Numerical Modelling - Introductory Approach

Technische Universitt Mnchen
Numerical Modelling
-
Introductory Approach
9th SimLab Course on Parallel Numerical Simulation
October 48, 2010, Belgrade, Serbia
Jrme Frisch
Technische Universitt
Mnchen
Contents
Overview
Types of Models
Derivation of Models
Mathematical Description
Types of Analyses
Model Properties
Solution Approach
IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

SimLab, Belgrade, October 2010
Mnchen
Why do we need numerical simulation
why numerical simulation?

because experiments are sometimes impossible
life cycle of galaxies, weather forecast, terror attacks, e. g.
bomb attack on WTC (1993)

because experiments are sometimes not welcome
avalanches, nuclear tests, medicine, e. g.

Mnchen
Why do we need numerical simulation
why numerical simulation? (contd)

because experiments are sometimes very costly and-time consuming
protein folding, material sciences, e. g.
Mississippi basin model (Jackson, MS)

because experiments are sometimes more expensive
aerodynamics, crash test, e. g.

Mnchen
Overview - The Main Elements of Simulation
Physical Mathematical Simulation Prediction

System Model
Validation Verification
Validation: Do we solve the right mathematical model?
Verification: Do we solve the mathematical model correctly?

Mnchen
Types of Models
Physical Models / Models of natural science
Scale representation of physical phenomena
image of nature, highlighting essential properties
mainly based on hypotheses (= model), illustration of phenomena
Exact Science, low level of abstraction
Mathematical Models
Description of physical behavior with predefined formalism
image of systems / natural phenomena
based on models from natural science (physics, chemistry, biology, ) or similar
Engineering Models
Physical and mathematical model on a higher abstraction level
often simplified approach restriction to essential system behavior
well suited for analyses and simulation

Mnchen
Principles of Mathematical Modelling

Description of a given problem with mathematical formalism in order to
get a formal and precise description (e.g. PDE)

uncover essential properties and behavior due to abstraction
allow systematic analyses i.e. problem solution
Modeling of real system behavior with

suitable mathematical formalism (logic, algebraic structures, topology, )
simplification and abstraction in order to reduce complexity
Evidence of model behavior in order to proof real system behavior, e.g. in

exact natural science and engineering (e.g. basic conservation laws of
continuum mechanics (energy, mass, momentum, ) long tradition
economics (e.g. law of supply & demand), climate modelling (e.g. interaction
of atmosphere, oceans, )
Still to do : derivation and analysis of models

Mnchen
Purpose of the modelling
What has to be analysed? stability or serviceability of a structure
motion of a single person or of a crowd
Input parameter
What are the important quantities?
Optimum trajectory of the space shuttle : gravitation of Earth or Pluto?
Climate change : what are the lasting effects of wildfire?
Oscillation of a bridge : excitation frequency or load participation or both?

Mnchen
Purpose of the modelling
What has to be analysed?
Input parameter
How do these parameters influence the model behavior?
How do these parameters behave?

Mnchen
Purpose of the modeling
What has to be analysed? stability or serviceability of a structure
motion of a single person or of a crowd
Input parameter
Optimum trajectory of the space shuttle : gravitation of Earth or Pluto?
Oscillation of a bridge : excitation frequency or load participation or both?
Climate change : what are the lasting effects of wildfire?
How do these parameters influence the model behavior?

May we neglect some of them? (Neglect damping in oscill. problems?)
How well are they determined? (good laboratory values, empirical values?)
How do these parameters behave?

Qualitative/quantitative behavior : Individual character stronger than group
dynamics?

Mnchen
Mathematical description
Differential equations (equillibrium conditions of differential subsystems)
typical engineering approach for e.g.
heat flow
elasticity,
Variational formulation (extreme values of a functional)
typical approch in natural science for e.g.
elasticity,
Relational algebra / Graph Theory / Automata
shortest path problem
critical path problem
capacity problems
spread of wildfire
crowd behavior)

Mnchen
Types of Analyses
Elasticity analysis
Find the critical behavior :

Deflection under snow loading?
source: Bauinformatik Berlin
Flow field analysis
Find a solution :
Well-being in offices?
source: Bauinformatik Mnchen

Mnchen
Types of Analyses
Air flow simulation
temperature distribution?
comfort behavior?

Mnchen
Types of Analyses
Path algebra
Shortest path (time, distance)?

Most reliable path?
Is there a Eulerian path?
State Transition
How do crowds behave?

Mnchen
Properties of Models
What can be said about the solution?

Existance of a solution
Ax=b: rank[A,b] > rank[A] no solution!

Mnchen
Eulerian Path (Knigsberg Bridge Problem, Euler 1736)

number of vertices with odd vertex degree > 2 no solution!
3
N
5 I E 3
S
3

Mnchen

Uniqueness of a solution
Ax=b: rank[A,b] = rank[A] < N arbitray solutions!

Mnchen

Uniqueness of a solution Fastest connection? Most reliable path?
Shortest path?
11
Chicago 11
11
12 New York
Cheyenne 10
9 9 4
9 8 6 Washington D.C.
St. Louis
26 Denver
12 7 13
12
23 11
San Francisco 27 20
20 Albuquerque Memphis
11
Los Angeles 11 Dallas
19 15
8 4 New Orleans
San Antonio

Mnchen

Dependency on the input data
Load distribution, e.g. on strutures

Number of load cases
Effects of ad-hoc decisions (choice of a start iteration vector, subspace size, )
Influence of experimental input data (material law, )
Influence of empirical input data (sociological aspects, )

Mnchen
Dependency on the input data
What can be said about the solution method?
Is the derived model suited for a numerical solution strategy (granularity) ?

Well-transformable to a suitable system of equations (simplifications) ?
How much is the solution method dependent on human intelligence
(experience/professional background) ?
What about correctness of the derived model?
Degree of abstraction? Still a realistic model?

Do validation methods exist? Is experimental validation feasable?

Mnchen
Solution approach
Analytical solutions
Highly desired, not always possible

Formal proof of existence and uniqueness of a solution
Heuristic solutions
Trial and error, following some solution strategy (search methods)

Well-suited e.g. for travelling salesman problem (logistics, machine control,)
Also used for root finding for polynomials and optimization
Numerical solutions
Direct solution (Simplex(Optimization), LU-decomposition, )

partially exact solution possible
Iterative solution (Jacobi, CG, QR, Gau-Seidel, GMRES, )
approximation of exact solution!

Questions?

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Technische Universitt Mnchen

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

Why do we need numerical simulation

why numerical simulation?

bomb attack on WTC (1993)

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

Why do we need numerical simulation

why numerical simulation? (contd)

Mississippi basin model (Jackson, MS)

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

Overview - The Main Elements of Simulation

Physical Mathematical Simulation Prediction

Validation: Do we solve the right mathematical model?

Verification: Do we solve the mathematical model correctly?

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

Principles of Mathematical Modelling

get a formal and precise description (e.g. PDE)

Modeling of real system behavior with

Evidence of model behavior in order to proof real system behavior, e.g. in

Still to do : derivation and analysis of models

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

How do these parameters influence the model behavior?

How do these parameters behave?

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

How do these parameters influence the model behavior?

How do these parameters behave?

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

Find the critical behavior :

Flow field analysis

source: Bauinformatik Mnchen

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

Air flow simulation

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

Shortest path (time, distance)?

How do crowds behave?

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

What can be said about the solution?

Ax=b: rank[A,b] > rank[A] no solution!

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

What can be said about the solution?

Eulerian Path (Knigsberg Bridge Problem, Euler 1736)

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

What can be said about the solution?

Ax=b: rank[A,b] = rank[A] < N arbitray solutions!

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

What can be said about the solution?

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

What can be said about the solution?

Load distribution, e.g. on strutures

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

What can be said about the solution?

What can be said about the solution method?

Is the derived model suited for a numerical solution strategy (granularity) ?

What about correctness of the derived model?

Degree of abstraction? Still a realistic model?

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics

Highly desired, not always possible

Trial and error, following some solution strategy (search methods)

Direct solution (Simplex(Optimization), LU-decomposition, )

IGSSE Kick-Off 2007 Raitenhaslach Computational Steering for Orthopeadics