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    Applications ofNumerical Methods inEngineering

    CNS 3320

    James T. Allison

    University ofMichiganDepartment of Mechanical Engineering

    January 10, 2005

    University of Michigan Department of Mechanical Engineering

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    Applications ofNumerical Methods in Engineering

    Objectives:

    B Motivate the study of numerical methods through discussion of

    engineering applications.

    B Illustrate the use ofMatlab using simple numerical examples.

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    Lecture Overview

    Quantitative Engineering Activities: Analysis and Design

    Selected Categories of Numerical Methods and Applications

    Linearization

    Finding Roots ofFunctions

    Solving Systems ofEquationsOptimization

    Numerical Integration and Differentiation

    Selected Additional Applications

    Matlab Example: Fixed Point Iteration

    Matlab Example: Numerical Integration

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    QuantitativeEngineering Activities: Analysis and Design

    Engineering: Solving practical technical problems using scientific and

    mathematical tools when available, and using experience and intuition

    otherwise.

    B Mathematical models provide a priori estimates of performance very

    desirable when prototypes orexperiments are costly.

    B Engineering problems frequently arise in which exact analytical solutions

    are not available.

    B Approximate solutions are normally sufficient for engineering applications,

    allowing the use of approximate numerical methods.

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    QuantitativeEngineering Activities: Analysis and Design

    BAnalysis Predicting the response of a system given a fixed system design and operating

    conditions.

    060 mph acceleration time of a vehicle (Mechanical Engineering)

    Power output of an electric motor (Electrical/Mechanical Engineering)

    Gain of an electromagnetic antenna (Electrical Engineering) Maximum load a bridge can support (Civil Engineering)

    Reaction time of a chemical process (Chemical Engineering)

    Drag force of an airplane (Aerospace Engineering)

    Expected return of a product portfolio (Industrial and Operations Engineering)

    BDesign Determining an ideal system design such that a desired response is achieved.

    Maximizing a vehicles fuel economy while maintaining adequate performancelevels by varying vehicle design parameters.

    Minimizing the weight of a mountain bike while ensuring it will not fail

    structurally

    by varying frame shape and thickness.

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    Categories ofNumerical Methods and Applications

    Linearization

    Finding Roots ofFunctions

    Solving Systems ofEquations

    Optimization

    Numerical Integration and Differentiation

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    2

    Linearization

    Nonlinear equations can be much more difficult to solve than linearequations.

    Taylors series expansion provides a convenient way to approximate a nonlinear

    equation or function with a linearequation.

    Accurate only near the expansion point a.

    f(x) = f(a) + f0(a)(x a)

    +

    f00(a)

    2!(x a)+ . . .

    Linear approximation uses first two terms of the expansion.

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    Linearization Example: Swinging Pendulum

    Sum forces in tangential direction:X

    Ft = Wt = mgsin= mat

    d2

    = mdt2

    L = mL

    g

    sin = 0L

    Linearize sin:

    sin sin(0) + cos(0)( 0) = T

    Equation of motion valid for small

    angles: m mg

    = 0L

    Wr

    W=mg

    Wt

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    Finding Roots of Functions

    Find the value ofx such that f(x) = 0

    Frequently cannot be solved analytically in engineering applications.

    Transcendental equations

    Black-box functions

    May have multiple or infinitesolutions

    Example: static equilibrium problems must satisfy

    X

    F = 0

    X

    M = 0

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    Root Finding Example- Statically Indeterminate Structural Analysis

    L

    dnb

    beam nb

    .

    .

    .

    d3

    dr(nb-1)

    .rod n

    b-1

    .

    .

    lr(nb-1)

    beam 3 d

    r2

    rod 2 lr2

    d2

    beam2 d

    r1

    rod 1 lr1 d

    1

    beam1

    F1

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    F1

    Root Finding Example- Statically Indeterminate Structural Analysis

    Force applied to lower beam known

    All other forces and displacements unknown

    Solution process:

    1. Make a guess forthe force on the topbeam

    2. Calculate the required applied force to generate this top beam force

    3. Compare to actual applied force, iterate until theymatch

    Solve: F1(F3) F1 = 0

    F3

    3

    2F

    2 r1 1

    a dr2

    f b e g c

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    b

    Solving Systems of Equations

    Solve for the value of the vector x that satisfies the given system ofequations.

    Linear Systems:

    a11x1 + a12x2 = b1a21x1 + a22x2 = b2

    a11 a12a21 a22

    x1

    x2

    b1=

    2 Ax = b

    Non-Linear Systems:

    f1(x)= b1f2(x)= b2

    f(x) = b

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    Linear SystemsExample: CircuitAnalysis

    Kirchhoffs Laws:

    1. The sum of all voltage changes around any closed loop is zero:

    neX

    i=1

    Vi = 0

    2. The sum of all currents at any node is zero.

    nbX

    i=1

    Ii = 0

    Application of these two laws to an electrical circuit facilitates the formulation of a system

    ofn linear equations when n unknown quantities exist.

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    I

    Linear SystemsExample: CircuitAnalysis

    Given that R1 = 2, R2 = 4, R3 = 1, E1 = 6V , E2 = 9V , and usingequations from Loop 1, Loop 2, andNode A we find:

    6 2I1I3 =

    0

    2 0 1

    1

    6

    9 + 4I2I3 = 0

    I1 + I2 + I3 = 0

    0 4 1

    1 1 1

    I2 =

    I3

    9 Ax = b

    0

    1 2

    Node A

    I1

    I3

    I2

    R1

    R3

    R2

    Loop 1 Loop 2

    Node B

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    Linear SystemsExample: CircuitAnalysis

    Matlab Implementation

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    Commonly constructed of

    monocrystalline

    Inconel.

    alloys such as

    Nonlinear Systems Example: Turbine Blade Analysis

    Turbine blades

    are components of

    gas-turbine engines (used for aircraft

    and electricitygeneration)

    Subject to high temperatures,

    high inertial forces, and high dragforces.

    Structural and thermal

    analyses must beperformed simultaneously

    (coupled non-linearequations).

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    Nonlinear Systems Example: Turbine Blade Analysis

    Methods apply to arbitrary non-linear

    equations (black-box functions)

    T(x) = f1(L)

    L = f2(T(x))

    vg, T

    g

    x

    L0

    T(x)(temperature

    profile)

    t

    fac

    w

    Thermal

    AnalysisStructural

    Analysis

    L (dilated length)

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    Optimization

    Find the values of the input variables to a function such that the function is minimized

    (or maximized), possibly subject to constraints.

    Negative Null Form: minx

    f(x)

    subject to g(x) 0

    h(x) = 0

    Applications:

    Engineering Design

    Regression

    Equilibrium in Nature

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    Optimization- Engineering Design

    Maximizeperformance criteria subject to failure constraints:

    Minimize bicycle frame weight subject to structural failure constraints by varying

    frame shape and thickness.

    Minimize cost subject to performance and failure constraints.

    Minimize vehicle cost subject to acceleration, top speed, handling, comfort, and

    safety constraints by varying vehicle design variables.

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    Optimization- Regression

    Regression: technique for approximating an unknown response surface (function).

    Sample several points experimentally

    Fit an approximating function to the data points, minimizing the errorbetween

    the approximating function and the actual data points.

    Criteria forbest fit:

    SSE =

    nX(fif i(p))

    2

    i=1

    minp

    SSE(p)

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    Optimization- Equilibrium in Nature

    Gravitational Potential Energy

    Objects seekposition of minimum gravitational potential energy: V = mgh

    Bubbles

    Energy associated with surface area.

    Bubbles seek to minimize surface area spherical shape.

    Many small bubble coalesce to form fewer large bubbles.

    Atomic Spacing

    Atoms seekpositionsthat minimize elastic potential energy.

    At large separation distances attractive forces pull atoms together (depends on

    bonding type).

    At small separation distances repulsive forces due to positively charged nuclei push

    atoms apart.

    The net force results in an energy well. The steepness of this well determines

    material properties, such as thermal expansion.

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    Numerical Integration and Differentiation

    Solve:

    Z bf(x)dx

    a

    df(x)

    dx

    where f(x) is an arbitrary continuous function.

    Numerical approaches maybe required when:

    f(x) is an analytical function that yields the integration unsolvable

    f(x) is known only through discretely sampled data points

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    dt

    dtdt

    2

    v

    2

    Numerical Integration Example: Falling Climber

    Falling rock climber possesses kinetic energyT (energy of motion) that must be absorbed

    by the belay system.

    Z

    T = Fdr

    T at time of impact can be determinedanalytically. Since F v = mdvv,

    and

    using the product rule d (v v) = 2dv v

    dv v = 1(v

    v).

    Fdr= mdv v=

    Z r2

    1 1md(v v) = md

    2 2

    Z v2

    v2

    T = F dr=

    r1

    2 1md v

    2

    =2 21

    1m v

    2

    2

    2

    v1

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    Numerical Integration Example: Falling Climber

    T can be determined analytically, how

    the rope deflects requires

    numerical

    methods.F

    Z f

    T = V =

    0

    Fdr

    The rope behaves as a nonlinear spring,

    and the force the rope exerts F is an

    unknown function of its deflection .

    F() determined experimentally

    with discrete samples.

    Approximation ofF()necessitates numerical integration.

    Solving forf requires a root

    finding technique.

    V=T

    f

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    Numerical Integration Example: Position Calculation

    Accelerometer: measures second time derivative ofposition.

    Application: determining position from discrete set of acceleration values (robotics).

    a = x=d

    2x

    =dt2

    dx

    dt

    x = x0+

    Z txdt

    0Z t

    x = x0 + xdt

    0

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    du

    Numerical DifferentiationExample: Solid Mechanics

    Objective: Determine stress within a loaded

    object to predict failure.

    ConstitutiveLaw:

    du = E = Edx

    PhotoelasticityExample:

    Displacement u determined experimentally at

    discrete points, facilitating the calculation of

    dxand .

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    Selected Additional Applications

    Numerical solutions todifferential equations

    Finite Difference Method

    Computational Fluid Dynamics

    (NavierStokes Equations)

    Dynamics (Newton-Euler &

    Lagranges equations)

    Finite Element Method

    Solid Mechanics (Elasticity

    equations)

    Heat Transfer (Heat equation)

    Kinematics Simulation

    Complex System

    Optimization

    University of Michigan Department of Mechanical Engineering January 10, 2005