Modeling, Simulation and Optimization for

Chemical Engineering
Part 2: Simulation

Lecture 7: Numerical Methods

Ho Chi Minh City University of Technology

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
Bisection method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Iterative
Secant Method
Convergence

Newton–Raphson
Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• For a given function f(x),the Bisection
• Newton–
Raphson Method Method algorithm works as follows:
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
• two values a and b are chosen for which f(a)
(RK) Method
> 0 and f(b) < 0 (or the other way around)

• interval halving: a midpoint c is calculated

as the
arithmetic mean between a and b, c = (a + b) /
2

• the function f is evaluated for the value of c

Lecture 7: Numerical Methods

 Contents • if f(c) = 0 means that we found the root of the function,
• Bisection which is c
method
• Secant Method • if f(c) ≠ 0 we check the sign of f(c):
• Newton–
Raphson Method • if f(c) has the same sign as f(a) we replace a with c and
• Euler Method
• Heun Method we keep
• Taylor Method
• Runge–Kutta • the same value for b
(RK) Method
• if f(c) has the same sign as f(b), we replace b with c and
we keep
• the same value for a
• we go back to step 2. and recalculate c with the new value
of a or b
• The algorithm ends when the values of f(c) is less than a
defined tolerance (e.g. 0.001). In this case we say that c is
close enough to be the root of the function for which f(c)
~= 0.

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents Solution:
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents • Instead of using the average of the interval
• Bisection
method endpoints to select the next root estimate, it is
• Secant Method
• Newton–
Raphson Method required to construct a secant line and find its x-
• Euler Method
• Heun Method intercept as the next root estimate
• Taylor Method
• Runge–Kutta
(RK) Method

• For xk+1

Lecture 7: Numerical Methods

 Contents
• Bisection • Put yk+1 = 0
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method
• Simplifying

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents Solution:
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
•
• Bisection
method
• Secant Method
Using Taylor Series
• Newton–
Raphson
Method
• Euler Method
• Heun Method
• Limit to first order and neglect the second order and above
• Taylor Method
• Runge–Kutta
(RK) Method

• Next Iteration point is calculated

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson
Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents Solution:
• Bisection
method
• Secant Method
• Newton–
Raphson
Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson
Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson
Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method Find the root of an equation
• Secant Method
• Newton–
Raphson
Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Bisection method
Secant method
Newton Raphson method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson
Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
• Used for ODE with first order f(x,y)= dy/dx
y
Differential Eq
method Solution
• Secant Method
• Newton–
Raphson Method
• Initial value is provided, most y(xo) = yo Initial Value
• Euler Method
• Heun Method
• Taylor Method
basic method for ODEs y
• Runge–Kutta
(RK) Method
• Approximate method, there is
certain error in the method yn
dy/dx
Slope

y1 y2
yo

0 xo xn x
x1 x2

Lecture 7: Numerical Methods

 Contents
• Bisection
method xn = xo + nh
• Secant Method
• Newton–
Raphson Method
Slope at P is y
• Euler Method
• Heun Method dy/dx = f(xo,yo) y1
• Taylor Method EXPLICIT / forward
• Runge–Kutta error
(RK) Method Approximated y1 = yo + t
yn+1 = yn + h f(xn,yn)
Slope at f(xo,y o) = tan = t/h yn+1 = yn + h f(xn+1,yn+1) P(xo ,y t
t= h f(xo,y o) yo )
o h yo yo + t
IMPLICIT / backward
Therefore y1 = yo + h f(xo,yo) 0 x
xo x1
Same for y2, y3 upto yn

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method Disadvantages:
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Error is big, if h has big value,
• Taylor Method
• Runge–Kutta
(RK) Method to make error smaller, h should
be very small

• Smaller h increases
computational time and effort

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method Solution:
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method Solution:
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection

•
method
• Secant Method
• Newton–
Average of Explicit and Implicit Euler Method to small down
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
the error of approximation
• Runge–Kutta
(RK) Method

yn+1 = yn + h f(xn,yn) + h f(xn+1,yn+1)

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Applied to higher order differential equations

•
• Secant Method
• Newton–
Raphson Method However, higher derivatives make the calculation complex
• Euler Method

•
• Heun Method
• Taylor Method
• Runge–Kutta The taylor series is the basis of Euler method
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Extension of Euler Method, however, the error is reduced
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Euler is also known as first order Runge-Kutta
• Taylor Method
• Runge–Kutta
(RK) Method • Many types: RK2, RK4, RKF45

• In each type the order is increased for better prediction

• Prediction increases with increase in order, however, the
prediction becomes more complex and time consuming

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Extension of RK method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Starts with RK method and then propagate in two steps
• Heun Method
• Taylor Method
• Runge–Kutta
involved, prediction and correction
(RK) Method

• Prediction formula is used once and correction is used again

and again until the accuracy is achieved

• This method is very fast than RK4 Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents Solution:
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents Solution:
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Solution:
Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents Solution:
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods

 Contents
• Bisection
method
• Secant Method
• Newton–
Raphson Method
• Euler Method
• Heun Method
• Taylor Method
• Runge–Kutta
(RK) Method

Lecture 7: Numerical Methods