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Applications ofNumerical Methods inEngineering
CNS 3320
James T. Allison
University ofMichiganDepartment of Mechanical Engineering
January 10, 2005
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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