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Journal of Chemical Engineering of Japan, Vol. 43, No. 12, pp. 10351042, 2010
Introduction
Mathematical models in chemical engineering
transport phenomena (e.g., mass, heat and momentum
transfer) can often be classified as lumped parameter
models represented mathematically as system of ODEs
in the form of Eq. (1), or as balance equations represented mathematically as systems of PDEs.
du
f ( u, )
dt
(1)
A prototypical example of the latter is a reaction-diffusion system in the form of Eq. (2).
u
2 u R( u, )
t
(2)
(3)
(4)
(5)
(6)
These solutions are represented by the zero level set contour of f(ys, ) as illustrated in Figure 1. The two solution families intersect at a turning point (also referred to
as a limit point, or saddle-node bifurcation) located at
= 1. If (ys*, *) denotes the intersection point, then
mathematically the turning point is described by Eq. (7).
f
f
f ( y *2 , *) 0 ,
0,
0
y y*,s *
y*s, *
(7)
(8)
els and boundary value problems that have been discretized by finite difference methods. We conclude with
a brief discussion on the possible limitations of our
method and suggestions for future work.
1.
(9)
ys 2.
An accepted method to handle this type of singularity is to introduce a reparameterization of the problem
in terms of arc length along the solution curve. Arc
length and pseudo-arc length continuation methods are
widely used in bifurcation theory (see Seydel (1988)
for an overview of methods). Popular open source software packages such as AUTO (Doedel, 1981), and
MATCONT (Dhooge et al., 2003) are readily available
for implementing continuation methods for many engineering related problems.
The goal of this paper is to introduce a variant of
the arc length continuation method for handling saddlenode bifurcations called turning points. Although the
method we propose builds on the standard approach
used in the literature (Seydel, 1988; Nayfeh and
Balachandran, 1995), we implement a result from the
homotopy literature that does not appear to be widely
known. We show that, with the capability of symbolic
software such as Mathematica (Wolfram Research Inc.),
it is possible to devise an arc length continuation method
for handling turning points without the need to write
complicated code. The underlying mathematics is covered in a typical undergraduate calculus course, and thus
it is practical to introduce our method into the undergraduate engineering curriculum. Further, the simplicity
of the method means that researchers who need unexpectedly to track steady state solutions with turning
points, but whose main area of research is not nonlinear
dynamics, have an alternative method that does not
require learning new software tools such as AUTO
(http://indy.cs.concordia.ca/auto/). All that is needed is
access to symbolic software such as Mathematica or
Maple (Waterloo Maple Inc.), both of which are widely
available. In the next section we review the existing theory of arc length continuation and the proposed new
method. We then show how the method can be used to
track steady state solutions from lumped parameter mod1036
(10)
(11)
(12)
(13)
(14)
ds ds
ds ds
(15)
(16)
(17)
du du d
1
ds ds ds
(18)
dz
dz
d
ds
1 2
d
d
d
d
(20)
(21)
Examples
(22)
19
ey
0
4 (1 e y )
(23)
1037
(24)
dy
d
ds
d
d
d
(25)
Equations (24) are solved subject to the initial conditions given by Eq. (26).
y (0) 0, (0) 0, (0) 0, s(0) 0
(26)
T1
10.001T1
(1 1 ) 1
(27a)
T1
(27b)
T2
f 3 1 e 10.001T2 (1 2 ) 2
f 4 22 e
T2
10.001T2
(1 2 ) T1 3T2
(27c)
(27d)
2 (0.01) 0.0215779
(28b)
T1 (0.01) 0.0784704
(28c)
T2 (0.01) 0.105924
(28d)
Figure 4 shows the dependence of T2 on the parameter . The solution path has 6 turning points, and for
0.039, there are remarkably 7 steady-state solutions.
Again, not all these steady-state solutions are stable to
JOURNAL OF CHEMICAL ENGINEERING OF JAPAN
Fig. 4
e 0, 0 x 1
dx 2
u 0, x 0
u
(29a)
(29b)
du
hu, x 1
dx
(29c)
1
u( x ) um 2 ln cos h
4
2 xe um / 2
(30)
The variable um u(1/2) denotes the maximum temperature in the slab. In this example, we use a finite differVOL. 43 NO. 12 2010
ence approximation to show how the steady-state solution evolves as the parameter is varied for finite values
of h. We discretized the domain 0 x 1 into NP-1 intervals of uniform width x, giving NP nodes, and approximate Eq. (29a) with its finite difference form, using
central differences for the spatial derivative. The value of
d 2u / dx 2 evaluated at the xi internal node is given by Eq.
(31).
d2u
u( xi x ) 2 u( xi ) u( xi x )
2
x2
dx i
(31)
(32)
(33a)
(33b)
Equation (32) is evaluated at nodes (i 2, . . . , NP) to obtain NP 1 nonlinear algebraic equations in terms of
NP 1 nodal unknowns u[1], u[2], . . . , u[NP], u[NP 1].
Combined with the boundary conditions Eqs. (33a) and
(33b), we have NP equations for NP nodal values for u.
For our calculation, we selected NP 15 and determined the NP continuation equations for du[i] / d by
solving Eq. (19) symbolically. The system of ODEs are
then integrated numerically with the initial conditions
u[i](0) 0, (0) 0. In Figure 5, we plot the solution
norm
iNP
u[i ]2 as a function of the parameter for
1
1039
Eq. (34). For Reynolds numbers Re 147, steady axisymmetric solutions reappear, but these solutions belong to a new solution family. In this study we focus on
the solution family that exists for Re 10.25.
When Re 0, a simple integration of Eq. (34) gives
the following analytically solution give by Eq. (38).
f0 (r )
f
(34)
Re
2
r r
r
r
(35)
f (1) Re f
(1) f (1)
(36)
(37)
1 4
( r r 2 ), 8
2
(38)
(
z
)
(A1)
F1
z1
F1
z2
F2
z1
F2
z2
F1
z3
z 0
F2 1
z 0
z3 2
z3
0
(A2)
We can solve this system using Cramers rule. Let S be given by Eq.
(A-3).
F F
S 1 2
z3 z1
F1 F2
z z
1 3
(A3)
1
z1 det 0
S
1
z2 det
S
F1
z2
F2
z2
1
F1
z1
F2
z1
F1
z3
F2
z3
0
F1
z3
F2
z3
0
(A4a)
(A4b)
1041
1
z3 det
S
F1
z1
F1
z2
F2
z1
F2
z2
Acknowledgement
The support of King Fahd University Petroleum & Minerals is
duly acknowledged.
(A4c)
F F
1
2
z2 z2
F1 F
F2
z z
3 2
(A5a)
z2
F F F F
F2
1
2
1
z z z
z
3 1 1 1
(A5b)
z3
F1 F2
z1 z2
(A5c)
F1 F
F2
z z
2 1
Recall the is a normalizing constant that can be chosen for convenience. If we let be given by Eq. (A6),
F F
1 2
z3 z1
F1 F2
z z
1 3
(A6)
(A7)
Here, ( )i} means remove the i-th column of the matrix Fz. There
may be circumstances where the determinant of the matrix in Eq. (A2)
is zero for certain values of the parameter . This occurs when u versus has an extremum, i.e. dui / d 0. However, since we compute
the determinants symbolically, the extrema points are handled naturally
during the integration of the solution curve.
1042
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