CHEMICAL ENGINEERING

COMPUTATION
KKKK3522

Jarinah Mohd Ali, PhD

Jabatan Kejuruteraan Kimia & Proses
Fakulti Kejuruteraan dan Alam Bina
Universiti Kebangsaan Malaysia

jarinah@ukm.edu.my
INITIAL VALUE PROBLEM
 OBJECTIVES
1) Knowing how to implement the Runge-Kutta (RK)
methods for a single ODE:
• Euler
• Heun
• Fourth-Order RK
2) Knowing how to implement the Runge-Kutta
methods for systems of ODEs:
• Euler
• Fourth-order RK

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ORDINARY DIFFERENTIAL EQUATION (ODE)
• Equation/function that involves only one
independent variable

• General form of ordinary differential equation (ODE)

!"
= %(#, ")
!#
• The methods are a one-step methods with general
format:
")*+ = ") + ∅ℎ

• ∅ is the increment function used to extrapolate from

") (old value) to ")*+ (new value)
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 EULER METHOD

Slope = #(%& , (& )

• Known also as a point-slope
method
• Slope = ∅ = #(%& , (& )
• General equation (&*+ = (& + ∅ℎ

(&*+ = (& + #(%& , (& )ℎ

• New value of is predicted using the

slope
%& %&*+ %

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 EULER METHOD
Step 1:
Find the first derivative of a given function ! = −0.5' ( + 4' + −
10' - + 8.5' + 1
/!
= −2' + + 12' - − 20' + 8.5
/'
IF FUNCTION
Step 2: IS NOT
Identify the information to solve the problem: GIVEN??

1. Interval (1 = 2 to 1 = 3)
2. Step size of h= 2. 4.
3. Initial condition of (1 = 2 , 6 = 7)

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 EULER METHOD
Step 3:
Substitute in the equation

!"#$ = !" + '()" , !" )ℎ

Step 4:
Find the error, -. and percentage of error, /.

Note: Error can be calculated using Taylor series estimate

01 (23 ,43 ) 5 011 (23 ,43 ) 7 0(8) (23 ,43 ) 9
-. = 5!
ℎ + 7! ℎ + 9!
ℎ

Step 5:
Repeat the calculation with new step size until obtain the solution
or within the interval
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 EULER METHOD (EXCEL)
substitute to substitute to !t
equation formula
x ytrue f(xi,yi) f(xi,yi)*h yeuler Et Et(%)
i 0.0000 1.0000 8.5000 4.2500 1.0000 0.00 0.00
+1 0.5000 3.2188 1.2500 0.6250 5.2500 -2.03 -63.11
1.0000 3.0000 -1.5000 -0.7500 5.8750 -2.88 -95.83
1.5000 2.2188 -1.2500 -0.6250 5.1250 -2.91 -130.99
2.0000 2.0000 0.5000 0.2500 4.5000 -2.50 -125.00
2.5000 2.7188 2.2500 1.1250 4.7500 -2.03 -74.71
3.0000 4.0000 2.5000 1.2500 5.8750 -1.88 -46.88
3.5000 4.7188 -0.2500 -0.1250 7.1250 -2.41 -50.99
4.0000 3.0000 -7.5000 -3.7500 7.0000 -4.00 -133.33

TRY THIS IN EXCEL

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 EULER METHOD (MATLAB)
%% Euler simple method
close all
clear all
clc
% f(x) = -0.5x^4+4x^3-10x^2+8.5x+1; need to find the derivative

f= @(x) (-0.5*x.^4)+(4*x.^3)-(10*x.^2)+(8.5*x)+1;
df = @(x) (-2*x.^3)+(12*x.^2)-(20*x)+8.5;

xint = 0; xend = 4; %Interval

h =0.5; %step size
yint = 1; %Initial condition x=0, y=1

x = (xint:h:xend)';
ytrue = f(x);
sh = df(x)*h; % f(xi,yi)h (slope*h)
yeuler = yint;

for i= 2:xend*2
yeuler(i) =sh(i-1)+ yeuler(i-1);
end

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 ASSIGNMENT EULER METHOD

!"#
Given the differential equation of !$
= 2 − 6)* . Find the

concentration,)* (mol⁄01) after 3 min with a step size of ℎ = 1.

Initial condition 6 = 0, )* = 0.5 using Euler Method.

Submit by 06/12/2019

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 HUEN METHOD
,
Slope =
# $% ,'% (#($%*+,'%*+
.
)
• Predictor-corrector approach
,
# $% ,'% (#($%*+ ,'%*+ )
• Slope = ∅ =
.
• Predictor equation
2
/0(1 = /0 + 4(50 , /0 )ℎ

• Corrector equation
50 50(1 5 2
4 50 , /0 + 4(50(1 , /0(1 )
/0(1 = /0 + ℎ
2

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 HUEN METHOD (EXCEL)
Use Heun method to integrate ! " = 4% &.() − 0.5!
from - = 0 to - = 4 with ℎ = 1. Initial condition -& = 0, !& = 2
similar to yeuler
y0^1 Use formula Use formula !a
Slope predictor Predicted slope corrector
x f(xi,yi) ypredictor inbetween Avg ycorrector Ea Ea(%)
i 0.0000 3.0000 2.0000 2.0000
+1 1.0000 6.4022 5.0000 4.7011 6.7011
2.0000 14.1110 11.4022 5.5516 4.2758 6.2758 0.07 6.78
3.0000 31.3361 25.5132 5.7643 4.3821 6.3821 0.02 1.67
4.0000 69.7055 56.8493 5.7111 4.3555 6.3555 0.00 0.42

TRY THIS IN EXCEL

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 RUNGE-KUTTA
1) Runge-Kutta (RK) method achieves the accuracy of a Taylor series
without requiring the calculation of higher derivatives.
2) The increment function, ∅ is represented by:

∅ = #$ %$ + #' %' + … + #) %) where #* + are constant and % * +

%$ = ,(./ , 1/ )
%' = ,(./ + 3$ ℎ, 1/ + 5$$ %$ ℎ)
%6 = ,(./ + 3' ℎ, 1/ + 5'$ %$ ℎ + 5'' %' ℎ)
⋮
%) = ,(./ + 3)8$ ℎ, 1/ + 5)8$,$ %$ ℎ + 5)8$,' %' ℎ + ⋯ + 5)8$,)8$ %)8$ ℎ)

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 4TH ORDER RUNGE-KUTTA
1
!"#$ = !" + )$ + 2)+ + 2), + )- ℎ
6

Where:

)$ = /(1" , !" )
1 1
)+ = /(1" + ℎ, !" + )$ℎ)
2 2
1 1
), = /(1" + ℎ, !" + )+ℎ)
2 2
)- = /(1" + ℎ, !" + ),ℎ) 1" 1"#$/+ 1"#$

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 4TH ORDER RUNGE-KUTTA

Slope
x f(xi,yi) k ymid y(intervalend)
i 0.0000 3.0000 k1 3.0000 0.5000 4.2010 6.20
i+1 1.0000 k2 4.2173 3.5000
k3 3.9130 4.1086
k4 5.9457 5.9130

Homework Example 22.5 Page 574 including MATLAB

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 SYSTEM EQUATIONS
• For solving system equations, initial condition is required,
starting value of !
• Single-equation methods can be used to solve systems of
ODE’s
• Apply the one-step method is applied for every equation at
each step before proceeding to the next step. (Example
Euler Method)
• If use Fourth-order Runge-Kutta method care must be taken
in calculating the k’s.

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