The document is a lecture note on numerical methods and mathematical modeling. It discusses how numerical methods are used to formulate mathematical problems so they can be solved with arithmetic operations on computers. It then discusses 5 reasons for studying numerical methods. The document goes on to define mathematical modeling and explain how models can be classified as linear or nonlinear, deterministic or probabilistic, static or dynamic, and lumped or distributed parameters. An example is given of Newton's second law of motion as a common mathematical model of physical systems. The importance of evaluating models is discussed as well as ensuring models fit both training and verification data to accurately describe the system.
The document is a lecture note on numerical methods and mathematical modeling. It discusses how numerical methods are used to formulate mathematical problems so they can be solved with arithmetic operations on computers. It then discusses 5 reasons for studying numerical methods. The document goes on to define mathematical modeling and explain how models can be classified as linear or nonlinear, deterministic or probabilistic, static or dynamic, and lumped or distributed parameters. An example is given of Newton's second law of motion as a common mathematical model of physical systems. The importance of evaluating models is discussed as well as ensuring models fit both training and verification data to accurately describe the system.
The document is a lecture note on numerical methods and mathematical modeling. It discusses how numerical methods are used to formulate mathematical problems so they can be solved with arithmetic operations on computers. It then discusses 5 reasons for studying numerical methods. The document goes on to define mathematical modeling and explain how models can be classified as linear or nonlinear, deterministic or probabilistic, static or dynamic, and lumped or distributed parameters. An example is given of Newton's second law of motion as a common mathematical model of physical systems. The importance of evaluating models is discussed as well as ensuring models fit both training and verification data to accurately describe the system.
The document is a lecture note on numerical methods and mathematical modeling. It discusses how numerical methods are used to formulate mathematical problems so they can be solved with arithmetic operations on computers. It then discusses 5 reasons for studying numerical methods. The document goes on to define mathematical modeling and explain how models can be classified as linear or nonlinear, deterministic or probabilistic, static or dynamic, and lumped or distributed parameters. An example is given of Newton's second law of motion as a common mathematical model of physical systems. The importance of evaluating models is discussed as well as ensuring models fit both training and verification data to accurately describe the system.
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Numerical Methods (CENG 2073) Lecture Note
CHAPTER-1
MATHEMATICAL MODELLING
INTRODUCTION
GENERAL
Numerical methods are techniques by which mathematical problems are formulated so that they can be solved with arithmetic operations. Although there are many kinds of numerical methods, they have common characteristics: they invariably involve large numbers of tedious arithmetic calculations. It is little wonder that with the development of fast, efficient digital computers, the role of numerical methods in engineering problem solving has increased dramatically in recent years.
The reasons why we should study numerical methods are because:
1. Numerical methods are extremely powerful problem solving tools. 2. During your career, you may often have occasions to use commercially available prepackaged, or “canned”, computer programs that involve numerical methods. 3. Many problems cannot be appreciated using canned programs. 4. They are efficient vehicles for learning to use computers. 5. They provide a vehicle for you to reinforce your understanding of mathematics.
Mathematical Modeling
A mathematical model is an abstract model that uses mathematical language to describe
the behavior of a system. Mathematical models are used particularly in the natural sciences and engineering disciplines (such as physics, biology, and electrical engineering) but also in the social sciences (such as economics, sociology and political science); physicists, engineers, computer scientists, and economists use mathematical models most extensively.
Often when engineers analyze a system to be controlled or optimized, they use a
mathematical model. In analysis, engineers can build a descriptive model of the system as a hypothesis of how the system could work, or try to estimate how an unforeseeable event could affect the system. Similarly, in control of a system, engineers can try out different control approaches in simulations.
A mathematical model usually describes a system by a set of variables and a set of
equations that establish relationships between the variables. The values of the variables can be practically anything; real or integer numbers, logical values or characters, for example. The variables represent some properties of the system, for example, measured system outputs often in the form of signals, timing data, counters, event occurrence (yes/no). The actual model is the set of functions that describe the relations between the different variables.
Academic year 2016 Instructor: Assefa H. 1
Numerical Methods (CENG 2073) Lecture Note
A mathematical model can be represented as a functional relationship of the form
Where: -The dependent (state) variable is a characteristic that usually reflects the behavior or state of the system. -The independent (decision) variables are usually dimensions such as time and space, along which the system’s behavior is determined. -The parameters (constants) are reflective of the system’s properties or composition. - The forcing functions are external influences acting up on the system.
Classifying mathematical models
Mathematical models can be classified in several ways, some of which are described below.
1. Linear vs. nonlinear: Mathematical models are usually composed by variables, which are abstractions of quantities of interest in the described systems, and operators that act on these variables, which can be algebraic operators, functions, differential operators, etc. If all the operators in a mathematical model present linearity the resulting mathematical model is defined as linear. A model is considered to be nonlinear otherwise. In a mathematical programming model, if the objective functions and constraints are represented entirely by linear equations, then the model is regarded as a linear model. If one or more of the objective functions or constraints are represented with a nonlinear equation, then the model is known as a nonlinear model.
2. Deterministic vs. probabilistic (stochastic) : A deterministic model is one in which every
set of variable states is uniquely determined by parameters in the model and by sets of previous states of these variables. Therefore, deterministic models perform the same way for a given set of initial conditions. Conversely, in a stochastic model, randomness is present, and variable states are not described by unique values, but rather by probability distributions.
3. Static vs. dynamic: A static model does not account for the element of time, while a dynamic model does. Dynamic models typically are represented with difference equations or differential equations.
4. Lumped parameters vs. distributed parameters: If the model is homogeneous
(consistent state throughout the entire system) the parameters are lumped. If the model is heterogeneous (varying state within the system), then the parameters are distributed. Distributed parameters are typically represented with partial differential equations. It is usually appropriate to make some approximations to reduce the model to a sensible size. Engineers often can accept some approximations in order to get a more robust and simple model. For example Newton's second law of motion is an approximated model of the real world. Still, Newton's model is quite sufficient for most ordinary-life situations, that is, as long as particle speeds are well below the speed of light, and we study macro-particles only.
Academic year 2016 Instructor: Assefa H. 2
Numerical Methods (CENG 2073) Lecture Note
Newton formulated his second laws of motion, which states that the time rate of change of momentum of a body is equal to the resultant force acting on it.
The mathematical expression or model of the second law is the well-known equation
F=ma (1)
Where F= net force acting on the body (N)
m=mass of the object (kg) a=its acceleration (m/s 2)
The second law can be rewritten in the format shown below by simply dividing both sides by m to give
a=F/m (2)
where: a= the dependent variable reflecting the system’s behavior
F= the forcing function & m=a parameter representing property of the system.
EQ(2) has several characteristic that are typical of mathematical models of the physical world:
1. It describes a natural process or system in mathematical terms.
2. It represents an idealization and simplification of reality 3. Finally, it yields reproductive results and consequently, can be used for predictive purposes.
Model evaluation
An important part of the modeling process is the evaluation of an acquired model. How do we know if a mathematical model describes the system well? This is not an easy question to answer. Usually the engineer has a set of measurements from the system which are used in creating the model. Then, if the model was built well, the model will adequately show the relations between system variables for the measurements at hand. The question then becomes: How do we know that the measurement data are a representative set of possible values? Does the model describe well the properties of the system between the measurement data (interpolation)? Does the model describe well events outside the measurement data (extrapolation)? A common approach is to split the measured data into two parts; training data and verification data. The training data are used to train the model, that is, to estimate the model parameters. The verification data are used to evaluate model performance. Assuming that the training data and verification data are not the same, we can assume that if the model describes the verification data well, then the model describes the real system well. However, this still leaves the extrapolation question open. How well does this model describe events outside the measured data? Consider again the above model. Newton made his measurements without advanced equipment, so he could not measure properties of particles travelling at speeds close to the speed of light. Likewise, he did not measure the movements of molecules and other small particles, but
Academic year 2016 Instructor: Assefa H. 3
Numerical Methods (CENG 2073) Lecture Note
macro particles only. It is then not surprising that his model does not extrapolate well into these domains, even though his model is quite sufficient for ordinary life physics.
