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Applied Numerical page i
Methods
with MATLAB® for Engineers and
Scientists
Fifth Edition
Steven C. Chapra
Emeritus Professor and Louis Berger Chair Tufts University
page ii
1 2 3 4 5 6 7 8 9 LCR 27 26 25 24 23 22
ISBN 978-1-265-14822-5
MHID 1-265-14822-8
The Internet addresses listed in the text were accurate at the time of
publication. The inclusion of a website does not indicate an
endorsement by the authors or McGraw Hill LLC, and McGraw Hill
LLC does not guarantee the accuracy of the information presented at
these sites.
mheducation.com/highered
To page iii
My brothers,
John and Bob Chapra
and
Preface xii
CHAPTER 1
Mathematical Modeling, Numerical Methods,
and Problem Solving 4
1.1 A Simple Mathematical Model 5
1.2 Conservation Laws in Engineering and
Science 12
1.3 Numerical Methods Covered in This Book 13
1.4 Case Study: It’s a Real Drag 17
Problems 20
CHAPTER 2
MATLAB Fundamentals 27
2.1 The Matlab Environment 28
2.2 Assignment 29
2.3 Mathematical Operations 36
2.4 Use of Built-In Functions 39
2.5 Graphics 42
2.6 Other Resources 46
2.7 Case Study: Exploratory Data Analysis 46
Problems 49
CHAPTER 3
Programming with MATLAB 53
3.1 M-Files 54
3.2 Input-output 61
CHAPTER 4
Roundoff and Truncation Errors 100
4.1 Errors 101
4.2 Roundoff Errors 107
4.3 Truncation Errors 116
4.4 Total Numerical Error 127
4.5 Blunders, Model Errors, and Data Uncertainty
132
Problems 133
CHAPTER 5
Roots: Bracketing Methods 140
5.1 Roots in Engineering and Science 141
5.2 Graphical Methods 142
5.3 Bracketing Methods and Initial Guesses 143
5.4 Bisection 148
5.5 False Position 154
5.6 Case Study: Greenhouse Gases and
Rainwater 158
Problems 161
CHAPTER 6
Roots: Open Methods 166
6.1 Simple Fixed-Point Iteration 167
6.2 The Wegstein Method 173
6.3 Newton-Raphson 177
6.4 Secant Methods 182
6.5 Brent’s Method 184
6.6 Matlab Function: fzero 189
6.7 Polynomials 191
6.8 Case Study: Pipe Friction 194
Problems 199
Optimization 206
7.1 Introduction and Background 207
7.2 One-Dimensional Optimization 210
7.3 Multidimensional Optimization 219
7.4 Case Study: Equilibrium and Minimum
Potential Energy 221
Problems 223
CHAPTER 8
Linear Algebraic Equations and Matrices 235
8.1 Matrix Algebra Overview 237
8.2 Solving Linear Algebraic Equations with
Matlab 246
8.3 Case Study: Currents and Voltages in
Circuits 248
Problems 252
CHAPTER 9
Gauss Elimination 256
9.1 Solving Small Numbers of Equations 257
9.2 Naive Gauss Elimination 262
9.3 Pivoting 269
9.4 Tridiagonal Systems 272
9.5 Case Study: Model of a Heated Rod 275
Problems 278
CHAPTER 10
LU Factorization 284
10.1 Overview of Lu Factorization 285
10.2 Gauss Elimination as Lu Factorization 286
10.3 Cholesky Factorization 293
10.4 Matlab Left Division 296
Problems 297
CHAPTER 13
Eigenvalues 336
13.1 Eigenvalues and Eigenvectors—The Basics
338
13.2 Applications of Eigenvalues and
Eigenvectors 341
13.3 Physical Settings—Mass-Spring Systems 347
13.4 The Power Method 350
13.5 MATLAB Function: eig 352
13.6 Case Study: Eigenvalues and Earthquakes
353
Problems 356
CHAPTER 14
Linear Regression 362
14.1 Statistics Review 364
14.2 Random Numbers and Simulation 369
14.3 Linear Least-Squares Regression 374
14.4 Linearization of Nonlinear Relationships 382
14.5 Computer Applications 386
14.6 Case Study: Enzyme Kinetics 389
Problems 394
CHAPTER 15 page ix
CHAPTER 16
Fourier Analysis 420
16.1 Curve Fitting with Sinusoidal Functions 421
16.2 Continuous Fourier Series 427
16.3 Frequency and Time Domains 430
16.4 Fourier Integral and Transform 431
16.5 Discrete Fourier Transform (DFT) 434
16.6 The Power Spectrum 439
16.7 Case Study: Sunspots 441
Problems 442
CHAPTER 17
Polynomial Interpolation 445
17.1 Introduction to Interpolation 446
17.2 Newton Interpolating Polynomial 449
17.3 Lagrange Interpolating Polynomial 457
17.4 Inverse Interpolation 460
17.5 Extrapolation and Oscillations 461
Problems 465
CHAPTER 18
Splines and Piecewise Interpolation 469
18.1 Introduction to Splines 469
18.2 Linear Splines 471
18.3 Quadratic Splines 475
18.4 Cubic Splines 478
18.5 Piecewise Interpolation in MATLAB 484
18.6 Multidimensional Interpolation 489
18.7 Smoothing of Data Series 491
18.8 Case Study: Heat Transfer 501
Problems 505
page x
CHAPTER 19
Numerical Integration Formulas 514
19.1 Introduction and Background 515
19.2 Newton-Cotes Formulas 518
19.3 The Trapezoidal Rule 520
19.4 Simpson’s Rules 527
19.5 Higher-Order Newton-Cotes Formulas 533
19.6 Integration with Unequal Segments 534
19.7 Open Methods 538
19.8 Multiple Integrals 538
19.9 Case Study: Computing Work with
Numerical Integration 541
Problems 544
CHAPTER 20
Numerical Integration of Functions 550
20.1 Introduction 550
20.2 Romberg Integration 551
20.3 Gauss Quadrature 556
20.4 Adaptive Quadrature 563
20.5 Case Study: Root-Mean-Square Current
566
Problems 570
CHAPTER 21
Numerical Differentiation 574
21.1 Introduction and Background 575
21.2 High-Accuracy Differentiation Formulas 579
21.3 Richardson Extrapolation 582
21.4 Tangent Line Differentiation of Functions
584
21.5 Derivatives of Unequally Spaced Data 587
21.6 Differentiation of Noisy Data 590
21.7 Partial Derivatives 596
21.8 Numerical Differentiation with Matlab 596
21.9 Case Study: Visualizing Fields 601
Problems 603
page xi
CHAPTER 22
Initial-Value Problems 615
22.1 Overview 617
22.2 Euler’s Method 617
22.3 Improvements of Euler’s Method 623
22.4 Runge-Kutta Methods 629
22.5 Systems of Equations 634
22.6 Case Study: Predator-Prey Models and
Chaos 640
Problems 645
CHAPTER 23
Adaptive Methods and Stiff Systems 651
23.1 Adaptive Runge-Kutta Methods 651
23.2 Multistep Methods 660
23.3 Stiffness 664
23.4 Matlab Application: Bungee Jumper with
Cord 670
23.5 Case Study: Pliny’s Intermittent Fountain
671
Problems 676
CHAPTER 24
Boundary-Value Problems 682
24.1 Introduction and Background 683
24.2 The Shooting Method 687
24.3 Finite-Difference Methods 694
24.4 MATLAB Function: bvp4c 701
Problems 704
Steven C. Chapra
Tufts University
Medford, Massachusetts
steven.chapra@tufts.edu
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page 1
PART ONE
1.1 MOTIVATION
What are numerical methods and why should you study them?
Numerical methods are techniques by which mathematical
problems are formulated so that they can be solved with arithmetic
and logical operations. Because digital computers excel at
performing such operations, numerical methods are sometimes
referred to as computer mathematics.
In the pre–computer era, the time and drudgery of implementing
such calculations seriously limited their practical use. However, with
the advent of fast, inexpensive digital computers, the role of
numerical methods in engineering and scientific problem solving has
exploded. Because they figure so prominently in much of our work, I
believe that numerical methods should be a part of every engineer’s
and scientist’s basic education. Just as we all must have solid
foundations in the other areas of mathematics and science, we
should also have a fundamental understanding of numerical
methods. In particular, we should have a solid appreciation of both
their capabilities and their limitations.
Beyond contributing to your overall education, there are several
additional reasons why you should study numerical methods:
page 2
3. Many problems cannot be approached using canned programs.
If you are conversant with numerical methods, and are adept at
computer programming, you can design your own programs to
solve problems without having to buy or commission expensive
software.
4. Numerical methods are an efficient vehicle for learning to use
computers. Because numerical methods are expressly designed
for computer implementation, they are ideal for illustrating the
computer’s powers and limitations. When you successfully
implement numerical methods on a computer, and then apply
them to solve otherwise intractable problems, you will be
provided with a dramatic demonstration of how computers can
serve your professional development. At the same time, you will
also learn to acknowledge and control the errors of
approximation that are part and parcel of large-scale numerical
calculations.
5. Numerical methods provide a vehicle for you to reinforce your
understanding of mathematics. Because one function of
numerical methods is to reduce higher mathematics to basic
arithmetic operations, they get at the “nuts and bolts” of some
otherwise obscure topics. Enhanced understanding and insight
can result from this alternative perspective.
This book is divided into six parts. The latter five parts focus on the
major areas of numerical methods. Although it might be tempting to
jump right into this material, Part One consists of four chapters
dealing with essential background material.
Chapter 1 provides a concrete example of how a numerical
method can be employed to solve a real problem. To do this, we
develop a mathematical model of a free-falling bungee jumper. The
model, which is based on Newton’s second law, results in an
ordinary differential equation. After first using calculus to develop a
closed-form solution, we then show how a comparable solution can
be generated with a simple numerical method. We end the chapter
with an overview of the major areas of numerical methods that we
cover in Parts Two through Six.
Chapters 2 and 3 provide an introduction to the MATLAB®
software environment. Chapter 2 deals with the standard way of
operating MATLAB by entering commands one at a time in the so-
called calculator, or command, mode. This interactive mode provides
a straightforward means to orient you to the environment and
illustrates how it is used for common operations such as performing
calculations and creating plots.
CHAPTER OBJECTIVES
The primary objective of this chapter is to provide you with a
concrete idea of what numerical methods are and how they relate
to engineering and scientific problem solving. Specific objectives
and topics covered are
FIGURE 1.1
Forces acting on a free-falling bungee jumper.
You know from your studies of physics that the acceleration should
be equal to the ratio of the force to the mass (Newton’s second law).
Based on this insight and your knowledge of physics and fluid
mechanics, you develop the following mathematical model for the
rate of change of velocity with respect to time,
page 5
where F is the net force acting on the body (N, or kg m/s2), m is the
mass of the object (kg), and a is its acceleration (m/s2).
The second law can be recast in the format of Eq. (1.1) by page 6
merely dividing both sides by m to give
where υ is velocity (in meters per second). Thus, the rate of change
of the velocity is equal to the net force acting on the body
normalized to its mass. If the net force is positive, the object will
accelerate. If it is negative, the object will decelerate. If the net
force is zero, the object’s velocity will remain at a constant level.
Next, we will express the net force in terms of measurable
variables and parameters. For a body falling within the vicinity of the
earth, the net force is composed of two opposing forces: the
downward pull of gravity FD and the upward force of air resistance
FU (Fig. 1.1):
Note that Eq. (1.9) is cast in the general form of Eq. (1.1), where
υ(t) is the dependent variable, t is the independent variable, cd and
m are parameters, and g is the forcing function.
FIGURE 1.2
The analytical solution for the bungee jumper problem as computed in Example
1.1. Velocity increases with time and asymptotically approaches a terminal
velocity.
Equation (1.9) is called an analytical or closed-form page 9
solution because it exactly satisfies the original differential
equation. Unfortunately, there are many mathematical models that
cannot be solved exactly. In many of these cases, the only
alternative is to develop a numerical solution that approximates the
exact solution.
Numerical methods are those in which the mathematical problem
is reformulated so it can be solved by arithmetic operations. This can
be illustrated for Eq. (1.8) by realizing that the time rate of change
of velocity can be approximated by (Fig. 1.3):
FIGURE 1.3
The use of a finite difference to approximate the first derivative of υ with respect
to t.
where Δυ and Δt are differences in velocity and time computed over
finite intervals, υ(ti) is velocity at an initial time ti, and υ(ti+1) is
velocity at some later time ti+1. Note that dυ/dt ≅ Δυ/Δt is
approximate because Δt is finite. Remember from calculus that
The results are plotted in Fig. 1.4 along with the exact solution. We
can see that the numerical method captures the essential features
of the exact solution. However, because we have employed
straight-line segments to approximate a continuously curving
function, there is some discrepancy between the two results. One
way to minimize such discrepancies is to use a smaller step size.
For example, applying Eq. (1.12) at 1-s intervals results in a
smaller error, as the straight-line segments track closer to the true
solution. Using hand calculations, the effort associated with using
smaller and smaller step sizes would make such numerical
solutions impractical. However, with the aid of the computer, large
numbers of calculations can be performed easily. Thus, you can
accurately model the velocity of the jumper without having to solve
the differential equation exactly.
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The Project Gutenberg eBook of The Boy
Scouts of Woodcraft Camp
This ebook is for the use of anyone anywhere in the United
States and most other parts of the world at no cost and with
almost no restrictions whatsoever. You may copy it, give it away
or re-use it under the terms of the Project Gutenberg License
included with this ebook or online at www.gutenberg.org. If you
are not located in the United States, you will have to check the
laws of the country where you are located before using this
eBook.
Illustrator: C. S. Corson
Language: English
By
Thornton W. Burgess
Author of
The Boy Scouts on Swift River
The Boy Scouts on Lost Trail
The Boy Scouts in a Trapper’s Camp
Illustrated by C. S. Corson
The light breeze which had lifted the mist at Upper Chain had
dropped to a dead calm, and when Walter followed the guide from
the train down to the landing on Upper Lake not a ripple broke its
placid surface. As far as he could see it lay like a great magic mirror,
the heavily-wooded shores reflected so clearly that the inverted
forest appeared no less real than the original, so marvelously
counterfeited. In every direction mountain succeeded mountain, for
the most part clothed to their summits with the variegated green of
the mighty woodland growth, the somber spruce of the higher
slopes, black against the lighter green of yellow and white birch,
maple and ash, which had reclaimed to the wilderness the vast
tracts ruthlessly laid bare by reckless lumbering twenty years before.
One of the nearer mountains was crowned with bare, exposed
ledges to which clung a few unsightly blasted trunks, mute
witnesses to the devastation wrought by fire.
By a peculiar optical effect produced by the angle of light in a dead
calm at that time of the day, floating objects appeared magnified to
many times their actual size, so that a launch some two miles
distant, whose rapid put-put had drawn their attention when they
first stepped from the train, appeared to be less than half that
distance away.
Big Jim looked at it long and steadily, shading his eyes with a big
hand.
“Thet’s ‘Woodcraft Girl’ all right,” he said, “and I reckon they’re
comin’ down fer us. Yer make yerself t’ home, son, while I run back
up yonder t’ th’ hotel and rastle up some grub. We’ll be some hungry
before we reach camp if I don’t.”
Walter seated himself on the end of the pier and drank in the beauty
of the exquisite scene. Alongside a little mail boat was getting up
steam, her crew busily stowing away express packages and supplies
of all kinds for the various camps and hotels scattered along the
lake. Half a dozen passengers were already aboard. Two Adirondack
skiffs, each pulled by a brawny guide, a fisherman lolling at ease in
the stern, were just setting out for the fishing grounds. All was
hustle and activity, in strange contrast with the quiet lake and the
majestic calm of the mountains.
In a few minutes Big Jim returned with some sandwiches, which
they promptly disposed of while they waited for the approaching
launch. It was now near enough for Walter to make out the blue
pennant with the magic words “Woodcraft Camp” fluttering at the
bow, and a moment later there came a joyous hail of “Oh, you Jim!”
from the figure in the bow, followed by a wild waving of a small
megaphone.
“Oh, you Bob!” bellowed the big guide, swinging his hat.
The launch drew in rapidly and was deftly laid alongside. From it
sprang two young fellows of seventeen or eighteen, in olive khaki
trousers, flannel shirts and soft-brimmed hats, who straightway fell
upon Walter’s companion and pounded and thumped him and shook
both hands at once, and were pounded and thumped in return.
When their somewhat noisy demonstration was over the one whom
Jim had called Bob turned to Walter and held out his hand. “Guess
your name is Upton, isn’t it?” he inquired with a pleasant smile. “My
name is Seaforth, and this is Louis Woodhull, the best fellow in
Woodcraft Camp. Dr. Merriam sent us down to look for you, but I
see you were already in good company. The doctor was some
worried for fear you might have missed connections at Upper Chain,
but if he’d known that you were trailing in company with this old son
of the backwoods his mind would have been easy. Jim, you great big
stick of seasoned timber, it sure does a fellow good to look at you.
Stow this young fellow and the duffle in the launch while I get the
mail and do some errands, and we’ll be off. The whole camp’s a-
looking for you, though they don’t expect you till to-morrow. You’re
sure needed. Ed Mulligan is guiding over on Big Moose and won’t be
with us this year, but his younger brother, Tom, is taking his place,
and I guess he’ll make good.”
Bob’s errands were soon done, the supplies, duffle and mail pouch
stowed away in the launch, and her nose pointed down the lake.
Bob took the wheel, while Louis ran the engine. Walter was up
forward, “to be properly impressed,” as Bob put it. And if that was
really the object in giving him the best post of observation, its
success left nothing to be desired.
With eager eyes he drank in the wonderful panorama constantly
unfolding—as the launch sped swiftly over the lake. Here the lake
was less than half a mile wide, then abruptly it opened up great
bays which made it more than twice that width from shore to shore.
How he longed to explore those bays and coves! Two big summer
hotels on commanding bluffs were passed, showing but little life as
yet, for the season had not fairly opened. On rocky points, or half
hidden in sheltering coves, he caught glimpses of summer “camps,”
most of them built of logs, but in many cases little short of palatial,
and the boy’s lips curled with scorn at this travesty of wealth upon
the simple life. Gradually the camps became fewer and farther apart
until only an occasional lean-to or a tent now and then, clinging on
the very edge of the forest, was evidence of man’s invasion, and
Walter felt that now in truth he was entering the wilds.
From the good-natured chaff and talk of his companions he gathered
that Big Jim had been chief guide at Woodcraft Camp ever since this
famous school in the woods had been started, and that the two
young men had been among his earliest pupils. With eager ears he
drank in their talk of fish and lures, of deer, rifles and hunting lore.
Occasionally, as they skirted an island or ran around a sunken reef,
one or another would recall a famous catch of bass or a big laker
taken there.
Of the two young men, Seaforth was the more talkative. He was
dark, with sparkling black eyes and a merry, likable face, which, for
all its irrepressible good-humor, had in it a strength and purpose
which denoted a solid foundation of character. He was broad-
shouldered, deep-chested, finely-developed, a splendid type of
young American manhood.
His chum was rather slight in build, but wiry, with light hair and a
rather thin, clean, serious face which gave the impression of
tremendous nervous energy habitually under control. He took but
little part in the conversation, but his quiet smile at the sallies
between Bob and the guide was of a peculiarly winsome sweetness.
His slight reserve drew rather than repelled Walter, who instinctively
felt that the friendship of Louis Woodhull was something well worth
the winning.
They had now come some twelve miles down the lake, and presently
Bob pointed out a long pier jutting out from the eastern shore, and
beyond it, just to the left of a giant pine, a flagstaff from which Old
Glory was fluttering limply in the light breeze just beginning to ripple
the surface of the lake.
“There you are, Upton, your first glimpse of Woodcraft,” he said. “I
hope you’ll——”
But what he hoped Walter never knew. A shrill “Hy-i-i-i-i! We want
that tenderfoot!” cut him short, as a canoe manned by two
youngsters of about Walter’s own age shot out from an island the
launch was just passing. Both boys were in trunks and jerseys and
paddling like mad to intercept the launch. Suddenly the one in the
stern caught sight of the guide. For an instant he stopped paddling,
while a look of pleased surprise passed over his face, and then with
a wild yell of “Jim, oh, you Jim!” he redoubled his efforts.
Seaforth put the wheel over to port a couple of spokes. “No you
don’t, Billy!” he called with a grin. “This boat carries Uncle Sam’s
mail, and it can’t stop to pick up tows.”
“Aw, Louis, slow her down, won’t you?” begged Billy.
Louis smiled good-naturedly; but the engine slowed down not a bit.
“Ta-ta,” called Bob. “The Indian attack is foiled, Billy. I’m ashamed of
you! Your paddling is abominable. Where’s that new stroke that’s
going to win the championship? See you later.”
And then it happened. One moment two boys were frantically
digging up the water with their paddles and the next a canoe was
floating bottom up, one boy white-faced and frightened, clinging to
the bow, and the other, with a malicious grin on his freckled face,
swimming at the stern.
The instant it happened Seaforth put the wheel hard over and,
describing a short circle, headed for the canoe. Walter’s heart had
been in his mouth, but the others seemed not a bit disturbed. Louis
stopped the launch, and while the guide righted and emptied the
canoe, he and Seaforth hauled the victims aboard.
“You little beggar!” growled Bob as he grabbed Billy by the slack of
his jersey, “I’ve a mind to duck you until you howl for mercy. You did
that purposely.”
Billy grinned. “You didn’t suppose I was going to let you land Big Jim
and I not be there, did you?” he asked.
“That’s all right, Billy, but this is going to be reported,” broke in
Louis.
“Don’t, please don’t, Louis,” begged the culprit.
“Sorry, son, but it’s got to be. We love you, Billy, and because we
love you we’re going to report. You addle-pated little scamp, when
will you ever learn that whatever risks a man may run himself he has
no right to involve others in danger? How did you know that Allen
there would be able to take care of himself, plunged unexpectedly
into the water? He’s been in camp only three days, so what did you
know of his powers of resource? No, my son, we hate to tell tales,
but we’ve a duty to you to perform, so prepare to pay the penalty.”
The launch was now once more under way with the canoe in tow.
Walter was duly introduced to the penitent Billy and his victim, Harry
Allen, like himself a new recruit and therefore a tenderfoot.
Several boys had gathered on the pier to size up any newcomers the
launch might bring, and Walter felt himself the target for a battery of
eyes. The ordeal was light, however, compared with what it would
have been at nightfall or earlier in the day, for it was now nine
o’clock and the boys were largely scattered in the duties and
pursuits of camp life.
As the launch was made fast Billy whispered, “Here comes Dr.
Merriam; isn’t he a peach?”
Walter looked up with just a little feeling of awe to see the man of
whom he had heard so much—a scientist, explorer, author and
lecturer, honored by many scientific societies and institutions of
learning both at home and abroad, and now content to bury himself
in the north woods as the founder and head of the most unique
school in the world—a school with a purpose which was, as he
himself whimsically expressed it, “to make big men of little boys.”
Woodcraft Camp was the outgrowth of years of study and
observation of boy life and the needs of the tremendous army of
youth annually turned loose upon the country for three months of
idleness and mischief. It was, in effect, a vacation school, so cleverly
masked in the guise of a camp that probably not one among the
pupils, save a few of the older boys, recognized it as such. Its
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