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ESOF 3558
Numerical Methods & Modeling

Part 1
Chapter 1: Mathematical Modeling, Numerical
Methods, and Problem Solving

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Numerical Methods Overview

• What are numerical methods?
• Techniques using arithmetic and logic to formulate and solve mathematical
problems.
• Why they are important?
• Leverage computers for efficient arithmetic and logical operations.
• Excel in handling large systems, nonlinearities, and complex geometries
• Essential for problem-solving, particularly when analytical solutions are
impossible.

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Chapter Objectives
• Define numerical methods and their problem-solving role.
• Develop models of physical systems based on conservation laws and
scientific principles.
• Learn how numerical methods generate solutions.
• Examine the difference between steady-state and dynamic solutions.
• Provide an overview various numerical methods in the book.

A Simple Mathematical Model

• A mathematical model is a formulation expressing essential features
of a physical system in mathematical terms.

• Models can be represented by a functional relationship:

"dependent variable"
𝒇 "independent variables", "parameters", "forcing funations"

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Model Function
• Dependent variable
• Reflects the behavior or state of the system
• Independent variables
• Dimensions, like time and space, determining the system’s behavior
• Parameters
• Constants reflective of the system’s properties
• Forcing functions
• External influences acting upon the system

dependent variable 𝒇 independent variables, parameters, forcing funations

Mathematical Model Example

• Developing an analytical model for free-fall acceleration
• Employing Newton’s 2nd law (𝐹 𝑚𝑎)
𝑑𝑣 𝐹 𝐹 𝐹 𝑚𝑔 𝑐 𝑣 𝑭𝑼
𝑎
𝑑𝑡 𝑚 𝑚 𝑚
𝒅𝒗 𝒄𝒅 𝟐
𝒈 𝒗
𝒅𝒕 𝒎

• Dependent variable: Velocity 𝑣

• Independent variables: Time 𝑡 𝑭𝑫
• Parameters: Mass 𝑚 (kg), Drag coefficient 𝑐 (kg/m),
• Forcing function: Gravitational acceleration 𝑔 = 9.81 m/s2
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Analytical Solution
• If the jumper starts at rest, calculus
provides a closed-form solution:
𝑔𝑚 𝑔𝑐
𝑣 𝑡 𝐭𝐚𝐧𝐡 𝑡
𝑐 𝑚
• A computer can be used to generate a
graph of the system.
• Example: graph representing 𝑣 𝑡 with
𝑣 0 0, 𝑚 68.1 kg, 𝑐 0.25 kg/m,
𝑔 = 9.81 m/s2

Numerical Methods
• To solve the problem numerically, approximate the rate of change of
velocity as its average change over a small-time interval:
𝑑𝑣 𝑐
𝑔 𝑣
𝑑𝑡 𝑚

𝑑𝑣 Δ𝑣 𝑣 𝑡 𝑣 𝑡
lim lim
𝑑𝑡 ∆ → Δ𝑡 → 𝑡 𝑡

𝑑𝑣 Δ𝑣 𝑣 𝑡 𝑣 𝑡
𝑑𝑡 Δ𝑡 𝑡 𝑡

Finite difference equation

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Euler's Method
• Substituting the finite difference equation into the differential
equation gives:

| 𝑔 𝑣 𝑡

• After rearranging:
𝑣 𝑡 𝑣 𝑡 𝑔 𝑣 𝑡 𝑡 𝑡 “Euler’s method”
New value = Old value + Slope  Step

t0 t1 t2 t3 … ti ti+1 t
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Numerical Results
• Apply Euler's method with ∆𝑡 2s intervals for numerical solution
• Numerical solution captures key features of the exact solution
• Improve numerical solution by using smaller steps

Approximation 𝑐
Error 𝑣 𝑡 𝑣 𝑡 𝑔 𝑣 𝑡 𝑡 𝑡
𝑚
Initial condition: 𝑣 0 0
𝑚 68.1 kg
𝑐 0.25 kg/m
𝑔 = 9.81 m/s2

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Basis for Numerical Models

• Conservation laws
• Provide the foundation for many model functions
• Conceptually straightforward
• Core equation: Change = increase – decrease Steady-state

• Predicting Changes:
• Conservation laws predict changes over time Transient

• Special term: Time-variable or transient.

• Steady-State Calculation:
• Applied when no changes occur, i.e. increase = decrease
• Special term: Steady-state calculation.

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Conservation Laws: Examples

• Among conservation laws are:
 Conservation of mass (in Chemical Engineering)
 Conservation of momentum (in Civil/Mechanical Engineering)
 Conservation of charge (in Electrical Engineering)
 Conservation of energy (in Electrical Engineering)

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Summary of Numerical Methods

• The book is divided into five categories of numerical methods:

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