skf2133 Chapter5n

Chemical Engineering Numerical Method
copyright PCS- FKKKSA, UTM
Numerical Methods for

Chemical Engineers
Chapter 5: Curve Fitting
Saharudin Haron
Page 5 - 1

Curve Fitting
Data is often given as a discrete values along a continuum and

problems may occur when one need to estimate points between the
discrete values.
This chapter describes techniques to fit curves to such data to obtain

intermediate estimates.
There are 2 general approaches :

a) Least-squares regression
b) Interpolation
Page 5 - 2

Least-squares Regression
The strategy is to derive a single curve that represents the general

trend of the data.
No need to intersect every point.
Use to minimizes the discrepancy/differences between the data

points and the curve plotted.
2 types of fitting:
a) Linear regression
b) Polynomial regression
Page 5 - 3

Linear Regression
Fitting a straight line that represents the general trend of the data.
y = ao + a1x + e
where
e = error or residual
a1 =
n xi y i - xi y i
n x i - ( x i )
2
a o = y - a1 x
yi
n
xi
x=
n
y=
n = number of points
2
a1 = slope
a o = intercept
y = arithmetic mean of y
x = arithmetic mean of x
Page 5 - 4

Linear Regression
Example 5.1:
Fit a straight line from the Table 1 below.

xi 1
yi 0.5
Solution: n = 7
Table 1
2
3
4
2.5 2.0 4.0
5
3.5
6
6.0
7
5.5
xiyi = 119.5 xi2 = 140 yi = 24 xi = 28

x = 28/7 = 4
y = 24/7 = 3.42857
a1 = 0.8392857
a0 = 0.07142857
Therefore, the least-squares fit is

y = 0.01742857 + 0.8392857x
Page 5 - 5

Quantification of Error of Linear Regression

Standard deviation, Sy
sy =
St
n 1
- the measurement of spread of data around the mean
s t = ( yi y )
- the sum of the squares of the residuals between the

data points and the mean
Variance, Sy2 (standard deviation)2

2
sy =
St
n 1
Regression error, Sr
n
s r = e = ( y i - a o - a 1x i )
i =1
2
i
i =1
- the sum of the squares of the residuals

between the measured and calculated y
Page 5 - 6


Standard error of the estimate
s y/x =
Sr
n2
- the measurement of spread of data around

the regression line
Coefficient of determination
r2 =
S t Sr
St
- shows the efficiency of the estimation of spread of the data

points using regression line compare to the mean value
or
r = r2
- correlation coefficient
i.e. r2 = 0.923 - indicate that 92.3 % of the original uncertainty has been
explained by the linear model
Page 5 - 7


Example 5.2: Estimation of Errors for the Linear Least-Square Fit
Compute the total standard deviation, the standard error of the
estimate, and the correlation coefficient for the data in Example 5.1.
Solution:
xi
1
2
3
4
5
6
7
yi
0.5
2.5
2.0
4.0
3.5
6.0
5.5
24.0
(yi- y )2
8.5765
0.8622
2.0408
0.3265
0.0051
6.6122
4.2908
22.7143
(yi-ao-a1xi)2
0.1687
0.5625
0.3473
0.3265
0.5896
0.7972
0.1993
2.9911
Page 5 - 8


The standard deviation is:
sy = [(22.7143 / (7 1)] = 1.9457
The standard error is:
sy/x = [(2.9911 / (7-2)] = 0.7735

Thus because Sy/x < Sy, the linear regression ,model has merit.
r2 = (St Sr) / St = 22.7143 2.9911/ (22.7143) = 0.868
or
r = r2 = (0.868)2 = 0.932
The results indicate that 86.8% of original uncertainty has been
explained by the linear model.
Page 5 - 9

Linear Regression
(assignment in class)
Table 1 shows data of the tensile strength of a plastic versus the heating time.
Time
10
15
20
25
40
50
55
60
75
Tensile
strength
20
18
50
33
48
80
60
78
Table 1
Fit a straight line to this data and calculate the standard deviation, standard
error of the estimate and coefficient of determination of the linear model. Use
the equation to determine the tensile strength at a time of 30 minutes.
Page 5 - 10

Least-squares Regression
(assignment)
Time
10
15
20
25
30
35
40
45
50
Tensile
strength
25
32
33
38
36
39
40
42
42
Table 1
Use least-squares regression to fit (a) an exponential equation, (b) a power
equation, (c) a saturation-growth-rate equation, and (d) a parabola, to the data
in Table 1. Is any one of the curves superior? If so, justify.
Page 5 - 11

Interpolation
To estimate intermediate values between precise data points. The most
common method used for this purpose is polynomial interpolation.
General formula for an nth-order polynomial
f(x) = ao + a1x + a2x2 + .. + anxn
Several methods of interpolating polynomials such as :
1st order (linear) connecting 2 points.
2nd order (quadratic or parabolic) connecting 3 points.
3rd order (cubic) connecting 4 points.
The techniques that will be used are:Newtons Interpolating Polynomials
Lagrange Interpolating Polynomial
Splines Interpolation
Page 5 - 12

Newtons Divided-Difference Interpolating

Polynomials
Linear Interpolation
this technique connecting 2 data points with a straight
line.
f(x)= f(x0) + f(x1) - f(x0)
(x - x0)
x1 - x0
f(x1)
f(x)
f(x0)
x0
x1
Page 5 - 13

Quadratic (or parabola) Interpolation
Connecting 3 points with a curve.

f2(x) = b0 + b1(x-x0) + b2(x-x0)(x-x1)
where :
b0 = f(x0)
f(x1) - f(x0)
b1 = f [x1, x0] =
x1 - x0
b = f [x , x , x ] =
2
2 1 0
f(x2) - f(x1) - f(x1) - f(x0)

x2 - x1
x1 - x0
x2 x0
Page 5 - 14

Cubic Interpolation (third order)
Connecting 4 points with a curve.

f3(x) = f(x0) + (x-x0) f[x1,xo] + (x-x0)(x-x1) f [x2, x1,xo]
+ (x-x0)(x-x1)(x-x2) f [x3, x2, x1, xo]
where :
f [x1, x0] =
f(x1) - f(x0)
x1 - x0
f [x2, x1, x0] =
f [x3, x2, x1, x0] =
f [x2, x1] - f [x1, x0]

x2 - x0
f [x3 , x2, x1] - f [x2, x1, x0]
x3 - x0
Page 5 - 15

Newtons Divided-Difference Interpolating

Polynomials assignment in class
Table 1 shows the relationship between applied stress and the time to
fracture for a stainless steel:
Fracture time, h
10
15
20
25
30
Applied stress,
kg/mm2
11.6
10.3
9.1
8.2
7.4
6.8
Estimate the fracture time for an applied stress of 8.5 kg/mm2. Use Newton
interpolation of order 3.
Page 5 - 16

Lagrange Interpolating Polynomials

Is a reformulation of the Newton polynomial that avoids the
composition of divided differences.
It can be represented as :
n
fn(x) = Li(x)f(xi)
i=0
n
where
Li(x) =
x xj
xi x j
j =0
j i
Page 5 - 17

Lagrange Interpolating Polynomials

Example :
If n = 1
x x0
x x1
f ( x0 ) +
f ( x1 )
f1 ( x ) =
x0 x1
x1 x0
If n = 2
f2 ( x) =
( x x0 )( x x2 )
( x x1 )( x x2 )
f ( x0 ) +
f ( x1 )
( x0 x1 )( x0 x2 )
( x1 x0 )( x1 x2 )
( x x0 )( x x1 )
f ( x2 )
( x2 x0 )( x2 x1 )
Page 5 - 18

3 cases:
Linear Splines
Quadratic Splines
Cubic Splines
Linear Splines
- is a simplest method where a straight line is drawn to connect 2 points.
- a group of ordered data points can be defined as a set of linear functions.
Page 5 - 19

A set of linear functions can be shown as below :-
f(x) = f(x0) + m0(x-x0)

f(x) = f(x1) + m1(x-x1)
:
:
f(x) = f(xn-1) + mn-1(x-xn-1)
x0 x x1
x1 x x2
xn-1 x xn
where
mi = f(xi+1) - f(xi)
xi+1 - xi
Page 5 - 20

Example : Fit the data below with first order Splines. Evaluate the
function at x = 5
x
3.0
4.5
7.0
9.0
f(x)
2.5
1.0
2.5
0.5
Solution : For the interval from x = 4.5 to x = 7.0

m = 2.5 - 1.0 = 0.6
7.0 - 4.5
So, f(5) = (1.0) + (0.6)(5.0-4.5)
= 1.3
Page 5 - 21

Quadratic Splines
the objective in quadratic splines is to derive a second order polynomial
for interval between data points.
The polynomial for each interval can be represented generally as :
fi(x) = ai x2 + bi x + ci - general equation for Quadratic Splines
For n+1 data points, ( i = 0, 1, 2,.n) there are n intervals and
consequently, 3n unknowns constants (the as, bs and cs) to evaluate.
Page 5 - 22

Conditions that are required to evaluate the unknowns
The function values must be EQUAL at the interior knots. This condition
can be represented as :
ai-1x2 i-1 + bi-1xi-1 + ci-1 = f(xi-1)

aix2 i-1 + bixi-1 + ci = f(xi-1)
for i = 2 to n.
The first and last functions must pass through the end points.
a1x20 + b1x0 + c1 = f(x0)

anx2n + bnxn + cn = f(xn)
Page 5 - 23

Conditions that are required to evaluate the unknowns
The first derivatives at the interior knots must be equal.
2ai-1x i-1 + bi-1 = 2aixi-1 + bi
for i = 2 to n
Assume that the second derivatives is zero at the first point
a1 = 0
Page 5 - 24

Cubic Splines
- the objective is to derive a third order polynomial for each interval.
fi (x) = ai x3 + bi x2 + ci x + di
For a quadratic splines, 4n conditions are required to evaluate the
unknowns.These are :
The function values must be equal at the interior knots (2n-2 conditions)
The first and last functions must pass through the end points (2 conditions)
The first derivatives at the interior knots must be equal (n-1 conditions)
The second derivatives at the interior knots must be equal (n-1 conditions)
The second derivatives at the end knots are zero (2 conditions)
Page 5 - 25

assignment in class
Given the data:
x
2.5
f(x)
Predict f(3.4) using linear and quadratic splines.
Page 5 - 26

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Chemical Engineering Numerical Method

copyright PCS- FKKKSA, UTM

Numerical Methods for

Chemical Engineering Numerical Method

Data is often given as a discrete values along a continuum and

This chapter describes techniques to fit curves to such data to obtain

There are 2 general approaches :

Chemical Engineering Numerical Method

The strategy is to derive a single curve that represents the general

No need to intersect every point.

Use to minimizes the discrepancy/differences between the data

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

Fit a straight line from the Table 1 below.

xiyi = 119.5 xi2 = 140 yi = 24 xi = 28

Therefore, the least-squares fit is

Chemical Engineering Numerical Method

Quantification of Error of Linear Regression

- the measurement of spread of data around the mean

- the sum of the squares of the residuals between the

Variance, Sy2 (standard deviation)2

- the sum of the squares of the residuals

Chemical Engineering Numerical Method

Quantification of Error of Linear Regression

- the measurement of spread of data around

- shows the efficiency of the estimation of spread of the data

Chemical Engineering Numerical Method

Quantification of Error of Linear Regression

Chemical Engineering Numerical Method

Quantification of Error of Linear Regression

sy/x = [(2.9911 / (7-2)] = 0.7735

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

Newtons Divided-Difference Interpolating

Chemical Engineering Numerical Method

Quadratic (or parabola) Interpolation

Connecting 3 points with a curve.

f(x2) - f(x1) - f(x1) - f(x0)

Chemical Engineering Numerical Method

Cubic Interpolation (third order)

Connecting 4 points with a curve.

f [x2, x1, x0] =

f [x3, x2, x1, x0] =

f [x2, x1] - f [x1, x0]

Chemical Engineering Numerical Method

Newtons Divided-Difference Interpolating

Chemical Engineering Numerical Method

Lagrange Interpolating Polynomials

Chemical Engineering Numerical Method

Lagrange Interpolating Polynomials

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

f(x) = f(x0) + m0(x-x0)

Chemical Engineering Numerical Method

Solution : For the interval from x = 4.5 to x = 7.0

Chemical Engineering Numerical Method

Chemical Engineering Numerical Method

ai-1x2 i-1 + bi-1xi-1 + ci-1 = f(xi-1)

a1x20 + b1x0 + c1 = f(x0)

Chemical Engineering Numerical Method

2ai-1x i-1 + bi-1 = 2aixi-1 + bi