations (M IO. ~ 0 (M 10. :0'::' LSX i _ 1 + V.2:1) arc N.5 mole fraction of light component R 2.~X.21) From the stripping section component balance (i ::::: NF+ I to NSl): f.18) is nonlinear in the state variable.S' equations in NS' unknowns. M10. . The following parameters and inputs apply ex F 1. since the relative volatility relationship (M I 0.18) M10.19)~(M 10.22) And from the reboiler component balance: f:vs where B = L. EXAlV1PLE MIO.20) From thefced stage balance: j~'F = LgxN/' J + VSYNr+ I + FZ r ~ LS'''NF . = LSX NS _ 1  Bx NS  VSYNS = () (MI023) We must realize that (M 10. the feed tray as stage 21 and the reboiler as stage 41.4 Solving the SteadyState Equations 603 EQUILIBRIUM RELATIONSHIP It is assumed that the vapor leaving a stage is in equilibrium with the liquid on the stage.
= tions._ .604 Ideal Binary Distillation Module 10 r:rom an overall material balance. .5."'" L s .7. the hottoms product f10wratc is.. nominal _J _ E 0. 3.0..::: +1II(.706.0. SteadyState InputOutput Relationships The scnsitvity to rdlux rate is also shown by the plot in Figure MIO.b.706 + I = 3.206 mol/min '[ he ll1tJle d 1 st C. 1% rellux. The steadystale gain (change in oUlput/dmnge in input) for distillatc composition is large whcn reflux is less than 2. _ ~ 5 10 15 20 stage 25 30 35 40 FIGURE MJO. _ __'__ _ .706 .2 o ____1.7 Liquid phase composition (mol fraction of light component) as a function of stage number.. R 0 2. dashed.6 8 :c £>04 0.. dOlled:::o.B .L.0 I for tile nominal rcllux rate (2. Solid := nominal reflux.5 c=.706 mol/min and a balance around the reboiler yields: V\' . V 0 3206 08 [ _~ __:_ ~11 O~O.706mollmin). 3.0. Tn (shown in the Appendix) is used to sol ve for the steadystate composi x fsolve( 'di~oL S. Notice the strong sensitivity to rellux flowrate.. B the stripping section flowr:ltc is: = F .xO) The resulting compositions are shown in Figure M 10.D = 1 . l.X.7.5 mol/min Ls = R j Fqr = 2. 'Che overhead composition (stage I) is 0.90 and the bolJOllls composition (stage 41) is 0.3' . alpha 0 1.. reflux..
68 2. where the gain is small when reflux is Jess than 2.04 0. Ml0.68 2.72 _ L _ 2.72 2.74 FIGURE i\i110. 'rile next example L1ses the variable step size MATLAB routine ode4 5 to perform the intcgratiOlL EXAMPLE lV110.> flux greater than 2. This sensitivity has important nnnificati{)HS for control system design.7 mol/min.I3)(M 10. with the initial condiLions of Lhe stage compositions equal to the steadystate solution or Example M 1O. 'T'hc opposite relatiollship holds for bottoms composition. ~ 0.7 reflux 2. Here we use the following parameters: MJ=M o tv}] = M 3 :::: 5 overhead receiver molar holdup feed tray molar holdup hottoms (reboiler) molar holdup :::::.5 Solving the Nonlinear Dynamic Equations 605 but small when the reflux is greater than 2.5 mol = 0. L The ~\dditional parameters needed for the dymunic simulation are the molar holdups on each stage.8 Steadystate input (reflux).2 Dynamic Response Consider now the previolls problem. _~J:_~_':: 2.06 ~ 0.66 2. which can he solved using numerical integration techniques.17) arc a set of initial value ordinary equations.02 o ::::.5 mol =5 mol .95 2.66 2.71 1l1OlImin.74 0.71 mol/min. M10.7 reflux 1_________ 2.olltput (distillate or boUoms composilion) relationship. but large for n.5 SOLVING THE NONLINEAR DYNAMIC EQUATIONS Equations (M IO.Sec.
[t. Solid line c::: +l(k. I (j{ step changes in the reflux rate at time t:. M10.: : : C x' (MI0. so global parameters afC defined in the mfilc dis L_dyn.x]o::ode45( 'dist_dyn' IO. m shown in the Appendix.xO) Note that the currenl version of ode4 5 docs 1101 allow model p.A x' t n u' (M 10.9 Illustration in Ilonlinear response or distillate and bottoms compositions to :'>tcp changes in reflux. min 250 300 350 400 FIGURE M10.25) .9.96 0.24) y' . 'fhe opposite effects arc observed l~)r bottoms composition.:: 5 minutes.94 0.::.400.02 o o 50 100 150 200 time.()J (the composition cannot he greater than I mole hac lion) while it call decrease much more than that.06 0.:::: 19().. min 250 300 350 400 ? 0.' the results of J.6 STATESPACE LINEAR DISTILLATION MODELS Linear state space models arc useful for slability analysis and control system design.606 Ideal Binary Distillation Module 10 To illustrate the nonlinear behavior we compan. tbis makes since because the maximum possible increase in distillate purity is (J. 0.step change in the reflux rate yields a snlal! increase in the distillate composition. Here we develop models of the (orm: x . where a positive reflux change yields a large bottoms composition change.'igurc MIO. Dashed line. A negative reflux change yields a small bottoms composition change.04 o 50 100 150 200 time.lnullClerS to be passed through the argument list. A negative J (J{ step change ill reflux causes a larger change in the distillate purity. The following results arc shown in l. A positive lr.98 ~ 0.
ax. I = ) (t'i+ 1 VnJ(.33) ill. I'vf/ I (MI031) illy/ ANF. 1 M[ (ivlIO.35) (M 10..6 StateSpace Linear Distillation Models Xl :.I?) (M 1(27) V/JC A11) .01' (M 1(28) i = 2 to NF] : ill.: u ..x~. M10.· dX.37) .' 0'.:. (I+«II)x)' (MIO.vF' I V)<'. (M I 0. ()Xi i I V/<i+J iVf/ (ivlI0./ M.u.36) A iJI and for the rcboiler (stage iV.26) and linearizing the dynamic equations (M IO.\ (the subscript S .') ill. JX i 1 M[ (M 10.: X ..34) Fori=NF+1 toNSI: (If. ilx..Sec.V/<Nr+ I (MIO. av = .30) Au I F'or the feed stage: ill. indicates the steadystate values).13)(M IO.:. Defining I( = u' .29) (M 10. 607 where! is used to represent the deviation variables.NF I JXA'V_I (MI032) ill" ()x NP A.
au? 0 (M IOAO) Mr anel for the bottom stage: B'. for the derivatives with respect to the inputs.45) would be quite large (say 4pt order).f! (M I OA4) M10. tIlcn: C u " 1. For a colunm of reasonable sile (say the 41stagc example) the denominator polynomial ill (M 10. arc manipu .) ANS. 1 (M I 0.Yvs MNS (M I OA2) If the output variables arc the overhead and bottoms compositions. while C?NS eli . .c.').B. LR . aj. The key assumption that must be made for this behavior to occur is that mass flows..2 .6. including multiple steadystates.: L! and Vii'::::: VrehoJler: B. Nice cxalnples are shown by Jacobsen and Skogestad (1991.C) for a particular set of parameters (and steadystate comrJositions). again. OllZ Yil  Mr (MIOAI) B N.1 Transforming the State Space Linear Models to Transfer Function Form The matrix transfer function is: G(s) ~ (.li_ I Mil (M 10.(sfA)'!! (M IOA5) It is easy to generate MATLAB mfiles to calculate each of the state~sIxlcc matrices (A. C'!. M NS au] !!"\2 ~ aU ~ '.38) N . M10.: (M 10. I ~ . The steadystate gain matrix is: (M IOA6) where. 1'_..K MlJ ttl . \Vhat is often more llseful is to be able to directly calculate the steadystate gain matrix.NS _(13 + V... while 0 for i .. rather than molar flows. .. aj...NSl Ideal Binary Distillation Module 10 at. 1994).39) Ill:::: Now.."C:_ O.608 A NS..7 MULTIPLICITY BEHAVIOR Even simple ideal binary distillation columns have been shown recently to have interesting steady~state and dynamic behavior. it is easy to generate a MATLAB mfile to perform this calculation.2 For i = I to NSI: aj.43) = 1.i ::0' 0 for i j... 2 ill. as shown below.
J.M. E. New York: McCirawllill. E. Skogestad. Liapis. (1976). The 41stagc column example shows that stcadystatc distillate and bottom compositions arc a nonlinear function of the manipulated inputs (distillate and vapor boil~up flows). & M. 6·lIg.W..L.e. & S.. Englewood Cliffs.. NJ: PrenticeHall. Res. C. 2nd cd. Instability or distillation columns. (1994). A/ChE .1.ol EJlgineering. W. Understanding the dynamic hehavior of disljl~ lation columns..l. Un. CD... (199 J).W. New York: McGrawHili. & A. 2nd cd. SUMMARY In this chapter wc have dcveloped modeling equations to dcscribe tile steadystate and dynamic behavior of ideal. Smith.. Also.1 are presented in the following two references: Skogestad.uyben. binary distillation COIUlllllS. (1980).)'eparatioll Problems.'l1gineers. Morari. 37(4): 499511. 3rd cd. Holland. Process A1odding. & J. The panlllleters for Example M I0. The reader is encouraged to read these papers and modify the MArLAB mfiles presented in this chapter to illustrate the behavior shown by Jacobsen and Skogestad. (1988). 27( 10): 18481862. the dynarnic responses or these COll1positions depends on the magnitude <lnd direction of changes in the manipulated inputs. Zafirioll.D.. McCabe. New York: McGrawHilI. (J 990). (1988). Jacobsen. A/ChE. (1981). (1983). Ncw York: McGrawHilI. & S. New York: McGrawHill. Simulation 01/(1 COlltrol. & E. The dynamic lnodcling equations for distillation are prescIlted by: L. Multiple steady~stales in ideal two~product distillation.I. Robust Process Control. Skogcstad. More advanced treatments of stcadyst::lte and dynamic distillation models arc prescnted by: Holland. Morari..!iJr Chemical h. 5.f Operations (?F Chemlt. The possibility of multiplc steadystate behavior in ideal binary distillation is presented by: Jacobsen. W. Choll.L. FUlldamenfals (~l Multicompoflent Distillation. Computer Methods'for Solving Dynamic . REFERENCES AND FURTHER READING The following undergraduate chelnical engineering texts develop the steadystate modeling equations ror ideal binary distillation: King. /ild.40(9): 14661478 . S.References and Further Reading 609 lated.'cparatiolls Processes. C.
7 10 time is The Reflux is step changed from 3. the reflux is changed from 3.02 S time ~ 0.08 ·x .74 (J) 0. 0. Consider a simple I tray (3 stage) column with the overhead condenser as stage I.486 = composition of stagc 2 (the feed tray) [ 0. with the initial conditions of the stage COITlPO~ sitions equal to the slcady~state solution. Usc the following parameters and inputs: R = ifF = = = F lJ Zp 5 3 mol/min I 1 mol/min 0. the stripping section flowratc and the vapor boilup rate (stripping section vapor Ilowrate).5 mole fraction of light component Find the bottoms product Jlowratc.297 bottoms product composition Consider now the dynamic behavior.:.06 0.m to find the resulting compositions: x = 0. Usc ode45 and dist_dyn. kIn = = overhead receiver molar holdup feed tray molar holdup 5 mol 0.78 0. M2 M. m to simulate the dynamic behavior shown in the figures below.72 0.004 ~ 0.610 Ideal Binary Distillation Module 10 STUDENT EXERCISES 1.703] [ distillate composition ] 0. Usc: M.2 mol/min. 5 = bottoms (reboilcr) molar holdup = 5 11101 At lime zero. .5 mol.5 mol/min 0.76 ~ 0.0 mol/min to 3. the feed tray as stage 2 and the reboilcr as stage 3.0 to 3. The additional paramcters needed for the dynamic simulation are the molar holdups on each stage. Usc fsolve and dist_ss.2 at 1 :::: I minute.
'j ) % DIS'I'_PAR(9:19) used by dist_dyn. A total condenser is assumed. The partial reboiler % is stage ns (the number of equilibrium "trays" is then % DsI). % ThE~ overhead receiver is stage .Appendix 611 APPENDIX function f % . DIST~PAR(3) . Liqht comp (0. % teed quality ( l 0 = sal'd vapor) (1) % reflux flowrate (3 ) ~) rE'"boiler vapor flowrat.::: dist_ss(x).m and dist~dyn. disp ( not enough parametlC':rs given in disp (' ') disp (' check to SQe that global DIS'I' PAR ha.::: fsolve (' dist_ss' % I xO) ~~ wher(~ xO is a vector of initial guesses for the liquid % phase stage compositions (length(xO) :c: DS) % % % % % DIST~PAR is a vector of distillation column parameters used by both dist sS. or from a script tile (after defining parameters % in the DIST_PAR array: % % x . Wayne Bequette .m DIST~PAR ') if 1engthIDIST_PAR) I < 8. % % to use this function.. % % (c) 1993 B.1.21 june 93 % revised 31 Dec 96 % % All flowrates are molar quantities. IJIST_PAR I 6) . DIST_PAR(2) . PAR(8) . % solve for the steadystate stage compositons in an ideal % binary distillation column using fsolve." bCE"n defined ') return end % alpha DIST_PAR(l) .e ( 3 . % total number of stages (3 ) % feed stage (2 ) % feed flowrate (1 ) % feed cc)mposition.5) sat'd liqd. enter the following in the con@and % window. D151'. reflux vapor % DIST PAR(7)  . ~ 9 6 relative volatility 12.m (distillation dynamics) % dist = distillate product flowrate . The column parameters should be specified in the % DIST_PAR array. Stages are numbered % from the top down. OJ) ns nf feed zfeed qf % DIS'r_PAR (4) . DIST_PAR('j) .
refl_ux + feed*qf. % zero the function vector % f :::. yap % rectifying and stripping section liquid flowrates % lr Is % % reflux. Ideal Binary Distillation Module 10 f (i) °6 % % Ibot II' Is VI' VS ith comp mat bal equation bottoms product flowrate liquid flow in rectifying section (top) liquid flow in stripping section (bottom) vapor flow ~ ::0: % % % % % ~ rectifying sec (::::: vapor + feed* (lqf) x(i) y(i) vapor flow ~ stripping section (~ vapor) mole frae light component on stage i. liq mole frae light component OD stage i.l*x(i)). % % rectifying (top) section . end 9" % material balances % % overhead receiver % f (1) = (vr*y(2) . % rectifying and stripping section vapor flowrates vs vr % vapor. stripping section ') disp(' I ') disp ( liquid flowrate is negative') return end 1.+(alphal. % distillate and bottoms rates % dist_ VI' Ibot % reflux.(dist+xeflux) *x(I)).: zeros(ns.vs. vs + feed*(lqf).l) % i % % calculate the equilibrium vapor compositions for i=l:nsi y(i)=(alpha*x(i))/(l. Is . distillate flow < 0') return end if Ibot < 0 disp{'error in specifications. if dist < 0 disp('error in specifications.612 ~t.
% stripping (bottom) section ~. xl ode451 'dist_dyn' . Wayne Bequette .Jtage compositions in an ideal % binary (listillat~on column using ode45. % to use this function.24 Jan 1997 % revised 31 Dec 96 % ~t. flil ls*x(il)+vs*Yli+l)ls*xli)vs*y(il. % The overhead receiver if3 stage 1. for i".xO) % where xO is a vector of initial values for the liquid % phase stage compositions (length(xO) ~ DS) % 7.m .m and dist_dyn. o % solve for the transient . dist dyn. A total condenser is assumed. or from a script file (after defining parameters % in the DIST_PAR array: % 9 6 [t. n81). end % % reboiler % f(ns)=(ls*xlnsl)lbot*x(ns)vs*y(ns)).2:nfl. flil=lr*xlill+vr*yli+ll1r*x(ilvr*yli) . Th(~ column parametE~rs should be specifi(~d in the % DISrr PAR array.to.m function xdot. % % (e) 1997 B. end % % feed stage f Infl % lr*x{nfl)+vs*y{nf+llls*x(nflvr*y(nf)+feed*zfeed. o == dist~ __dyn (t J x) .ing in the command % window. Stages are numbered % from the top down. DIST _PAR is a vector of distillation column parameters % used by both dist 88.Appendix 613 'r. for i=n£+1:n51. All flowrates art::" molar quant~ities. The partial reboiler % is stage DS (tIle number of equilibrium "trays" is then ~f. enter the fol1ow.tf.
. check disturbanc0f. % DIS'1' YAR(15) i DIST_PAR(16) i tstepv stepzf tstepzf stepf Lst(~pf % % 9 6 DIST_PAR(17)i % DIST]AR (IS)..PAR ( ~) ) .:> frac light componenl.614 Ideal Binary Distillation Module 10 if 1ength(DISTPAR) < 11.5) 19.rectifyin9 sec {= vapor + feed* (lqf) vapor flow . n£ [cedi zfeedi qf ~~  DIST_PAR(I) DIS'r__ PAH (2) DIST PAR(3 ) DIS'I" PAR (4) DIS'T' . .) in vapor (0) time of vapor step change (0) magnitude of fc(~d comp change (0) time of feed camp change (0) magnitude of feed flow change (0) time of foed flow change (0) else stepr st:epzf end % 0. DIS'I' PAR (10) . light comp (0.ion % if t < tstepr. % relative ~olatility (1.tepr st~cpv DIST_PAH(12). .s (41) .vrate bottoms product flowrate liquid flow in rectifying section (top) liquid flow in stripping section (bottom) vapor flow . feed composit::.m (cJistillat:ion dynamics) disLillate product flO1. DIST_PAH(S) .stripping section (= vapor) mole frac light component on stage i liq light component ith stage mat bal equation molc. rnS'l'. . tst. DIS'l' PAR (] 1) . % if length (DIST_Pt\R) stepr U:.. DIST__ PAR (13). tstepv = 0 i 0 i tstepzf = 0. di~3P ( not enough parameters given in DTST~PAH_') disp (' ') disp ( 'check to sec that global DIST_PAR has been defined') I return end % alpha n. . stept = 0.epf = 0 i :(. tstepr = 0 i stepv = 0. .:i " feed stage' (21) % initial feed flowrate (1) % initiaJ feed composiLiol1. " total number 0 f s Laq('. % % DI~_::T_PAR{9:19) dist Ibot LI' % % Is vr vs x (i) xdot(i) y (i) used by di~3t_dyn.5) '). in rt'lflux. PAR(14). DIST_PAR(9) . == rc. and feed flowrate vapor boilup.:. vap I ~6 Vs <J(. PAR(7) .5) DIST PAR(6) . DIST .706) 0 initial reflux flowrate % initial reboiler vapor £lowrate ~6 (3.:. ~~. IHST PAR(19) i '.stillatE' molar hold~up (5) mb ml % bottoms molar holdup (5) 'x sLaqe molar holdup (D. % magnit_udn step in reflux (O) t~ime of reflux step change (0) magnitude stc':'}.on stagei.£luxl vapori mel % feed quality (1 = sat:' d liqd.206 ) d. o ~ saL'd vapor) (1) 9 (2.1.
zfeed. . if t < tstepv.por vapor i.zf(:.nq section liquid flowrates lr 1s 9. rectifying and strippi. vapor else ViJ. distillate flow < D') return end if lbat < 0 disp{'error in specifications.zfeedi end % + stepzf. 1) .reflux.cdi. % distil.:3t: < 0 disp('error in specifications. vs + feed*(lqfl. else zfeed . Ibc) t: vr . reflux! feed*qf. feec1i.i t SLOpr end (I.ripp_ing % vapor. strippin9 section ') disp (' 'I disp ( 'liquid flowrate is Df:~gative ') return end % zero the function vector % zeros (ns.Appendix 615 reflux else refLux ('Ond reflux. vapori sLepv..i. if di. Is  V~. section vapor flowrates rectifying and vs VI' st~.5 reflux. feed else feed feec1. end if t: < tsLepzf.late and bottoms rates % dist. refluxi + sLepr. if t < tstepf. % .
% stripping (bottom) section % for i==0£+1:os1. .616 Ideal Binary Distillation Module 10 % calculate the equilibrium vapor compositions % for i==l:ns. end % % reboiler % xdot (ns 1= (l/mb) * (18 *x (nsl) Ibot *x (ns) vs *y (ns) I .)*x(i)l. y(i)=(aIpha*x(i)I/(I. % feed stage % xdot (nf) % (lImt) * (Ir*x (nfl I +vs *y (nf+ 1) ·ls'x (nf 1 r*y(nf)+feed*zfeed).+(alphaI. end % % material balances % % overhead receiver % xdot(II=(I/md) * (vr*y(2) (dist+reUux) *x(II). % % rectifying (top) % section for i=2:nfl. xdot (i I = (I/mt) end % * (Ir*x (il I +vr*y(itl) lr*x (i) vr'y( i) ) . xdot(il=(l/mt)*(ls*x(ill+vs*y(i+l)ls*x(ilvs*y(i)) .
549 dynamic behavior. 540 phaseplane. 440 Complex variables. 58 Newton's method. 366 transcritica1. 66 Analysis. 128.529 bifurcation behavior. 18 instantaneous (differential). 52 nonlinear. 388 pitchfork. 155 Bifurcation continuous systems. 27 gas law. 216. 535 linearization. 530 Monad kinetics. 55 false position. 396 Characteristic cqu<1tion. 27 equilibrium.250. 27 valves. 337. 145. 54 direct substitution. 533 Block diagrams.INDEX Absorption. 534 substrate inhibition kinetics. 262 SIMULINK. 60 interval halving (bisection). 536 model. 278. 29 617 . 320. 458 semibatch. 339 Cofactor. 60. 20 Batch reactor. 143 linear regression. 467 Boundary value differential cquati(l!ls. 532 multiple steadystates. 28 heat transfer. 289 Characteristic polynomial. 539 steadystate. 445 Cobweb diagrams. 362 saddlenode. 342 Biochemical reactor. 17 integral. 490 Algebraic Equations linear.368 discrete systerns. 421 Constitutive relations. 444. 29 kinetics. 53. 361 Hopi. II Balance equations. 283 Chaos.
562 Estimation discrete models. 273 Feigenbaum's nUlnber. 60 ricedback. 374. 440 conditions for stability of twostale systems. 34 Distillation. 222 Initial conditions. 587 Lorenz equations. 571 motkl. 20 1.120. 145.146 Initial value theorem.>timc models. 597 dynamic behavior. 605 linearization. 31 potential. 31 Equilibrium point. 80 Euler. 550 diabatic CSTH. 606 model. 6. 195 linear regression. 289 llo!llogelleous differential equations. 290 stale space. 353 r:inal value theorem. 177 Pixed point.618 Continuous stirrcc!lank reactor (CSTR) isothennal.. J 10. ()Ol Exothermic. 37 Integrating systems. 31 kinetic.236 secondorder systems. 216 Decay ratio. 454 Determinant. 601 multiple sleady~s{ates. 31 total. 578 Damping factor. 31 internal. 452 Euler integration. 169 l)iscretl. iniplicit. 52. 3X8 diabatie reactor.293. 443 nthorder differential equations.506 diaharic. 8. 55 Index Enthalpy. 603 Eigenvalues. 82 RungeKuHa. 559 Convergence. XI [~xtinction. 578 dynamic behavior. 81 r~lller. 52 Equilibrium stage. 608 steadystate. 120 phase~plane analysis. 471 Heterogeneous differential equations. S(lS linearization.31 . 44:i statespace models. 53. 584. 311 Energy. 221 Decision variables. 3 J 2 Deviation variables. 441 Laplace transform. 82 Inverse matrix. 371 biochernical reactor.titution.561 multiple steadystates. 559 cusp catastrophe. 200. 344 Heated mixing tank. 295 firstorder ITanskr functions. 39. 492. 572 stcady~statc 563 Dimensionless models. 206 Integration methods. 576 liaise position. explicit. 401 llysteresis. 561. 146 statespace models. 152. 567 phasc~plane. 560 heal of reaction.289 Hopi' bifurcation. 177 Input variable. 439 Ignition.<. 35 Direct sub.. 291 Distributed parameter system. 582 Identity matrix. 291 transfer function. 288 Diabatic reactor. 576 ImpUlse responses firstorder systems. 198 MATLAB. 311 Eigenvectors. 441 Critically damped. 219 Cusp catastrophe. 88 step size. 120 phaseplane analysis. 55 Cramer's rule. 32. 95. 21.
436 cofactor. 447 eig. 430 entering matrices. 455 Linear systems analysis. 436 addition. 384 Linear regression. 458 decision variables. 443 eigenvector. 6 MIITLAB. 440 diagonal. 271 van de V usse reactor. 417 ifthen. 170 integrals. 169 derivatives. 4:~8 vectOr norm. 397 stability. 452 hatch reactor.:. 173 Initial value thcorem. 236 initial.7 Logistic equation.ation. 439 inverse. 520 Jacohian matrix. 177 final valuc theorcm. II Linearll. 459 polyval. 174 step. 430 transpose. 427 forloops. 17 I table. 117. 229 parallel processes. 53. 447 Matrix operations and properties. 427 function routines. 460 roots. 269 det. 432 complex variables. 227.lel. 19 Minor. 334 Lorenz equations. 272 plot. 448 Matrix transferfunctions. 440 determinant. 399 stcady~state. 109. 186 time delay. 440 619 . 269 ss2tf. 422 polyf it. 441 luinors.234 trace. 454 MIITLAB.418 workspace. 264 Least squares. 70 fze:ro. 178 definition.415 background. 177 irupulse. 64. 422 script files. 124 feedback. 127 ode23.45R solution. 421 diary. 396 model equations. 169 Laplace transforms.eries. 174 ramp. 252 "tel'. 421 plotting. 95 ode45. 437 trace. 172 Leadlag transfer functions. 454 least squares objective function.7() Limit cycle. 248 Mean value theorem. 419 MATLAB. 452 LevcllocrgM<1Il1Ui11dt.d. 398 Lumped paranlCtcr systems. 416 commonly used cOllllnands. 439 eigenvalue. 63 impulse.275 ~. 168 applications. 208. 323. 443 identity.Index Inverse response. 428 toolhoxes. 440 transpose. 446 expm. 173 exponential. 429 MATHWORKS. 276 [solve.431 multiplication. 431 commonly llsed functions. 440 multiplication.234 Lf2ss. 127. 2f<. 95 par. 176 pulse. 195 introduction. functions and routines conv.
620 Mixing tank. 494 biochemical reactor. 221 ROLlth stability criterion. 464 Space time. 229 Statespace models. 154 Numerator dynamics. 35 mathematical. 303 . 1640 uses. 291 fixedpoint solutions. SIR Newton's method single equation. 4. 230 Parameter. 448 ()verdmnpcd. 145. 535. 564.2:)9 timevarying parameters. 344 numerical methods. 363 Poles. 540 diabatic CSTR. 120. 226 Objective function. 305 Semibatch reactor.447 Simulation. 228 Pole~l. 183 distinct roots. 66 quasi. 608 input Illultiplicity. 311 nonlinear. 181 repeated roots. 23. 130.276 Saddle point. ClO multiple equations. 342 Orthogonality. 304.cro cancellation. 335. 5 dimensionless. 17 Multiplicity (multiple steadystates). 278. 486 linear. 10 SingUlar matrices. 599 Regression analysis. 182 Periodic behavior. 224 Similarity transform. 38 Parameter estimation discrete models. 321 diabatic reactor. 2'cl7 Sine inputs. 606 heated mixing tank. 443 Reactiondilfusion. 37. 195 linear regression. 311 transfer function models.ation. 17 operator training. 17 control system design.69 Norm Vector. 179 complex roots. 84 state space models. 152. 157. 221 Padc approximation. 348 Phaseplane analysis. 60 ReJati vc order. 316 Pitchfork bifurcation. 536 diahatic reactor.289 nonhomogcnC(lliS (heterogeneous). 454 Optimi/. 145. 452 Rise time. 574 Index biochemical reactor. 35 Recycle. 332 Process modeL 5 developing equations. 572 heated mixing tank. II biochemical reactors. 155 Shooting method.44X Nth order ordinary differential equations homogeneous.2IX Overshoot. 452 Parlial fraction expansion. 17 safety. 443 SIMULlNK. 263 Population growth. J 91 Model definitions. 508 Space velocity. 273 Rcguli falsi. 295 firstorder transfer functions. 17 process design. 508 Stability discretetime models. 334 Rank. 475 isothermal CS'rR. l6 Quadratic map. 78. 5 { I van de Vussc reactor. 219 Relative volatility.572 distillation.454 Orbit diagrams. 567 distillation. 524 outpullllultiplicity. ] 06 absorption.
206 leadlag. 227 statc space models. 4 System. 5J4 leadlag systems. 55 Zeros algebraic equation. 55 absolute.464 vall de Vusse model linear. 26 liquid. 55 relative. 60. 106. 2 J 6 series. 20X isothermal CSTR. 540 Taylor series. 203. 518 nonlinear. 2] 7 secondorder with numerator dynamks.415 matrix algebra. J 09 'fhcrmodynamics. 606 Trace conditions for stability of twostale systems. 63 of a transfer function. 435 SIMULlNK. 193 integrating system. 231 van de Vussc reactor. 209 MATLAB. 31 Tolerance. 452 MATLAB. 127. 37 Step response absorption. 478 timedeJay systems. 293. 516 Washout. 115 Symbolic analysts. 10 ESCOLA CC c' ::~':HARIA BIBLI01t:CA . 521 Surge drums gas. 23. 127 stirred tank heater.Index State variables. 248 secondorder. 229 621 effect of poleshcros. 44() Transfer functions firstorder. 208 matrix. 191 firstorder plus timedelay. 22R righ{~half plane.438 Tutori~tl reviews linear regression.234 secondorder systems. 112. 267 cI'ranspose. 496 distillation. 228 firstorder SystCrllS. 204 integrating. 312 Ilmtrix.
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com 9780132 068895 . and easy to use. He holds a B. ' ISBN 0132068893 90000 PRENTICE HALL Upper Saddle River. .s. and Simulation B. adaptable models for reallife chemical processes. scaling. With an emphasis on numerical methods and the dynamic nature of chemical processes. Process Dynamics covers: • Process Modeling: material and energy balances. comprehensive. This innovative book applies the power of MATLAB and SIMULINK software to the dynamic behavior of chemical processes. both linear and nonlinear. from the University of Arkansas and a Ph. About the Author B. WAYNE BEQUElTE is an Associate Professor of Chemical Engineering at Rensselaer Polytechnic Institute. Wayne Bequette In today's highly integrated chemical process plants it is important to consider process dynamics at the process design stage. lumped parameter systems. Process Dynamics: provides a thorough treatment of this complex subject. Practical. associated MATLAB routines • Linear and Nonlinear Systems Analysis: Laplace transforms. chaos theory Special review and learning modules further integrate the software applications with the key text concepts. the quadratic map. This book is based on seven years of experience In teaching Process Dynamics and ChemiCAll Process Control. to create accurate. He has published numerous articles on process dynamics and control. Analysis. Computer simulation techniques allow the application of multiple analytical strategies. a journal of the International Federation of Automatic Control. NJ 07458 http://www. with an emphasis on nonlinear systems.I CHEMICAL ENGINEERING I Process Dynamics Modeling. bifurcation.D.phptr. and constitutive relationships • Numerical Techniques: algebraic equations. from the University of Texas at Austin. numerical integration. block diagrams. He also serves an Associate Editor of Automatica. transfer function analysis. Endofchapter exercises complement the more extensive case studies at the end of the book.
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