Linearisation

No general analytical techniques exist for the solution of non-linear differential equations. Since virtually every dynamic model of a processing operation will include non-linearities, it is necessary to find a way of approximating these non-linear equations with linear equations that can be readily solved. The procedure for doing this is called Linearisation. Linearisation consists of substituting any non-linear terms in an equation with linear approximations. Depending on the number of variables involved in the non-linear terms, these linear approximations can be lines, planes, cuboids, or hyper-planes.

Mathematically speaking, linearisation involves approximating a function from the first order terms of its Taylor series. Thus

linearis1.gif (2951 bytes)

becomes simply

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or, if expressed in deviation variables, even more simply

linearis3.gif (1809 bytes)

Geometrically speaking, what is actually being done is that a non-linear curve is being approximated by a straight line ( a linear function) which passes through xss , the point of linearisation, at a tangent to the curve at that point. The accuracy of linearisation is proportional to the size of the second order terms in the Taylor expansion - so approximations of curves with fast changing gradients, or of points far away from the point of linearisation will become increasingly inaccurate as these terms increase.

Example

Consider the balance for a tank with a free-draining gravity discharge

eqn2a.gif (1566 bytes)

this equation clearly possesses a functional non-linearity which would need to be removed prior to analytical solution. The first step is to convert the equation to deviation variables:

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Note that the deviation is taken of the entire non-linear term. We can now linearise the non-linearity:

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Although the linearised expression contains a square root expression, it is the square root of a constant value, and the entire expression inside the brackets evaluates to a constant ( which is the gradient of the function at the point of linearisation). This is, then, simply an equation of a straight line of the form y=mx. The last part of the linearisation process is to replace the non-linear term in the differential equation with its linear approximation:

Multi-variable linearisation

The linearisation of non-linear terms involving multiple non-linear terms follows exactly the same procedure as that for single variable, except that the first-order terms of the multi-variable Taylor series are used:

linearis7.gif (3021 bytes)

Example

Linearise the function F.C about the point F = 10 cubic metres/hour and C = 5 kg/cubic metre.

Converting first to deviation variables:

linearis8.gif (3778 bytes)