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Nondimensionalization

 

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Nondimensionalization



 
 
Nondimensionalization is the partial or full removal of unit
Units of measurement

The definition, agreement and practical use of units of measurement have played a crucial role in human endeavour from early ages up to this day....
s from a mathematical equation by a suitable substitution of variables. This technique can simplify and parameterize
Parametric equation

In mathematics, parametric equations are a method of defining a curve. A simple kinematics example is when one uses a time parameter to determine the position, velocity, and other information about a body in motion....
 problems where measured
Measurement

Measurement is the process of assigning a number to an attribute according to a rule or set of rules. The term can also be used to refer to the result obtained after performing the process....
 units are involved. It is closely related to dimensional analysis
Dimensional analysis

Dimensional analysis is a conceptual tool often applied in physics, chemistry, and engineering to understand physical situations involving certain physical quantities....
. In some physical system
System

System is a set of interacting or interdependent entities, real or abstract, forming an integrated whole.The concept of an "integrated whole" can also be stated in terms of a system embodying a set of relationships which are differentiated from relationships of the set to other elements, and from relationships between an element of the se...
s, the term scaling is used interchangeably with nondimensionalization, in order to suggest that certain quantities are better measured relative to some appropriate unit.






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Nondimensionalization is the partial or full removal of unit
Units of measurement

The definition, agreement and practical use of units of measurement have played a crucial role in human endeavour from early ages up to this day....
s from a mathematical equation by a suitable substitution of variables. This technique can simplify and parameterize
Parametric equation

In mathematics, parametric equations are a method of defining a curve. A simple kinematics example is when one uses a time parameter to determine the position, velocity, and other information about a body in motion....
 problems where measured
Measurement

Measurement is the process of assigning a number to an attribute according to a rule or set of rules. The term can also be used to refer to the result obtained after performing the process....
 units are involved. It is closely related to dimensional analysis
Dimensional analysis

Dimensional analysis is a conceptual tool often applied in physics, chemistry, and engineering to understand physical situations involving certain physical quantities....
. In some physical system
System

System is a set of interacting or interdependent entities, real or abstract, forming an integrated whole.The concept of an "integrated whole" can also be stated in terms of a system embodying a set of relationships which are differentiated from relationships of the set to other elements, and from relationships between an element of the se...
s, the term scaling is used interchangeably with nondimensionalization, in order to suggest that certain quantities are better measured relative to some appropriate unit. These units refer to quantities intrinsic to the system, rather than units such as SI
Si

Si, si, or SI may refer to :...
 units. Nondimensionalization is not the same as converting extensive quantities
Intensive and extensive properties

In the physical sciences, an intensive property , is a physical property of a system that does not depend on the system size or the amount of material in the system....
 in an equation to intensive quantities
Intensive and extensive properties

In the physical sciences, an intensive property , is a physical property of a system that does not depend on the system size or the amount of material in the system....
, since the latter procedure results in variables that still carry units.

Nondimensionalization can also recover characteristic properties of a system. For example, if a system has an intrinsic resonance frequency
Resonance

In physics, resonance is the tendency of a system to oscillate at maximum amplitude at certain Frequency, known as the system's resonance frequencies ....
, length
Length

Length is the long dimension of any object. The length of a thing is the distance between its ends, its linear extent as measured from end to end....
, or time constant
Time constant

In physics and engineering, the time constant usually denoted by the Greek language letter , , characterizes the frequency response of a first-order, LTI system theory system....
, nondimensionalization can recover these values. The technique is especially useful for systems that can be described by differential equation
Differential equation

A differential equation is a mathematics equation for an unknown function of one or several variable that relates the values of the function itself and its derivatives of various orders....
s. One important use is in the analysis of control system
Control system

A control system is a device or set of devices to manage, command, direct or regulate the behavior of other devices or systems.There are two common classes of control systems, with many variations and combinations: logic gate, and feedback or linear controls....
s.

Many illustrative examples of nondimensionalization originate from simplifying differential equations. This is because a large body of physical problems can be formulated in terms of differential equations. Consider the following:



Although nondimensionalization is well adapted for these problems, it is not restricted to them. An example of a non-differential-equation application is dimensional analysis
Dimensional analysis

Dimensional analysis is a conceptual tool often applied in physics, chemistry, and engineering to understand physical situations involving certain physical quantities....
, while another is normalization
Normalization (statistics)

In one usage in statistics, normalization is the process of removing errors and residuals in statistics in repeated measured data. A normalization is sometimes based on a property....
 in statistics
Statistics

Statistics is a Mathematics pertaining to the collection, analysis, interpretation or explanation, and presentation of data. It also provides tools for prediction and forecasting based on data....
.

Measuring device
Measuring instrument

In the physical sciences, quality assurance, and engineering, measurement is the activity of obtaining and comparing physical quantity of real-world object and phenomenon....
s are practical examples of nondimensionalization occurring in everyday life. Measuring devices are calibrated relative to some known unit. Subsequent measurements are made relative to this standard. Then, the absolute value of the measurement is recovered by scaling with respect to the standard.

Rationale

Suppose a pendulum
Pendulum

A pendulum is a weight suspended from a pivot so it can swing freely.When a pendulum is displaced from its resting Mechanical equilibrium, it is subject to a restoring force due to gravity that will accelerate it back toward the equilibrium position....
 is swinging with a particular period
Periodicity

Periodicity is the quality of occurring at regular intervals or periods and can occur in different contexts:In timing devices:* A clock marks time at periodic intervals....
 T. For such a system, it is advantageous to perform calculations relating to the swinging relative to T. In some sense, this is normalizing
Normalization

Broadly, normalization is any process that makes something more normal, which typically means conforming to some regularity or rule, or returning from some state of abnormality....
 the measurement with respect to the period.

Measurements made relative to an intrinsic property of a system will apply to other systems which also have the same intrinsic property. It also allows one to compare a common property of different implementations of the same system. Nondimensionalization determines in a systematic manner the natural units of a system to use, without relying heavily on prior knowledge of the system's intrinsic properties. In fact, nondimensionalization can suggest the parameters which should be used for analyzing a system. However, it is necessary to start with an equation that describes the system appropriately.

Nondimensionalization steps

To nondimensionalize a system of equations, one must do the following:
  1. Identify all the independent and dependent variables;
  2. Replace each of them with a quantity scaled relative to a characteristic unit of measure to be determined;
  3. Divide through by the coefficient of the highest order polynomial or derivative term;
  4. Choose judiciously the definition of the characteristic unit for each variable so that the coefficients of as many terms as possible become 1;
  5. Rewrite the system of equations in terms of their new dimensionless quantities.


The last three steps are usually specific to the problem where nondimensionalization is applied. However, almost all systems require the first two steps to be performed.

As an illustrative example, consider a first order differential equation with constant coefficients
Constant coefficients

In mathematics, constant coefficients is a term applied to differential operators, and also some difference operators, to signify that they contain no functions of the independent variables, other than constant functions....
:


  1. In this equation the independent variable here is t, and the dependent variable is x.
  2. Set . This results in the equation
  3. The coefficient of the highest ordered term is in front of the first derivative term. Dividing by this gives
  4. The coefficient in front of ? only contains one characteristic variable tc, hence it is easiest to choose to set this to unity first:
  5. Subsequently,
  6. The final dimensionless equation in this case becomes completely independent of any parameters with units:


Substitutions

Suppose for simplicity that a certain system is characterized by two variables - a dependent variable x and an independent variable t, where x is a function
Function (mathematics)

The mathematical concept of a function expresses dependence between two quantities, one of which is known and the other which is produced. A function associates a single output to each input element drawn from a fixed Set , such as the real numbers , although different inputs may have the same output....
 of t. Both x and t represent quantities with units. To scale these two variables, assume there are two intrinsic units of measurement xc and tc with the same units as x and t respectively, such that these conditions hold:

These equations are used to replace x and t when nondimensionalizing. If differential operators are needed to describe the original system, their scaled counterparts become dimensionless differential operators.

Conventions
There are no restrictions on the variable names used to replace "x" and "t". However, they are generally chosen so that it is convenient and intuitive to use for the problem at hand. For example, if "x" represented mass, the letter "m" might be an appropriate symbol to represent the dimensionless mass quantity.

In this article, the following conventions have been used:
  • t - represents the independent variable - usually a time quantity. Its nondimensionalized counterpart is t.
  • x - represents the dependent variable - can be mass, voltage, or any measurable quantity. Its nondimensionalized counterpart is ?.


A subscripted c added to a quantity's variable-name is used to denote the characteristic unit used to scale that quantity. For example, if x is a quantity, then xc is the characteristic unit used to scale it.

Differential operators
Consider the relationship

The dimensionless differential operators with respect to the independent variable becomes

Forcing function
If a system has a forcing function
Forcing function

* Forcing function * In interaction design, a forcing function is a behavior-shaping constraint, a means of preventing undesirable user input usually made by mistake....
 f(t), then

Hence, the new forcing function F is made to be dependent on the dimensionless quantity t.

Linear differential equations with constant coefficients


First order system

Let us consider the differential equation for a first order system:

The derivation of the characteristic units for this system gives

Second order system

A second order system has the form

Substitution step
Replace the variables x and t with their scaled quantities. The equation becomes

This new equation is not dimensionless, although all the variables with units are isolated in the coefficients. Dividing by the coefficient of the highest ordered term, the equation becomes

Now it is necessary to determine the quantities of xc and tc so that the coefficients become normalized. Since there are two free parameters, at most only two coefficients can be made to equal unity.

Determination of characteristic units
Consider the variable tc:
  1. If the first order term is normalized.
  2. If the zeroth order term is normalized.


Both substitutions are valid. However, for pedagogical reasons, the latter substitution is used for second order systems. Choosing this substitution allows xc to be determined by normalizing the coefficient of the forcing function:

The differential equation becomes

The coefficient of the first order term is unitless. Define

The factor 2 is present so that the solutions can be parameterized in terms of ?. In the context of mechanical or electrical systems, ? is known as the damping ratio
Damping ratio

In engineering, the damping ratio is a measure of describing how oscillations in a system die down after a disturbance. Many systems exhibit oscillatory behavior when they are disturbed from their position of static equilibrium....
, and is an important parameter required in the analysis of control system
Control system

A control system is a device or set of devices to manage, command, direct or regulate the behavior of other devices or systems.There are two common classes of control systems, with many variations and combinations: logic gate, and feedback or linear controls....
s. 2? is also known as the linewidth of the system. The result of the definition is the universal oscillator equation
Harmonic oscillator

In classical mechanics, a harmonic oscillator is a system which, when displaced from its equilibrium position, experiences a restoring force proportional to the displacement according to Hooke's law:...
.

Higher order systems

The general n-th order linear differential equation with constant coefficients has the form:

The function f(t) is known as the forcing function
Forcing function

* Forcing function * In interaction design, a forcing function is a behavior-shaping constraint, a means of preventing undesirable user input usually made by mistake....
.

If the differential equation only contains real (not complex) coefficients, then the properties of such a system behaves as a mixture of first and second order systems only. This is because the roots
Root (mathematics)

In mathematics, a root of a complex-valued Function is a member of the Domain of such that vanishes at , that is,In other words, a "root" of a function is a value for that produces a result of zero ....
 of its characteristic polynomial
Characteristic polynomial

In linear algebra, one associates a polynomial to every square matrix, its characteristic polynomial. This polynomial encodes several important properties of the matrix , most notably its eigenvalues, its determinant and its Trace ....
 are either real
Real

Real most often refers to reality, the state of things as they actually exist.Real may also refer to:...
, or complex conjugate
Complex conjugate

In mathematics, the complex conjugate of a complex number is given by changing the sign of the imaginary part. Thus, the conjugate of the complex number...
 pairs. Therefore, understanding how nondimensionalization applies to first and second ordered systems allows the properties of higher order systems to be determined through superposition
Superposition

The term superposition can have several meanings:* the superposition principle in physics, mathematics, and engineering, describes the overlapping of waves and can show how either constructive, or destructive Interference will occur....
.

The number of free parameters in a nondimensionalized form of a system increases with its order. For this reason, nondimensionalization is rarely used for higher order differential equations. The need for this procedure has also been reduced with the advent of symbolic computation
Symbolic computation

Symbolic computation or algebraic computation, relates to the use of machines, such as computers, to manipulate mathematics equations and expressions in symbol form, as opposed to manipulating the approximations of specific numerical quantities represented by those symbols....
.

Examples of recovering characteristic units

A variety of systems can be approximated as either first or second order systems. These include mechanical, electrical, fluidic, caloric, and torsional systems. This is because the fundamental physical quantities involved within each of these examples are related through first and second order derivatives.

Mechanical oscillations

Mass Spring Damper
Suppose we have a mass attached to a spring and a damper, which in turn are attached to a wall, and a force acting on the mass along the same line.

Define
x = displacement from equilibrium [m]
t = time [s]
f = external force or "disturbance" applied to system [kg m s-2]
m = mass of the block [kg]
B = damping constant of dashpot [kg s-1]
k = force constant of spring [kg s-2]


Suppose the applied force is a sinusoid F = F0 cos(?t), the differential equation that describes the motion of the block is

Nondimensionalizing this equation the same way as described under second order system
Nondimensionalization

Nondimensionalization is the partial or full removal of Units of measurements from a mathematical equation by a suitable substitution of variables....
 yields several characteristics of the system.

The intrinsic unit xc corresponds to the distance the block moves per unit force

The characteristic variable tc is equal to the period of the oscillations

and the dimensionless variable 2? corresponds to the linewidth of the system. ? itself is the damping ratio
Damping ratio

In engineering, the damping ratio is a measure of describing how oscillations in a system die down after a disturbance. Many systems exhibit oscillatory behavior when they are disturbed from their position of static equilibrium....
.
Electrical oscillations

First-order series RC circuit
For a series RC
RC circuit

A 'resistor?capacitor circuit' , or 'RC filter' or 'RC network', is an electric circuit composed of resistors and capacitors driven by a voltage source or current source....
 attached to a voltage source
Power supply

Power supply is a reference to a source of electrical power. A device or system that supplies electrical or other types of energy to an output External electric load or group of loads is called a power supply unit or PSU....


with substitutions

The first characteristic unit corresponds to the total charge
Electric charge

Electric charge is a fundamental conserved property of some subatomic particles, which determines their electromagnetic interaction. Electrically charged matter is influenced by, and produces, electromagnetic fields....
 in the circuit. The second characteristic unit corresponds to the time constant
Time constant

In physics and engineering, the time constant usually denoted by the Greek language letter , , characterizes the frequency response of a first-order, LTI system theory system....
 for the system.

Second-order series RLC circuit
For a series configuration of R,C,L components where Q is the charge in the system

with the substitutions

The first variable corresponds to the maximum charge stored in the circuit. The resonance frequency is given by the reciprocal of the characteristic time. The last expression is the linewidth of the system. The O can be considered as a normalized forcing function frequency.

Nonlinear differential equation example

Since there are no general methods of solving nonlinear differential equations, each case has to be considered on an individual basis when nondimensionalizing.

Quantum harmonic oscillator

The Schrödinger equation
Schrödinger equation

In physics, especially quantum mechanics, the Schr?dinger equation is an equation that describes how the quantum state of a physical system changes in time....
 for the one dimensional time independent quantum harmonic oscillator
Quantum harmonic oscillator

The quantum harmonic oscillator is the quantum mechanics analogue of the harmonic oscillator. It is one of the most important model systems in quantum mechanics because an arbitrary potential can be approximated as a harmonic potential at the vicinity of a stable equilibrium point....
 is

The wavefunction
Wavefunction

A wave function or wavefunction is a mathematical tool used in quantum mechanics to describe any physical system. It is a function from a mathematical space that maps the possible states of the system into the complex numbers....
 ? itself represents probability, which is in a sense already dimensionless and normalized. Therefore, there is no need to nondimensionalize the wavefunction. However, it should be rewritten as a function of a dimensionless variable. Furthermore, the variable x has units of length. Hence substitute

The differential equation becomes

To make the term in front of ?² unitless, set

Hence, the fully nondimensionalized equation is

The nondimensionalization factor for the energy is the same as the ground state of the harmonic oscillator. Usually, the energy term is not made dimensionless because a primary emphasis of quantum mechanics is determining the energies of the states
Quantum state

In quantum physics, a quantum State is a mathematical object that fully describes a Quantum system. One typically imagines some experimental apparatus and procedure which "prepares" this quantum state; the mathematical object then reflects the setup of the apparatus....
 of a system. Rearranging the first equation, the familiar equation for the harmonic oscillator is


Statistical analogs

In statistics
Statistics

Statistics is a Mathematics pertaining to the collection, analysis, interpretation or explanation, and presentation of data. It also provides tools for prediction and forecasting based on data....
, the analogous process is usually dividing a difference (a distance) by a scale factor (a measure of statistical dispersion
Statistical dispersion

In statistics, statistical dispersion is variability or spread in a variable or a probability distribution. Common examples of measures of statistical dispersion are the variance, standard deviation and interquartile range....
), which yields a dimensionless number, which is called normalization
Normalization (statistics)

In one usage in statistics, normalization is the process of removing errors and residuals in statistics in repeated measured data. A normalization is sometimes based on a property....
.
Most often, this is dividing errors or residuals
Errors and residuals in statistics

In statistics and Optimization , statistical errors and residuals are two closely related and easily confused measures of "deviation of a sample from the mean": the error of a sample is the deviation of the sample from the population mean or actual function, while the residual of a sample is the difference between the sa...
 by the standard deviation
Standard deviation

In statistics, standard deviation is a simple measure of the variability or statistical dispersion of a data set. A low standard deviation indicates that all of the data points are very close to the same value , while high standard deviation indicates that the data are ?spread out? over a large range of values....
 or sample standard deviation
Sample standard deviation

A sample standard deviation is an estimate, based on a sampele, of a population standard deviation. See:* Standard_deviation#Estimating_population_standard_deviation_from_sample_standard_deviation...
, respectively, yielding standard score
Standard score

In statistics, a standard score is a dimensionless number derived by subtracting the population mean from an individual raw score and then dividing the difference by the statistical population standard deviation....
s and studentized residual
Studentized residual

In statistics, a studentized residual is the quotient resulting from division of a errors and residuals in statistics by an estimator of its standard deviation....
s.

See also

  • Buckingham p theorem
    Buckingham p theorem

    The Buckingham p theorem is a key theorem in dimensional analysis. The theorem loosely states that if we have a physically meaningful equation involving a certain number, n, of physical variables, and these variables are expressible in terms of k  independent Fundamental unit, then the original expression is equivalent to an equa...
  • Dimensional analysis
    Dimensional analysis

    Dimensional analysis is a conceptual tool often applied in physics, chemistry, and engineering to understand physical situations involving certain physical quantities....
  • Dimensionless number
  • Natural units
    Natural units

    In physics, natural units are physical units of measurement defined in such a way that certain selected universal physical constants are normalized to unity; that is, their numerical value becomes exactly 1 when measured in some system of natural units....
  • List of dynamical systems and differential equations topics
    List of dynamical systems and differential equations topics

    This is a list of dynamical system and differential equation topics, by Wikipedia page. See also list of partial differential equation topics, list of equations....
  • List of partial differential equation topics
    List of partial differential equation topics

    This is a list of partial differential equation topics, by Wikipedia page....
  • Differential equations of mathematical physics
  • System equivalence
    System equivalence

    In the systems sciences the term system equivalence is the notion that a parameter or component of a system behaves in a similar way as a parameter or component of a different system....
  • RLC circuit
    RLC circuit

    An RLC circuit is an electrical circuit consisting of a resistor , an inductor , and a capacitor , connected in series or in parallel. This configuration forms a harmonic oscillator....
  • RL circuit
    RL circuit

    A 'resistor-inductor circuit' , or 'RL filter' or 'RL network', is one of the simplest analog filter infinite impulse response electronic filters....
  • RC circuit
    RC circuit

    A 'resistor?capacitor circuit' , or 'RC filter' or 'RC network', is an electric circuit composed of resistors and capacitors driven by a voltage source or current source....
  • Logistic equation
  • Normalization (statistics)
    Normalization (statistics)

    In one usage in statistics, normalization is the process of removing errors and residuals in statistics in repeated measured data. A normalization is sometimes based on a property....


External links

  • (Application of nondimensionalization to a problem in biology).
  • Jonathan Evans, Department of Mathematical Sciences, University of Bath
    University of Bath

    The University of Bath is a campus university located in Bath, Somerset, England. It received its Royal Charter in 1966. The University has established a strong reputation in teaching and research, being consistently placed as one of the top elite universities in national university league tables....
    .
    (see Chapter 3).