Sample Problems Numerical Differentiation

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Sample problems

Numerical differentiation

Gauss-Seidel method:
Newton’s method for one and multiple nonlinear functions

Determine the solution of the simultaneous nonlinear equations:

y   x  x  0 .5
2

y  5 xy  x
2

Use the Newton’s method and employ initial guesses of x=y=1.2


Determine the solution of the simultaneous nonlinear equations:

x  5 y
2 2

y 1  x
2

a) Using Newton’s method, and employ initial guesses of x=y=1.5.


b) Repeat item a) but compute the Jacobian matrix numerically using centered finite difference

Numerical methods for ODE’s

b) Solve with Heun’s method using h=1.


Boundary value problems

Solve this problem using the shooting method and the odesolvers available in MATLAB, e.g., ode45.

A biofilm with a thickness Lf (cm), grows on the surface of a solid (see Figure below). After traversing a
diffusion layer of thickness L (cm), a chemical compound A diffuses into the biofilm where it is subject to
an irreversible first order reaction that converts it to a product B. Steady-state mass balances can be
used to derive the following ordinary differential equations for compound A:
2
d ca
D 2
0 0 x L
dx
2
d ca
Df 2
 kc a  0 L  x  L  Lf
dx

where D=diffusion coefficient in the diffusion layer=0.8cm2/d, Df=the diffusion coefficient in the
biofilm=0.64cm2/d, and k=the first-order rate for the conversion of A to B=0.1/d. The following
boundary conditions hold:

ca  ca 0 @x0
dc a
0 @ x  L  Lf
dx

Where ca0 =concentration of A in the bulk liquid= 100 mol/L. Use the finite-difference method to
compute the steady-state distribution of A from x=0 to x=L+Lf, where L=0.008cm and Lf=0.004cm.
Employ centered finite differences with Δx=0.001cm.

Diffusion Solid
Bulk liquid Biofilm
layer surface

L Lf

0 x
Numerical methods for PDEs.

Derive the finite-different equations for solving the Poisson equation:

Over a rectangular region of size 10”x12” using Δx=5” and Δy=6” with the following boundary
conditions:

1)
2)
3)
4)

Use central-finite divided difference approximations.

A metal rod of unit length is subjected to the initial conditions:

Both the ends of the rod are insulated so that:

Derive the equations governing the temperature distribution in the rod using the method of lines.
Assume Δx=0.2 and use a centered finite difference approximation to discretize the spatial domain.

The problem of transient radial heat flow in a circular rod in nondimensional form is described by:

̅ ̅ ̅ ̅

With Boundary conditions:

̅ ̅
̅

An initial condition:

̅ ̅
Derive the equations governing the nondimensional temperature distribution for this problem using
second-order accurate finite-difference analogues for the derivates with a Crank-Nicolson formulation.

Solve in COMSOL the steady-state distribution of concentration for the tank shown in the figure below.
The PDE governing this system is

( )

And the boundary conditions as shown. The numerical values for parameters D and k are 0.5 and 0.1
respectively.

Use Finite element analysis to solve the steady-state heat equation in 1D for a 15-cm rod with boundary
conditions of T(x=0)=75 and T(x=10)=150 and a uniform heat source of 15. Assume 5 nodes and 4
elements along the rod. Use the method of weighted residuals to solve your approximation function in
an optimal fashion. The analytical solution to this problem is as follows: T   7 .5 x 2  82 .5 x  75 .

2
d T
2
  f ( x)
dx

Compare your results to those obtained with the analytical solution.


Mathematical modeling that involves mass transport

Develop an expression that can be used to obtain the oxygen concentration profile at steady-state.
Develop an expression that determines the steady-state concentration profile of A in the fluid.

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