Topic 11 Boundery Value Prob CHP24

CHEMICAL ENGINEERING
COMPUTATION
KKKK3522
Jarinah Mohd Ali, PhD

Jabatan Kejuruteraan Kimia & Proses
Fakulti Kejuruteraan dan Alam Bina
Universiti Kebangsaan Malaysia
jarinah@ukm.edu.my
BOUNDARY VALUE
PROBLEMS
OBJECTIVES
1) Able to differentiate the initial-value and boundary-
value problems.
2) Able to express an nth order ODE as a system of n
first-order ODEs.
3) Able to use the shooting method for linear and
nonlinear ODEs
4) Understanding how derivative boundary conditions
are incorporated into the shooting method.
5) Able to implement the finite difference method
28/11/2019 KKKK3522 Chemical Engineering Computation 2

BOUNDARY VALUE PROBLEMS
• Ordinary differential equation (ODE) often deals

with an initial value problem, where all conditions
are specified at the same value of independent
variable.
• If nth order of system, n conditions are required
• However, some cases are dealing with unknown
single point conditions but given at different values
of the independent variables
• Thus, specified at extreme point or boundaries and
addressed as boundary-value problems
• In order to solve the boundary value problem
numerically shooting method is applied

SHOOTING METHOD
• Based on converting the boundary-

value problem into an equivalent
initial-value problem
• A guess is required undefined
values since the system do not have
sufficient initial conditions
• The guesses are changed following
a trial and error approach to obtain
a final solution that satisfies all the
boundary conditions

BOUNDARY CONDITIONS
TWO TYPES OF BOUNDARY CONDITIONS

WHERE SHOOTING METHOD CAN BE APPLIED
1. Dirichlet boundary conditions are those where a fixed

value of a variable is known at a particular location
2. Neumann boundary conditions are those where a

derivative is known at a particular location

SHOOTING METHOD FOR LINEAR ODE
Consider a linear ODE for the heated rod as follows:
(1)
Subject to a boundary conditions:
Convert this boundary value problem into an initial value problem by

defining the rate of change of temperature or the gradient:
2 pairs of
Re-expressed the above equation (1): ODEs

If initial condition of ! and " are available, those equations can be easily
solved using initial-value problem. Unfortunately, only ! 0 = !% is
available, thus the value for " 0 = "%,' is guessed.
Then by considering interpolation approach:

Apply shooting method to solve Eqn. (1), given ! = 10%, ℎ( =
0.05%+,, -. = 200 K, - 0 = 300 K and - 10 = 400 K, ∆3 = 2
Solution
Known - 0 = 300 K , guess 45,6 = −5 K/m for 4 0 . Then
integrate from 3 = 0 to 3 = 10
Help ODE45
in MATLAB
In MATLAB : ODE45 solver
tspan = [0 10];
y0 = [300,-5];
[t,y] = ode45(@(t,y) [y(2);-0.05*(200-y(1))], tspan, y0);
%Plot the solution.
plot(t,y,'-o')
SHOOTING METHOD FOR NONLINEAR ODE
1. Similarly, the nonlinear second-order equation is first expressed

as two first-order ODEs
2. Generate the coding to solve the problem
In MATLAB : ODE45 solver nonlinear equation
tspan = [0 10];
y0 = [300,-5];
[t,y] = ode45(@(t,y) [y(2);-0.05*(200-y(1))-2.7e-9*(1.6e9-
y(1)^4)], tspan, y0);

FINITE-DIFFERENCE METHOD
Recall the heated rod, now divide it into series of nodes
Then converted into algebraic equation to use finite-difference

method
In Matrix form:

INCORPORATE DERIVATIVE BOUNDARY
Using Neumann boundary conditions
dt/dx
In matrix form we get: given

FINITE-DIFFERENCE METHOD
Coding in MATLAB
A = [2.2 -1 0 0; -1 2.2 -1 0; 0 -1 2.2 -1; 0 0 -1 2.2];

b = [340; 40; 40; 440];
T = A\b;
Coding in MATLAB with Neumann boundary conditions

A = [2.2 -2 0 0 0; -1 2.2 -1 0 0; 0 -1 2.2 -1 0; 0 0 -1
2.2 -1; 0 0 0 -1 2.2];
b = [40; 40; 40; 40; 440];
T = A\b;

ASSIGNMENT FINITE- DIFFERENCE
METHOD
Solve below nodes in two conditions:
a) Without boundary condition Dateline:
06/12/2019
b) With boundary condition, if T5 = 200

ADDITIONAL USAGE OF ODE

PROCESS MODELLING USING
SIMULINK & M-FILE ODE SOLVER
Link ODE solver in m-file with SIMULINK

1. Divide m-file into 3:

a) solvingode.m
b) reactor.m
c) Reactor_sfcn.m
2. Create a SIMULINK model (use s-function block from
SIMULINK Library)
3. Save all files in similar folder/path
4. Run only the SIMULINK model

a) solvingode.m
%Solving the ODE45 of CSTR
[t,x] = ode45(@reactor,[0 10],[0.1;40],[],55);
% manipulated variable = Tj = 55

b) reactor.m
R = 1.987;
V = 750;
function dx = reactor(t,x,u) F = 3000;
% Caf = 0.132;
% model for reactor Tf = 60;
% Tj = 55;
A =1221;
Ca = x(1); %lbmol/ft^3
T = x(2); % degF ra = k0*exp(-
Ea/(R*(T+460)))*Ca;
Ea = 32400; %BTU/lbmol dCa = (F/V)*(Caf-Ca)-ra;
k0 = 15e12; %hr^-1 dT = (F/V)*(Tf-T)-
dH = -45000; %BTU/lbmol (dH)/(rhocp)*ra-
U = 75; %BTU/hr-ft^2-degF (U*A)/(rhocp*V)*(T-Tj);
rhocp = 53.25; %BTU/ft^-3
dx = [dCa;dT];

s.NumContStates
= 2;

s.NumDiscStates
= 0;
s.NumOutputs =

2;
s.NumInputs = 1;
s.DirFeedthrough
= 0;
s.NumSampleTimes
c) Reactor_sfcn.m
= 1;
sys = simsizes(s);
x0 = [Cinit, Tinit];
function [sys,x0,str,ts] =
reactor_sfcn(t,x,u,flag,Cinit,Ti case 1 % derivatives
nit)
u = 55;
switch flag Tj = u;
sys =
case 0 % initialize reactor(t,x,Tj);
str = []; case 3 % output

ts = [0 0];
sys = x;
s = simsizes;
case {2 4 9} %
s.NumContStates 2:discrete
= 2; %
s.NumDiscStates 4:calcTimeHit
= 0; %
s.NumOutputs = 9:termination
2;
s.NumInputs = 1; sys = [];
s.DirFeedthrough
= 0; otherwise
s.NumSampleTimes
= 1; error(['unhandled flag =
',num2str(flag)]);
sys = simsizes(s);
x0 = [Cinit, Tinit]; end
28/11/2019
case 1 % KKKK3522 Chemical Engineering Computation
derivatives 19
2. Create a SIMULINK model (use s-function block from
SIMULINK Library)

3. Save all files in similar folder/path

4. Run only the SIMULINK model

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CHEMICAL ENGINEERING

Jarinah Mohd Ali, PhD

28/11/2019 KKKK3522 Chemical Engineering Computation 2

• Ordinary differential equation (ODE) often deals

28/11/2019 KKKK3522 Chemical Engineering Computation 3

• Based on converting the boundary-

28/11/2019 KKKK3522 Chemical Engineering Computation 4

TWO TYPES OF BOUNDARY CONDITIONS

1. Dirichlet boundary conditions are those where a fixed

2. Neumann boundary conditions are those where a

28/11/2019 KKKK3522 Chemical Engineering Computation 5

Subject to a boundary conditions:

Convert this boundary value problem into an initial value problem by

28/11/2019 KKKK3522 Chemical Engineering Computation 6

Then by considering interpolation approach:

28/11/2019 KKKK3522 Chemical Engineering Computation 7

1. Similarly, the nonlinear second-order equation is first expressed

In MATLAB : ODE45 solver nonlinear equation

28/11/2019 KKKK3522 Chemical Engineering Computation 9

Recall the heated rod, now divide it into series of nodes

Then converted into algebraic equation to use finite-difference

28/11/2019 KKKK3522 Chemical Engineering Computation 10

Using Neumann boundary conditions

28/11/2019 KKKK3522 Chemical Engineering Computation 11

A = [2.2 -1 0 0; -1 2.2 -1 0; 0 -1 2.2 -1; 0 0 -1 2.2];

Coding in MATLAB with Neumann boundary conditions

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Link ODE solver in m-file with SIMULINK

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1. Divide m-file into 3:

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%Solving the ODE45 of CSTR

[t,x] = ode45(@reactor,[0 10],[0.1;40],[],55);

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PROCESS MODELLING USING

SIMULINK & M-FILE ODE SOLVER

str = []; case 3 % output

x0 = [Cinit, Tinit]; end

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3. Save all files in similar folder/path

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