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    CBE 250: Computer Applications in Chemical Engineering: Sept 9, 2015 First Finish Bracketing Example

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    Jason Connor
    This document discusses numerical methods for solving nonlinear equations, including the Newton-Raphson and secant methods. It begins with an example of using the Newton-Raphson method to solve an equation in Excel and Polymath. It then explains the concepts of the Newton-Raphson and secant methods, including using Taylor series approximations and numerical differentiation. The document concludes with an example problem solving a system of two nonlinear equations using the Newton-Raphson technique in Excel and Polymath.

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    CBE 250: Computer Applications in Chemical Engineering: Sept 9, 2015 First Finish Bracketing Example

    Uploaded by

    Jason Connor
    58 views21 pages
    This document discusses numerical methods for solving nonlinear equations, including the Newton-Raphson and secant methods. It begins with an example of using the Newton-Raphson method to solve an equation in Excel and Polymath. It then explains the concepts of the Newton-Raphson and secant methods, including using Taylor series approximations and numerical differentiation. The document concludes with an example problem solving a system of two nonlinear equations using the Newton-Raphson technique in Excel and Polymath.

    Original Description:

    Computer Applications in Chem E

    Original Title

    CBE250 Lecture 4 F15

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    This document discusses numerical methods for solving nonlinear equations, including the Newton-Raphson and secant methods. It begins with an example of using the Newton-Raphson method to solve an equation in Excel and Polymath. It then explains the concepts of the Newton-Raphson and secant methods, including using Taylor series approximations and numerical differentiation. The document concludes with an example problem solving a system of two nonlinear equations using the Newton-Raphson technique in Excel and Polymath.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    58 views21 pages

    CBE 250: Computer Applications in Chemical Engineering: Sept 9, 2015 First Finish Bracketing Example

    Uploaded by

    Jason Connor
    This document discusses numerical methods for solving nonlinear equations, including the Newton-Raphson and secant methods. It begins with an example of using the Newton-Raphson method to solve an equation in Excel and Polymath. It then explains the concepts of the Newton-Raphson and secant methods, including using Taylor series approximations and numerical differentiation. The document concludes with an example problem solving a system of two nonlinear equations using the Newton-Raphson technique in Excel and Polymath.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    of 21

    CBE 250: Computer

    Applications in Chemical
    Engineering
    Lecture 4
    Sept 9, 2015
    *first finish bracketing
    example

    f(x)=5x -5x +6x-2


    3

    Open Methods
    Chapter 6

    Open methods
    require only a
    single starting
    value of x or two
    starting values
    that do not
    necessarily
    bracket the root.

    Newton-Raphson Method
    Most widely used open method.
    Based on first order Taylor series expansion:
    x 2
    f ( xi 1 ) f ( xi ) f ( xi )x f ( xi )
    Ox 3
    2!
    The root is the value of x i 1 when f(x i 1 ) 0
    Rearrangin g,
    0 f(xi ) f (xi )( xi 1 xi )
    f ( xi )
    xi 1 xi
    f ( xi )

    A convenient method
    for functions whose
    derivatives can be
    evaluated analytically.

    Newton-Raphson
    Visual Example

    http://en.wikipedia.org/wiki/File:NewtonIteration_Ani.gif

    Newton Raphson Method


    Goal: to find value of x where f(x) = 0

    Start with initial guess for x (xn)


    Function approximated with tangent line
    (derivative)

    Compute x-intercept of this tangent line: =0


    Use this value as new approximation
    Iterate as necessary

    Newton-Raphson Example

    Class Examples
    1. Solve the following nonlinear equation f(x)=e -x-x=0
    using Newton method in Excel.

    2. Use Polymath to find real root of:


    f(x)=-1+5.5x-4x2+0.5x3
    a) Initial guess 4.52
    b) Initial guess 4.54

    Graphical
    examples of
    functions for
    which the
    NewtonRaphson
    technique (as
    formulated)
    doesnt work.

    Numerical Differentiation
    Definition of derivative

    Secant line approximation to


    derivative
    A secant line is a line that (locally)
    intersects two points on a curve

    Called a Newton difference


    quotient

    The Secant Method (6.3)


    A variation of Newtons method for
    derivatives that are difficult to evaluate. For
    these cases the derivative can be approximated
    by a backward finite divided difference.
    f ( xi ) f ( xi 1 )
    f ( xi )
    xi xi 1
    xi xi 1
    xi 1 xi f ( xi )
    f ( xi ) f ( xi 1 )

    i 1,2,3,

    Requires two initial x


    values that DO NOT need
    to bracket the root.
    The secant method has the
    same properties as
    Newtons method.
    Convergence is not
    guaranteed for all xo, f(x).

    Secant
    Method

    Secant example

    Systems of NonLinear Equations


    f1 ( x1 , x2 , x3 , , xn ) 0
    f 2 ( x1 , x2 , x3 , , xn ) 0

    f n ( x1 , x2 , x3 , , xn ) 0
    More than one function with more than
    one variable.

    Taylor series expansion of a function of more


    than one variable
    ui 1 ui

    ui
    u
    ( x1,i 1 x1,i ) i ( x2 ,i 1 x2,i )
    x1
    x2

    vi
    vi
    vi 1 vi
    ( x1,i 1 x1,i )
    ( x2,i 1 x2 ,i )
    x1
    x2

    The root of the equation occurs at the


    value of x1 and x2 where ui+1 and vi+1
    equal to zero.

    ui
    ui
    ui
    ui
    xi 1
    yi 1 ui xi
    yi
    x
    y
    x
    y
    vi
    vi
    vi
    vi
    xi 1
    yi 1 vi xi
    yi
    x
    y
    x
    y

    A set of two nonlinear equations


    with two unknowns that can be
    solved for.

    vi
    ui
    ui
    vi
    y
    y
    xi 1 xi
    ui vi ui vi

    x y y x
    vi
    ui
    ui
    vi
    x
    x
    yi 1 yi
    ui vi ui vi

    x y y x

    Determinant
    of the
    Jacobian of
    the system.

    CLASS PROBLEM
    Solve two simultaneous nonlinear equations:
    x x x 10
    2

    x 3x x 57
    2

    Using Newton-Raphson technique programmed in Excel and Polymath.

    The Wilson equations are used to correlate the activity coefficients of strongly non-ideal, but
    miscible systems. These equations reads:

    x2 (G12 2 G211 )
    ln 1 ln(1 )
    1 2
    x1 (G12 2 G211 )
    ln 2 ln( 2 )
    1 2
    where: 1=x1+x2G12 and 2=x2+x1G21,
    x are expressed as mole fractions
    At the azeotrope point both vapor and liquid compositions are identical and i = P/Pio
    Determine constants G12 and G21 knowing that azeotrope point is at P=760 mm Hg located at T=58.7oC
    and x1=33.21 mole% (1-is ethanol; 2 is n-hexane).
    logP1o=8.04494 - 1554.3/(222.65 + T)
    logP2o = 6.87776 1171.530/(224.366 + T)
    where T is in oC and Pio in mm Hg. The molecular weights of ethanol and n-hexane are 46.07 and
    86.18. respectively.

    This is an example of a chemical engineering problem


    when you solve a set of nonlinear equations by finding
    their roots!! Set up in Polymath

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