Ordinary differential equations with stiffness

The mathematical model is shown in Table DC. It consists of a system of c+1 ordinary differential equations with initial conditions, these ODE s are stiff, even in the isothermd case, and of course stiffer in the adiabatic case, because of the exponential term due to ARRHENIUS law. 

The partial differential equations describing the catalyst particle are discretized with central finite difference formulae with respect to the spatial coordinate [50]. Typically, around 10-20 discretization points are enough for the particle. The ordinary differential equations (ODEs) created are solved with respect to time together with the ODEs of the bulk phase. Since the system is stiff, the computer code of Hindmarsh [51] is used as the ODE solver. In general, the simulations progressed without numerical problems. The final values of the rate constants, along with their temperature dependencies, can be obtained with nonlinear regression analysis. The differential equations were solved in situ with the backward... 

Dynamic simulations are also possible, and these require solving differential equations, sometimes with algebraic constraints. If some parts of the process change extremely quickly when there is a disturbance, that part of the process may be modeled in the steady state for the disturbance at any instant. Such situations are called stiff, and the methods for them are discussed in Numerical Solution of Ordinary Differential Equations as Initial-Value Problems. It must be realized, though, that a dynamic calculation can also be time-consuming and sometimes the allowable units are lumped-parameter models that are simplifications of the equations used for the steady-state analysis. Thus, as always, the assumptions need to be examined critically before accepting the computer results. 

CONP Kee, R. J., Rupley, F. and Miller, J. A. Sandia National Laboratories, Livermore, CA. A Fortran program (conp.f) that solves the time-dependent kinetics of a homogeneous, constant pressure, adiabatic system. The program runs in conjunction with CHEMKIN and a stiff ordinary differential equation solver such as LSODE (lsode.f, Hindmarsh, A. C. LSODE and LSODI, Two Initial Value Differential Equation Solvers, ACM SIGNUM Newsletter, 15, 4, (1980)). The simplicity of the code is particularly valuable for those not familiar with CHEMKIN. 

The set of four ordinary differential equations (7.64) to (7.67) for the dynamical system are quite sensitive numerically. Extreme care should be exercised in order to obtain reliable results. We advise our students to experiment with the standard IVP integrators ode... in MATLAB as we have done previously in the book. In particular, the stiff integrator odel5s should be tried if ode45 turns out to converge too slowly and the system is thus found to be stiff by numerical experimentation. 

Young, T. R., and Boris, J. P., A Numerical Technique for Solving Stiff Ordinary Differential Equations Associated with the Chemical Kinetics of Reactive Flow Problems, J. Phys. 

Quite often chemical engineering systems are encountered with widely different time constants, which give rise to both long-term and short-term effects. The corresponding ordinary differential equations have widely different eigenvalues. Differential equations of this type are known as stiff systems. Seader and Henley (1988) derived the expressions for maximum and minimum eigenvalues for the differential component mass balance equations related to intermediate plates and reboiler respectively. 

In the following sections some background information on stiff ordinary differential equations will be given and the general finite difference approximations for particle temperatures will be derived. Later, the technique will be applied to coal pyrolysis in a transport reactor where the difference equations for reaction kinetics will be discussed and the calculation results will be compared with those obtained by the previously established techniques. 

Mathematical models that contain ordinary differential equations face an inherent computational difficulty associated with the stiffness of the equations. Stiffness of ordinary differential equations depends on the relative magnitudes of the response modes or the characteristic time constants of the system being modeled. In solid fuel conversion problems where particles of varying sizes are considered the differential equations for the thermal transients of the particles are usually stiff. Estab-... 

A commercial stiff ordinary differential equation solver subroutine, DVOGER, is available in the IMSL Library (3). This subroutine uses Gear s method for the solution of stiff ODE s with analytic or numerical Jacobians. The pyrolysis model was solved using DVOGER and the analytical Jacobians of Eqs. (14) and (15). For a residence time of 0.0511 in dimensionless time, defined as t/t where 9... 

The Selected Asymptotic Integration Method (5) has been utilized for many years at NRL for the solution of the coupled "stiff" ordinary differential equations associated with reactive flow problems. This program has been optimized for the ASC. 

Ordinary differential Eqs. (13-149) to (13-151) for rates of change of hquid-phase mole fractions are nonlinear because the coefficients of Xij change with time. Therefore, numerical methods of integration with respect to time must be employed. Furthermore, the equations may be difficult to integrate rapidly and accurately because they may constitute a so-called stiff system as considered by Gear (Numerical Initial Value Problems in Ordinary Differential Equations, Prentice Hall, Englewood Cliffs, N.J., 1971). The choice of time... 

For numerical investigations of stress localizations in laminates, the discretizational effort can be reduced significantly if only the boundary needs to be discretized, as it is for e -ample the case in the classical boundary element method (BEM). But in this method a fundamental solution is needed which is in many cases difficult to achieve or even unknown. The Boundary Finite Element Method (BFEM) to be presented here does not require such a fundamental solution, because the element formulation is based on the finite element method (FEM), Thus the BFEM can be characterized to be a finite element based boundary discretization method. This method was originally developed from Wolf and Song [10] under the name Consistent Finite Element Cell Method for time-dependent problems in soil-mechanics. The basic assumption of this method is that a stiffness matrix describing the force-displacement relation at discrete degrees of freedom at the boundary of the continuum is scalable with respect to one point in three-dimensional space, the so-called similarity center, if similar contours within the continuum are considered. In contrast to this, the current work deals with the case of equivalent cross-sectional properties, i.e., that cross-sections parallel to the boundary can be described by the same stiffness matrix, which is the appropriate formulation for the case of the free-edge effect and the matrix crack problem. The boundary stiffness matrix results from a Matrix-Riccati equation. The field quantities inside of the continuum can be calculated from an ordinary differential equation. 

Given the initial conditions (concentrations of the 22 chemical species at t = 0), the concentrations of the chemical species with time are found by numerically solving the set of the 22 stiff ordinary differential equations (ODE). An ordinary differential equation system solver, EPISODE (17) is used. The method chosen for the numerical solution of the system includes variable step size, variable-order backward differentiation, and a chord or semistationary Newton method with an internally computed finite difference approximation to the Jacobian equation. 

The reader should note that in Eqs. (B.2)-(B.5) the spatial derivative appears on the right-hand side, and therefore it will be necessary to define a realizable high-order FVM for each case. In contrast, the source term S in Eq. (B.l) contains no spatial derivatives and hence is local in each finite-volume grid cell. In other words, with operator splitting the source term leads to a (stiff) ordinary differential equation (ODE) for each grid cell. 

The Matlab Simulink Model was designed to represent the model stmctuie and mass balance equations for SSF and is shown in Fig. 6. Shaded boxes represent the reaction rates, which have been lumped into subsystems. To solve the system of ordinary differential equations (ODEs) and to estimate unknown parameters in the reaction rate equations, the inter ce parameter estimation was used. This program allows the user to decide which parameters to estimate and which type of ODE solver and optimization technique to use. The user imports observed data as it relates to the input, output, or state data of the SimuUnk model. With the imported data as reference, the user can select options for the ODE solver (fixed step/variable step, stiff/non-stiff, tolerance, step size) as well options for the optimization technique (nonlinear least squares/simplex, maximum number of iterations, and tolerance). With the selected solver and optimization method, the unknown independent, dependent, and/or initial state parameters in the model are determined within set ranges. For this study, nonlinear least squares regression was used with Matlab ode45, which is a Rimge-Kutta [3, 4] formula for non-stiff systems. The steps of nonlinear least squares regression are as follows ... 

The mathematical model forms a system of coupled hyperbolic partial differential equations (PDEs) and ordinary differential equations (ODEs). The model could be converted to a system of ordinary differential equations by discretizing the spatial derivatives (dx/dz) with backward difference formulae. Third order differential formulae could be used in the spatial discretization. The system of ODEs is solved with the backward difference method suitable for stiff differential equations. The ODE-solver is then connected to the parameter estimation software used in the estimation of the kinetic parameters. More details are given in Chapter 10. The comparison between experimental data and model simulations for N20/Ar step responses over RI1/AI2O3 (Figure 8.8) demonstrates how adequate the mechanistic model is. 

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