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Numerical
Methods for
Engineers
E IG H TH ED ITION
Steven C. Chapra
Berger Chair in Computing and Engineering
Tufts University
Raymond P. Canale
Professor Emeritus of Civil Engineering
University of Michigan
CHAPTER 11
Special Matrices and Gauss-Seidel 305
11.1 Special Matrices 305
11.2 Gauss-Seidel 309
11.3 Linear Algebraic Equations with Software Packages 316
Problems 321
CHAPTER 12
Case Studies: Linear Algebraic Equations 325
12.1 Steady-State Analysis of a System of Reactors (Chemical/Bio
Engineering) 325
12.2 Analysis of a Statically Determinate Truss (Civil/Environmental
Engineering) 328
12.3 Currents and Voltages in Resistor Circuits (Electrical
Engineering) 332
12.4 Spring-Mass Systems (Mechanical/Aerospace Engineering) 334
Problems 337
PART FOUR
OPTIMIZATION 350 PT4.1 Motivation 350
PT4.2 Mathematical Background 355
PT4.3 Orientation 357
CHAPTER 13
One-Dimensional Unconstrained Optimization 360
13.1 Golden-Section Search 361
13.2 Parabolic Interpolation 368
13.3 Newton’s Method 370
13.4 Brent’s Method 371
Problems 373
CHAPTER 14
Multidimensional Unconstrained Optimization 375
14.1 Direct Methods 376
14.2 Gradient Methods 380
Problems 393
CHAPTER 15
Constrained Optimization 395
15.1 Linear Programming 395
15.2 Nonlinear Constrained Optimization 406
15.3 Optimization with Software Packages 407
Problems 418
CHAPTER 16
Case Studies: Optimization 421
16.1 Least-Cost Design of a Tank (Chemical/Bio Engineering) 421
16.2 Least-Cost Treatment of Wastewater (Civil/Environmental Engineering) 426
16.3 Maximum Power Transfer for a Circuit (Electrical Engineering) 430
16.4 Equilibrium and Minimum Potential Energy (Mechanical/Aerospace
Engineering) 434
Problems 436
PART FIVE
CURVE FITTING 447 PT5.1 Motivation 447
PT5.2 Mathematical Background 449
PT5.3 Orientation 458
CHAPTER 17
Least-Squares Regression 462
17.1 Linear Regression 462
17.2 Polynomial Regression 478
17.3 Multiple Linear Regression 482
17.4 General Linear Least Squares 485
17.5 Nonlinear Regression 489
Problems 493
CHAPTER 18
Interpolation 496
18.1 Newton’s Divided-Difference Interpolating Polynomials 497
18.2 Lagrange Interpolating Polynomials 508
18.3 Coefficients of an Interpolating Polynomial 513
18.4 Inverse Interpolation 513
18.5 Additional Comments 514
18.6 Spline Interpolation 517
18.7 Multidimensional Interpolation 529
Problems 531
CHAPTER 19
Fourier Approximation 535
19.1 Curve Fitting with Sinusoidal Functions 536
19.2 Continuous Fourier Series 542
19.3 Frequency and Time Domains 545
19.4 Fourier Integral and Transform 549
19.5 Discrete Fourier Transform (DFT) 551
19.6 Fast Fourier Transform (FFT) 554
19.7 The Power Spectrum 560
19.8 Curve Fitting with Software Packages 561
Problems 570
CHAPTER 20
Case Studies: Curve Fitting 572
20.1 Fitting Enzyme Kinetics (Chemical/Bio Engineering) 572
20.2 Use of Splines to Estimate Heat Transfer (Civil/Environmental
Engineering) 576
20.3 Fourier Analysis (Electrical Engineering) 578
20.4 Analysis of Experimental Data (Mechanical/Aerospace
Engineering) 579
Problems 581
PART SIX
NUMERICAL PT6.1 Motivation 596
DIFFERENTIATION PT6.2 Mathematical Background 606
AND PT6.3 Orientation 608
INTEGRATION 596
CHAPTER 21
Newton-Cotes Integration Formulas 612
21.1 The Trapezoidal Rule 614
21.2 Simpson’s Rules 624
21.3 Integration with Unequal Segments 633
21.4 Open Integration Formulas 636
21.5 Multiple Integrals 636
Problems 638
CHAPTER 22
Integration of Equations 642
22.1 Newton-Cotes Algorithms for Equations 642
22.2 Romberg Integration 643
22.3 Adaptive Quadrature 649
22.4 Gauss Quadrature 651
22.5 Improper Integrals 659
22.6 Monte Carlo Integration 662
Problems 664
CHAPTER 23
Numerical Differentiation 667
23.1 High-Accuracy Differentiation Formulas 667
23.2 Richardson Extrapolation 670
23.3 Derivatives of Unequally Spaced Data 672
23.4 Derivatives and Integrals for Data with Errors 673
23.5 Partial Derivatives 674
23.6 Numerical Integration/Differentiation with Software Packages 675
Problems 682
CHAPTER 24
Case Studies: Numerical Integration and Differentiation 685
24.1 Integration to Determine the Total Quantity of Heat (Chemical/Bio
Engineering) 685
24.2 Effective Force on the Mast of a Racing Sailboat (Civil/Environmental
Engineering) 687
24.3 Root-Mean-Square Current by Numerical Integration (Electrical
Engineering) 689
24.4 Numerical Integration to Compute Work (Mechanical/Aerospace
Engineering) 692
Problems 696
PART SEVEN
ORDINARY PT7.1 Motivation 711
DIFFERENTIAL PT7.2 Mathematical Background 715
EQUATIONS 711 PT7.3 Orientation 717
CHAPTER 25
Runge-Kutta Methods 721
25.1 Euler’s Method 722
25.2 Improvements of Euler’s Method 733
25.3 Runge-Kutta Methods 741
25.4 Systems of Equations 751
25.5 Adaptive Runge-Kutta Methods 756
Problems 764
CHAPTER 26
Stiffness and Multistep Methods 767
26.1 Stiffness 767
26.2 Multistep Methods 771
Problems 791
CHAPTER 27
Boundary-Value and Eigenvalue Problems 793
27.1 General Methods for Boundary-Value Problems 794
27.2 Eigenvalue Problems 801
27.3 ODEs and Eigenvalues with Software Packages 813
Problems 820
CHAPTER 28
Case Studies: Ordinary Differential Equations 823
28.1 Using ODEs to Analyze the Transient Response of a Reactor
(Chemical/Bio Engineering) 823
28.2 Predator-Prey Models and Chaos (Civil/Environmental Engineering) 830
28.3 Simulating Transient Current for an Electric Circuit (Electrical Engineering) 834
28.4 The Swinging Pendulum (Mechanical/Aerospace Engineering) 839
Problems 843
PART EIGHT
PARTIAL PT8.1 Motivation 858
DIFFERENTIAL PT8.2 Orientation 862
EQUATIONS 858
CHAPTER 29
Finite Difference: Elliptic Equations 865
29.1 The Laplace Equation 865
29.2 Solution Technique 867
29.3 Boundary Conditions 873
29.4 The Control-Volume Approach 879
29.5 Software to Solve Elliptic Equations 882
Problems 883
CHAPTER 30
Finite Difference: Parabolic Equations 886
30.1 The Heat-Conduction Equation 886
30.2 Explicit Methods 887
30.3 A Simple Implicit Method 891
30.4 The Crank-Nicolson Method 895
30.5 Parabolic Equations in Two Spatial Dimensions 898
Problems 901
CHAPTER 31
Finite-Element Method 903
31.1 The General Approach 904
31.2 Finite-Element Application in One Dimension 908
31.3 Two-Dimensional Problems 917
31.4 Solving PDEs with Software Packages 921
Problems 925
CHAPTER 32
Case Studies: Partial Differential Equations 928
32.1 One-Dimensional Mass Balance of a Reactor (Chemical/Bio
Engineering) 928
32.2 Deflections of a Plate (Civil/Environmental Engineering) 932
32.3 Two-Dimensional Electrostatic Field Problems (Electrical
Engineering) 934
32.4 Finite-Element Solution of a Series of Springs
(Mechanical/Aerospace Engineering) 937
Problems 941
BIBLIOGRAPHY 967
INDEX 970
It has been over thirty years since we published the first edition of this book. Over that period,
our original contention that numerical methods and computers would figure more prominently
in the engineering curriculum—particularly in the early parts—has been dramatically borne
out. Many universities now offer freshman, sophomore, and junior courses in both introductory
computing and numerical methods. In addition, many of our colleagues are integrating
computer-oriented problems into other courses at all levels of the curriculum. Thus, this new
edition is still founded on the basic premise that student engineers should be provided with a
strong and early introduction to numerical methods. Consequently, we have endeavored to
maintain many of the features that made previous editions accessible to both lower- and upper-
level undergraduates. These include:
∙ Problem Orientation. Engineering students learn best when they are motivated by
problems. This is particularly true for mathematics and computing. Consequently, we
have approached numerical methods from a problem-solving perspective.
∙ Student-Oriented Pedagogy. We have developed several features to make this book
as student-friendly as possible. These include the overall organization, the use of
introductions and epilogues to consolidate major topics and the extensive use of
worked examples and case studies from all areas of engineering. We have also endeav-
ored to keep our explanations straightforward and oriented practically.
∙ Computational Tools. We empower our students by helping them utilize the standard
“point-and-shoot” numerical problem-solving capabilities of packages like Excel,
MATLAB, and Mathcad software. However, students are also shown how to develop
simple, well-structured programs to extend the base capabilities of those environ-
ments. This knowledge carries over to standard programming languages such as Visual
Basic, C/C++, Python, and modern versions of Fortran. We believe that the deem-
phasis of computer programming represents a “dumbing down” of the engineering
curriculum. The bottom line is that if engineers are not content to be tool limited,
they will have to write code. Only now they may be called “macros” or “scripts.” This
book is designed to empower them to do that.
Beyond these original principles, the eighth edition includes new material on cubic splines,
Monte Carlo integration, and supplementary material on hyperbolic partial differential
equations. It also has new and expanded problem sets. Many of the problems have been
modified so that they yield different numerical solutions from previous editions. In addition,
a variety of new problems have been included.
As always, our primary intent in writing this book is to provide students with a sound
introduction to numerical methods. We believe that motivated students who enjoy numer-
ical methods, computers, and mathematics will, in the end, make better engineers. If our
book fosters an enthusiasm for these subjects, we will consider our efforts a success.
xv
MODELING, COMPUTERS,
AND ERROR ANALYSIS
PT1.1 MOTIVATION
Numerical methods are techniques by which mathematical problems are formulated so
that they can be solved with arithmetic operations. Although there are many kinds of
numerical methods, they have one common characteristic: they invariably involve large
numbers of tedious arithmetic calculations. It is little wonder that with the development
of fast, efficient digital computers, the role of numerical methods in engineering problem
solving has increased dramatically in recent years.
FORMULATION
FORMULATION
In-depth exposition
Fundamental
of relationship of
laws explained
problem to fundamental
briefly
laws
SOLUTION
SOLUTION
Elaborate and often
Easy-to-use
FIGURE PT1.1 complicated method to
computer
The three phases of engineer- make problem tractable
method
ing problem solving in (a) the
precomputer and (b) the
computer era. The sizes of the
boxes indicate the level of
emphasis directed toward each INTERPRETATION INTERPRETATION
phase. Computers facilitate the
implementation of solution In-depth analysis Ease of calculation
limited by time- allows holistic thoughts
techniques and thus allow
consuming solution and intuition to develop;
more emphasis to be placed system sensitivity and behavior
on the creative aspects of can be studied
problem formulation and inter-
pretation of results. (a) (b)