TABLE OF CONTENTS

Chapter 1

Mathematical Modeling and Engineering Problem Solving  11
1.1 A Simple Mathematical Model  11
1.2 Conservation Laws and Engineering  18
Problems  21

Chapter 2

Programming and Software  25
2.1 Packages and Programming  25
2.2 Structured Programming  26
2.3 Modular Programming  35
2.4 Excel  37
2.5 MATLAB  41
2.6 Other Languages and Libraries  45
Problems  46

Chapter 3

Approximations and Round-Off Errors  50
3.1 Significant Figures  51
3.2 Accuracy and Precision  53
3.3 Error Definitions  54
3.4 Round-Off Errors  57
Problems  72

Chapter 4

Truncation Errors and the Taylor Series  73
4.1 The Taylor Series  73
4.2 Error Propagation  89
4.3 Total Numerical Error  93
4.4 Blunders, Formulation Errors, and Data Uncertainty  95
Problems  97
Epilogue: Part one  99

Chapter 5

Bracketing Methods  112
5.1 Graphical Methods  112
5.2 The Bisection Method  116
5.3 The False-Position Method  124
5.4 Incremental Searches and Determining Initial Guesses  130
Problems  131

Chapter 6

Open Methods  133
6.1 Simple Fixed-Point Iteration  134
6.2 The Newton-Raphson Method  139
6.3 The Secant Method  145
6.4 Multiple Roots  150
6.5 Systems of Nonlinear Equations  153
Problems  157

Chapter 7

Roots of Polynomials  160
7.1 Polynomials in Engineering and Science  160
7.2 Computing with Polynomials  163
7.3 Conventional Methods  166
7.4 Müller’s Method  167
7.5 Bairstow’s Method  171
7.6 Other Methods  176
7.7 Root Location with Libraries and Packages  176
Problems  185

Chapter 8

Engineering Applications: Roots of Equations  187
8.1 Ideal and Nonideal Gas Laws (Chemical/Bio Engineering)  187
8.2 Open-Channel Flow (Civil/Environmental Engineering)  190
8.3 Design of an Electric Circuit (Electrical Engineering)  194
8.4 Vibration Analysis (Mechanical/Aerospace Engineering)  196
Problems  203
Epilogue: Part two  212

Chapter 9

Gauss Elimination  231
9.1 Solving Small Numbers of Equations  231
9.2 Naïve Gauss Elimination  238
9.3 Pitfalls of Elimination Methods  244
9.4 Techniques for Improving Solutions  250
9.5 Complex Systems  257
9.6 Nonlinear Systems of Equations  257
9.7 Gauss-Jordan  259
9.8 Summary  261
Problems  261

Chapter 10

LU Decomposition and Matrix Inversion  264
10.1 LU Decomposition  264
10.2 The Matrix Inverse  273
10.3 Error Analysis and System Condition  277
Problems  283

Chapter 11

Special Matrices and Gauss-Seidel  285
11.1 Special Matrices  285
11.2 Gauss-Seidel  289
11.3 Linear Algebraic Equations with Libraries and Packages  296
Problems  303

Chapter 12

Engineering Applications: Linear Algebraic Equations  305
12.1 -Steady-State Analysis of a System of Reactors (Chemical/Bio Engineering)  305
12.2 Analysis of a Statically Determinate Truss (Civil/Environmental Engineering)  308
12.3 Currents and Voltages in Resistor Circuits (Electrical Engineering)  312
12.4 Spring-Mass Systems (Mechanical/Aerospace Engineering)  314
Problems  317
Epilogue: Part three  327

Chapter 13

One-Dimensional Unconstrained Optimization  341
13.1 Golden-Section Search  342
13.2 Quadratic Interpolation  349
13.3 Newton’s Method  351
Problems  353

Chapter 14

Multidimensional Unconstrained Optimization  355
14.1 Direct Methods  356
14.2 Gradient Methods  360
Problems  373

Chapter 15

Constrained Optimization  375
15.1 Linear Programming  375
15.2 Nonlinear Constrained Optimization  386
15.3 Optimization with Packages  387
Problems  398

Chapter 16

Engineering Applications: Optimization  400
16.1 Least-Cost Design of a Tank (Chemical/Bio Engineering)  400
16.2 Least-Cost Treatment of Wastewater (Civil/Environmental Engineering)  405
16.3 Maximum Power Transfer for a Circuit (Electrical Engineering)  409
16.4 Mountain Bike Design (Mechanical/Aerospace Engineering)  413
Problems  415

Chapter 17

Least-Squares Regression  440
17.1 Linear Regression  440
17.2 Polynomial Regression  456
17.3 Multiple Linear Regression  460
17.4 General Linear Least Squares  463
17.5 Nonlinear Regression  468
Problems  471

Chapter 18

Interpolation  474
18.1 Newton’s Divided-Difference Interpolating Polynomials  475
18.2 Lagrange Interpolating Polynomials   486
18.3 Coefficients of an Interpolating Polynomial  491
18.4 Inverse Interpolation  491
18.5 Additional Comments  492
18.6 Spline Interpolation  495
Problems  505

Chapter 19

Fourier Approximation  507
19.1 Curve Fitting with Sinusoidal Functions  508
19.2 Continuous Fourier Series   514
19.3 Frequency and Time Domains  517
19.4 Fourier Integral and Transform  521
19.5 Discrete Fourier Transform (DFT)  523
19.6 Fast Fourier Transform (FFT)  525
19.7 The Power Spectrum  532
19.8 Curve Fitting with Libraries and Packages  533
Problems  542

Chapter 20

Engineering Applications: Curve Fitting  544
20.1 Linear Regression and Population Models (Chemical/Bio Engineering)  544
20.2 Use of Splines to Estimate Heat Transfer (Civil/Environmental Engineering)  548
20.3 Fourier Analysis (Electrical Engineering)  550
20.4 Analysis of Experimental Data (Mechanical/Aerospace Engineering)  551
Problems  553
Epilogue: Part five  563

Chapter 21

Newton-Cotes Integration Formulas  584
21.1 The Trapezoidal Rule  586
21.2 Simpson’s Rules  596
21.3 Integration with Unequal Segments  605
21.4 Open Integration Formulas  608
21.5 Multiple Integrals  608
Problems  610

Chapter 22

Integration of Equations  613
22.1 Newton-Cotes Algorithms for Equations  613
22.2 Romberg Integration  615
22.3 Gauss Quadrature  620
22.4 Improper Integrals  627
Problems  631

Chapter 23

Numerical Differentiation  632
23.1 High-Accuracy Differentiation Formulas  632
23.2 Richardson Extrapolation  635
23.3 Derivatives of Unequally Spaced Data  637
23.4 Derivatives and Integrals for Data with Errors  638
23.5 Numerical Integration/Differentiation with Libraries and Packages  639
Problems  643

Chapter 24

Engineering Applications: Numerical Integration and Differentiation  646
24.1 -Integration to Determine the Total Quantity of Heat (Chemical/Bio Engineering)  646
24.2 -Effective Force on the Mast of a Racing Sailboat (Civil/Environmental Engineering)  648
24.3 -Root-Mean-Square Current by Numerical Integration (Electrical Engineering)  650
24.4 -Numerical Integration to Compute Work (Mechanical/Aerospace Engineering)  653
Problems  657
Epilogue: Part six  667

Chapter 25

Runge-Kutta Methods  681
25.1 Euler’s Method  682
25.2 Improvements of Euler’s Method  693
25.3 Runge-Kutta Methods  701
25.4 Systems of Equations  711
25.5 Adaptive Runge-Kutta Methods  716
Problems  724

Chapter 26

Stiffness and Multistep Methods  726
26.1 Stiffness  726
26.2 Multistep Methods  730
Problems  750

Chapter 27

Boundary-Value and Eigenvalue Problems  752
27.1 General Methods for Boundary-Value Problems  753
27.2 Eigenvalue Problems  759
27.3 ODEs and Eigenvalues with Libraries and Packages  771
Problems  779

Chapter 28

Engineering Applications: Ordinary Differential Equations  781
28.1 -Using ODEs to Analyze the Transient Response of a Reactor (Chemical/Bio Engineering)  781
28.2 Predator-Prey Models and Chaos (Civil/Environmental Engineering)  788
28.3 Simulating Transient Current for an Electric Circuit (Electrical Engineering)  792
28.4 The Swinging Pendulum (Mechanical/Aerospace Engineering)  797
Problems  801
Epilogue: Part seven  808

Chapter 29

Finite Difference: Elliptic Equations  820
29.1 The Laplace Equation  820
29.2 Solution Techniques  822
29.3 Boundary Conditions  828
29.4 The Control-Volume Approach  834
29.5 Software to Solve Elliptic Equations  837
Problems  838

Chapter 30

Finite Difference: Parabolic Equations  840
30.1 The Heat Conduction Equation  840
30.2 Explicit Methods  841
30.3 A Simple Implicit Method  845
30.4 The Crank-Nicolson Method  849
30.5 Parabolic Equations in Two Spatial Dimensions  852
Problems  855

Chapter 31

Finite-Element Method  857
31.1 The General Approach  858
31.2 Finite-Element Application in One Dimension  862
31.3 Two-Dimensional Problems  871
31.4 Solving PDEs with Libraries and Packages  875
Problems  881

Chapter 32

Engineering Applications: Partial Differential Equations  884
32.1 -One-Dimensional Mass Balance of a Reactor (Chemical/BioEngineering)  884
32.2 Deflections of a Plate (Civil/Environmental Engineering)  888
32.3 Two-Dimensional Electrostatic Field Problems (Electrical Engineering)  890
32.4 -Finite-Element Solution of a Series of Springs (Mechanical/Aerospace Engineering)  893
Problems  797
Epilogue: Part eight  899


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