Applied Mathematical Methods

Dr Anna Huber
Applied Mathematical Methods

Dr Anna Huber
Stephenson Building Room IC 0.08
A.Huber@tees.ac.uk
 timetable on MyTU
https://mytu.tees.ac.uk/

Module Lectures: Tuesday, 9-10:30

Structure
Seminars (chemical, civil and mechanical):
Tuesday, 1.5h

Tutorials (Seminars): 1h
 Alex, PT tutorials

Behnam, mechanical
Kin, chemical

Teaching Team
Anna, lectures

Roshan, civil
 Lectures: Tuesday, 9-10:30

• will introduce a mathematical method

Seminars: Tuesday, 1.5h will give subject-specific
context
Module • Chemical
Structure • Civil, including Building Services
• Mechanical, including Manufacturing

Tutorials (Seminars): 1h

• small groups, to put the learned method into practice

Attendance
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 Blackboard
The e-learning site (Blackboard) for Applied Mathematical
Methods contains everything you need to know about the
module. You will find:

⚫ Important announcements
⚫ Learning materials: Slides, recordings, …

⚫ Tutorial sheet

• Reading list
• Teaching schedule
 Academic Support Hub

Dr Anna Huber
• Tuesday 12:00 - 13:00, Room IC0.08 or IC1.43

Your seminar and tutorial tutors will inform you about

their Academic Support Hub times, you can also find
them on Blackboard.
 Maths Clinic

Dr Anna Huber

Thursday 12:00 - 13:00, Room IC0.08 or IC1.43

 KSBs and AHEP 4

KSBs : Knowledge, Skills

and Behaviour standards, AHEP 4: Accreditation
HDA Students need requirements set by the
these in their End Point Engineering Council
Assessment (EPA)
 KSBs
• Will be mentioned throughout the module.
• Particularly discussed in the DA specific Tutorial
• Useful for all:
– Logical approach
– Problem solving orientation
–…
• Can be found on Blackboard
 AHEP 4 requirements covered in this module
• C1. Apply knowledge of mathematics, statistics, natural
science and engineering principles to the solution of complex
problems. Some of the knowledge will be at the forefront of
the particular subject of study.
• C2. Analyse complex problems to reach substantiated
conclusions using first principles of mathematics, statistics,
natural science and engineering principles.
• C3. Select and apply appropriate computational and analytical
techniques to model complex problems, recognising the
limitations of the techniques employed.
 Week Lecture
1 Introduction
2 Differential Equations, numerical methods
3 Differential Equations, numerical methods
4 Interpolation

Teaching
5 Numerical Integration
6 EXAM (ICA, 40%, online)
Schedule 7
8
Roots of Equations
Optimisation
9 Independent Study Week
10 Probability
11 Statistics
12 Revision
13/14 EXAM (ECA, 60%, on Campus)
Mathematical
Modelling
The Modelling Cycle

Specify the Set up a Formulate the

Real model mathematical
Problem problem

Compare Interpret Solve the

with Reality the mathematical
solution problem
The Modelling Cycle

Specify the Set up a Formulate the

Real model mathematical
Problem problem

Compare Interpret Solve the

with Reality the mathematical
solution problem
The Modelling Cycle

Specify the Set up a Formulate the

Real model mathematical
Problem problem

Compare Interpret Solve the

with Reality the mathematical
solution problem
 1. Identify the most appropriate
method to solve a given
engineering problem.
Study 2. Learn a number of numerical
techniques useful to
Objectives engineering disciplines.
3. Recognize the difference
between analytical and
numerical solutions.
 Example
• The rate of change of momentum of a body is
equal to the resulting force acting on it.
• Formulated as
𝐹 = 𝑚𝑎
F = net force acting on the body
m = mass of the object (kg)
a = its acceleration (m/s2)

Example, modelling of a falling parachutist:

– 𝐹 = 𝐹𝐷 + 𝐹𝑈
– 𝐹𝑈 = Force due to air resistance = −𝑐𝑣
– 𝐹𝐷 = Force due to gravity = 𝑚𝑔
Steady state

𝐹 = 𝐹𝐷 + 𝐹𝑈
𝐹𝐷 = 𝑚𝑔
𝐹𝑈 = −𝑐𝑣

𝐹=0
𝑚𝑔 − 𝑐𝑣 = 0
21
 Mathematical Model
• Model is represented as a functional relationship of the form:

Dependent  independent   forcing  

= f   , parameters,   
Variable   variables  functions  
• Dependent variable:
– Characteristic that usually reflects the state of the system
• Independent variables:
– Dimensions such as time and space along which the systems
behavior is being determined
• Parameters:
– reflect the system’s properties or composition
• Forcing functions:
– external influences acting upon the system
Steady state

𝐹 = 𝐹𝐷 + 𝐹𝑈
𝐹𝐷 = 𝑚𝑔
𝐹𝑈 = −𝑐𝑣

𝐹=0
𝑚𝑔 − 𝑐𝑣 = 0
23
 Velocity
Some complex models may not be solved
exactly or require more sophisticated
mathematical techniques than simple • This is a differential equation and is
algebra written in terms of the differential
dv F rate of change dv/dt of the variable
=
dt m that we are interested in predicting.

F = FD + FU
FD = mg
FU = −cv dv c
dv mg − cv =g− v
= dt m
dt m
24
 What do we want to solve in a differential
equation?

• What are the unknowns?

• What do we know ?
 Differential Equations
An equation which contains a dependent
variable and its derivatives is called a
Differential Equation.

• Examples:
 Differential Equations—DE’s
An equation which contains a dependent
variable and its derivatives is called a
Differential Equation.

• The order of a differential equation is the order of the

highest derivative appearing in the equation.
• The degree of a differential equation is the power to which
the highest order derivative is raised.
• A differential equation is linear if the dependent variable
and its derivatives occur only to the first power, and only
sums and differences of the dependent variable and its
derivatives are present.
• A solution of a differential equation is any function which
satisfies the equation.
Ordinary Differential Equations—ODE’s

An equation which contains a dependent

variable and its derivatives with respect to
a single independent variable is called a
Ordinary Differential Equation.

We will only consider Ordinary Differential

Equations.
General solution if no boundary is given
Analytical Methods to Solve First Order
Differential Equations
dv F
=
dt m
Differential Equation

F = FD + FU
• If the parachutist is initially at rest (𝑣 = 0 at
FD = mg
𝑡 = 0), using calculus 𝑑𝑣/𝑑𝑡 can be solved to give
FU = −cv
the result:
dv mg − cv
= Dependent Independent
dt m variable variable

dv
dt
c
=g− v
m
v(t ) =
gm
c
1− e (
−( c / m ) t
)
Parameters
Forcing function
31
 Analytical Solution
( )
gm This formula can be obtained analytically.
−( c / m ) t
v(t ) = 1− e But it may not always be possible.
Then we would need to use a numerical
c method to solve it

g = 9.8 m/s2 c =12.5 kg/s

m = 68.1 kg

t (sec.) V (m/s)
0 0
2 16.40
4 27.77
8 41.10
10 44.87
12 47.49
∞ 53.39

32
 Numerical Solution
dv v v(ti +1 ) − v(ti ) dv v
 = ........ = lim
dt t ti +1 − ti dt t →0 t

v(ti +1 ) − v(ti ) c
= g − v(ti )
ti +1 − ti m
This equation can be rearranged to yield
c
v(ti +1 ) = v(ti ) + [ g − v(ti )](ti +1 − ti )
m
∆t = 2 sec

To minimize the error, use a smaller step size, ∆t

No problem, if you use a computer!
33
 Analytical Solution
( )
gm This formula can be obtained analytically.
−( c / m ) t
v(t ) = 1− e But it may not always be possible.
Then we would need to use a numerical
c method to solve it

g = 9.8 m/s2 c =12.5 kg/s

m = 68.1 kg

t (sec.) V (m/s)
0 0
2 16.40
4 27.77
8 41.10
10 44.87
12 47.49
∞ 53.39

34
 Numerical Solution
dv v v(ti +1 ) − v(ti ) dv v
 = ........ = lim
dt t ti +1 − ti dt t →0 t

v(ti +1 ) − v(ti ) c
= g − v(ti )
ti +1 − ti m
This equation can be rearranged to
c
v(ti +1 ) = v(ti ) + [ g − v(ti )](ti +1 − ti )
m
t (sec.) V (m/s) ∆t = 2 sec
0 0
2 19.6
g = 9.8 m/s2
4 32
c =12.5 kg/s
8 39.85 m = 68.1 kg
10 44.82
12 49.96 To minimize the error, use a smaller step size, ∆t
No problem, if you use a computer!
∞ 53.39 35
 Summary
• Many mathematical models cannot be solved analytically
• Numerical solutions can be found that approximate the
exact solution
 Numerical Methods
Question Example Analytical Method Numerical
Method
𝑓 ??? Velocity for Solve Differential Differential
parachutist Equation Equations

𝑓 2.5 = ? Oxygen Evaluate 𝑓 2.5 . Interpolation

concentration in Easy if 𝑓 is known.
water
Area under curve Integration Numerical
න 𝑓 𝑥 𝑑𝑥 Integration

𝑓 𝑥 =0 Steady states Solve equation Root finding

𝑓 𝑥 max/min? Box/Shape of max 𝑓′ 𝑥 =0, then first or Optimisation

volume/ min cost… second derivative test…
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