CONTENTS

About the Aufhor Prefoce xiii xvii iv

Guided Tour

PanrOur Modeling, Computers, ond Error Anolysis I

l. I Motivofion I 1.2 Port Orgonizotion 2

CHAPTER I
Mothemqticol Modeling, Numericol Methods, ond Problem Solving 4 I .l A Simple M o t h e m o t i cM o lo d e l 5 1.2 Conservotion Lowsin Engineering ond Science 12 1.3 Numericol Methods Covered in ThisBook l3 P r o b l e m s1 7

CHAPTER 2
MATLAB Fundomeniqls 2.1 2.2 2.3 2.4 2.5 2.6 2.7
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20

TheMATIABEnvironmenl21 Assignment 22 Mothemoticol Operotions 27 U s eo f B u i l t l n Functions 30 Groohics 33 OtherResources36 CoseStudy: Explorotory DotoAnolysis 37

rroblems JY

CHAPTER 3
Progromming with MATTAB 42 3.1 M-Files 43 3.2 InputOutput 47

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CONTENTS
dr o g r o m m i n g 3 . 3 S h u c t u r eP 5l 3.4 Nesting ond Indentotion 63 gunction 3 . 5 P o s s i nF to s M-Files66 3.6 CoseStudy: Bungee Velocity 71 Jumper Problems 75

4 CHAPTER
Roundoff qnd Truncotion Errors 79 4.1 ErrorsB0 4.2 Roundoff Errors 84 4.3 Truncotion Errors 92 ,l03 4 . 4 T o t oN l umerico E l rror , o d e lE r r o r so 4.5 Blunders M , n d D o t oU n c e r t o i n t y1 0 8 ,l09 Problems

.|11 PnnrTwo Roots ondOptimizotion

2.1 Overview tll 2.2 Port Orgonizotion I 12

CHAPTER 5
Roois: Brocketing Methods I l4 in Engineerin 5.1 Roots og ndScience I l5 5 . 2 G r o p h i c oM l ethods I l6 ge t h o d s 5.3 Brocketin M o n d I n i t i oG l u e s s e s1 1 7 5 . 4 B i s e c t i o n1 2 2 5.5 Folse Position128 5.6 CoseStudv: Greenhouse Gosesond Roinwoter 132 ,l35 Problems

CHAPTER 6
Roots: Open Methods | 39 6.1 Simple F i x e d - P o iln te i rotion 140 6 . 2 N e w t o n - R o p h s o1 n4 4 6 . 3 S e c o nM t ethods 149 6.4 MATLAB Function f :z e r o r 5 1 6 . 5 P o l v n o m l o l s1 5 4 : i p eF r i c t i o n 1 5 7 6 . 6 C o s eS t u d yP Problems 162

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7 CHAPTER
Optimizofion 166 7.1 Introduciion ond Bockground 167 7 . 2 O n e - D i m e n s i o n o l O p t i m i z o t i1 o7 n0 7 . 3 M u l t i d i m e n s i o n o l O p t i m i z o t i1 o7 n9 Eln e r g y l 8 l m ndMinimum Potentio 7 . 4 C o s eS t u d yE : q u i l i b r i uo P r o b l e m s1 8 3

,|89 PrnrTxnrr Lineor Systems

3.1 Overview 189 3.2 Port Orgonizotion l9l

CHAPTER 8
Lineqr Algebroic Equofions ond Motrices | 93 8.1 MotrixAlgebroOverview 194 Algebroic Equotions with MATLAB 203 Lineor 8.2 Solving in Circuits 205 Currents ond Voltoges 8.3 CoseStudy: Problems 209

9 CHAPTER
Gouss Eliminotion 212 of Equotio sn 2 1 3 9.1 Solving SmolN l umbers E l i m i n o t i o n2 1 8 9 . 2 N o i v eG o u s s 9.3 Pivoting225 9.4 Tridiogono Sly s t e m s2 2 7 9.5 CoseStudy: Model of o HeotedRod 229 Problems 233

IO CHAPTER
[U Foctorizotion 236 237 l0.l Overview of lU Foctorizotion Eliminotio 238 10.2 Gouss on s lU Foctorizotion 244 1 0 . 3 C h o l e s kF yoctorizotion 'l0.4 Left Division 246 MATLAB Problems 247

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CONIENTS

CHAPTER II
Motrix lnverse ond Condition 249 1 i .l TheMotrix lnverse 249 I I .2 ErrorAnolysis ond System Condition 253 I 1 . 3 C o s eS t u d yI A i r P o l l u t i o n2 5 8 :n d o o r Problems 261

CHAPTER I2
Iterotive Methods 264 l2.l Lineor 264 Systems: Gouss-Seidel ,l2.2 N o n l i n e oS r y s t e m s2 7 0 1 2 . 3 C o s eS t u d vC : h e m i c oR l eoctions 277 P r o b l e m s2 7 9

PtrnrFoun Curve Fitting 281

4.1 Overview 281 4.2 Port Orgonizotion 283

CHAPTER I3
Lineor Regression 284 R 13.I Stotistic se v i e w 2 8 6 es gression 1 3 . 2 L i n e oL r e o s t - S q u oR re 292 ,l3.3 Lineorizotion f N o n l i n e oR s0 0 r e l o t i o n s h i p3 1 3 . 4 C o m p u t eA r p p l i c o t i o n s3 0 4 1 3 . 5 C o s eS i u d y E : nzyme K i n e t i c s3 0 7
rroDtems 5 | z
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CHAPTER I4
Generol lineqr Leosf-Squores qnd Nonlineqr Regression 316 1 4 .I P o l y n o m i o Rle g r e s s i o n 3 16 14.2 Multiple L i n e oR r egression 32O 1 4 . 3 G e n e r oL r e o sS l i n e oL t ouores322 14.4 QR Foctorizotion ond the Bockslosh Ooerotor 325 1 4 . 5 N o n l i n e oR e g r e s s i o n 3 2 6 r 1 4 . 6 C o s eS l u d y F : itting S i n u s o i d s3 2 8
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CONIENIS

'I 5.'l lntroduction to Interpotofion336 I5.2 NewronInterpoloring polynomiol 33g polynomiol j: .j tosron9etnrerpoloring 347 rJ.4 tnverse tnterpolotion350 I J.J txkopolotion ondOscillotions 351 Problems 355

t6 cHAPTER
Splines ond piecewise Inferpofofion I 6 . I l n k o d u c t i otn o Splines 359 l o . z L i n e aS r p l i n e s3 6 1 16.3 Quodroiic Splines365 1 6 . 4 C u b i cS p l i n e s 3 6 8 359

374 i 6.6 Multidimensionol Interpolotion 37g l6 Z CoseStudy: HeotTronsfer 3g2 rrobtems 386

Inrerpotorion inMATLAB l9: liTewise

PnnrFvr Infegrotion ond Differentiotion 3g9

5.1 Overview 3g9 5.2 Port Orgonizotion 39O !H,\PTER| 7
Numericof fnfegrofion Formutos Sg2 'l Z.J lnhoduction ond Bocrground 393 I7.2 Newton-Cotes Formutos 396 17.3 TheTropezoidol Rule 39g 17.4 Simpson, su l e s 4 0 5 R 17.5 Higher-Order Newfon_Cotes Formulos 4j j l7 6 lntegration with Unequol Segments 412 17.7 OpenMerhods 416 I7 8 Muh,ple I n t e g r o l s4 j 6 Compuring Work wirh Numericol lnregrorion 4j9 ;lJ;:r";udy:
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Numericof Integrotion of Functions 'l 8.I Introducfion 426 18.2 RomberI qn i e q r o t i o n4 2 7

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18.3 Gouss Q u o d r o t u r e4 3 2 I8.4 Adoptive Q u o d r o t u r e4 3 9 I8.5 CoseStudy:Root-Meon-Squore Current 440 Problems 444

CHAPTER I9
Numericql Differentiqtion 19.I 19.2 I9.3 ,l9.4 ,l9.5 448 Inhoduction ond Bockground 449 High-Accurocy Differentiotion Formulos 452 Richordso nx t r o p o l o t i o n E 455 Derivotives of Unequolly SpocedDoto 457 Derivotives ond lntegrols for Dofo with Errors 458 19.6 Portiol Derivotives 459 I9.2 Numericol Differentiotion with MATLAB 460 I 9 . 8 C o s eS t u d yV : i s u o l i z i nF gi e l d s 4 6 5 Problems 467

Pnnr5x

Ordinory Differentiol Equotions 473

6.1 Overview 473 6.2 Porl Orgonizofion 477

CHAPTER 20
Initiol-Volue Problems 479 20.I Overview 481 20.2 EuleisMethod 481 20.3 lmprovemenls of Euler's Method 487 20.4 Runge-Kutfo Methods 493 20.5 Systems of Equotions 498 20.6 CoseStudy:Predotory-Prey Modelsond Choos 50A Problems 509

CHAPTER 2I
Adopfive Merhods ond Stiff Systems 514 21 .'l AdoptiveRunge-Kutto Methods 514 2l .2 Multistep Methods 521 2l .3 Stiffness525 2l .4 MATLAB Applicotion :u n g e J B e u m p ew r i t hC o r d 5 3 1 2l .5 CoseStudy: Pliny's lntermittent Fountoin 532 r r o D l e m s3 J /

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22 CHAPTER
Boundory-Volue Problems 540 22.1 lntrodvction ond Bockground 541 Method 545 22.2 lhe Shooting 22.3 Finite-Difference Methods 552 P r o b l e m s5 5 9

APPENDIX A: EIGENVALUES 565 FUNCTIONS 576 APPENDIX B: MATLAB BUILT-IN APPENDIX : MATIAB M-FltE FUNCTIONS 578 BIBLIOGRAPHY579 rNDEX 580