Topic 8: Engineering Systems modelling: numerical methods and

introductory multivariate calculus

Numerical methods in Chemical Engineering
We previously described the analytical method for solving differential equations. These yield
answers as accurate as the calculator we are using.
But, sometimes, analytical solutions can prove difficult, lengthy, time-consuming or even
impossible. Contrary to mathematicians, who aim to find analytical solutions to problems,
engineers often recur to the use of numerical solutions in these situations. Numerical
solutions are approximations of the real values at certain points. The larger the problem,
the larger the error of the approximation. The accuracy of these is subject to the number of
iterations used (you will test this in Computational Modelling and Analysis) these iterations
are carried out until the answer yielded converges and the difference between it and the
previous iteration is under a certain value (sometimes set to be as small as 10-7).
Chemical engineers use numerical methods on a day-to-day basis. In a continuous process
involving a recycle stream, for example, numerical methods use iterative schemes to
calculate the unknown composition of the recycle stream, which affects the other streams
compositions.
For example, in the diagram below:
After one iteration (ie. one pass of the
feed stream around the whole system),
system 6 acquires a value. Since it is a
recycle stream, it will affect stream 2,
which will in turn affect stream 3, and so
on, until it affects the recycle stream
again. This implies that the value for the
recycle stream will vary with each
iteration. So if someone were to ask
what the molar composition and flowrate
of the recycle stream is, how would a chemical engineer reply?
This system would simply be unfeasible to model through differential equations. Hence, we
employ a numerical method.
In this particular case, the solution would be straightforward. Any mathematical software
(Excel, MATLAB etc.) will iterate the values for the streams until they converge to a
particular value.

Multivariate calculus in Chemical Engineering

Most natural processes do not occur linearly and depend on more than a single variable.
They are therefore hard, or impossible, to represent with ordinary differential equations
how can you measure the optimality of a process if you can only analyse one of the factors
affecting it at a time? Instead, we recur to the use of multivariate calculus.
Famous examples of multivariate calculus (with their respective partial derivatives) studied
by Chemical Engineers are the Navier-Stokes equations, developed to represent the
movement of viscous fluids following the application of Newtons second law of motion. They
allow us to find out properties such as the velocity, density, pressure and temperature of the
fluid itself. They are complex but extremely useful.

Example
A chemical engineer is given the task to optimise
a certain process in an oil refinery. After research,
observation and analysis of the process, she
concludes that its optimality with respect to two
variables (say temperature and pressure) can be
summarised as follows:
1 (1 , 2 ) = 14 + 21 2 + 2 + 21 = 0
2 (1 , 2 ) = 13 + 512 2 3 23 + 922 + 3 = 0
where 1 and 2 are the optimal values for these
properties.
She wishes to compute these values using computer software which employs Newtons
method for multivariable systems. The first step to this process is computing a Jacobian
matrix, which is structured as follows:
1
1
=
2
[1

1
2
2
2 ]

Complete the matrix by taking the partial derivatives.

Solution
1
= 413 + 22
1
1
= 21 + 1
2
2
= 312 + 101 23
1
2
= 1512 22 322 + 182
2

Example (from MathForCollege Chapter 8 Section 2 Chemical Engineering Example 1)

The concentration of salt x in a CSTR producing soap is given as a function of time by:

= 37.5 3.5

At the initial time, t=0, the salt concentration in the tank is 50g/L. Using Eulers and
Modified Eulers method with step sizes h=1.5min, find the concentration of the salt in the
tank after 3 minutes.
Solution
Using Eulers method:
+1 = +
For = 0, 0 = 0, 0 = 50
1 = 50 + 1.5(37.5 3.5(50)) = 156.25

2 = 156.25 + 1.5(37.5 3.5(156.25)) = 720.31

Using improved Eulers method:

+1

+ +1
= + (
)
2

For = 0, 0 = 0, 0 = 50
1 = 50 +

1.5
1.5 1 50
(
)
(37.5 3.5(50)) +
2
2
1.5

Rearrange for 1 to find:

1 = 115

2 = 115 +

1.5
1.5 2 + 115
(
)
(37.5 3.5(115)) +
2
2
1.5

Rearrange for 2 to find:

2 = 545

As you may observe in the above results, numerical methods efficiency rely on the
heaviness of the computational method used. Calculating a time period of 3 minutes using
two intervals is likely to yield an inaccurate, or even impossible, answer (the concentration
at t=1.5 minutes was negative).
1

If you were to solve this analytically, by integrating: 37.53.5 = , you would soon
realise every iteration oscillates around the true value but is never close when using this step
height.
Therefore, the best way to solve these problems is using a step height as small as possible;
in other words, maximising the number of iterations until we reach the desired value.

Example (values extracted from MathForCollege Chapter 8 Section 2 Civil Engineering

Example 1)
Charters Ltd. is a company which manages the conditions of lakes in several counties
across the UK. In its main office, it employs a team of several chemical engineers who
decide which treatments to give to the water of lakes to ensure the conditions are ideal for
the growth of wildlife within it.
They recently received a report from a polluted lake they
have been managing for several years. The concentration
of bacteria was found to be 107 parts/m3, yet
environmental regulations require the level of bacteria to
be below 5 106 parts/m3. To fix this, they have decided
to add a stream of clean water which will reduce the
concentration of bacteria in the lake.
The rate of change of concentration of bacteria when the fresh water is added is
represented by the equation:

+ 0.06 = 0

Using Eulers method and a step size of 3.5 weeks, find the concentration of the bacteria
after 7 weeks.
Solution

= 0.06

Using Eulers method:

+1 = +
For = 0, 0 = 0, 0 = 107 .
1 = 107 + 3.5 (0.06 107 )
1 = 7.9 106 parts/m3.
And, for = 1, 1 = 3.5, 1 = 7.9 106
2 = 7.9 106 + 3.5 (0.06 7.9 106 )
2 = 6.241 106 parts/m3