Group Research Projects

Take a topic from your own degree, find the differential equation inside it, understand it properly, and teach it to your class in 15 minutes.

What this project is for

Every project below starts from something you have studied, or will study, in your own department — a machine, a structure, a process, a network, a classroom — and asks one question: which differential equation governs it, and what does its solution actually tell an engineer? You are not asked to invent new mathematics. You are asked to understand one real model well enough to explain it to your classmates without hiding behind slides.

مَنْ سَلَكَ طَرِيقًا يَلْتَمِسُ فِيهِ عِلْمًا سَهَّلَ اللَّهُ لَهُ بِهِ طَرِيقًا إِلَى الْجَنَّةِ
"Whoever travels a path in search of knowledge, Allah will make easy for him a path to Paradise."
— Prophet Muhammad ﷺ (Sahih Muslim)

How it works

1

Form a group of 3 to 5 students

Everyone in the group must be in your own section, because you present to your own class. Mixed-specialty groups are welcome, as long as every member can explain the whole project.

2

Choose one project

Each brief names the course in your degree it builds on, the equation, what you must learn and what you must deliver. Read three or four briefs fully before deciding. You may take a project from another specialty if your group is ready to do it justice.

3

Book it — first come, first served

One member signs in and books for the group, giving the group name and every member's university email. The moment it is booked, that project disappears for your section, so no two groups in the same class present the same topic. Each student may belong to one group only.

4

Study it until you own it

"What your group must learn" is the minimum, not the whole job. Work through the mathematics by hand, then check it numerically. Divide the reading between you, but make sure every member understands all of it: any member may be asked any question.

5

Produce what the brief asks for

Every brief lists five deliverables: a derivation, a solved or simulated case with real numbers, a check that your answer is right, one clear figure, and an honest statement of where the model stops working.

6

Present for 15 minutes

Every member speaks. Time yourselves in advance — running over costs marks. Expect questions from your classmates and from me afterwards.

What every presentation must include

  1. The problem, in your field. What system are you studying, and what decision does an engineer make with it?
  2. The equation, term by term. Where does it come from, what does each symbol mean, and what are the units?
  3. The solution. Solve it analytically where you can; otherwise simulate it. Show the working, not just the answer.
  4. The check. Verify your solution: substitute it back, test a limiting case, or compare with the numerical result.
  5. The meaning and the limits. What does the solution tell you, and when does the model fail?
Rules for booking
  • Groups are 3 to 5 students, all from the same section.
  • One project per group; one group per student.
  • A booked project is unavailable to the rest of your section, but other sections still have it.
  • You may release your booking and take another project while any remain free. Any member can release it.
  • Only students who opened this course from Blackboard can book, so that membership can be checked against the class list.

How it is graded

CriterionWeightWhat I am looking for
Understanding the equation30%Correct equation, every term explained, solution or simulation done properly
Connection to your field25%A real engineering decision that depends on this model, explained in your own words
Depth of study20%Evidence you went past a web search: derivation, verification, honest limits, sources
Presentation15%Clear structure, readable figures, 15 minutes kept, questions answered
Whole-group ownership10%Every member speaks and can answer questions about any part

Your booking

Checking your sign-in…

The projects

Browse by specialty, or filter the list. A project marked Taken has been booked by another group in your section.

Electrical

— 15 projects
EE-01

Swing equation and critical clearing time of a synchronous generator

Ch 2Ch 4Ch 5ChallengingBuilds on: Power Systems Analysis (synchronous machine modelling, fault analysis)Also for Mechatronics
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Why this matters

When a fault occurs on a transmission line, protection clears it in a few cycles. Whether the generator returns to synchronism or pole-slips depends on how long the fault lasted, and that question is answered by integrating a nonlinear second-order ODE. Utilities set relay timings from exactly this calculation.

The differential equation: $$\frac{2H}{\omega_s}\frac{d^2\delta}{dt^2}+D\frac{d\delta}{dt}=P_m-\frac{E'V}{X}\sin\delta$$

\(\delta\) is the rotor angle in electrical radians, \(H\) the inertia constant in seconds, \(\omega_s\) the synchronous speed in electrical rad/s, \(D\) the damping coefficient, \(P_m\) the mechanical input power in per unit, \(E'\) the machine internal voltage behind transient reactance, \(V\) the infinite-bus voltage and \(X\) the total reactance between them. All powers are in per unit on the machine base.

What your group must learn
  • You must be able to derive the swing equation from Newton's rotational law applied to the turbine-generator shaft, and explain why the inertia constant H has units of seconds.
  • You must understand why the electrical power output is proportional to sin(delta) for a round-rotor machine connected to an infinite bus through a pure reactance.
  • You must be able to show that the undamped swing equation is mathematically the pendulum equation, and identify its stable centre and unstable saddle equilibria.
  • You must know that X changes in three stages (pre-fault, during-fault, post-fault) and that this is what makes the problem piecewise rather than a single ODE.
  • You must be able to linearise about the operating point to obtain the natural frequency of electromechanical oscillation and compare it with the simulated 0.5-2 Hz swing.
What you must deliver
  • A derivation of the swing equation from shaft torque balance, including the per-unit normalisation and the definition of H.
  • A simulated case of a three-phase fault on one of two parallel lines, cleared by opening the faulted line, with stated numbers (for example H = 5 s, P_m = 0.9 pu, E' = 1.1 pu, V = 1.0 pu, pre-fault X = 0.4 pu, during-fault X = 1.5 pu, post-fault X = 0.6 pu), solved with fourth-order Runge-Kutta and the clearing time swept to find the critical value.
  • A validation check comparing the numerically found critical clearing time with the value predicted by the equal-area criterion, with the percentage difference reported.
  • A phase-plane figure in the (delta, d delta/dt) plane showing one stable trajectory and one unstable trajectory, with the separatrix drawn.
  • A stated limitation: the classical model assumes constant flux linkage behind transient reactance, ignores the exciter and governor, and is therefore valid only for the first swing.

If your group wants more: Add a simple first-order exciter (automatic voltage regulator) as a third state and show how it changes the critical clearing time and can introduce a low-frequency oscillatory mode.

Where to start reading
  • P. Kundur, Power System Stability and Control, chapters on synchronous machine representation and transient stability (equal-area criterion, critical clearing angle).
  • A. Bergen and V. Vittal, Power Systems Analysis, chapter on synchronous machine transient stability.
  • J. Grainger and W. Stevenson, Power System Analysis, chapter on power system stability.
EE-02

Telegrapher's equations: travelling waves and reflections on a transmission line

Ch 6Ch 7Ch 2AdvancedBuilds on: Electromagnetics / Transmission Lines
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Why this matters

A voltage step launched onto a cable does not appear instantly at the far end; it travels, reflects off mismatched terminations and can double at an open circuit. Signal integrity on a PCB trace and switching overvoltages on a feeder are the same mathematics. The model is a pair of coupled first-order PDEs that reduce to a wave equation.

The differential equation: $$\frac{\partial v}{\partial x}=-L\frac{\partial i}{\partial t}-Ri,\qquad \frac{\partial i}{\partial x}=-C\frac{\partial v}{\partial t}-Gv \;\Longrightarrow\; \frac{\partial^2 v}{\partial x^2}=LC\frac{\partial^2 v}{\partial t^2}+(RC+LG)\frac{\partial v}{\partial t}+RGv$$

\(v(x,t)\) and \(i(x,t)\) are the line voltage and current at position \(x\) and time \(t\); \(R\), \(L\), \(G\) and \(C\) are the series resistance, series inductance, shunt conductance and shunt capacitance per unit length. With \(R=G=0\) the second equation becomes the lossless wave equation with speed \(u=1/\sqrt{LC}\).

What your group must learn
  • You must be able to derive both first-order PDEs from Kirchhoff's laws applied to a differential section of line of length dx.
  • You must be able to write the lossless solution in d'Alembert form as a forward wave plus a backward wave, and explain why the characteristic impedance sqrt(L/C) links the two.
  • You must be able to compute the reflection coefficient at a termination and explain the open-circuit, short-circuit and matched cases physically.
  • You must understand Heaviside's distortionless condition RC = LG and why a line that fails it spreads a pulse out in time.
  • You must be able to move between the time-domain PDE and the steady-state phasor solution using complex propagation constant gamma = sqrt((R + j omega L)(G + j omega C)).
What you must deliver
  • A derivation of the coupled PDEs and their reduction to the single second-order PDE, with the lossless and distortionless special cases identified.
  • A worked step-response case for a stated line (for example 300 m of cable with L = 0.25 uH/m, C = 100 pF/m, source impedance 10 ohm, load 1 kohm), giving the wave speed, the characteristic impedance, the reflection coefficients and the voltage at the load for the first four transits.
  • A validation check in which the numerically integrated solution at a matched load is compared against the analytic d'Alembert prediction, with the maximum error reported.
  • A bounce diagram (lattice diagram) figure plus a plot of load voltage against time showing the staircase for a resistive mismatch.
  • A stated limitation: R, L, G and C are treated as frequency-independent, so the model ignores skin effect and dielectric dispersion and will under-predict the rounding of fast edges.

If your group wants more: Add frequency-dependent series resistance R(omega) proportional to sqrt(omega) to represent skin effect and show, by inverse Fourier transform of the phasor solution, how the step edge is smeared.

Where to start reading
  • D. Pozar, Microwave Engineering, chapter on transmission line theory (lumped-element model, reflection coefficient, lossy lines).
  • W. Hayt and J. Buck, Engineering Electromagnetics, chapter on transmission lines (wave equations, transients, bounce diagrams).
  • E. Kreyszig, Advanced Engineering Mathematics, chapter on partial differential equations (d'Alembert solution of the wave equation).
EE-03

Phase-locked loop: nonlinear acquisition and the hold-in range

Ch 4Ch 2Ch 3AdvancedBuilds on: Communication Systems (or Analogue Electronics, PLL section)Also for Computer
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Why this matters

Every carrier recovery circuit, frequency synthesiser and clock-and-data recovery block is a PLL. The small-signal transfer function taught in class hides the question that matters in practice: given a frequency offset, will the loop lock at all, and how long will it take? That question is a nonlinear phase-plane problem.

The differential equation: $$\frac{d\phi}{dt}=\Delta\omega-K\left(x+\frac{\tau_2}{\tau_1}\sin\phi\right),\qquad \frac{dx}{dt}=\frac{\sin\phi}{\tau_1} \;\Longleftrightarrow\; \frac{d^2\phi}{dt^2}+\frac{K\tau_2}{\tau_1}\cos\phi\,\frac{d\phi}{dt}+\frac{K}{\tau_1}\sin\phi=0$$

\(\phi\) is the phase error between input and VCO in radians, \(x\) is the integrator state of the active loop filter \(F(s)=(1+\tau_2 s)/(\tau_1 s)\), \(K\) is the loop gain in rad/s (phase-detector gain times VCO gain), \(\Delta\omega\) is the constant offset between the input frequency and the free-running VCO frequency, and \(\tau_1,\tau_2\) are the loop-filter time constants.

What your group must learn
  • You must be able to derive the phase-error equation from the phase-detector, loop-filter and VCO relationships, and say exactly where the sin(phi) comes from.
  • You must be able to reduce the loop filter to a state so that the system is an autonomous planar system suitable for phase-plane analysis.
  • You must be able to linearise about the lock point to recover the familiar second-order form with natural frequency sqrt(K/tau_1) and damping ratio (tau_2/2) sqrt(K/tau_1).
  • You must understand why the equilibria are periodic in phi with period 2 pi, alternating stable node or focus and saddle, and what a trajectory that crosses a saddle separatrix means physically (cycle slipping).
  • You must be able to distinguish the lock range, the pull-in range and the hold-in range and state which of them the linear model can and cannot predict.
What you must deliver
  • A derivation of the planar system from the loop block diagram, together with the equivalent second-order nonlinear ODE.
  • A simulated acquisition case with stated numbers (for example K = 2 pi x 1000 rad/s, tau_1 = 1 ms, tau_2 = 0.1 ms) for two offsets, one that locks without slipping and one that slips at least twice before locking.
  • A validation check comparing the simulated small-offset settling behaviour with the linear second-order prediction (natural frequency and damping ratio computed from the formulas), with the discrepancy quantified.
  • A phase portrait in the (phi, d phi/dt) plane showing the stable equilibria, the saddles, the separatrices and two trajectories, one locking directly and one slipping.
  • A stated limitation: the sinusoidal phase-detector characteristic and the noise-free assumption; a real multiplier detector also produces a double-frequency term that the averaged model discards.

If your group wants more: Add band-limited white noise at the phase detector and estimate the mean time to the first cycle slip by Monte Carlo, comparing the trend with the exponential dependence on loop signal-to-noise ratio.

Where to start reading
  • F. Gardner, Phaselock Techniques, chapters on loop fundamentals, acquisition and tracking behaviour.
  • R. Best, Phase-Locked Loops: Design, Simulation and Applications, chapters on the nonlinear loop equation and pull-in behaviour.
  • J. Proakis and M. Salehi, Communication Systems Engineering, section on carrier recovery and the PLL.
EE-04

State-space averaged model of a boost converter and its right-half-plane zero

Ch 4Ch 3Ch 7AdvancedBuilds on: Power ElectronicsAlso for Mechatronics
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Why this matters

A boost converter is a switched circuit, so it has no single linear model; state-space averaging replaces the switching with a continuous ODE in the duty ratio. The resulting control-to-output transfer function has a zero in the right half plane, which is why a boost converter's output dips before it rises and why its voltage loop must be made slow.

The differential equation: $$L\frac{di_L}{dt}=V_g-(1-d)v_C,\qquad C\frac{dv_C}{dt}=(1-d)i_L-\frac{v_C}{R},\qquad G_{vd}(s)=\frac{\hat v_C(s)}{\hat d(s)}=\frac{V_g}{(1-D)^2}\cdot\frac{1-\dfrac{sL}{(1-D)^2R}}{1+\dfrac{sL}{(1-D)^2R}+\dfrac{s^2LC}{(1-D)^2}}$$

\(i_L\) is the averaged inductor current, \(v_C\) the averaged output capacitor voltage, \(d(t)\) the duty ratio with steady-state value \(D\), \(V_g\) the input voltage, \(L\), \(C\) and \(R\) the inductance, output capacitance and load resistance; hats denote small-signal perturbations about the operating point.

What your group must learn
  • You must be able to write the two switched state equations for the on-state and the off-state and explain the averaging step that combines them with weights d and 1-d.
  • You must be able to find the operating point by setting the derivatives to zero and recover the ideal conversion ratio V = V_g/(1-D).
  • You must be able to perturb and linearise the averaged equations, keeping the cross terms that produce the duty-ratio input and discarding the products of two small quantities.
  • You must be able to take the Laplace transform of the linearised system and obtain the control-to-output transfer function, identifying the right-half-plane zero at omega = (1-D)^2 R/L.
  • You must be able to compute the eigenvalues of the averaged A matrix and connect the damping they predict to the load resistance.
What you must deliver
  • A derivation of the averaged model, the operating point and the linearised small-signal system in matrix form.
  • A worked case with stated numbers (for example V_g = 12 V, D = 0.5, L = 100 uH, C = 100 uF, R = 10 ohm), giving the operating point, the eigenvalues, the resonant frequency and the right-half-plane zero frequency in hertz.
  • A validation check in which a switched simulation at a stated switching frequency (for example 50 kHz) is compared with the averaged ODE solution for a small step in duty ratio, reporting the difference in the settled output and in the initial undershoot.
  • A figure overlaying the switched and averaged output-voltage responses to a duty step, with the initial reverse dip annotated as the effect of the right-half-plane zero.
  • A stated limitation: averaging assumes continuous conduction mode and a switching frequency well above the corner frequencies, so the model fails at light load where the converter goes discontinuous.

If your group wants more: Derive the discontinuous-conduction-mode averaged model for the same converter and show that the right-half-plane zero moves to a much higher frequency, then check it against a switched simulation at light load.

Where to start reading
  • R. Erickson and D. Maksimovic, Fundamentals of Power Electronics, chapters on AC equivalent circuit modelling, state-space averaging and converter transfer functions.
  • N. Mohan, T. Undeland and W. Robbins, Power Electronics: Converters, Applications and Design, chapter on DC-DC converters and their dynamic modelling.
  • S. Ang and A. Oliva, Power-Switching Converters, chapter on small-signal modelling and control loop design.
EE-05

Induction motor dq model: direct-on-line starting and torque transients

Ch 4Ch 5ChallengingBuilds on: Electric Machines (and Electric Drives)Also for Mechatronics
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Why this matters

The steady-state equivalent circuit taught for induction machines cannot predict the torque spike and current surge during direct-on-line starting, because those are transients. Replacing the three phase quantities by two dq components turns time-varying inductances into constants and gives a fifth-order nonlinear ODE system that drives every modern vector-control scheme.

The differential equation: $$v_{qs}=r_si_{qs}+\omega\lambda_{ds}+\frac{d\lambda_{qs}}{dt},\quad v_{ds}=r_si_{ds}-\omega\lambda_{qs}+\frac{d\lambda_{ds}}{dt},\quad 0=r_r'i_{qr}'+(\omega-\omega_r)\lambda_{dr}'+\frac{d\lambda_{qr}'}{dt},\quad 0=r_r'i_{dr}'-(\omega-\omega_r)\lambda_{qr}'+\frac{d\lambda_{dr}'}{dt},\quad \frac{2J}{P}\frac{d\omega_r}{dt}=T_e-T_L,\quad T_e=\frac{3P}{4}L_m\left(i_{qs}i_{dr}'-i_{ds}i_{qr}'\right)$$

Subscripts \(q\) and \(d\) are the quadrature and direct axes, \(s\) and \(r\) the stator and (referred) rotor, \(v\), \(i\) and \(\lambda\) are voltage, current and flux linkage, \(r_s\) and \(r_r'\) the resistances, \(\omega\) the reference-frame speed, \(\omega_r\) the electrical rotor speed, \(P\) the number of poles, \(J\) the inertia, \(T_e\) and \(T_L\) the electromagnetic and load torques; the flux linkages close the system through \(\lambda_{qs}=L_si_{qs}+L_mi_{qr}'\), \(\lambda_{ds}=L_si_{ds}+L_mi_{dr}'\), \(\lambda_{qr}'=L_r'i_{qr}'+L_mi_{qs}\), \(\lambda_{dr}'=L_r'i_{dr}'+L_mi_{ds}\) with \(L_s=L_{ls}+L_m\) and \(L_r'=L_{lr}'+L_m\).

What your group must learn
  • You must be able to state the Park (abc to dq0) transformation and explain why it removes the rotor-position dependence from the mutual inductances.
  • You must be able to explain the speed-voltage terms (the terms multiplied by omega and omega - omega_r) and why they appear only after moving to a rotating frame.
  • You must be able to invert the flux-linkage relations to write the system in the standard form dx/dt = f(x, u), which is what a numerical solver needs.
  • You must understand why the system is nonlinear even though the electrical equations are linear in the currents, namely because of the products of speed and flux and the torque expression.
  • You must be able to show that setting all time derivatives to zero at constant slip recovers the familiar steady-state equivalent circuit and the torque-slip curve.
What you must deliver
  • A derivation of the dq model from the three-phase equations, including the flux-linkage inversion into explicit state-derivative form.
  • A simulated direct-on-line start for a stated machine (for example a 4-pole, 400 V, 50 Hz, 4 kW motor with r_s = 1.4 ohm, r_r' = 1.4 ohm, L_ls = L_lr' = 5.8 mH, L_m = 172 mH, J = 0.025 kg m^2), reporting peak stator current, peak torque and run-up time.
  • A validation check in which the final steady-state torque and current from the simulation are compared with the values from the steady-state equivalent circuit at the same slip, with the percentage difference reported.
  • A figure with three stacked panels against time: stator current, electromagnetic torque and rotor speed, showing the oscillatory torque during the first few cycles.
  • A stated limitation: the model assumes sinusoidally distributed windings, constant parameters, no magnetic saturation and no iron loss, so it over-predicts the magnetising flux during the inrush.

If your group wants more: Implement indirect rotor-flux-oriented control on the same model and compare the starting torque and current with the direct-on-line case at equal run-up time.

Where to start reading
  • P. Krause, O. Wasynczuk and S. Sudhoff, Analysis of Electric Machinery and Drive Systems, chapters on reference frame theory and symmetrical induction machines.
  • A. Fitzgerald, C. Kingsley and S. Umans, Electric Machinery, chapters on polyphase induction machines and dynamics.
  • B. K. Bose, Modern Power Electronics and AC Drives, chapter on dynamic modelling of the induction machine.
EE-06

Transformer inrush current from core saturation

Ch 1Ch 5AdvancedBuilds on: Electric Machines (transformers) / Power Systems
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Why this matters

Energising an unloaded transformer can draw a current many times rated for several cycles, which trips protection that was not designed to expect it. The cause is a first-order ODE in flux linkage with a strongly nonlinear magnetisation characteristic, and the peak depends on the point on the voltage wave at which the breaker closes and on the residual flux left in the core.

The differential equation: $$\frac{d\lambda}{dt}=\sqrt{2}\,V\sin(\omega t+\alpha)-R\,i(\lambda),\qquad i(\lambda)=\frac{\lambda}{L_m}\;\text{for}\;|\lambda|\le\lambda_s,\qquad i(\lambda)=\operatorname{sgn}(\lambda)\left[\frac{\lambda_s}{L_m}+\frac{|\lambda|-\lambda_s}{L_a}\right]\;\text{for}\;|\lambda|\gt\lambda_s$$

\(\lambda\) is the core flux linkage in Wb-turns, \(V\) the rms supply voltage, \(\omega\) the supply angular frequency, \(\alpha\) the closing angle on the voltage wave, \(R\) the winding plus source resistance, \(L_m\) the unsaturated magnetising inductance, \(\lambda_s\) the saturation flux linkage and \(L_a\) the much smaller air-core inductance above the knee; the initial condition \(\lambda(0)=\lambda_r\) is the residual flux.

What your group must learn
  • You must be able to derive the flux-linkage equation from Faraday's law applied to the primary winding of an unloaded transformer.
  • You must be able to solve the linear (unsaturated, R = 0) case analytically and show that closing at a voltage zero gives a flux offset that reaches twice the normal peak.
  • You must understand why the two-slope magnetisation curve makes the current, not the flux, the quantity that explodes, with L_a typically one to two orders of magnitude below L_m.
  • You must be able to explain the role of the winding resistance in decaying the DC flux offset, and estimate the decay time constant in each region of the curve.
  • You must be able to justify your choice of numerical method and step size, given that the right-hand side changes stiffness abruptly at the saturation knee.
What you must deliver
  • A derivation of the flux equation, plus the closed-form unsaturated solution showing the worst-case closing angle and the role of residual flux.
  • A simulated case with stated numbers (for example 230 V, 50 Hz, R = 0.5 ohm, L_m = 10 H, lambda_s = 1.05 times the normal peak flux linkage, L_a = 0.05 H) run for alpha = 0 and alpha = 90 degrees and for residual flux 0 and +0.6 lambda_s, reporting the peak current in each of the four cases.
  • A validation check comparing a fixed-step RK4 solution with a smaller-step solution (and with a stiff solver if available), showing that the reported peak current has converged to within a stated tolerance.
  • A figure with two panels: flux linkage against time with the saturation level marked, and the corresponding current against time, showing the unipolar spiky waveform.
  • A stated limitation: the piecewise-linear curve has no hysteresis and no eddy-current loss, so the simulated inrush decays more slowly than a measured one, and three-phase coupling is ignored entirely.

If your group wants more: Extend to a three-phase three-limb transformer with the three closing instants separated by 120 degrees and show that the second-harmonic content of the differential current is what makes second-harmonic restraint in differential protection work.

Where to start reading
  • A. Greenwood, Electrical Transients in Power Systems, chapter on transformer energisation and inrush.
  • A. Fitzgerald, C. Kingsley and S. Umans, Electric Machinery, chapter on transformers and magnetic circuits (saturation, exciting current).
  • L. van der Sluis, Transients in Power Systems, chapter on switching transients.
EE-07

Droop control of two parallel grid-forming inverters: power sharing and stability

Ch 4Ch 2ChallengingBuilds on: Power Electronics (grid-connected converters) / Power Systems
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Why this matters

In a microgrid with no rotating machine, inverters must share load without communicating with each other. Frequency droop achieves this, but the sharing is a dynamic equilibrium of a nonlinear system, and choosing the droop gain and the power-measurement filter badly makes the two units oscillate against each other. The stability boundary comes straight out of the eigenvalues.

The differential equation: $$\frac{d\delta_{12}}{dt}=-m_1P_1^m+m_2P_2^m,\qquad \tau\frac{dP_1^m}{dt}=-P_1^m+\tfrac12 P_L+P_c(\delta_{12}),\qquad \tau\frac{dP_2^m}{dt}=-P_2^m+\tfrac12 P_L-P_c(\delta_{12}),\qquad P_c(\delta_{12})=\frac{V_1V_2}{X_1+X_2}\sin\delta_{12}$$

\(\delta_{12}=\delta_1-\delta_2\) is the angle difference between the two inverter internal voltages, \(P_i^m\) is the low-pass filtered measured power of unit \(i\) with filter time constant \(\tau\), \(m_i\) is the frequency droop gain of unit \(i\) in rad/s per watt, \(P_L\) the total load power, \(P_c\) the circulating power, \(V_1,V_2\) the inverter voltage magnitudes and \(X_1,X_2\) the (assumed inductive) output reactances.

What your group must learn
  • You must be able to state the frequency droop law omega_i = omega* - m_i P_i^m and explain why droop in frequency (not voltage) is what shares active power on an inductive network.
  • You must be able to derive the circulating-power expression from the two-source power-flow relation and state the assumption that the line is lossless and the angle differences are the only driver of the imbalance.
  • You must be able to show that at equilibrium m_1 P_1 = m_2 P_2, so droop gains set the sharing ratio, and compute the resulting steady-state frequency deviation.
  • You must be able to reduce the three-state model to a planar system in the angle difference and the weighted power difference, and compute the Jacobian eigenvalues at the equilibrium.
  • You must understand the trade-off that a larger droop gain shares power faster and more accurately but moves the eigenvalues towards instability, and that the measurement filter time constant tau sets the oscillation frequency.
What you must deliver
  • A derivation of the model from the droop law, the power-flow relation and the measurement filter, including the equilibrium condition for power sharing.
  • A simulated case with stated numbers (for example V_1 = V_2 = 230 V, X_1 = X_2 = 0.3 ohm at 50 Hz, P_L stepping from 2 kW to 4 kW, tau = 20 ms, m_1 = m_2 = 2 pi x 0.5/2000 rad/s per W), reporting the settled frequency, the power split and the settling time.
  • A validation check in which the settled sharing ratio from the simulation is compared with the algebraic prediction m_1 P_1 = m_2 P_2, and the settled frequency with omega* - m_1 P_1.
  • A figure showing the eigenvalue locus in the complex plane as the droop gain m is swept over at least a decade, with the point where the pair crosses the imaginary axis marked.
  • A stated limitation: the network is assumed purely inductive and lossless with constant voltage magnitudes, so resistive low-voltage microgrids, where active and reactive power are coupled, are outside the model.

If your group wants more: Add a secondary integral control term that restores nominal frequency and show how its gain must be an order of magnitude slower than the droop loop to avoid a new oscillatory mode.

Where to start reading
  • M. Chandorkar, D. Divan and R. Adapa, Control of parallel connected inverters in standalone AC supply systems, IEEE Transactions on Industry Applications, 1993.
  • R. Teodorescu, M. Liserre and P. Rodriguez, Grid Converters for Photovoltaic and Wind Power Systems, chapter on islanding and microgrid control.
  • A. Bergen and V. Vittal, Power Systems Analysis, chapters on power flow and automatic generation control (for the droop concept).
EE-08

Photovoltaic maximum power point tracking as a dynamical system

Ch 4Ch 1Ch 5ChallengingBuilds on: Power Electronics / Renewable Energy SystemsAlso for Mechatronics
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Why this matters

An MPPT algorithm is usually presented as a flowchart, which hides why it oscillates around the peak and why it can run away when irradiance changes quickly. Treating the tracker as a slow gradient law on top of the converter's own ODEs turns the tuning question into a time-scale separation question that can be answered with eigenvalues.

The differential equation: $$C_{pv}\frac{dv}{dt}=i_{pv}(v)-i_L,\qquad L\frac{di_L}{dt}=v-(1-d)V_{dc},\qquad \frac{dv_{ref}}{dt}=\gamma\left(i_{pv}(v_{ref})+v_{ref}\left.\frac{di_{pv}}{dv}\right|_{v_{ref}}\right),\qquad i_{pv}(v)=I_{ph}-I_0\left(e^{v/(nV_T)}-1\right)$$

\(v\) is the PV array terminal voltage, \(i_L\) the boost inductor current, \(d\) the duty ratio produced by an inner regulator that drives \(v\) towards \(v_{ref}\), \(V_{dc}\) the (stiff) output bus voltage, \(C_{pv}\) the input capacitance, \(L\) the boost inductance, \(\gamma\) the tracker gain, \(I_{ph}\) the light-generated current, \(I_0\) the diode saturation current, \(n\) the ideality factor and \(V_T=kT/q\) the thermal voltage; the bracket in the third equation is exactly \(dP/dv\).

What your group must learn
  • You must be able to derive the single-diode PV current-voltage relation and show that dP/dv = i + v di/dv vanishes at the maximum power point, which is the incremental-conductance condition.
  • You must be able to write the averaged boost-converter equations with a PV source rather than a voltage source, and explain why the PV source makes the input node a nonlinear element.
  • You must be able to argue why the tracker gain gamma must be small enough that the tracker is slow compared with the converter eigenvalues, and compute both time scales for your numbers.
  • You must be able to linearise the PV characteristic about the maximum power point and show that the closed loop there behaves like a stable first-order system with time constant set by gamma.
  • You must understand why a perturb-and-observe tracker with a fixed step size always oscillates about the peak whereas the continuous gradient law converges to it, and what that costs in practice.
What you must deliver
  • A derivation of the combined converter-plus-tracker model, including the maximum power point condition and the linearisation about it.
  • A simulated case for a stated module (for example I_ph = 8.2 A, I_0 = 2.5e-10 A, n = 1.3, 60 cells in series at 25 C, V_dc = 400 V, C_pv = 100 uF, L = 1 mH) under a step of irradiance from 1000 to 500 W/m^2, reporting the tracked power before and after and the tracking time.
  • A validation check comparing the converged operating point with the maximum of the P-V curve computed independently by a fine numerical sweep, with the tracking efficiency stated as a percentage.
  • A figure showing the P-V curve for both irradiance levels with the trajectory of the operating point drawn on top of it.
  • A stated limitation: series and shunt resistances are neglected in the analytic part, temperature is held constant, and partial shading (which produces multiple local maxima that a gradient law cannot escape) is outside the model.

If your group wants more: Add a second series-connected module with a different irradiance and a bypass diode to create two local maxima, then show numerically that the gradient tracker locks onto the wrong peak depending on its starting point.

Where to start reading
  • G. Masters, Renewable and Efficient Electric Power Systems, chapter on photovoltaic materials and electrical characteristics (single-diode model, maximum power point).
  • R. Erickson and D. Maksimovic, Fundamentals of Power Electronics, chapters on converter averaging and photovoltaic power systems.
  • R. Teodorescu, M. Liserre and P. Rodriguez, Grid Converters for Photovoltaic and Wind Power Systems, chapter on maximum power point tracking.
EE-09

Observer error dynamics and the matrix Riccati equation of the Kalman filter

Ch 1Ch 4Ch 3ChallengingBuilds on: Control Systems (state-space methods)Also for MechatronicsAlso for Computer
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Why this matters

Every state feedback controller needs states it cannot measure, so it estimates them. The estimation error itself obeys a linear ODE whose eigenvalues the designer places, and the optimal choice of gain comes from a nonlinear matrix ODE, the Riccati equation, whose steady state is what a Kalman filter actually implements. The scalar case can be solved by hand with Chapter 1 methods.

The differential equation: $$\dot e=(A-LC)e,\qquad \dot P=AP+PA^{\mathsf T}-PC^{\mathsf T}R^{-1}CP+Q,\qquad L=PC^{\mathsf T}R^{-1}$$

\(e=x-\hat x\) is the estimation error vector, \(A\) and \(C\) are the plant state and output matrices, \(L\) the observer gain, \(P\) the error covariance matrix, \(Q\) the process-noise intensity matrix and \(R\) the measurement-noise intensity; the second equation is the continuous-time matrix Riccati differential equation whose steady state gives the Kalman gain.

What your group must learn
  • You must be able to derive the error equation by subtracting the observer equation from the plant equation and show that it does not depend on the input u.
  • You must be able to state the observability condition and explain why the eigenvalues of A - LC can be placed arbitrarily only when the pair (A, C) is observable.
  • You must be able to solve the scalar Riccati equation dp/dt = 2ap - c^2 p^2/r + q by separation of variables and partial fractions, and show that it converges to the positive root of the algebraic equation.
  • You must be able to explain what Q and R mean physically and how their ratio moves the observer eigenvalues between fast-and-noisy and slow-and-smooth.
  • You must be able to connect the transient solution P(t) to the filter's start-up behaviour, that is, why an uncertain initial estimate gives a large gain that then decays.
What you must deliver
  • A derivation of the error dynamics and a full hand solution of the scalar Riccati equation, including the steady-state gain and the convergence rate.
  • A worked second-order case with stated numbers (for example a DC motor with A = [[0, 1], [0, -10]], C = [1, 0], Q = diag(0, 1), R = 0.01) giving the Riccati steady-state P, the Kalman gain L and the eigenvalues of A - LC.
  • A validation check comparing the numerically integrated matrix Riccati solution at large t with the solution of the algebraic Riccati equation obtained independently, with the element-wise difference reported.
  • A figure with two panels: the entries of P(t) converging, and the true state against the estimated state for a noisy simulated measurement.
  • A stated limitation: the model assumes a linear plant with known matrices and white, zero-mean, uncorrelated noise, so a biased sensor or an unmodelled nonlinearity will make the filter confidently wrong.

If your group wants more: Compare the optimal Kalman gain with a pole-placement observer whose eigenvalues you set five times faster, and show by Monte Carlo which gives the lower mean squared error under the stated noise.

Where to start reading
  • G. Franklin, J. Powell and A. Emami-Naeini, Feedback Control of Dynamic Systems, chapter on state-space design (estimator design, pole placement, optimal estimation).
  • B. Anderson and J. Moore, Optimal Filtering, chapters on the continuous-time Kalman filter and the Riccati equation.
  • D. Simon, Optimal State Estimation, chapters on the continuous-time Kalman filter.
EE-10

Thermal runaway of a power MOSFET: a stability criterion from a first-order ODE

Ch 1Ch 5CoreBuilds on: Power Electronics / Electronic Devices and CircuitsAlso for Mechatronics
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Why this matters

A power MOSFET's on-resistance rises with junction temperature, so conduction loss rises, so the junction gets hotter still. Below a critical current this loop settles; above it the device destroys itself. The whole design rule is the sign of one coefficient in a first-order linear ODE, and it tells you the largest heatsink thermal resistance you may use.

The differential equation: $$C_{th}\frac{dT_j}{dt}=I^2R_{ds}(T_j)-\frac{T_j-T_a}{R_{th}},\qquad R_{ds}(T_j)=R_{25}\left[1+\alpha\left(T_j-25\right)\right]$$

\(T_j\) is the junction temperature in degrees Celsius, \(T_a\) the ambient temperature, \(C_{th}\) the thermal capacitance in J/K, \(R_{th}\) the junction-to-ambient thermal resistance in K/W, \(I\) the (constant) drain current, \(R_{25}\) the on-resistance at 25 C and \(\alpha\) its temperature coefficient per kelvin.

What your group must learn
  • You must be able to derive the lumped thermal equation as an energy balance and justify the electrical analogy in which heat flow plays the role of current and temperature the role of voltage.
  • You must be able to solve the linearised equation in closed form and show that the exponent has the sign of (I^2 R_25 alpha - 1/R_th), giving the runaway condition I^2 R_25 alpha R_th > 1.
  • You must be able to compute the equilibrium junction temperature below the critical current and verify that it is a stable equilibrium by examining the derivative of the right-hand side.
  • You must understand the physical origin of the positive temperature coefficient of on-resistance in a MOSFET and why it makes paralleled devices share current, unlike a bipolar transistor.
  • You must be able to convert a datasheet thermal impedance curve into an equivalent R_th and C_th and state the time constant this implies.
What you must deliver
  • A derivation of the equation, the closed-form solution and the algebraic runaway criterion.
  • A worked case with stated numbers (for example R_25 = 30 mohm, alpha = 0.006 per K, T_a = 40 C, C_th = 0.5 J/K) computing the critical current for R_th = 2 K/W and for R_th = 20 K/W, and the equilibrium junction temperature just below each critical current.
  • A validation check in which the analytic critical current is confirmed by numerically integrating the ODE for currents 5 percent below and 5 percent above it and showing bounded versus unbounded behaviour.
  • A figure plotting the steady-state junction temperature against drain current for two values of R_th, showing the vertical asymptote at the critical current.
  • A stated limitation: the single-lump thermal model and the linear R_ds(T) approximation are both crude; real devices use a multi-stage Cauer or Foster network and an on-resistance that rises faster than linearly above about 100 C.

If your group wants more: Replace the single lump with a three-stage Foster network fitted to a datasheet transient thermal impedance curve, integrate it as a third-order system, and show how a pulsed current profile can be safe even though its peak exceeds the DC critical current.

Where to start reading
  • B. J. Baliga, Fundamentals of Power Semiconductor Devices, chapter on power MOSFETs (on-resistance and its temperature dependence).
  • N. Mohan, T. Undeland and W. Robbins, Power Electronics: Converters, Applications and Design, chapter on thermal design and heatsinks.
  • F. Incropera and D. DeWitt, Fundamentals of Heat and Mass Transfer, chapter on transient conduction (lumped capacitance method).
EE-11

Skin effect in a round conductor: Bessel functions of complex argument

Ch 5Ch 7Ch 6ChallengingBuilds on: Electromagnetics (and Electrical Machines, for winding design)
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Why this matters

The AC resistance of a conductor is larger than its DC resistance because current crowds towards the surface, which is why busbars are laminated and why transformer windings use Litz wire. The field inside the conductor satisfies a diffusion equation whose steady-state phasor form is Bessel's equation with an imaginary parameter, solved by a power series.

The differential equation: $$\frac{d^2E_z}{dr^2}+\frac1r\frac{dE_z}{dr}-j\omega\mu\sigma E_z=0,\qquad E_z(r)=E_z(a)\,\frac{J_0\!\left(j^{3/2}\sqrt{\omega\mu\sigma}\,r\right)}{J_0\!\left(j^{3/2}\sqrt{\omega\mu\sigma}\,a\right)},\qquad \delta=\sqrt{\frac{2}{\omega\mu\sigma}}$$

\(E_z(r)\) is the phasor axial electric field at radius \(r\) inside a conductor of radius \(a\), \(\omega\) the angular frequency, \(\mu\) the permeability, \(\sigma\) the conductivity, \(J_0\) the Bessel function of the first kind of order zero and \(\delta\) the skin depth; the current density is \(J_z=\sigma E_z\), and \(J_0(j^{3/2}x)=\mathrm{ber}(x)+j\,\mathrm{bei}(x)\) defines the Kelvin functions.

What your group must learn
  • You must be able to reduce Maxwell's equations in a good conductor to the diffusion equation and then, assuming \(e^{j\omega t}\) time dependence, to the ordinary differential equation above.
  • You must be able to recognise that equation as Bessel's equation of order zero with parameter sqrt(-j omega mu sigma) and explain why the Y_0 solution is discarded.
  • You must be able to generate the J_0 power series by the method of Frobenius and evaluate it for a complex argument, which is how ber and bei are actually computed.
  • You must be able to derive the skin depth from the planar (large-radius) limit and state the ratio a/delta at which the round-wire result begins to differ from the DC value.
  • You must be able to obtain the AC resistance from the power dissipated, and explain why R_ac/R_dc tends to a/(2 delta) for a much greater than delta.
What you must deliver
  • A derivation from Maxwell's equations to the Bessel equation, together with the Frobenius series for J_0 to at least six terms.
  • A worked case for a stated conductor (for example a copper wire of radius 5 mm, sigma = 5.8e7 S/m, mu = mu_0) computing the skin depth and R_ac/R_dc at 50 Hz, 1 kHz and 100 kHz.
  • A validation check comparing your numerically evaluated Kelvin-function result with the large-argument asymptote R_ac/R_dc approximately a/(2 delta) + 1/4 at high frequency, and with the value 1 at low frequency.
  • A figure showing the normalised current density magnitude against radius for three frequencies on the same axes.
  • A stated limitation: the derivation assumes an isolated, straight, infinitely long, homogeneous cylinder, so proximity effect from neighbouring conductors, which often dominates in windings, is entirely absent.

If your group wants more: Solve the same diffusion equation in the time domain for a step of applied surface field, using separation of variables and a Bessel-Fourier series, and show how long it takes the current to redistribute.

Where to start reading
  • S. Ramo, J. Whinnery and T. Van Duzer, Fields and Waves in Communication Electronics, chapter on skin effect and internal impedance of conductors.
  • E. Kreyszig, Advanced Engineering Mathematics, chapter on series solutions and Bessel functions (including Kelvin functions ber and bei).
  • W. Hayt and J. Buck, Engineering Electromagnetics, section on the propagation of plane waves in good conductors and skin depth.
EE-12

From an analogue filter ODE to a digital filter: discretisation and frequency warping

Ch 3Ch 5Ch 7CoreBuilds on: Digital Signal Processing (and Signals and Systems)Also for ComputerAlso for Mechatronics
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Why this matters

A digital filter running on a microcontroller is a numerical scheme applied to an analogue prototype's ODE. Which scheme you choose decides whether the filter stays stable at a given sampling rate and where its cut-off actually lands. Forward Euler, trapezoidal (bilinear) and Runge-Kutta all approximate the same ODE and give measurably different frequency responses.

The differential equation: $$\frac{d^2y}{dt^2}+2\zeta\omega_n\frac{dy}{dt}+\omega_n^2y=\omega_n^2u(t),\qquad H(s)=\frac{\omega_n^2}{s^2+2\zeta\omega_ns+\omega_n^2},\qquad s=\frac{2}{T}\frac{1-z^{-1}}{1+z^{-1}},\qquad \omega_a=\frac{2}{T}\tan\!\left(\frac{\omega_dT}{2}\right)$$

\(u(t)\) is the filter input and \(y(t)\) its output, \(\omega_n\) the undamped natural frequency in rad/s and \(\zeta\) the damping ratio; \(T\) is the sampling period, the third expression is the bilinear (trapezoidal) substitution and the fourth is the frequency pre-warping relation between the analogue frequency \(\omega_a\) and the digital frequency \(\omega_d\).

What your group must learn
  • You must be able to obtain H(s) from the ODE by Laplace transform with zero initial conditions, and locate its poles in the complex plane in terms of zeta and omega_n.
  • You must be able to show that the bilinear transform is exactly the trapezoidal rule applied to the state equations, not merely a substitution rule to memorise.
  • You must be able to prove that the bilinear transform maps the entire left half of the s-plane into the unit disc, so a stable analogue filter always gives a stable digital one.
  • You must be able to derive the warping relation and explain why the analogue cut-off must be pre-warped before the substitution if the digital cut-off is to land where you want it.
  • You must be able to explain why forward Euler can turn a stable analogue filter into an unstable difference equation, in terms of the region of absolute stability of the method.
What you must deliver
  • A derivation of H(s) from the ODE, of the bilinear transform from the trapezoidal rule, and of the warping relation.
  • A worked case with stated numbers (for example a second-order Butterworth section, zeta = 0.7071, cut-off 1 kHz, sampled at 8 kHz), giving the difference-equation coefficients obtained by forward Euler and by the pre-warped bilinear transform.
  • A validation check in which each digital filter is driven by a sine sweep and its measured magnitude response at the cut-off is compared with the analogue prototype's -3 dB point, with the error in hertz reported for each method.
  • A figure overlaying the analogue magnitude response and the two digital magnitude responses on a logarithmic frequency axis up to the Nyquist frequency.
  • A stated limitation: the bilinear transform compresses the infinite analogue frequency axis into a finite digital one, so the response near the Nyquist frequency is distorted no matter how the filter is designed; coefficient quantisation is also ignored.

If your group wants more: Repeat the comparison at a sampling rate only three times the cut-off, add fourth-order Runge-Kutta as a third method, and quantise all coefficients to 16 bits to show which realisation degrades first.

Where to start reading
  • A. Oppenheim and R. Schafer, Discrete-Time Signal Processing, chapter on filter design from continuous-time filters (impulse invariance and the bilinear transformation).
  • A. Oppenheim and A. Willsky, Signals and Systems, chapters on the Laplace transform and LTI system representation by differential equations.
  • R. Burden and J. Faires, Numerical Analysis, chapter on initial-value problems (Euler, trapezoidal and Runge-Kutta methods and their stability regions).
EE-13

Harmonic resonance between a power-factor-correction capacitor bank and the supply

Ch 2Ch 7Ch 3CoreBuilds on: Power Systems Analysis / Power Quality (and Electric Circuits II)Also for Industrial
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Why this matters

Installing capacitors to correct power factor is routine, but the bank and the supply inductance form a parallel resonant circuit. If the resonant order lands near the 5th or 7th harmonic produced by the plant's drives, the capacitor current can multiply and the bank fails within months. The resonant order follows from a second-order ODE driven by a harmonic current source.

The differential equation: $$L_sC\frac{d^2v}{dt^2}+R_sC\frac{dv}{dt}+v=L_s\frac{di_h}{dt}+R_si_h,\qquad i_h(t)=\sum_h I_h\cos(h\omega_1t+\theta_h),\qquad h_r=\sqrt{\frac{S_{sc}}{Q_c}}$$

\(v\) is the bus voltage, \(L_s\) and \(R_s\) the supply (Thevenin) inductance and resistance, \(C\) the capacitance of the shunt bank, \(i_h\) the harmonic current injected by the nonlinear load, \(\omega_1\) the fundamental angular frequency, \(h\) the harmonic order, \(S_{sc}\) the short-circuit apparent power at the bus and \(Q_c\) the reactive power rating of the bank.

What your group must learn
  • You must be able to derive the second-order ODE from Kirchhoff's laws applied to the supply branch and the shunt capacitor driven by a current source.
  • You must be able to solve for the steady-state response to one harmonic using complex impedance and show that the parallel impedance peaks at omega_r = 1/sqrt(L_s C).
  • You must be able to derive h_r = sqrt(S_sc/Q_c) from the per-unit expressions for the supply inductance and the bank capacitance and explain why it does not depend on the system voltage.
  • You must be able to apply superposition, which is legitimate here because the circuit is linear, and explain why the harmonic source itself is a model of a nonlinear load.
  • You must understand how a detuning reactor in series with the bank moves the series resonance below the lowest characteristic harmonic and what that does to the parallel resonance.
What you must deliver
  • A derivation of the ODE, its complex-impedance steady-state solution and the algebraic expression for the resonant harmonic order.
  • A worked case with stated numbers (for example an 11 kV bus with S_sc = 150 MVA, a 6 Mvar bank, X/R = 10, and a six-pulse drive injecting 5th and 7th harmonic currents of 20 percent and 14 percent of a 200 A fundamental), computing h_r and the resulting harmonic voltage distortion and capacitor current.
  • A validation check in which the steady-state amplitudes from a time-domain numerical solution of the ODE are compared with the phasor calculation for each harmonic, with the agreement reported.
  • A figure plotting the magnitude of the bus driving-point impedance against harmonic order from 1 to 25, with the parallel resonance peak and the 5th and 7th harmonics marked.
  • A stated limitation: the supply is represented by a single Thevenin inductance and the load by an ideal current source, so background distortion, motor damping and the interaction of several banks switching in stages are not represented.

If your group wants more: Add a detuned reactor at 4.7 times the fundamental in series with the bank, recompute the impedance scan and the capacitor current, and check the design against the capacitor overvoltage and overcurrent limits in IEEE Std 18.

Where to start reading
  • R. Dugan, M. McGranaghan, S. Santoso and H. Beaty, Electrical Power Systems Quality, chapter on harmonics (resonance with capacitor banks, impedance scans).
  • J. Arrillaga and N. Watson, Power System Harmonics, chapters on harmonic sources and harmonic penetration.
  • IEEE Std 519, Recommended Practice and Requirements for Harmonic Control in Electric Power Systems (distortion limits).
EE-14

Arc dynamics and flicker: the Mayr and Cassie models

Ch 1Ch 4Ch 5ChallengingBuilds on: High Voltage Engineering / Power Quality (or Power System Protection)
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Why this matters

An electric arc is not a resistor; its conductance has its own dynamics, with a thermal time constant of microseconds to milliseconds. The same two first-order models explain why a circuit breaker sometimes fails to interrupt at current zero and why an arc furnace makes the lights of a whole district flicker. Both are nonlinear ODEs coupled to the circuit.

The differential equation: $$\frac{1}{g}\frac{dg}{dt}=\frac{1}{\tau}\left(\frac{u\,i}{P_0}-1\right)\;\text{(Mayr)},\qquad \frac{1}{g}\frac{dg}{dt}=\frac{1}{\tau}\left(\frac{u^2}{U_c^2}-1\right)\;\text{(Cassie)},\qquad L\frac{di}{dt}=v_s(t)-Ri-u,\qquad u=\frac{i}{g}$$

\(g\) is the arc conductance in siemens, \(u\) the arc voltage, \(i\) the arc current, \(\tau\) the arc thermal time constant, \(P_0\) the constant cooling power of the Mayr model, \(U_c\) the constant arc voltage of the Cassie model, and \(v_s(t)\), \(R\) and \(L\) the source voltage and the series resistance and inductance of the supply circuit.

What your group must learn
  • You must be able to derive both arc models from an energy balance on the arc column and state precisely which physical assumption distinguishes them (constant cooling power versus constant arc voltage with variable cross-section).
  • You must be able to explain why the Mayr model applies near current zero and the Cassie model at high current, and why practical studies join the two.
  • You must be able to show that the arc has a negative incremental resistance over part of its characteristic and explain what that implies for stability of the circuit-plus-arc system.
  • You must be able to write the coupled circuit-and-arc system as a two-state nonlinear system in (i, g) and identify why it becomes numerically stiff as g collapses.
  • You must understand how a fluctuating arc length modulates the supply voltage and how that modulation is measured as short-term flicker severity.
What you must deliver
  • A derivation of both arc models from the energy balance and of the coupled two-state circuit-plus-arc system.
  • A simulated case with stated numbers (for example v_s = 400 V rms at 50 Hz, R = 0.2 ohm, L = 2 mH, tau = 1 us, P_0 = 30 kW for the Mayr model, with the arc length varied sinusoidally at 8.8 Hz to represent scrap collapse), reporting the resulting supply voltage modulation depth.
  • A validation check in which the numerical solution is repeated with a stiff solver and with a halved step size, confirming that the arc voltage peak near current zero has converged.
  • A figure with two panels: the arc voltage-current characteristic showing the hysteresis loop, and the supply voltage envelope showing the modulation that causes flicker.
  • A stated limitation: both models are single-parameter lumped descriptions with constant tau, ignore arc motion, radiation and electrode effects, and cannot predict the random component of real arc furnace behaviour.

If your group wants more: Drive the arc length with a measured or randomly generated signal, compute the modulation spectrum, and evaluate the short-term flicker severity P_st using the weighting curve of IEC 61000-4-15.

Where to start reading
  • A. Greenwood, Electrical Transients in Power Systems, chapter on circuit interruption and arc models (Cassie and Mayr).
  • R. Dugan, M. McGranaghan, S. Santoso and H. Beaty, Electrical Power Systems Quality, chapter on voltage fluctuations and flicker (arc furnace loads).
  • IEC 61000-4-15, Flickermeter: functional and design specifications (for the flicker severity measurement).
EE-15

Lithium-ion cell model: solid-phase diffusion and the voltage relaxation curve

Ch 6Ch 1Ch 4AdvancedBuilds on: Power Electronics / Electric Vehicle and Energy Storage Systems (battery management)Also for ChemicalAlso for Mechatronics
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Why this matters

A battery management system estimates state of charge from terminal voltage, but after a current pulse the voltage keeps drifting for tens of minutes. That relaxation is lithium diffusing inside the electrode particles, which is a spherical diffusion PDE, not an RC circuit. Knowing which part of the relaxation is diffusion and which is the double layer decides how long a BMS must wait before it can trust an open-circuit voltage reading.

The differential equation: $$\frac{\partial c}{\partial t}=\frac{D_s}{r^2}\frac{\partial}{\partial r}\left(r^2\frac{\partial c}{\partial r}\right),\quad \left.\frac{\partial c}{\partial r}\right|_{r=0}=0,\quad -D_s\left.\frac{\partial c}{\partial r}\right|_{r=R_s}=\frac{I}{FA_s},\qquad \frac{dz}{dt}=-\frac{I}{Q},\qquad \frac{dv_1}{dt}=-\frac{v_1}{R_1C_1}+\frac{I}{C_1}$$

\(c(r,t)\) is the lithium concentration inside a spherical electrode particle of radius \(R_s\) with solid diffusion coefficient \(D_s\), \(I\) the cell current (positive on discharge), \(F\) the Faraday constant, \(A_s\) the total active surface area, \(z\) the state of charge with cell capacity \(Q\), and \(v_1\) the voltage across the \(R_1C_1\) pair representing charge transfer; the terminal voltage is \(v=U\!\left(c(R_s,t)\right)-v_1-IR_0\) with \(U\) the open-circuit potential and \(R_0\) the ohmic resistance.

What your group must learn
  • You must be able to show that the substitution w = r c turns the spherical diffusion equation into the one-dimensional heat equation, which is the form you can separate.
  • You must be able to apply separation of variables with the zero-flux condition at the centre and the flux condition at the surface, and explain why the eigenfunctions are sin(lambda r)/r.
  • You must be able to identify the diffusion time constant R_s^2/D_s and compare it with the R_1 C_1 time constant to say which dominates the observed relaxation.
  • You must be able to explain why the surface concentration, not the average concentration, sets the terminal voltage, and what that means for state-of-charge estimation under load.
  • You must be able to justify a finite-difference discretisation of the radial coordinate and state how many shells are needed for the surface concentration to converge.
What you must deliver
  • A derivation reducing the spherical PDE to the heat equation and a separation-of-variables solution for a constant-current pulse followed by rest.
  • A simulated case with stated numbers (for example R_s = 5 um, D_s = 1e-14 m^2/s, a 1C discharge pulse of 10 minutes followed by a 2-hour rest, R_0 = 30 mohm, R_1 = 15 mohm, C_1 = 2000 F), reporting the surface-to-average concentration difference at the end of the pulse and the voltage still drifting after 10 minutes of rest.
  • A validation check comparing the finite-difference solution against the analytic series solution for the constant-current case, with the maximum surface-concentration error reported.
  • A figure with two panels: concentration against radius at several times during the pulse and the rest, and terminal voltage against time with the ohmic, charge-transfer and diffusion contributions separated.
  • A stated limitation: the single-particle model ignores electrolyte-phase transport and concentration gradients across the electrode thickness, so it loses accuracy above roughly 1C to 2C, and it assumes isothermal operation.

If your group wants more: Fit D_s and R_1 C_1 to a published or measured pulse-and-rest voltage curve by least squares, and report how sensitive the fitted diffusion coefficient is to the length of the rest period used.

Where to start reading
  • G. Plett, Battery Management Systems, Volume I: Battery Modeling, chapters on equivalent-circuit models and physics-based (single-particle) models.
  • J. Newman and K. Thomas-Alyea, Electrochemical Systems, chapters on transport in porous electrodes and diffusion in spherical particles.
  • E. Kreyszig, Advanced Engineering Mathematics, chapter on partial differential equations (separation of variables, heat equation, Fourier series).
⚙️

Mechanical

— 5 projects
ME-01

Whirl and critical speed of an unbalanced rotor

Ch 2Ch 7AdvancedBuilds on: Machine Dynamics / Mechanics of Machines (shaft and bearing dynamics)Also for Mechatronics
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Why this matters

Every pump, turbine and turbocharger shaft carries residual unbalance, and there are shaft speeds at which the deflection it produces grows large enough to destroy the bearings. Designers must know where those critical speeds sit and how much damping is needed to run through them. The whole calculation reduces to one second-order equation written in a complex variable.

The differential equation: $$ m\ddot{r} + c\dot{r} + k r = m e \Omega^{2} e^{i\Omega t}, \qquad r(t) = x(t) + i\,y(t) $$

Here \(m\) is the disc mass, \(c\) the external viscous damping coefficient, \(k\) the lateral stiffness of the shaft at the disc, \(e\) the distance from the disc centre of mass to the shaft centre (eccentricity), \(\Omega\) the spin speed in rad/s, and \(r=x+iy\) the complex position of the shaft centre in the plane perpendicular to the shaft.

What your group must learn
  • You must be able to show that the two real equations for the horizontal and vertical deflection of the disc collapse into one complex equation, and state exactly what assumption about isotropy of the bearings makes that legitimate.
  • You must know why the forcing amplitude carries a factor of the square of the spin speed rather than being constant, and what that implies for the response at speeds well above the critical speed.
  • You must be able to derive the steady-state amplitude ratio R/e = rho^2 / sqrt((1 - rho^2)^2 + (2 zeta rho)^2) and the phase lag phi = atan2(2 zeta rho, 1 - rho^2), where rho is the speed ratio and zeta the damping ratio.
  • You must understand the difference between the critical speed, which is a running condition of the rotor, and the undamped natural frequency sqrt(k/m) of the same shaft held stationary, and know when the two coincide.
  • You must be able to explain self-centring: why R/e tends to 1 and the phase tends to 180 degrees as the speed grows large, so that at high speed the rotor spins about its own centre of mass.
What you must deliver
  • A written derivation from the two real Newton equations to the single complex equation, then to the closed-form steady-state solution, with every algebraic step shown.
  • A worked numerical case: a 12 kg disc mid-span on a simply supported steel shaft of span 0.6 m and diameter 25 mm, E = 200 GPa, eccentricity 50 micrometres, damping ratios 0.02 and 0.08; report the stiffness, the natural frequency, the critical speed in rev/min and the peak deflection for both damping values.
  • A validation check: confirm that the numerically integrated transient solution settles onto the analytical steady-state amplitude and phase to within 1 per cent, tested at one speed below, one at, and one above the critical speed.
  • A single figure plotting R/e and phase lag against the speed ratio from 0 to 4 for damping ratios 0.02, 0.05, 0.10 and 0.20, with the critical speed and the R/e = 1 asymptote marked.
  • A stated limitation: the Jeffcott model assumes a massless shaft, isotropic supports, no gyroscopic coupling and rigid bearings, so name at least one real machine in which each of these assumptions fails.

If your group wants more: Make the bearing stiffness different in the two directions. The complex equation no longer closes on r alone, because a term in the complex conjugate of r appears; show that the orbit becomes elliptical, that a backward whirl component exists, and find the two separate critical speeds.

Where to start reading
  • S. S. Rao, Mechanical Vibrations - chapters on harmonically excited vibration (rotating unbalance, transmissibility) and on whirling of rotating shafts.
  • J. P. Den Hartog, Mechanical Vibrations - sections on rotating unbalance, critical speeds and self-balancing above the critical speed.
  • E. Kreyszig, Advanced Engineering Mathematics - complex numbers and complex exponentials, and second-order linear ODEs with harmonic forcing.
ME-02

Transient conduction in a cooling fin and the meaning of the Biot number

Ch 6Ch 2AdvancedBuilds on: Heat Transfer (extended surfaces and transient conduction)Also for Chemical
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Why this matters

Fins on heat sinks, engine cylinders and heat exchangers are almost always analysed at steady state, but a fin that is warming up or responding to a load change behaves differently for the first several time constants. Whether the fin can be treated as a single lumped temperature at all is decided by the Biot number. Getting this wrong produces electronics thermal designs that pass a steady-state check and then fail on a transient.

The differential equation: $$ \frac{\partial T}{\partial t} = \alpha\frac{\partial^{2} T}{\partial x^{2}} - \frac{hP}{\rho c_{p}A_{c}}\bigl(T - T_{\infty}\bigr), \qquad \alpha = \frac{k}{\rho c_{p}}, \qquad m^{2} = \frac{hP}{kA_{c}} $$

\(T(x,t)\) is the fin temperature at distance \(x\) from the base, \(\alpha\) the thermal diffusivity, \(k\) the thermal conductivity, \(\rho\) the density, \(c_p\) the specific heat, \(h\) the convection coefficient, \(P\) the fin perimeter, \(A_c\) the cross-sectional area, \(T_\infty\) the ambient temperature and \(m\) the standard fin parameter.

What your group must learn
  • You must be able to derive the equation from an energy balance on a slice of the fin of thickness dx, identifying the conduction term, the convective loss term and the stored-energy term separately.
  • You must know the substitution theta = T - T_ambient followed by theta = u exp(-alpha m^2 t), and be able to show that it turns the equation into the plain heat equation in u so that separation of variables applies.
  • You must be able to solve the resulting Sturm-Liouville problem for a fin with a fixed base temperature and an insulated tip, obtaining the eigenvalues and the Fourier coefficients that fit the initial condition.
  • You must be able to define the Biot number both across the fin thickness, using the characteristic length equal to cross-sectional area divided by perimeter, and for the fin as a whole, and give the physical reason for the rule that lumped analysis needs Biot below 0.1.
  • You must understand that the steady part of the solution is the ordinary second-order fin ODE from your heat transfer course, so the full transient solution is that steady profile plus a decaying series of eigenfunctions.
What you must deliver
  • A full derivation from the differential energy balance to the separated solution, including the orthogonality argument used to obtain the Fourier coefficients.
  • A worked case with numbers: an aluminium fin with k = 180 W/m.K, density 2700 kg/m3 and specific heat 900 J/kg.K, 60 mm long, 2 mm thick, 50 mm wide, h = 40 W/m2.K, initially at 25 C with the base stepped to 90 C; report the Biot number, the fin parameter, the first three eigenvalues, and the tip temperature at 5 s, 20 s and 100 s.
  • A validation check: compare the truncated three-term series against a finite-difference or method-of-lines solution of the same PDE on a grid, and report the maximum discrepancy along the fin.
  • A figure showing the temperature profile along the fin at five times from the initial condition to steady state on one set of axes, with the steady-state fin profile drawn as a dashed line.
  • A stated limitation: quantify the error introduced by treating the convection coefficient as constant along the fin and independent of temperature, and say what changes in the analysis if the fin is thick enough that the Biot number exceeds 0.1.

If your group wants more: Replace the fixed base temperature with a base temperature that oscillates sinusoidally, as for a duty-cycled processor. Find the periodic steady state, derive the thermal penetration depth, and show how far along the fin the oscillation is still detectable.

Where to start reading
  • T. L. Bergman and A. S. Lavine (Incropera and DeWitt), Fundamentals of Heat and Mass Transfer - chapters on extended surfaces and on transient conduction, including lumped capacitance, the Biot number and one-term approximations.
  • M. N. Ozisik, Heat Conduction - separation of variables for one-dimensional transient problems and the associated eigenvalue problems.
  • E. Kreyszig, Advanced Engineering Mathematics - the heat equation, separation of variables and Fourier series.
ME-03

The Blasius similarity solution for a laminar boundary layer

Ch 5Ch 1ChallengingBuilds on: Fluid Mechanics (external flow and boundary layers)Also for Chemical
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Why this matters

Drag on an aerofoil, a ship hull or a flat heat-exchanger plate begins with the laminar boundary layer, and the numbers quoted in every fluid mechanics textbook come from one nonlinear ODE that has no closed-form solution. Reproducing those constants yourself, rather than quoting them, is the point of this project. It is also the cleanest example in the whole curriculum of reducing a partial differential equation to an ordinary one.

The differential equation: $$ 2f'''(\eta) + f(\eta)f''(\eta) = 0, \qquad f(0)=0,\; f'(0)=0,\; \lim_{\eta\to\infty} f'(\eta) = 1, \qquad \eta = y\sqrt{\frac{U_{\infty}}{\nu x}} $$

\(\eta\) is the similarity variable combining the wall-normal coordinate \(y\) with the streamwise coordinate \(x\); \(f(\eta)\) is the dimensionless stream function, so that \(f'(\eta)=u/U_\infty\) is the normalised streamwise velocity; \(U_\infty\) is the free-stream speed and \(\nu\) the kinematic viscosity.

What your group must learn
  • You must be able to start from the two-dimensional steady boundary-layer equations written with a stream function and show, step by step, that assuming the velocity profile depends only on the similarity variable reduces them to the single ODE above.
  • You must understand why this is a boundary value problem rather than an initial value problem, and why that forces a shooting method instead of direct integration.
  • You must be able to implement fourth-order Runge-Kutta for the equivalent first-order system y1' = y2, y2' = y3, y3' = -y1 y3 / 2, and explain how the step size and the finite value used in place of infinity affect the answer.
  • You must be able to combine the shooting method with a root-finding method such as bisection, secant or Newton on the unknown second derivative at the wall, and state the convergence tolerance you achieved.
  • You must be able to connect the wall value of the second derivative back to physical quantities: wall shear stress, local skin friction coefficient and the 99 per cent boundary-layer thickness.
What you must deliver
  • A derivation from the boundary-layer equations to the Blasius equation, stating every simplification made to the Navier-Stokes equations and the order-of-magnitude argument behind each one.
  • A numerical solution produced by your own code, reporting the wall second derivative to at least four decimal places (the accepted value is 0.33206) and the value of the similarity variable at which the velocity reaches 99 per cent of free stream (approximately 4.91).
  • A validation check in two parts: show that halving the step size changes the wall second derivative by less than your stated tolerance, and show that your computed results reproduce the standard skin friction law 0.664 divided by the square root of the local Reynolds number and the thickness law of 5.0x divided by the same square root.
  • A figure with the function and its first two derivatives plotted against the similarity variable from 0 to 8 on one set of axes, and a second panel showing the recovered velocity profile in physical coordinates at two streamwise stations to demonstrate that the profiles collapse.
  • A stated limitation: give the Reynolds number at which transition to turbulence typically begins on a smooth flat plate, and explain why the similarity solution cannot describe a plate with a streamwise pressure gradient.

If your group wants more: Solve the Falkner-Skan equation, which adds a pressure-gradient parameter, for several values of that parameter covering both favourable and adverse gradients, and find numerically the value at which the wall shear reaches zero, which is the separation condition.

Where to start reading
  • F. M. White, Viscous Fluid Flow - the chapter on laminar boundary layers, including the derivation and numerical solution of the Blasius problem.
  • H. Schlichting and K. Gersten, Boundary-Layer Theory - the flat-plate similarity solution and the Falkner-Skan family.
  • S. C. Chapra and R. P. Canale, Numerical Methods for Engineers - chapters on Runge-Kutta methods, boundary value problems and the shooting method.
ME-04

Friction-induced self-excited vibration and stick-slip in a brake

Ch 4Ch 2ChallengingBuilds on: Mechanical Vibrations (with friction and contact from Machine Design)Also for Mechatronics
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Why this matters

Brake squeal, machine-tool chatter and the creak of a sliding gate are the same phenomenon: a steady sliding motion feeds energy into an oscillation because friction falls as sliding speed rises. There is no external oscillating force, so the usual forced-vibration picture cannot explain it. The equilibrium itself is unstable and the system settles into a limit cycle, which makes this a phase-plane problem rather than a resonance problem.

The differential equation: $$ m\ddot{x} + c\dot{x} + kx = N\,\mu(v_r)\,\mathrm{sgn}(v_r), \qquad v_r = v_b - \dot{x}, \qquad \mu(v_r) = \mu_k + (\mu_s - \mu_k)e^{-|v_r|/v_0} $$

\(x\) is the displacement of the friction pad or mass, \(m\), \(c\) and \(k\) are its mass, structural damping and stiffness, \(N\) the normal contact force, \(v_b\) the belt or disc surface speed, \(v_r\) the relative sliding speed, \(\mu_s\) and \(\mu_k\) the static and kinetic friction coefficients, and \(v_0\) the speed that sets how quickly friction falls as sliding speed rises.

What your group must learn
  • You must be able to find the steady sliding equilibrium, at which the spring force balances the friction force, and linearise about it to obtain an equation whose damping term is the structural damping plus the normal force times the slope of the friction curve.
  • You must understand that because the friction curve has negative slope for a velocity-weakening law, the effective damping can become negative, and you must state the exact inequality on damping, normal force and belt speed at which stability is lost.
  • You must be able to write the system as two first-order equations, sketch the phase portrait, classify the equilibrium from the eigenvalues of the Jacobian, and identify the Hopf bifurcation that occurs as the belt speed is varied.
  • You must be able to explain why the linear analysis predicts unbounded growth while the real system settles onto a bounded limit cycle, and identify which nonlinearity is responsible for the bound.
  • You must understand the difference between pure slip oscillation and true stick-slip, and know that during a stick phase the governing equation changes, because the mass then moves with the belt and the friction force becomes an unknown constrained only by the static friction limit.
What you must deliver
  • A derivation of the linearised equation, the stability criterion and the classification of the equilibrium from the Jacobian eigenvalues, carried out symbolically before any numbers are inserted.
  • A simulated case with numbers: m = 1 kg, k = 1000 N/m, c = 0.5 N.s/m, N = 50 N, static friction 0.4, kinetic friction 0.25, v_0 = 0.1 m/s; find the critical belt speed at which stability is lost, then simulate at one speed either side of it and report the limit-cycle amplitude and period.
  • A validation check: confirm that the limit-cycle frequency is close to the undamped natural frequency for pure slip oscillation but noticeably lower once true sticking occurs, and verify over one cycle that the energy fed in by friction equals the energy dissipated by damping.
  • A phase-portrait figure in the displacement-velocity plane showing several trajectories converging onto the limit cycle, with the horizontal line at the belt speed marked to show where sticking begins.
  • A stated limitation: the sign function makes the right-hand side discontinuous, so explain what this does to a fixed-step Runge-Kutta integrator and describe the regularisation or event detection you used instead.

If your group wants more: Replace the static friction law with a rate-and-state law, in which the friction coefficient depends on an additional state variable with its own first-order ODE. Show that this gives a three-dimensional system and investigate whether the limit cycle can period-double as the belt speed is reduced.

Where to start reading
  • S. S. Rao, Mechanical Vibrations - sections on self-excited vibration, dynamic stability and Coulomb damping.
  • J. P. Den Hartog, Mechanical Vibrations - sections on self-excited vibration and on dry friction as a source of instability.
  • S. H. Strogatz, Nonlinear Dynamics and Chaos - chapters on phase-plane analysis, linear stability, limit cycles and the Hopf bifurcation.
ME-05

Dynamics of a valve-controlled hydraulic cylinder

Ch 3Ch 2AdvancedBuilds on: Fluid Power / Fluid Mechanics (hydraulic systems and fluid compressibility)Also for Mechatronics
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Why this matters

Hydraulic actuators move excavator arms, aircraft flight controls and press machines, and their speed of response is limited not by the pump but by the compressibility of the oil trapped between the valve and the piston. That compressibility acts like a spring, giving the system a hydraulic natural frequency that caps the bandwidth of any control loop built around it. Laplace transforms turn three coupled physical relations into one transfer function that predicts this directly.

The differential equation: $$ K_q x_v - K_{ce}P_L = A\dot{x}_p + \frac{V_t}{4\beta_e}\dot{P}_L, \qquad m_t\ddot{x}_p + B_p\dot{x}_p + Kx_p = AP_L - F_L $$

\(x_v\) is the spool displacement, \(K_q\) the valve flow gain, \(K_{ce}\) the combined flow-pressure and leakage coefficient, \(P_L\) the load pressure difference across the piston, \(A\) the piston area, \(V_t\) the total trapped volume, \(\beta_e\) the effective bulk modulus of the oil, \(x_p\) the piston position, \(m_t\) the total mass referred to the piston, \(B_p\) the viscous damping, \(K\) any load spring rate and \(F_L\) the external load force.

What your group must learn
  • You must be able to derive each of the three relations separately: the linearised valve flow equation, the continuity equation for the trapped oil including compressibility and leakage, and Newton's second law for the piston and its load.
  • You must be able to take Laplace transforms with zero initial conditions and eliminate the load pressure to obtain the third-order transfer function from spool displacement to piston position, consisting of a gain, an integrator and a lightly damped second-order factor.
  • You must understand that the integrator arises because flow sets piston velocity rather than piston position, and know what that means for the open-loop step response.
  • You must be able to compute the hydraulic natural frequency as the square root of four times bulk modulus times piston area squared, divided by trapped volume times mass, and explain physically why the damping ratio is usually small and why the natural frequency falls as the cylinder extends.
  • You must know how to apply the initial and final value theorems and how to invert the transfer function for a step and for a ramp input using partial fractions.
What you must deliver
  • A derivation from the three physical equations to the transfer function, showing the Laplace algebra and the elimination of the load pressure explicitly.
  • A worked case with numbers: piston area 1.0e-3 m2, trapped volume 2.0e-4 m3, bulk modulus 1.4 GPa, mass 50 kg, viscous damping 200 N.s/m, flow-pressure coefficient 2e-12 m5/(N.s), flow gain 2.5 m2/s; report the hydraulic natural frequency in rad/s and Hz (it should come out near 748 rad/s, about 119 Hz), the damping ratio, and the piston response to a 0.1 mm step in spool position.
  • A validation check: solve the original coupled equations numerically in the time domain, confirm the result matches the inverse Laplace solution to within 1 per cent, and confirm the final steady piston velocity equals flow gain times spool displacement divided by piston area.
  • A figure with two panels: piston velocity against time for a step in spool position, showing the lightly damped oscillation at the hydraulic natural frequency, and the Bode magnitude of the transfer function with both the resonant peak and the minus 20 dB per decade integrator slope labelled.
  • A stated limitation: the valve flow equation is linearised about one operating point, so state how the flow gain and flow-pressure coefficient change with spool opening and load pressure, and say what happens to the model when the valve saturates.

If your group wants more: Close a proportional-plus-derivative position loop around the transfer function and use the Routh-Hurwitz criterion to find the largest proportional gain that keeps the closed-loop system stable, then show how that limit depends on the hydraulic damping ratio.

Where to start reading
  • H. E. Merritt, Hydraulic Control Systems - chapters on valve-controlled pistons, the hydraulic natural frequency and linearised valve coefficients.
  • N. D. Manring, Hydraulic Control Systems - chapters on fluid compressibility, the control-volume continuity equation and linear actuator dynamics.
  • K. Ogata, Modern Control Engineering - chapters on Laplace transforms, transfer functions and the modelling of fluid and hydraulic systems.
🏗️

Civil

— 5 projects
CE-01

Terzaghi consolidation of a clay layer under a new embankment

Ch 6Ch 5Ch 1CoreBuilds on: Soil Mechanics / Geotechnical Engineering IAlso for Chemical
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Why this matters

When a road embankment or a storage tank is placed on soft clay, the load is first carried by the pore water and the settlement takes years to finish. The contractor needs to know how long to wait before paving, and whether vertical drains are needed. The waiting time comes straight from the solution of a diffusion equation for excess pore pressure.

The differential equation: $$\frac{\partial u}{\partial t}=c_v\,\frac{\partial^2 u}{\partial z^2},\qquad c_v=\frac{k}{m_v\gamma_w},\qquad u(z,0)=u_0,\quad u(0,t)=u(2H,t)=0$$

u(z,t) is the excess pore water pressure at depth z and time t, c_v the coefficient of consolidation, k the permeability, m_v the coefficient of volume compressibility, gamma_w the unit weight of water, u_0 the initial excess pressure produced by the applied load, and H the longest drainage path (half the layer thickness when the layer drains top and bottom).

What your group must learn
  • You must be able to derive the equation from Darcy's law together with continuity of water in an element, and say exactly which assumptions (small strain, constant k and m_v, one-dimensional flow, incompressible water and grains) turn a soil problem into a linear diffusion problem.
  • You must be able to carry out separation of variables with the two zero-pressure boundary conditions, obtain the Fourier sine series solution with M = pi(2m+1)/2, and explain why only the odd terms survive for a uniform initial pressure.
  • You must understand the dimensionless time factor T_v = c_v t / H^2 and the average degree of consolidation U(T_v), and be able to show that each mode decays like exp(-M^2 T_v) so that after a short time a single term is enough.
  • You must know how a laboratory oedometer test yields c_v by the log-time or root-time fitting method, and why field values often differ from laboratory values by an order of magnitude.
  • You must be able to solve the same equation numerically with an explicit finite-difference scheme, state the stability limit c_v dt / dz^2 <= 1/2, and explain why this restriction exists whereas the Crank-Nicolson scheme has none.
What you must deliver
  • A full derivation of the governing equation and of the series solution, with every assumption named at the point where it is used.
  • A worked case: a 6 m clay layer draining both ways with c_v = 3.0 m^2/year, giving t_50 = 0.197 H^2/c_v and t_90 = 0.848 H^2/c_v = 2.54 years, plus the settlement at 1, 2 and 5 years for a stated m_v and load increment.
  • A validation check comparing the series solution with an explicit finite-difference solution of the same problem and with the small-time approximation U = sqrt(4 T_v/pi), reporting the largest discrepancy.
  • A two-panel figure: isochrones of u/u_0 against depth at several values of T_v, and the U versus T_v curve on a logarithmic time axis with t_50 and t_90 marked.
  • A stated limitation: the theory is linear and one-dimensional, so it misses secondary (creep) compression, radial drainage to vertical drains, and the change of k and m_v as the clay compresses.

If your group wants more: Extend to a clay layer improved with prefabricated vertical drains by solving the axisymmetric radial consolidation equation (Barron's solution) and combining it with the vertical solution through Carrillo's formula.

Where to start reading
  • Knappett and Craig, Craig's Soil Mechanics, chapter on consolidation theory: Terzaghi's equation, the time factor, oedometer testing and vertical drains.
  • Das, Principles of Geotechnical Engineering, chapter on consolidation: derivation, degree of consolidation and determination of c_v.
  • Terzaghi, Peck and Mesri, Soil Mechanics in Engineering Practice, sections on consolidation theory and its practical limits.
CE-02

Strip footing as a beam on a Winkler elastic foundation

Ch 2Ch 7Ch 5AdvancedBuilds on: Structural Analysis / Foundation Analysis and DesignAlso for Mechanical
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Why this matters

A continuous footing or a railway rail does not sit on rigid supports; the soil pushes back in proportion to how far the member sinks. The resulting fourth-order equation decides how far a column load spreads along the footing and how much reinforcement is needed away from the column. Getting the characteristic length wrong gives either an over-designed raft or cracking between columns.

The differential equation: $$EI\frac{d^4 w}{dx^4}+k\,w=q(x),\qquad k=k_s b,\qquad \beta=\left(\frac{k}{4EI}\right)^{1/4}$$

w(x) is the downward deflection of the beam at position x, E the elastic modulus, I the second moment of area, k the foundation modulus per unit length obtained from the modulus of subgrade reaction k_s times the footing width b, q(x) the applied load per unit length, and beta the inverse characteristic length that sets how fast the response decays away from a load.

What your group must learn
  • You must be able to obtain the equation by combining the Euler-Bernoulli relation EI w'''' = q_net with the Winkler assumption that the soil reaction per unit length equals k w.
  • You must solve the homogeneous equation by the characteristic-root method, show that the four roots are beta(1 + i), beta(1 - i), -beta(1 + i) and -beta(1 - i), and use Euler's formula to convert the complex exponentials into the real basis exp(+/- beta x) cos(beta x) and exp(+/- beta x) sin(beta x).
  • You must derive the response of an infinite beam to a central point load P, namely w = (P beta / 2k) exp(-beta x)(cos beta x + sin beta x), by discarding the solutions that grow at infinity and applying symmetry with shear V(0+) = -P/2.
  • You must be able to explain the meaning of the characteristic length 1/beta, the classification of beams as short, medium or long by the product beta L, and why the deflected shape changes sign so that the footing lifts off the soil at about x = 3 pi /(4 beta).
  • You must know where the modulus of subgrade reaction comes from, that it is not a soil property but depends on footing size and shape, and how a plate load test value is corrected before use.
What you must deliver
  • A derivation from equilibrium to the general real solution, showing the complex roots explicitly and the step at which Euler's formula is used.
  • A solved case for a 1 m wide, 0.6 m deep concrete footing with E = 30 GPa and k_s = 20 MN/m^3, giving EI = 540 MN m^2, beta = 0.310 m^-1, characteristic length 3.22 m, and for P = 200 kN a maximum deflection of 1.55 mm and a maximum bending moment of 161 kN m.
  • A validation check: substitute the closed-form solution back into the differential equation symbolically, and compare the deflection with a finite-difference or finite-element solution of a finite beam long enough to be treated as infinite.
  • A figure showing w(x), M(x) and the soil pressure k w(x) along the footing under one point load, with the zero-crossing and the uplift region marked.
  • A stated limitation: the Winkler model uses independent springs, so it cannot reproduce settlement of the soil outside the loaded area or the interaction between two nearby column loads, which a continuum (elastic half-space) model captures.

If your group wants more: Repeat the analysis for a finite footing of length L carrying several column loads, solve the two-point boundary value problem with free ends, and compare the design moments with those from the rigid-footing assumption used in routine design.

Where to start reading
  • Hetenyi, Beams on Elastic Foundation, chapters on the infinite and the finite beam under concentrated and distributed loads.
  • Bowles, Foundation Analysis and Design, chapter on beams on elastic foundations and on the modulus of subgrade reaction.
  • Hibbeler, Structural Analysis, chapters on beam deflection and the Euler-Bernoulli relations used as the starting point.
CE-03

Base isolation of a building: two-degree-of-freedom response to ground shaking

Ch 4Ch 3Ch 2ChallengingBuilds on: Structural Dynamics / Earthquake EngineeringAlso for Mechanical
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Why this matters

Base isolation protects hospitals and data centres by placing a soft layer of bearings under the building so that the structure above moves almost as a rigid body. The design questions are quantitative: how much the isolator lengthens the period, how much the roof acceleration drops, and how much displacement the bearing and the seismic gap must accommodate. All of it follows from a two-mass linear system driven by a recorded ground acceleration.

The differential equation: $$\mathbf{M}\ddot{\mathbf{u}}+\mathbf{C}\dot{\mathbf{u}}+\mathbf{K}\mathbf{u}=-\mathbf{M}\mathbf{r}\,\ddot{u}_g(t),\qquad\text{single mode:}\quad \ddot{u}+2\zeta\omega_n\dot{u}+\omega_n^{2}u=-\ddot{u}_g(t)$$

u is the vector of displacements relative to the ground (base slab and superstructure), M, C and K the mass, damping and stiffness matrices, r the influence vector of ones, u_g the ground displacement so that the doubly dotted term is the recorded ground acceleration, and in the single-mode form omega_n is the natural circular frequency and zeta the damping ratio.

What your group must learn
  • You must be able to write the mass, stiffness and damping matrices for the two-mass isolated building and explain why the earthquake enters as an effective force proportional to mass times ground acceleration rather than as a moving boundary condition.
  • You must solve the free-vibration eigenvalue problem det(K - omega^2 M) = 0, obtain the two natural periods and mode shapes, and show that the first mode of an isolated building is nearly a rigid-body translation on the bearings while the second mode is almost orthogonal to the earthquake input.
  • You must be able to solve the single-degree-of-freedom equation by Laplace transform, recognise the transfer function 1/(s^2 + 2 zeta omega_n s + omega_n^2), and invert it to the Duhamel convolution integral u(t) = -(1/omega_d) times the integral of exp(-zeta omega_n (t - tau)) sin(omega_d (t - tau)) times the ground acceleration.
  • You must understand how a response spectrum is built by solving that same equation for many periods and plotting the peak response, and how a design spectrum is then read to obtain the base shear.
  • You must be able to integrate the equations numerically with the Newmark-beta or central difference method using a real accelerogram, and state the time step required for accuracy and for stability.
What you must deliver
  • A derivation of the coupled equations of motion for the isolated building, including the form of M, C and K and of the earthquake load vector.
  • A solved case with numbers: a fixed-base structure of period 0.5 s (omega_n = 12.57 rad/s) and an isolated version of period 2.5 s (omega_n = 2.51 rad/s), at 5 per cent and 15 per cent damping, reporting both natural periods, both mode shapes, and the peak roof acceleration and bearing displacement for one accelerogram.
  • A validation check: reproduce the Duhamel-integral response with the numerical time-stepping solution for the single-degree-of-freedom case, and confirm that free vibration decays at the rate predicted by the eigenvalues.
  • A figure with the acceleration response spectrum of the chosen record, the fixed-base and isolated periods marked on it, plus the roof acceleration time histories of the two cases on common axes.
  • A stated limitation: the analysis is linear with viscous damping, so it does not represent the hysteretic, amplitude-dependent behaviour of lead-rubber or friction pendulum bearings, nor the risk on soft soil sites where the ground motion itself is rich in long periods.

If your group wants more: Replace the linear isolator by a bilinear hysteretic model with yield strength Q and post-yield stiffness, integrate the now nonlinear system, and show how the effective period and the equivalent damping change with the amplitude of shaking.

Where to start reading
  • Chopra, Dynamics of Structures, chapters on response to ground motion, response spectra, multi-degree-of-freedom systems and the chapter on base isolation.
  • Naeim and Kelly, Design of Seismic Isolated Structures, chapters on the two-degree-of-freedom isolation model and on isolator behaviour.
  • Clough and Penzien, Dynamics of Structures, chapters on numerical evaluation of dynamic response and on mode superposition.
CE-04

Shock waves at a motorway lane closure: the kinematic wave model of traffic

Ch 1Ch 6AdvancedBuilds on: Transportation Engineering / Traffic Flow TheoryAlso for Industrial
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Why this matters

When a lane closes for maintenance a queue forms, and the tail of that queue travels backwards up the carriageway at a speed that can be predicted, sometimes faster than drivers can react. Traffic engineers use that speed to place advance warning signs and to estimate delay. The whole calculation is a first-order conservation law whose characteristics are ordinary differential equations.

The differential equation: $$\frac{\partial\rho}{\partial t}+\frac{\partial q(\rho)}{\partial x}=0,\qquad q(\rho)=\rho\,v_f\!\left(1-\frac{\rho}{\rho_j}\right),\qquad \frac{dx}{dt}=q'(\rho)=v_f\!\left(1-\frac{2\rho}{\rho_j}\right)$$

rho(x,t) is traffic density in vehicles per kilometre per lane, q the flow in vehicles per hour, v_f the free-flow speed, rho_j the jam density, and dx/dt the speed of a characteristic, along which the density stays constant.

What your group must learn
  • You must be able to derive the conservation law by counting vehicles entering and leaving a length of road, and explain why the closure q = q(rho), the fundamental diagram, is an empirical assumption rather than a law.
  • You must be able to reduce the partial differential equation to ordinary differential equations along characteristics, integrate them, and explain why for the Greenshields closure the characteristics are straight lines carrying constant density.
  • You must know why characteristics cross when a fast state runs into a slow state, that the solution would then be multi-valued, and that the physically correct answer is a shock whose speed is given by the Rankine-Hugoniot condition (q_2 - q_1)/(rho_2 - rho_1).
  • You must be able to treat the opposite case, a queue discharging when a signal turns green, as a rarefaction or expansion fan, and explain why no shock forms there.
  • You must understand how the parameters of the fundamental diagram are measured from loop detector or probe vehicle data, and what capacity and critical density mean on that curve.
What you must deliver
  • A derivation of the conservation law and of the characteristic equations, including the Rankine-Hugoniot shock condition obtained from a control volume moving with the shock.
  • A worked case with v_f = 100 km/h and rho_j = 120 veh/km/lane, giving capacity 3000 veh/h/lane at rho = 60; an upstream state of 30 veh/km (q = 2250 veh/h) meeting a full stop produces a shock travelling upstream at -25 km/h, while the characteristics in the two states travel at +50 and -100 km/h.
  • A validation check: compare the analytical shock trajectory with a numerical solution of the conservation law by the Godunov or Lax-Friedrichs scheme, and confirm that the total vehicle count is conserved.
  • A figure with the x-t diagram showing characteristics, the shock path and the rarefaction fan after release, alongside the fundamental diagram with the two states and the chord whose slope is the shock speed.
  • A stated limitation: the model assumes drivers adopt the equilibrium speed instantly, so it cannot reproduce stop-and-go waves, the capacity drop at an active bottleneck, or the scatter seen in measured fundamental diagrams.

If your group wants more: Solve the same lane closure with a triangular fundamental diagram using Newell's cumulative-count formulation, and compare the predicted total delay with the Greenshields result.

Where to start reading
  • May, Traffic Flow Fundamentals, chapters on the fundamental diagram, kinematic waves and shock wave analysis.
  • Whitham, Linear and Nonlinear Waves, chapter on kinematic waves and its traffic flow application.
  • Transportation Research Board, Traffic Flow Theory: a state of the art report, chapters on macroscopic flow models.
CE-05

Surge tank oscillations in a hydropower headrace tunnel

Ch 4Ch 1Ch 2ChallengingBuilds on: Hydraulics / Fluid Mechanics and Hydraulic StructuresAlso for Mechanical
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Why this matters

When a turbine shuts down, the water in a long headrace tunnel cannot stop instantly, so it surges up a vertical shaft and then oscillates for several minutes. If the shaft is too narrow the oscillation grows instead of dying away and the plant becomes unstable under governor control. The size of that shaft is fixed by the stability of a pair of coupled nonlinear ordinary differential equations.

The differential equation: $$\frac{L}{g}\frac{dV}{dt}=-z-cV|V|,\qquad A_s\frac{dz}{dt}=A_tV-Q_t(t)$$

V(t) is the mean water velocity in the tunnel, z(t) the surge level in the tank measured above the reservoir surface, L the tunnel length, A_t the tunnel cross-sectional area, A_s the surge tank area, g gravity, c the head-loss coefficient defined by h_f = cV|V|, and Q_t the discharge drawn by the turbine.

What your group must learn
  • You must be able to derive both equations, the first from the unsteady momentum equation applied to the rigid water column in the tunnel and the second from continuity at the junction of tunnel, tank and penstock.
  • You must be able to solve the frictionless case (c = 0, Q_t = 0) exactly, obtaining simple harmonic motion of period T = 2 pi sqrt(L A_s/(g A_t)), and use that period as the time scale for the damped case.
  • You must be able to write the model as a first-order system in (V, z), locate the equilibrium point, linearise about it with the Jacobian, and interpret the eigenvalues: a complex pair with negative real part is a decaying oscillation, a positive real part means the surge grows.
  • You must understand why governing for constant power, where the turbine discharge rises as the net head falls, is destabilising, and be able to derive the Thoma criterion for the minimum stable tank area from the linearised system.
  • You must be able to draw and read the phase portrait in the (z, V) plane, distinguish a stable spiral from an unstable one, and identify where the linear analysis stops being valid because the damping term is quadratic.
What you must deliver
  • A derivation of both equations with the control volume drawn, and the reduction to a first-order system together with its Jacobian.
  • A solved case for a stated scheme, for example L = 600 m, A_t = 7 m^2 and A_s = 30 m^2, giving an undamped period of about 102 s, plus the maximum upsurge and the following downsurge after full load rejection obtained by Runge-Kutta integration.
  • A validation check: confirm that the numerical solution reproduces the analytical frictionless period and amplitude when c is set to zero, and that the small-amplitude decay rate with friction matches the real part of the eigenvalues.
  • A figure with the surge level history for at least two tank areas, one above and one below the Thoma area, and the corresponding phase portraits in the (z, V) plane.
  • A stated limitation: the rigid water column assumption ignores the elasticity of the water and of the tunnel lining, so it gives the slow mass oscillation but not the water hammer pressure transient in the penstock.

If your group wants more: Add a throttled orifice at the base of the tank with an asymmetric loss coefficient, or a differential (Johnson) surge tank, and show numerically how much the maximum upsurge and the required tank height are reduced.

Where to start reading
  • Chaudhry, Applied Hydraulic Transients, chapter on surge tanks: governing equations, stability and the Thoma criterion.
  • Wylie and Streeter, Fluid Transients in Systems, chapters on mass oscillation and rigid column theory.
  • Jaeger, Fluid Transients in Hydro-Electric Engineering Practice, chapters on surge tank types and on stability.
💻

Computer

— 5 projects
CS-01

TCP congestion control as a fluid-flow system

Ch 1Ch 4AdvancedBuilds on: Computer Networks (transport layer and congestion control)Also for Electrical
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Why this matters

The additive-increase multiplicative-decrease rule of TCP is normally taught as a sawtooth picture, but the aggregate behaviour of thousands of flows sharing a router is a coupled nonlinear system whose equilibrium fixes the queue length, the delay and the loss rate a user actually experiences. Router buffer sizing, active queue management and bufferbloat are all decided from this model. A group that can compute the equilibrium window and test its stability can explain why a large buffer makes latency worse without improving throughput.

The differential equation: $$\frac{dW}{dt}=\frac{1}{R(q)}-\frac{W(t)\,W(t-R)}{2R(t-R)}\,p(t-R),\qquad \frac{dq}{dt}=\frac{N\,W(t)}{R(q)}-C,\qquad R(q)=\frac{q}{C}+T_p$$

\(W\) is the average congestion window in packets, \(q\) the bottleneck queue length in packets, \(C\) the link capacity in packets per second, \(N\) the number of identical long-lived flows, \(T_p\) the fixed propagation delay, \(R(q)\) the round-trip time, and \(p\) the probability that a packet is dropped or marked.

What your group must learn
  • You must be able to explain where each term comes from: the \(1/R\) term is one packet added per round trip, and the quadratic term is the halving of the window on each loss event, averaged over time.
  • You must know how to find the equilibrium \((W_0,q_0)\) of the delay-free version by setting both derivatives to zero, and show that \(W_0=\sqrt{2/p_0}\) and \(NW_0/R_0=C\).
  • You must be able to linearise the two-equation system about that equilibrium, form the \(2\times 2\) Jacobian, and read stability from the sign of its trace and determinant.
  • You must understand what the eigenvalues of that Jacobian mean physically: a complex pair with negative real part is a damped oscillation of queue length, and a positive real part means the queue swings without settling.
  • You must understand why the model is a fluid approximation, that is, why replacing discrete packet events by a continuous rate is defensible when \(N\) is large and the time scale of interest is many round trips.
What you must deliver
  • A written derivation of the equilibrium point and of the linearised Jacobian, with every partial derivative shown.
  • A worked numerical case with \(C=1250\) packets/s, \(N=60\), \(T_p=0.1\) s and \(p_0=0.02\): report \(W_0\), \(q_0\), \(R_0\) and the two eigenvalues to three significant figures.
  • A validation check: integrate the full nonlinear system numerically from a perturbed start and confirm that the decay rate and oscillation period match the eigenvalues you computed.
  • A phase portrait in the \((W,q)\) plane with the nullclines drawn, the equilibrium marked, and at least four trajectories from different initial conditions.
  • A stated limitation: explain what the delay term \(p(t-R)\) does that your delay-free analysis cannot capture, and give one queue size at which you expect the delay-free prediction to fail.

If your group wants more: Replace the constant \(p\) by a RED marking law \(p=p(q)\), keep the round-trip delay in the equations, and find the gain at which the equilibrium loses stability through a Hopf bifurcation, producing a sustained queue oscillation.

Where to start reading
  • Kurose and Ross, Computer Networking: A Top-Down Approach — transport layer chapter, TCP congestion control and AIMD.
  • Srikant and Ying, Communication Networks: An Optimization, Control and Stochastic Networks Perspective — fluid models of congestion control and their stability.
  • Strogatz, Nonlinear Dynamics and Chaos — chapters on fixed points, linearisation and phase plane analysis.
CS-02

Gradient descent and momentum as continuous-time flows

Ch 2Ch 4Ch 7AdvancedBuilds on: Machine Learning (training and optimisation)Also for ElectricalAlso for Industrial
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Why this matters

Training any model is a discrete loop, but shrinking the step size turns gradient descent into an ODE, and momentum turns it into a damped second-order system. That view explains, with nothing more than characteristic roots, why momentum converges faster than plain gradient descent, why too much momentum makes the loss oscillate, and why an ill-conditioned problem trains slowly. Students who see this stop tuning learning rates blindly.

The differential equation: $$f(x)=\tfrac{1}{2}x^{\top}Ax-b^{\top}x,\qquad \dot{x}=-\nabla f(x)=-(Ax-b),\qquad \ddot{x}+\beta\dot{x}+\nabla f(x)=0$$

\(x(t)\in\mathbb{R}^n\) is the parameter vector at continuous time \(t\), \(f\) the loss, \(A\) a symmetric positive definite Hessian with eigenvalues \(\lambda_1\le\cdots\le\lambda_n\), \(b\) the linear term, and \(\beta>0\) the damping coefficient that corresponds to the momentum parameter.

What your group must learn
  • You must be able to diagonalise \(A\) and show that in the eigenbasis both flows decouple into \(n\) independent scalar equations, \(\dot{z}_i=-\lambda_i z_i\) and \(\ddot{z}_i+\beta\dot{z}_i+\lambda_i z_i=0\).
  • You must solve the second-order equation by its characteristic polynomial \(r^2+\beta r+\lambda_i=0\) and classify the three cases as overdamped, critically damped and underdamped.
  • You must understand that when \(\beta^2<4\lambda_i\) the roots are a complex conjugate pair, and be able to convert \(e^{(\alpha\pm i\omega)t}\) into a decaying sinusoid using Euler's formula.
  • You must be able to show that the slowest mode governs convergence: the gradient flow decays like \(e^{-\lambda_1 t}\), while the momentum flow with \(\beta=2\sqrt{\lambda_1}\) decays like \(e^{-\sqrt{\lambda_1}\,t}\), and explain why that is a large gain when \(\lambda_1\) is small.
  • You must be able to state the link back to the algorithm: gradient descent with step \(h\) is the explicit Euler discretisation of the flow, and it diverges when \(h>2/\lambda_n\).
What you must deliver
  • A derivation of the decoupled modal equations and of the critical damping value \(\beta=2\sqrt{\lambda_i}\), with the complex-root case written out in real form.
  • A solved case with \(A=\mathrm{diag}(1,\,25)\) and \(b=0\) from \(x(0)=(1,1)^{\top}\): give the exact solution of both flows and the time each needs to reach \(\lVert x\rVert<10^{-3}\).
  • A validation check: run discrete gradient descent and discrete heavy-ball on the same problem with a small step, overlay the iterates on the exact ODE solution, and report the maximum deviation.
  • A figure with two panels: the trajectories in the \((x_1,x_2)\) plane for both flows, and the characteristic roots plotted in the complex plane as \(\beta\) is swept from 0 to \(3\sqrt{\lambda_n}\).
  • A stated limitation: explain what the quadratic model cannot say about a non-convex loss, and name one feature of real training, such as stochastic gradients, that the ODE ignores.

If your group wants more: Study the Nesterov flow \(\ddot{X}+\frac{3}{t}\dot{X}+\nabla f(X)=0\) with its time-varying damping, and show numerically that its loss decays like \(O(1/t^2)\); or derive the adjoint equation \(\dot{a}=-a^{\top}\partial_x g\) used to differentiate through a neural ODE.

Where to start reading
  • Boyd and Vandenberghe, Convex Optimization — chapter on unconstrained minimisation, condition number and convergence rates.
  • Nocedal and Wright, Numerical Optimization — chapters on line search methods and on the effect of Hessian conditioning.
  • Boyce and DiPrima, Elementary Differential Equations and Boundary Value Problems — chapter on second-order linear equations with constant coefficients and damped free vibration.
CS-03

Thermal runaway and DVFS control in a processor

Ch 1Ch 3AdvancedBuilds on: Computer Architecture (power and energy) or VLSI DesignAlso for ElectricalAlso for Mechanical
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Why this matters

A processor's clock frequency is limited by heat, not by logic. Leakage current grows with temperature and leakage itself produces heat, so the lumped thermal model is a nonlinear first-order equation that can have two equilibria, one stable and one not, and can lose both in thermal runaway. Every dynamic voltage and frequency scaling controller and every thermal throttling rule is designed against this equation.

The differential equation: $$C_{th}\frac{dT}{dt}=\underbrace{\alpha C_L V^2 f}_{\text{dynamic}}+\underbrace{V I_0\exp\!\left(\frac{T-T_{\mathrm{ref}}}{T_0}\right)}_{\text{leakage}}-\frac{T-T_a}{R_{th}}$$

\(T\) is die temperature, \(C_{th}\) the thermal capacitance in J/K, \(R_{th}\) the junction-to-ambient thermal resistance in K/W, \(T_a\) ambient temperature, \(\alpha\) the activity factor, \(C_L\) the switched capacitance, \(V\) supply voltage, \(f\) clock frequency, and \(I_0,\,T_0,\,T_{\mathrm{ref}}\) the leakage reference current, its temperature scale and its reference temperature.

What your group must learn
  • You must be able to justify the lumped model, that is, explain when a whole die can be treated as one temperature node with a single resistance and capacitance.
  • You must find the steady states graphically by plotting total power against the heat removed, \((T-T_a)/R_{th}\), and identify the tangency condition \(dP/dT=1/R_{th}\) at which the two intersections merge and no stable temperature exists.
  • You must be able to test stability of each equilibrium from the sign of the derivative of the right-hand side, and say in words what an unstable equilibrium means for a chip.
  • You must linearise about a stable operating point, take the Laplace transform, and obtain the first-order transfer function \(T(s)/P(s)=R_{th}^{\,\mathrm{eff}}/(1+sR_{th}^{\,\mathrm{eff}}C_{th})\), naming the effective resistance that leakage feedback produces.
  • You must be able to use the Laplace transform to get the die temperature response to a step change in workload and to a square-wave workload, and relate the thermal time constant to how fast a throttling controller must react.
What you must deliver
  • A derivation of the equilibrium condition, the stability test, and the runaway threshold expressed as a critical \(R_{th}\) for fixed \(V\) and \(f\).
  • A numerical case with \(C_{th}=0.02\) J/K, \(R_{th}=0.5\) K/W, \(T_a=45^{\circ}\mathrm{C}\), \(\alpha C_L f=\) a value giving 40 W of dynamic power at \(V=1.0\) V, \(I_0=2\) A at \(T_{\mathrm{ref}}=80^{\circ}\mathrm{C}\), \(T_0=25\) K: report both equilibria, the thermal time constant, and the \(R_{th}\) at which runaway begins.
  • A validation check: integrate the nonlinear equation from two different initial temperatures, one either side of the unstable equilibrium, and confirm the outcomes predicted by your stability analysis.
  • A figure showing generated power and removed power against temperature for three values of \(R_{th}\), with the equilibria marked, plus a time trace of \(T(t)\) for a workload that steps from idle to full load.
  • A stated limitation: explain what a single-node model misses about hot spots, and give the die area scale at which you would need the heat equation instead.

If your group wants more: Add a proportional-integral DVFS controller that adjusts \(f\) to hold \(T\) at a set point, form the closed-loop transfer function, and find the controller gains at which the loop becomes oscillatory when a sensor delay of 1 ms is included.

Where to start reading
  • Rabaey, Chandrakasan and Nikolić, Digital Integrated Circuits: A Design Perspective — chapters on dynamic and leakage power.
  • Hennessy and Patterson, Computer Architecture: A Quantitative Approach — sections on power, energy and thermal limits to performance.
  • Ogata, Modern Control Engineering — chapters on Laplace transforms, first-order systems and PI control.
CS-04

Stiffness and implicit integration in physics-based animation

Ch 2Ch 5Ch 7ChallengingBuilds on: Computer Graphics (animation and simulation)Also for Mechanical
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Why this matters

Cloth, hair and soft bodies in games are mass-spring systems whose stiff springs force an explicit integrator down to time steps far smaller than a video frame, so the simulation either explodes or runs too slowly. The standard fix in graphics is implicit Euler, and the reason it works is entirely a statement about the stability region of a numerical method in the complex plane. This project makes the connection between a graphics engine's frame budget and the eigenvalues of a stiffness matrix.

The differential equation: $$M\ddot{\mathbf{x}}+D\dot{\mathbf{x}}+K\mathbf{x}=\mathbf{f}(t)\;\Longrightarrow\;\ddot{z}_i+2\zeta_i\omega_i\dot{z}_i+\omega_i^{2}z_i=g_i(t),\qquad \omega_i^{2}=\lambda_i\!\left(M^{-1}K\right)$$

\(\mathbf{x}\) collects the displacements of all mass points, \(M\) is the diagonal mass matrix, \(K\) the stiffness matrix assembled from the springs, \(D\) the damping matrix, \(\mathbf{f}\) external forces, and \(z_i,\ \omega_i,\ \zeta_i\) are the modal coordinate, natural frequency and damping ratio of the \(i\)th mode.

What your group must learn
  • You must be able to assemble \(K\) for a small spring network by hand and compute the eigenvalues of \(M^{-1}K\), interpreting the largest as the fastest mode and the ratio \(\omega_{\max}/\omega_{\min}\) as the stiffness ratio.
  • You must be able to rewrite the second-order system as a first-order system of twice the size and explain why that form is what a numerical integrator actually advances.
  • You must derive the amplification factor of explicit Euler, symplectic Euler and implicit Euler applied to the test equation \(y'=\lambda y\), and sketch each stability region in the complex plane.
  • You must be able to show that for an undamped oscillator, where \(\lambda=\pm i\omega\), explicit Euler has amplification \(\sqrt{1+h^2\omega^2}>1\) for every step size, symplectic Euler is stable for \(h\omega<2\), and implicit Euler damps every mode.
  • You must understand the cost of implicit Euler, namely that each step solves a linear system involving \(M+hD+h^2K\), and be able to say why graphics engines accept artificial damping in exchange for a fixed time step.
What you must deliver
  • A derivation of the amplification factor and stability condition for all three integrators, with the stability regions stated as inequalities in \(h\lambda\).
  • A simulated case: a chain of 20 masses of 0.05 kg with spring constant \(k=5000\) N/m and light damping, run at \(h=1/60\) s and at the largest stable explicit step; report \(\omega_{\max}\), the stiffness ratio, the explicit stability limit in seconds, and the energy after 2 s for each method.
  • A validation check: compare each integrator against the exact modal solution of a single spring over 100 steps and report the observed order of accuracy from a step-halving study.
  • A figure with the three stability regions drawn in the complex plane, with the scaled eigenvalues \(h\lambda_i\) of your chain plotted on top for two different step sizes.
  • A stated limitation: explain why implicit Euler's unconditional stability is bought with numerical damping, and quantify it by reporting how much energy your simulated chain loses over 2 s.

If your group wants more: Implement one step of implicit Euler with a Newton solve for a nonlinear spring law, or compare against a second-order method such as the trapezoidal rule or BDF2 and show how the artificial damping changes.

Where to start reading
  • Erleben, Sporring, Henriksen and Dohlmann, Physics-Based Animation — chapters on mass-spring systems and time integration.
  • Hairer and Wanner, Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems — chapters on stiffness and A-stability.
  • Ascher and Petzold, Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations — chapters on one-step methods and absolute stability.
CS-05

Signal integrity on a high-speed bus: the telegrapher's equations

Ch 6Ch 7ChallengingBuilds on: Digital Design (interconnect, buses and timing) or ElectronicsAlso for Electrical
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Why this matters

Once a clock edge is faster than the time a signal takes to cross a board trace, a wire stops behaving like a node and becomes a transmission line: the edge reflects off the far end and rings, producing false switching and timing violations. The governing model is a pair of coupled PDEs whose lossless limit is the wave equation. Termination resistor values, the rule about trace length against rise time, and eye diagrams all come out of this analysis.

The differential equation: $$\frac{\partial v}{\partial x}=-L\frac{\partial i}{\partial t}-Ri,\quad \frac{\partial i}{\partial x}=-C\frac{\partial v}{\partial t}-Gv\;\Longrightarrow\;\frac{\partial^{2}v}{\partial x^{2}}=LC\frac{\partial^{2}v}{\partial t^{2}}+(RC+LG)\frac{\partial v}{\partial t}+RGv$$

\(v(x,t)\) and \(i(x,t)\) are voltage and current at position \(x\) along the trace at time \(t\), and \(R,L,G,C\) are the resistance, inductance, conductance and capacitance per unit length of the line.

What your group must learn
  • You must derive the coupled pair from a per-unit-length equivalent circuit of a short segment and then eliminate \(i\) to reach the second-order equation shown.
  • You must solve the lossless case \(v_{xx}=LC\,v_{tt}\) by separation of variables on a line of length \(\ell\) with given end conditions, and also write d'Alembert's forward and backward travelling-wave form.
  • You must obtain the characteristic impedance and propagation constant in the frequency domain, \(Z_0=\sqrt{(R+j\omega L)/(G+j\omega C)}\) and \(\gamma=\sqrt{(R+j\omega L)(G+j\omega C)}\), and interpret the real and imaginary parts of \(\gamma\) as attenuation and phase change.
  • You must be able to compute the reflection coefficient \(\Gamma=(Z_L-Z_0)/(Z_L+Z_0)\) at a mismatched load and trace a step through several round trips using a lattice diagram.
  • You must know the engineering rule that a trace must be treated as a transmission line when its propagation delay exceeds roughly one sixth of the signal rise time, and be able to derive the critical length for a given rise time.
What you must deliver
  • A derivation of the second-order telegrapher's equation from the segment circuit, plus a separation-of-variables solution for the lossless line with an open far end.
  • A worked case: a 15 cm microstrip with \(L=350\) nH/m, \(C=140\) pF/m, driven by a 3.3 V step through a 20 \(\Omega\) driver into a 5 pF CMOS input; report \(Z_0\), the one-way delay, the reflection coefficients at both ends, and the overshoot voltage after the first reflection.
  • A validation check: reproduce the same waveform numerically, for example by a finite-difference solution of the coupled pair, and confirm that the arrival times and amplitudes of the first three reflections match the lattice diagram to within 5 per cent.
  • A figure showing the receiver voltage against time for three terminations, unterminated, series terminated at \(Z_0\), and parallel terminated, with the logic threshold band drawn.
  • A stated limitation: state how much series loss \(R\) your lossless analysis ignored and at what bit rate the resulting dispersion would start to close the eye.

If your group wants more: Add frequency-dependent loss from the skin effect, solve in the frequency domain for a pseudo-random bit sequence, and build the eye diagram to show intersymbol interference; or extend to two coupled traces and compute crosstalk.

Where to start reading
  • Johnson and Graham, High-Speed Digital Design: A Handbook of Black Magic — chapters on transmission lines, terminations and ringing.
  • Pozar, Microwave Engineering — transmission line theory chapter, including the lossy line and reflection coefficients.
  • Boyce and DiPrima, Elementary Differential Equations and Boundary Value Problems — chapter on partial differential equations, separation of variables and the wave equation.
🏭

Industrial

— 5 projects
IE-01

Staffing a service system with time-varying arrivals

Ch 1Ch 5AdvancedBuilds on: Queueing Theory (or Service Systems Engineering)Also for Computer
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Why this matters

Call centres, emergency departments and airport checkpoints all face arrival rates that change hour by hour, so the steady-state Erlang formulas taught for \(M/M/s\) do not apply directly. The correct object is an ODE for the offered load, whose solution lags the arrival rate by the service time, and a fluid equation for the queue itself. Staffing from a lagged offered load plus a square-root safety margin holds the delay probability steady across the day instead of letting it spike after each peak.

The differential equation: $$\frac{dR}{dt}=\lambda(t)-\mu R(t),\qquad \frac{dx}{dt}=\lambda(t)-\mu\min\{x(t),s(t)\},\qquad s(t)=\left\lceil R(t)+\beta\sqrt{R(t)}\,\right\rceil$$

\(\lambda(t)\) is the arrival rate at time \(t\), \(\mu\) the service rate per server, \(R(t)\) the offered load, that is the mean number in an infinite-server system, \(x(t)\) the fluid approximation to the number in the system with \(s(t)\) servers, and \(\beta\) the quality-of-service parameter that sets the safety margin.

What your group must learn
  • You must solve the linear offered-load equation with an integrating factor and show that \(R(t)=\int_{-\infty}^{t}\lambda(u)e^{-\mu(t-u)}\,du\), that is, a weighted average of past arrivals over roughly one service time.
  • You must be able to compute \(R(t)\) in closed form for a sinusoidal arrival rate and show that its peak lags the arrival peak, quantifying the lag in terms of \(\mu\) and the frequency.
  • You must explain why the fluid equation is piecewise defined, being linear in the underloaded regime \(x<s\) and having a constant departure rate \(\mu s\) in the overloaded regime.
  • You must be able to apply a Runge-Kutta method to the fluid equation when \(\lambda(t)\) comes from data rather than a formula, and justify your step size from a convergence study rather than by guessing.
  • You must understand where square-root staffing comes from, namely that the natural fluctuation in the number busy is of order \(\sqrt{R}\), and what \(\beta\) buys in terms of delay probability.
What you must deliver
  • A derivation of the closed-form offered load for \(\lambda(t)=\lambda_0+A\sin(\omega t)\), including the explicit amplitude reduction and phase lag.
  • A worked case with \(\lambda_0=100\) calls/h, \(A=60\) calls/h, a 24-hour period and a mean service time of 6 minutes: give \(R(t)\), the lag in minutes, the peak staffing level for \(\beta=1\), and compare it against staffing from the instantaneous \(\lambda(t)/\mu\).
  • A validation check: solve the offered-load ODE with RK4, compare against your closed form, and report the maximum absolute error and the observed order of convergence under step halving.
  • A figure with \(\lambda(t)\), \(R(t)\) and the staffing schedule \(s(t)\) on one time axis over 24 hours, with the lag between the \(\lambda\) and \(R\) peaks annotated.
  • A stated limitation: explain what the fluid model cannot say about the delay distribution, and identify one time of day in your case where the fluid queue is zero while a real queue would not be.

If your group wants more: Add the diffusion refinement, that is, an ODE for the variance of the number in the system, and use it to set \(\beta\) so that the probability of waiting stays near a target such as 0.2 throughout the day.

Where to start reading
  • Gross, Shortle, Thompson and Harris, Fundamentals of Queueing Theory — chapters on Markovian queues and on time-dependent and transient behaviour.
  • Hall, Queueing Methods for Services and Manufacturing — chapters on deterministic fluid queues and time-varying demand.
  • Boyce and DiPrima, Elementary Differential Equations and Boundary Value Problems — chapter on first-order linear equations and integrating factors.
IE-02

Availability of a repairable redundant system

Ch 3Ch 4CoreBuilds on: Reliability EngineeringAlso for ComputerAlso for Electrical
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Why this matters

A plant asking whether to buy a second pump, and a data centre asking whether one repair crew is enough, are asking the same question: how much of the time is the system up, given failure and repair rates. The answer is a linear system of ODEs on the states of a Markov chain, whose steady state gives availability and whose eigenvalues say how quickly the system forgets its starting condition. Contracts are written on availability numbers produced this way.

The differential equation: $$\frac{d\mathbf{p}}{dt}=\mathbf{A}\mathbf{p},\qquad \mathbf{A}=\begin{pmatrix}-2\lambda & \mu & 0\\ 2\lambda & -(\lambda+\mu) & \mu\\ 0 & \lambda & -\mu\end{pmatrix},\qquad A(t)=p_0(t)+p_1(t)$$

\(p_k(t)\) is the probability that exactly \(k\) of two identical units have failed at time \(t\), \(\lambda\) is the failure rate of one working unit, \(\mu\) the repair rate of the single repair crew, and \(A(t)\) the instantaneous availability, since the system works while at most one unit is down.

What your group must learn
  • You must be able to draw the state transition diagram and write \(\mathbf{A}\) yourself, checking that every column sums to zero because probability is conserved.
  • You must find the steady-state distribution as the null vector of \(\mathbf{A}\) normalised to sum to one, and obtain the steady-state availability \(A_\infty=\mu(2\lambda+\mu)/(2\lambda^{2}+2\lambda\mu+\mu^{2})\).
  • You must compute all three eigenvalues of \(\mathbf{A}\), recognise that one is exactly zero and the other two are negative, and explain that the zero eigenvalue corresponds to the steady state while the most negative pair sets the relaxation time.
  • You must be able to solve the transient problem by Laplace transform, that is, solve \((s\mathbf{I}-\mathbf{A})\mathbf{P}(s)=\mathbf{p}(0)\) and invert by partial fractions, and check it against the eigenvector solution.
  • You must be able to distinguish availability from reliability by making the two-failed state absorbing, removing the repair out of it, and computing mean time to failure from the resulting system.
What you must deliver
  • A derivation of the steady-state availability and of the eigenvalues of \(\mathbf{A}\), with the null-space calculation shown in full.
  • A numerical case with \(\lambda=0.01\) per hour and \(\mu=0.2\) per hour: report \(A_\infty\), the three eigenvalues, the relaxation time \(1/|\mathrm{Re}\,\lambda_2|\), and the mean time to system failure for the absorbing variant.
  • A validation check: integrate the system numerically from \(\mathbf{p}(0)=(1,0,0)^{\top}\), confirm that the components sum to one at every step and that \(A(t)\) converges to your \(A_\infty\) to four decimal places.
  • A figure of \(p_0,p_1,p_2\) against time on one axis with the steady-state levels drawn as dashed lines, plus a plot of \(A_\infty\) against the repair-to-failure ratio \(\mu/\lambda\).
  • A stated limitation: explain what changes if failure times are not exponential, for example Weibull with an increasing hazard, and say why the Markov model then no longer applies.

If your group wants more: Compare one repair crew against two by building the alternative generator matrix, and find the failure rate at which the second crew buys more availability than a third redundant unit; or add an imperfect repair that returns the unit to a degraded state.

Where to start reading
  • Rausand and Høyland, System Reliability Theory: Models, Statistical Methods and Applications — chapter on Markov processes and availability of repairable systems.
  • Trivedi, Probability and Statistics with Reliability, Queuing and Computer Science Applications — chapters on continuous-time Markov chains and availability modelling.
  • Boyce and DiPrima, Elementary Differential Equations and Boundary Value Problems — chapters on systems of first-order linear equations and on the Laplace transform.
IE-03

Continuous-review inventory of a deteriorating item

Ch 1CoreBuilds on: Inventory Systems / Production Planning and Control
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Why this matters

Classical EOQ assumes stock sits unchanged until it is sold, which is false for food, pharmaceuticals, chemicals and volatile fuels, where a fraction of the stock is lost per unit time. Once deterioration is included, the inventory level obeys a first-order linear ODE rather than a straight line, the optimal cycle shortens, and the EOQ answer becomes an overestimate. Warehouses in a hot climate care about exactly this correction.

The differential equation: $$\frac{dI}{dt}+\theta I(t)=-D,\quad I(T)=0\;\Longrightarrow\;I(t)=\frac{D}{\theta}\left(e^{\theta(T-t)}-1\right),\quad Q=I(0)=\frac{D}{\theta}\left(e^{\theta T}-1\right)$$

\(I(t)\) is the inventory on hand at time \(t\) within a replenishment cycle of length \(T\), \(D\) the constant demand rate, \(\theta\) the deterioration rate as a fraction of stock lost per unit time, and \(Q\) the order quantity placed at the start of each cycle.

What your group must learn
  • You must solve the equation with an integrating factor using the terminal condition \(I(T)=0\) rather than an initial condition, and explain why the cycle is naturally posed that way.
  • You must build the average cost per unit time \(TC(T)=\left[A+cQ+h\int_{0}^{T}I(t)\,dt\right]/T\) and evaluate the integral as \(\frac{D}{\theta^{2}}\left(e^{\theta T}-1-\theta T\right)\).
  • You must be able to show that as \(\theta\to 0\) the cost reduces to \(A/T+hDT/2\) and the optimum returns to the EOQ cycle \(T^{*}=\sqrt{2A/(hD)}\), which is the correctness check for the whole model.
  • You must minimise \(TC(T)\) numerically, verify the stationary point is a minimum from the second derivative or from a plot, and explain why no closed form exists for general \(\theta\).
  • You must be able to interpret the units of every parameter and state the assumptions being made, namely constant demand, instantaneous replenishment, no shortages and a deterioration rate proportional to stock on hand.
What you must deliver
  • A full derivation of \(I(t)\), \(Q\), the holding integral and the cost function, together with the \(\theta\to 0\) limit worked out explicitly.
  • A solved case with \(D=1200\) units/year, \(A=250\) QAR per order, \(h=8\) QAR per unit per year, \(c=40\) QAR per unit and \(\theta=0.15\) per year: report the optimal \(T^{*}\), \(Q^{*}\), the annual cost, the units lost to deterioration per year, and the percentage difference from the EOQ answer.
  • A validation check: integrate the ODE numerically over one cycle and confirm that \(I(T)=0\) and that total demand plus total deterioration equals \(Q\) to within numerical tolerance.
  • A figure showing \(I(t)\) over three cycles for \(\theta=0,\ 0.15\) and \(0.5\) per year on the same axes, plus a plot of annual cost against \(T\) with the optimum marked.
  • A stated limitation: state the cost penalty incurred by a manager who ignores deterioration and uses the EOQ cycle, and identify the value of \(\theta\) below which the error is under 2 per cent.

If your group wants more: Allow planned shortages with full backlogging, so a second ODE \(dI/dt=-D\) governs the shortage phase, and optimise jointly over the cycle length and the reorder point; or make demand a decreasing function of inventory age.

Where to start reading
  • Silver, Pyke and Thomas, Inventory and Production Management in Supply Chains — chapters on the economic order quantity and its extensions.
  • Nahmias and Olsen, Production and Operations Analysis — chapter on deterministic inventory models, including perishable goods.
  • Boyce and DiPrima, Elementary Differential Equations and Boundary Value Problems — chapter on first-order linear equations and applications.
IE-04

Wear, first passage and preventive maintenance

Ch 1Ch 6ChallengingBuilds on: Reliability Engineering / Maintenance EngineeringAlso for Mechanical
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Why this matters

Equipment rarely fails at random: a bearing, a cutting tool or a corroding pipe wall accumulates damage that fails when it crosses a threshold. Modelling that damage as drift plus noise turns the probability density of wear into a PDE of advection-diffusion type, and failure becomes a first-passage problem with an absorbing boundary. The resulting life distribution then feeds directly into choosing a preventive replacement interval.

The differential equation: $$\frac{\partial p}{\partial t}=-\nu\frac{\partial p}{\partial x}+\frac{\sigma^{2}}{2}\frac{\partial^{2}p}{\partial x^{2}},\quad p(L,t)=0,\qquad f_T(t)=\frac{L}{\sigma\sqrt{2\pi t^{3}}}\exp\!\left(-\frac{(L-\nu t)^{2}}{2\sigma^{2}t}\right)$$

\(p(x,t)\) is the probability density of accumulated wear \(x\) at time \(t\), \(\nu>0\) the mean wear rate, \(\sigma\) the diffusion coefficient measuring variability of wear, \(L\) the failure threshold, and \(f_T\) the density of the first time the wear reaches \(L\).

What your group must learn
  • You must be able to state the PDE's two terms separately: the first-order term transports the density at the mean wear rate, and the second-order term spreads it, exactly as in the heat equation.
  • You must obtain the absorbed solution by the method of images, that is, subtract a suitably weighted mirrored Gaussian so that \(p(L,t)=0\), and differentiate the surviving probability to get \(f_T\).
  • You must verify that \(f_T\) is a proper density integrating to one when \(\nu>0\) and that its mean is \(L/\nu\), which is the sanity check that mean life equals threshold divided by wear rate.
  • You must be able to write and solve the boundary value ODE for the mean first-passage time, \(\frac{\sigma^{2}}{2}m''(x)+\nu m'(x)=-1\) with \(m(L)=0\), and state the boundary condition you impose at \(x=0\) and why.
  • You must understand the age-replacement cost rate \(C(\tau)=\left[c_p R(\tau)+c_f\left(1-R(\tau)\right)\right]/\int_{0}^{\tau}R(t)\,dt\) and be able to explain each term as an expected cost over an expected cycle length.
What you must deliver
  • A derivation of the first-passage density by the method of images, including the survival function \(R(t)=\Phi\!\left(\frac{L-\nu t}{\sigma\sqrt{t}}\right)-e^{2\nu L/\sigma^{2}}\Phi\!\left(-\frac{L+\nu t}{\sigma\sqrt{t}}\right)\).
  • A numerical case for a tool with \(L=0.6\) mm of permitted wear, \(\nu=0.004\) mm/h and \(\sigma=0.02\) mm/\(\sqrt{\text{h}}\), with \(c_p=400\) QAR and \(c_f=3000\) QAR: report the mean life, the standard deviation of life, the 10th percentile, and the optimal replacement age \(\tau^{*}\).
  • A validation check: simulate at least 20000 wear paths with a small time step, compare the empirical failure-time histogram against \(f_T\) by a quantile-quantile plot, and report the agreement of the simulated mean with \(L/\nu\).
  • A figure with two panels: the density \(p(x,t)\) shown at four times with the absorbing barrier marked, and the cost rate \(C(\tau)\) against \(\tau\) with the minimum and the run-to-failure cost both marked.
  • A stated limitation: explain that this model allows wear to decrease, which is physically impossible, and quantify how often that happens in your simulation; name the monotone alternative, a gamma process, that removes the defect.

If your group wants more: Replace the Brownian wear by a gamma process, which is monotone, obtain the life distribution numerically, and compare the optimal replacement interval and cost against the diffusion answer; or add condition-based maintenance with periodic noisy inspections.

Where to start reading
  • Ross, Introduction to Probability Models — chapters on Brownian motion, hitting times and on renewal reward processes.
  • Rausand and Høyland, System Reliability Theory: Models, Statistical Methods and Applications — chapters on failure models and on maintenance and replacement policies.
  • Cox and Miller, The Theory of Stochastic Processes — chapter on diffusion processes, the forward equation and first-passage problems.
IE-05

Bullwhip effect: order and inventory dynamics in a supply chain

Ch 2Ch 3Ch 7ChallengingBuilds on: Supply Chain Management (or System Dynamics)Also for Computer
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Why this matters

Order variability grows as it moves upstream: a mild wobble in retail demand becomes a violent swing at the factory, driving overtime, expediting and then idle capacity. The cause is not irrational behaviour but feedback with delay, and the standard replenishment policy written as differential equations is a third-order linear system whose transfer function can amplify certain demand frequencies. Once the group has the frequency response, they can retune the smoothing constants and show the amplification fall below one.

The differential equation: $$\dot{\hat d}=\frac{d-\hat d}{T_a},\qquad \dot W=o-\frac{W}{T_p},\qquad \dot I=\frac{W}{T_p}-d,\qquad o=\hat d+\frac{I^{*}-I}{T_i}+\frac{T_p\hat d-W}{T_w}$$

\(d(t)\) is customer demand, \(\hat d(t)\) the smoothed forecast with averaging time \(T_a\), \(W(t)\) the work in progress in the pipeline with production lead time \(T_p\), \(I(t)\) the inventory with target \(I^{*}\), \(o(t)\) the order rate, and \(T_i,\ T_w\) the times over which inventory and pipeline discrepancies are corrected.

What your group must learn
  • You must be able to explain each term of the ordering rule in words, namely replace what you forecast to sell, close a fraction of the inventory gap, and close a fraction of the pipeline gap.
  • You must substitute the ordering rule into the state equations, take Laplace transforms with zero initial deviations, and derive the transfer function \(O(s)/D(s)\) as a ratio of polynomials.
  • You must obtain the characteristic polynomial, apply the Routh-Hurwitz condition for a third-order system, and identify parameter choices that make the inventory response oscillatory rather than smooth.
  • You must understand that complex poles with small real part mean lightly damped order swings, and be able to read the oscillation period from the imaginary part.
  • You must be able to compute the frequency response \(|O(j\omega)/D(j\omega)|\), define bullwhip as this magnitude exceeding one, and identify the demand period that is amplified most.
What you must deliver
  • A derivation of the transfer function \(O(s)/D(s)\) and of the characteristic polynomial, with the Routh-Hurwitz stability condition stated in terms of \(T_a,T_p,T_i,T_w\).
  • A numerical case with \(T_p=4\) weeks, \(T_a=4\) weeks, \(T_i=T_w=2\) weeks: report the three poles, the peak of \(|O(j\omega)/D(j\omega)|\), the period at which it occurs, and the peak order overshoot for a step increase in demand from 100 to 120 units per week.
  • A validation check: integrate the four state equations numerically for the same step input, confirm that the settling time and overshoot match the pole locations, and confirm the inventory returns to \(I^{*}\).
  • A figure with three panels: demand, orders and inventory against time for the step input; the poles plotted in the complex plane as \(T_i\) is varied; and the magnitude of the frequency response with the bullwhip line at one drawn across it.
  • A stated limitation: state that the model allows negative orders, which real suppliers do not accept, and report how large a demand drop is needed before your policy asks for one.

If your group wants more: Chain two or three such stages in series, retailer to distributor to factory, and show numerically how the amplification compounds; then tune \(T_i\) and \(T_w\) to keep the factory-level amplification below one and report the inventory cost of doing so.

Where to start reading
  • Sterman, Business Dynamics: Systems Thinking and Modeling for a Complex World — chapters on stock and flow structures, delays and supply chain instability.
  • Ogata, Modern Control Engineering — chapters on Laplace transforms, transfer functions, transient response and frequency response.
  • Silver, Pyke and Thomas, Inventory and Production Management in Supply Chains — chapters on replenishment policies and demand forecasting.
🤖

Mechatronics

— 5 projects
MX-01

Why a magnetic levitation rig is unstable without control

Ch 4Ch 2ChallengingBuilds on: Control Systems (with Electromagnetics / Sensors and Actuators)Also for Electrical
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Why this matters

Magnetic bearings and maglev vehicles hold a mass in the air with no contact, but an electromagnet attracting a steel ball is open-loop unstable: move the ball closer and the force grows, pulling it closer still. No amount of mechanical design removes this, only feedback. The instability appears immediately in the eigenvalues of the linearised system, which makes the rig the clearest available demonstration of why engineers linearise nonlinear models at all.

The differential equation: $$ m\ddot{x} = mg - C\left(\frac{i}{x}\right)^{2}, \qquad L\frac{di}{dt} + Ri = v(t) $$

\(x\) is the air gap between the pole face and the ball, measured downwards so that increasing \(x\) means the ball falls, \(m\) the ball mass, \(g\) gravitational acceleration, \(i\) the coil current, \(C\) the magnetic force constant of the coil and ball geometry, \(L\) and \(R\) the coil inductance and resistance, and \(v(t)\) the applied coil voltage.

What your group must learn
  • You must be able to write the model as a three-state first-order system with states gap, gap rate and current, and identify which equation is nonlinear and exactly why.
  • You must be able to find the equilibrium condition, in which the ratio of current to gap equals the square root of weight divided by the force constant, and understand that there is an infinite family of equilibria, one for each chosen gap.
  • You must be able to compute the Jacobian at equilibrium and show that the derivative of force with respect to gap is positive, equal to twice the force constant times current squared divided by gap cubed, and explain the sign physically.
  • You must be able to obtain the eigenvalues of the linearised system, show that one is real and positive so the equilibrium is a saddle, and compute the corresponding divergence time constant in milliseconds.
  • You must understand that state feedback on gap, gap rate and current changes the Jacobian, and be able to choose gains that place all three eigenvalues in the left half plane.
What you must deliver
  • A derivation of the equilibrium, the Jacobian and the characteristic polynomial, carried out symbolically with the sign of every term justified.
  • A worked case with numbers: ball mass 20 g, nominal gap 6 mm, coil resistance 10 ohm, coil inductance 0.1 H; compute the force constant and equilibrium current from the equilibrium condition, then report the three open-loop eigenvalues and the divergence time constant.
  • A validation check: integrate the full nonlinear model from a perturbation of 0.1 mm and confirm that the early growth matches the exponential predicted by the unstable eigenvalue, before the nonlinearity takes over.
  • A figure showing the phase portrait in the gap-versus-gap-rate plane with the stable and unstable eigenvector directions drawn, plus a second panel of the same plane after feedback is applied, showing a stable focus.
  • A stated limitation: the inverse-square force law and the constant inductance are both approximations, so explain what magnetic saturation and gap-dependent inductance would do to the model at small gaps.

If your group wants more: Include a gap-dependent inductance in the electrical equation, which introduces an extra back-EMF term coupling gap rate into the current dynamics. Rederive the Jacobian with this coupling and determine whether the extra term helps or hinders stabilisation.

Where to start reading
  • K. Ogata, Modern Control Engineering - chapters on state-space models, linearisation of nonlinear systems and pole placement by state feedback.
  • G. F. Franklin, J. D. Powell and A. Emami-Naeini, Feedback Control of Dynamic Systems - the magnetic levitation example and the treatment of open-loop unstable plants.
  • H. K. Khalil, Nonlinear Systems - chapters on equilibrium points, linearisation and stability.
MX-02

Joint flexibility in a robot arm: resonance, antiresonance and why the motor encoder misleads

Ch 3Ch 2AdvancedBuilds on: Robotics (manipulator dynamics and actuation)Also for Mechanical
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Why this matters

Industrial robot joints use harmonic drives and gearboxes that are not rigid, so the motor encoder reading and the actual link position are two different quantities. The compliance creates a resonance that limits how hard the controller can be pushed, and an antiresonance that the motor cannot see at all. Laplace transforms show both directly in the pole-zero pattern, and explain why collocated and non-collocated feedback behave so differently.

The differential equation: $$ J_m\ddot{\theta}_m + b_m\dot{\theta}_m + k(\theta_m - \theta_\ell) = \tau_m, \qquad J_\ell\ddot{\theta}_\ell + b_\ell\dot{\theta}_\ell + k(\theta_\ell - \theta_m) = -\tau_\ell $$

\(\theta_m\) and \(\theta_\ell\) are the motor-side and link-side angles referred through the gear ratio, \(J_m\) and \(J_\ell\) their inertias, \(b_m\) and \(b_\ell\) their viscous damping coefficients, \(k\) the torsional stiffness of the joint, \(\tau_m\) the motor torque and \(\tau_\ell\) an external load torque applied at the link.

What your group must learn
  • You must be able to derive both equations, either from Lagrange's equations or from free-body diagrams, and explain how the gear ratio is folded into the reflected inertia and the reflected stiffness.
  • You must be able to take Laplace transforms and obtain the motor-side transfer function, whose numerator is the link inertia times s squared plus the stiffness and whose denominator is s squared times a second-order factor, together with the link-side transfer function of the same system.
  • You must be able to show that the resonance occurs at the square root of stiffness times the sum of inertias divided by their product, that the motor-side antiresonance occurs at the square root of stiffness divided by link inertia, and that the antiresonance always lies below the resonance.
  • You must understand that the link-side transfer function has no finite zeros, and be able to explain in physical terms why feedback taken from the motor encoder is far more forgiving than feedback taken from a link-side sensor.
  • You must be able to invert the transfer function for a step torque input using partial fractions and separate the rigid-body term, which grows without bound, from the oscillatory term.
What you must deliver
  • A derivation from the two coupled equations to both transfer functions, with pole and zero locations obtained symbolically and the inequality between antiresonance and resonance proved.
  • A worked case with numbers: motor inertia 0.002 kg.m2, link inertia 0.01 kg.m2, joint stiffness 400 N.m/rad, motor damping 0.01 and link damping 0.005 N.m.s/rad; report the antiresonant and resonant frequencies in rad/s and Hz, and the link overshoot for a 1 N.m step torque.
  • A validation check: simulate the two coupled ODEs numerically, confirm the oscillation frequency seen at the link matches the predicted resonance, and confirm that at the antiresonant frequency the motor-side response is at least 20 dB below the link-side response.
  • A figure with a pole-zero map of the motor-side transfer function on the complex plane, and beside it the Bode magnitude of both the motor-side and link-side transfer functions on the same axes with the antiresonance and resonance labelled.
  • A stated limitation: the model uses a single linear torsional spring, so explain what gearbox backlash and the nonlinear stiffness of a real harmonic drive would add, and estimate the torque level at which the linear model stops being usable.

If your group wants more: Add a dead zone of plus or minus 0.2 milliradians to represent backlash, so that the transmitted torque is zero while the two angles lie within the dead zone. Simulate a motion reversal and show the limit cycle that appears once a proportional-derivative controller is tuned aggressively.

Where to start reading
  • M. W. Spong, S. Hutchinson and M. Vidyasagar, Robot Modeling and Control - chapters on actuator dynamics and on flexible-joint manipulators.
  • J. J. Craig, Introduction to Robotics: Mechanics and Control - chapters on manipulator dynamics and on linear control of a single joint, including the effect of resonance on gain selection.
  • K. Ogata, Modern Control Engineering - chapters on transfer functions, partial-fraction inversion, pole-zero maps and frequency response.
MX-03

Mode shapes of a flexible-link manipulator: the Euler-Bernoulli beam

Ch 6Ch 5ChallengingBuilds on: Robotics / Mechanics of Materials (beam bending and structural dynamics)Also for Mechanical
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Why this matters

Lightweight robot arms, satellite booms and pick-and-place gantries flex while they move, and the tip keeps vibrating after the motor has stopped. Predicting where the tip actually is requires treating the link as a continuous body, which gives a partial differential equation with an infinite set of natural frequencies rather than one. The first of those frequencies usually sets the maximum useful speed of the whole machine.

The differential equation: $$ \rho A\frac{\partial^{2}w}{\partial t^{2}} + EI\frac{\partial^{4}w}{\partial x^{4}} = 0, \qquad w(0,t)=\frac{\partial w}{\partial x}(0,t)=0, \quad \frac{\partial^{2}w}{\partial x^{2}}(L,t)=\frac{\partial^{3}w}{\partial x^{3}}(L,t)=0 $$

\(w(x,t)\) is the transverse deflection at distance \(x\) along the link, \(\rho\) the density, \(A\) the cross-sectional area, \(E\) Young's modulus, \(I\) the second moment of area of the cross-section and \(L\) the link length; the boundary conditions given are clamped at the hub and free at the tip.

What your group must learn
  • You must be able to derive the equation from an element of the beam using the moment-curvature relation and the shear force, and state what Euler-Bernoulli theory neglects, namely shear deformation and rotary inertia.
  • You must be able to apply separation of variables and show that it gives a simple harmonic equation in time together with a fourth-order spatial equation, and note that this is fourth order, unlike the heat and wave equations you met earlier.
  • You must be able to write the general spatial solution in sines, cosines, hyperbolic sines and hyperbolic cosines, apply the four boundary conditions, and reduce them to the transcendental frequency equation cos(bL) cosh(bL) + 1 = 0.
  • You must be able to solve that transcendental equation numerically, obtaining the first three roots 1.87510, 4.69409 and 7.85476, and explain why no closed-form root exists.
  • You must understand that the natural frequencies scale with the square of those roots times the square root of bending stiffness divided by mass per unit length and the fourth power of length, so that they are not integer multiples of one another, unlike the modes of a vibrating string.
What you must deliver
  • A derivation from the beam element to the separated equations and the frequency equation, with all four boundary conditions applied explicitly and the resulting determinant condition shown.
  • A worked case with numbers: an aluminium link with E = 69 GPa and density 2700 kg/m3, 0.5 m long, 25 mm wide and 2 mm thick; report the first three natural frequencies in Hz and the corresponding mode shapes normalised to unit tip deflection.
  • A validation check: confirm that your numerically found roots satisfy the frequency equation to at least eight decimal places, and check the orthogonality of two computed mode shapes by numerically evaluating the integral of their product along the link and showing it is close to zero.
  • A figure plotting the first three mode shapes along the link on one set of axes with the node positions marked, and a second panel showing how the first natural frequency falls as a tip payload is added.
  • A stated limitation: state the slenderness ratio below which Euler-Bernoulli theory becomes inaccurate and Timoshenko theory is required, and explain that this model assumes a stationary hub and ignores the centrifugal stiffening that appears when the link rotates.

If your group wants more: Add a rigid tip mass with its own rotary inertia. This changes two of the boundary conditions and therefore the frequency equation; derive the new equation, solve it numerically, and plot how the first two frequencies fall as the payload rises from zero to the mass of the link itself.

Where to start reading
  • S. S. Rao, Mechanical Vibrations - the chapter on continuous systems, specifically transverse vibration of beams and the frequency equations for standard boundary conditions.
  • D. J. Inman, Engineering Vibration - the chapter on distributed-parameter systems, including mode shapes, orthogonality and modal expansion.
  • E. Kreyszig, Advanced Engineering Mathematics - separation of variables for partial differential equations, and numerical root finding for transcendental equations.
MX-04

Attitude estimation from an IMU: the complementary filter as a dynamic system

Ch 3Ch 4Ch 7CoreBuilds on: Sensors and Measurement Systems (inertial sensors and signal conditioning)Also for Electrical
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Why this matters

Every drone, phone and self-balancing robot carries a gyroscope that drifts and an accelerometer that is correct on average but ruined by vibration. Fusing them is not a software trick but a small dynamic system whose own differential equations decide how quickly drift is removed and how much vibration gets through. Treating it as an ODE rather than as three lines of code is what allows it to be tuned for a particular vehicle.

The differential equation: $$ \dot{\hat{\theta}} = \omega_m - \hat{b} + k_p(\theta_a - \hat{\theta}), \qquad \dot{\hat{b}} = -k_i(\theta_a - \hat{\theta}) $$

\(\hat\theta\) is the estimated tilt angle and \(\hat b\) the estimated gyroscope bias, \(\omega_m = \dot\theta + b + n_g\) is the measured angular rate (true rate plus bias plus noise), \(\theta_a = \theta + n_a\) is the tilt angle inferred from the accelerometer, and \(k_p\) and \(k_i\) are the proportional and integral filter gains.

What your group must learn
  • You must be able to define the angle error and the bias error and derive their coupled first-order dynamics, assuming the true bias varies slowly compared with the filter.
  • You must be able to show that eliminating the bias error gives a second-order equation whose characteristic polynomial is s squared plus k_p s plus k_i, so the natural frequency is the square root of k_i and the damping ratio is k_p divided by twice that square root.
  • You must be able to take Laplace transforms and show that the estimate is a low-pass filter acting on the accelerometer angle plus a high-pass filter acting on the integrated gyroscope signal, and that the two transfer functions sum exactly to one, which is what the word complementary means.
  • You must be able to evaluate those transfer functions on the imaginary axis using complex arithmetic, extract magnitude and phase, and read the crossover frequency straight off the Bode plot.
  • You must understand the engineering trade-off that the two gains set: a high crossover trusts the accelerometer and lets vibration through, while a low crossover trusts the gyroscope and lets bias drift survive longer.
What you must deliver
  • A derivation of the error dynamics, the second-order characteristic equation and both transfer functions, ending with a proof that the low-pass and high-pass transfer functions sum to one.
  • A worked case with numbers: choose a damping ratio of 0.707 and a crossover of 1 Hz, compute the two gains that follow, then report the settling time for an initial angle error of 10 degrees and the steady-state error when the gyroscope bias is 2 degrees per second.
  • A validation check: simulate the filter against a synthetic signal with a known true angle, a 2 degree per second gyroscope bias and band-limited accelerometer noise, confirm that the estimated bias converges to the true bias, and confirm that the RMS angle error matches the value predicted from the filter bandwidth.
  • A figure with a Bode magnitude plot of the two complementary transfer functions on the same axes, crossing at the design frequency, and a time-domain panel comparing the raw integrated gyroscope angle, the raw accelerometer angle and the fused estimate.
  • A stated limitation: this is a single-axis small-angle model, so explain why it cannot be applied directly to full three-dimensional attitude, and explain why the accelerometer angle becomes useless while the vehicle is accelerating linearly.

If your group wants more: Derive the steady-state scalar Kalman filter for the same two-state problem and show that it has exactly this structure, with the two gains now fixed by the ratio of gyroscope noise to accelerometer noise rather than chosen by hand.

Where to start reading
  • P. D. Groves, Principles of GNSS, Inertial, and Multisensor Integrated Navigation Systems - chapters on inertial sensor errors and on complementary and integrated filtering.
  • R. G. Brown and P. Y. C. Hwang, Introduction to Random Signals and Applied Kalman Filtering - chapters on the continuous and discrete Kalman filter and on complementary filtering.
  • G. F. Franklin, J. D. Powell and A. Emami-Naeini, Feedback Control of Dynamic Systems - chapters on the Laplace transform, frequency response and Bode plots.
MX-05

Hysteresis in a piezoelectric actuator: the Bouc-Wen model

Ch 1Ch 5ChallengingBuilds on: Sensors and Actuators (smart materials and precision actuation)Also for Mechanical
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Why this matters

Piezoelectric stacks position atomic force microscope stages and fuel injectors to nanometre precision, but the displacement produced by a given voltage depends on where the voltage has been: the extension and retraction curves differ by 10 to 15 per cent of full stroke. This memory cannot be captured by any algebraic function of voltage, only by an extra state carrying its own differential equation. Modelling it correctly is the difference between nanometre and micrometre open-loop positioning.

The differential equation: $$ m\ddot{x} + c\dot{x} + kx = k\bigl(d_p v(t) - h\bigr), \qquad \dot{h} = \alpha d_p\dot{v} - \beta|\dot{v}|h - \gamma\dot{v}|h| $$

\(x\) is the actuator displacement, \(m\), \(c\) and \(k\) the effective mass, damping and stiffness of the stack with its load, \(v(t)\) the applied voltage, \(d_p\) the piezoelectric coefficient relating voltage to unconstrained extension, \(h\) the internal hysteretic state measured in units of displacement, and \(\alpha\), \(\beta\) and \(\gamma\) the shape parameters of the hysteresis loop.

What your group must learn
  • You must understand why no single-valued function of voltage can reproduce hysteresis, and therefore why the hysteretic term must be a state variable governed by its own first-order ODE.
  • You must be able to analyse the hysteresis equation piecewise: while the voltage is rising it becomes a first-order linear ODE that can be solved analytically on that branch, and likewise while the voltage is falling, and you must carry out both solutions by hand.
  • You must know what each parameter does to the loop, with alpha setting the overall slope and beta and gamma together setting the width and the asymmetry, their sum controlling the saturation value of the hysteretic state.
  • You must be able to integrate the coupled three-state system numerically with a Runge-Kutta method, and explain why the absolute-value terms make the right-hand side non-smooth and what that does to step-size control.
  • You must understand that hysteresis in this classical form is rate-independent, meaning the loop shape does not change with the frequency of the drive, and be able to identify which feature of the equation guarantees that.
What you must deliver
  • A derivation that includes the analytical piecewise solution of the hysteresis equation on a single loading branch, showing the exponential approach to the saturation value of the hysteretic state.
  • A simulated case with numbers: m = 0.01 kg, c = 20 N.s/m, k = 2e7 N/m, piezoelectric coefficient 1.5e-8 m/V, alpha = 0.6, beta = 0.08 per volt, gamma = 0.02 per volt, driven by a 0 to 100 V triangular wave; report the maximum hysteresis width as a percentage of full stroke.
  • A validation check: run the same drive amplitude at 0.1 Hz, 1 Hz and 10 Hz and confirm the loop shape is unchanged, demonstrating rate independence, then confirm the Runge-Kutta result agrees with the analytical branch solution to within 0.1 per cent on the loading half-cycle.
  • A figure plotting displacement against voltage for three drive amplitudes on the same axes, showing the nested minor loops, plus a panel showing displacement and voltage against time over one cycle.
  • A stated limitation: the model omits creep, the slow drift of displacement at constant voltage, and assumes constant parameters, so state how creep would appear in measured data and why it could easily be mistaken for a fitting error.

If your group wants more: Build an inverse model that takes a desired displacement and computes the voltage required, by integrating the Bouc-Wen equations in the reverse direction, then show by simulation how much of the hysteresis it removes in open loop and what happens when the parameter estimates are 10 per cent wrong.

Where to start reading
  • S. O. R. Moheimani and A. J. Fleming, Piezoelectric Transducers for Vibration Control and Damping - chapters on piezoelectric actuator modelling, hysteresis and creep.
  • A. Preumont, Mechatronics: Dynamics of Electromechanical and Piezoelectric Systems - chapters on piezoelectric materials and actuator dynamics.
  • S. C. Chapra and R. P. Canale, Numerical Methods for Engineers - chapters on Runge-Kutta methods for systems of ODEs and on adaptive step-size control.
🧪

Chemical

— 5 projects
CH-01

Multiple steady states and thermal runaway in a non-isothermal CSTR

Ch 4Ch 1ChallengingBuilds on: Chemical Reaction EngineeringAlso for Mathematics
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Why this matters

A cooled stirred-tank reactor running an exothermic reaction can have three possible steady states at the same feed conditions, and the middle one is unstable. Plants have been lost because a small change in coolant temperature moved the reactor from the low-conversion state to the ignited one. The whole behaviour is contained in two coupled nonlinear ordinary differential equations.

The differential equation: $$V\frac{dC_A}{dt}=q\left(C_{A0}-C_A\right)-k_0e^{-E/RT}C_AV$$ $$V\rho c_p\frac{dT}{dt}=q\rho c_p\left(T_0-T\right)+\left(-\Delta H_r\right)k_0e^{-E/RT}C_AV-UA\left(T-T_c\right)$$

C_A is the reactant concentration in the tank, T the reactor temperature, V the reactor volume, q the volumetric feed rate, C_A0 and T_0 the feed concentration and temperature, k_0 and E the pre-exponential factor and the activation energy, R the gas constant, rho and c_p the density and specific heat capacity, (-Delta H_r) the heat of reaction, U and A the overall heat transfer coefficient and the jacket area, and T_c the coolant temperature.

What your group must learn
  • You must be able to derive both balances from first principles on the well-mixed tank, and non-dimensionalise them so that the independent parameters reduce to a Damkohler number, a dimensionless activation energy and a dimensionless heat-transfer group.
  • You must be able to locate the steady states graphically by plotting the heat generated G(T) against the heat removed R(T), and explain why the exponential shape of the Arrhenius term and the straight removal line can intersect at one or at three points.
  • You must be able to linearise the system about each steady state, form the Jacobian, and classify the point from its trace and determinant: a positive determinant with negative trace is stable, a negative determinant is a saddle, and a positive trace with a complex pair gives a growing oscillation.
  • You must understand the ignition and extinction temperatures, and how the steady-state diagram of conversion against coolant temperature produces the hysteresis loop observed in practice.
  • You must be able to integrate the stiff system numerically, choose a solver suited to stiff problems, and check that the results do not change with tolerance or step size.
What you must deliver
  • A derivation of the mass and energy balances and of the dimensionless form, stating each assumption (perfect mixing, constant density and heat capacity, negligible jacket dynamics).
  • A solved case with a full set of numerical parameters for a first-order exothermic reaction, reporting all three steady states, the eigenvalues of the Jacobian at each one, and the classification of each.
  • A validation check: start the numerical integration just either side of the middle steady state and confirm that the trajectories leave towards the two stable states, which is what the saddle eigenvalues predict.
  • A figure with the G(T) and R(T) curves showing the three intersections and the effect of changing the coolant temperature, plus a phase portrait in the (C_A, T) plane with trajectories and the separatrix.
  • A stated limitation: the model assumes perfect mixing and one reaction with constant physical properties, so it cannot represent hot spots, the thermal inertia of the jacket and vessel wall, or the competing decomposition reactions that dominate a real runaway.

If your group wants more: Add the jacket as a third state, or a proportional controller acting on the coolant temperature, and locate the Hopf bifurcation at which the reactor changes from a stable steady state to sustained temperature oscillations.

Where to start reading
  • Fogler, Elements of Chemical Reaction Engineering, chapters on steady-state non-isothermal reactor design and on unsteady operation with multiple steady states.
  • Froment, Bischoff and De Wilde, Chemical Reactor Analysis and Design, chapter on the stability of the stirred tank reactor.
  • Seborg, Edgar, Mellichamp and Doyle, Process Dynamics and Control, chapter on dynamic modelling and linearisation of nonlinear process models.
CH-02

Diffusion and reaction inside a catalyst pellet: Thiele modulus and effectiveness factor

Ch 5Ch 2Ch 1AdvancedBuilds on: Chemical Reaction Engineering / CatalysisAlso for Mathematics
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Why this matters

Industrial catalysts are porous pellets, and in a fast reaction the reactant never reaches the centre, so much of the expensive metal does nothing. The effectiveness factor tells the designer how much of the pellet is actually working, and whether to buy smaller pellets or a shell-impregnated catalyst at the cost of extra pressure drop. It comes from a boundary value problem in spherical or cylindrical coordinates.

The differential equation: $$\frac{D_e}{r^{2}}\frac{d}{dr}\left(r^{2}\frac{dC_A}{dr}\right)-kC_A=0,\qquad \left.\frac{dC_A}{dr}\right|_{r=0}=0,\quad C_A(R)=C_{As}$$ $$\phi=\frac{R}{3}\sqrt{\frac{k}{D_e}},\qquad \eta=\frac{1}{\phi}\left(\frac{1}{\tanh 3\phi}-\frac{1}{3\phi}\right)$$

C_A(r) is the reactant concentration at radius r inside the pellet, D_e the effective diffusivity of the pore structure, k the first-order rate constant per unit pellet volume, R the pellet radius, C_As the concentration at the outer surface, phi the Thiele modulus and eta the internal effectiveness factor.

What your group must learn
  • You must be able to derive the equation from a shell balance on a spherical shell of thickness dr, and explain why the operator (1/r^2) d/dr (r^2 d/dr) appears instead of a plain second derivative.
  • You must be able to solve the spherical case exactly using the substitution y = r C_A, obtain C_A/C_As = (R/r) sinh(3 phi r/R)/sinh(3 phi), and verify the symmetry condition at the centre by taking the limit as r tends to zero.
  • You must be able to treat the long cylindrical pellet, where the same balance in cylindrical coordinates gives a modified Bessel equation whose bounded solution is I_0, leading to an effectiveness factor built from I_1 and I_0, and you should know how those Bessel functions arise as a power series (Frobenius) solution.
  • You must understand the two asymptotic regimes: at small phi the pellet is used uniformly and eta tends to 1, while at large phi the reaction is confined to a thin outer shell and eta tends to 1/phi, which is why the generalised Thiele modulus works for other kinetics.
  • You must be able to state the Weisz-Prater criterion and use it to decide from measurable quantities whether internal diffusion limits an observed rate, and know that an apparent activation energy near half the true value is the classic symptom.
What you must deliver
  • A full derivation of the spherical pellet equation and of its solution, with the substitution and both boundary conditions handled explicitly.
  • A numerical case: for phi = 0.1, 1 and 5 report eta = 0.994, 0.672 and 0.187, compare with the large-modulus asymptote 1/phi, and convert one of these into a pellet size and a required effective diffusivity for a stated rate constant.
  • A validation check: solve the same boundary value problem numerically by finite differences or shooting and confirm that it reproduces the analytical profile and effectiveness factor to within a stated tolerance, and check the cylindrical result against a truncated series solution.
  • A figure with dimensionless concentration against r/R for several Thiele moduli on one panel, and eta against phi on logarithmic axes with both asymptotes drawn on the other.
  • A stated limitation: the analysis assumes isothermal first-order kinetics and a constant effective diffusivity, so it does not cover non-isothermal pellets, where eta can exceed one, nor Knudsen or configurational diffusion, nor catalyst deactivation.

If your group wants more: Solve the non-isothermal pellet by adding the energy balance with the Prater relation, and identify the parameter range in which the effectiveness factor exceeds unity and multiple pellet steady states appear.

Where to start reading
  • Fogler, Elements of Chemical Reaction Engineering, chapter on diffusion and reaction in porous catalysts: Thiele modulus, effectiveness factor and the Weisz-Prater criterion.
  • Froment, Bischoff and De Wilde, Chemical Reactor Analysis and Design, chapter on transport and reaction in the catalyst pellet, including cylindrical and slab geometries.
  • Bird, Stewart and Lightfoot, Transport Phenomena, chapter on diffusion with homogeneous chemical reaction.
CH-03

Axial dispersion in a packed-bed reactor and its residence time distribution

Ch 3Ch 6Ch 2AdvancedBuilds on: Transport Phenomena / Chemical Reaction EngineeringAlso for Civil
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Why this matters

A real packed bed is neither a perfect plug flow reactor nor a stirred tank: backmixing around the packing spreads the residence times and lowers conversion. Engineers measure that spread with a tracer test and turn it into a Peclet number for design. The same partial differential equation describes both the tracer pulse and the reacting species.

The differential equation: $$\frac{\partial C}{\partial t}=D_{ax}\frac{\partial^{2}C}{\partial z^{2}}-u\frac{\partial C}{\partial z}-kC$$ $$uC_{0}=uC(0^{+},t)-D_{ax}\left.\frac{\partial C}{\partial z}\right|_{0^{+}},\qquad \left.\frac{\partial C}{\partial z}\right|_{z=L}=0,\qquad Pe=\frac{uL}{D_{ax}}$$

C(z,t) is the concentration at axial position z and time t, D_ax the axial dispersion coefficient, u the interstitial velocity, k the first-order rate constant, L the bed length and C_0 the feed concentration; the two conditions are the Danckwerts closed-vessel boundary conditions and Pe is the Peclet number measuring how close the bed is to plug flow.

What your group must learn
  • You must be able to derive the equation from a differential material balance on a slice of bed, and justify the Danckwerts inlet condition physically as continuity of flux across the plane where the dispersion mechanism begins.
  • You must be able to solve the steady reacting case, a linear second-order boundary value problem, and obtain the Wehner and Wilhelm conversion expression containing a = sqrt(1 + 4 Da/Pe) with Da = kL/u.
  • You must be able to Laplace transform the transient equation in time, solve the resulting ordinary differential equation in z, and interpret the transfer function, and you should know how the moments of the residence time distribution follow from derivatives of the transform at s = 0 without inverting it.
  • You must be able to connect the measured tracer variance to the dispersion number, using sigma^2/tau^2 = 2/Pe for the open vessel, and know the corrected relation for the closed vessel.
  • You must understand the two limits, Pe tending to infinity giving plug flow and Pe tending to zero giving a perfectly mixed tank, and be able to show that the conversion of the dispersed model always lies between them.
What you must deliver
  • A derivation of the balance, of the Danckwerts conditions and of the steady-state solution, plus the Laplace-domain transfer function for the tracer response.
  • A worked case at Da = kL/u = 2 and Pe = 20, giving conversion 0.841 for the dispersed model against 0.865 for plug flow and 0.667 for a single stirred tank, with the extra reactor volume needed stated as a percentage.
  • A validation check: compute the mean and the variance of the numerically simulated tracer curve and confirm that they agree with the values obtained analytically from the Laplace transform moments.
  • A figure with exit age distributions E(t) for several Peclet numbers on one panel, and conversion against Peclet number bracketed by the plug flow and stirred tank limits on the other.
  • A stated limitation: the one-dimensional dispersion model lumps every non-ideality into a single coefficient, so it cannot represent radial velocity profiles, wall channelling in beds with a low tube-to-particle diameter ratio, or stagnant zones, which need a two-parameter model.

If your group wants more: Add intraparticle mass transfer resistance so that the bed is described by two coupled equations for bulk and particle concentration, and show how the apparent dispersion coefficient inferred from a tracer test is inflated by uptake into the particles.

Where to start reading
  • Levenspiel, Chemical Reaction Engineering, chapters on residence time distribution and on the dispersion model, including the tracer variance relations.
  • Fogler, Elements of Chemical Reaction Engineering, chapters on residence time distributions and on models for non-ideal reactors.
  • Bird, Stewart and Lightfoot, Transport Phenomena, chapter on unsteady diffusion with convection.
CH-04

Composition dynamics of a binary distillation column after a feed upset

Ch 4Ch 5Ch 3ChallengingBuilds on: Separation Processes / DistillationAlso for Electrical
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Why this matters

Steady-state design says how many trays are needed, but not how long the column takes to return to specification after the feed composition shifts, and that is what decides how much off-specification product is made. A column is a chain of interacting tray holdups, so its dynamics is a large system of coupled ordinary differential equations whose slowest eigenvalue sets the settling time.

The differential equation: $$M_n\frac{dx_n}{dt}=L_{n+1}x_{n+1}+V_{n-1}y_{n-1}-L_nx_n-V_ny_n,\qquad y_n=\frac{\alpha x_n}{1+(\alpha-1)x_n}$$

x_n and y_n are the liquid and vapour mole fractions of the light component on tray n, M_n the molar liquid holdup on that tray, L_n and V_n the liquid and vapour molar flows leaving it, and alpha the relative volatility used in the constant-relative-volatility equilibrium relation.

What your group must learn
  • You must be able to write the component balance for a general tray, for the feed tray, for the reboiler and for the condenser with its reflux drum, and count the states so that an N-tray column gives N + 2 coupled equations.
  • You must be able to state the constant molar overflow assumption, explain what it buys, namely that the flows become known constants so the only states are compositions, and say when it fails.
  • You must be able to linearise the system about a steady state to obtain dx/dt = A x + B u with a banded, nearly tridiagonal matrix A, compute its eigenvalues, and interpret the dominant, least negative eigenvalue as the reciprocal of the slowest time constant of the column.
  • You must understand why the model is stiff, because tray holdups are small while the reflux drum and reboiler holdups are large, and why that forces an implicit numerical integrator rather than explicit Euler.
  • You must be able to relate the linearised model to the process transfer functions used in control, and explain why a high-purity column is hard to control: the two composition loops interact strongly and the steady-state gain matrix is nearly singular.
What you must deliver
  • A derivation of the tray, feed, reboiler and condenser balances, with the state vector and every assumption written out.
  • A simulated case for a column with a stated number of trays, relative volatility, feed condition and reflux ratio: report the steady-state composition profile, the eigenvalues of the linearised matrix, the dominant time constant, and the distillate response to a step change in feed composition.
  • A validation check: confirm that the simulation settles to the steady state predicted independently by a McCabe-Thiele or stage-to-stage calculation, that the light component is conserved over the transient, and that the initial decay rate matches the dominant eigenvalue.
  • A figure with the distillate and bottoms composition responses against time on one panel, and the tray composition profile before and after the upset on the other.
  • A stated limitation: constant molar overflow, constant relative volatility, negligible vapour holdup and instantaneous tray hydraulics all break down for non-ideal mixtures and for fast flow changes, where hydraulic lags of tens of seconds per tray matter.

If your group wants more: Add linear liquid hydraulics through the Francis weir relation so that flow and composition dynamics are coupled, then close a single-ended composition loop with a PI controller and find the gain at which the column becomes oscillatory.

Where to start reading
  • Luyben, Process Modeling, Simulation and Control for Chemical Engineers, chapters on the dynamic model of a binary distillation column and on numerical integration of stiff systems.
  • Seader, Henley and Roper, Separation Process Principles, chapters on binary distillation and equilibrium-stage calculations.
  • Skogestad and Postlethwaite, Multivariable Feedback Control, chapter on the distillation column case study and ill-conditioned plants.
CH-05

Temperature control of a jacketed reactor with measurement dead time

Ch 3Ch 7Ch 2AdvancedBuilds on: Process Dynamics and ControlAlso for ElectricalAlso for Mechatronics
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Why this matters

Every temperature loop in a plant has a delay: the sensor sits downstream, the jacket takes time to respond and the analyser reports late. Delay is what limits how tightly a loop can be tuned, and a controller tuned as if there were none will oscillate or trip the reactor. The analysis is done with Laplace transforms and complex arithmetic rather than by trial and error on a live plant.

The differential equation: $$\tau\frac{dT}{dt}+T=K\,T_j(t-\theta),\qquad G(s)=\frac{Ke^{-\theta s}}{\tau s+1},\qquad G_c(s)=K_c\left(1+\frac{1}{\tau_Is}+\tau_Ds\right),\qquad 1+G(s)G_c(s)=0$$

T is the measured reactor temperature, T_j the jacket or coolant temperature that the controller manipulates, tau the process time constant, K the steady-state gain, theta the dead time, s the Laplace variable, K_c, tau_I and tau_D the controller gain, integral time and derivative time, and the last expression is the closed-loop characteristic equation.

What your group must learn
  • You must be able to derive the first-order-plus-dead-time model from energy balances on the reactor contents and the jacket, and say which physical effects the lumped gain, time constant and dead time each stand for.
  • You must be able to use the Laplace transform, including the shift theorem for a delayed function which introduces the factor exp(-theta s), to obtain the transfer function and to invert the closed-loop response to a step set-point change.
  • You must be able to work in the complex plane: substitute s = i omega, compute the amplitude ratio and the phase angle of the open loop, and explain why the dead time contributes a phase lag of -omega theta radians while leaving the magnitude untouched.
  • You must be able to find the ultimate gain and the ultimate period from the frequency at which the phase reaches -180 degrees, and use gain margin and phase margin as concrete design criteria.
  • You must be able to tune the loop by at least two systematic methods, for example Ziegler-Nichols and internal model control or direct synthesis, and explain why the achievable closed-loop speed is bounded by the dead time.
What you must deliver
  • A derivation of the process model from the energy balances and of the closed-loop transfer functions for set-point and for disturbance changes.
  • A solved case with numbers, for example K = 1.8 degrees per degree, tau = 12 min and theta = 3 min: report the ultimate gain and the ultimate period from the frequency-response condition, and the PI settings given by two different tuning rules.
  • A validation check: simulate the closed loop in the time domain and confirm that the predicted ultimate gain really does give a sustained oscillation of the predicted period, and that the measured gain and phase margins match the frequency-domain values.
  • A figure with the Bode magnitude and phase plots of the open loop showing the crossover frequencies and the margins, alongside the closed-loop step responses for the two tunings.
  • A stated limitation: the linear first-order-plus-dead-time model is fitted around one operating point, so it will not describe start-up, operation at a different conversion, or the case where the exothermic reaction makes the open-loop process gain change sign or become unstable.

If your group wants more: Replace the delay by a first- or second-order Pade approximation, show how well the root locus of the approximated system predicts the true stability limit, then design a Smith predictor and quantify how much faster the loop can then be tuned.

Where to start reading
  • Seborg, Edgar, Mellichamp and Doyle, Process Dynamics and Control, chapters on Laplace transforms, first-order plus dead time behaviour, PID tuning and frequency response analysis.
  • Stephanopoulos, Chemical Process Control, chapters on Laplace-domain analysis, closed-loop stability and the Bode and Nyquist criteria.
  • Ogunnaike and Ray, Process Dynamics, Modeling and Control, chapters on time-delay systems and the Smith predictor.
📐

Mathematics

— 5 projects
MA-01

Picard iteration and where uniqueness fails

Ch 1AdvancedBuilds on: Real Analysis
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Why this matters

Every method in Chapter 1 assumes that a solution exists and that it is the only one. Picard's theorem says exactly when that assumption is safe, and one cube-root equation shows what happens when the Lipschitz condition fails. The group turns an existence theorem into something they can compute by hand.

The differential equation: $$\frac{dy}{dt} = y^{2/3}, \qquad y(0) = 0$$

Here \(y(t)\) is the unknown function of the independent variable \(t\), and the right-hand side \(f(t,y)=y^{2/3}\) is continuous everywhere but is not Lipschitz in \(y\) at \(y=0\).

What your group must learn
  • They must state the Picard-Lindelof theorem precisely, keeping the continuity hypothesis that delivers existence separate from the Lipschitz hypothesis that delivers uniqueness.
  • They must rewrite the initial value problem as the integral equation \(y(t)=y_0+\int_{t_0}^{t} f(s,y(s))\,ds\) and explain why a fixed point of that map is exactly a solution.
  • They must compute the first three Picard iterates by hand for a problem where the iteration converges, for example \(y'=y,\ y(0)=1\), and recognise the partial sums of the exponential series.
  • They must show that \(f(t,y)=y^{2/3}\) fails the Lipschitz condition at the origin by examining \(|f(t,y)-f(t,0)|/|y| = |y|^{-1/3}\) as \(y\to 0\).
  • They must verify by differentiation that both \(y\equiv 0\) and \(y=(t/3)^3\) solve the problem for \(t\ge 0\), and describe the whole family that stays at zero until an arbitrary time \(a\) and then leaves.
What you must deliver
  • A one-page statement and proof sketch of the contraction-mapping argument behind Picard-Lindelof, saying where completeness of the space of continuous functions is used.
  • Hand-computed Picard iterates \(y_0,y_1,y_2,y_3\) for \(y'=y,\ y(0)=1\) on [0,1], plotted against the exact solution.
  • A written verification, with the differentiation shown in full, that both \(y\equiv 0\) and \(y=(t/3)^3\) satisfy \(y'=y^{2/3},\ y(0)=0\), including the check that the piecewise family is continuously differentiable at the departure time.
  • A plot of the one-parameter family of solutions leaving the origin at time \(a\ge 0\), marking the region of the \((t,y)\) plane through which infinitely many solutions pass.
  • A short numerical experiment: what a Runge-Kutta solver returns for this initial value problem, and an explanation of why it silently selects one member of the family.

If your group wants more: Prove Peano's existence theorem using Euler polygons and the Arzela-Ascoli theorem, and explain why it gives existence with no uniqueness at all.

Where to start reading
  • Coddington and Levinson, Theory of Ordinary Differential Equations, Chapter 1 (existence, uniqueness, Lipschitz conditions)
  • Rudin, Principles of Mathematical Analysis, Chapter 7 (uniform convergence) and Chapter 9 (the contraction principle)
  • Boyce and DiPrima, Elementary Differential Equations and Boundary Value Problems, Section 2.8 (the integral equation and the existence and uniqueness theorem)
MA-02

Sturm-Liouville theory behind separation of variables

Ch 2Ch 6ChallengingBuilds on: Linear Algebra (inner product spaces), with Partial Differential Equations
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Why this matters

Chapter 6 expands initial data in sines because the boundary conditions happen to be simple. Sturm-Liouville theory explains why this works far more generally: the operator is self-adjoint in a weighted inner product, so its eigenfunctions are orthogonal and complete. The group shows that a Fourier series is an eigenfunction expansion, not a trick.

The differential equation: $$\frac{d}{dx}\!\left(p(x)\frac{dy}{dx}\right) + q(x)\,y + \lambda\, w(x)\, y = 0, \quad a \lt x \lt b; \qquad \text{concrete case } y'' + \lambda y = 0,\ y(0)=0,\ y'(L)=0 \ \Longrightarrow\ \lambda_n = \left(\frac{(2n-1)\pi}{2L}\right)^{2},\quad y_n(x)=\sin\!\left(\frac{(2n-1)\pi x}{2L}\right),\ n=1,2,\dots$$

\(y(x)\) is the unknown function on \([a,b]\), \(\lambda\) is the eigenvalue parameter, \(p>0\) and \(w>0\) are the coefficient and weight functions, \(q\) is the potential term, and \(L>0\) is the length of the interval in the concrete case.

What your group must learn
  • They must show that with real \(p,q,w\), \(p>0\) and \(w>0\), the operator is self-adjoint for the weighted inner product \(\langle f,g\rangle=\int_a^b f g\, w\,dx\), using Lagrange's identity together with the separated boundary conditions.
  • They must deduce from self-adjointness that every eigenvalue is real and that eigenfunctions belonging to distinct eigenvalues are orthogonal with weight \(w\).
  • They must solve \(y''+\lambda y=0,\ y(0)=0,\ y'(L)=0\) completely, ruling out \(\lambda\le 0\) by the energy identity \(\lambda\int_0^L y^2 = \int_0^L (y')^2\) rather than by inspection.
  • They must compute the expansion coefficients of a given function, for instance \(f(x)=x\) on \([0,L]\), and state what convergence the theory guarantees (mean square) and what it does not (pointwise at a jump).
  • They must connect the expansion to the heat problem \(u_t=k\,u_{xx}\) with \(u(0,t)=0,\ u_x(L,t)=0\) and show that the \(n\)th mode decays like \(e^{-k\lambda_n t}\), so the profile is smoothed from the top of the spectrum down.
What you must deliver
  • A full written proof of orthogonality from Lagrange's identity, with the boundary terms shown to cancel for the given conditions.
  • The complete derivation of the eigenvalues and eigenfunctions for \(y''+\lambda y=0,\ y(0)=0,\ y'(L)=0\), including the elimination of non-positive eigenvalues.
  • Computed coefficients for one chosen \(f\) and a plot of the partial sums for N = 1, 3, 10, with a comment on the rate of convergence and on any overshoot.
  • The solution of the corresponding heat problem and a plot of the temperature profile at three times, annotated with the decay rates of the first two modes.
  • A comparison table of three boundary condition sets (Dirichlet-Dirichlet, Dirichlet-Neumann, periodic) listing eigenvalues, eigenfunctions and multiplicities.

If your group wants more: Treat a singular Sturm-Liouville problem, either Legendre's equation on [-1,1] or Bessel's equation on [0,a], and explain exactly what changes in the theory when p vanishes at an endpoint.

Where to start reading
  • Haberman, Applied Partial Differential Equations with Fourier Series and Boundary Value Problems, Chapter 5 (Sturm-Liouville eigenvalue problems)
  • Strauss, Partial Differential Equations: An Introduction, Chapters 4, 5 and 11 (boundary value problems, Fourier expansions, eigenvalue problems)
  • Boyce and DiPrima, Elementary Differential Equations and Boundary Value Problems, Chapter 11 (boundary value problems and Sturm-Liouville theory)
MA-03

Lyapunov functions for the damped pendulum

Ch 4AdvancedBuilds on: Dynamical Systems
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Why this matters

Linearisation classifies an equilibrium but says nothing about how far its influence reaches, and it fails outright in the borderline undamped case. A Lyapunov function, which here is just the physical energy, settles both questions on the whole plane. The group uses the pendulum to see where the basin of attraction actually ends.

The differential equation: $$mL^{2}\ddot{\theta} + cL^{2}\dot{\theta} + mgL\sin\theta = 0, \qquad V(\theta,\omega)=\tfrac{1}{2}mL^{2}\omega^{2}+mgL\,(1-\cos\theta), \qquad \dot{V} = -cL^{2}\omega^{2} \le 0$$

\(\theta(t)\) is the angle from the downward vertical and \(\omega=\dot\theta\) the angular velocity; \(m\) is the bob mass, \(L\) the rod length, \(g\) the gravitational acceleration and \(c\ge 0\) the linear damping coefficient, while \(V\) is the total mechanical energy.

What your group must learn
  • They must write the second-order equation as the planar system \(\dot\theta=\omega,\ \dot\omega=-(c/m)\omega-(g/L)\sin\theta\) and compute the Jacobian at both \((0,0)\) and \((\pi,0)\).
  • They must classify the downward equilibrium from the roots of \(\mu^{2}+(c/m)\mu+g/L=0\) and show that the upward equilibrium is a saddle because the determinant \(-g/L\) is negative.
  • They must state Lyapunov's direct method carefully, distinguishing positive definiteness of \(V\) from negative definiteness or mere semi-definiteness of \(\dot V\).
  • They must compute \(\dot V\) along trajectories by the chain rule and obtain \(\dot V=-cL^{2}\omega^{2}\), noting that this is only negative semi-definite so stability alone does not follow from the basic theorem.
  • They must apply LaSalle's invariance principle to the set \(\{\dot V=0\}=\{\omega=0\}\), show that its largest invariant subset is the set of equilibria, and conclude asymptotic stability of the downward rest state.
What you must deliver
  • A derivation of the equation of motion from torque balance, with every physical assumption listed.
  • Two computer-drawn phase portraits, for \(c=0\) and for \(c>0\), with the separatrices of the saddles drawn and labelled.
  • The full \(\dot V\) computation and the LaSalle argument written out as a proof.
  • A numerical study of the basin of attraction of the downward equilibrium, showing that it is bounded by the stable manifolds of the saddles, with at least two initial conditions on either side.
  • A one-page summary contrasting what linearisation gives and what the Lyapunov function gives, including the undamped case where linearisation is inconclusive.

If your group wants more: Estimate the basin of attraction using the largest sub-level set of V contained in a suitable region, then compare that estimate with the true basin computed numerically and quantify how conservative it is.

Where to start reading
  • Strogatz, Nonlinear Dynamics and Chaos, Chapters 6 and 7 (phase plane, conservative systems, the pendulum)
  • Khalil, Nonlinear Systems, Chapter 4 (Lyapunov stability and the invariance principle)
  • Hirsch, Smale and Devaney, Differential Equations, Dynamical Systems and an Introduction to Chaos, Chapter 9 (global nonlinear techniques)
MA-04

Stiffness and A-stability: why the step size collapses

Ch 5ChallengingBuilds on: Numerical Analysis
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Why this matters

On some perfectly smooth problems an explicit solver is forced to take steps thousands of times smaller than the accuracy of the answer requires. The reason is stability, not accuracy, and it is decided by where the eigenvalues sit relative to the method's stability region. The group demonstrates the collapse and then removes it with an implicit method.

The differential equation: $$y' = \lambda\,(y-\cos t) - \sin t, \quad y(0)=0, \quad \lambda=-1000 \qquad \Longrightarrow \qquad y(t)=\cos t - e^{\lambda t}$$

\(y(t)\) is the unknown function of time \(t\) and \(\lambda<0\) is a fixed constant that sets the rate of the fast transient; the exact solution is a slow part \(\cos t\) plus a transient \(-e^{\lambda t}\) that is negligible after about \(5/|\lambda|\).

What your group must learn
  • They must verify the exact solution by substitution and identify the two time scales, the slow one of order 1 and the fast one of order \(1/|\lambda|\).
  • They must derive the amplification factor \(1+h\lambda\) for forward Euler on the test equation \(y'=\lambda y\) and obtain the step restriction \(|1+h\lambda|<1\), which for \(\lambda=-1000\) means \(h<0.002\).
  • They must derive the amplification factor \(1/(1-h\lambda)\) for backward Euler, prove it has modulus less than one for every \(h>0\) whenever \(\mathrm{Re}\,\lambda<0\), and hence prove A-stability.
  • They must define stiffness operationally, as the step being limited by stability rather than by the local truncation error, and explain why the ratio of time scales is the usual indicator.
  • They must write out one implicit step in full, including the Newton iteration needed when the equation is nonlinear, and account for the extra cost per step.
What you must deliver
  • A table of forward Euler output at h = 0.0025 and h = 0.0015 over [0,2], showing the growing oscillation in the first case and stability in the second.
  • Plots of the regions of absolute stability of forward Euler, backward Euler and the trapezoidal rule in the complex \(h\lambda\) plane.
  • A written proof that backward Euler is A-stable, with the algebra of \(|1-h\lambda|>1\) shown.
  • A backward Euler solution of the same problem at h = 0.05 with its global error, alongside the forward Euler error at the largest stable step, presented as error against total function evaluations.
  • A short written conclusion stating the step size each method needs for three-digit accuracy and the reason for the gap.

If your group wants more: Show that the trapezoidal rule is A-stable but not L-stable by examining the amplification factor as the real part of h lambda tends to minus infinity, and demonstrate the resulting spurious oscillation on this very problem.

Where to start reading
  • Hairer and Wanner, Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems, Chapter IV (stiff problems, A-stability, L-stability)
  • LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations, Chapters 7 and 8 (absolute stability and stiffness)
  • Burden and Faires, Numerical Analysis, Chapter 5 (Euler and Runge-Kutta methods, and the section on stiff differential equations)
MA-05

Inverting Laplace transforms with residues

Ch 3Ch 7ChallengingBuilds on: Complex Analysis
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Why this matters

The course inverts Laplace transforms by matching entries in a table. The inversion is really a contour integral in the complex plane, and the residue theorem turns it into a finite calculation that explains the shape of the answer. Resonance, in particular, is simply a pole of order two sitting on the imaginary axis.

The differential equation: $$y''+4y=\sin 2t,\quad y(0)=y'(0)=0 \;\Longrightarrow\; Y(s)=\frac{2}{(s^{2}+4)^{2}}, \qquad y(t)=\frac{1}{2\pi i}\int_{\gamma-i\infty}^{\gamma+i\infty} Y(s)e^{st}\,ds = \frac{1}{8}\left(\sin 2t - 2t\cos 2t\right)$$

\(y(t)\) is the displacement of an undamped oscillator of natural frequency 2 driven at its own frequency, \(s\) is the complex transform variable, \(Y(s)\) is the Laplace transform of \(y\), and \(\gamma\) is any real number to the right of every singularity of \(Y\).

What your group must learn
  • They must state the Bromwich inversion formula and explain why the vertical contour must lie to the right of all singularities of \(Y(s)\), relating this to the abscissa of convergence.
  • They must justify closing the contour with a large left semicircle for \(t>0\) using Jordan's lemma, and closing to the right for \(t<0\) to obtain zero, which is causality.
  • They must compute the residue of \(Y(s)e^{st}\) at the double pole \(s=2i\) using \(\lim_{s\to 2i}\frac{d}{ds}\left[(s-2i)^{2}Y(s)e^{st}\right]\), and likewise at \(s=-2i\).
  • They must combine the two conjugate residues into a real expression using \(e^{2it}+e^{-2it}=2\cos 2t\) and \(e^{2it}-e^{-2it}=2i\sin 2t\), which is the Chapter 7 material in use.
  • They must explain why a pole of order two on the imaginary axis produces a term growing like \(t\cos 2t\), and why a simple pole there would give only bounded oscillation.
What you must deliver
  • A labelled diagram of the Bromwich contour and its closure, with the poles marked and the estimate that makes the arc contribution vanish.
  • The full residue computation at both poles, shown line by line, combined into the real solution.
  • A verification by direct substitution that \(y(t)=\tfrac18(\sin 2t-2t\cos 2t)\) satisfies the equation and both initial conditions.
  • The same answer obtained a second way, by convolution or by undetermined coefficients, presented as an independent check.
  • A plot over several periods showing the linearly growing envelope, with the envelope \(\pm t/4\) drawn on it.

If your group wants more: Invert a transform with a branch point, such as \(e^{-x\sqrt{s}}/s\), using a keyhole contour, and identify the resulting complementary-error-function solution of the heat equation on the half-line.

Where to start reading
  • Churchill and Brown, Complex Variables and Applications, chapters on residues and on the Laplace inversion integral
  • Schiff, The Laplace Transform: Theory and Applications, chapter on the complex inversion formula
  • Boyce and DiPrima, Elementary Differential Equations and Boundary Value Problems, Chapter 6 (Laplace transforms and resonance)
📚

Education

— 5 projects
ED-01

Slope fields before formulas: designing the first lesson

Ch 1CoreBuilds on: Methods of Teaching Secondary Mathematics (lesson design)
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Why this matters

Learners commonly treat a differential equation as a formula to be hunted down and cannot say what a solution is. A lesson that begins with the slope field forces the idea that the equation prescribes a direction at every point and that a solution is a curve following those directions. The group designs the lesson, teaches it to classmates, and revises it on the evidence.

The differential equation: $$\frac{dP}{dt} = 0.5\,P\left(1-\frac{P}{100}\right), \quad P(0)=10 \qquad \Longrightarrow \qquad P(t)=\frac{100\,e^{t/2}}{9+e^{t/2}}$$

\(P(t)\) is the population at time \(t\) in years, 0.5 per year is the intrinsic growth rate and 100 is the carrying capacity in the same units as \(P\).

What your group must learn
  • They must draw the slope field by hand on a grid of at least twenty points and explain the isoclines, in particular that \(dP/dt\) does not depend on \(t\) so the field is constant along horizontal lines.
  • They must solve the equation by separation of variables with partial fractions, showing every step, and verify that \(P(0)=10\) and that \(P(t)\to 100\) as \(t\to\infty\).
  • They must read the two equilibria off the sign of \(dP/dt\), classify \(P=0\) as unstable and \(P=100\) as stable, and locate the inflection at \(P=50\), which occurs at \(t=\ln 81 \approx 4.39\) years.
  • They must anticipate at least three specific learner errors, including reading individual line segments as solution curves, expecting a solution to cross the line \(P=100\), and losing the constant of integration inside the logarithm.
  • They must justify the lesson structure against a named framework for task design and discussion, saying which questions they will ask, in what order, and what answers they expect.
What you must deliver
  • A 50-minute lesson plan with timings, a board plan, and the exact questions to be asked at each stage.
  • The student task sheet, containing a printed slope-field grid, three initial conditions to sketch and one prediction question about long-run behaviour.
  • The complete worked solution with the partial fraction decomposition, the algebra to the explicit form, the check of the initial condition, and the inflection point computed exactly.
  • Notes from a trial with four to six classmates acting as learners, recording what they actually drew and said rather than whether they enjoyed it.
  • A revised task sheet in which every change is tied to a specific observation from the trial.

If your group wants more: Redesign the same lesson for an equation with no elementary closed form, such as dy/dx = x^2 + y^2, and argue what learners can still establish without solving it.

Where to start reading
  • Blanchard, Devaney and Hall, Differential Equations, Chapter 1 (the qualitative, graphical and numerical approach to first-order equations)
  • Smith and Stein, 5 Practices for Orchestrating Productive Mathematics Discussions
  • Artigue, the chapter on analysis in Tall (ed.), Advanced Mathematical Thinking, on qualitative approaches to the teaching of differential equations
ED-02

Diagnosing the repeated-root and resonance error

Ch 2AdvancedBuilds on: Second-order linear ODEs, with diagnostic assessment and interviewing
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Why this matters

When the forcing term already solves the homogeneous equation, the usual guess collapses and learners nearly always conclude they have made an arithmetic slip. The difficulty is conceptual, about the solution space and linear independence, not about algebra. The group builds an instrument that separates students who know the rule from students who know why the rule exists.

The differential equation: $$y''-4y'+4y=e^{2t}, \qquad y_h=(C_1+C_2t)e^{2t}, \qquad y_p=\tfrac{1}{2}t^{2}e^{2t}, \qquad y=(C_1+C_2t+\tfrac12 t^{2})e^{2t}$$

\(y(t)\) is the unknown function of \(t\), \(y_h\) is the general solution of the homogeneous equation whose characteristic root \(r=2\) is repeated, \(y_p\) is a particular solution, and \(C_1,C_2\) are arbitrary constants.

What your group must learn
  • They must substitute the naive guess \(y_p=Ae^{2t}\) and show that the left-hand side is identically zero for every \(A\), so the operator annihilates the guess and no value of \(A\) can work.
  • They must justify that \(te^{2t}\) is the second homogeneous solution, either by reduction of order or by the annihilator method, and confirm independence through the Wronskian \(W=e^{4t}\neq 0\).
  • They must state the multiply-by-\(t^{k}\) rule precisely, where \(k\) is the multiplicity of the root, and derive \(y_p=\tfrac12 t^{2}e^{2t}\) by undetermined coefficients with that correction.
  • They must obtain the same particular solution independently by variation of parameters, with \(u_1'=-t\) and \(u_2'=1\), as a check that does not rely on the rule.
  • They must be able to write a multiple-choice item in which each distractor corresponds to a named piece of student reasoning rather than to a random wrong number.
What you must deliver
  • A six-item diagnostic instrument in which every distractor is annotated with the reasoning it detects.
  • Notes from three think-aloud interviews with classmates working the items, recording the exact words used at the point of difficulty.
  • The full worked mathematics both ways: undetermined coefficients with the \(t^{2}\) correction, and variation of parameters, with the final answer substituted back into the equation.
  • A marking scheme that awards procedural and conceptual credit separately, with an example of a script scoring high on one and low on the other.
  • A one-page teacher note describing the re-teaching move the group would use, with the worked example it is built on.

If your group wants more: Extend the instrument to y'' + 4y = sin 2t, where the resonance is oscillatory rather than exponential, and test whether students who corrected the first case transfer the reasoning to the second.

Where to start reading
  • Swan, Improving Learning in Mathematics: Challenges and Strategies (diagnostic teaching and misconception-based task design)
  • Tall and Vinner, concept image and concept definition, Educational Studies in Mathematics, 1981
  • Nagle and Saff, Fundamentals of Differential Equations, Chapter 4 (undetermined coefficients and variation of parameters)
ED-03

Assessing Laplace transforms: procedure against meaning

Ch 3AdvancedBuilds on: Educational Assessment and Measurement
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Why this matters

A student can run the Laplace table forwards and backwards without being able to say what a switch turning on at t = 2 does to a physical system. A test made only of transform exercises cannot tell those two students apart. The group builds a paired-item instrument in which each procedural question has a conceptual twin resting on the same mathematics.

The differential equation: $$y''+3y'+2y=u(t-2),\quad y(0)=y'(0)=0 \;\Longrightarrow\; Y(s)=\frac{e^{-2s}}{s(s+1)(s+2)}, \qquad y(t)=u(t-2)\left[\tfrac12 - e^{-(t-2)} + \tfrac12 e^{-2(t-2)}\right]$$

\(y(t)\) is the response of a damped system at rest until time 2, \(u(t-2)\) is the unit step that switches on there, \(s\) is the transform variable and \(Y(s)\) is the Laplace transform of \(y\).

What your group must learn
  • They must carry out the partial fraction decomposition \(\frac{1}{s(s+1)(s+2)}=\frac{1/2}{s}-\frac{1}{s+1}+\frac{1/2}{s+2}\) and apply the second shifting theorem correctly, shifting the whole bracket and not only part of it.
  • They must show that \(y\) and \(y'\) are both continuous at \(t=2\) with value zero, while \(y''\) jumps from 0 to 1 there, and explain why a step in the forcing can only produce a jump two derivatives down.
  • They must identify the steady state \(1/2\) and relate it to the transfer function \(1/(s^{2}+3s+2)\) evaluated at \(s=0\), so that the final value has a meaning independent of the algebra.
  • They must build a table of specification mapping every item to a learning objective and to a level of cognitive demand, and defend the classification of at least two borderline items.
  • They must compute item facility and a simple discrimination index from a small trial and interpret what a high-facility, low-discrimination item tells them.
What you must deliver
  • A ten-item paired test, five procedural and five conceptual twins, with the table of specification.
  • The complete worked solution to the anchor problem, including the transform, the partial fractions, the shift, and the explicit check of continuity of y and y' at t = 2 and of the unit jump in y''.
  • A marking rubric that scores procedure and interpretation on separate scales, with model answers.
  • Results of a trial with at least eight classmates, reported as a table of item facility and discrimination.
  • A one-page report naming which pairs actually separated procedure from meaning and which did not, with a proposed replacement for the weakest pair.

If your group wants more: Add an item using the impulse forcing delta(t-2) in place of the step, where y stays continuous but y' jumps by 1, and check whether students who explained the step case can predict the impulse case.

Where to start reading
  • Black and Wiliam, Inside the Black Box, and Wiliam, Embedded Formative Assessment
  • Anderson and Krathwohl (eds.), A Taxonomy for Learning, Teaching, and Assessing (writing objectives and cognitive demand)
  • Boyce and DiPrima, Elementary Differential Equations and Boundary Value Problems, Chapter 6 (step functions and the second shifting theorem)
ED-04

A cooling experiment and the first numerical method

Ch 1Ch 5CoreBuilds on: Mathematical Modelling for the school curriculum
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Why this matters

School learners meet exponential decay as a formula with no origin. A cup of hot water, a thermometer and a timer give them the differential equation itself, and Euler's method lets them build the solution using arithmetic they already have. The group runs the experiment, teaches the modelling lesson, and compares the analytic and numerical treatments honestly.

The differential equation: $$\frac{dT}{dt}=-k\,(T-T_a), \quad T(0)=T_0 \qquad \Longrightarrow \qquad T(t)=T_a+(T_0-T_a)e^{-kt}, \qquad T_{n+1}=T_n-h\,k\,(T_n-T_a)$$

\(T(t)\) is the temperature of the water at time \(t\), \(T_a\) is the constant ambient temperature, \(T_0\) the initial temperature, \(k>0\) the cooling constant in units of inverse time, \(h\) the Euler step size and \(T_n\) the approximation to \(T(nh)\).

What your group must learn
  • They must collect at least twelve genuine readings and estimate \(k\) by fitting a straight line to \(\ln(T-T_a)\) against \(t\), stating what the residual scatter tells them about the model.
  • They must derive the analytic solution by separation of variables and verify it by substitution, not merely quote it.
  • They must explain Euler's method as repeated use of the tangent line and implement the recurrence in a spreadsheet for at least four step sizes.
  • They must demonstrate first-order accuracy numerically: with \(k=0.1\), \(T_a=22\), \(T_0=90\), the error at \(t=10\) falls roughly as 2.73, 1.31, 0.64, 0.32 for \(h=2,1,0.5,0.25\), so halving the step roughly halves the error.
  • They must describe the modelling cycle in the terms of a named framework and say which of their assumptions, such as uniform temperature throughout the cup and constant ambient temperature, the data actually challenge.
What you must deliver
  • The raw data table with apparatus described, including the measurement uncertainty of the thermometer and the timing interval.
  • The semi-logarithmic plot with the fitted line, the resulting value of k with units, and the model curve drawn through the data points.
  • A spreadsheet implementing Euler's method at four step sizes, with a table of the error at t = 10 showing the halving, and a short statement of what first order means.
  • A 50-minute lesson plan for a Grade 11 or 12 class that reaches the recurrence without calculus, with the task sheet learners would use.
  • The complete analytic solution with the separation of variables shown, the fitted k substituted, and a written comparison of what the analytic and numerical routes each make visible to learners.

If your group wants more: Add a second cup in a different container and model the two temperatures as a coupled 2x2 linear system, solving it with eigenvalues and linking the lesson forward to Chapter 4.

Where to start reading
  • Blum, Galbraith, Henn and Niss (eds.), Modelling and Applications in Mathematics Education (ICMI Study 14), on the modelling cycle in classrooms
  • Boyce and DiPrima, Elementary Differential Equations and Boundary Value Problems, Chapter 2 (first-order modelling) and Chapter 8 (Euler's method and its error)
  • Burden and Faires, Numerical Analysis, Chapter 5, Sections 5.1 and 5.2 (Euler's method and its error bound)
ED-05

A phase-portrait applet, tested on classmates

Ch 4AdvancedBuilds on: Educational Technology, with linear systems and eigenvalues
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Why this matters

Eigenvectors are invisible in the algebra but plain in a phase portrait once the learner can move the initial point and watch what happens. A tool that lets the user drag the starting point and change the matrix entries makes the classification of equilibria something to be noticed rather than memorised. The group builds such a tool and then finds out whether it actually helps.

The differential equation: $$\begin{pmatrix} x' \\ y' \end{pmatrix} = \begin{pmatrix} 1 & 2 \\ 3 & 2 \end{pmatrix}\begin{pmatrix} x \\ y \end{pmatrix}, \qquad \lambda_1=4,\ \mathbf{v}_1=\begin{pmatrix} 2 \\ 3\end{pmatrix}, \qquad \lambda_2=-1,\ \mathbf{v}_2=\begin{pmatrix} 1 \\ -1\end{pmatrix}, \qquad \mathbf{x}(t)=c_1\mathbf{v}_1e^{4t}+c_2\mathbf{v}_2e^{-t}$$

\(x(t)\) and \(y(t)\) are the two unknown functions of time, the matrix entries are the constant coefficients, \(\lambda_1,\lambda_2\) are its eigenvalues with eigenvectors \(\mathbf{v}_1,\mathbf{v}_2\), and \(c_1,c_2\) are constants fixed by the initial condition.

What your group must learn
  • They must compute the characteristic polynomial \(\lambda^{2}-3\lambda-4=0\) by hand, obtain the eigenvalues 4 and -1 and the eigenvectors, and verify the general solution by substitution into the system.
  • They must explain why the eigendirections are invariant lines and why, with eigenvalues of opposite sign, the equilibrium is a saddle whose separatrices are those two lines.
  • They must describe the asymptotic behaviour of a general orbit, which aligns with \(\mathbf{v}_1\) as \(t\to\infty\) and with \(\mathbf{v}_2\) as \(t\to-\infty\), and identify the only initial conditions that approach the origin.
  • They must place the system in the trace-determinant plane, here with trace 3 and determinant -4, and say which region corresponds to which classification.
  • They must justify their interface decisions against named principles for instructional graphics, in particular keeping related information together and giving the user control of pacing.
What you must deliver
  • A working applet, in GeoGebra or in HTML and JavaScript, with a draggable initial point, adjustable matrix entries and an optional overlay of the eigendirections.
  • The hand computation of the eigenvalues, eigenvectors and general solution, with the solution substituted back into both equations to verify it.
  • A five-task user protocol stating what the observer will record, written so that it tests what users can do and not what they say they liked.
  • Observation notes from at least five classmates, including every point at which someone got stuck or misread the display.
  • A revision list in which each change to the applet is tied to a specific observation, with before and after screenshots.

If your group wants more: Extend the applet to complex and to repeated eigenvalues, and animate a parameter that carries the system across a boundary in the trace-determinant plane so that the change of portrait can be watched.

Where to start reading
  • Hirsch, Smale and Devaney, Differential Equations, Dynamical Systems and an Introduction to Chaos, Chapters 3 and 4 (planar linear systems and the trace-determinant plane)
  • Mayer, Multimedia Learning (design principles for instructional graphics and animation)
  • Blanchard, Devaney and Hall, Differential Equations, Chapter 3 (linear systems and phase portraits)