See

discussions, stats, and author profiles for this publication at: https://www.researchgate.net/publication/267477543

Numerical Methods in Engineering Practice

Article · January 1986

CITATIONS READS

85 292

2 authors, including:

Amir W. Al-Khafaji
Bradley University
97 PUBLICATIONS 240 CITATIONS

SEE PROFILE

Some of the authors of this publication are also working on these related projects:

Heuser Grant on Organic Soil Compressibility View project

The Amazing Sumerians and Ancient Iraq View project

All content following this page was uploaded by Amir W. Al-Khafaji on 18 January 2018.

The user has requested enhancement of the downloaded file.

Numerical
Methods in
Engineering
Practice
 ~
HRW
Series in

~ Mechanical
Engineering

L. S. Fletcher, Series Editor

A. W. AI-Khafaji and J. A. Tooley NUMERICAL METHODS IN ENGINEERING

PRACTICE
F. L. Slasa APPLIED FINITE ELE MENT ANALYSIS FOR ENGINEERS
B. J. Torby ADVANCED DYNAM ICS FOR ENGINEERS
Numerical
Methods in
Engineering
Practice
Amir Wadi AI.. Khafa;i
Professor and Chairman 01 CNII Engmeermg
Bradley UnIVerSity

John R. Tooley
Professor and Dean of Engineering
University o( Evansville

HOLT, RINEHART AND WINSTON, INC.

New York Chicago San Francisco Philadelphia
Montreal Toronto London Sydney Tokyo
Mexico City Rio de Janeiro Madrid
To My Brother Faiz.
Whose Ideals Are Like the Stars: I Could Never Reach Them.
But I Chart My Course by Them.
Amir Wadi AI -Khafaji

For My Sons.
Craig . Matthew. James. John W.. for Their Constant Inspiration and
Appreciation.
John R. Tooley

C\lpyril;hl ('J 19l:16 CBS College' Publi,hin~

All righl~ rcscrwd.

Addres, com:sp\lndcnce 10:

JID Madi~m AI·cnw. Ncv.' Yor~ . NY 10017

Library or Con gress Clil lalogin g-i n·Publicalion Dala

AI· Kh afaji. Alllir WJlIi.

Numeric~1 IllClhoos in engineering prJClicc ,

Bibliol;rJphy: p.
Includes index.
l. En)!ineerinl; malhcmatic" L Tooley. John R.
II , Titl e.
Tt\J30.MS 1986 62Q' .OO·12 85-24751
ISBN 0-03-001757-2
Printed in the Un itc-d StJlCS of America
Publ ished si mullancously in Canalla

6 7 8 9 038 98765 4 J 2

CBS College Publishing

Holt. Rinehan and Wi ns!"n
The DI)'de n Press
Saunders College Publ ishin!!
 Contents

Preface xiii

Chapter 1 INTRODtiCTION

1.1 Mathematical Models and The ir Solullons 2

1.2 The Need for Numerical Soluti ons 2
1.3 Errors 4
1.4 Taylor Series 5

Chapter 2 MATRICES AND DETERMINANTS 6

2.1 Introduction to Matrices 7

2.2 Special Matrices 8
2.3 Matrix Equal/ty 15
2.4 Matrix Addition and Subtraction 16
2.5 Matrix Multiplication 17
2.5.1 Commutativity of Matrix Mu ltiplication 21
2.5.2 Associative Law of Matrix Multiplication 22
2.5.3 Distributive Law of Matrix Mu ltiplication 23
2.6 Manipulation of Partitioned Matrices 25
2.6.1 Transpose of a Partitioned Matrix 25
2.6.2 Addition and Subtraction of Partitioned Matrices 27
2.6.3 Multiplication of Partitioned Matrices 28
2.7 Rules for Combined Matrix Operations 30
,
vi Contents

2.8 Application of Matrices to the Rotation of a Coordinate

System 31
2.9 Determinants and Their Evaluation 33
2.9.1 Properties of Determinants 34
2.9.2 Laplace Method of Cofactors 35
2.9.3 Upper-Triangle Elimination Method 37
2.9.4 Method of Pivotal Condensation 40
2.10 Area and Volume Calculation Using Determinants 44
Recommended Reading 49
Problems 49

Chapter 3 MATHEMATtCAL MODELING OF TYPICAL ENGINEERING

SYSTEMS 53

3.1 Introduction 54
3.2 Electrical Engineering Systems 55
3.2.1 Boundary-Value Problems 56
3.2.2 Initial-Value Problems 59
3.2.3 Eigenproblems 60
3.3 Mechanical Engineering Systems 61
3.3.1 Boundary-Value Problems 62
3.3.2 Initial-Value Problems 64
3.3.3 Eigenproblems 67
3.4 Civil Engineering Systems 68
3.4. 1 Boundary-Value Problems 69
3.4.2 Eigenproblems 71
3.5 Engineering System Response 72
3.6 Models Involving Partial Differential Equations 74
3.6.1 Boundary-Value Problems 74
3.6.2 Initial-Value Problems 77
3.7 Comparison of Engineering Models 78
Recommended Reading 79
Problems 80

Chapter 4 SIMULTANEOUS LINEAR ALGEBRAIC EQUATIONS 84

4.1 Introduction 85
4.2 Cramer's Rule 86
4.3 Gauss's Elimination Method 90
4.4 Gauss-Jordan Elimination Method 94
4.5 Crout's Method 98
4.6 Square Root Method 103
4.7 Reducing Matrix Method 106
 Contents vII

4.8 Solution of Tridiagonal Systems 110

4.9 Iterative Methods 113
4.9.1 Jacobi's Method 114
4.9.2 Gauss- Seidel Method 118
4.10 III-Conditioned Sets and Scaling 121
4.11 Sets with More Unknowns Than Equations 124
4.12 Linear Equations Involving Fewer Unknowns Than
Equations 126
4.13 Sets Involving Complex Coefficients 129
4.14 Comparison of Method Efficiencies 131
Recommended Reading 132
Problems 132

Chapter 5 MATRIX INVERSION 137

5.1 Introduction 138

5.2 Cramer's Rule 139
5.3 Elimination Method 143
5.4 Reducing Matrix Method 145
5.5 Partitioning Method 148
5.6 Matrices Involving Complex Coefficients 151
5.7 Special Matrices 153
5.7. 1 Triangular Matrices 153
5.7.2 Symmetrical Matrices 155
Recommended Reading 157
Problems 157

Chapter 6 NONLINEAR ALGEBRAIC EQUATIONS 160

6.1 Introduction 161

6.2 Graph ical Method 161
6.3 Interval-Halving Method 162
6.4 False-Position Method 164
6.5 Newton--Raphson First Method 167
6.6 Newton--Raphson Second Method 174
6.7 Modified Newton--Raphson Methods 177
6.8 Lin--Bairstow Method for Roots of Polynomials 182
6.9 Newton--Raphson Method for Systems of Equations 190
6.10 Practical Considerations 198
6.10.1 Errors 198
6.10.2 Root Multiplicity 199
Recommended Reading 200
Problems 201
1/11/ Contents

Chapter 7 EIGENPROBLEMS 203

7.1 Introduction 204

7.2 Characteristic Equation Determination 206
7.2.1 Direct Determinant Expansion 207
7.2 .2 Indirect Determinant Expansion 208
7.3 Eigenvalues and Eigenvectors 212
7.3.1 Column Buckling 215
7.3.2 Mechanical Vibrations 218
7.3.3 Electrical Circuits 223
7.3.4 Eigenproblems and Dynamic Response 227
7.4 Vector Iteration Techniques 234
7.4.1 Largest Eigenvalue 234
7.4 .2 Smallest Eigenvalue 241
7.4.3 Intermediate Eigenvalues 244
7.5 Polynomial Iteration Method 247
7.6 Transformation Methods 250
7.6.1 Jacobi Method 251
7.6.2 Householder Method 257
7.7 Functions of a Matrix 261
7.7.1 Caley- Hamilton Method 261
7.7.2 Spectral Matrix Decomposition Method 265
7.8 Static Condensation 266
Recommended Reading 268
Problems 268

Chapter 8 INTERPOLATION 271

8.1 Introduction 272

8.2 Interpolating Polynomials for Even Intervals 272
8.2.1 Forward Interpolation 273
8.2.2 Backward Interpolation 274
8.2.3 Central Interpolation 275
8.3 Difference Operators and Difference Tables 281
8.3.1 Forward Differences 281
8.3.2 Backward Differences 284
8.3.3 Central Differences 286
8.3.4 Relationships between Difference Operators 287
8.4 Differences and Interpolating Polynomials 290
8.5 Interpolating Polynomials for Uneven Intervals 294
8.6 Interpolation Errors 297
8.7 Inverse Interpolation 299
B.8 Cubic Splines 299
Recommended Reading 307
Problems 307
 Contents Ix

Chapter 9 CURVE FITTING 309

9.1 Introduction 310

9.2 Introduction to the Method of Least Squares 310
9.3 What Type of Function to Fit 312
9.4 Linear Regression 312
9.5 linearization 315
9.6 Nonlinear Regression 318
9.7 Multiple Regression 320
9.8 Orthogonal Polynomials for Equal Intervals 322
9.9 Goodness of Functional Approximations 326
9.9. 1 Coefficients of Multiple Determination 327
9.9.2 Standard Error of the Estimate 329
Recommended Reading 333
Problems 333

Chapter 10 NUMERICAL DIFFERENTIATION 335

10.1 Introduction 336

10.2 Review of Taylor Series 336
10.3 Numerical Differentiation of Functions 342
10.3.1 Interpolating Polynomial Methods 343
10.3.2 Taylor Series Method 345
10.3.3 Undetermined Coefficients Method 349
10.3.4 Errors 354
10.4 Numerical Differentiation of Data 357
10.5 Mixed Derivatives 357
10.6 Special Derivative Approximations 360
10.7 Stencil Representation of Derivatives 361
10.8 Stencil Representation of Mixed Derivatives 369
Recommended Reading 370
Problems 370

Chapter 11 NUMERICAL INTEGRATION 372

11 .1 Introduction 373
11 .2 Trapezoidal Rule of Integration 374
11.3 Simpson's '13 Rule of Integration Method 380
11.4 Development of Special Integration Formulas 382
11.5 Integration of Unevenly Spaced Base Points 385
11.6 Stencil Representation of Integration Formulas 388
11.7 Romberg 's Integration 390
11.8 Gauss Quadrature Formulas 393
l' Contents

11.9 Double Integration 406

Recommended Reading 408
Problems 409

Chapter 12 NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL

EQUATIONS 411

12.1 Introduction 412

12.2 Taylor Series Method 413
12.3 Least-Squares Method 415
12.4 Galerkln Method 417
12.5 Euler and Modified Euler Methods 419
12.6 Runge--Kutta Methods 424
12.7 Predictor-Corrector Methods 428
12.7.1 Adams Methods 429
12.7.2 Milne Method 433
12.7.3 Adams-Moulton Method 436
12.7.4 Step Size and Errors 438
12.8 Stiff Equations 440
12.9 High-Order Equations and Systems of First Order 440
12.10 Initial-Value Problems Involving High-Order Equations 444
12.10.1 Finite Difference Methods 444
12.10.2 Trapezoidal Rule Method 449
12.11 Initial-Value Problems Involving First-Order Systems 465
12.12 Initial-Value Problems Involving Second-Order Systems 467
12.12.1 Decoupling Procedure 467
12.12.2 Direct Integration Procedure 476
12.13 Boundary-Value Problems 479
Recommended Reading 493
Problems 494

Chapter 13 NUMERICAL SOLUTION OF PARTIAL DIFFERENTIAL

EQUATIONS 500

13.1 Introduction 501

13.2 Finite Difference Methods and Grid Patterns 501
13.3 Transformation from Cartesian to Polar Coordinates 503
13.4 Transformation from Cartesian to Skewed Coord inates 507
13.5 Transformation from Cartesian to Triangular
Coordinates 511
13.6 Finite Difference Solution of Elliptic Equations 513
13.6.1 Regions Involving Rectangular Elements 513
13.6.2 Circular Regions 524
13.6.3 Regions Involving Skewed Elements 528
 Contents 1(/

13.6.4 Regions Involving Triangular Elements 532

13.6.5 Special Considerations 535
13.6.6 irregular Boundaries 538
13.7 Parabolic Partial Differential Equations 548
13.7. 1 Explicit Finite Difference Scheme 548
13.7.2 Implicit Method 553
13.7.3 Eigenproblem of the Explicit Scheme 558
13.7.4 Eigenproblem of the Implicit Scheme 564
13.7.5 Stability and Convergence 565
13.7.6 Derivative Boundary Conditions 567
13.7.7 Nonlinear Problems 568
13.8 Hyperbolic Partial Differential Equations 576
13.9 Biharmonic Equation 577
13.10 Introduction to the Finite Element Method 584
13.10.1 Introduction 584
13.10.2 Discretization of a Region 584
13.10.3 Interpolation and Shape Functions 586
13. 10.4 One-Dimensional Formulation 593
Recommended Reading 601
Problems 601

Chapter 14 ANALYTIC OPTIMIZATION 606

14.1 Introduction 607

14.2 Characteristics of Optimization Problems 607
14.3 Unconstrained Optimization-Method of Calculus 610
14.3.1 Functions of One Variable 611
14.3.2 Functions of Many Variables 615
14.4 Constrained Optimization-Lagrange Multipliers 618
14.5 Optimization of linear Models 622
14.5.1 Standard Equality Form 623
14.5.2 Mathematical Search for an Optimal Solution 624
14.5.3 Graphical Interpretation of an Optimal Solution 627
14.6 Simplex Method 631
Recommended Reading 637
Problems 637

Index 639
 Preface

The attitude of engineers toward mathematics has always been different from that
of the mathematician . A mathematician may be interested in finding out whether a
solution 10 a differential equation exists and the propenics of such a solution . In contrast,
an engineer simply ass umes thai the existence of a physical system is proof enough of
the ex istence of a sol ution and foc uses instead o n finding it .
With the availabi lity of computers of all sizes (I t affordable costs for engineers has
also come a shirt in the rouline analysis and desig n methods used in e ngi neering. While
classical techniques based on closed-foml mathematical model ing conti nue to be useful
10 gain introduclOry intuit ive insight into the ex pecled performance of engineering
systems, these techniques tire being largely repltlced in the analysis and design of actual
systems by numericaltcchniques applied to more general models- models not restricted
to those wh ich have closed-fonn solution and , therefore, models which can more
accurately re present realist ically complex systems; e.g., nonlinear, time-dependent state
variable modeling techniques and finite element anal ysis techniques. The computer
revolut ion, in shon . has enabled engineers to successfull y solve problems that were
well beyond their retlch j ust a few years ago.
This shift to much gretlter emphasis on numerical techniques in engineering makes
it important to int roduce these te t hniques and the related topics in appl ied rnatheITltItits
e:trl y in the engi neer's undergrdduatc education. Funhermore. they need to be intro-
duced earl y enough to fully reveal the freedom the y provide in solvi ng e ngineering
problems as compared to the classical techniques. In the authors' opin ion. these tech-
niques and topi(s should be first t:tughl as soon as the student has completed a basic
calculus sequence incl ud ing differential equatio ns and is being introduced to Ihe various
areas of engineering science of his discipline. Because we have aimed th is text at
students at this earl y poi nt in their undergr.J.du:tte education. we have t:tken sped:tl
care to explicitl y derive the useful end resu lts from the elementary mathematical foun-

xiii
xiv Preface

dlltions known to these studems. In part icular. we have ;tvoided the all too fam iliar
pr.lctice of " leavi ng to the re:lder" the important intcrmediate steps of the development
of the methods. We have been similarly explici t in the numerous example!> ,
Numerical methods textbooks intended fo r undergradu:ltes in engineeri ng often fa il
to relate theory to application. Numerical MelhQ(I.~ ;11 Ellg;lIeerillg P((l('(;a bridges this
gap by preseming numerous pract ical examples dmwn from various engineering dis-
ciplines. Th is tex t presents the princi ples of applied mathematics and extends them in
a natural and systematic manner to numerical methods. It motivates the student and
illustmtcs the methods with solutio ns to numerous pmctical problems drawn from civi l.
electrical. and mechanical engineering, It is organized in a manner roughly analogous
to the familiar lexts on classical engi neering m:lthe m:ltics. The text deve lops the methods
and provides descriptions of thcm in tcnns that can easi ly be implemented on computers
of all sizes. including progr.lmmable calculators, and in any convenie nt high-order
source language. A comp:lnion text containing many useful stand-alone programs
incorporating the numerical methods of this text with two diskettes for an IBM PC is
available ,
This text should be suitable for a one-tenn course for eng ineering juniors and a
one· term course in more adv;mced topics for seniors or first-year gmd uate students,
At the University of Evansv ille. it serves as the text for a o ne-semester co urse for
undergmduate engineers and a required course for beginni ng gmduate students. If
stude nts have completed a sophomore course in di ffere nt ial eq uations and have a
work ing knowledge of computer progmrnrning. our experience shows th:ll the topics
of Chapters 1- 7 together with selected topics in Chapters 8- 13 c:ln be :ldequmely
covered in o ne course. A second gnldu:lte course can then emphasize the topics of
Chapters 7- 14. In addition . the text sho uld be of inteTCst to the pmcticing engineer.
The text is org:lnized so as to provide a natur.ll and sequential development of the
topics. wheTC e:lch chapter serves as :In appropri:lte fou nd:ltion for the ncxt chapter.
Chapters 2- 5 devclop elemcntary conccpts of nwtriccs. systcms of linear :llgebraic
equ:ltions. :lnd line:lT modeli ng. Chapters 6-9 extend these linear concepts to nonlinear
equations. e igenval ue problems. interpolation. and regression as important applic:ltions.
Chapters 10 and I I employ these concepts to develop techniques for the central tasks
of numerical diffe rentiation and integration. Chapters 12 :l nd 13 make application of
these techniques to develop methods of so lvi ng systems of ord inary diffe rential and
panial different i••1equations. Chapter 14 is a no nexhaustive and less th:ln comprehensive
treatme nt of the optimiz:ltion pro blem. It onl y incl udes selected cl:lssical an:llytieal
techn iques for line:lr :lnd no nlinear systems. The text develops an :lppropri:lte back-
ground for thc study of fi nite clement methods, which arc brie Oy introduced in Chap-
ter 13.
The :luthors arc 1110S1 grateful for their stude nts' assistance in debuggi ng thc nmn-
uscript. We :lTC forever indebted to the end less p:lt icnce :lnd suppon of Wil ma . Pam .
and Sus:ln for typing the nmnuscript :lnd to Mimi. whose ~'ou rage waS :ln inspi nlt ion.

A. W.A.
J.K .T.
EI'llll.n 'iIIe. I lItiiclll(l
chapter
I
Introduction

Earth as seen from space. Courtesy of N.A.S.A.

"From the dawn 01 civilization, man was concerned with
putting scientific knowledge to practical uses,"
chapter
2
Matrices and
Determinants

, m '" .. ~
" II' ffi
;::
• ;;; II'
•
;;l\
-
m ... <'

<" "." '" '< .~ , l(

..
h n "<

The Akkadian number system and a clay lablet (1800 B.C.)

relating 10 geometrical problems. Courtesy of the Iraqi
govemment. It reads:
" A square, the side Is 1. I have made a border al each
side, and I have drawn a second square and inside the
square I have drawn a circle. This surface, what is itT
chapter
3
~ath~troal~odeUng
of Typroal
Engineering Systems

A clay tablel detailing Nippur, the holy city of the

Sumerians. It is the most ancient urban project known
to history. Courtesy of the Iraqi government.
"Mathematical modeling is a necessary first step in
solving practical problems. "
chapter
4
Simultaneous Linear
Algebraic Equations
chapter
5
Matrix Inversion

/ I'•
•
•
• "
•
~

• , •
i:..

,
,

The space shuttle on a launching pad . Courtesy of N.A.S.A.

"Matrix inversion plays an important role in solving
many engineering problems."
chapter
6
Nonlinear Algehraic
Equations

This 164·ft. (SO-meters) high spiral minaret was buill

during the Abbasid period (A.D. 900). Courtesy of the Iraqi government.
"Cube roots and square roots occurred whenever volumes and
areas had to be reckoned with. To help irrigate or drain the
land, the Sumerians (3500 B.C.) prepared tables for cube
roots and square rools of numbers."
chapter
7
Eigenprohlems

The space shuttle. Courtesy of N.A.S.A

" Eigen problems arise in the analysis and design of
space vehicles, launching pads, and complex electrical devices."
chapter
8
Interpolation

A view of the space shuttle sailing in space. Courtesy of N.AS.A.

" Interpolating functions form the basis for many
numerical techniques,"
chapter
9
Curve Fitting

-- ---
~~ - -

-
.
- - ".-- --
--... -
"': - -
-, -
A photograph of the moon suriaC8. COUl1esy of N.A.S.A.
" Engineers are problem solvers regardless of the challenges."
chapter
10
Numerical Differentiation

The space shultle thundering into space. Courtesy of N.A.S.A.

"When traditional mathematical methods fail, engineers
learn to seek alternatives. "
chapter
II
Numerical Integration

An astronaut swimming in space. Courtesy of N.A.S.A.

" Numerical integration has become a valuable tool in
solving complex engineering problems. It represents the
basis for many numerical schemes including the
finite element methods."
chapter
12
Numerical Solution of
Ordinary Differential
Equations

A Sumerian statue dating back to 3500 B.C.

Courtesy of the Iraqi govemment.
"Numerical and classical solution 01 mathematical
models go hand in hand."
chapter
13
Numerical Solution of
Partial Differential
Equations

-
"The ~ rs both
a science BOd an art.""'That are_
different ways of achieving are
- -
easier than others:'"'--
- -
-~
chapter
14
Analytic Optimization
 Index
•
Alb"" rmll'lods. 429
COOlSm,'''' functions. 608
C.,.,.".",IU of 1*1i.al dirre",nlial equations. 5M
Cn.mc:r' J n.ale
Adams _ Moult"" ...... hod. 436 lintar alxebrllH: equations. 86
Addition and sublnoction mo!ria in~nion. IJII
oI~.16 Crank _ NichoISOfI mtIbod. SS4
of panilioned malrinJ. 27 Crou! 's 1IlIl'lhod. 98
AlarlKaic c:qUMionI; Cubk lfIlinn. 299
linear. as - 136 Curve finin,
nonliJl('lf. 161 - 202 coefflcicntli of mUltiple de.ermination. )27
ABalylK: optimization. 606 - 6)11 functional approaimalions. JOOdntSS of. 326
Application of matrio;cs '" the roution of I roonliNllc least 1oq\WU. method of. 310
~y~m. 31 lincanalion. liS
Are. calc\llation usin, delcnninants. 44 linear ",,,,,",,,",. JIZ
Ano,;ialive Low of mauh multiplication, 22 mul1iple "'gn:ssion. 320
AUlLmenled II\lIlri«I, I) nonlintar "'grt'5Sion. J IS
OI1ho&onaI polynomials. 322
"
B.:k-subsliIUI;on, 9 '
o
.undard (nor. 329
D.:kward IkriYal;vu. J46. 351
Backwml different'n. 234 D'Alembtn'l printiple. 221
B.:kward inlc"",].,'''''' 274 Data dirr.",nti.!;"n. lS7
O.ir5lOw's metbod, 182 _ 190 Deci.ion variables. 601
Billannonic panial diff=ntial f'quatioru. 577 Decoupli"l procedure. 467
Boundary conditions Donation or tnaU'icn., 2....
deIi."I;,.." 567 Derivative boundary conditionl. S67
;=,ular. 538 DtttrminlnlS
Boundary·value problems arel calculation usin" 44
civil engi"""ri", SyMcms, 69 Lapl..::. method of rofactors. 3S
el«tricll enginec:rinll 1)'SlC"", 56 pivt)lal cono:knsa!ion. 40
mtelwtiul en,i"""ri,,& !)'SIems, 62 propenits or, 34
ordinal')' different;.1 ~ions. 479 Upptf·\rianJle eliminalion method. 37
pani.l differential (QIWiorui, 74 V<.>lume calculation usin., 44
Buckling. column. 71. 2LS - 218 Diagonal matrix. 10
Dirr• ..,,,,,,, opcramrs II!Id tablcs
C t..ck""U\J dilf.... nus, 2&4
Calculus, method of opIimiaiion. 610 oxl\U1ll diff.",nce>. 286
Cenna] diffemota, 286 cubic splines, 299
Qwxlcri!itic cqualion. 206 dirr.",,,,,, operalon. relationl-hil" bet......:n, 287
Circuillf r<:gions. S24 forward dirr.... nus. 28 1
C ivil cn,ineeri,,& SY$ltnlS. 68 interpolating polynomials . 290
bound<\ry·yalue pro"ltm., 69 urICven in'(rvlls. 29-1
ci,.:nproblt ..... 71 irurpolation error!t, 297
c""rrlCKnl of multiple drtcnnirwion, )27 m'"nei~ation.29\I
CoflCtOrS. 3S Dirr.", ... ;.) equatiom (orditW')'), numerical 5Ol\IIion
Column buckJinli. lIS Adarns method. 429
Combined opcratiOlU Qt' mo.ricu. 30 Ad ami _ Moulton melhod. 4.lfi
Compariwn of melhods (1;near al,ebnic eqUltioos). 131 boundary,vII"" problems. 4711
Complu rodfociclllS dttoupli"l procedure, 461
lint. algcbrUc equations. 129 direct inuvatlon proad...... 476
mI!ria ;n",,"ion. lSI Eukr and modified Euk. method$. 419

639
540 Index

Differential equations (roIIIilll,td ) Explicit sc:hcme

(mi", diffcrma: methoW;. 444 ciacnproblem. 558
fll'St-ordet l)'SI!:ms (initial· val. problems). ~S fini'" diffcrena:, S48
Galerkin method . 417 Euler lAd mDdirotd Euler rnr;tbods, 419
1Ii&b-«du eqUllionl
initial-value problems. 444
,
and sys"'ms of (lnt order. «0 False-position method. 164
Ieast·squua method. 4 15 FcMible solutions . 608
Milne method. 4)) FUli", differenc:e
.-ticto' - <XIIftdOr mdbods. 428 boundary·value problems, 479
R\lflac - K\ItlI. mdbods. 04 uplidt sc:heme. 54S
seeond-order Iyllems (initial·yalue problems). ~7 fiB! derivative approximation's . ]6)-364
mp size and errors. 438 fourth derivativc approxill'.atiofts. 36B
stiff equations, «0 Jrid pltterns. SOl
Taylor scriQ method. 413 initial·vaIue problems, 444
uapezoidal Nle method. 449 -.d derivati~ approximatiorts, 36S - 366
DiI1=DIiation. t>UJnerical soltllion 01 elIiplic equatiofts. 513
data. 357 third derivative: approximation's. 367
errors. 3S4 Fini'" element method
inlC1'pOlating polynomial methods. 343 diKreti.u.11on of . reaion. 58-1
...ucd dc:rivativa. )51 intupolation and shope functions. 586
special dc:riYMi~ appnnimations. J60 inll'Oduaion 10. S&4
""neil ~ of derivatives. ]61 one-di/llll'lISionaI fonnuJatioa, 593
miud,369 Flnt-order ')'SIems (initial-val.., problems). 4M
Taylor scne.s method. 345 Forwan:l diffcrerocn, 281
review of, 3:J.6 Furoctional approximations. ~ of. 326
uncIett:rrnincd coeffICients method. 349 Functions of matrix
Direct dclermlnant upansion, 2fJ1 Caley _ Hamilton method, 261
Direct mu:pion pn)Ccdun:. 476 special .....u. dewmposition method, 265
Double integration. 406 ~Ue condensation metbod. 266
Dynamic !QfIOIISC. 227
G
E
Galm.ill method. 411
Eiacnproblcms. 59. 60, 71. 204 o"USI - .IonIan elimillllion method . 94
(1WKta1StiC equation dclenninaUoa . 206 GaIW quadratun: fonnul.l$. 393
ooitmm buckling. 21S GaUSII _ Seidel method. liS
direct determinant upansion. 207
GIUSS'S elimination metbod, 90
dyl\llllic response, 227
Graphical method
eiacnvalues.2 12 nonlinear equations. ]61 _ 162
eigmY«ton.212 optimiution, 627 _ 629
elccaical ciraliu, ill
Grid pII\mIS. SOl
fiutoctions of mMri~. 261
Housebolde. method. lS7 H
Indirect detenninant upansion , 208
in..,nncdi.te ei.envaluc method. 244 Halving the intervals. 162
JICObi method. lSI Hig,h-ordet equations
tD£Chanical vi\lrUion$. 218 initial·value problems, 444
polynomial iu:r.cian method. 247 and systemS of (Int orda. 440
smallest eiacnvalue method. 241 HOIl'IOfCneou'I differential equuions. 41 2
transl'onnItion methods, 2SO HOIl'IOfC_ linear equltions , 86
.. cotor iteration tcclmiques. 234 Householder method. 2S7
Eiacnvalues.212 Hyperbolic partiaJ differential equatiofq , S76 - 577
EiacnY«ton. 212
Elecuic&l circuits, 223
Elecuic&l enginc:ri"ll)'llem$. 55 llL <OrIditioned linear a1actnic equatiofq. 12 1
bounduy·value problems. j6 lmpl kil )die ..... SS3
eiacnproblems, 59 ei~nproblem, S64
initial-value problems, 60 lndire<;1 detcnninant u]IIII5ion. 208
Eliminatioll method, 143 Initial·value problems, 59. 60, 64 . 77, 444. 4M.
Elliplic equations. (Uli.., differena: JOIution of, 513
Engineuirt, systems
."
InteJral ion. numerical. 373
civil. 68 double integnotian. 406
electrical. 55 Gauss quadnture fonnulas, 393
mcclw!ieaI. 61 Rombc1J's integration, 390

.......
response. 12

""'"-'incar a1aclnic equation$. 19&

numerical differentiation, 354
Simpson 's 113 rule , J80
~ inu:gnotion forurnlas, 382
.. endl re~ of integJllion ronnulu. 388
tnopel.Oidal Nk, 374
unevenly spaced dill points. 385
 IndeK 641

Intermediate eigenvalue method, 244 Matrix commutativity, 21

Interpolating poIYDOfllials Matti. eqlUlhty, IS
difference operaton and tables, 290, 294 Mlitri. inversion, 138
methods, 343 complex coefficients involving, 151
Interpolation, 272 , 297 , 299 Cramer's rule, 139
backward, 214 elimination meIhod, 143
central, 275 partitioning matrix method, 148
errors, 297 reducing matrix method, 145
forward, 273 symmetrical matrices, ISS
IIIlerval -baIving method, 162 triangular matrices, IS3
In verse interpolation, 229 Matrix multiplication, 17 - 21
Inverse Qf a matri~ Matti. subtnoction, 16
comple. coefficients, lSI MlJlimum, local
Cnmer's rule, 139 functions of many variables, 615
elimination method, 143 functions of one vari.ble, 611 _ 61S
partitioning method, 148 Mechanical engineering systems, 61
reducing matrix method, 14S boundary-value problems, 62
symmetrical matrices, ] SS eigenproblems, 67
triangular matrices, IS3 initial_vatue problems, 64
Im:gular boundane. , S38 Mechanical vibrations, 218
IttTative methods Milne method, 433
eigenvector, 234 - 244 Minimum, local
false_position method, 164 - 167 functions of many variables, 615
Gauss - Seidel method, ] 18 _ ]2 1 functions of """ variable , 611 _ 615
JloCQbi's method, 114 - 1] 8 Mixed derivatives, 351
nonlinear algebraic eqUltionS, ]6t - 202 M odels,~
polyDOfllial, 247 - 2SO Models involving pM;.1 differential eqlUltions, 74
boundary-value problems, 74
J comparison of, 78
JlOCQbian , 193 initial-vllue problems, n
jlOCQbi's method, ] 14,2'] Modirled Newton _ Raphson mtthods, 177
More eqlUltions than unknowlI$, 126
L
More unl:r>owns IlLan eqlUltions, 124
Lagrallgt multiplieD, 6L8 Multiple n:~ion, 320
Lap]a.c;e method of rofacton, 35 Multipliers, Lagrange, 6t8 - 622
LeaSt-squares method
c~ fining, 3 10
N
differential equations , 41 S N.rural drcular frequency
Lin - Bairsrow method for roots of polynomials, ]82 beam,231
Linear algebraic equations, 85 eledrical sys\lem, 224 - 227
comparison of method cffi<:iendes, 13 1 meo:hankal system, 219 - 220, 222
comple. coefficients involving, ]29 NeWlon _ Raph~ fillt meIhod , 161
Cr.me, 's rule, 86 NeWlon - Raph~ secord meIhod, 174
Crout'S method, 98 NeWlon _ Raphson sysccms of equations, 190
Gauss - Jordan elimination ITIClhod, 94 Nonlinear algebraic equations, 161
Gauss - Seidel mWIod, ]]8 errors, 198
Gauss' s elimination method, 90 fal..,·position method, 164
ilJ-wnditionod sets, ]21 interval-halving meIhod, 162
iterative metl'lo<b, 113 Un - Bairstow method for toOlS 0( poIyDOfllial., 182
JlOCQbi method, ] 14 modified NeWlon _ Raphson methods, In
more equations than unknowns , ]26 NeWlon - Rlphson first method, 161
more unknowns than equation~ , 124 Newton _ Ropb~ secord method, 174
reducing matrix method, 106 Newton - Raphson syS\lems 0( equations, 190
scaling, 121 numerical solutions, 2 - 3
square root metllod, 103 root multipl icity, 199
ttidiagonal SY""M5, 110 Nonlinear probkms, partial differential equations, S68
Unearization,3 15 Nonlinear regression , 318
U near regression, 312 Null matri., 8
Numerical differentiation
M
dato, 3~7
Mathematica l models, 2, S3 - 83 errors, 354 - 356
Mathematical search, 624 _ 627 interpolating polynomill meIhod. , 343 _ 345
Matri<:es introduction, 336
a""tied to rotation of <:Oordinlte I~tcms , 31 mixed derivatives, 3 ~ 1 - 360
pMitionod, 2j undetermined rocfftCients, 349 - 354
rules for combined operations, 30 using Taylor's series, 345 - 349
special, 8 Numericat integration
Matti. addition , 16 doubk integration, 406
Matrix associative law, 22 Gauss quadrature formulas, 393
642 Index

Numerical integration (c(Httinoud) Pivotal condensation. 40

Romtw:rg's integration. 390 Polynomi al i!entioft mc!hod. 247
Simpson's 113 rule. 380 i'redi<:tor _ corrector mcthods, 428
spttial integration formula •. 382
stencil ~sc:nla(jon of integration formulas. 388
ulIl"'roidal rule. 374
•
Rectallgular elements. 51]
unevenly spaced da!a poims. 3&5 RedllCing matrix method. 106
mauix in""rsion. 145
o Reg .... ssion analysis. su Curve filling
Objective function. 608 Romtw:'ll' s integration formula, 390
OrIhogonal polynomials. 322 ROO! multiplicilY. 199
Optimal solu!ion ROOIS of equations • •u Nonlinear algebraic tquations
graphical interpretation. 627 Rotation ofcoordlnalC sy~lt1.'j. 31
sc:arth for. 624 Rung( - KUlla mclhods. 424
Optimil.ll!ion (ronslrained). Lagl'llnge mul!ipliers. 618
Optimil.ll!ion of linear models. 622 S
optimal solu!ion. graphical in!efll",!a!ion. 627 Scaling (linear algebrai<: tqUl;lions). 121
optimal solution. $earth for. 624 Second-order syste"", (initial ...I"" problems). 467
Optimil.ll!ion problems. 607 Simp)(, method. 631
CharaclCriSlics of. 607 Simpson" 113 rule. 380
constrain! functions. 608 Ske,,'Cd elemcnts (paniol diffe",ntial tquations). ~28
decision variables. 007 Smalle!;t eigenvalue method. 241
feasible solution. 608 Spttial derivative appmximalions. 360
objective function. 608 Spe<:ial elemcou (panial diffu.nlial tqualions). 535
optimal solu!ion. 608 Spttial int.gration formulas. 382
simplex method. 631 Spttial matrices. 8
OpIimil.ll!ion (unconsU'lIined). "",!hod of cakulus. 610 Splines. cubic. 299
funetions of mallY variables. 61 ~ Square root mcthod (linear algebt1ic tquations). 103
functions of one ,·ariable. 611 S!abili!y of panial diffe",ntial tquation<. S65
p Standard error (curve fining). 329
Stencil ",presentation
Panial diffe",nti,l tqu3!ions of deri'·ati""s. 361
cir<:ular ",gions. 524 mi,N.369
elliptic tqualions. finite diffe",1ICe solution of. 513 of integraTion. 388
finite diffe",nee "",!hods and grid pa!!ems. SOl Step size and error.; (diffe",ntial tqua!ions) . 438
finite element method Stiff tquations, 440
disc"'tiution of a .... 8ion. 584 Symmetrical matrices (matrix inversion). 155
in!etpOlalion and !hal'" functions, 586
introduction 10. 584 T
Ofle·dimensional formulation. 593 Tay lor series. 5
i~gular boundaries. S38 revii:wof. 336
rutangular elements. regions involving. 51] Taylor scrii:1 method
skewed elomelllS. "'gions involving. 528 diffe",mial tquations. 413
spttial elemems. "'gions involving. 535 numerical diff.",oJiation. }45
triangular elemcnts. "'gions in volving. 532 Transformalion from Canesian to polar coordinates. S03
!ransfonnations Transforma!ion frum Canesian 10 skewe<J coordinates.
frum Canesi ... !o polar coonJillll!es. S03
from Canesian to skewed coonJillll!es. S07 ""
Tt1nsformalion from Canes;an to lriangullf coordinates.
frum Cartesian 10 lriangular coordinates. 511
Panial diffe",nti,1 tqua!ions. biharmonic. 577
Partial diffe",nlial tquations, hYl"'rboli<: , 576 _ 577
'"
TranSformation mcthods (eigenproblems). lSO
Tt1pezoidal rule. 374
Panial diffe .... ntial tquations. paraboli<: method. 449
derivotive boundlry conditions. 567 Triangular element •. 332
uplicit selleme Triangular matrices. 153
eigenproblem. 5Sg Tridiagonal sySlems. 110
finilC diffe",nce • .w8
implicit selleme. 55) U
eigenproblem. S64 UndelCnnir.ed coeffICients mctbod. 349
nonlinear problems. S68 Une~nly spaced data points. 385
stability and convergence. 565 Upper.triangle elimill.lltion method. 37
Pani!ioned matrices. B
additioft.27
v
inversion. 148 Vector iteration techniques. 2}4
multipli<:ation. 28 Vectors and seal,". II
subtraction. 27 Volume. caku la!ioft using dc:tenninanl5. 44
transpose. B

View publication stats