Hanbook of Numerical Calculations in Engineering-Corect

I m wtm
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ENCYCLOPEDIAS
CONCISE ENCYCI.OPEDIA OF SCIENCE AND TECHNOLOGY

ENCICLOPEDIA OF ELECTRONICS AND COMPUTERS
Jan J. Turna, Ph.D.
ENCYCI.OPEDIA OF ENERGY
ENCYCI.OPEDIA OF ENGINEERING Professor of Engineering
ENCYCI.OPEDIA OF PHYSICS
Arizona State University
DICTIONARIES
DICTIONARY OF SCIENTIFIC AND TECHNICAL TERMS

DICTIONARY OF MECHANICAI. AND DESIGN ENGINEERING
DICTIONARY OF COMPUTERS
McGraw-Hill Publishing Company

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Contents
About the Author
Jan J. Turna, Ph.D., is Profcssor of Enginccring at Arizona State Preface ix

university. He has extensive expcriencc as an enginccring consultan!
and has solved many problems on frame, piale, and space structures. 1. Numerical Calculations 1
some of which have become landmarks of the American Southwest.
Dr. Tuma is ihc author of numerous research papcrs and scveral
volumes in McGraw-HiH's Schatim Outline Series. Among his many 2. Numerical Constants 9
other WOfks are the Engineering Mathematics Handbook, Technolog\
Mathematics Handbook, Handbook of Physical Calculations, and the
Handbook of Struclural and Mechanical Matrices, all published by
3. Numerical Differences 45
McGraw-Hill.
4. Numerical Integris 67
5. Series and Products of Constants 85
6. Algebraic and Transcendental Equations 119

7. Matrix Equations 143
8. Eigenvalue Equations 157
9. Series of Functions 169
10. Special Functions 195
11. Orthogonal Polynomials 215
12. Least-squares Approximations 237
13. Fourier Approximations 249
14. Laplace Transforms 267

15. Ordinary Differential Equations 283
i
Contents
vi
16. Partial Differential Equations 237
AppendixA. Numerical Tables 359

AppendixB. Glossary ofSymbols 387
AppendixC. References and Bibliography 395
Index 401
Preface
This handbook prcscnts in onc volumc a concisc summary of the major tools
of numerical calculations cncountcrcd in the preparation of micro-, mini-,
and mainframc computer programs in enginccring and applied scicnccs. It
was prepared to serve as aprofessional, users-oriented, desklop referente book for
engincers, architcets, and scicntists.
Since the publication of his Engineering Mathematics Handbook, which now
appcars in its third edition, this author has rcccivcd a large number of
rcqucsis to supplcmcnt his mathematieal handbook by a companion volumc
dcaling cxclusivcly with numerical methods, and to summarize thcse
methods in the telcscopic form which was found so uscful by many users.
The naturc ofthe subjccl ofnumerical calculations discouraged any prior
cfTorts to write a handbook such as this onc. Numerical calculations, as the
ame indcales, can be cxplaincd only by numerical cxamplcs, and defy the
ctiort to reduce thcm to simple formulas.
In early stages of planning of this handbook, it became apparent that the
material would require tripart presentation consisting of
(1) Goveming relalions, supportcd by theorctical rcasoning
(2) Particular cases, expressed in symbolic form and serving as micro-
numcrical modcls
(3) Numerical examples, providing the illustrations of the analytical back-
ground and serving as flowcharts of calculations
This effort required derivations of many ncw formulas, large numbers of
which appcar in the litcraturc for the first time, and a very carcful selection
of cxamplcs, which would providc the insidc understanding, but would not
extend in lcngth over onc page of the book.
The rcsults of this cTort, which spans a period of five years, are 1400
analytical relalions, 7000 micronumcrical modcls, and over 400 numerical
cxamplcs, kept in a volumc of rcasonable sizc ihat will allow dcsktop
handling.
* -1
Proface
The subjcct material is divided into sixteen chapters covering the

following:
(a) Evaluation of numerical constants
(b) Approximations of elementary and advanced functions
(c) Numerical diflerentiation and integration
(d) Solutions of algebraic and transcendental equations
(e)
(/)
Solutions of systcms of equations
Applications of Fouricr series and Laplacc transforms
1
(g) Solutions of ordinary and partial difTcrcntial equations
Finally, ten-digit tablcs of numerical vales of the most important functions,
which cannot be displayed by hand-hcld calculators, are asscmblcd in the NUMERICAL
Appcndixcs.
The form of presentation has the same special fcatures as the mathemati-
cal handbook mentioned beforc.
(1) Each page is a table, dcsignated by a tille and section number.

CALCULATIONS
(2) Lefl and righl pages presen! related or similar material, and important
modcls are placed in blocks allowing a rapid location of the dcsired
information.
(3) Numerical examples are located below the respective formulas, providing a
direct illustration of the application on the same page or on the
oppositc page.
Although every cflbrt was made to avoid errors; it would be presumptuous
to assume that nonc had cscapcd dctcction in a work ot this scopc. The
author carncstly solicits commcnts and recommendations for improvements
and futurc addilions.
In closing, gratitudc is expressed to Mrs. Ailccnc Sparling who typed the
final draft of the manuscript and to my wife Hana. for her paticnce,
understanding and cncouragcmcnt during tlic preparation of this book.
Tempe, Arizona Jan J. Turna

'1 ^Pl i ~~I
2 1.01 CLASSIFICATION OF METHODS Numerical Calculations
(a) Methods Of calculation fall into two major cateogries, designated as analytical methods and
I Numerical Calculations 1.03 APPROXIMATIONS OF FUNCTIONS
(a) Algebraic polynomials are the only functions which can be evaluatcd at a given point and/or in
3
numerical methods. Analytical methods use algebraic and transcendental functions in the solution of a given interval in a direct and closed form.
problems, whereas the numerical methods use arithmelic operations only.
(b) All Other functions can only be evaluatcd for a given argument and/or in a given interval by
somc approximations. The most important approximations of functions are:
(b) Numerical methods which form the major part of this book are classifed as:
(1) Collocation polynomials (Chap. 3)
(1) Approximations of constants (6) Operations with seres and producs (2) Power series expansions (Chaps. 9. 10)
(2) Approximations of functions (7) Solutions of algebraic equations (3) Continued" fractions (Chap. 9)
(3) Approximations of derivatives (8) Solutions of transcendental equations (4) Rational fractions (Chap. 10)
(4) Approximations of integris (9) Solutions of systems of equations (5) Orthogonal polynomials (Chap. 11)
(5) Summations ofseries and producs (10) Solutions of diflerential equations (6) Lcast-squares polynomials (Chap. 12)
(7) Trigonometric series expansions (Chap. 13)
Two frequently used abbreviations are CA = computer application and TF = Ulescopic form.
(c) Example. The evalation of/(x) = 5*" + 3* 2 for x = 0.5 is obtained by a direct substitution
as
/(0.5) = 5(0.5)2 + 3(0.5) - 2 = 0.75

1.02 APPROXIMATIONS OF CONSTANTS
whereasg(x) = x cosx for x = 0.5 must be evaluated by some approximatc formula such as
(a) Three types Of constants oceur in the solution of enginccring and applicd science problems.
They are the fundamental physical constants, the basic numerical constants, and the derived g(0.5) = 0.5 - (0.5)3/2! + (0.5)74! - (0.5)76! + (0.5)78! - (0.5)'7l0!
numerical constants.
= 0.438 7912809
The argument that the same vale can be obtained by the calculator does not change the Tact that
(b) Fundamental physicalconstants are produets of natural laws. and as such their vales can only the calculator evaluation is based on some kind of approximation built into the calculator.
be obtained by measurcments. A complete list of thcse constants is given in Appendix B, and in
the back endpapcrs.
1.04 APPROXIMATIONS 0F DERIVATIVES

(c) BasiC numerical constants are special numbers given by their definitions and frequently
oceurring in numerical calcuations. They can be evaluated to a dcsired degrec of aecuracy as (a) Algbrale polynomials. The first- and higher-order derivatives of algebraic polynomials are the
shown in sections indicated below. They are: only derivatives which can be evaluated at a given point and/or in a given interval in a direct and
closed form.
(1) Slirling's numbers SrY\ 9\ (2.11) (5) Natural logarithm of 2 (2.20)

(2) Archimcdes constant n (2.17) (6) Fibonacci numbers F, (2.21) (b) First and higher derivatives of all other functions can only be evaluatcd for a particular
(3) Eulcr's constant (2.18) (7) Bcrnoulli numbers B,,B, (2.22) argument and/or in a given interval by somc approximations. Three classes of approximations
(4) Euler's constant y (2.19) (8) Eulcr numbers E,, E, (2.24) are available for this purpose. They are:
(1) Finite-diflcrence methods (Chap. 3)

(2) Direct methods (Chaps. 9 to 11, 13. 14)
(d) Derived numerical constants are special numbers obtained as particular vales of certain (3) Indirect methods (Chaps. 9 to II. 13. 14)
functions and again oceurring frequently in numerical calculations. They can alsobe calculated to
a dcsired degrec of aecuracy as shown in sections indicated below. They are: (c) Flnite-difference methods are utilizcd in casesof tabulatcd vales of the respective function or in
cases when the analytical form of the function is too involved for direct diflerentiation. All
(1) Gamma functions ofintegerargument (factorials) T(n + I) = n! (2.09), (2.28) finite-diTcrence approximations must be approachcd with caution.
(2) Double factorials (2n), (2n + I) (2.30)
(3) Binomial coefficients "j (2.10) (d) DireC. methods approximatc the analytical form of the derivative by onc of the methods listed in
(1.03). If applicable, these methods oTer the best approximations.
(4) Riemann zeta functions ofinteger argument Z(n), Z(n) <-.26), (2.27)
(5) Digamma functions ofinteger argument V() (2.32) (e) Indlrcct methods approximate the function (of which dcrivativc is required) by onc of the
(6) Polygamma functions ofinteger argument tplm\n) (2.34) methods listed in (1.03) and then takc the derivatives of this approximation. I f applicable, this
approach oflers a good and workablc approximation, particularly in cases where derivatives of
In thcse functions, k,n = 0, 1, 2,... and m = 1,2,3,. difiere!.t order are required.
i Mi mmm *) mm
Numerical Calculations 1.06 SERIES AND PRODUCTS 5
4 1.05 APPROXIMATIONS OF INTEGRALS Numerical Calculations
(a) Algebraic polynomials are the only functions which can be intcgrated in given limits in a direct (a) Series and producs are fmite or infinite, and they are classified as:
and closed form. Integris of all other functions must be evaluated by somc approximations. They
(1) Series and produets of constants (Chap. 5)
are classified as:
(2) Series and produets of functions (Chap. 9)
(1) Closed-form integris evaluated by functional approximations (1.03)
(2) Numerical quadratures in tcrms ofdiflcrcncc polynomials (4.05) to (4.09) (b) Sums ofseries and produets ofconstants are calculated by:
(3) Numericalquadratures in tcrms ofasymptotic series (4.10)
(4) Numerical quadratures in tcrmsoforthogonal polynomials (4.11) to (4.16) (1) Fundamental theorem ofsum calculus (5.03)
(5) Integration by powcr series expansin (11.01) (2) Diferencc series formula (5.04)
(6) Integration by trigonometric expansin (13.14)
(3) Powcr series formula (5.04)
(7) Goursat's formulas (4.17)
(4) Euler-MacLaurin formula (5.05)
(8) Filon's formulas (4.18) (5) General and special transformations (5.06), (5.07)
(9) Multiplc-integral reduction formulas (14.03)
(c) Sums of series of special constants are available for:

(b) Closed-form integris expressed in terms ofelementan' transcendental functions or in tcrms of (1) Arithmetic and geometric series (5.08)
combinations of algebraic and elcmenlary transcendental functions are listed in standard integral (2) Arithmogeomctric series (5.09), (5.10)
tablcs (Refs. 1.01, 1.20, 4.02, 4.03, 4.06) and as such must be evaluatcd by the approximations (3) Series of powcrs of integers (5.11). (5.12)
given in (1.03). (4) Harmonic series of integers (5.13). (5.14)
(5) Series of powcrs of reciprocal integers (5.15), (5.16)
(c) Numerical quadrature formulas (4.05) to (4.09) use either vales of the integrand at equidistant (6) Series of factorial polynomials (5.17), (5.18)
spacing or use the diferencc interpolation polynomial as the substitute function. Their powcr is (7) Series of binomial coefficients (2.15). (2.16), (5.17), (5.18)
their simplicily. The trapezoidal rule and Simpson's rule are the most commonly uscd methods in (8) Series of powcrs of numbers (5.19). (5.20)
(9) Harmonic series of decimal numbers (5.21)
this class.
(10) Series of powcrsof reciprocal numbers (5.22)
(d) Euler-MacLaurin formula adds correction tcrms ofasymptotic series to the trapezoidal rule and (d) Sums of series of produets of special constants are available for:
provides the numerical analysis with one of the most important rclationships, which is uscd
invcrsely in the summation of series (4.10). (1) Series of produets of numbers (5.25). (5.26)
(2) Series of produets of fractions (5.27). (5.28)
(e) Gauss' Integration formulas, known as Gauss-Chebyshev, Gauss-Legendre, Radau and (e) Series Of functions are the power series and the transcendental series. The most important series
Lobatto formulas, use orthogonal polynomials as the basis for the cvaluation (4.11) to (4.16).
in this group are:
They gained rece popularity in connection with the finitc-element methods.
(1) Algebraic powcr series (Chaps. 9, 10)
(f) Power series expansin of the integrand allows the cvaluation of integris of functions which (2) Finite-diflcrence powcr series (Chap. 9)
cannot be evaluatcd in terms of elementary functions. The advantage of this method is its (3) Fourier series (Chap. 13)
application in the cvaluation of mltiple integris and itssimplicity in handling in general.
(f) Algbrale power series are either the result ofcvaluation ofa function in tcrms of
(g) Trigonometric series expansin of the integrand ofers the same advantages as the powcr series
method. In addition the trigonometric expansin of the integrand gives a symbolic expression for (1) Taylor's series expansin (9.03)
the integral cvaluation. (2) MacLaurin's series expansin (9.03)
or they are the solutions of diflerential equations dcsignated by special ames such as Bcssel
(h) Goursat's formulas allow the evaluation of product functions by a finitc series and are functions (10.07) to (10.17), Legendre functions (11.10), Chcbyshev functions (11.14), Laguerre
particularly uscful in producs ofalgebraic and elementan- transcendental functions. functions (11.16), Hcrmite functions (11.17), and many more.
(g) Finite-difference power series (9.03) may also be used for the cvaluation offunctions, but their
(I) Filon's formulas ofler the approximatc evaluation o( definite integris of(x)costx and applications yield only a particular valu of the function at a point.
f(x) sin tx, where / is a constant.
(h) Fourier series are used for the same purpose as the algebraic powcr series. They can be used in
(j) Multiple-integral reduction formulas reduce the mltiple integral to a single integral by mcans of the continuous range and also over equally spaced vales in that range. They are particularly
the convolution theorem (14.03). useful in the solution of partial diflerential equations (13.01), (13.17).
i l i 1) ' 11 r*ll '"Til f~^ll 1) r~3-|j] r^-^|
Numerical Calculations
1.08 SOLUTIONS OF EQUATIONS 7
6 1.07 OPERATIONS WITH SERIES Numerical Calculations
AND PRODUCTS (a) Algbrale equations of nth degree have closed-form solution if= 4. If>4. only special
cases can be solved in closed form. In general, the higher-order algebraic equations can be solved
(a) Nesting Of power series for the purpose of summation is the most commonly uscd operation, in only by approximations.
which the given series is rcplaccd by a nested product (Rcf. 1.20, p. 102) as
(b) General Closed-form SOlutionS are available for the following algebraic equations:
(i)V = <J0 fl,X a^x* a,Jt3 + (\)'a.x"
(1) Quadratic equations (6.02a) (4) Cubic equations (6.03a)
bkx\ (2) Binomial equations (6.02) (5) Quarticequations (6.04a)
= a(l b x(\ b3x(\ b%.r(l *)))) ==A li
4-1
(3) Trinomial equations (6.02/)
where ak = constant, bk = at/ak_%, x = real orcomplex variable, n + 1 = number of tcrms, and
(C) Special Closed-form SOlutionS are available for the following algebraic equations:
\ [ ] = symbol ofnested sum (1) Symmetrical equations offifth degree (6.06a*)
(2) Antisymmetrical equations offifth degrec (6.060
(b) Alternative form of nesting is (d) General methods used in the approximatc solution ofalgbrale and transcendental equations are
based on the concept of iteration and intcrpolation.
(i)V =(. *K +*( x(a* *< .*))) =ok *l (6) Iteration methods are applicable in solutions of equations of all types, and the most important
where the last expression in the product is a_, a,x. methods in this group are:
(C) Example. In (1.03c) with x = 0.5, the truncated series of n = 6 is (1) Bisection method (6.08) (3) Tangcnt method (6.10)
(2) Sccant method (6.09) (4) General iteration method (6.11), (6.12)
xcosx = x - *72! + *74! - *7/6! + *78! - *"/10! = 0.438 791 2809
The same series in nested form is (f) Polynomial methods of practical mporunce uscd in the scarch o real and complex roots of
algebraic equations of higher degrec arer
XCOSX =*(' "(IM2) (' "<5<4) (' "(5)(6) (' "7^8) 0"(9HI0j))))) ;l) Newton-Raphson's method (6.16) (2) Bairstow's method (6.17)
= 0.438 791280 9
Methods dcveloped in the era of hand calculations, such as Horner's method, GraeVs method,
As apparent from the nested structurc, x'2 is a constant used recurrcntly. Bcrnoulli's method, and Lagucrrc's method, are oriimitcd valu in computer apphcations and are
not covered in this book.
(d) Algbrale operations with standard power series are perfonned by:
(1) Summation theorem (9.14a) (3) Divisin theorem (9.14r) 1.09 SOLUTIONS 0FSYSTEMS 0FEQUATIONS
(2) Multiplication theorem (9.14A) (4) Powcr theorem (9.18a)
(a) Systems Of linear algebraic equations are classified as nonhomogencous and homogeneous.
All thcse operations can be performed in matrix form. Methods of solution of nonhomogencous equations fall into two categones:
(1) Direct methods, producing an exact solution by using afinite number ofarithmctic operations
(e) Algbrale Operations With Fourier series are possible and are given in series form in (13.14). The (2) Iterative methods, producing an approximatc solution of dcsired aecuracy by y.cld.ng a
rcsulting series are again a Fourier series. sequence o solutions which converges to the exact solution as the number of itcrations
tends to infinity
(f) Derivativos and Integris Of Standard power series are obtained by diflerentiating and integrat-
ing the series term by the term as an algebraic polynomial. Thesc operations can be performed in (b) Direct methods introduced in this book are:
a closed interval fand only if this interval liesentirelywithin the interval of uniform convergence
of the series. Derivatives and integris of Fourier series are given by relationships described in (1) Cramer's rule method (7.03) (5) Cholesky method (7.09)
(13.14). (2) Matrix inversin method (7.04). (7.05) (6) Square-root method (7.11)
(3) Gauss elimination method (7.06) (7) Inversin by partitioning (7.12)
(g) Derivatives and integris Of nested ser es introduced in <a) above are given symbolically as (4) Succcssive transformation method (7.07)
[<irV]-.,['^-H (C) Iterativo methods introduced in this book are:

(1) Gauss-Seidcl iteration method (7.13) (2) Carryover method (7.14)
1 r~~l """ TI "1 1 1 ~~ "M "1
2.02 SERIES OF NUMBERS, TESTS OF CONVERGENCE n
io 2.01 SERIES OF NUMBERS, BASIC CONCEPTS Numerical Constants I Numerical Constants
(a) Sequence is a set of n numbers ai,ai,ai,... ,a. arranged in a prescribcd order and formcd
according to a definite rule. Each number ak {k = l,2,3,...,n) is called a term, and the (a) CompariSOn test. Whcn ak is the *th term oaseries to be tested, bk is the *th term oanother
sequence isdefincd by the number ofterms as finite (n < ) or infinite (n = >). series which is known to be absolutely convergent, and cis a constant independen! ofA, then il
(b) Serles is the sum of a sequence. kl < c kl
the series of a terms is also absolutely convergent.
at =a, +a2 +a, 4- +a. =Sn (- < 5. < )
i-i (b) Example. If two series aregiven as
1
a, =a, +a2 +a, 4- +a.=5 (-,s) a. + a2 + flj + * " - 7^2
77o
1
2-3 3-4 k{k 4- 1)
*-i
General term ak (th term) defines the law of formation of the sequence. 2 2
, + 62 + A, 4- c\bk
2 3*"11
(c) Monotonic and alternating series are, rcspectively,
then \ak\ < c\bk\ for any valu of Aand the a series is absolutely convergent.
y. ak - a, 4- a2 4- a3 + + a. , Bak = a - a2 + a3 - aam
*-i '-' (c) Cauchy'S test. Ifa, is the Ath term of aseries to be tested and
where 6 = (-l)t+] ando- = (-l)"+l lim yfak = L (test fails for L = 1)
*
(d) Convergent series approaches the limit S as the number of terms approaches infinity (n -* ); then the series is absolutely convergent for L< 1, divergent for L> 1.
that is, if
(d) RatlO test. la, and ak+x are two successive tcrms of aseries to be tested and
2 ak = S and lim S = S
lim Ii I = i (test fails for L= 1)
exists, the series is said to be convergent and 5 is the sum (|5| = ). 4_ | ak I
(e) Dlvergent series increases without bound as the number of tcrms increases.
then the given series is absolutely convergent for L< 1, divergent for L> I.
(f) Examples
(e) Example. If the given series is
l 11 then
,.hm |I !/(*+')' II - m = 0
Al III c 3
> = l + - + - + + is convergent, since o = - i + a + a + " *= Ti + 2! 3 1/*! \k + I
S*-' 3 9 27 8 2
and since L < 1, the series is absolutely convergent.
2(l+A) = 2 + 34-4+--- isdivergent, since 5 =
(g) Absolutely convergent series isan infinite series whosc absolute terms form a convergent series
2.03 OPERATIONS WITH SERIES OF NUMBERS
(a) Grouping Of terms of an absolutely or conditionally convergent series may be changed without
X kl = \s\ aflecting the sum. ^
-i
(h) Conditonlly convergent series is a series which is not absolutely convergent. (b) Example
_L +JL+... = _ =ln2
(i) Examples 1-1 *
1-2 3-4 &k(k+\)
111 . . , ,
1 is absolutely convergent. since
1-3 3-5 5-7 (C) Order Of terms of an absolutely convergent series can be rcarranged without aflecting the sum.
Howevcr, a particular change in order of tcrms of aconditionally convergent senes may change
J- +-L +-L +
1-3 3-5 5-7
is a convergent senes
('-i)- the sum.
III , .. .
(d) Example. The conditionally convergent series 1- J4- \ - \ +=In2, but the rearranged
1
2
h
3 4
+ = In 2 is conditionally convenrent, since
7
series, l+i-* + i + *-i + "- = lnV5.
. ' l
(e) Sum, dlfference, and product of two or more absolutely convergent series is an absolutely
1 +^ + 3o +7 + is a divergent series <|i = ao) convergent series.
2 4
T ~~J "I ' I ~~1 "1 '1 '" "1 1 1 ""1 1
2.05 PRODUCTS OF NUMBERS, CONVERGENCE 13
Numerical Constants
12 2.04 PRODUCTS OF NUMBERS, BASIC CONCEPTS Numerical Constants
(a) Product of a set of n factors (1 4- a,), (I 4- a2),.... (1 + a.) is defined by the numberof factors
(a) Convergent prodUCt is an infinite product that approaches the limit Uas the number of factors
as a finite product ( < )
approaches infinity ( - ); that is, if
fl (i +ak) =U. and TfaU.-U
i-i
fl (I +a*) =(I +i)(l +i)(l +) (1 +O =/. i-i
exists, the product is said to be convergent and \U\ = .

where < /, < , or as an infinite product (n = )
(b) Example. Infinite product 12*igoverned by ak =\/k is convergent, since U=0.
f] (1 +a,) =(14- a,)(l +aa)(l 4- a,) -(1 +) =/
i-i (C) Divergent prodUCt is an infinite product that increases without bound as the number of factors
where S /. S , General term at (Jfcth term) defines the law offormation of the product. increases.
(b) Examples (d) Example

n(14-A) = 2-3-4-=oo
(1 4- k) =234(1 4- n) [1 +(2* - 2)] =135(2n - I) i-i
i-i *-'
(e) AbSOlUtely convergent prodUCt is an infinite product whosc absolute terms form aconvergent
(1 + ksinkd) = (1 + sin0)(l 4- 2sin20)(l 4- 3sin 30)- (! + nsinn0) series.
t-i
1
f (i +kl) =l"l
fl 0"FT) =(Z)(Z)(Z)"' ='
12 2
i-i
2 3 4
(f) Example. Infinite product
n('-rTiHid><zi)(izi'--- =0 /j LVi +Vi ) is absolutely convergent, since

/, +_LV i +Vi 4- ) s aconvergent product \U =-j
(c) Monotonic and alternating produets are, respectivcly,
fl (1 +ak) =(1 +a,)(l 4- a2)(l 4- a3) (1 +a.) (g) Conditionally convergent prodUCt is an infinite product which is not absolutely convergent.
i-i
(h) Example. Infinite product

(1 +0ak) =(I +a,)(l - a2)(l +a3) (l + aam)
i-i
wherei3 = (-l)*+'anda'= (-1)"+1.

nO-7)=H)K)H)--=;
is conditionally convergent, since
(d) Logarithmic conversin. Every product of numbers can be converted intoa series by taking the
logarithm of the product
H(>*lrlrD-('+iX, +-K, +3----
ln [ (1 4- ak)] =In [I 4- a.) +In [1 +a2] 4- ln [1 +a3] +4- ln [1 4- a) (i) T..1S 0. converger inuoduced in (2.02) dircctly applicabk i. sting the converge of
infinite produets.
and the propertics of thisseries are the properties of the respective product.
2.06 OPERATIONS WITH PRODUCTS 0F NUMBERS
(e) Typical produets used in the numerical analysis are
n! = n factorial (2.09) n = double factorial 2.30)
(a) Grouping Of factors in an absolutely or conditionally convergent product may be changed
without aflecting the product.
I I = binomial coefficient (2.10) ' (b) Example. Conditionally convergent product
and the nested product (-iXi +DO-iXi +iX-*)--""* M-M-i-"-*
a, 4- a2 + fls 4- 4-a. =â7(l +a2/a,(l + a/a,(u-- ^./o.^t) (Crter Of factors in an absolutely^convergent product canche rcarranged without aflecting the
product.
introduced in (1.07).
T
"H 1 ~w rS-j "i "~1 1
208~ CONTINUED FRACTIONS, is
Numerical Constants
14 2.07 CONTINUED FRACTIONS, BASIC CONCEPTS Numerical Constants NUMERICAL PROCEDURES
(a) Continuad fraction is of the form (a) Conversin Of COntlnued fraction to a simple fraction is obtained by performing all the
operations indicated by the continued fraction.
(b) Example
i ii i 1 43 931
5 +
where the right-side expression is a symbolic reprcsentation. 6+ *
(b) Number Of terms ay,bx,a2,b2,... ,aK,bm defines the continued fraction as terminating (n < )
(C) Any pOSltive rational number may be converted to afini.e continued fraction by areversed
process.
or infinite (n = ).
(d) Example
(c) Simple COntlnued fraction has all partial numerators cqual to I.
f, = 4,+
I 0 r j ! l i
1 L"'b. + 'b, + ',+ * "J i + 5
b, +
, + (e) Any positive Irrationa. number may be converted to an infinite continued fraction by the same
*,+ process. or it may be approximated by the convergent Fk (2.07rf).
(d) Successive convergents for ak > 0, bk > 0 are defined as
(1) Fk of odd order is greater than F. but decreasing.
(2) Fk of even order is iess than Fm but increasing.
/=o = 77
Qo
= *o ^. = 77
Ci
= *o + 7*
b,
= :b.
_ _ /j _ . a, MMj 4- a.,) + a,,

*
*-2 X - 1 k
*i + -1 0 1 2 3
*2 *
"l-l i
0 fl2
i
4 *4
F _ P* _ a*P*-* +M1-.
* a* iai-2 + *iGi-, laJ tai-, cJUJ 1 P, P,
A-, /V-i
a-i di-i \'
0 1 a.
and
From this table, P_, = 1, G-. =<>, P0 = o, Go = Uand rccurrently,

where P_, = 1, P = b0, Q... = 0, &> = 1. gktc* la-iuia- la-i^î
(e) Convergent continued fraction. If
(g) Example. If x =3.141 59, the corresponding truncated continued fraction is
/> 1 A = 3 1/0.14159= 7.062 65 *.- 7
lim Fm = lim -= = F (- < F < ) 3 +
1 1/0.062 65= 15.962 80 b, = 15
- -o12.
7 + 3= 1
1 1/0.962 80= 1.038 64
exists, the fraction is convergent. If ak = 1 and bk are integers, the continued fraction is always 15 4- 64 = 25
convergent. lfak,bk are positive integers or fractions and
1/0.03864 = 25.878 79
1 4-
1/0.878 79= 1.137 93 A4 = 1
25 +
ak : bk bk > 0 1-H 1/0.137 93= 7.25008 *- 7
then the continued fraction is convergent. If
and with a, =a3 =a3 ==i = 1. the convergents calculated by (/) are
T a\ ai fla 1
F, = PJQ.X = 22/7 = 3.142 86 F4 = P4/& = 9208/2831 = 3.141 59
L A, 4- b+ bs + J
F, = /VGi = 333/113 = 3.141 51
F, = /VQi = 9563/3044 = 3.141 59
and -||-M-s-l>|--(* =-1,-2,3,.)
then this connucd fraction converges and its absolute valu does not cxcced unity. Fs = PJQ = 355/113 = 3.HT59
1
2.10 BINOMIAL COEFFICIENTS i?
16 2.09 FACTORIALS Numerical Constants Numerical Constants
(a) Factorial of positive integer n s defincd as

(a) Notation. x - signed number k,m,n = positive integers
n! = ( - I)(h - 2) 3-2- 1 (b) Binomial coefficient in xand kis by definition
= n(n - 1)!
(x(x- l)(x-2) (*-* + 1) 1}
= (,, - \)(n - 2)! k\
1 (* = 0)
and by dcfinition, 0! = 1. Numerical vales ofn! for n = 1,2, 3,..., 100 are tabulatcd in (A.03). (k = I)
(b) Factorial of proper fraction (/(O < U< 1) is calculated by the procedure described in (2.29), and and for k > 0,
numerical vales of u! for u = 0.005. 0.010 0.995 are tabulatcd in (A.04). (x+ 1 x + 1
(c) Factorial of any number N can be expressed as

V k
+
v* - 1/ U + 1 )-o.*(*;.)
;Y! = N(N - \)(N - 2) (Ar - n + l)! (N > 0)
C+l) n-k \k- j
where N n = u and n is a positive integer nearest to .Y. k + 1
- /t 4- 1
(d) Example. For N = 3.785. n = 3, u = 0.785.

(I)
A! - (3.785)(2.785)(1.785)(0.785)! = 17.410416 (c) Example
where from (A.04), u! = 0.927 488.
(e) Factorial of N > 4 can be approximatcd by Stirling's expansin /-6.4X (-6.4)(-7.4)(-8.4> = ^ ^

l 3 / (3)(2)(I)
v/2AJr + e
N\ =
' \e\<. x I0"10
(d) Binomial coefficient in nand kis by definition
where n = Archimcdes constant (2.17), e = Fulcr's constant (2.18), and in terms of Bernoulli
numbers/},,,/}4./}ri,5li (2.22), (> *)
( - k)\k\
B2, B,.\'-' /}4.V"' B..N '" BnN~7
A2^ + + n(n - Din - 2) (n -A- + 1) (ll > *)
,r,2r(2r - 1)ArJ'-' 1-2 3-1 5 6 /.-!
_N^__N^ A^ _ A^ (k = 1 or k = n - 1)
12 360 1260 1680 (A = n or A- = 0)
1 / S / 2S i 3SU\ (k < 0)
I,, nested form, A= (l -~(l -y(l - j)l) with S = A'
id for 0 < k: S n,
(f) Example. For A' = 7.3. with 5 = (7.3)-', * - n- 1
CK-,> ! 4-1/ A+ lU/ ( l) '
A =
12(7.3) V 30V 7V 1 'n-\\_{2-\)\= ,_.(-
7.3
By (e). A! = /""' *'"( Vl4.6,T = 9281.39 J (!)-'
Numerical vales of. (/"\1 -for n = 0.1,2,...
,iio 9<-, and
,25 and A
/ = 0u. 1 2 25 are shown in (A.06).
By (c), A! = (7.3)(6.3)(5.3)(4.3)(3.3)(2.3)(1.3)(0.3>! = 9281.39
where rrom (A.04), (0.3)! = 0.897 471. (e) Examples
(g) Factorial of N > 100 can be approximatcd by Stirlinv;s formula '8\ (8)(7)(6) &\ _ (8)(7)(6)(5) 8! = 7Q
0- (3)(2)(1) = 56
:) (4)(3)(2)(1) (4!)
A! =(-) \2 +e \e\ <5x lO""'
'A\A'-,
/3\ _ (3)(2)(l)(0)(-D(-2)(-3)(-4) - -
but W (8)(7)(6)(5)(4)(3)(2)(1)
This formula applics particularly well in computing ratios of two factorials.
1 r ~1 '""~ r'"-Ll
' 1 r"~1 1 "I ' 1 r" "1
Numrica! Constants
2.12 BINOMIAL FUNCTIONS, OPERATIONS 19
18 2.11 BINOMIAL FUNCTIONS, BASIC CONCEPTS Numrica! Constants
(a) Factorial polynomials X?> in real variable x and * = l, 2,3,... ,/> are, by definition, (a) Sum Of binomia! functions. If Q and (*) are binomial functions in areal variable xand p, a
A-(') =(*)n =x=SPj' are positive integers (p > q), then
A",2' =(X)2! =x(x - 1) =y<2>x +Sf*?x2 (;K)=f+f=![f+f]"

\/ \?/ Pl ?!
where 5^[f)/a! is zero for k > q.
A-<J =(^3! =x(x - l)(x - 2) =y*3'* +y'x2 +y^'x3 (b) Derivativos of (*) are
ATJ" =(*)! =x(x - l)(x - 2) [x - (p - 1] =y,* +y<x2 + +S^'V

where &\f) is called a Stirling number oflhefirst kind (A.07).
M -11 *w.
^^"Aii-eAir* ^=-
*' Or*-
p\t%\2i k
and in general,
(b) First recursion formula. If 5^"' and ytkm_\ are known. then for m 2 * > 0, ! i-. W
P
PC.+I) = yJ-)( _ m9Xml (OT = 0, 1,2, ...) 4C)]= I (n=p)
Lo (n>p)
where for k = m, S^"0 = I, and for k s 0 or for k 2: m + 1, ff* = 0.
where Z)" = d"/dx" and n = 1,2,3,
(C) Example. If y(,2> = -I and Sff1 = +1, then by definition, S^02 = 0 and
(c) Indefinito integris ofrj are
^," = ô2) - 2^2 = +2 y*3 = y*2' - 2y,-' = -3 y*3 = I
(d) Powers Xk in terms of factorial polynomials A'"', A'2' , A'(" are
x2 = yW + ^2,A-f' and in general,

x3 = &>>X\" + SfW + Âf
4(31-1^ 4- C.x"-1 4- C,x"-2 4- - 4- C forn $ />
x> = ^"A'5" + 9\X 4- + frX\f) (*:)

where yj" is called a Stirling number of the second kind (A.08).
where /"[ ] = /// (<&)", n= 1,2,3,..., and C,, C2,..., C are the constants ofintegration.
(d) Particular integris involving M are

(e) Second recursion formula. If Sff and y["L\ are known, then for ot a * > 0,
gtm +U= ^ + y**,) (m = 0, 1,2, . . .) f/x +\. 1ASg>f> +a)" (ax +b)dx =-^{aX +brl +C
where for k = m, *~* = 1,and for k < 0 or k 2 m + 1. ^J"' = 0.
(f) Example. If 9*? = 4-1 and S/f* = 4-1, then by definition, 9f> = 0 and
i f /xx 1A^/>x fâV-i^nx-^W^^^+C
&i* = 9f*-+ &f>^ 4-1 9?> **-&?>+-2&' =^1-3 ^J-^+i^ wherejr, b arejigned numbers and n + l ^ p.
1
20 2.13 BINOMIAL SERIES, GENERAL RELATIONS Numrica! Constants Numerical Constants 2.14 BINOMIAL SERIES, SPECIAL RELATIONS 21
(a) General case. The nth power of a x can be expanded by Newton's formula in a power series (a) Exponent n= -m(m = 1,2,3,4; u= x/a)
called a binomial series.
o
=i(lT(IT u(l =F u(\ 4= (1 =F (1 =F (1 =F )))))))
a x a
(.*)=(. .)=[. *(;).+ (2>- *...*(>]=.-^y
^=?(-H'TH-H-H-H'^<' >))))))
where n = signed number, I = binomial coefficient, a = (1)", B = (l), and u = x/a.
(b) Classification. If in the expansin above

^=?(-M-H'TH-H'+H'^"T ->))))))
n = 0,1,2,3,..., p the series is finite
_i_ =J:(lTWlT5(lI|(1T2(lT!(lT5(1T...,))))))
n # 0, 1,2, 3,... ,p anda2 < 1 the series is convergent
(b) Exponent n=1/m (m = 2,3,4; = x/am)
n # 0,1,2,3,..., p and u2 > 1 the series is divergent
(c) CA model. The most convenient model of this series is the nested series introduced in (1.07),
y/a x=Val (("H'^-O'H"^'!<" '))))))
which for = x/a is
(a x)" =a" (1 cku) =a"(l nu(\ -^ a(l ^.(l )))) â x=V^(l (('H"I"("!-("t"("> *-'))))))
Five distinct forms of this model are given below in (d), and selected particular cases are
tabulatcd in (2.14).
V"a x=Va(l ((.H-(""("7-("T-("> *->))))))
(d) OistinctCA models. Uu'2 
!Va V *-'))))))
1 1 / i
n -,m = 1
P
vTT;= . a(, *>- '*(. =2%" '*(' *3\~ X(l *-)))) 0*i-("HlT7o-("T-("f"*- >))))))
n =
1
P
,m = 1 ^,,^(,,^-(,=^.,(,,3^.,, ,..,))) 1 1 /
WTx=Ta\i:fu[('*H"H"7-{"T-("7'" *->))))))
n =
m

P
{/(I r - 1mA'(l T>2H'.V( i;23 "A'(l T*4".V(l T)))) (d) Exponent / = p/fl (p = 2,3,4;a = 3,4,5; = x/a?)
m 1 . T ../. T /> + "../. ^2/> + mtY. T3/> + m

7===ITHa(.T 2 A(lT 3 A(lT 4 A(. 1 )))] \\\ iw^f=.'(. *4 *M1 *!-(' t -(' t 7'(: t 7-(i t >))))))
where m,/> are positive integers or positive decimal numbers. tf77P =.'(> fc(l i.(l T|.(l *|(l T^lfll" o))))))
(e) Absolute truncatlon error \e\ in these series is less than the absolute valu of the first dclctcd
term.
^77F=.(1 .(i *^(. *fî ^h f(i *.(.* )))))))
In series (a), |er+l| =S M Ju,+ l a" In series (c), |fr+1| <|c,r2rs cfc,+ ,u'+,\a* (e) Exponent n= -p/<? (/ = 2,3,4; a = 3,4,5; = x/aq)
(f) Example. By series (c). =F =^(--(-H-H-7('=:7(->--))))))

v
(I 4- 0.234)*" =I+0.567(0.234)(l - ^(0.234)(l - -^p(0.234)(l - (0.234))))
V^~0.-^(.^.^.(.^(""(''"("f-"*-'))))))
= 1.126 601 (correct valu 1.126615)
and, |<=5|. s (0.567)(](](]()<0.234)&

^^,v/03\/1.433\/2.433\/3.433\ _ v.
=0.000017 ^T? =^(' -(' *-^7^7^ f(' Tf"" ))))
I
"1 "1 ' 1 ' i "ITi ~i '" 1 1 ""'" 1 1 1 '" 1
22 2.15 GENERAL SERIES AND PRODUCTS Numrica! Constants Numrica! Constants 2.16 SPECIAL SERIES OF BINOMIAL COEFFICIENTS 23
OF BINOMIAL COEFFICIENTS
(a) Particular sums ofcomplete, monotonic sequences (n = 1,2,3,...)
(a) General sums of complete, monotonic sequences (n,r,N = 1,2,3,...)
Q-Q +OQ +- +Q-*

iciiVrrvrrvrrvc:!)-*"
+o-o*o*0 "(:)=<+i")2-
,?/0-0+Q+'-0-~
l/0=(MM2")+-+<H'->-
<m+"0=o+3(;)+50+-+<2+"0="+")2-
i1(-')0-0+s0+s0+- +-,>0", +('-,>r
IV+,m;kk)+-+o--'
|^K)+<M;) +'-+"!(:Hl+")2"'
o-o*r:vr:v-*o-c;;)
(b) General sums of complete, alternating sequences (n,r,N = 1,2,3....)
.4 -'ô-o-(;)-<-<)-
.t<-o=()-2(;)+o- (-<)-<-r
-*C)--K0*<)---O-- (b) Particular sums of complete, alternating sequences (n = 1,2,3,...)
.l<-O =()-'(:)-0--<-<) ="-')- |<-rO-(0-O+G)-"-Ô-'

l<-o=o-o+(;)--<-"-o=^7 ( * 1,3,5,...) i/-"-'=o-20+Ks)-'-""'"(:)=
T'-<;,)=(;)-(3")+o-<-o-"-7 (n * 2,4,6,...) i,<-)'H") - o -r0+o -<"-*v0 - <-"-""!
i-^-o-c:I)*c;1)--(-.r^-c:1v>., i'-oêot-nâ-r-'-o^'-'f:)
(c) General sums of complete produets (u.r,* = 1,2,3 ; r + s > n; s - n > 0) i:<-<;T=ro+')5-r,+')!+r2+T--<-<:)!=
200-C)*(,X) +(X)*- +00-o (c) Particular sums of incomplete sequences (r < n = 1,2,3,...)
s oc; i) oooc; )+oc;,)+ ou - c -:) 0 -('^('^(-^('TT-D)))

Ot-:*K)0- OU,W3U,)* (X) =-(-1')- ^,^..,.(, -^(,-^(u-^(, - -&))
'"""""I " ~ ~j ' ~l """ I '"~"j i <-- -j -j 1 1 ' J I ' " "J 1
Numerical Constants 2.17 ARCHIMEDES CONSTANT ji [Continued) 25
24 2.17 ARCHIMEDES CONSTANT x Numrica! Constants
(a) Definition. The symbol n denotes the ratio of thecircumference Cof a circle to its diameter D.
(i) Telescopio Gregory-Leibnitz' series is
a = - = 3.141 592 653 589 793 238 462 643

D *"(ri+r7+n. +-)-!, [2(2A - l)]2 - 1
In 1882 C. L. P. Lindermann proved that n is both an irrational and a transcendental number The very slow convergence ofthis series is shown in (A) (for n= 32, < 5 X 10"\ or n- 1001,
and thus showed that the problcm of rectification and squaring a circle with rulcr and compass f<5X I0"7, and for n = 31 623, 6 < 5 X lO"'0).
alone is a mathematical impossibility.
(b) CalCUlation Of a to a dcsired degree of aecuracy can be accomplished by mcans of infinite

produets or infinite series as shown below. For simple and rapid approximation (2.08g),
(g) Machin'S series and GauSS* series are the most uscful modcls, given, respectively, as
22
- = 3.142857 143 - e (e < 1.3 x 10-3)
7
355
113
- = 3.141 592920 - e (e < 2.7 x 10-7) ,r"4i?1L2it- 1s2*"' 239M-')J
_ v rziLi (JL- + _? 5\]
(e) Vieta'S product given in explicit form as * , L2A - 1V1821"' 573-1 239*-'W
2 The rapid convergence of these series is shown in (A) (in Machin's series of n - 7,
VV +T^V +V +V- e < 5 X I0"'; in Gauss' series of n= 4, < 5 x 10"*). Considering that cach term o
Machin's series involves only two fractions, this series is the more convenient of the two modcls
can be expressed as given above.
4*o =40 n i
R, R2; R3- i-i Rk
T II + R0 /l + R /l + R.-t
where R0=y^,R, =V-2~~'*2 =V-^'*" =V 2 (h) Vales of x based on n-term approximations
The convergence of this product is shown in (A) (for n = 15, e < 5 X 10"l0).
Wallis Lcibnilz Machn Gauss
Vicia
2.666666667 2.666666667 3.183 263 598 3.144 388 167

(d) Wallis' product given in standard form as 1 3.061 467 125
3.140597 029 5,141 587 574
2 3.121 445 152 2.844 444 444 2.895238095
2.925 714 284 2.976046 176 3.141 621 023 3.141592665
3 3.136548 491
2.972 154 194 3.017 071817 3.141591772 3.141592654
4 3.140331 153
3.141277 251 3.002 175955 3.041839619 3.141592682
5
can be expressed in a limit form as 3.023 170 192 3.058 402 766 3.141592 652
6 3.141513 801
3.141572 940 3.038673 629 3.070254618 3.141592 654
7
"is{Ki-V43'''a.-i)r} 8
9
3.141587 725
3.141 591 421
3.050 588 266
3.059063837
. 3.079153 394
3.086079801
3.091623807
-
3.066 730687
The very slow convergence of this product is shown in (h) (for n = 40, 6 < 5 x 10"\ for 10 3.141592 345
n = 1253, < 5 X 10"7, and n = 35633, e < 5 x 10"'). 11 3.141592 576 3.073 080023 3.096 161 529
12 3.141592634 3.078 424 310 3.099944033
13 3.141592 649 3.082 985 139 3.103 145 314
(e) Standard Gregory-Leibnitz' series based on 14 3.141592652 3.086922 340 3.105889 726
15 3.141592 654 3.090 356 269 3.108 268 557
x3 x5 x7
16 3.093 377 145 3.110 360274
17 3.096053 394 3.112 187 243

for x = I gives 18 3.098 446 170 3.113820 229
19 3.100593 395 3.114002 877

/ 111 \ . v> (-' 20 3.102 532 478 3.114 167 270
r "i ' 1 ~~H ' 1 ' 1 1 '""~i -"Ti l ~~i 1 "i "~1
2.19 EULER'S CONSTANT y 27

26 2.18 EULER'S CONSTANT e Numerical Constants Numerical Constants
(a) Definition. The symbol edenotes the limit, (a) Definition. The symbol ydenotes the limit,
t = lim (1 + -)" = lim (1 4- n)"" = 2.718281 828459045 235 360 287 v- Hm fl + - + - + 4- - - Inn) = 0.577 215 664901 532 860 606512 -
._- \ mi o y ilIV 2 3 n I
and is thebase of the natural system oflogarithms. In 1873, C. Hermite proved thate is both an No proofis yet available whether yis an irrational number.
irrational and a transcendental number.
(b) Calculation Of yto adcsired degree of aecuracy can be accomplished by the cvaluation of the
given limit for large nas shown below or by the continued fraction listed in (rf).
(b) Calculation Of e to a dcsired degree ofaecuracy can be accomplished by means ofinfinite series (c) Example.
and continued fractions as shown below. For simple and rapid approximation,
.+I + I+...+-L- in(10s) - 6 = 0.577 715664 - 6 (e < 5 XI0"4)
r 4- = 2.714285 714 4- 6 ( < 4 x I0's 2 3 10J
1264
V=J l+I +4-...4--L-ln(106)- e =0.577 216165-6 (6 < 5x 10"7)
+ e = 2.718 279570+ e (f < 2.3 x 10-6) y- \ l+ 2 3 10"
1465
or directly by CA as ,+! +!+...+-L-ln (109) - 6= 0.577 215665 - 6 (6 < 5x 10"')
( 11 \\ io5
I + ) + = 2.716923932 + e (e < 1.4 x 10"') (d) Euler's continued fraction (e) Vales of y based on
n-term approximation
/ 1 \106 l
e =< O +~) + e = 2.718280469+ e (e < 1.4 X10"6) y = 0 + n Fraction
1 +
/ 1 \l(fl 1 1.000 000 000
1
(I H =1 +6 = 2.718 281828+6 (6 < 4.6 x 10_') 1 +
0.500000000
k\ 10/ 2
2 + 3 0.600000000
1 +- 4 0.571428 571
5 0.578947 368
2 +
(c) Euler's series based on 1 + 6 0.576923 077
4 + 7 0.577 235 772
1 1 I
8 0.577 215 190
1-1*! 3 +
9 0.577 215671
13 + 10 0.577 215664
can be expressed in TF as 5 +
II 0.577 215665
converges very rapidly as shown in {e) (for n- 11, \e\ <
i(2*- 1)! 5 X 10~') and is also a good CA model.
The rapid convergence ofthis series isshown in (e) (for n = 7,e < 4.6 x 10~10). (f) Simple and rapid approximations by simple fractions are the convergents of {d).
fu
- 6 = 0.578 947 368-6 (6 < 1.8 x lO"3)
(d) Euler's continued fraction (e) Vales of e based onn-term approximation 19
I Fraction y =<
- 6 = 0.577 235 772-6 (6 < 2.1 x 10"5)
m Seres 123
e = 2 +
I + 2.000000000 2.000 000 000
1
2.666666667
+ 6 = 0.577 215 190 +6 (6 < 4.8 x 10"7)
2 + 2 2.666666667
.395
3 2.716666667 2.727 272 727
3 +
4 2.718253968 2.718981 132 and for routine calculations,
4 + 2.718281526 2.718263 332
5 +
5
y = y/I _ = 0.577 350269 - e (e < 1.3 x 10"4) i
6+ 6 2.718281826 2.718283 694
7 2.718281828 2.718 281658 (g) FibonaCCi'S formula in terms OR =1(1 +V5) and , = 2.718 281 828 (2.18.).
converges rapidly as shown in (e) (for 8 2.718 281843
n = 11,6 < 4.6 X 10"') and is alsoa good 9 27718281827
CA model. 10 2.718 281829
2.718 281828
11
is the best approximation of all.
"~1 "^ " 1 1
Numrica! Constants 2.21 FIB0NACCI NUMBERS 29
20 2.20 NATURAL LOGARITHM OF 2 Numerical Constants
(a) FibonaCCi numbers Fr (r= 0, 1,2, 3,...) are defined by their gencrating rclatton
(a) Definition. The symbol ln 2 denotes the natural logarithm of 2, defined by the relationship
Fr = /%-, + /=",-!
e,a2 =flim ('+-)] whcrc m2 =-693 147 180559 945 309417 232 where F0 = 0, Ft = 1, F2 = 1, Fs = 2, F4 = 3, Numerical vales of the first 50 Fibonacci
numbers are given below in (*)
This constant is an important component in the construction ofCA modcls of natural logarithms
of large numbers (9.06). (b) Closed form of this number is
(b) Calculation Of ln2 to a desired degree of aecuracy can be accomplished by means of continued
fractions and infinite series as shown below. For simple and rapid calculations,
ln2 = Vi - 6 = 0.693 375 245 - 6 (6 < 2.3 x I0"4)
r.-u^'-^y-^-"
where
(c) Napier's continued fraction, a = 1.618 033 988 749 894 848 204 B = -0.618 033 988 749 894 948 204
1
ln 2 = 0 + are the gotden mean numbers.
1
1 +
(c) Golden mean numbers are the roots of
2 +
x* - x - 1 = 0
3 +
1 + which is the condition of the divisin of a line segment AB in
6 + the adjacent figure by the point C in the mean and exteme
3 +
ratio, so that the greater segment AC is the geometric mean of
AB and CB,
1 +
1 + * = V(i)(* + i)
2 +
and the golden rectangle is the rcctangle whose sides have the ratio of(l +V) and is supposcd to
converges as shown in (/) (for n = 11, \e\ < 2.8 x 10~a). Simple and rapid approximations by have the most pleasing cffect on the cyc.
simple fractions are the convergents of this fraction constructed by (2.08/).
(d) Series representation of the u + l)th (e) Table of Fibonacci numbers
(d) Gauss' series based on (f) Vales of ln 2 based on n-term approximation Fibonacci number is
r F, r Fr r F,
III I
- = - + + 7 + i Fraction Gauss Goursat
1 x 3*J 5*'
1 1.000000000 0.600000000 0.666666667
'--(,1*) ?
1 1
1
18
19
2 584
4 181
35
36
9227 465
14930 352
for x = g yields 2 0.666666667 0.672000000 0.691358025 where m is the nearest higher integer 3 2 20 6 765 37 24157817
ln2 =T+ _ +_ + ... j 0.700000000 0.687 552000 0.693 004 115 above jr or |r. 4 3 21 10946 38
39
39088 169
63245986
4 0.692 307 692 0.691 551 016 0.693 134 757 i 5 22 17711
5 0.693 181 818 0.692670830 0.693 146047 6 8 23 28657 40 102 334 155
where a = 5. The relatively slow con (f) Ratio of two consecutive Fibonacci 7 13 24 46368 41 165 580141
vergence of this series is shown in (/) 6 0.693 140 794 0.693000646 0.693 147 074
numbers is 8- ' 21 25 75025 42 267914 296
; 0.693150685 0.693 011 129 0.693 147 170 433 494437
(forn = II, 6 < 4.1 X 10-7). 9 34 26 121 393 43
8 0.693146417 0.693132 459 0.693 147 180 701 408 733
K = FJF,. 10 55 27 196418 44
9 0.693 147 362 0.693 142 154 317811 45 1 134903 170
28
(e) Goursat's series based on 10 0.693147097 0.693 146226
11 89
1836 311 903
12 144 29 514229 46
where R, =
N+ I= f l 1 11 0.693147 208 0.693 146672
13 233 30 832040 47 2971215073
4807 742049
1 + 14 377 31 1 346 269 48
N 12N + I 3(2N + l)3 2178 309 49 7 778 742049
I + 15 610 32
16 987 33 3 524578 50 12586269025
5(2^+ I)'* ' ] 1 +

1 +
17 1597 34 5 702 887
1 +
for N = yields
is a continued fraction with r divisions.
r t>* f 1
(g) Examples
where b ^-4^-The better convergence^ of
this serie;* is shown in (f) (for n = 8,
6 < 5.1 :; lO"'0).
By (b), FB ^yjr"8 - 0") =21- -tw *~t>*GVQ-
"~ ~ J ~J " 1 ""H '"" H ' 1 I
30 2.22 BERNOULLI NUMBERS Numerical Constants Numerical Constants 2.23 BERNOULLI POLYNOMIALS di
(a) Generatlng function (a) Definition. Bemoulli polynomials B,(x) oforder r = 0, 1,2, 3,... are defined as
e' - 1 fT0 'r! O! 1! 2! 3!

(W < 2jt)
*w=*+(;)-. Q>-,s>+O'"15+ +0*
where
where B0,B,,B2,... ,B, are the Bemoulli numbers introduced in (2.22a). Particular polynomials
B0= 1 2 = a
a4
- L
311 * = " 30

*>IO
= i
-i for r = 0, 1,2,3,.... 25 are tabulatcd in (A.l 1).
i, = - 3 = 0 s = 0 7 = 0 fi = 0 M=0 (b) PropertieS. In general,
are Bemoulli numbers of order r = 0, 1, 2, (A. 10). B,(x + 1) - B,(x) = '-' Br(x) = -a#,(l - x)
Forx = 0,r= 1,2, 3,..., the polynomials define the respective Bcrnoulli numbers as
(b) Auxiliary generatlng function 2,(0) = K = ccB, 2,+i(0) = B2t+l = 0
x x ^ n x2' B Btx2 B.x' B^x6 where a= (-l)'+l.
2- -" ,?Bw=+ ir+ ir+ ir+ (M < *)
(c) Derivatives of B,(x) are (d) GraphS of the first four polynomials are
where
shown below.
dBt(x)
B0=\ fl, ^*I _30 *> 42 "4 30 "f. 60 = rB,_t(x)
dx
are auxiliary Bemoulli numbers of order r = 0, 1. 2.... (A. 10).

M=r(r-l)B,_2(x)
dx
(c) Relatonships. Bcrnoulli numbers Br and B, of order r can be always computed in terms of their and in general,
lower countcrparts as
r - 1 1 A r+ l\-
'Qnl BK.m(x) (n <r)
B'=i(7T0-rTT.?,(2*K (-4,6,8...., Dm[B,{x)) =-
( = r)
2rr-
- 1 l , 2r + l\
/2r l l>0 (>0
5'=^ =ai(i
where Dn = and =1.2,3,
where j = r - 1, / = r - I, a = (-1)'+', and 8 = (-l)+\ dx
(d) Examples. If B2 = , then by (c), (e) Indefinite integris of B,(x) are

s 3 1 /5\ - 1 ,- 1
B.=
4 10
( )B2 =
5\2/ 2 30
B,= (-l)iB. = +
- V 4 30
I Br(x) dx =-^--+ C, jj/rwfflf (r+l)(r +2)
Similarly, if B2 = ana" 4 = 5o> (hen again by (c), and in general,
,5 /rU -_ <.(*) +C
H*MJ + <, (n *"_ i), +
h- c,
<"{H *"_ 2)! + +C. for n r
(e) Series representation. For r = 2,3,4,... and a = (- l)'*',

where ni=' (*)" =1.2,3 and C,. C, C. are the constants of
integration.
tion.
- (2r)! /I 1 1
) (f) Fourier expansions of Br{x) are
The series converges rapidly for r > 3. r! A cos2*.Tx .
4-9f > ifriscven
B,(x) = <
(f) Example. From (b), Bs = = 0.075758, and by a seriesof three terms, r! A sin2A-T* . ,,
2a >. ilr is odd
WZ, r
*5 =w =2(2^[I + +3^] =075758 where a = (-l)'+l andOSx 1.
"1 ' 1 1 '"" 1 ""1 ~1 1 1 J
Numerical Constants 2.25 EULER POLYNOMIALS 33

32 2.24 EULER NUMBERS Numerical Constants
(a) Definition. Euler polynomials ,(*) oforder r = 0, 1,2,3,... are defined as
(a) Generating function
i^=vl>' =o +i1i + 1! + +... (|x|<jr) *w-rTr[<'-<T,y*+(,-<,>'",'
+ <'-2-.(;i!)M
e' + l ,to2'r! 0! 2(1!) 4(2!) 8(3!)
where
0=1 2=-l 4 = 5 6=-61 8=1385 l0=-50521 where B,,B2,BS,.. . ,,+l are Bemoulli numbers introduced in (2.22fl). Particular polynomials for
, = 0 3 = 0 s = 0 , = 0 9 = 0 ,, = 0 r = 0,1,2,3,...,25 are tabulatcd in (A.13).
are Euler numbers of order r = 0, 1,2,... (A. 12). (b) Properties. In general,
,(x + 1) + ,(x) = 2x' ,(x) = -ar,(l - x)
(b) Auxiliary generating function
Forx = {, r = 1,2,3,..., the polynomials define the respective Euler numbers as
-S*i-S*+++- (l")<w
where
2M) = 2"2'2, = -2"2'ar
where a = (-I)'4"'.
2r+l(3) = 2r+l = 0
0=l , = I 2 = 5 , = 61 4=1385 5 = 50521

3 (c) Derivativos of r(x) are (d) GraphS of the first four polynomials are
shown below.
are auxiliary Euler numbers of order r = 0, 1,2.... (A.12) dAx) - , . dÊ, =.
^ = r,_,(x) 7 = r(r - l),_2(x)
dx dx
(c) Relationships. Euler numbers , and E, of order r can be always computed in terms of their and in general,
lowcr countcrparts as
*--!-.?,^ (-4.6,8,...) Dm[E,(x)) =

CK- (.v) (n < r)
(n = r)
, =-o-2r =a[\- PQÊ,] (r =3,5,7....) (n>r)
where Dn = and n = 1.2,3,..

where 1 = ^- l,/ = r- I, <x = (-I)'*1, and B = (-1)**'. dx
(d) Examples. If 2 = -l, then by (c), (e) Indefiniteintegris of ,(*) are
4 =-1 - Q2 =+5 2 =~(-\)% =4-5

Similarly, if 2 = -1 and 4 = 5, then again by (c), and in general,
,+.(*)
6 =-I - Q^ - (J)A =-61 E3 =-(-1)46 =+61 H fjr^l =
'lfi'WJ /r +\, + C'(- O! + C,(-2)! + + C for n r
(e) Seriesrepresentation. For r = 2,3,4,...,a = (-l)r+\ where /"[ ] = /// (<&)". " = 1, 2,3,... , C and C,,C2 are the constants ofintegration.
/2\2,+ l /I 11 (f) Fourier expansions of >(*) are

, =-a, =2(-) (2r)!(T27TT-527TT +27TT----)\
4o- A sin (2* + \)jcx ._ .
V 77- if r is even
The series converges rapidly for r > 3. Ji'+l (2k+ 1)'+'
,(*) =
4a A eos (2* + \)Jtx .
(f) Example. From (b), Eb = 50 521, and by a series of three terms, l n'+lo (2k + !)'*'
s=-lo =2g)"(.0!)(.-i7 +^r) =5052. where a = (-1)'*' and 0 < x < I.
-i 1 I 1 "1 1 i 1 - ' 1
34 2.26 RIEMAN ZETA FUNCTION Numrica! Constants Numerical Constants 2.27 COMPLEMENTARY RIEMANN 35
(a) Definition. Rieman zetafunctions Z(r) of order r = 1,2, 3,... are defined by the series ZETA FUNCTION
(a) Definition. Complementary Rieman zeta functions Z(r) of order r = 1,2.3,... are defined by
A I 1 I I
the series as
zw =.?,P =P+? +? +
B _ 1 _l_ + 1
_....
or by the product Z(r)
1-1 (2k- I)' ~ 1' 3'
n-n-i)"--! The series converges rapidly for r > 5.
where the product is taken over all prime numbers p = 2, 3,5, 7, 11, 13, (b) Special vales of Z(r) are
n - jis - 5n5
Z(l) = -,Z(3) = ,Z(5) =
y' 4' K' 32' W 1536
(b) Alternativeseries defining Z(r) is and in general in terms of Euler numbers and polynomials (2.24), (2.25),
2' A I 2' / I 1 1 \
z(r) = y = (- + - + - + 31' /',
r' tiW
2' - iiT,(2* - i)' 2' - i \v y y / dx\ ifriseven
B r- I)! Jo 4c
Z(r) = S
The series converges rapidly for r > 5. if, (2* - 1)'
if r is odd
L 12'*' (r - l)!l
where r & I and B = (-1)**'. Numerical vales of Z(r) for r = 1, 2, 3,... , 20 are tabulated in
(c) Special vales of Z(r) are (c) below. Large tabics of Z(r). including decimal vales of argument, can be found in Ref. 2.03.
A particular case, Z(2) = 0.915965 594 177219 015 -, is called the Cataln constant.
Z(,) =oo,Z(2)=^,Z(4)=^,Z(6) =^....
and in general, in tcrms of Bemoulli numbers and polynomials (2.22), (2.23), (c) Numerical vales*
{2n)'\B,\ 'Z(r)
+ o- if r is even Z(r) fl - ()']Z(r) [1 - (i)'-]Z(r)
Z(0 = 2 T, =
i-i *
-.fifi/'
(2*)' f B,(x)
r! Jo
(cot-T.v r ifrisodd
r
i-
-i* T,(2*- 1)' i-i* t (2* - d'
1 03 00 0.693 147 181 = In2 0.785 398 163 = a/4
where r > 1 and a = (-l)'+l. Numerical vales of Z(r) for r = 1,2,3,... ,20 are tabulated in 2 1.644934 067 1.233 700550 0.822 467033 0.915965594
(2.27r). Large tables ofZ(r), including decimal vales of argument, can be found in Ref. 2.03. 3 1.202056903 1.051799 790 0.901542677 0.968946146
4 1.082323 234 1.014 678032 0.947 032829 0.988944 552
5 1.036927 755 1.004523 763 0.972 119 770 0.996157 828
6 1.017 343062 1.001447077 0.9.85 551091 0.998685 222

(d) Sums of reciprocal powers 7 1.008 349 277 1.000471549 992593 820 0.999 554508
8 1.004077 356 1.000 155 179 0.996233002 0.999849990
filil 9 1.002008393 1.000051345 0.998094 298 0.999949684
(r = 2,3,4,...
i_,* 12 3 4 10 1.000994 575 1.000017041 0.999039508 0.999983 164
Al lili / \' II 1.000494 189 1.000005666 0.999 517 143 0.999994375

X = - + - + - + -+-=(-Z<r (r = 2,3,4,... 12 1.000246087 1.000001886 0.999 757 685 0.999998122
i-,(2/t)' 2' 4' 6' 8' \2/
13 1.000122 713 1.000000628 0.999878 543 0.999999374
14 1.000061248 1.000000209 0.999939 170 0.999999 791
Al lili r /i\n
(r = 2,3,4,... 15 1.000030 589 1.000000070 0.999969 551 0.999 999930
16 1.000015282 1.000000023 0.999984 764 0.999999977
|.i_i+i.t....[l.(ir>w (r = 2,3,4,...
17
18
1.000007 637
1.000003817
1.000000008
1.000000003
0.999923 782
0.9999% 188
0.999999992
0.999999997
19 1.000001908 1.000 000 001 0.999998094 0.999999999
20 1.000000956 1.000000000 0.999999047 1.000000000
r) (r =-2rS-,-4,.
Ref. 1.20, p. 461.
~ "1 1 ~i "H ' 1 1 " ""1
36 2.28 GAMMA FUNCTION, GENERAL RELATIONS Numerical Constants 2.29 GAMMA FUNCTION, NUMERICAL EVALUATION 37
Numerical Constants
(a) Euler's integral. Gamma function (x + 1) is the generalizaron iru+i)

(a) Small argument. For o 0) 1 0.422 784335 0.422 784335
. / (1 - u)un
3 0.067352 301 0.159306581
5 0.007 385 551 0.109655511
(b) Gauss' limit is a broader definition of the gamma function 7 0.001 192 754 0.161498309
expressed as , / (1 + u)u3t
ni - u = rrW--i-? + 9 0.000223 155 0.187092229
"(I )smjr II 0.000044926 0.201 321 951
13 0.000009439 0.284 490050
T{x + 1) = lim where in terms of ak given in (b),
-(x + n){x + n - 1) - - - {x + 2)(x + 1)
z = atu OjU3 a55 fl|j
-jL-TiC-T1)!- and \e\ S 5 X 10"'. Nested form in tcrms of Ak given in (A) is
The graph shows that T(x + 1) is single-valued except at x = -I, -2, -3,... , and r = A,u(l - i4,*(l - .4s-(l - A,u2(l A,3u2))))
its alternating extremes are T(l.462) = 0.886, T(-0.504) = -3.545, T(-1.573) = 2.302, The general expressions for ak and Ak are a, = I - y, a:l = Z(3) I, a5 = Z(5) I,... and
r(-2.6ll) = -0.888, T(-3.635) = 0.245. T(-4.653) = -0.053, T(-5.667) = 0.009, A, = a,, A3 = a3/a,, i45 = as/a3,..., where y = Euler's constant (2.19) and Z(r) = Riemann
T(-6.678) = -0.001 (Re. 2.08). zeta function (2.26).
(C) Example. If T(1.25), T(0.75), T(3.25), and T(3.75) are dcsired, eT is calculated first with
(C) Functional equations. With the restrictions placed uponx in (b), u = 0.25.
r(x + n) = (x + n - I)(* + n - 2) u + 2)(x + l)r(* + 1) axu = 0.105 696083 8 -asir
,.* =
-0.000007 2124 -a.,u" = -0.0000000008
rt.-.)-7(* - 0iJl
)(* - n + I) (x - 2)(* - 1)*
-a33= -0.001032 379 7 -a77 = -0.000 000 072 7
the sum of which is r = 0.104 636418 2 and eT = 1.110306 850. Then by relalions (a),
wherc n = positive integer and x = signed number (positive or negative, integer or fraction).
n, , nA r /(0.75)(0.25)tt /(L25)(0.25)g
(d) Integer and fraction arguments (n,p, q = l. 2.3....)
r(,+0-25)-V,.25sin0.25^ T(l - 0.25) - , V0.75sin0.25^
0.906 402 477 3 + e 1.225 416 702 2 + 6
r( + i) where = -2 X 10"'" based on comparison with the tabulated vales in (A.04). The remaining
= n(n - !)( - 2) 3 - 2 - I = ni = (n - 2)(n - 3) 3 2 1 = (n -2)! vales are calculated by (2.28a*).
r(n + p + 1) = (n + p)\ r(n-p+ !) = ( -p)\ (d) Large argument. If x > 4 is an integer or decimal number, the Stirling's expansin (2.09),
rK)=K-0K->)- K)H)K>H) r{x + i) tl{^'y/2xH + = xl
yields good rcsults as shown in () below.

(e) Reflectlon and duplication formulas (e) Errors of Stirling's expansin of r(x + 1)
-n 4*
r()r(-) =
u sin uJT
r(2*)=^=r(*)r(* + 2-) rr(i - ) X + 1 Correa vale o(T(x + 1) Approximatc vale of (x + 1)
3.00 2.000000000 (+00) 1.999997 800 (+00)

where x = signed number, = 1,2,3,..., and u < 1 3.25 2.549 256967 (+00) 2.549 255928 (+00)
3.50 3.323 350971 (+00) 3.323 350 418 (+00)
3.75 4.422988 410 (+00) 4.422988086 (+00)
(f) Special vales (n = l, 2,3,...)
4.00 , 6.000000000 (+00) 5.999999 792 (+00)
5.00 2.400000000 (+01) 2.399999993 (+01)
r(-n) = * f (o) = * r(i) = i (n) = (n -- D! 1.200000000 (+02)
6.00 1.200000000 (+02)
7.00 7.200000000 (+02) 7.199999 999 (+02)
n-k) = -2\ rt) = V^r
1M) i 5.040000000 (+03) 5.040000000 (+03)
n- +) - (2n!!4^
n!4
r(- + A) = (_4)--'^
(2n)!
10.00
20.00
' 3.628800000
1.216451004
(+05)
(+17)
3.628800000
1.216451004
(+05)
(+17)
50.00 6.082 818 640 (+62) 6.082818 640 (+62)
__^^
Numerical vales ofT(n + 1) and r(u) are tabulatcd in (A.03) and (A.04), rcspcctively.
' i " "M 1 '"""J "" ~1 '"'1 ' l "l "Ti
Numrica! Constants 2.31 Pl AND BETA FUNCTIONS, 39
38 2.30 OPERATIONS WITH GAMMA FUNCTIONS Numerical Constants
GENERAL RELATIONS
(a) Binomial coefficient ( 1can be expressed in terms ofgammafunctions (a) Pi function l(x) is the gencralization othe factorial (2.09a) and is defined as
(*\ = *! = H* 4- I) n(x) =T(x+ 1) =[ e-'t'dt =x! (x>0)
W (x-*)!*! r(x-k + \)r(k+ 1)
where k = 0, 1,2,... and x = signed number exccpt 1, 2, 3,.... where x! is the general factorial. All relalions introudccd in (2.28) to (2.30) are applicable in
operations with this function.
(b) Factorial polynomialof step 1 (2.1la) of order min x is
T(x + 1) (b) Betafunction H(x,y) is defined as
A'(|,, = x(x - l)(x - 2) (x - m + 1) =
ru - m + i)
1 r(* + i)
B(*,.r) ={/-'(i - 0"' dt =jf(l+<r^f <* >>J >0)
x\- (x + l)(x + 2) - (x + m - l)(x + m) T(x + m + 1) and is related to the gamma function and pi function as
where m = positive but m = I, and x is the signed number restricted by (2.28).
Hx)r(^) n(x - \)U{y - 1)
B(x,jr) B(x,y) =
(c) Factorial polynomial of step h of order m in x is r(x,j) n(x + y - I)
Af>= x{x - k)(x - 2A) [x - (m - DA] =

AT
(H (c) Refiection formulas (n = 1.2,3,...)
(f-. +i) B(x,y) = B(r,x) B(x,y,z) = B(,x + y)
B(x,7)B(x + r.z) = B(*.c)B(jf + z.x)
.ir- = (x + A)(x + 2A) (x + mh)

(H B( + x,h-x)-
_ r(w + .vir(n - x)
r2fj)
Jil\-x
(2n-l)!sn*x
rr^ +m+.) T(n + h + x)I> + j - x) = Ji<,
B(n + 3 + x,n + 2 x) - rvo a-
T(2n l\
+ 1) (2n)\cosJtx
where ot.x are thosc defined in (b) above and h is a positive constant.
where
(d) Double factorial dcnoted as x is a special case of a factorial polynomial with x = 2 or
x = 2n - 1, A = 2, and n = 1,2, 3, In particular, Po = x, /,=*(!- V), A = x(l - x2>{2* - x2),
P, = x(l -x2)(22-x2)(2-x2),...
(2n) = 2n(2n - 2)(2n - 4) 6-4-2 = 2"n! = 2T(n + 1)
& = i, e. = m1 - *% & = i(5)a - *aii(i)"' - *-']'
2> - \\)\ 2T(/i + \) Qs-l()a-,H(l)!,-**H()s,-'8l.'
(2n - 1)1! = (2n - 1)(2 - 3)(2 - 5) 5 3 1 =
V \ft
For<I, B(u. 1 - u) = n)r(l - u)
sin jt
(e) Natural logarithm of the gamma function for 0 -h!(a-i". r //>--<? !M"' r^ + ~Ml
/ (1 + u)ux . , ...
lnT(l - a) = ln Wi ' a,u + .;,' + ass + + an"
" (1 w) stnu;r
B(,A)
B(/,/>)
where ax,a3,ait... are the factors listed in <2.29). For 1 s ( + )< 4, n = 2, 3,... , B(> + ,'/' + - (2/,+ I,! " (2/> + l)2/>(2/, - l)(2 - 2) (/>+ I) "w"#" ^ - 1
lnr(n + u) = ln(n + u - I) + ln (n + u - 2) + + ln (1 + u) + lnT(l + u)
where ln T(l + u) is the first rclation above. B(^ + l, I)- (2/(_ 1}, "(2/>_ |)(2/i-2)(2p-3)- (^+ 1)
(f) Stirling's expansin of-InE(x + I)J"ol.v2 4_is_ln.r(* + 1) = x(lnx - I) + lnV2xlr + A,
where A is the series in (2.09^), and for very large x, A a 0.
~~Jj 1 ' ""3 ' " 1 ' " 1 1 "1 ~H """ 1 ~J 1 Jl'l 1 i
40 2.32 DIGAMMA FUNCTION, GENERAL RELATIONS Numerical Constants
2.33 DIGAMMA FUNCTION, NUMERICAL EVALUATION 4i
Numerical Constants
(a) Derivative of natural logarithm of T(x + 11 in (2.28a) is called
the digamma function rp(x). (a) Small argument. For 0<ti ^ 5 th digamma function can (b) Factors b
be evaluated to a dcsired degrec of aecuracy as
,).{nn,ti)-Efe+Jl k *,
0 0.577 2156649
where T'(x + 1) is the derivative of T(x + 11 with respect to x. V()-,+2u (I +)(!-) 2tana* 2 0.2020569031
4 0.036927 7551
(b) Natural logarithm of Gauss'limit in (2.296) can be diQcrcntiatcd 6 0.008 349 277 4
term by term so that V(-) - ' 2 (I +00 " ) 2tani/JT 8 0.002008 3928
10 0.000494 1886
12 0.000122 713 3
M =lim (in. - ij^) =i (1 - --^) - y where in terms of A* given in (A), 14 0.0000305882
0.000007 637 2
o, = A0 + b2u* + b4u* + + Al6'6 + e 16
where y = Euler's constant (2.19a). In some literatures ip{x) is called the psifunction. The graph and |c| = 5 X 10"".
in (a) shows that \p(x) is singlc-valued except at x = 1, 2, 3,..., and its zero points are at
x = 0.462, -1.504, -2.573, -3.611, -4.635. -5.653, -6.667, -7.678,....
(c) Functional equations with restrictions placed upon x in (b) are

(C) Example. If>J), V(i) *nd V(-|) are desired, o> is calculated first with u=x2 as
1
A =05772156649 A6a6 =0.000 130457 5 b,2a =0.0000000300
x){x + r) = x>(x) + 2
aî x + k
V v - r) = Y(Jt) - 2
*f, * + 1 - *
6y =0.050514 225 8 A88 =0.000007 845 3 Al+ =0.000000001 9
where r s a positive integer and x is a signed number.
by =0.0023079847 Al0' =0.0000004826 A16'6 =0.000000000 l
o) = E?-o*2i"2* =-630 176 692 8 and by the rclation (a),
(d) Integer and fraction arguments (n,p,q = 1.2.3)
,,u _ , . i _ __! 0.630 1766928 - = 0.036 489 9739 - e
1 1 V{V -1 + l (1.5) (0.5) 2tan
*(.) = "+j +5 +-- + ,_l + ;-r-.?.-r c- , k 9 <t9A i/M = >-y-ln4 = 0.036 489 073 9, the error in this particular case is
v1,.) =v(.) +, ' blw Ule one2u?dic!i in .1. The rcmaining vales are calculated by (2.32.) in terms of ().
*KH(*)+4.,+'?* a/ \ q) k.,qk -
(d)
Large argument. If x>5is an integer or decimal number, the Stirling's expansin
(e) Reflection and duplication formulas
t//(x) = lnx + +
V(x + 1- n) - lfi(x + I) = .i x k
tp(x) - y>(x + l) =
yields good results as shown in (e) below, where in terms of A(2.09),
2y(2x - 2) = y(* - O + V(* - 5) + 1"4 y() - V(-)
u tan uJl
a"A B2t B2 B_B_B J_ _L_ _L- +^_
where x = signed number, n = 1,2, 3,... . and |a| < 1.
<P==-S^=-i-47-6x6 8x8 12x2+120x* 252x6 240x8
(f) Special vales (e) Errors of Stirling's expansin oftp(x)
V(-n) = V(0) = -y V(D = l ~ 7 V(2) = 1 + 5 - Y VO) = l+| + !"y Corree! valu of V>(*)
Approximatc vale of rp(x)
v,(_i) = _v_|n4 V(j) = 2 - y - ln4 4.251 198413 (-01)

4.227 843 351 (-01)
9.227 889 526 (-01)
9.227 843 351 (-01)
V3- VJt 1.256117 768 (+00)
V(-5)= -y-lnV27 + V(5) = 3-y-lnV27- 1.256117668 (+00)
1.506117675 (+00)
1.506117 668 (+00)
1.706 117 779 (+00)
1.706 117 668 (+00)
V(~) = -y' - ln 16 + -2 V() = 4-y-lnl6-- 1.872 784 335 (+00)
6
1.872 784 335 (+00)
2.015641478 (+00)
7
2.015641478 (+00)
2.351751589 (+00)
10
2.351752 589 (+00)
Numerical vales ofV(u) are tabulated in 1<\.05). Numerical vales ofv() are calculated 50
3.921989671 (+00)
3.921989671 (+00)
by (d) or by (2.33a"). V *'
'1 ' "1 ' '1 '"""1 ' ~1 """"1 1 ^1 i î TI
Numerical Constants
2.35 POLYGAMMA FUNCTIONS, NUMERICAL EVALUATION 43
42 2.34 POLYGAMMA FUNCTIONS, GENERAL RELATIONS Numerical Constants
(a) Higher derivatives of the digamma function ip(x) in (2.32a), called the polygamma functions
(a) Small argument. For 0<u* l the polygamma functions can be evaluatcd in tcrms o the
respective derivative ofthe formulas in (2.33a) as
V(,)(*)> V<2,(*) V("'(x) arc defined symbolically as
1 1 aVo
V<m,W ==[*(*)] =^TCnin* +I)]} 4g5i =V("() =-^ +^H)5" 2(I _.,. T2sin** ;+
a^tHit) 1 1 1 _ Jocosa _ aô>

where T(x + 1) = gamma function (2.28A) and x = signed number rcstricted in (2.32A). -^=V'<>) =^-7J+-^ +7JZ-^ 2l u2
and in general with a = ( l)" ,
(b) Series representation of the polygamma functions are
a"y/(u)
'\u/ =
am\ am\
r (cot uJt)
du
= ..,<)/*
_
V () - 2||-i ++ 2(i 4. )-' 2(1-h)"+1 2aVV dum
and in general with a = (1)""+ , (b) Examples

10
j
V<-,(x) = am\ = 2aA2 + 43A4 + 6u% + 8a7AB + + 20a,!,A2O = h2*"'^
f,(x + A:r+I du 2 *"'
10
The series representing thcse functions converge very slowly and arc of a very limited practica! * =2A2 + 12u'A4 + 30u4A6 +56^ + + ISOa'V = 2 undn
valu. If, however, thcse series occur in the solution of a probiem, they can be approximated by du2 *'
the rapidly converging asymptotic series introduced in (2.35a). and no error oceurs in 10-digit display if At's are taken up to k= 10. In nested form,
(c) Functional equations. With the restrictions placed upon x in (2.32A), = c2(i + cy2(\ + eyu + cyn + + c*,2))))
du
(-ir+,m! (-l)"+,m!
V(""W =-v ^,"" +Vlm,(x - 1) Vlmi(*) =x+irZ\ +vim)(* + i) - = D2{\ + Dy(\ + D6u2(\ + 0.a(l + 4- D.Mu2))))
du
which are the mth derivatives of the functional equations in (2.32c). where 2i, a, C*. D2k are the factors tabulated in (c) below.
(c) Factors c2, d2*, C2k, 02*
(d) Integerand fraction arguments (m,n = 1.2.3.. D u
d.a
0.404 1138064
V(,,() =Z(2) - ./"() =om! [z(m +1) - t^Tt] 0.4O4II38064
0.147 1100206
0.404 1138064
0.443 132665 2
0.404 1138064
0.365 5183719 1.0965551160
0.565244 0386
0.250478 322 0 0.3391464232
0.050095664 3
jp<(i) = 3Z(2) - 4 y""'^) = aTO!l(2",+, - l)Z(m + 1) - 2"*+lJ 0.016067 142 6 0.1124699968 0.320729 205 5 0.449020887 7
0.307 577 1568 0.395456 3444
0.0049418860 0.044 769 7400
0.297975 3396 0.364I92O8I7
where Z(2), Z(3),..., Z(ra + 1) are the Riemann zeta functions (2.26a). 0.001 472 560 2 0.0161981556
0.2908100578 0.3468461381
0.000428235 3 0.005 567 0524
0.285 3458364 0.329245 1958
0.000 122195 2 0.0018329280
0.281089924 2 0.318 5685808
0.000034 347 0 0.000 583 909 2
(e) Reflection formulas 0.0001812220 0.277 707 792 5 0.310379297 4
0.000009 538 7
v,(.)W_v?<n(x+,) =-î- sin jzx (d) Example. Ifthe valu of y"^) is dcsired, dw/du is calculated first with u- i
y>w(u) a,2 =0.202056903 1 u\ =0.000 1255245 *, =0.0000000522
r v ' + V(,)(-)
ir v / = --
aj + sin2
-r^ Jtu u du tan Jtu
u\ = 0.018 463 877 6 u9c>0 = 0.000 009 652 1 ,5*, =0.000 000 003 7
where x = signed number and \u\ < I. u% = 0.001 5654895 \i"cn = 0.0000007190 .*,. = 0.0000000002
= 2 h2*"'^ = 0.222 2l:2 222 1, and by the relation (a),
(f) Special vales d A-| " i
' _+ * 0.222 222 222 I = 0.934 802 200 7
y>l,)(-n) = V(0) = Z(2) tf(,,(l) = Z(2) - 1 v(,,a) = -^r7T5
2(0.5)2 + 2(1.5 2J0.5)2 2sin2^
l2 o *.:.
y<->(-) = 0O ^"'(O) = Z(m + 1) V("'(l) = am![Z(m + 1) - 1] ... . /o oijv . ,i,(D/i\ V7C)\ 4 = 09348022005, and the error is
The correct valu is given by (2.34rf) as V (2) - i'\) * U,3J
due to round-off only.
Numerical vales of ^""'(x u) are calculated by the procedures described in (2.35).
i J
44 2.35 POLYGAMMA FUNCTIONS, NUMERICAL Numerical Constants
EVALUATION (Continued)
(e) Intermedate argument. For < x < 5. the recurrcnt formulas in (2.34c) yield good resulta
xptX)(r +u)= V'"'(") - 2 *0>(r-)- V',"(-)+ !_|

2 77(* U)
"T
1-. (* + ")'-'
^(r-) =^(-) +227J3î

where r = 1,2,3 V(l,(). V'' arc calculated by (2.35a). and tf(,)(-),>m(-u) are
3
obtained by (2.34c) in terms of the preceding vales.
(f) Examples. If the vales of V("(3.5) and of yM>(-0.5) arc dcsired, then by (e),
y(,,(3 + 0.5) = V'"'(0.5) - -p - i ~ YP = 0-248725 103 2

NUMERICAL
and by (2.34*),
*<(-0.5) = -U
(0.5)
+tt-
sar 2Jt
- V -5) =4.934 802 200 7 DIFFERENCES
(g) Large argument If.v > 5 is an integer or decimal number, the derivatives ofStirling's expansin
in (2.33) yield
1 I <i->
and in general with a = ( 1)" .
a(w - 1)! . , <T<?
where
0 =J L +J L +^ rf-> _ 1 _1_ J_ 3 5
</x 6x3 30xs 42a-7 30a" dx2 ~ 2*4 + 6*,; 6.v" + 10x'" 6x12
66x"
dm<p _ a_ r(w + 1)! _ (w + 3)! . m + 5)! _ (m + 7)! 5(w + 9)M
<**""*"[. 12.V" I2P3!)*4 232t5!)* 240(7!)a" 660(9!)a-,uJ
Iffivc terms of the asymptotic series are included, no error occurs on 10-digil display. Tablc (A)
below shows the range ofapplications of this formula for T//"(.v).
(h) Errors of Stirling's expansin of t/,(1,(*)
Approximatc vale
X Corren valuof y("(*) ofV(,,(x)
-0.5 a-a/2 = 4.934802201 (+00)

0 -/C = 1.644934067 (+00) Nol applicable
0.5 jr/2 - -i =9.348 822 005 (-01)
for x 1.5
1 -/% - i = 6.449 340673 (-01)
1.5 .t-'/2 -4(1 + 1/3') = 4.903 577561 (-01)
;r/6 - (1 + 1/2') = 3.949340668 (-01) 3.949912 574 (-01)

3 JT/6 - (1 + I/2-' + 1/3-') = 2.838 229 557 (-01) 2.838 230064 (-01)
l jr/6 - (1 + I/2-' + I/3-" + 1 4: = 2.213 229 557 (-01) 2.213 229 587 (-01)
5 jrs/6 - (1 + 1/2 + 1/3' + l.'4; + 1/5-) = 1.813229557 (-01) 1.813 229 557 (-01)
Kl .t76 - (1 + 1/2' + 1/3" - - 1/10'-)= 9.516633 556 (-02) 9.516 633 556 (-02)
m 31 j a i
Numrica! Differences 3.02 LINEAR OPERATORS, BASIC CONCEPTS 47

46 3.01 FINITEDIFFERENCES AND CENTRAL MEANS Numerical Differences
(a) Operator denoted by the general symbol L and preceding the function/(a + A) or f\a +
(a) Flnlte differences of a function.? =/(x) that is continuous and single-valucd in a given interval (* 4" )*] caU"1 thc operand indicates the nature of the operation to be performed on this
(which can be infinite) are classified as divided differences, forward differences, backward differences, and function.
central differences.
(b) Main propertles o operators are
(b) Divided difference of first order defined as
,r U/x) +Mx)) = U,(x) + L/2(x)
f{Xfxk+l) _ , _ x l+l
,.
L-L'l/M] = L-"[/(*)J L-[/(*)J = MLl/(x)]}
xk*\ *k ** + l **
y
-/<> where m,n are signed numbers.
is the slope of the chord k, k + I,
*7 ' '
tan q> = yY - 1
l
1
_l
(C) Classification Of operators. In this chapter three classes ofopcrators occur: transformation operators
Eand, difference operators A, V, 6, U, and derivative operator D.
A, Ai
where Jt = 0, 1, 2, 3 i-v
i. - ,i
* *-l
(d) Tableof applications ( = 1,2,3,...;k =0,1,2,3,...; r=0,1,2,3,...)
(c) Forward difference of first order, defined as *..
Unit operator 1 \?k = ." 1> = .

a*+i) --/*(**) =**** -y* Shift operatorE En = .ni E>1 = .!.
is the difference of the vales of the function at xt+l, xk, e-1^ = .n-i E~>4 = Ai-,
dcnoted as
y Forward difference operalor A 4n = j-4i -.n A>i= (-i)'(")w.
Ax, =yk+\ -jk *. i
J-/W
< *+*/ Backward dilTerencc operalorV v>4 = ,i -a-i
/!
/ i
(d) Backward difference of first order, defined as
i. ,
i
4+1
/ i
Central difference operator tyi = .n +i/2-St-in >, = 2 (-1 >'("),.,-,
A**) -A**-i)x -J*-' - i t
1 Central means operator p V9k - (j'*-irtO,i*i)

is the difference of the vales of the funedon at xk, xt_,, -2 ^î
*-l
i
denoted as -i -i
Dcrivalive operator D Djk~ (dy/dx)k />>i = (o/tni

1 A
v>* = yk -jk-i
where the superscript ndefines the order ofthc operation.
(e) Central difference offirst order, defined as (e) Examples. Uyk =f{xk), then
ir /W/
A*.+in) -/(**-i/a) =yk+\n ~ Jk-m i'Vk =yk l\ =yk E> = j*+2 Eî=.Vi+:,
4+ I
is the difference of the vales of the function at xk+m, A>* =^+3 - 3^4+2 + 3y+I -jr4
AS =^+2- 2y4., +.v,
xk-in> dcnoted as *+i A
V->4=^ - 2y4_, +^,_, V>* =î ~ 3.yi_, + 3y4_a -.Vi-:.
fyk =7*+1 ~ yk-
5">i =.v+1 - 2j +>,_,
where yk.m, yk+t/2 are the vertcal coordnales of
midpoints betwccn k - 1, kand *,k + 1. respectively. O = iU-, + 2yk +.v,+l) M^ = Jk-vi +Jk-fi + 3-'* +> +->'*+:)
)> = (d'y/dx2),. />>* = {d"y/dx')k
(f) Central means of first order, defined as
f[xt-in) +f(xk+,n) yk-xn +yk +m (f) Relations of differences (m, n = 1,2,3,...)
2 2
t\yk = v><+, = <5>1+,2 V>4 = A>i_. = >4_.
is the arithmcc means ofthe vales ofthe function at xk_xl2 a id x+l/2, denoted as
A" v>i = A"*>i_. = 6"+>i+,/2-.- >, = A>t_. = V>4,
m = Cn-i/ +y*+m)
i I
48 3.03 LINEAR OPERATORS, GENERAL RELATIONS Numrica! Differences Numerical Differences 3.04 DIFFERENCE TABLES 49
(a) Notation. n,r = positive integers E,A, V, , u = operators (3.02) (a) Types Of tables. Thc difference tabics shown n (d) to (/) below are the flowcharts for the
calculation of finitc differences. In general, two formis of these tables are available: the diagonal
(b) Relatlonships between operators formal and the horizontal format.
A V D
E
E E A + 1 (1 - V)- 1 + h- + Vi + i<5'-' e
(b) Construction Of tables. First, thc numerical vales ofxk and yk are recorded in thc lirst two
A E - 1 A (1 - V)-' - 1 ?,- + 6Vi + J- /" - 1 columns of the respective tablc. Ncxt, thc respective diflerenccs are succcssivcly calculated from
1 - (1 + A)" V - ?.- + Vl + \6'2 1 --" the nearest column on the left. This process is repeated to the desired order.
V 1 --'
6 E"--E-"' A(l + &)-'-' 7(1 - V)-'" 2 sinh KhD
i(E"- + E-"v) ^(2 + A)(l + A)1 -' \(2 - V)(l - V)-"-' Vi + iy 2 cosh \hD (c) Three rules must be observed in thc construction ofthe difference tablc:
D A"'lnE A'1 ln (1 + A) -A ' ln (1 - V) 2A~'sinnh~' (/2) 1) (1) Thc computation of thc nth-order difference requires n + 1 vales of xk and.v4.
(2) The nth-order differences of an nth-order polynomial in x are thc same vales, and the
(jl + l)th-orderdilfercnccs of thc same polynomial are zcros.
(c) E serles in terms of A, V, and D (3) The sum of numbers in onccolumn cquals the diferencc of the topand bottom numbers in
thc preceding column
E'=(l + A)" = E A' E-= (1 + A)'" = S(-l)'( A'
,-o \ r /
(d) Forward differences
E- = (i-v)-" - j n ? E-= (1 -V)- = (-l)'('V Tablc Example
,_o \ r i
(nhyr ,(nhyir v-, y-2

-4 200
E" = <" =2 E"" = e' = 2(- Av_.. -18
- j-\ a-;._2 -2 20 162

^-18 654
-A>,-i 'y 2
(d) Aseries in terms of E and D v /o ^\A->_, A\ , ti 2 .810 -1068
Ai ^"^--ÂV, 798 -111
A"=(E-1)" =(-1)'E" A-'i ^~"""-\^

-5"
o 800 402
>: y
1200
l 2000
/;'/)' , y
A-' = (,"' - \f = 2(2' -2)-j- A:! = (,* - l)1 = 2 13' - (3)2' + 3]-
(e) Backward differences
A-r-.r =[-(>-'-(.>-'-''-'rl:iH^ Table Examplc
y~i
-1 200
*-,
(e) Vseries n terms of E and D v>-, -180
*-> _2 20 162
>-! y-\
V" = (1 -E-)" = (-l)'E-' V = 1 - e' -St-ir? > y
0 2
-18
816
654
-1068
nr
v>, / ^ Vy3 798 -411
<02
V-- = (| -,-*) = 2 (-D'(2r - 2) l j\ ^ ^ v>-' 2 800
-^200
1 2000
V- = (1 - e-"")" = r-J
(-l)'+,[3' - (3)2' +31-!
r-
>, y-
(f) Central differences

. k'D'
V- =(i - ,-">) =|(-I)A[' - (") - ')' +Q)( - 2)2 - (-ir
Tablc Example
where A = r if n is even and A = r + 1 if r. is odd. y-i

-4 200
-180
_> 20 162
(f) series in terms of E and D y-1
-18 654
6y-\n *V-i/a
/n\ (',/i)')' -1068
6" = (E,/2 - E-")' = r-(l
2 (-)'(^r^)E"--' = 2sinh2-AZ> =22- -yo
*>i/a &1yu 798 -414
2 800 402
63y,
6" =2- sinh" 2AZ) =22["' "(J)- "2)' +(j)( - 4)' - (-1)"' 'QhO'] ^ 4 2000
1200
"1 ' ~1 ~J
50 3.05 OPERATIONS WITH FINITE DIFFERENCES Numerical Differences Numerical Differences
(a) Derivative operator. By definition, the first-order derivative ot~yk = f(xk) is (a) Notation. a, A,c = constants A = spacing m,n,r = positive integers
x(m) 0 ^ _ A)(x _ 2A) . [x - (m - 1)AJ x( =

I
~ ?>i .. tyk
Dyk = = hm- (x + A)(x + 2A)(x + 3A) (x + wiA)
dx ao h
and the higher-order derivatives are (b) Algebraic functions (m ^ n,rs:)

fy, A2yk _ >, _ A>, A"m!
D2yk = -fr = lim -77- Z)>* = - = lim - A"[x("'] =
^ dx2 *-o A2 ax" *-o h" A[x(-)] = mAx'"-"
(m - n + 1)!
where Ayk, A2yk ,... , A"yk are forward differences ot~yk and D is thc derivative operator used as b*m!
A^'-"] = - mAx'-"-"
(m B + 1)!
^-s^ "2?
(b) Rules of difference and differential calculus bear cise resemblance. If u =f(x), v = g(x), 40] - C) -[(:)]= <:)
w = g(x + h) and h,c are constants, then
D[c] 0 Me) = 0
(c) Transcendental functions
D[x] 1 A[x) = h A[a**] = (a** - l)a** A[sin (a + Ax)J = 2 sin(ÂA) sin [Ax + a + (AA + jt)]
1 h Alcos (a + Ax)] = 2 sin (ÂA) eos [Ax + a + h(bh + n)]

A["J = (*' - 1)'*"
4;] - X" 4;] x(x + A)
Z>[J = cDu A[cu) = c Au A"(a**] = (a** - 1)V* A"[sin (a + Ax)J = 2" sin" (5AA) sin [Ax + a + (nAA + nn)\
>[u + ] = Du + )p A[u + .- ] = Au + Av A"[cos (a + Ax)J = 2"sin* (ÂA) eos [Ax + a + r2(nbh + nn)\
A"[f**J = (/* - l)V*
>M u Dv + v Du A[ur] = u Av + v Au + Ai/ Ap
v Du u Dv i' Au u Av (d) Leibnitz' rule. If u0 =/(x), a, = f(x + A),... ,a, = /(x + kh), v0 = (x). r, = g(x + Al.
4;] v2 4;] =
vw "* = g(x 4- A), then
A"K"o] =2 (" 1>"**Q*,' (* =0,1,2,3,...)

(c) Examples
A[x2 + IJ = [(x + A)2 + 1J - lx2 + 1J = 2Ax + h2 (e) Example. If 0 = sin x and v0 = cosx, then by (d),
Ar_!_i = r ' 1 _ r_!_i = ^ +^ A-[u0v0) = sin2x - sin 2(x + A) + sin 2(x + 2A)
lx2+lJ L(x + A)a+iJ Lx2+lJ (x2 + l)(x2 + 2Ax + A2 +
(f) Error in the difference tables'Used for the calculation of differences spreads as shown below.
(d) Products and quotients. If uk =/(x + kh) and vk = g(x + AA), then
* Ac A'e A*C A4c Ase Atc
Al*J = uk Avk + w4+l Au* A[u] = (uk + a+l) Aa,
-3 0 c
A["uij _ "kt A
Aat -~ "*
u A* 0 6
aT--1 = - -=*- -2 0 0 c -6c
0 c -5e
-1 0 c -4e 15c
where uk # 0 and p4 = 0. C -3c 10f
0 c -2c 6e -20c
(e) Examples -c 3c -le
1 0 C -4 15c
(x + A + 1) - (x + 1) 0 -c 5c
4.-77]- (x + I)(x + h + 1) (x + l)(x + A + 1) 2 0

0
0 f
c
-6c
fx + 11 _ (x - l)A - (x + l)A 2A
2A 3 0 c
Lx - IJ ~{x - l)(x + A- I) ~"(X - l)(x + A- I)

u i
52 3.07 APPROXIMATION OF FUNCTIONS Numerical Differences Numerical Differences 3.09 NEWTON'S INTERPOLATION FORMULA, 53
BY INTERPOLARON GENERAL SPACING
(a) Process Of interpolation is uscd for thc development ofa substitute function y(x) which closely (a) Newton's divided-difference formula in terms ofx ,yk defined in (3.08a) is
approximates amore complicated function^x) in agiven interval and coincides (collocates) with
y(x) at certain specific points. Thc substitute function of a polynomial form in terms of finite r(*) =7o 4- (x - x0)A + (x - x0)(x - x.JA^ + [(x - x0)(x - x,) + (x - *,-,)]A I
differences is called the finite-difference collocation polynomial. Collocation polynomials of finite-
difference type are ofgeneral orequidistant spacing. All formulas in (3.08) to(3.13) are exact and u a - 7i ~yp , Al2
a _J[2 2s. ,...,*-
a -^y. -yo
yield the same vales if the function to be represented is a polynomial. If the function is not a where A - _
X| Xq X2 X0 X, X,
'o
polynomial, the remainder R,+, must be added.
A,2 - AM Al3 - A,, A,r - AM
A. = , Aj, . A. =
(b) Newton-Gregory formulas (3.10) are used mainly for interpolations atthe near or far cnd ofthc x2 x, x, X,
interval.
AM - A.. A24 - AM
A = ,Am = ,...,A3, -
(C) Central difference formulas (3.11) to o. 13) are ingeneral preferrcd over those nvolving forward xs x2 x4 - x2 x, X.,
and backward differences and are particularly uscful for interpolations at intermediate points of
thc interval.
The flowchart of the calculation of divided differences is shown in (A) below.
3.08 LAGRANGE'S INTERPOLATION FORMULAS,

(b) Divided-difference table
GENERAL SPACING
v4 yk * *0 Jl -.Vu Au ** xi Au ~ All A ** X-, A,., - A A
(a) Lagrange's formula. In terms of r -*- 1 vales of xt &ndyk, which are not necessarily equally
spaced, y0
* .V| *i *0 y\ -yo A
y(x) =yM*) +yM*) + + yX{x) + /c,+l =,(x) + R,+} X, y *2 *0 yi -y Al2 x. - X, A,,. - A A
A X, - X| A,., - A,, A21 X., A, - A.w A,3
x - x, (x - x, <x - xt) (x - x,.,)(x - xk+l) (x - xr) *i *i *S ~ *0 ->3 -y **
where A,(x) = fl
-0Xt - Xj (xk - .v v, - x,) {xk - xk_,){xk - xk+x) (x, - xr) 4 . * xO . -.0 Al4 * - x, A - A,, A * X-, Aa - A22 A
l+k
are thc Lagrangc multipliers and thc remainder

(c) Example. If xk,yk are thc same as in (3.08A), then the difference table preparcd according to (A)
(x - x)(x - x,)(x - x,,l lx xr) n'*lf(n\\ above is
[max u J\>1)\
K+' (r + 1)! Xk Xq y i -yo A *i ' i A, i ~ A,, A21 Xk - A2 Aa " A.,2 A
*l Jk
The sum of Lagrange's multipliers is cqual to I for all vales of x in the range of interpolation, 0 -12
and n is the argument in [x,x,], which makes thc valu of the derivative a mximum. 1 -12 1 0 0
2 -24 2 -12 -6 1 -6 -6
2 2
(b) Example. If 4 -60 4 -4 -12 3 -12 -4 :- 1
yk -12 -12 -24 -60
_, , (x- l)(x - 2)(x - 4), ,, x(x-2)(x-4) x(x - l)(x - 4)

-^ ~ (0 - 1)(0 - 2)(0 - 4)* 1(1 - 2)(1 - 4)1 ' 2(2-l)(2-4)V By (a) in tcrms ofj>, A,,. Ar2, and A,
x(x-l)(x-2) = , _ 9x2 8x _
4{4-l)(4-2)V r(x) = -12 + (x - 0)(0) + (x - 0)(x - l)(-6) + (x - 0)(x - l)(x - 2)(+l)
= x3 - 9x2 + 8x - 12
which must check:^(0) = -12,.v(+l >= -12,i(+2) = -24,y(+4) = -60.
which is the same result as in (3.08A).
(c) Special formulas for equal spacing hin terms of a = (x - xn)/A are
(d) CompariSOn. The advantage of Lagrange's method (3.08) is the absence of the difference tablc.
9{x) =a(-J- +^ +r^)
2\l+uul-u'
a=(I- )(1 -:i- ) Thc disadvantages are the difficulty of error estimation if.y(x) is not given in analytical form and
thc difficulty in subtraction of almosl equal numbers for closely spaced arguments. Newton's
m =(^ _^ +^ +-^ - _U A=(2 - )(1 -;.).(! +)(2 +) method requires the construction of a difference tablc, but the error can be estimated by checking
' -24 \2 + u 1 + a _ u A_-_u _2 ~u' thc first neglected term. Alsothe addition of oncor more points requires a complete recalculation
of all multipliers in Lagrange's methods, whereas in Newton's method only thc higher differences
where thc rcaminders arc Rt = 0.065A'v and #5 = 0.012Ay0 for |u| 1. < must be computed and their polynomial added to the previously computed polynomial.
jj rv r?T H
54 3.10 NEWTON-GREGORY INTERPOLATION Numerical Differences Numerical Differences 3.11 EVERETT'S INTERPOLATION FORMULA, 55
EQUAL SPACING
FORMULAS, EQUAL SPACING
(a) Argument. If the increment of x is a constant vale Aso that xk = a + kh, where a = constant (a) Notation. a, A, k,yk are defined in (3.10a)
and it = 0, 1, 2, 3,.... r, then the substitute function may be taken in a polynomial form a = (x a)/A v = 1 u 6 = central difference operator (3.02rf)
(collocation polynomial) whosc coefficicnts can be expressed in forward, backward, or central
differences of ascending order as shown below and in (3.11) to (3.13), where u = (x a)/A, (*> = tt(u - !)( - 2) ( - * + 1) vw = v(v- l){v- 2)--{v-k+ 1)
<> = ttuw = U(H _ !),...,<'> = u(u - 1)( - 2)- ( + 1 - r)
(b) Open-form formula (r = 2,4,6,...)
and y0 =f(o),yl =f(a + A),... ,yk = f(a + kh),... ,y, =f(a + rh)
(b) Newton-Gregory forward difference interpolation formula n standard form in terms of and j*
defined in (a) as
where_>0, 62y0, 6*y,... ,yx, 2!*,, ^y,,... are the numerical vales taken from thc difference
y(x) =y0 + A^0 + A2y0 + + A>0 + *,+ 1=y(x) + Rr+i table (3.04/) according to the flowchart (e) shown below.
(c) Nested-form formula

wherey0 = /(a) and the remainder /?r+, can be cstimated as
y(x) = vy0 + uyx - C0(A, - C,(A2 - C2(A3 - C3(A4 )))) + R,
*'* *|(T+-^^,lmaxZ?'+,/(,,)] 3(T+-TjiA'+H where
where r; is an argument in [a, a + rh] which if inserted in the (r + l)st derivative of/"(x) makes ( 4- l)(v + 1) (a + 2)(u + 2)
C, =
the valu of this derivative a mximum. Co~2-3 C' 4-5 6-7
(a + 3)(t> + 3) (u + k){v + A)
y(x) =y0 +u(Ay0 - ^ (*% ~^ (a>0 r 1 C, =
8-9 C* =(2/t +2)(2* +3)
For CA,
r^))) A, = ( 4- 2)<5V3 + (a + 2)>,
A, = (v + i)6ô + ( + i)*!ri
where Ay0, A'2y0, A3y0,..., A'y0 are the forward differences of first, second, third,..., rth order A3 = (v + 3)0% + (a + 3)6*>, A, = (* + *)<52> + (a + k)62tyt
at x0 [table (3.04</)].
(d) Remainder in (A) and (r) is
(c) Newton-Gregory backward difference interpolation formula in standard form nterms of uandyk
\R,\ |("+H2r)(,>A>ax /?/(!?)]|
defined in (a) is where r; is defined in (3.106).
<> ( + n<2> ,
y{x) -* 4- UVy0 +{U+2ll) V% +-+^(a + rJ-^ô
- l)("
+* =Ax) 4- /?,+ l (e) Flowchart
yk *bk >yk Kn
wherey0 = /(a) and thc remainder Rr+l can be cstimated as
-2
-1
where r/ and max/)''*0/^) have the same meaningas in (A).
0 yo V>
For CA, y(x) =y0 +u(yy0 +^ (v2*, +~p (v>0 +-+^-V>0))) + 1

E- QVT ~6yT
+2
whereVy0,VVj, VVj,... , Vy0 are thc backward differences of first, second,..., rth order at x0
[table (3.04<)].
-HL
' 1 13 3 1 J
Numerical Differences 3.13 STIRLING'S INTERPOLATION FORMULA, 57
se 3.12 BESSEL'S INTERPOLATION FORMULA, Numerical Differences
EQUAL SPACING
EQUALSPACING
(a) Notation. a, A, A, jt are defined in (3.10a)
(a) Notation. a,A, k,yk are defined in (3.10a) = central difference operator (3.02a*)
a = (x - a)/A
_ (x _ a)fh v= - o = central difference operator (3.02a1)
<" = a(u - l)(a - 2) ( - * + O
(1> = u(a - l)(u - 2) (-* 4- I
< ,<> (a + 1)(S) (a + l)w i4 _,_ (a + 2)(M
um ut2) {u + i)<4>, (+ ir' o y(x) =y0 4- "-<< +ô +Si "' +Sr";" +-iT"0'
j(*) =foo +*> +^' +1TA-' ~T^"2 + 4! 4 + 5! ^
(a + r-5)<-2) ,_, , (u + r-4)"-"
+ +
(a + r- 5)"-2) ,
A,_- +
(a + r - 5)(-2) ftf-,
: "0 ym + Kt
^ +- + (,-2)1 " * + (r-i), - +*
(r - 2)! " (r ~ 1)
where *,% o>1/2,s7I/a. ^,,2,. ,>_l/2, >.,/2 5>.1/2 are the
where.,,62y0,6%,... ,yt, 6% ,\ .... and 6yU2, fym,.. .are the numerical vales numerical vales taken from the difference tablc (3.04/) according to thc flowchart {e)
taken from thc difference table (3.04/1 according to thc flowchart (e) and A2, A4 ,... arc the and o>,, t3, a>5.... are the equivalcnts defined in (r) below.
equivalcnts defined in (c) below.
y(x) =4U +,.) 4.(*,* +C,(>, -5(<*. +C,(A4 +^(6tv,, +)))) +* A*) -*4- .(, 4- i(S +C2(o,3 +l (*,. +C4(, +"- (6% + )))))) +*,
where
where a2- I a2 - 22 a' - 32
(2 + a)(3 - a) C = C = lu
a(l ~u) 1 + u)(2 - u) 3a 5a
C, = - C, = - C, = -
4v 6v
2v
a2 - k1
(3 + a)(4 - a) (k - 1 + u)(* - a) 2* (2* - l)u
Q=-
2*
81/
<Wi = 2(^-1/2 + ^Tin) <o3 = ^-i* + *î>
A2 = (2jo + *7i) A4 = (*>o + >i)
">-, = 5(*5>-i/s + ^1/2)
A6 = (67o + *!*) A* = (o'% 4- "jr.)
(d) Remainder in (A) and (c) is
(d) Remainder in (A) and (c) is
s |< +ttM +iHt'-'rytMMi)yW1|
l^l^jiJLilÂ'jrnaxZ)/^)]!
1 " I r! I where r/ is defined in (3.106).
where 7} is defined in (3.106).
(e) Flowchart
(e) Flowchart
fyk V 6\ 6\ 6syt
k yk 6yk 6\ V 6*yk V
-2
-2
-I
-1 6y. V *V2
0 yo 6\ y0
0 tro **7i
yo ' 1 J 1 i ' &y\n
^1/2
A*. 11 <5V
..
+ 1
r- 1
V. 1^ + 1
+2
+2
7
i i 4
Numerical Differences Numerical Differences 3.15 INTERPOLATION IN TABLES 59

58 3.14 APPLICATIONS OF INTERPOLATION
FORMULAS, EQUAL SPACING (a) Tabular interpolation is thc interpolation process in a narrow sense and consists of thc
computation ofintermedate vales bctwccn thosc given in a tablc. Since most tabular vales are
(a) Statement Of probiem. Thc numerical vales of _y_2 = sin 0.4, _>_, - sin 0.5, y0 - sin 0.6, for cqually spaced argumcnts, all formulas in (3.10) to (3.13) and Lagrange's three- and
= sin 0.7, J+a = sin 0.8, and their diflerences arc tabulatcd in (b) below. Thc vales o five-point formulas (3.08c) are directly applicable. Tabular interpolations are classified as
sin 0.456, sin 0.656, and sin 0.856 are dcsired. ncar-end-valuc interpolation depicted by thc diagram (6), intermediatc-value interpolation
depicted in (c), and far-end-value interpolation depicted in (d).
(b) Difference table
k X yk = sin xk 6yt V fh v
-2 0.4 0.389 418

0.090 008
0.5 0.479 426 -0.004 791 (b) Near-end-value interpolation diagram (c) Intermediate-value interpolation diagram
-1
0.085 217 -0.000 852
0.564 613 -0.005 642 0.000 056
0 0.6
0.079 575 -0.000 795 *t
*t o *t~*l
+ 1 0.7 0.644 218 -0.006 437 k
uk
0.073 138
.'i >:
+ 2 0.8 0.717 356 (7> TV -O n c
O <J <L> <J k * *
* "-= .1, * .
(c) Newton-Gregory forward formula. For sin0.456 by (3.106) with *.

* "i
l " -i
u = (0.456 - 0.400)/0.1 = 0.56 and h = 0.1

and in terms of the numerical vales of (A),
/ 0.44/ ., 1.44 /A. 2.44
sin 0.456 =.)_., + 0.56(Âv_, - (A>_2 - (Âj_, - Ay. + /?,
(d) Far-end-value interpolation diagram

= 0.440 360 + R5 (correct vale 0.440 360)
where the remainder by the formula given in (3.106) is
|/c5| <|(0'f6)o.l''cos0.4| =|-2.3 x10"

f0.56>
(d) Everett's formula. For sin0.656 by (3.11c) with .... * * * _
u = (0.656 - 0.600)/0.1 = 0.56 and h = 0.1

and in terms of the numerical vales of (A), .
sin 0.656 = 0.44v + 0.56v+l - C(A, - C,A,,) + /?,

= 0.609 951 + Rb (correct vale 0.609 952)
where thc remainder by the formula given in (3.1 \d) is (e) Range Of practicality ofthc interpolation formulas uscd in (3.16) and (3.17) is given in thc table
below. Thc u vale is defined in (b) to (d).
f2.56>
l*5| * 0.14 sin 0.656 = |3 X 10~|
Formula Section Range Rapid convergence
(e) Lagrange's three-point formula. For sin0.656 by (3.8r) with u ca
alculated in (d). a =
3.16 0 < u < 1
Linear
(0.44)(0.56)(1.56). and^_, ,.)..v., taken from (6), Lagrange's 3.08<- 0 < u < 1
Newton-Gregory 3.10 0 < u < 1
"I )'-i 2lo v-i \ 0 < u < 1
si,l-656 =2(-T^ +b^ +tT4l) +^ 3.11
3.12 0 < u < 1 0.25 < u < 0.75
Stirling's 3.13 -1 << J -0.25 < u < 0.25

= 0.609 900 + RA (correct vale 0.609 952)
where thc remainder by the formula given in (3.08c) is (f) SubtabulatlOn is thc process of computation of vales corrcsponding to smallcr intcrvals than
|/c4| < |0.065(0.000 795)| = |5.2 x 10^1 thosc listed in a tablc.
1 | 1 1 J J
Numrica! Differences 3.17 HIGHER TABULAR INTERPOLATION 6i

60 3.16 LINEAR TABULAR INTERPOLATION Numerical Differences
(a) Greater precisin of interpolation in tables can be obtained by using thc difference formulas of
(a) Interpolation formula. If y. and y, are two consecutively tabulated vales of ^ -/(*), (3.08) to (3.13).
corrcsponding to x = a, x= b, respectively, as shown in the adjacent figure, then the
approximatc vale otyf at x = p is (b) Near-end-values interpolation in*,.* >y*> >y*at *k <** <*+is 8" convcniently by thc
V Newton-Gregory formula (3.10*) as
M
f 1
r o a
~?-<T
J, =*+. =yk +-4,(4* " A2(A2yk - A3(A3yk - A,A\))) + *s *-GK
where d = yt y. is the tabular difference, Aa = Ais >' rv'R 1
the interpolation interval, and {p a)/h = a is thc where Ais 0 or 1 [figure (3.156)], a = (*, - xk)/(xk + - xk), and A, = a/1. A2 = (I - a)/2,
interpolation factor (a < 1). A3 = (2 - )/3, A, = (3 - a)/4,.. .,A, = (r- \- u)/v

Jt i
J. (c) Intermediate-value interpolation in yk.2, yk-,, .n* *+i *- at xk < v, < *1+l is given
(b) Remainder of this approximation can be cstimated as convcniently by the five-point Lagrange's formula (3.08c) as
= b_ / yk-2 _ 4^., + fin + 4yk+x _ yk+, \ + ^
R, =J, -Sf ="-^-^^[m^s D2f(n)\
'1
1 * X
y, yk** 24\2 + a 1+ a a I-a 2 - u)

Rs = 0.012A>4
where n is so selected as to makc thc second derivative where 1< k< n- 1 [figure (3.15f)J, a = (*, - **)/(*, +, - xt) and A= (2 - a)(l + a) X
a mximum. If/(x) is not known, its second derivative a(l + a)(2 + a).
can be approximated as
(d) Far-end-values interpolation in y0,yltyt,... ,y.-*,y.-i ,J. at xk.t < xr < xk is given con
ÎmaxZ)2/*!,)]*^ vcniently by the Newton-Gregoy formula (3.10c) as
(C) n-place tables. Ifthc vales y. ,y, are listed in n-dccimal-placc aecuracy, then thc condition of
yf =*-. =yk + *.(*>* + B9{Vyt + B3(V3yk + BXyk))) + *, *-e;>
permissibility of linear interplation is
where kis nor n- I (figure (3.15rf)], = (**- *,)/(** - **_,) and Bx = u/\.B2 - (1 + a)/2,
, = (r-l+ u)/r.
^"|maxZ)2/(r,)|<^x 10" (e) Examples. The numerical vales of, = sin 0 are given for 0 =8 9,... ,13"(the difference
tablc shown below. The end valu sin 8.345 and the intermedate valu sin 10.345 are desired.
wherc thc second derivative can be approximated as in (A).
+0.551 667 +0.405000

(d) Example. If ya = sin 8 =0.139 173. yt = sin 9 = 0.156434, and yp = sin 8.345 is desired, u = .345 4, +0.345000 +0.327 500
then by (a), d = 0.017 261, A= 1.u = 0.345, and X sin 0o A Aa A3 A4
yf = 0.139 173 + 0.345(0.017 2611 + R2 = 0.145 128 + R2 8o 0.1391731

"0.0172614-
For thc cvaluation offi2, 9 0.156434 5 ' -0.0000477
0.017 213 7 "-0.0000052 .
"~ 0
f{x) = sin (jor/180) and D2f(x) = -(*/180)2sin (jr*/180) 10 0.1736482
0.017 1608 -0.000005 2
-0.000058 1 0
mnZ?2/(8) = -(^/I80)2sin(8-T/180) = 0.000 042 IIo 0.1908090
0.017 102 7 -0.0000052
0.207 911 7 -0.000 063 3
!2
maxZ)2/(9) = -(jr/180)2sin (9.T/180) = 0.000047 0.0170394
13 0.224951 1
R2 = (-0.345 X0.655) x l-'(-0.000047) = 5.3 x 10-6 +0.836250
+0.345000 +0.327 500 +0.781 667
u = 0.345 B,
The correct valu is^ = 0.145 133 3. which is satisfied byyf + R2.
By (A) in terms ofy8. differences, and A,'s given above, sin 8.345 is
(e) Optional interval /. Ifthc question arises to determine thc interval Aata to assurc an aecuracy of /*0.345\ A;,
linear interpolation to ndecimal places, then from (c) this interval can be cstimated as ye. = 0.145 133 3+ R5 (correct valu is 0.145 133 3) *s = [ $ JAj-B = 0
A" = [in ((/).S 0.31 for six-place aecuracy] By (r) in trras ofr,y9,yl0,yn,yn given, above, sin 10.345 is
VlO"[Z)2/(a)]
which shows that thc linear interplation is suitablc only for casesof very small Df(a).
^,0.345 =0.1795749 + /t5 (correct valuis 0.179 574 9) R> =0.012AS^ =0.
J J "I """"I 1 """1 """" l " "i r f - r 1 r~~~l ' ~J
62 3.18 INVERSE INTERPOLATION Numerical Differences Numrica! Differences 3.19 BIVARIATE INTERPOLATION 63
(a) Inverse process. Interpolation is the process of finding/(x) for a particular x located between two (a) Functions Of tWO variables can be interpolated in two ways. The simplest method is to first
known vales. Inverse interpolation is the process of finding the argument x if the valu of f{x) is interplate with respect to one variable and then with respect to the other, using any onc of the
standard formulas of (3.08) to (3.13). A more involved but more direct approach is by thc
known.
bivariate interpolation formulas presented below.
(b) Inverse linear interpolation. If in (3.16a) a,A and ym,y,jt are given, then the desired p is
calculated as (b) Newton's bivariate interpolation. With constant spacing p and q in the direction of x and y,
rcspcctively, the forward differences of z f{x,y) are
p = 6- R= a +%^s(b -a) - R 2(A - a)(yt -y.)
A,4 = Ax + P,y) - Ax.y) = (A - i )z
yk - y .
Ao, =Ax,y + q) -Ax,y) = (, - 0*
(C) Example. From (3.16a*), y. = sin a = 0.139 173, yf = sinp = 0.145 133, ^ = sinA = A* = Axo[f(x,y + q) -f(x,y)\ = (, - \){E, - \)z
0.156434, and a = 8, A = 9. By (A) above,
= Aoil/X* + P,y) -Ax.y)) = (E, - D(, - \U
0.145 133 - 0.139 173
p = 8 + (9 - 8) - R = 8.345 280 - R Aao = A10[/(x + p,y) - f(x,y)\ = (E, - l)2z
0.156434-0.139 173
A** = Aox[f(x,y + p) -f(x,y)\ = (, - l)h
(8.345 280-8)(8.345280-9) r_/M2s.n90-| = x ]Q.
2(0.156434-0.139 173) L \I80/ J
where EMz = f{x + p,y), E\z = /(* + 2p,y),..., ET = f(x + np,y)
(d) Inverse Lagrange's interpolation. If in (3.08a) x andy are interchanged, then
Eyz =Ax,y + q),.E$z = f{x,y + 2?) E",z =Ax,y + ?)
P = xoX^y,,) + xMyfi) = + xMyfi) With a = (x - x0)/p,.... uw = a(a - l)(a - 2) (a - k + 1)
where
9 = (y -y0)/q, ,w = < - )(" - 2) ( - * + 0
k \_y*-x_<*-r-'{-v"-y o~.y*-')U-.>w.) u-*)
1Uo M* -Ji U -.oH.n -*) U -*-,)U -*-.) ' U - *) the substitute function becomes
No simple formula is available for the calculation of the remainder R.

z(x,y) = [1 + (a(,,A,0 + *'"A0I) + - (A + 2,,V"AI1 + .'A)
(e) Flve-point inverse Lagrange's interpolation formula. If in (3.06V) x and v are interchanged,
/ xk_2 _ 4xk.x 6** + 4a:,., _ jr*+2\ +("A

3!
+3a,2>Pt"A21 +3a<',I(2,Al2 +pwAm)
\2 + 1+ v v 1 - c 2 - vi
where v = {y, -yk)/(yk+i ~yk) and r = (2 + a)(l + v)v{l - v)(2 - )/24. +-,t (?)<-'VA1I.wl/(*ô)
n!*-o\*/
(f) Example. If_y_2 = sin6j., = sin 7,_y0 = 8,j>, = sin9,^2 = sin I0,.v, = sin/> = 0.145 133, where x = x0 + up &ndy =y0 + "?
v = (0.145 133 - 0.139 173)/(0.I56434 - 0.139 173) = 0.345 274, and
(c) Multipoint formulas. If the vales of z are known
c = (2.345 274) (1.345 274) (0.345 274) (0.654 726) (1.654 726)/24 = 0.049 175 f**l
at certain points of the grid shown in the adjacent >
6 4(7) 6(8) 4(9) 10 diagram, then thc valu of z at x = x0 + uh,y =

P= (0.049 175)[;L2.345274 ]- 8.345 307 ya + tA can be approximatcd
1.345 274 0.345 274 0.654 726 1.654 726J
(1) Three-point formula C0" -/ar)
whereas the correct valu is 8.344 981, and the remainder R in (c) is also applicable here. 1 ^^l -c
l{x,y) = (I - u - v)zc + "Zr 4" vztt + R2 ('

(g) Inverse interpolation by reversin Of series. Any interpolation formula expressed in series form (2) Six-point formula
y(x) = r, + a,a- + a2x2 + a3x* + l{x,y) = ^(a - l)a^ + (" ~ *We
k k *
can be revTscd with v = {yp - a0t/a, as + (I + a - a2 - 2)c
x = *,! + M2 + M3 4- y + st>6 + + ^( - 2u + l)o
where A, = 1 A4 = ajax + 5a2a3/a2 5(a2/a,)"' + (a 2 + l)ar 4- uvzRT + ^s

In thcse formulas thc subscripts of^ identify the respective point ( = left point, R = right point,
A2 = -a2/a, *s = =s/i + 6a2a4/a? + 3(aâ,)221ajVis/? + 14(a2/a,)4 B= bottom pointr T = top point, RT^ right_top point) and R2,Rt are thc rcmainders to be
b3 [= ~ajax + 2b\ (Ref. 1.20, p. 105) cstimated as 0(A2),0(A3), respectively.
m "I II " ~ - 1 ~ i
64 3.20 ORDINARY DERIVATIVES IN Numrica! Differences Numerical Differences 3.21 ORDINARY DERIVATIVES IN 65
TERMS OF DIFFERENCES TERMS OF 0RDINATES
(a) Approxlmate derivatives of a tabulated function can be found at any point of its interval of (a) Approxlmate derivatives ofa tabulated function can be also found by expressing cach difference
continuity by representing this function by a selected interpolation polynomial y and in (3.20) intcrms ofthe tabulated valesy0 ,yx ,y2,... ,yk-, ,yk ,.T*+ O"* *.-i O*. * shown
differentiating it with respect to a. Thus the first dervave of y = /(*) tabulated in constant
below in (A).
intcrvals of length A is
dy dy 1 dy n_
(b) Examples. From (3.20A) in terms of(3.02a*), (3.02), thc first-order dcrivativc approximations
-- = Dy as = - = Dy at 0 are
dx J ax hdu J
and in general, its nth derivative is [^]o =(A,o)/A =-(7o-j-1)/A
= /; = = = D v a (Av - l2A2y0)/h = -(3^ - 4yx +y2)/h
dx" J dx" h"du"
= (Ay0 - {A2y0 + A>0)/A = -(-II*, + I8r, - 9y2 + 2y.,)/A
where n = 1,2,3,...,/) = derivative operator (3.02a*), a = (x x0)/k, and j> =/(*) is one of
the interpolation formulas (3.10) to 3.13). where the error is 0(A), 0(A2), and 0(A3), rcspcctively.
(c) Forward difference approximations in tcrms ofthc first difference only arc
(b) Doperator in terms of A series
hDyQ -1 1% 0 0 0 0" yo
hD 'ln (1 - A)" "l _i
'N~:>
i
5
_i
5
i
5 A
h2D2y0 1 -2 ^1 0 0 0 y\
h2D ln2(l + A) o Xi,-i J -I A2
-3^1 0 0
h3D\
h3D ln3(l + A) = o oxi,-| l A3
h*D%
=
-1
1
3
-4 6 -4^1. 0
y-i
+ 0(A)
y*
h*D ln4(l + A) 0 0 0 ^L -2 A4
h5Dsy0 -1 5 -10 10 -5 1 y*
h5D Jn5(l + A)_ .0 0 0 oN A5
where A = forward difference operator (3.02a*).

(d) Backward difference approximations in tcrms of thc first difference only are
(c) 0 operator in terms of V series
hDy. 0 0 0 0-1 1 y.-5
'hD " "-ln (1 - V)" "i

'"S.
l i l i
-'345 6
i _
V h2D2yn 0 0 O^""1 ~2 ' A-4
h2D ln2(l -V) oXi i W i 137

180 10
7
V* h3D3y 0 0 -l 3-3 1 A-3
+ 0(A)
=
h3D
-ln3(l -V) o oxi | | 12
8
22
IS
V3 h4D*ym 0 1' -4 6 -4 1 y*-*
h*D ln4(l -V) 0 0 0 12

17
6
7
2
V4 h5D5y -r 5 -10 10 -5 1 y*-\
JibD_ _-ln5(l - V)_ .0 0 0 0^1 S

2
25
6 J V y.
where V = backward difference operator (3.02a*). (e) Central difference approximations in terms ofthc first difference only are
' hDyk~\ " 0 0 _i 0 0 0 ' yk-3

(d) Doperator in terms Of6 series. The nth-order derivative operator is /2 \
h2D2yk ls 0
0 0
/' -2
\ yk--
D" =|; (sinir1 A)"

A
h3D3yk 0 -{' 0 -1 0 yi-i
h*D\ -4 6 -4 1 ^ yk + 0(AJ)
where A = j and 6 = central difference operator (3.02a*). The series in terms of are then
=
\
Ni
hbD*yk -Y 2 -2.5 0 2.5 -2 2 jk+i
'hD " " 2 sinh"'A " "2 0 -3 0 0 h6D*yk 1 -6 15 -20 15 -6 1 _>*+2
32.
h2D (2 sinh"'A)2 0 4. 0 -i 0 >k + S
h3D = (2 sinh-'A)3 = 0 0 ^8 0 -4
h*D (2 sinh-'A)4 0 0 0 16 0
(f) Errors ofthcse approximations are oforder Ain (c), (d) and oforder A* in (/). Results should be
uscd with caution. and even when very accurate input data arc available, the aecuracy diminishes
hsD - -
_(2sinh-,A)*_ 0 0 0- -032 0 -s with thc increasing order of numerical differentiation.

66 3.22 DIFFERENCES IN TERMS OF DERIVATIVES Numerical Differences
(a) Forward differences of>i =Ax + t:h] mtcrms of D- D'*> D*> arc
~1
"aJ4 1 1 I 1 1 1 hD/V.
2 6 14 30 62 h2D2/2\
A'!)'. 0
0 0 6 36 182 540 A3/);,/3!

*!
A>4
A5.v,
0
0
0
0
0
0
24
0
240
120
1560
2440
h4D*/4\
ksD$/5\
yk
4
0 0 0 0 720 h"iy/6\
AS 0
a>. - (/-1. =feV-'W-v +M-v- W1, NUMERICAL

where n = 1,2,3,... and r = n,n + I. 4- 2 .
(b) Backward differences ofthc same function in tcrms ofD, D2, D* are INTEGRALS
"Vv," 1 -1 1 -1 1 -1 AD/1!
0 2 -6 14 -30 62 h2D2/2\
v>
v>4 0 0 6 -36 182 -540 A3/>3/3!
J*
VS 0 0 0 24 -240 1560 A4Z)4/4!
VS 0 0 0 0 120 -2440 Ar,/)5/5!

0 720 A'7;76!
_v>_ 0 0 ii 0
and the nth-order difference is

(-1 V - C)(n - I)' + (;)( h'irhk
v*>, = (J -e-kD)"yt= X
where n, r arc the same as in (a) and A= r ifniseven and A= r + 1 ifn is odd.
(c) Central differences of the same function in tcrms ofD, D2, D ,.. are
2-AD/l!
' fyk 1 1 I 1 1 1
% 0 4 8 16 32 64 (|*)*2>721
6% 0 0 24 78 240 726 (U)3Z)3/3!
yk
s\ (1 0 0 192 896 3840 (A)4Z)4/4!
6syt 0 0 0 0 1920 11990 (|A)S)5/5I

.'>J 0 0 0 0 0 23040 (2A)6/)V6!
and thc nth-order diferencc is
sy, =(-siah-f),, ={I-") ;-"- \,ylr},t

where n, r are thc same as in (a).
Numrica! Integris Numerical Integris 4.02 PROPERTIES OF DEFINITE INTEGRALS 69
68 4.01 INDEFINITE AND DEFINTE INTEGRALS
(a) Prlmitlve function. Thc function Y= F(x) is said to be a primitive function (indefinite integral) (a) Even function. If f(x) is an even function so that
ofthc function y = f(x) in the interval (a,b), if for all vales ofXin (a,b). f(-x) =f{x), then f(x) is symmctrical with respect to
thc Y axis and
dF(x)
dx
= D[F(x)] =f(x) f f(x) dx =2f /(*) dx =2[F(a)]
where D = d/dx is thc derivative operator. where a = 0.
(b) Odd function. If g(x) is an odd function so that

(b) Indefinite integral. Since thc derivative of F(x) + C, where C is a constant (or zero), is also p(-x) = ~g(x). then g(x) is antisymmctrical with
cqual iof(x), all indefinite integris off(x) are ineluded in thc expression respect to thc )' axis (odd function) and
]/(*)*** =/L/v*)] =F(x) +C f g(x)dx =0

where/(*) is called the integrand. C is thc integration constant, and / is the integral operator. where O,
(c) Periodic function. Ifn = integer, 7" = positive number

(c) Definite integral. If F(x) and its dcrivativc f(x) arc singlc-valucd and continuous in thc closed (period), and/(v) is a periodic function so that/(n7' + .v)
interval la,A], then thc definite integral of/(x) between limits x = a and x = b is defined as = f(x), then for b = nT + a,
f(x) dx = lim {f(a) +/(a +A) +/(a + 2A) + +/[a + (n - 1)//]} ff(x)dx =nF(T) +F(a) - (n +I)F(O)
= }'[n,] = [F(x] + CJI= FA) - F(a)
where dF(x)/dx = f(x).
where n = positive integer and h = ib a)/n.
(d) Antiperiodic function. Ifn, Tare thc same asin (c) and
(d) LimitS. Thc signed numbers a.b which may be 0 or ) are called thc lowcr and upper limits g(x) is anantiperiodic function so that[(2fl - 1)7" + x]
ofintegration, and thc closed interval [a,b] is called the range of integration. = -g(x) and g(2nT + x) = g{x), then for A=
(2n - \)T + a and c = 2n7" + a,
(e) reas bounded by f(x) may takc onc of the shapes shown below. /W
g(x)dx = GiT) - G(a)
i
i .'
i
1
a
i
-Ah
'g(x) dx =G{a) - C(0)
Jo
\ /I) where dG(x)/dx = g{x).
""'' IT
v4
X
/i)
X
1^1lSrt (e) Change in limits and variables. Uf{x) is integrable in
/le)
/|6l [a,b] and x = git) and its derivative dg(t)/dt are
,
-< >-
\ continuous in q < / S /3, then with a = g(a:), b =
(f) Geometric interpretation. Thc definite integral introduced in (c) above cquals numerically the ,4g(t]
rea bounded by the graph of/(x). thc A" axis, and thc ordinales/(a),/(A) as shown in (e) above. |* f(x)dx =j AgC)]- f/ dt
The sign of thc rea is governed by the sign of/(x). If thc graph interseets thc A' axis onc or
scvcral times inside thc interval [a.b], then thc definite integral equais the algebraic sum of all Particular cases o( this transformation are:
arcas above the axis and of all arcas below thc axis. If the sum of arcas above the axis (+ arcas)
and thc sum of reas below thc axis (- reas) arc numerically equal, then the definite integral
equais zero. ff(x) dx = ff(b - x) dx
Ja 'o
//(*) dx =f/(a +b- x) dx
* *
(g) Example. If> = sin* and he closed interval ofintegration is 10, n], then
I sinxx = [-cos.*]o = ii
Jo ff(x) dx = f f(x +a) dx =(A - a) I /[(A - a)x +a] dx
since thc arcas above and bi low the X axis arc +1 and I, rcspcctively.
J J I i 1 I " | 'I ~|
70 4.03 EVALUATION OF DEFINITE INTEGRALS Numerical Integris Numerical Integris 4.05 NEWT0N-C0TES FORMULAS 71
(a) Numerical integration. Whenever the closed-form integration is too involved or is not feasible, (a) ClOSed-end formulas based on (4.04A) are in symbolic form
thc numerical valu of a definite integral can be found (to any degree of aecuracy) by means of
any of severa!quadrature formulas which evalate the definite integral as a linear combinaon of
a selected set of ntegrands in the range of integration. ff{x)dx =2k'yk +R,
Ja k-0
where x0 = a, l = A- a, h= f/r, x, = a + rA. The particular brms ofj\'} and R, are shown in
(b) Quadrature formulas fall into four basic categories: numerical integration in terms of ordinates (A) below. Ifr + I is odd andj(x) is a polynomial or + 1or less degree, the result is exact. Bul
(4.05), (4.06), in terms of finitc differences (4.07) to (4.09), in terms ofasymptotic series (4.10), if r + 1 is even, only r-or-lcss-dcgrcc polynomials can be exactly evaluated. Consequently,
and in terms of orthogonal polynomials (4.11) to (4.16). odd-point formulas yield a higher degree of aecuracy.
(b) Weight factors and remainders inclosed-end formulas

(c) Special methods based on Taylor's series expansin (11.01), on Fourier series representaton
(13.14), and on integrodifferentiai representatonofthe integrand (14.17) are applicable in special r / = * -a <* jJ" rf? rf?' <> <* R,
cases.
1 k
/
2
/
2
-&*<,)
2 2A
/ 4/ /
->/(/)
4.04 LAGRANGE'S FORMULA 6 6 6
(a) Definite integral ofthe substitute function in (3.08a) is /

3 3A
/
8
3/
8
3/
8 8 -**'>
Y[,b] = \y{x)dx =y0s0') +.>>*'," +y2s2') ++^" 4 4A
7/ 32/ 12/ 32/
90
7/
90 -**>
90 90 90
75/ 19/
where^0 fyx ,y2 > - JV arc ^c vales otjk =f(xk) at k and 75/ 50/ 50/
5 5A
288 288 288 288 288 288 12096 M'
? =\\k{x)dx
}.
=*(n *û =k
i. \j-0Xk - XjJ
j+k (C) Open-end formulas. If the end ordinales y and y, are undefined, unknown, or arc singular
points, the numerical evaluation ofthe definite integral can be expressed as
where k,j' = 0, 1, 2,..., r, kk(x) = Lagrange's multiplicr function defined in (3.08a), and
sdkr) = weight which is symmetrical with respect to the center of the sequence.
f(x) a** = '>, + R,
i-i
(b) Equally spaced ordinates. If the spacing ofy0 ,yx,y2,... ,y, is constant so that A= (A a)/r where a, A, A, / are the same as in (a) above and the weight factors <" and thc remainders Rr are
and u = (x a)/h, Lagrange's factor becomes
tabulated in (d) below.
(-l)f'^ f a( - l)(a - 2) (a - r) (d) Weight factors and remainders inopen-end formulas

du
* *! (r - *)! Jo u - k
r / = b - a SST <" B2" S8" J" a'*' R,
and it can be shown that

3 3A 0
2
/
2
/
+Ôs/H)
sk'] =<'lt S? = rA
k-0
4 4A 0
2/
3 " 3
2/ 11
3
+fv/<">
For r = 1,2,3,4,5, the factors are tabulated in (4.05A).
5 5A 0
U/
24 24
/
24
/ 11/
24
4-^/)'/(,)
(c) Errorof Lagrange'sintegrationformula of constant spacing Acan be cstimated as 14/ 1W
6 6A 0
14/ 26/
20
4-^/Vfn)
20 20 20
Ar+2Z)'+,/(r/) j ( ^ j) a*a ifris odd 20
R, m Y[a,b] - yfa.A] = <

(e) Aecuracy of r.cwion-Cotcs formulas based on r subdivisions of thc interval A- a does not
necessarily incr ase as r increases and in some cases becomes asymptotic. For this reason, the
applicaton of c mpositc formulas introduced in (4.06) to (4.10) is in many cases more emcient
where a < n < b and particular vales of RT are given in (4.05A). and more aecur He.
n "~1 I I I 1 " |
Numrica! Integris Numerical Integris 4.06 COMPOSITE FORMULAS {Continued) 73

72 4.06 COMPOSITE FORMULAS
(a) For large Interval [a, 6], the given definite integral can be replaced by thc sums ofthe integris of (d) Simpson'S rule. Iff(x) is approximated by second-degree parbolas passing through equally
spaced points (0, 1,2), (2, 3,4),..., (n - 2,n - l,n) and n is an even integer, then with
thc same type but in shorter intcrvals, such as A = (A - a)/n = l/n,
f/(*) dx =f /(*> dx +"/(*>*+ +jf+(._1(/W*=.?, f*l<,'a +**] +*" Cf(x) dx =l{y0 +4yx +2y2 +4y3 +2y4 + +2ym_2 +4ym_x +ym) +/?.
wher =integer' A=(A - a)fn =l/n, Y[ ]=approximation ofthc respective definite integral
based on onc ofthc formulas in (4.05), and
nA*
R, s R[a,a +A] +R[a +A.a + 2A] + + R[a + ( - I)A,A] where R. a -]^5Z>V'(?) (si)
,*
is the sum of aii remainders.
i A practical estmate of/?, is Rm * ^(fj. - fj s - (A>0 + V>)
(b) Trapezoidal rule approximates the arca under/(x) by aseries ofn
trapezoids formed by ordinates yk,yk+, and thc constant width 1 , .-1 where the symbols have analogical meaning to thosc in (A) on the opposite page. This formula
A= l/n as shown in the adjacent figure.

yields exact results f/"(x) s a polynomial of al most third degree.
><
*l * A A
(e) Example. The application of (d) is llustrated as a comparison with (c) by
Cf(x) dx =A(iy +_y, +.r +" +J.-i +b.) +R- | k k
1 /-i--nA
k k k X
f4 + rt4 3 1.000 134 581 - AJ = 0.999927 052

180
where R. = ~D2f{r}) io ^ r ^ b) cosjrax ={ j> +^ a L000008 295 - --AJ =0.999995 324

<!)={' 180
Apractical estmate oTR. is * =5(^ ~ ) ="24 (A^ +^^ ?B + * s 1.000008 295 + ^(, - f4) = 0.999 999864
where =quadrature based on nsubdivisions of/, f2 =quadrature based on 2a subdivisions of where f4, Ka ^4- #a> ^- arc tabulatcd below.
/, and 2y0, V2yK = second-order differences at 0,, respcctively. k A4 = */8 For Y k A = */l6 Fori,
cosO 1.000000000
(C) Example. Thc application of(At is llustrated by 0 co$0 1.000000000
0
1 4 eos A 3.923 141 122

}4 + R4 = 0.987 115 801 + -h2 = 1.007 302 179 3.965 518130 2 2cos2A 1.847 759065
1 4 eos A,
}8 +RB s 0.996 785 172 +Â8 =1.001 831 767 3 4 eos 3AB 3.325 878449
4.f] =f eos x dx ='
j- +Rm = 0.996 785 172 + i(f8 - ) = 1.000 008296

2 2cos2A4 1.414 213 562 4 2 eos 4A 1.414 213 562
5 4 eos 5A 2.222280932
where ?4, ?8, *4, *a. *, are tabulatcd below. 3 4 eos 3A4 1.530 733 729 6 2cos6AH 0.765 366865
7 4 eos 7A 0.780 361288

A4 = Jt/8 For A8 = jt/16 ForK.
4 cos4A4 0.000000000 8 cos8A 0.000000000

cosO 0.500000000
L, cosO 0.500000000
0.980 785280 X = 7.640 465421 5) = 15.279001283
eos A, 0.923 879 533 cos2AB 0.923 879 533

==*2) =1.000134 585 j, =^2 =000008 295
cos3AH 0.831 463 612
Rm = i's1.000 008295 - 1.000 134 585) = -0.000008419
0.707 106 781 eos 4A 0.707 570233
cos2A4
cos5Ao 0.555 570233
(f) Extrapolation formula. Because of its simplicity and good aecuracy, Simpson's rule is thc
cos3A4 0.382 683 432 cos6A 0.382 683 432 most-uscd method. If a greater aecuracy is desired, the extrapolation formula introduced in (c)
eos 7A8 0.195030 322
and (f) for Rm can be gcneralized for any compositc rule based on weight factors of tablc (4.05A)
Jeos4A4 0.000000000 Acos8Aa 0.000000000

/rK_ - n>Y. t. - Y.
= 2.513 669 746 2 = 5.076585 193 R~* (tnY - ir* t> - 1
> = A2 = 0.987 115801 fa = A82 = 0.996 785 172
where p = order ofderivative in Rm in (4.05A), n = number of subdivisions used in calculation of
Rm = t(f- _ f; - 1(0.996785 172 - 0.987 115801) = 0.003 223 124 quadrature Y., and tn = number of subdivisions used in calculation ofquadrature Ym.
m
i
Numerical Integris
4.08 NEWTON-GREGORY INTEGRATION 75
Numrica! Integris
74 4.07 INTEGRATION IN TERMS OF DIFFERENCES FORMULAS (Continued)
(al General case. As notcd bcforc in (4.036), any interpolation difTcrencc polynomial can be used for
(Ihc dcvljmcm of numrica, integration formulas. Symbo.ica.lv, onc of hese polynomials , (b) Numerical constants (k = 1,2,3,.... n)
taken as
d =it!.,m
-^ ,*+,[,<> +A] =A'+,^r+1Z)'+l/(r) (a < n < a + A)
v = g<lY. + .(")>>. + sA)"y. + + *<)>. + 1
where 0<u< l, a'y, =th-order dTcrcncc oCy such as A<y V% or 6% &() =Tunction > - A,a] a -A'+,8r+I/),+,/(l?) (a-A<n?Sa)
factor in u, and i is a subscript specifie for a particular point.
(b) Definite integral 0> =/<*) u, [..*] " ms of =(* - )/(! - ) can be approximated as %= sk + % R%M ~h,a + h] mA" "g,tl/r+l/(i/) (a - A* if =s a + A)
where S**? = Stirling's number ofthe first kind (2.11a), (A.07).
ff{x) dx ={b-a) fi() rfu +ft,"+l =(b - a) Xka>y, +**h
Jo J" '
where thc change in limits is based on the relation (4.02) , (c) Backward difference polynomial. Ifjr() in (4.07A) is expressed by (3.10c), then thc dcBnite
integris of/(.v) in [a, a + A], [a - h.a], and [a - A, a + A] becomc, rcspcctively,
Xt = Jo gk()du
is a specifie constant for cach formula, and f+I is the remainder shown in he subsequent j"*/M dSf-*[i+| +^ +*Y+-" +^ v']-v" +|/??+,Ifl*a +
sections in this chapter.
(C) Example. Ifthe Newton-Gregory forward diUerence interpolation polynomial (3.10) is used, /(,) ^-î-l--2 Kl V'], - \RU,ia ~h,a
'ala - .)( - 2)---(u - k + \] du a - A,a + A]
cy<*i
i /y;" y," where \rfk\, |S94|. |%| for k> 1 and the remainders \R?+t[ || arc the absolute vales of their
and = 1. siy = 5. ^ = ^"2" + 3 +'-+A + . counterparts in (a) listed in (A) above.
, ,,*> *> ^> are the Stirling's numbers of the first kind (2.11a), (A.07) and the
pScuS ûo'rkrollow in ,4.08a). Similarly, ifthe Newton-Gregory backward difference (d) CompOSite formulas for [x0,X0 + nh] are Ibrmally identieal, but for k> 1, their constants take
polynomial (3.10c) is uscd, on the following general forms:
a(a - l)(a - 2) (-* + 1) du 1 * nm+x&" 1 fn2^4 n*Sfi? nk +i<nl)'
3*; = *= I QrfH = k\
*-f0*-5S + 1 A!L 2
+
3
+ +
k + 1
Cfik
i /y1,41 y," ii+i_"* <*<*) i fH-'y1/1
r,.-V1> 's*^
i ' (-vir^__j_rryr_ ,,W (-n)*+l9*tk)~>
and 38,,= 1, , = "5,- -. =j (Y" ~^ + "' ' +( ' k+ 1. ,)du = --
J_V*/" 2.
*! ~, I 1
m+ , -
+
A! L 2
*!L 2 3

A+ 1 J
where the symbols in k are the same as in thc calculation of k. and %= &* + A- The remainders must be expressed in tcrms of j4,+x, S3r+1. and %+l of this
(e) Corrected Simpson's rule in tcrms ofthc rdations stated in (a) is

4.08 NEWTON-GREGORY INTEGRATION FORMULAS
6 "<eV / A-'\ , v1 / A3 , 59A<
(a) Forward difference polynomial. Ifj-() in (44) is expressed by (3.10A), then he definite Ax) dx =a2 (2 +t)jj +h2 (-T +-^ - )\ >',
integris of/(.v) in [a,a +A], [a - h,a). and [a - h,6 +A] becomc, rcspcctively,
AV
= 2
3 .-i
0*-i + ty +-V>) + R?ta'*) Ci= 1,3,5,..., - 1)
where n = even integer, h = (b - a)/n, and R*[a, b] is a better remainder than R in (4.06<r). If
the forward differences for the second halfof A- a arc not available, R*[a,b] may be expressed
f > / A-' 59A' \ V3

, W/V- 59V4
+ Al + -)yj
180
where /> = a/2.

vhere J,, , fr A> 1and thc rcmaii ders /?*,,[ Iare given in (A) on thc oppos.tc page.
i i i i i I
Numerical Integris Numerical Integris 4.10 EULER-MACLAURIN 77

76 4.09 CENTRAL DIFFERENCE
INTEGRATION FORMULA
INTEGRATION FORMULAS
(a) Bessel's difference polynomial. If?(i/) in (4.07A) is expressed by (3.12a), thc definite integral of (a) General form. Thc Euler MacLaurin formula is thc most important relationship of numerical
f(x) in [a,a + A] becomes
analysis. For equally spaced vales xk = a + kh,yk =/(a + AA) and A= (A a)/,
Jrkmdx
J\x)ax =h(y*+yi
ny ^ _^ +- h. +...%x\
144Q ,20960 ^ *) +Rl+2[a,a +a]
where for k > 1, A,,, = 2% + 62ty ,

where thc first part /, is the trapezoidal rule (4.06A) and thc second part is an asymptotic series
+*- l\, =_J_ y A-"*1 - (A - D"*'^
2A i " (2*)!, m+ I h-'B.),
+
h'B4)3
+
hr'Br,w5
+
/("..tu.
+
'.--5; 4! 6!
R*,+2[0,a + A] 3 A2'*%._.[Z)--"+y(a) + D***/( + A)J
in which B2l is the Bcrnoulli number (2.22a), (A. 10) and
and S*f = Stirling's number ofthc first kind (2.11a), (A.07).
(b) Stirling's difference polynomial. Ifj(a) in (4.07A) is expressed by (3.13a), the definite integral of
f(x) in [a h,a + AJ becomes Thc tcrms in /_. first decrease and then begin to incrcasc. Thus thc most accurate rcsult is
obtained by stopping with thc term G-,, preceding the smallest one G.,,+., which is Icfl for thc
remainder.
j Ax)dx =h(2 +j--
-' *
+^-
"
'.-..Vi-, i A';. .:,
h2B.i> Irw, A4,(u:1 h4(03
vhere ror k 2: 1, p 2A - 1. G-2 2! 12 4 " 4! 720
1 f' / + - i /> /"'*- _ (1- o\m*2 n h6B)5 h''(0., h"Bttco7 A"<y,

+ & l"*-(S)!, m-t-2 J" 8 6! 30 240 8! 1 209 600
fl*+2[a - A,a + A] A2'"7>2r+2/(,) (*o -*)S1S (*o + /()

(b) CA model of part two s
and y^f' = Stirling's number ofthe first kind (2.11a), (A.07).
A2/ A2/ A2/ A2,
12 V 60 \ 42 V 40
(c) Corrected trapezoidal rule in terms of (a) above is
and thc remainder can be cstimated as
A,, 11A4 191A
ff(X) dx =u5 oii +.,-,> +h2 (-52 +7440
1 -0 *-o v ' I 120 960
\RU-A <
[2 |C2r+2| if I series is alternating
|C2r+2| if I.2 series is monotonic
R!
(c) Example. To show the cfficicncy of this formula, thc example (4.06c) is considered with
where A2 = $>, + V,. K = Vi + Vu A = S + ^+U - * - (* " )/. and y = eos*, a = 0. b = 7n, n = 4, A = x/8: Then
n = integer. /?* is a better remainder than # in (4.06r).
>, = -sin ktt + sin 0 = 1 w, = sin{n sin 0=1 W5 sin \n + sin 0 = 1
(d) Corrected Simpson's rule in terms of (A) above is " oosx =0.987 115 801 +- (l +- (l +^)) +R\ =0.999 999 999 6+ff|
f* A&' "<o / <54 "
where 0.987 115801 is thc rcsult ofthc trapezoidal rule given in table (4.06c). Since
A-< -1
: G.2 = = -0.018.151 047 4 (? = -=-0.000 000 1212
12 30 240
where 4^, =^-1 _ 4-a + ^',-1 ~ \Yi +.Vi A4- + l) ah(+i: = -0.000 000 000 4
= -0.000 C33 029 8 C= -
!y, =J>/-< - -V:> + 'QV2 - 10->Vi + %& -.>>i c- = --S 1 209 600
is monotonic,
and n = even integer. R* is a better remainder than Rm in (4.06a"). The spacing Ais thc same as in
R* <\-GJ = 0.000 000 0(0 4
(c) above.
J f l i l i l
Numerical Integris 4.12 GAUSS-LEGENDRE FORMULA {Continued) 70

78 4.11 GAUSS' INTEGRATION FORMULAS Numerical Integris
(c) Numerical vales oa,, and slk are tabulatcd below for r - 2,3... ., 10. More elabrate tables
(a) Concept. ln thc dcvelopmcnt of formulas introduced in thc preceding sections, the vales of^ are given in Ref. 1.01.
wcrc assumed to be known at constant spacing A= (6 - a)/n and thc wcights have been
determined in such a way that thc formula yielded an aecuracy of highest possible order. It
oceurred to Gauss that some other spacing may produce a better approximation, which ... tura , ., stt ' i
sJ,
posed the task of finding the coordnales of points at which thc ord.natcs magn.ficd by tnc.r 1.000000 000 000 8 -0.960 289 856498 0.101228 536 290
weights would given thc best approximation. 0.577350 269 189 1.000000 000000 -0.796 6C6 477 414 0.222 381034 453
-0.525 532 409 916 0.313 707 645 878
(b) General Gauss formula introduced below in symbolic form is thc model of this type of 0.555555 555 556
0.888888 888 889
-0.183 434 642 496
0.183 434 642 496
0.362 683 783 378
0.000 000 000 000

approximation. 0.774 5% 669 241 0.555555 555 556 0.525 532 4O99I6
0.796 666477 411 0.222381 034 453
0.960 289 856 498 0.101228 536 290
Cw(x\f{x) dx =C[AJ(xt) +J(x2) ++s,f(x,)\ +R 4 -0.861 136311594
-0.339 981043 585
0.347 854 484 514
0.339981043 585 0.652 145 154863 9 -0.968160239508

0.347 851484 514 -0.836 031 107 327
where a(x) = positive weight function to be seleeled in cach particular case, Sk - weight factor -0.613 371 432 701 0.260610 696 403
(weight), xk = coordinatc, both given and tabulatcd in the following sections of this chapter, and 0.236 926 885 056 -0.324 253 423 404
0.000 000 000 000
0.312 347 077 040
0.478628 670050
C = scaling constant |for illustration refer to (4.12a)|. 0.568 888 888 889 0.324 253 423 404 0.3I2 347 077O4O
0.478628 670 050 0.613 371432 701 0.260610 6% 403

(C) Remainder Rinvolves some high-order derivatives off(x) and is of limited practical vale. A 0.236 926 885 056 0.836031 107 327 0.180648 160695
more direct and simpler approach is to compare thc results of scvcral approximations, each 0.968 160 239 508 0.081274 388 362
involving diflerent number of tcrms (r = 3,4,5,...). If this comparison leads to w.dcly d.flerent 0.171 324 492 379
0.360 761 573 048 10 -0.973 906 528 517
results, thc singularities or steep oscillation may be present. 0.467913 934 573 -0.865 063 366 689
0.467913 934 573 -0.679 409 568 299 0.219086 362 516
-0.433 295 394 129 0.269 266 719 310
0.661 209 386 466 0,360 761 573 048
0.171324 492 379 -0.148 874 338 982
4.12 GAUSS-LEGENDRE FORMULA 0.932 469 514 203
O.I48 874 338 082
0.129 484 966 169 0.433395 394 129 0.269266919310
(a) Integration formula. With thc transformation .
0.279705 391489 0.679 409 568 299 0.219086 362 516

0.865 063 366 689
x = \(b + a) + r,(A - a)u dx = h(b - a) a*a 0.381830050 505
0.417959 183 673 0.973906 528 517 0.086671344309
0.000000 000 000
0.381830 050 505
and '(.r) = 1. thc general formula (4.11 A) reduces to 0.405845 151 377
0.279 705 391489
0.741531 185 599
0.949107912 343 0.129484 966 169
r* f1
/(*) dx =U> ~) J /li(* +*) +a(* _ )] du
= (A - a)[jj\xx) + s4.J(x,) + + s,f(x,)\ + R
where with A= 1,2, r, P.{u) = Legendre polynomial of order r (11.10), ,,,. u, -
(d) Example. If a = 0, b- {n, r- 3,/(.v) = xcosx, ** = [(* + a) + (b - a)uk\,
zeros ofPr(a)j and /(*,) = 0.174 264 slx = 0.555 556
.v, = \jt(\ +</,) =0.177 031
2(1 ~ uj) f(x.,) = 0.555 360 s4.2 = 0.888 889
k = (2r+ l)[(2r)!]^y W' x, = \k(\ + _>) = 0.785 398
Ir + 1)2PU,(*]
x3 = \n(\ + u3) = 1.393 765 /(.r,) = 0.245 453 st = 0.555 556
Thc weight factors sdk are symmetrical and the coordnales a, are antisymmctrical with respect to
thc center of A- a. Thc formula is exact for polynomials of degrec up to r + 1.
and by (4.12a) on thc oppositc page
(b) Particular case. For r- 3. the Legendre polynomial in (11.10a*) of order three is
l$u) = |(53 - 3a)
r\co*xA -* 2 JM +R=0-3WB51 ~0-000 070 =0.570 781
J,i i-i
Its zeros are

and the correct valu is 0.570 796, which shows thc cfficieney of the formula even when a very
small number of points is used.
a, = - \l~ u, = 0
4
and the respective weight factors are
SX = 5/9 Jj = 8/9 J3 = 5/9
Table of uk and sJt is shown on the oppositc page for rup to 10.
i i i i
Numerical Integris 4.14 GAUSS-CHEBYSHEV FORMULA 8i

80 4.13 CHEBYSHEV FORMULA Numrica! Integris
(a) integration formula. With x= ^[(6 +a) + (b - a)u] and the weight function w(u) -
(a) Integration formula. With x=K( +fl) +(b - a)u] and he weight w{x) =(b - a)/r, the (1 _ u2)-"2, thc general form (4.116) reduces lo
formula (4.1 lo) reduces to
.4 (-1
f/fx) x =|( - fl) J /&(* +0 +:.( " >J "" R=

[fr - ir-1 M,-n
/a'-a,(r)
(2r)l
f(x) dx = 2(b - a) J (1 - u2) W2g(u) du -^)*^"<">
6 - a a =s rj < o
=(- a-^[g(ux) + g(a) + +.?(,)] +* (a == n < 6)
l/l .v, +/(*,) + +/(*,)] 4-fi
where
where u4 are thc zeros of the following polynomials:
(2k - $n
G2{u) = u2 - - Gs() =s-f34-^ Ga() - 6 "* +i"* *T5 2r
(A- = 1.2,3,...,r)
. 7 , 119 , 1 .?K) = (1 - "l)mAi(b + a) + (b-a)uk]

<?,() = 3"3 c^) = "'-"' + 3^ "eliu" The wcights are all equal, , = J*2 - - *, - */f. and thc argumcnts fl, are the zeros of
3 27 , 57 , 53 thc Chebshev polynomial (11.15a')
C?4() = 4-34 +- g,(u) = u* - 7/ + -u -t5 +^55 T,(u) = eos (reos-1 u)
The argumcnts , are antisymmctrical with respect to the center ofthc interval b- ar = 2, 3 4, and arc antisvmmetrical with respect to the center ofthe interval b - fl.
5, 6, 7 9, and for r=8. t ^ 10. the method has no real solutions, which is the fundamental
defect ofthc Chebshev method.
(b) Numerical vales of uk corresponding to particular vales of rarc tabulated below.
(b) Numerical vales of uk corrcsponding to particular vales of rarc tabulated below.
llU...^..ww. -,
r = 3
r = 1
i = 3
r = 2 tf| = -0.866025254 u, = -0.923 879 533
u, = -0.707 106 781
u. o -0.382 683 132
u, = -0.577 350 269 -0.707 106 781 "i = -0.794 654 472 u, = 0.707 106 781 u., = 0.000 000 000
0.000 000 000 u. = -0.187 592 474 , = 0.866 025 254 (i, = 0.382 683 432
h2 = 0.577 350 269 "a =
0.187 592 474 , = 0.923 879 533
u, = 0.707 106 781 "3 =
0.794 654 472
r = 6 r = 7
r = 6 r = 7
r = 5 U| = -0.965 925 826 u, = -0.974 927 912
u, = -0.951 056516
-0.866 216 818 -0.883 861 701 u., = -0.707 106 781 u., = -0.781831 483
, = -0.832 497 487 "i = ., = -0.587 785 252
. =
-0.422 518 654 u2 = -0.529 656 775 u] = 0.000 000 000 u] = -0.258 819 045 u] = -0.433 883 739
., = -0.374 541 410 ". =
-0.323 911811 u, = 0.258 810045 u4 = 0.000 000 (KH)
u~ = 0.(KK) 000 000 i = -0.266 635 402 "i = < = 0.587 785252
0.000 000 (KH) u5 = 0.707 106 781 u5 = 0.433883 739
u, = 0.374 541410 "4 = 0.266 635 402 "< = u5 = 0.951056516
0.422 518 654 0.323 911811 u,; = 0.965 025 826 u6= 0.781831483
"i =
BS = 0.832 497 487 U., =
0.529656 775 u-= 0.974 927 912
"l. =
0.866 246 818 "6 =
"7 = 0.883 861 701
= 8
r = 9
u, = -0.195 090 322 u- = 0.831 469 612
U| = -0.980 785280
ut = -0.167 906 184 "7 - 0.528 761 783 u = -0.831 469 612 B5= 0.195090322 ul = 0.980 785 280
u, = -0.911 589 308
u., = -0.601 018 655 "i = 0.000000 000 "B =
0.601018 655
u\ = -0.555 570 023 Ufc = 0.555 570 023
0.167 906 184 u9 = 0.911 589 308
~ = -0.528 761 783
(c) Example. If<i = 0, b= \.t. r= 4,f(x) = acosa-, xk - }jr(l + ut), )TWO auxiliary cases in which thc argumcnts uk and the weight factors s, are given in closed
x, =0.161 278 x, = 0.638 063 x, = 0.! 32 733 x = 1.409 519 form are
/() =0.159 185 ./ *.,) =0.512 524 /(x3) =0. 55 524 /(x4) =0.226 340
[VT^^^-T^rrSsm _^tj + 2,(2r)
and by (a) above,
f xcc-sx* =?2/.xt) +R=0.570 836 -0.000 027 =0.570809 f' /T=l 4,-r A . ., kn I 2kn \ ng{2'\n)
Jo 8*"' 1, VTT;^* =27+-T1?,s,,r27T74cos27T7) +22>w
and the correct valu is 0.370 796, which again shows the ch ieney of the formula even when a
The last term in each formula is the remainder R with -1 S 17 < I.
very small number ofpoints is uscd.
1 r 1 "I "H "1 "1 ~~J ' 1 1 J ' 1 ~1 i i i
82 4.15 RADAU FORMULAS Numerical Integris Numerical Integris 4.16 L0BATT0 FORMULAS 83
(a) Notation, r + I = number of terms k = 1,2,.... r (a) Notation. r + 2 = number of terms k= 1,2,... ,r
P,{u) = Legendre polynomial of order r (11.10o*) P,(u) = Legendre polynomial oforder r (\l.\0d)
,,*,,...,* = roots of[/r() + Pr+,(u)\ = 0 , = (1 + uk) ux,u2t... ,u, = rootsof polynomial [dPr+x(u)/du = 0] "* = 5(1 + *)
(b) Integration formula A. When in (4.116) the interval of integration is transformed to [-1, 1], (b) Integration formula A. When in (4.11 A) the interval of integration is transformed to [-1.1],
w(u) = I, and the lower limit is preassigned as 0 = 1, then w(u) = 1, and the lower limit and the upper limit are preassigned as u0 = 1, ur+x = 1, then
/> du
(r + 1)
!(-') + dig(i) + *a*(a) + + st,g{ur) + R, g(u) du =
(r + l)(r + 2)
L?(-1) + (l)J + îK) + ^(a) + + J^(,) + *,
where where
\-uk _ (r + l)22^(rir = (r + 2)(r + 1)'22'+V)' (-1 SfjS l)

slk = ^ =
r*W(ir4)J2 * " [(2r+l)!j' * (,?) H^l) (r+l)(r + 2)[/r+1(U4)]2 (2r + 3)[(2r + 2)!]J S V"
This formula is exact for polynomials of degree up to 2r. This formula is exact for polynomials of degree up to 2r + 1.
(c) Integration formula B. When the same integral is transformed to [0, 1], w(u) = 1, and the lower (c) Integration formula B. When the same integral is transformed to [0, 1], w(v) = I, and thc lower
limit is preassigned as u0 = 0. then limit and the upper limit are preassigned as v0 = 0, vrJhX = 1, then
1 1
h(v) dv = ;A(0) + 9xh(vx) + ^(i/j) + + &rh(r) + R* h{v) dv = (A(0) + A(l)] + SS,h(ox) + SM(2) + + S8,A(pf) + R?
(r+ 1) (r + l)(r + 2)
where where
C, 5(1 " *k) 1 2(r + 2)(r + l)a(rir

(0 n <= 1) & = (Osnsl]
' [(2r+l)!]3 l>" (r + I)(r + 2)[Pr+x(uk)]2 ' (2r + 3)[(2r + 2)!]J V"
This formula is again exact for polynomials of degree up to 2r. This formula is exact for polynomials of degrec up to 2r + 1.
(d) Numerical vales of uk, sk and vk, S84 with respective remainders are tabulated below. (d) Numerical vales of uk, sk and vk, 9Sk with the respective remainders are tabulatcd below.
r = 1 b, = 0.333 333 six = 1.500000 p, = 0.666667 38, = 0. 0000 r = 1 b, = 0.000000 si, = 1.333333 , = 0.500000 3B, =0.666667
tf, = 7.407(10)-Vil) RJ 9.259(IO)-sA(,>(i/) R, - l.lll(IO)-y4>(ij) RJ = 6.944(l0)"4ft(4,(ij)

r = 2 b, = -0.289898 j, = 1.024972 p, = 0.355051 38, = 0.512 486 r = 2 b, = -0.447 214 si, = 0.833 333 p, = 0.276393 3B, = 0.416667
b2 = 0.689897 si2 = 0.752806 r2 = 0.844 949 38, = 0.376 403 a2 = 0.447 214 si2 = 0.833 333 p2 = 0.723607 382 = 0.416667
R2 = 8.889(I0)_4g<s'(i) /tj = 2.778(10)-4A(J,(i7) /f2 = 8.446(l0)-y6,(i/) R; = 1.323(I0)"6A(6)())
r = 3 b, = -0.575 319 si, = 0.657 689 p, = 0.212 341 38, = 0.328835 t = 3 b, = -0.654654 si, = 0.544444 v, =0.172673 38, =0.272 222
b2 = 0.181 066 si2 = 0.776387 p2= 0.590 533 3&V = 0.388 194 a2 = 0.000000 J2 = 0.711 111 p2= 0.500000 SBj = 0.355 556
b, = 0.822834 J, = 0.440925 p, = 0.911 417 38, = 0.220 463 a, = 0.654654 j, = 0.544444 p, = 0.357 384 38, = 0.272 222
R3 = 3.239(10)-y7)(ii) R3 = 3.599(IO)-y8,(ij) J = l.406(IO)"9A(8,(ff)

RS = 2.530(I0)-V"(ij)
r = 4 b, = -0.285 232 si, = 0.544858 p, = 0.357384 38, = 0.277 429
r = 4 b, = -0.720480 si, = 0.446207 p, =0.139 760 38, = 0.223 104
b2 = -0.765055 si2 = 0.378475 p2= 0.117 473 38, = 0.189238
b2 = -0.167 181 si2 = 0.623 653 p2 = 0.416410 SBj = 0.311 827
b, = 0.765055 si3 = 0.378475 p, = 0.882 528 38, = 0.189 238
b, = 0.446314 j*, = 0.562 712 p, = 0.723 157 38, = 0.281 356
b4= 0.285232 j4 = 0.554858 p4= 0.642 616 SB4 = 0.277 222
b4 = 0.885 792 si4 = 0.287 427 v4 = 0.942 896 SB4 = 0.147 214
R4 = 9.695(IO)-,0<lo,(ij) ; = 9.468(10)-'V0'^)
*4=1.37l(l0)-,y9'(') =2.670(I0)-,4A(9,(J) |
(e) Example. Ifn,, 2 and six, sA2 are desired, the roots of dP3(u)/du = 0 are calculated first as
(e) Example. If() = /l-(6 + a) + (A - a)u],
(15a2 - 3) = 0 h, = -VI u2 = V '
' k(-D + kti) + g(S)(r,) fbrr = I
J g(u)du = *- +^^^+J^JiS)+î
16+ V6 /i ~\/s\ j, = J,=
18
for r = 2 (3)(4)[(5a? - 3a,)]5 (3)(4)[|(55 - 32)]a
^ i -^ r-'~MJ
Numerical Integris
84 4.17 GOURSAT'S FORMULAS
(a) Notation. u= u(x), v= r(*) = diflerentiable functions ofx
h',",..., 1 _ succcssve derivatives ofuand v, rcspcctively
U,,U2,...,/.l _ s||CCCSSjve integris ofi* and p, respectively

v,,v2,...,K i
a,b,X = constants k,m, n = positive integers 5
(b) General integration formula
f* [tfi ~ &'*' + U3v" - U4vm + -]
[Uvdx =\[uVx-u'\2 +u"V3-u'*V4+-Y. SERIES AND
(c) Particular cases
f/mvdx =4xmkt(m-ln-xA PRODUCTS OF

/Vcos.flx =4"|i^^ W-*+> x) CONSTANTS
r^* =-[* i (w_*,i(-^)'i
4.18 FILON'S FORMULAS
(a) Notation. n= positive integer a, b, A= constante A=0, 1, 2, .,2n
A= (b - a)/2n = spacing 8 = U = k(b - a)/2n = parameter

fk =f(a + AA) Ck = eos A(a + AA) Sk = sin A(o + AA)
2, = 5/oCo +/2C2 +/4C + + A.C*
2.-1 =/.Cl +ACs+ACS + +72.-1^2.-1
382. = l/A +/A +/A + + /*A.
02 + fl sin 6 eos0 - 2 sin2 0 2[0(1

W + eos2 d) - 2sin6 eos 0
Y = 03 03
4(sinfl - Ocosfl)
0 = 03
(b) Integration formulas
/(x)cosAjrr =* A[o^.. + Bs42m.x - y/050 + 7/A]
[*/(*) sin JUd* =h[a&:. +B962m.x +y/0C0 - yf2nC2m]

86 5.01 INDEFINITE SUMS, GENERAL RELATIONS Series and Products ofConstants Series and Products of Constants 5.02 INDEFINITE SUMS OF 87
PARTICULAR FUNCTIONS
(a) Sum function. The function Y= F(x) is said to be thc sum function (indefinite sum) of the
function.? =/(x), which is single-valucd in the interval (a,b), ffor all xin (a, A), (a) Notation. In addition to thesymbols defined in (5.01a*),
&*m> = Stirling number ofthc second kind (2.1 la*) N = [2sin(AA)]-'
AF{x) = hf(x)
e = Euler's constant (2.18a) m,n,p = integers
where AF{x) = F(x + A) - F(x) is the forward difference of F(x) and A= constant diflerence
interval introduced in (3.03).
(b) Power functions (A = I, x = 0)
(b) Indefinite sum. Since the forward diflerence of F(x) + C(x), where C(x +h) = C(x) is a A-'x- = s *" = ^"' 2 *(,> + &r]2 xm + + ^r 2 *""'
periodic constant, is also equal to A/(x), all indefinite sums of/(x) are induded in the exprcssion
xw r(2)
. xy
(+>
= y(>_ +$*>!_ + + #.-
3 m + 1
A-'[A/(x)] = 2A/(x) + C(x) = F(x) + C(x)
where/(x) is called the summand and A-' = Eis the sum operator so that AE - 1. (c) Binomial coefficients (A = l,x * 0)
(C) Limit theorem. Thc relationship ofthc indefinite sum to thc indefinite integral is given by
a-q-s'<'-'k-v'"^',-c:.)
lim [*/(*) +C(x)] = \f(x)dx +C
kO J
which leads to the rescmblances shown in (a*) below.

(d) Rules Of integral and SUm calCUlUS are summarized below, where (d) Exponential functions (x # 0)
a,b = constants h = spacing m = integers
-i** _
A-a1 A"'*
, df(x) e" - 1
Au=f(x + h) -f(x)
u =/(x) u =~dT , . xa*' AAa*(x + A) ., tol _ x** *A/(x + A)
A-'fxa**] * L A-[**-] =-
,M - 1 (/* - l)a
, dg(x) a" - I (a" - l)a
Av = g(x + A) - g(x)
v = g{x)
w=g(x + A) *""' = x(x - A)(x - 2A) [x - (m - 1)A] (e) Logarithmic functions (x > 0)
A-n
A ' In x+h: = ln
i x A 'iog -= log
and C(x) = periodic constant, which is omitted but implied. x A x A x A x A
i x A log = log x
a dx - ax A-a = - x
(.+)
dx = A" W =
(m + 1)A (f) Trigonometric functions
m + 1
(m+l) Arl sinAx = -/Veos [A(x - A)] A-' eosAx = TV sin[A(x - j-A)]
(a + bx)m* , , (O + **)
(a + Ax)" dx = A~'xsin Ax = -Nx eos[A(x - A)] + tfh eos[A(x + $h))
{m + 1)A
dx 1 1 1 A_,xeosAx = Nxsin [Afx - A)] - N2h sin [A(x + &))

A-'
ax" (m - \)ax' <"' " (m - l)ohx{"
A-1sin (a + Ax) = -A7sin (a + Ax - ÂA)
1 1
dx
A"1 A-1eos (a + Ax) = Neos (a + Ax - \bh)
(a + bx)m (m - l)A(a + Ax)" (a + Ax)("" (m - l)AA(a + Ax)*-"
(g) General sum by parts. With
dx = a Iu au A_laa = aâ
A-'/x) = Fx(x),A-lFx(x) = F2(x),...,A-,F._,(x) = F.(x)
(a +v) dx =uv +J; dx A"'( + ) = S + 2p A(x) = gx(x), Agx(x) = g2(x),.... A._,(x) = g{x)
A"'[/(x) g(x)] = Fx(x)g(x) - F2(x + A),(x) + F3(x + 2A)j2(x) - F4(x + 3h)g3(x) +
' dx = uv lu'vdx A~'(a Av) = uv - Au S"*
the series is finite only when gn(x) = 0.
'/I ' 1 r~i -'"'""""I "" i """! ' '" 1 ' 1 1 i rJZi ""1
Series and Products of Constants 5.04 EXACT SUMMATION OF SERIES 89 l!
88 5.03 DEFINITE SUMS, GENERAL RELATIONS Series and Products of Constants (a) Definite sum formula. When the Ath term oa series can be expressed as thc summand ofonc of
the formulas in (5.01), (5.02), then the exact sum o n tcrms o thc sequence is given by the
(a)andFundamental
(A - a)/n theorem.
=A, then If.v =/(*) sum
thc definite ^^.^^,i,1,^;Dtol,*1
of/(x) ,n hm.ts x- a, x- A,s "=,>2'3 fundamental theorem (5.03a).
(b) Example. For A= 2,

2 A*) =Aa) +/U +A) +/( +2A) ++/(' +*) 109 I | | I 1
Y x'- = + + +
fi (1)(3) 0)(5) (5)(7) (I07)(109) (I09)(lll)
=A-/(x)|"' =F(x)Vk =F(6 +A) " /* lili (-!>! III
I 1 110
= a-'x-h = -m
A I, = -:(2)(lll) (2)(1) 222
where A-/(x) is the indefinite sum given by the particular formula in (5.01), (5.02), which must
be evaluated in tcrms of a. b, A, and n(given constants). (c) Difference series formula. When* =/(a + AA), then
(b) Example. The sum ofthc sequence

2 sin 3x =sin 6+sin 12 +sin 18 +sin 24 +sin 30 where thc diflerence series terminates with ( , jA'y, = 0. For r< n the diflerence series
4-2
\r + 1/ '
whercA = 2,n = 4,isbv<5.03a),(5.02/), involves less terms than the original series. For CA,
i'-' = _co>3(x- 1)1'- = eos 33-eos 3_ _3<40586
A"1 sin3x ,., 2sin 3 I. 2sin 3
!,- AK'+ ftt)* -('+ "r1 (* +H1<*+'' >)>
(C) Subscript notation. Thc sum of. +Ierms given by the general expression^ =/(a +kk) is
(d) Example. Thesum ofsequence given by* = (5 + 2*)2 and k = 1,2, 3,... , 100 is
| Vi =Vo +,, +,:.... +,._, +>, =a-,.is" =n- +i) - no) 100
Ayk A>,
2 (5 + 2A)2 = 49 + 81 + 121 + 169 + + 42 025 A;r,
J""c k=012.-. .*and A"',, is thc indefinite sum given by the particular formula in (5.01), yk
(WH). For thc'cvalua.ion of this form,* ,a, ., and Amust be g.vcn. = 100(49 + f (32 + f (8))) = 1456 900
49
32
81
where yt = 49, A* = 32, A2* = 8, and A3yx = 0 are 40 1 8
(d) Example. The sum ofthc sequel in (b), taken from the diflerence table given by the first four terms 121
48
8 0
of the sequence. 169

2 sin 6(1 +k) =sin +sin 12 +sin 18 +sin 24 +sin 30
where sin (a +AA) =mu (6 +tt) and n=4, is, by (5.03c), (5.02/), (e) Power series formula. ll~yk = u^x* = akxk, uk = polynomial in k, and
i*- _ _ eos (3 + 6A) |s eos 33 - eos 3 = -3.460586 "
2 r4x* = <>(x) = exact sum
" T x
2 *** = *(*) + T, <P'(X)& + ~ <>"(x)A2 +,
x1 I
A-'sin(6 + 6A)| -" 2.in3 |o 2 sin 3 <_, - *-i L " - J
where <p'(x), <p"(x),... are the derivatives of<p(x) and the diflerence series terminates with A'+Iu,
(e) Change in limits. As in (4.02), for r < n. For CA,
pM -*-h: -^Dir-^^'ir-^-'r 2**' =A[<t>(k\x)Ak +-j-^Yi =[+(*) +f[*'<*>* +\1>V)A2 +]]],

where a, b, r. A= constants and n= positive integer. .... x_
(f) Example. The sum of the sequence given by yk = (1 + k2)
k\
can be computed for k =
(f) Example. Thc sum o" thc sequene 0. 1. 2.... in tcrms of
112 I I16
= A :sinx
uk =I+A2 vkxk =Ax1 A!
and *** =* =*(*)
*-o
*'(*> =*.
with A= 6, n = 4 is. by (5.03c), <>.02fl.
A-1 sinx ~
eos 33 eos
= -3.460 586
<'+'>H,+7 +7+f>'
2 sin 3
1 r~T
90 5.05 APPROXIMATE SUMMATION OF SERIES Series and Products of Constants Series and Products of Constants 5.06 GENERAL TRANSF0RMATI0NS 91
(a) SuperpOSitlon. Since for many series their sums are known or are available in collections of
(a) Notation formulas, the rclationships
a, A=constants k, m,n,r =integers A=(A - )/. =spacing
B2, = Bemoulli number (2.22a), (A.10) Rm =remainder tx = 2* - 2 yk =s. - 2 -v,
k-0 *-0 *-+! -.+l
(b) Sum Of finlte series. If.) =/(*) is single-valued and continuous in [a, A] and* =/(a +AA),
2(-i)** = 2(-DS- 2 (-DS--- 2 (-ib.
^ SI /(x)a-x +\{y0 +y.) +*. +*. where 5 and S. are the known sums.
where (b) Example. If A< 1, thc sum ofthe infinite series

*m =(Dy. -ô.-^(^.-ô) + +f^-B2m(D2-}ym- D2in-lyo) I
(2m)\ 2" 2 A* = I + A+ A2 +
I -A
B 2m+2
- = n D2"+2An) (a<T}<b) then the sum ofthe first 100 terms is
(2m + 2)!
99 - 1 A100 I - ,0
Ifflx) is apolynomial of mor m+1degree, <!>., terminates with i, the remainder Ris zero and 2*4 =2*'- 2 *'=t^-
!n{:umlexyact. If/(x) is not a polynomial, he series is asymptotic and the sum ,s an *-o *-o -ioo I o 1 1 I - b
approximation, called thc EuUr-MacLaurinformula. Ifthe series alternates,
(C) Sum Of monotonic infinite series. If A=and all terms of thc series are positive, then I -A'
I'-"v -1'-"' - ..(-,)V" T "TTi TTT
2\ 6 360 15 120 ^ (c) Resolution in partial sums. I the th term ofseries Ak can be expressed as a sum oftwo orany
I,-*A
.2\ 6
+lA2--Â>
12 360
+---k
r
number of tcrms, so that
Ak = Blk + Bu + + Brk
where the remainder can be estmated by the second formula in (4.03) and (4.04), respectively. x> a
y. =2 2 B2k + + 2 B
(d) Sum Of alternating infinite Series. If A=- and the signs of terms in the series altrnate, then then
k-0
Ak
*-0
Bn +
1-0 *-0
where r = 2,3,... and thc partial sums of Bxk ,B2k,...,Brk are either known vales or may be
f'2\(i - H-D
2 +-D3
24 - &+-^-rD1
240 40320 - U
^ evaluated by the rdations of the preceding sections.
A-o i(i --A+ -A3 --A5-A7 - -bo (d) Examples. Ifn < ,
L2\ 2 4 8 16 y
where the remainder is cstimated as in (c) above. 2 (fl + kbf = 2 (a3 + 3a2AA + 3ab2k2 + bV)
-1 *-i
= na3 + 3a2A0>, + 3ab*93 + b3&3

(e) Example. If* = M>47n'*
I + A = '*the"
_ 1 1_ 3! _5! 17(7!) where S = k, 92 = A2, #, = *' are the known sums (5.11).
i-i *-i -i
I + + +
(-^r+i 1 2 3 4 5 6 ~2 + 4 48 480 80620
*-o 1 f *
which is divergent. To improve the sum ofthe asymptotic series, the first six terms are summed (e) Resolution in finite sum and asymptotic series. If the lower limit in thc integral of the sum
formula in (5.05A) leads to an indeterminate exprcssion or if thc asymptotic series may be
first and theasymptoic series (d) isadded as resolved in two series as
f -n = 0.616666667 + 2 (_,)rTT
2* = 2*+ 2 yk
1 , 1 3! 5!
= 0.693 147 125
= 0.616 666 667 + +
(2)7 (4)72 (48)74 (480)76 where the first series in A = 0, 1,2,. .., s can be summed term by term and thc second series can
be evaluated by a sclcctecJ.
Since the correct vale is In2 = 0.693 147781, thc error is * |6(I0)-7|. formula.
1 ' i i "11 ' "'""-I ' """1 73 -f j ~i i i ---i -i --i -!
Series and Products ofConstants 5.08 ARITHMETIC AND GEOMETRIC SERIES 93
92 5.07 SPECIAL TRANSFORMATIONS Series and Products of Constants
(a) Notation. a,A, c,A= signed numbers n = number oftcrms
(a) Kummer's transformatlon. Given two convergent series, A = 1,2,3, ...,n Ak , Bk, Ck,Dk = Ath terms m = 1.2,3,...
0 = (-l)1+l _ 0
ro ifn iseven
ifn i
A. = 2 ak B=2bk
"ti ifn ii s odd
at
where the sum Ax is desired and the sum Bis known, and if lim f - A* 0 (b) Monotonic arlthmatic series (n < )
then , =AZ? +2(l -A% =Afi.+ fr, 2 Ak = a + (a + A) + (a + 2A) + + la + (n - 1)A] = nyt, + A.)
where the series of ck may be more convenient for numerical evaluation. This transformatlon is Ak = a + (A - 1)A 4*+i - i4 = A n = I +
Am - A,
quite useful in thc cvaluation ofslowly convergent senes.
(b) Example. If (c) Alternating arithmetic series (n < )
A+ I , nh
lim = 1
* A 2 A, = a - (a + A) + (a + 2A) o-la + (n - l)A] = -- + 0{Vm + AA)
|fl.l - B,
then A
-"+4?IFTT i) 04 = B[a + (A - 1)A] |Zf1+l| - [Bk[ = A n = 1 +
(c) Abel's transformatlon. When uk=f(k), vk =g(x), and A-0,1,2, then with j =
(d) Finite monotonic geometric series (n < )
1,2,3,...,
+ a'-'>* = : -1
2 *& =o" +*- *"'
i-o
2 i - *"'2 [Au* *"'5>J 2 .4 = + a** + ab2" + c 1
ln.4. - ln/1,
leads in some cases to a rapidly convergent series, .44 = ab' = A* = f n = 1 +
Ak Inr
(d) Examples. In thc series

(e) Finite alternating geometric series (n < )
*/ = <+ 2<2 + 3/* + + I00,o,
a0 = 0 Po = 0 n = 100 u.+, = 101 2 Bk = a - aA* + aA2* - ohA"
uk = A I - c
100
e"' - A, = 1
2' = ln |/*1 - ln B,
2' = - 1 7-1
- 1 fl4 = /3aA'*-"* i = -A* = c n = I +
4-1
5, ln|f|
100 f! - <- ' - t f - e emi - e
and S^-IOI-T^-j--,-! e - 1
(f) Example. In
_,(101, "-l) _y-Q =100r'w - 10U'0' +e ln49 152 In3
3 - 12 + 48 - 192 + 49 152 c = -4
,- i {(- i)' (' - 0a " = ,+ ETJ =8
(e) Difference series transformatlon. When ais areal number (a *0), A=a- 1, A=a/A, and 3 - (-4)(-49152) nnnnt
A = 1.2 . then O ,?,*- l-i-4) -39321
y ay{k) =f! [| _AA+A2A- - A;,AJ +!/(*) (g) Infinite geometric series (n = *>, -1 < 6 < l)
*-i b "
is thc sum. If/(A) is apolynomial in Aof nth order, thc sum terminales with the term containing 2 Ck = a + aA* + aA2* + 2 /> = am + a"-'* + aaA2 +
I - c a - A
A"/(A). For CA,
2 */(*) =yd " A(A - A(A-' - A(A* )))V(x) _ ai

Ck = ./.(*-)* ki = (," = c Dk= a b = - - - c
k a
C,
_i-i "
Numerical Integris 4.14 GAUSS-CHEB 'HEV FORMULA ui
Numerical Integris
80 4.13 CHEBYSHEV FORMULA
(a) Integralion formula. With x = 2[(b + a) + (A - a)u] and the wcigl liinction w(u) -
(a) Integration formula. With *- H(A +a) + (6 - a)i] and the wcighl w(x) - (A - Â, thc -I - i/-')-"2, the general form (4.116) reduces to
formula (4.116) reduces lo
ib - a\2' n .,,.
f:
I y(x) ^ =l(j - fl) J /IJ( +a) + |f> - a)] a* - U(* - ")l2'"' wv,-- '(1)
7^y / >f(x)dx =,(b - a) j (I - u2y"2g(u) du
*=2() mr (V)
(2r)l
(A - a)n (a ^ n < 6)
6 - a ai|S .?(,) + *(,.) + + (O + R
l/u, +/(v,) + +/(*,)] + 2r
he re
where u are the zerosofthe following polynomials
< . J
G.t(u) - a2 - - ftW-.*-|- + l,A ' 5 105
uk = eos (* 1. - J. . ' )
. 7 . 119 , I g(uk) - (i - u)"'f\Ub +a) + (b -a)uk]

COO ='-3" r;'(u> = u'-6u' + 3^ "555" The wcights are all equal, s4t - J*a = - J*. - *A, ;"< Hie argumenta ti; arc the zeros o
.. 3 . 27 , 57 . 5 3 the Chebshev polynomial (11.15a*)
2 , 1
C(a) = a--* +-
7,*(u) = eos (reos-1 u)
Thc argurhents a, are antisvmmeirical with respect to the center othe interval A- a. r - 2,3,4, and arcantisymmctrical with respect lo the center of the interval b - a.
5, 6, 7, 9, and for r = 8. r 2 10, the method has no real solutions, which is thc fundamental
defect ofthe Chebshev method.
(b) Numerical vales o u, corrcsponding to particular vales of i are tabulated below.
(b) Numerical vales ofu, corrcsponding lo particular vales of r are tabulated below.
= 3 = 4
T = 3 f = 4
r = '2
U| a -0.TU7 106781 u, = -0.866025254 u, = -0.923 879 533
u, = -0 707 106 781 -0 794 654 472
u, = 0 707 106 781 u. 0.000 000 000 u. = -0.382 683 432
u, = -0.577 350 269
u, = 0.577 350 269 u. = 0 000 000 000 U.j -0.187 592 474 u, = 0.866 025 254 u] = 0.382683432
,= 0.707106781 "i = 0.187 592 474 u, = 0.923879533
u, = 0.794 654 472
= 6 = 7
t = 6 r = 7
r = 5
u, = -0 951056516 u, = -0.965 925826 u, = -0.974927912
u, = -0.866 246818 -0.883861 701 u, = -0.707 106781 u. = -0.781 831 48 1
u, = -0.832 497 4H7 u. = -0 587 785 252
u. = -0 374 541 410 u, = -0 422 518 654 -0.529 656 775
u, = O.OuOOOOOOO u, = -0.258 819045 u\ = -0.433883 739
u\ = -0 266 635 402 -0.323 911811 u, = 0.258 810045 u, = 0.000 000 IKK)
u\ = 0.000 000 000 n = u, = 0 387785252
u, = 0.433 883 739
u, = 0.374 541 410 u, = 0 266 635402 u, = 0.000 000 000
, = 0 951056 516 BS- 0 707 106 781
HS- 0 422 518 654 0.323 911811 u = 0.965 025826 u= 0.781831483
Bj = 0.832 497 487
u = 0.866 246818 ui = 0.529 656 775 u- = 0.974 927 912
"? = 0 883 861 701

= 8
i = 9
u = -0.195 090 322 u- = 0.831 469612
u = -0980785280
u, = -0 167 906 184 0.528 761 783 ,s = 0.195090322 uK = 0.980 783 280
u, = -0.911 589 308 u. = -0S31 469 612
0.601018 655 ., = 0.555 570 023
u, = -0 601018 655 s = 0.000000000 " = u\ = -0 535 570 023
,, = 0 167 906184 0.911 589 308
H, = -0.528 761 783
(c) Example. Ifa = 0. b= lx r = 4,/(x) = *cosx, *, = Jjt(1 + uj, (C) TWO auxiliary Cases in which the argumcnts u, and the weight factors SS4 are given in closed
X) = 0.161 278 ... = 0.638063 x, = 0.' 32 733 . = 1.409519 lorm are
/(x.) =0.159 185 ; i.l - 0512 524 f{xs) = O. 55 524 /(*,) = 0.226 340 (' ,
j^v^v-s^du n ^ . , kn i
=rî2sm-7TT4coska
k* \ ng" l|7)
1/ 2""(20!
and by (a) above,
{'"xcosxdx =- /.) + /< =0.570836 - 0.000027 =0.570809 r' (T^l 4n A . ., kn / 2A;r \ , ^

2Ag ftgxln(n\
' (n
' Jo 8 ,.,' [, Jugiu)du =27TT?,s,n 27714^2771) +"2^2^
and ihc correct valu is 0.570 7%. which agam shows the efli ieney of the formula even when a Thc lasi term in each formula is che remainder R wich -1 i IJ -S 1.
very small number of poinc> is uscd.
'1 1 -----J '-""1 -1 --"i 1 1 ~1 i i -""'i -j 1 '" '"i "i "" 1
94 5.09 MONOTONIC ARITHMOGEOMETRIC SERIES Series and Products of Constants | SeriesandJWucteo/Consfans 5.10 ALTERNATING ARITHMOGEOMETRIC SERIES 95
(8) Notation. a, A, c, A= positive numbers a = number oterms (a) Notation. a, A, c, A, A, n, /44, fl, Q aredefined in (5.09a)
A= 1,2,3,..., n 4*A* Q = Ath term <r=(-l)"+' fl = (-ir'
(b) Finita aerl88 (<*.< ^ l) (b) Finite series (n < ,c > 0)
2 Ak =a + (a +6)c* + (a + 2A)*2* + + la + ( - 0*1*" 2 Ak = a - (a + A)<r* + (a + 2A)c2* a[a + (n - 1)*]<<"-"*

i-i
nbc"" [(a - c*(a - A))(c-* - 1) okAc* [a + <r*(a - A)](c*c"* + 1)

c*- 1 (<* " l)2 I + c* + (I + c*)2
where where
ln C. - ln C, ln C, - ln C, ,
Ak = *,C, Bk = [a + (A - 1)A] C =c"""* -= /;|nf +1 .4, = fl,Ct fit = /5[a +(A - 1)A C4 = c" A Inr
(c) Example. Ifa = = A= l,c = 2, then (C) Example. If a = A= A= l and c = 2, then

1 + <*(3n + 1)2"
2 A(2*"') = 1-2 + 2-2' + 3-22 + 4-23 + + n2"~x = I + (n - 1)2" 2 /3A21-' = 12o - 22' + 322 - 42* + -am2""' =
i-i
i-i
(d) Infinite serles. When in (A), n=and c* >1, the series is divergent. If however, 0<c* <1, (d) Infinite series. When in (A), n= and c* > I, the series is divergent. Ifhowever, 0 < c* < 1.
the series converges and the series converges and
a - (a - b)c" At*
2 /! =+ ( +)f* + (fl +2)f += (l _ c*)a 2 .4 = a - (a + b)ch + (a + 2A)r* 1 + c" (1 + c*)2
(e) Particular cases (e) Particular cases
0<a . a
t_i
=
a-
r 7TT
,l2 ~ '
,?/*' =1+a (1+a)2
A ,_, aa" . I + oca" V ni,*-' '
V ,. i-i M* "* ~ ' S^'-r-ea'll+a)*
i-i a- I ta - 1)
A , 2o*a"+' a(a - l)(l + aa")

2(2*-!)*'= "
2W-' a(a + l)(a- - 1)
(-_I)t 2>>*-l)a - ,+fl ' (1+fl)2 S^ o'^
A , , li +
+ .a
2 (2* - Oa'" = 771^ A /t u n *-' -|+fl
2/3.2A-D- 2<nw" (a " (I+-)
')(1 + <M")
X(2A-l)a' --, 1-1
(i - *Y
b> 1 <x A>0 n = x i > l
A* I
n <
A i ob(I + 6) - A(A" + ar) A j8* (A - 1)

A ^ A(A" - 1) - njb - 1) k% bk (1 + b)J
,b'= b-{b-\)2 ,*1- "(1+*)'
k Aa(A" - 11 -*(>- I)
A 0i an(\ + b) + 62(A" + ar)
Zn- AVA-1)2 *4'1 ~(A- I)2 A'-'" *"(1+*)Z ,b1-1 \\ + b)
A Bc2k - 1) 2<w(l + A) - (6 - .)(* + a-) A B{2k - 1) A- 1
A 2k- 1 ( -t- !)(* ~ ') ~ 2"(* - ')
-i-= A"(A-1)2 ** (* - n2 b* ' b"{\ + bf ** " (1 + b)2
A 21 - 1 _ A(A + 1) A 6i2k - 1) 2o(l + *) + b(b - l)(b' + a) A /3(2* - 1) _ A
A 2*- I _ b{b + \)(bm - 1) - 2nA(A - )
** " "(l+A)2 it*, ** "(l+*)2
iri r^T ~j r^rsj * -j a 1
1 "I
Series and Products of Constants 5.12 ALTERNATING SERIES 0F 97

96 5.11 MONOTONIC SERIES OF Series and Products of Constants
P0WERS 0F INTEGERS
POWERSOF INTEGERS
(a) Finite seres of alternating powcrs of integers are exactly summable for A, m,n = 1, 2,3,... as
(a) Finite series of powcrs of integers are exactly summable for A, m, n= 1^2, 3,...as
2 pkm = 1" - 2" + 3" -
_aam = m(n + l)-aK(0) = ^ a=(-l)"+1
A ^ . -*,(n + 1) ~ fl~+.(0) _
2 A" = I" +2- + 3- + +n = *. 1-1 2 0 =(-!)**'
where ( ) = Euler polynomial of orderm(2.24) and &mj, = sum.

where Bm+{ ) = Bcrnoulli polynomial of order m+ I (2.22) and 9mjl = sum.
(b) Special seres
(b) Special series
_ JO
[0 if is <
is even
2 /?(2A)- = T9mj 2 0(2* - o- = #:, 11 if a is odd
i
2 <r = 2-* 2 (2* - i) = *-- - 2"+'^ = ^-
where 3> = 2 A" and / = n for even nor i(n - 1) for odd n.
where **. =r*M - (7)2-"'*-.- +("J2""**--- " "" ''
(c) Particular series, all integers
(c) Particular series, all integers
A an + 0 A = ar(a3 + 2a2- 1)
2 ^ = z i-i 2
.?,'=T+2 ,* 5 2 3 30
. a0 as A5a4 n2 i re =i^ 2 A*5 =0aS ~(" +^ - 5(" +0)4 - 5(" +g>-'
+ _ 2/ =7+o
6 2 + 12 12
1-1 *
1-1 * A aa2(2n + 3) - 0
r." A a i n . R P* = 7* ^ Bk6 = (ni + 3a4 - 5n- + 3)
i-i 2
!-H' +
4
i-i
(d) Particular series, even integers

integers
(d) Particular series even
yf2-_M +i^+2(2O!_8l 2 A(2A) = an + Q 2 A(2A)4 = 8rni(n:' + 2n2 - I)

2 (2*) = 2 + n
f,{2k) " 10 2 3 15 i-i
JL 4aJ . 2
A.2,,s_(^+(2^+5(2^_2i2i0j: 2 A(2A)2 = 2an(a + 1) 2 A(2A)5 = 320n5 - 16(n + 0)A
2(2A)2 = y+-"- +7 2,(2A) " ,2 + 2 6 15 i-i i-i
(2a)' (2n)6 , (2n)4 16 - 40(a + 0)4 - 40(n + 0)"

2 (2A)3 = 24 + 4n3 + 22
i-i 2 A(2A)3 = 2tw2(2 + 3) - 20 2 /3(2A)C = 32tt7i(n5 + 3n4 - 5s + 3)
-i
(e) Particular series, odd integers

(e) Particular series, odd integers
2 (2* - i) = ' ,( 10 3 30
1-1 2 /3(2A - 1) = an 2 A(2A - l)s= ra(4n2 - 3)
i-i
A > 4n-1 -i
2(2A-l)2 =T-3 (2* >) ,2 12 12

i-i J 2/3(2A - l)2 = 2o2- e 2 A(2A - l)4 = 4an2(2n2 - 3) + 50
2 (2A - l)3 = 2b' - a2 2,(2* ') - 14 7 6 42
(f) General series, all integers (r = 1, 2, 3,...)
(f) General series, all integers (r = 1, 2, 3,...)
2 A(l + rA)"* = (1 + 0" - ( + 20" + (1 + 30" - " <r(l + ar)"
(i +rJt)- =il +r)" +(1 +2r)" +(I +30" + +(1 +0" i-i
!!_... - -(i)-.?, *+.*.?.**+O'-p'++(yp-

where ^,., &2jl, &3*> &mj, are the sums';givcn in general form in (a) and in particular form in (rI.
where 0, , #,., 9x.. ^-., are thc sums given in general form in (a) and in particlar forms in (r).
-^m" rm ~ "1 J H J J 1
Series and Products of Constants Series and Products of Constants 5.14 ALTERNATING HARMONIC SERIES 99
98 5.13 MONOTONIC HARMONIC SERIES
(a) Finite seres (a = 1,2,3,...) is
(a) Finite serles (a = 1.2,3,4,...) s
f-,-i +i-i +... +f-iW-a.j-i..
where ... = sum (power 1, number of terms a), B= (1)'+', a = (-I)"*', P= number of
Lre *,.= . <*>- 57"156649' =Euicr's cons',n,
(2.19), and
positive terms, q= number ofnegative terms, a = p + a,and
3... = *[*<*-!>-*<?)] +l2-e
1 1 / 1 / _ JLi/i 21 \\\ _
V() = lnn + i*,"l2a1V "TOa^V 2I2\ 20aW n which y( - 3), V(?) are thc respective digamma functions evaluatcd by thc general formula
given in (5.13a), and for n> 11, ^ l X lO"'0.
is the digamma function (2.32), and for na 5, 1XlO"'0.
(b) Special finite seres
(b) Example. To show the aecuracy of the sum in (a) thc first five terms (lower bound of the
approximation) are computed first by direct summation as y =I_I +!+...: =il
ft2k 2 4 6 2a 2'
2Jt=i+i + i+,{ + i = 2.283 333 333
i-i A A 1 1 ij*
y -= 1 - - + 7- 2-*l.
Then using the sum formula, ft 2A - 1 3 5 2a- 1
2ls = y + .Ino- +
^ i i #1 _ -Mi - -^(l - &))) = 2.283333 333
t ~ sot1 -sol MiV1 xo"> where 1,^ is the sum given in (a),
(c) Special finite series 1j. =*_ln ^ +i(A/ - A^) - *(A/2 - AT2) +(A/4 - A*4)
- SvA* - A*41) + f^/" - .VH) - <r
f~2A
=I2 +!4 +-6 + + 2a
j- -5ly
2
+ *()! = *a"
in which M = ,N = , and for a 2: 11, e = I x 10 '".
A_L_=1+I +I +.-+--4 =^y +'n4 +V(0] =^T.B 4/>-3 4a - 1
(2A-1) 3 5 2a- 1 2 (c) Example. Bydirect summation,
where U, , W, are the sums, ,-.-*. and for i>5.5 * IX10"". The digamma
Tuncln ;?/) is computed by the truncated series given ,n (a) for *(.). if, 2A - 1
A = 1_l + a_...Jr = 0.8O8 078 952
(d) Example. By direct summation, and bv the sum formula with a = 11,p = 6, a = 5, M = 57 $ = 75.
y L_ =I + i + 4+ ... + Jr= 1.878210678

.2A-1 f, = " ,n V2T 2\2 " T/ " 3Ul2 19V 15 V214 I94/
and by the sum formula with a = 6, / = 6- 5= 5.5, _ i?_ /J_ _ J_\ +256 /_|^ _ _1\ Q808078952
183 \2tr* I9r7 63 \21H 19*7
. i " (i -Ul--^-(l--2^Y) = 1-878210678
This example shows the aecuracy of the sum formula.
Examples (A) and id) show the aecuracy ofthe sum formulas for thc lower bound ofthe range. (d) Special vales of ,., ,,
(e) Special vales of -V, ;.. (3,. =$*.- =) jt Jw .V/ A'
a> 103 -* ln 104 n
a > 10'
>j(Sy + ln4/+-J = X 2,..= In2 ?f. 4
ar.-r +ln4, +-153.
(e) Superposition (r = 1,2,3,...)
(f) Superposition
f.i__!_ +_i--. = , - ,.
T*. A r r+l r + 2 r + a
A"r r+l r+2 "
~~1 "1 1 1 f**D "~ 1 ~~M 1 J 1
Series and Products of Constants 5.16 ALTERNATING SERIES OF POWERS 101
Series and Products of Constants OF RECIPROCAL INTEGERS
too 5.15 MONOTONIC SERIES OF POWERS
OF RECIPROCAL INTEGERS (a) Finite series (m,n = 1,2,3,...) s
(a) Finite series (m, n= 1.2,3,...) is
y = -
,A-
- - +--
1" 2" 3"
= a - 22_
a" "" ""
*=(-!)*' A = (-D*
T = + + -T+-+ = Z(m) ~ /, _ ni "
whcre ,,a = sums given in (5.15a) with a = number ofterms and a = number ofnegative
whcre ^ =sum (pww m, number of terms a), Z(m) =Riemann zeta function (2.26), and
y;("-",(w) 1 L
(m-l)! (m-l)n""' 2a" (b) Special finite series
/ i-+ DC +2)/, 10(m +3)(m +4)/ _ 21(ai +5)(m +6)UX _
,2^0
m
5? V1 2^V 20a-' W *_-.1-1 + 1 e_ = 2w

which >-" =Hygamma function of order a, - 1n (2.34), and for n* 10, f, i2*)" 2" 4" 6" (2a)"
f<5x 10-9. A _J l_ j__
4*f, .2* - 0" T 3" 5" (2a - 1)"
(b) Special finite series
whcre w. = sum in (a) and
1 ' + 1 +1+...+ --*. 1 / m ( (m + l)(ai + 2) / 2(w + 3)(ai + 4)\\\ (
;., =Z(m) - 2(2n + ,)m v +2777 v 3(2w + ,)-' V 3(2 + I)2 "'
yL =1-1+1+ + = ., - a.. = s*m
(2a - I)" """ 2" n which Z(ai) = complementary Ricmann zeta function (2.27), and for a> 10. <r =5 X 10"'.
,(2*-o- i" 3<" 5
where a.*, =sum in a) of 2n terms and mJI =sum in (a) of atcrms.
(c) Special vales ofim., i'm,
(c) Special vales of _.n. ^t
1 1
(2n + ir"' > 10"
5; L=(-2-)[z(a0-(m_1|)nm.,] a" > 108
- (1 - 2 )Z(/) )
tC- - a K.. = Z(m)
2(2 + 1)"
a,, = Z(m) - ~. - l)a"
i-... = (1 - 2'"")Z(m) ^.. = Z(m) n =
a =
i... = Z(m)
a:.. = ( - 2_,")Z(m)
Numerical vales of Z(m) and Z(ai) for ai = 1,2,3,... ,20 are tabulated in (2.27c).
Numerical vales of Zim) for ai =1.2, 3 20 are tabulated in (2.27c).
(d) Particular infinite series (d) Particular infinite series
y = -
YB it-,2*"! 4
, (2A - l)2 8 *' 12 *f, (2A)2 48
f,k2 6 i (2*)a 24
y /? _ ?*4 " 6 - *
2 2L-
, (2A - l)4 =-96 4't'l(2*)4 U520 if, (2* - I 32
(2A)4 =
*4 720
,A4 90 & 1440
A 3lg6 A __ = 3ln6 A B 5*
8 \ (2*)" 1935360 f, (2* - 1536
ftk6 945
^ =
*-,(2*)b
60480 2,(2* - l)6 =960 , i" ~ 30240
A t_ 127jtb 127** V /3
1 n"
--i" 1206600 i't'l(2*)B 308889600 i-,(2* - I 30 720
y - = 9450
,-r, (2A)B ~ 2419 200 iTi(2*-'l)" 806400
/T.A8 A 6 51Ijt"' A B 511jt' A 0_ 277,t"
* i jr' l' i'" = 47900160 i-i (2*)1 49049764 000 if, (2X - 1 8 257 536
y 1 = i?, (2A)' =95 800 320 fl(2k-\l)m "903
2903 040
, A' 93 555 , 6 a{2" - 2)n2', A /? _(/2)"(2*-2) B Q/2)a'-
A r = *(22'- \)n2'- V
(2r)!2 it*, (2*)2' (2r)!2 * if, (2* " I (2r)!2
2^ =-^- -" 1 ,(2A)2' (2Q!2 i"e,(2A-;l)2' (2r)!2 *

whcre r = 1,2,3,... ,B2r = Bemoulli number (2.22), and 2t = Euler number (2.24).
where r=1, 2. 3.. .. ,a=(-1)'+'. =Bemoulli number (2.22). j
I i i J ' "1
Series and Products of Constants

Series and Products ofConstants 5.18 FACTORIAL POLYNOMIAL SERIES 103
102 5.17 FACTORIAL POLYNOMIAL SERIES 0F NEGATIVE ORDER
OF POSITIVE ORDER
\ (a) Unit step serles of inverse factorial polynomial. When in (5.17a) m= -r, A= I, and
(a) Unit Step seres Of factorial polynomials. When m,n = positive intgcrs, h= \,x - m, m+ \, ^ x = 0, i, 2,.... a, then the factorial polynomial
m + 2,...,m + ihen the factorial polynomial
X\m) = x(x - IM* - 2) ' (x - m+ l) = ai! and thc series A-r> (x+ l)(* + 2)(* + 3)---(x + r) (x + r)!
and the series
v" r<-> - {m + l)! +(/w +2)! +. . -+<CT +")! O1 1 2! a!

ti, ~ O! + 1! 2! a! y
.To '
v<-m = _ + - +
r! (r+l)! (r + 2)!
+ +
(r + a)!
-
can be exactly summed for a < (5.01a*), (5.03a) as

can be exactly summed (5.01a*), (5.03a) as
2 xr = A-A, r*' A'i,-',r+, i r i (+ on

m + 1 ~ ai + 1
since ai1,"""" = ailm - l)(m - 2) (ai - m) = 0.
(b) Example. With m = 3, h = I, a = 7,

|Ar" =]5{t4t [(TTTji - (, + --]} =7^1)
10 11 10-9-8
2 A'1,3' = I-2-3 + 2-3-4 + 3-4-5+--+8-9-10 = 1980
(b) Example. With r = 3, a = 7,
V v,_3> =
1 1,1, . ! = I/,i__i_\=
(C) Unit Step binomial coefficient series. Since the Ath term in (a) above can be expressed as 1-2-3 + 2-3-4 3-4-5 8-9 10 2 \2! 10-9/ 45
m + k\ (m + A)! -3_ = !
sai!--0 r (-;*)- Alai! and for a = , thc sum is ;
3!(2) 4'
thc sum formula in <ti) gives also thc sum formula (C) Unit Step seres Of reciprocal binomial COefficientS. Since the Ath term othe series in (a) above
can be expressed as
i(;>>(">("> -+(":>("::?) A! I
r + A\
I
(r + A)!
A!r!
'+t)! <d (t)

(d) Multistep series Of factorial polynomial. When a, 6, ai, a = positive integers and A- 2, 3,4.
then
thc sum formula in (a) gives also thc sum formula
A'im) = *(* - a>i* - 2A) [x - (ai - l)A] and the series
2 Af' =a" +(a +A)'"' + (a + 2A)<"* + + ( +aA)""'
l-a
can be exactly summed for a < *> (5.01a*), (5.03a) as

(.+ !) _ -lw+1)
(d) Multistep series Of reciprocal factorial polynomials. When a,A,a,r = positive integers and
A'i' (A + *' h = 2,3,4,..., then
2 Ar = A--.\y (ai + 1)A| (ai + 1)A
I I and thc series
AT' (x + A)(.r + 2A)(a- + 3A) (x + rA) (x + rh)k'
where b = a + nh.
1 1 I
(e) Example. With m = 3, A= 2, a = 5, A= 15 .?. **" " (a +rA)i" +[a +(r+ l)Aj" +[a +(r +2)A]<" +" ' +|_a +(r +)*]*'
\7? - 5I4'
2 Af' = 133 + 357 + 5-79 + - + 11 13 15 = 8
= 4560 can be exactly summed (5.01a*), (5.03a) as
-s
|'+* A'!'"' I*4"* _ I f j 1 j 1

(f) Multistep series of binomial coefficients. With A= 2,3,4, ÂrÂ-'Ar"^ =[T_7j|. -(r-l)Alla:r(r-l)A]rn l +(r +DA]''""]
irn- o+r V)+r d +(-:*)-(':::') VA'i"' =Um {773^ Lia +(r +DAJi'-" "iTT^FJ] =(' ~0*1 +<r +'"fiF^
- i "i '--"j I """"i l ' ~j i --i 1 | 1 "1
2M 5.19 MONOTONIC SERIES OF POWERS Series and Products of Constants ' Series and Products ofConstants 5.20 ALTERNATING SERIES OF POWERS 105
OF DECIMAL NUMBERS OF DECIMAL NUMBERS
(a) Basle series. When a,A= signed numbers, ai = 1,2,3,...,I, and A= 1,2,3,..., a, then | (a) Basle serles. With notation of (5.19a) and with a = (-I)"+', B= (-l)i+l, thc alternating
with A = A/A, A = signed integer, fraction or decimal number,
2a(A +AAf =ab[n +(~)a*,.. +(J)aV, ++Qa".-] i M. +kkr =-[ +(7>.- +(>#.. +O"*-] '[',[
[0 a even
odd
where a < , and k-here
9x. = i2- i * ?:- = *-i

2 *a. . &*..* = 2- i *" *, = 2 Pk, ^ = 2 Bk2,..., # = 2 fl*"
are thc exact sums given in closed form in (5.11). Selccted cases of sums of monotonic series of are the exact sums given in closed form in (5.12). Selccted cases ofalternating series opowcrs of
powcrs of decimal numbers are listed in (A) below. decimal numbers are listed in (A) below.
(b) Particularcases
(b) Particular cases
abn
2(* + AA = [A(a + 1) + 2] abn
i-i 2 Ba(b + AA) = [A(or + 0) + 2]
2 a{b +khr =^[A2(a +l)(2n +1) +6A(a +1) +6]
i-i " 2 Ba(b +kh)2 =^[A2a(a +1) +2A(aa +0) +2]
.-i *
2 a(b + AA. = lAJa(a + l)2 + 2A(a + l)(2a + l)(3a + 1) + 3A(a + I) + 4]

i-i ** 2 Ba(b + AA)S = (A3[*a(2a + 3) - 0] + 6A2(a + I) + 6A(or +01+4}
.Ti 4
2 a(A + 2AA = aAa[A(n + 1) + IJ
2 Afl(A + 2AA) = abn(ka + 20)
2 a(A +2AA -=^l2A'(a +l)(2a +1) +6A( +1) +3]
i-i 3 Aa(A + 2AA)2 =aA2a[2A2r(a + 1) + 2Ao- + 30]
2 a(b +2AA :=^[4AJa(a +I)3 +4A'(a +l)(2a +1) +3A(a +1) +2]
i-i 2 2 Aa(A + 2AA)3 = aA3a[A3(4an2 + 6an - 0) + 6A2<r(a + l) + 3A(<* + 0) + 0]
2 a[A + (2A - 1)A] = aAa(Aa + I)
i-i
2 Ba[b + (2A - 1)A] = aAa(Aar + 1)
* /h'n
2 a[b + (2/. - 1)AJ2 = -lA2(4a2 - 1) + 6Aa + 3]
i-i 3 2 Ba[b + (2A - I)A]2 = aA2a[A2(07i - 0) + 2Aar + I]
2 alA + (2A - 1)A]3 = aAJa[Aa(2a-' - I) + A3(4n2 - 1) + 3An + 1]
I 2 Ba[b + (2A - 1)A]3 = aAsa[4A:,(4a3 - 3) + 3A2(2aa - 0) + 3A* + 1]
(c) General seres. Ifa. b, k, m, nare thc same as in (a) above, r = 1,2,3 s. A,, h2, h3,... ,h, |
are signed numbers. then with (C) General serles. Ifa,A, A, m, n, rand A, ,h2, A3 ,... ,Ar are thc same as in (a) above, then with
Ak = a(A + k-.. + k% + + k'h,)m = aAM(l + cxk + r,*2 + + c^k"") | Bk = Ba(b + AA, + A2A2 + -- + A'A,)" = Babm(\ + cxk + c2k2 + -- + cmkm)
and for a < x.
nd for a < ,
2 Ak = aA" : + c,&x,. + <:,.#,. + - + ^^,1 2 Bk = aA"(a0 + cx9Xm + c&2jt + + c^&^J

whcre r,, c2 ,. . -C-, are thc coelficients of polynomial of rm degree and ^,.. 92j,, . , #>,. are where cx, c2,... ,cm are the coefficients of polynomial of rm degree and #,.., 92j,, ,&,.. are
the exact sums in 5.11).
ihe exact sums in (5.12).
m u m M ' " 1 " ~J 1 "1 1 j
1
Series and Products of Constants 5.22 SERIES OF POWERS OF 107
ios 5.21 HARMONIC SERIES OF Series and Products of Constants RECIPROCAL DECIMAL NUMBERS
DECIMAL NUMBERS
(a) Monotonic seres is for m= 1,2,3,..
(a) Monotonic series is defined as
1 A 1
1 _A 1 1 y ! = -L y - = [*--"(0 - v("""(A0] = 2.
2 -Tu
... a + AA
=iA-|f
2 -h + A
=riv(
6
+c) - v(c)] =a, ft (a +AA)" A- ft {c +A)" ^ __
whcre a, A= positive numbers, c = a/A, and V( +c), \j>(c) =digamma functions (2.32) so that where a, A=positive real numbers, c=a/A, N=c+a, and *<->( ) * Hygamma
with N = n + c.
function (2.34) so that
1r -V 1 1 A / 1 1 \ ZM
*'-(f) =*l'n7 " 2c +2* +,?, (?" Ar*) Vi +*** <--.) - --><*> =2 ^p " S^Tly
in which Bjj = Bemoulli number (2.22) and ,n which the polygamma functions can bc evaluated by the formulas given (2.34), (2 35). An
deernative and essentially the same procedure is thc application of Euler-MacLaunn formulas
in
al
l"flg.+2| - i- i ^ |fljr+a|
|-^T7| < If>.sl ^ | c2,+2 I 4.06),
For C4, if c > 5.
|,7^-K-('-('-75?(-^('-^)))) re a,v.t =m(m +l)(m +2) (m +2j - 2)(^rrT "^T^TTt) h =Bemoulli

('-('-i^('-;rM'-^))))J+-
iber (2.22) and
I /m +2r+ hJsa.L,. |<||/m +2r+ "i-^rl

For c < 5, V"<" must bc expressed by the small-argument formula of (2.33) and w must be K 2r +2 /SF2775! ' 2'+al \\ 2r +2 / c"+H
modified accordingly.
For a = , Ar = , and 2..., (0 = V0""- For CA, with a <
(b) Example. Given a = 20, A= 1.25, n= 10. c = 16, and A? = 26,
V ! =J-fin2^ - <*, + 0.,) + e =0.378952 5784
T",a + AA 1.25 \ 16 ^' ^v g.^4h +^-^ +>-%)))^
whcre d> =11
where <Pi ~ 32\l1- 1
96 IJ
v (l
2560 V ~ 5376///
))) =0.0309246060
(b) Alternating serles in terms of a, A, mdefined in (a) and with fl - (-1)
. S1(|_J_(| __!_(, -_!L_))) =0.019 1075132
^2 52l 156 V 6760 V 14 196/// v A _1 y B = <> ic)
.(a + AA)" *" ,(> + *)"
and I"gs o_16(10)I <|e.| <1^ =-7.8(10)-"|
I 26 | i id i ._
can be resolved in aseries of/> positive tcrms and aseries ofgnegative tcrms so that n-p + q
(c) Alternating series is defined as and
=Iv_*_ =i(_! ! +-2L)

iT,a + AA r T, c + A AVr + 1 f+2 + a/
2.
*-*{e) ~AT Ij?, (r, +A)" i?, fe +A)"J
where a.A.c are the same as in (a) above, a = (-l)"*', P = (-l)1+l, /> = number of positive = _L_fv,(-"(fl) - V,-,,(AfI) - ^-"(Ca) + V'-'W]
terms, a = number of negative terms, a = p + a, and (2A)*"lV
ljt(c) =l[v(/. +cx) - tifie,) - V(a +c2) + x>(c2)] where c, =(a +A)/2A, c2 =a/2A, Nx =^+c, AT2 =a+c2, and ^"-( )=polygamma
function (2.34), which can be evaluated by thc formulas given in (2.34), (2.35). For a- *.
.V, = oo, N2 = oo,
iwhich c, = <c + A)/2A, c2 = a/2A, and V( ) = digamma function (2.32). For a = ,
^..(c) =^ly[V<-,^.)-V<"-,V2)}
Iri-sMiM^)]
I i i J
108 5.23 MONOTONIC SERIES OF PRODUCTS Series and Products of Constants Series and Products of Constants 5.24 ALTERNATING SERIES OF PRODUCTS wa
OF CONSTANTS
OF CONSTANTS
(a) Finite general series. When a,b are signed numbers, (a) Finite general serles. With a, Adefined in (5.23a) and oc = (-I)"*'. P= (-1) *. 0 - iffl is
(xld or 0 = 0 if a is even,
2 (a, + 6,A)(a. + b2k) = A0 + .4,3a, . + A&t+

i-i 2 A(a, + A,A)(a,. + b,k) = B0 + *,*, + A,
diere A = a,a.n. Ax = a,b., + a.,b.,, A2 b, . b.,,
diere Ba = a,a3e and Bx = Ax , B., = .4, in (5.23a).
2 (fl. + A,Al(aa + A,,A)(a3 + b3k) = A0 + .4,^,.. + /l,,. + SP3..
P(a, +b,k)(a, + ***)( + A..A) = B + B,9tJI + B392jl +By9^
whcre .4,, = a.a,a3, A, = a,a2A3 + flafl3A| + a3a,A2, A., = A,A2a3 + Ms*i + bsbxa.,, A, -
A|A2A3, and in general for r = 1,2, 3,... .
diere B0 = a]a-,a, and Bx = /l, , B, = A,, 0S - 4, in (5.23,,). and in general for ; -
.2,3,...,
2 (a, + MKt + ,A) (,+ A,A) = -"I.. + tî- + A,9,_ + + A,9,_, 2 P(a, + b,k)(a, + b,k) (, + b,k) = BQ + //,">,. + A-.- + "+ B,9tJ,
whcre ?. 9, , 9, are thc exact sums ofmonotonic series ofpowcrs ofintegers (5.11) and
A A A, ... .A, arc trie factors ofthc polynomial obtained as the producl ofthc binomials. where # ,&> 9, are thc exact sums of alternating series of powers of integers (5.12) and
B ,B,, l,',. '" B, are thc factors of the polynomial obtained as thc product of binomials.
(b) Example (b) Example
2 (2A - D(3A- 1) = 2 (I - 5A + 6*2) = n - 50>,. + Q,92jl 2 fl(2* - 1)(3A - 1) = 2 f(l - 5A + 6**) = 6 - 59,M + 6&,
i-i
i-i
where from (5.1la*), 9U = (a + l)/2 and 93m = n(n + 1)(" + 2)/6. where from (5.120. 9 = (an + 0)/2. &,. = an{n + l)/2.
(c) Two-term producs (c) Two-term produets

I 2 + 2 3 + 3 4 + + n(n + 1) = n{n + \)(2n + 4)/6 1-2-2-3 + 3-4- an{n + I) = |[<m(ji + 2) + 0]
I-3 + 2-4+3-5 + - + n(n + 2) = n(a + l)(2n + 7)/6 1-3-2-4 + 3-5- mi (a + 2) = [an{n + 3) + 20]
II + 2 3 + 3 5 + + b(2h - 1) = n(n + I)(4n - l)/6 11 - 2 3 + 3 -5 - a-a(2a - 1) = |[an(2 + 1) - 6]
1-3 + 2- 5 + 3 7 + - + a(2a +1) = a(a + l)(4a + 5)/6 1-3-2-5 + 3-7- era(2a + 1) = |(an(2n + 3) + 6]
1-2 + 3-4+5-6 + - + 2n(2n - 1) =n(n + l)(4n - l)/3 1-2 3-4 + 5-6 2on(2a - 1) = | mi(2a + 1) - 6]
2-3 + 4-5H-6-7 + - + 2a(2 +1) = n(a + l)(4a + 5)/3 2an(2n + i) = [<wi(2a + 3) + 0]
2 -3-4-5 + 6-7-
1-3 + 3-5 + 5-7 + - + (2a - l)(2a + 1) = n(4n2 + 6n - l)/3
1-3-3-5 + 5-7 -' a(2n - l)(2 + 1) = 2fl(a + I) - 6
(d) Three-term produets (d) Three-term produets
I-2-3 + 2-3-4+- + n{n + l)(a + 2) = n(n + l)(a + 2)(a + 3)/4 1-2-3- 2-3-4+ an{n + l)(fl + 2) \\an(n + 2)(2n + 5) + 30]
1 3 5 + 2 4 -6 + + n(a + 2)(n + 4) = a(a + l)(fl + 4)(a + 5)/4 an(n + 2)( + 4) {[aa(a + 4)(2a + 7) + 150]
1-3 5 - 2 -4 -6 +
1-4-7 + 2-5-8 + -- + n{n + 3)(n + 6) = a(a + l)(a + 6)(n + 7)/4 14 7 - 2 5 8 + an{n + 3)( + 6) \[an(n + 6)(2n + 9) + 350]
(e) Power series ei Power series
I 2a + 2 3a + 3 4-' + + a(a + l)2 = n(n +!)("+ 2)(3a + 5)/12 1 - 2- 2 - 3J + 3 - 42 an(n + l)a \[an(n + 2)t.2a + 3 + 0|
l 32 + 2 5J + 3 7a + + a(2a + I)2 = n(n + l)(6n2 + 14a + 7)/6 1 32 - 2 5' + 3 7' o(2n + l)2 2[an{An2 + 10/, + 5 - 0|
i 23 + 2 V + 3 4* + - + (a +1) = n(n + 1)(I2;1 + 63a-' + 107a + 58)/60 1 2* - 2 33 + 3 4:' - an(n + l);i {[an{2n* + 10/r + \m + 6) - 0\
1 35 + 2 y - 3 ls + + n(2a + l)3 = a(a + l)(48as + I62n2 + 158 + 37)/30 1 3' - 2 5' + 3 7:1 on(2fl + I)' i|Q7i(8a:1 + 28- + 2te - 1) - 50)
1-^rW ^ ) . J J*^ ' 1^ r-^j
Series and Products of Constants 5.26 FINITE SERIES OF PRODUCTS m

no 5.25 FINITE SERIES OF PRODUCTS Series and Products of Constants OF FRACTIONS, PARTICULAR CASES
OF FRACTIONS, GENERAL RELATIONS a = number of terms <
(a) Notation. p,q = positive integers
(a) Monotonic series. When a,, a2, A,, A2 are posive numbers and c, =a,/bx, c2 =a2/b2, t/()= digamma function (2.32) y = 0.577 215 667 = Euler's constant (2.19)
SLtM - 3LxJf)
&t, = 2 5T-T = 7 + V( " ) + 2ln2
?, (a, +A,A)a. +A2A) " A,A2lT, (c, +A)(c2 +A) A,A2(c2 - cx) t-i * *-i *
where by resolution in partial fractions, (b) Two-fraction produets

i i _i_ i _ n
- L-(-J L-) r2 + 273 + 374+ "" + n(n + 1) ~ + I
(f| + A)(c, + A) <r2 - c, Ve, + A c, + kl
and according to (5.21a) with N, = c, + a, A*2 = c2 + a, | _1_ _1_ I = "_
rl + 3-5+ 5-7+ ' (2a- I)(2n+ I) 2 +
_L_ =v{nx) - *<fl) =*,>,)
i-i d + A
*-i'i
7T* *<"2) - *fe) =**M
*"* 2
I | 1
TT +4~7 +710 + "" +(3n - 2)(3n +1) 3 + 1
I
of general harmonic series. Similarly with cx = a,/A,, c2 = a2/A2 , c3 = a3/A3,

J_ +_L_ +JL+... +-11+ 2) = 21/3 1 1_\
are the sums
1-3 12-4 3-5 n(n \2 a + 1 + 2/
1 (c, - ga)a,..(r,) +(c* - cx)2.,C2) + (g| - fa)&i>s)
?, (a, +A,A.(a2 +A2A)(a3 +A3A) ~ A,,A2,A3(c, - c2)(c2 - c3)(c3 - cx) | 1 J_ I I /I3 _J \ 1_\
2~5 +3-6+4-7+ *" +(n+ 1)( +4) 3ll2 +2 n+3 n- 4/
whcre Stx^cx). ,..(fj), 2,>3) have an analogical meaning as before. "1
 +2?)(> +3?) " ' (A +?)(* +( +')?! (A +1)\P +< +Wl
(b) Special forms " - ^ +. + 2
23 2 -4 4-5 (n + l)(n + 2) '" n+ I n+ 2
1 1 I 2 3 14 / 1 I I \ _ 22
2 7-rTT7 =-^M-a'] r5 +3~6 +W+ "" +(n +!)( +4) =2" +b^TT +3U+2+n+3+r. +4/ 9
i-i (e + A)A
A 1
I
- = i2f - % 2af - 23... - a2j, (c) Three-lraction produets
if, (2A- 11A iT,(2A- l)A2
__!
1 +_L_ +^ + - + n(n =1(1 __L_ +_LA
y !; =-^ iva,. - a2. +a,] 1-2-3 2-3-4 + l)(n + 2) 2\2 n+ 1 n+ 2/
3-4-5
fAc + k)t rjL
1 =i/ll__! !_ + _!_ +_!_)
' +^+ ^
3-5 7+ '"+n(n-i-2)(n+ 4) 8\12 ,n-+l n+ 2 n+ 3 n+ 4/
1 = 42f - 43,, - 2<22, - Z3,* 1-3-5 2-4-6
i?,(2A- DA 1 I I _-![, ^ 1
1-3-5 3-5-7 5-7-9 (2a- l)(2a + l)(2n + 3) 12 L (2n + l)(2n + 3)J
where <&,. f,are defined in (5.13), 2nj,, 3*2, in (5.15) and <>, is defined in (a) above.
' +_L_, + _i_T+...+ J+ l)(3n4-4) -Ifi
24 L
i
(3n + l)(3n + 4) J
1
1-4-7 4-7-10 7 10 13 (3 - 2)(3n
(C) Alternating series. Although sum formulas of alternating series are y||aWc,Jtheir P^V
1 + ^ +-L^+-- + (2 - ;W--alJ-5
2n - I
m 3+ 5 5-6-7 l)(2n)(2 4- l) 2
2~3^4 +3_45 +4-5-6+ " +(i + l)(n +2)( +3) 4^ n+2 a+3/
, 2 3 n \_( 12 ( 12 60 60 \
a .-ir1 _ i r* ! ! 2~^6 +3^7 +\~67B+ '" +(n+ l)( +3)0 +5) ~96 I'7 ++2 n+3~n +3 n+4/
fr (,-+*,*><*+ M) 4A,AS L~, (*, +A)(a*2 +A) fr, (<, +A)(<2 +A)
I 2 3 f --(3- 8 I )
whi-re a*, =ir: - D/2, a*2 =(c, - l)/2. f, =f,/2, e2 =c2/2, and each sum is expressed by the r n + 4T6 + 5-6-7 " ( + 2)( + 3)( + 4) 4V n + 2 (n + l)(n + 2)/
relalions given in (a).
3 3 J J J
112 5.27 INFINITE SERIES OF PRODUCTS Series and Products of Constants Series and Products of Constants 5.28 INFINITE SERIES 0F PRODUCTS 0F 113
OF FRACTIONS, GENERAL RELATIONS FRACTIONS, PARTICULAR CASES
(a) Monotonic serles. The sum ofthc series in (5.25a) for a-+ is (a) Two-fraction produets (a = )
n~
1 l .
i _. a i m>(c2) - y{ct) 1-2 2-3 3-4
= 1
1-2
+
2-4
+ z +
3-6
i?, (a, +A,A)(a2 +A2A) " ^ frMx +A,A)(a2 +A2A) AA2(c2 - cx) _ 3 1 I 1
J- +-L +-L + .. + + + = 2 - ln 2
where c, = ,/*,, c2 = a2/A2, and y( ) = digamma function (2.32). 1-3 2-4 3-5 ' ~ 4 1-3 2-5 3-7
_ 11 1 1 _1_ \_
(b) General formulas in terms of a,A,r =positive numbers, m,p,q,r = positive integers, y = l-4 + 2-6 + 3-8+ '" 2
0.577 215 664 (2.19), _4 + 275 3-6 ~ 18
_L + J_ +_L+.. _ 25 1 + 1 + +
^ = -8 - -2iln 0
2
2,, = " a. =7 a'-' =
*T,* if.AI z(m) =? =Ricmann zeta funcdon
i-i * 1-5 2-6 3-7 ' ~48 1-5 2-7 2-9 9 3
-L +-L. + J- + .. _ 1 1 14-8
' 16-12
! 1 -**
(2.26) are 2-4 48
2-4 4-6 6-8 ~ 4
y 1
' 1
= -a, 1 1,11, 4-^
fr(p + k)k p '' 3-5 4-6 5-7 ' ~24 3-5 7-9 11 13 ' 8
-L +-L. +-L- + 1 ! + = ln -
771^ =l-/'Z(2)~i2,'J
i-,(/> + A)A
/> |(rTijP"7lffZ(2,-*(r,-yl 12 2 22 3 23
= ln 2
13 + 232 33' "2
- I _ V>() ~ V(?) y ! =-i-
.(a + AA)[a + A(A +1)] a+6 (b) Three-fraction produets (a = )
,-,(/> +A>(9 + A) />-?
J _ (y - r)3,,, +(r-j)3... +(/> ~ 9)2,., 1
1-2-3
1 2-3-4
' 1' -'4 1-2-3 ' 3-4-5
1 1 ln
"""
-
2
*-,(/> + Al? + A)(r + A) (/, -?)(a - r)(r-p)
-J-+ ' + =!(-*- 1 l ' I -'ln-
A 1 I
1-2-3 4-5-6 4\V3 1-2-3 " 5-6-7 4 ""
tT, [a + AU - l)](fl + AA)[a + A(A + l)] 2aA(a + A) _ 1 1 3 3
1 + 2 +... ~ 4 1-2-3 ' 2-3-4 4
A i _MT-(/Z(2) - />-'Z(3) + A'Z(4) (-/.r-'Z(ai) - 2,.,] 1-2-3 3-4-5
T, (/> + A)*" " _ 11 1 . ! . -112
1 =_JTicZ(2) - C2Z(3) +r3Z(4) (-e)-'Z(m) - (') " yJ l-3-5 + 2-4-6 ~96 1-3-5 3-5-7 "
jf,(c + k)k 43
1 1 4-7-10
' 1 - 24'
1 ' + ~ 1080 1-4-7
1-4-7 2-5-8
(c) Example
1 _!_... -2-h* 2-3-4
1 , l
6-7-8"
1 -*
8
V
2" "
y__L_ =_L4._L +J-+... 2-3-4 44-5-6 .
(3 +*l*J 4-13 5-23 6-33 1 1 l_
1 , ' , 1
246 +468 32
=Zll!i3Z(2) - 32Z(3) - V(3) - y] =0.307 194 775 2-3-4 3-4-5 12
1 , l , ... 1
1 I ' .------
where from .2.26), Z(2) = 1.644 934067, Z(3) = 1.202 056903, and y(3) + y = 1+ += 3-4-5 4-5-6 24 3-5-7'5-7-9 60
1.833 333 333.
7 1 2 ( 1
' + 2 +...
(d) Alternating series can bc conveniently summed by the procedurc described in (5.25c). 2-4-6 3-5-7 ~96 3-4-5 4-5-6 6
(e) Example. From (A) above, with p = 1. c = 5and by (2.32/) ic) Four-fraction produets ( = 00)
1 I 1 1 1 In65 - n
y_i_ = _L-_L +-l- = ,T,A(A+l)

2 -22
fr,2k(2k+\) 1-2-3-4 2-3-4-5 + 18 1-2-3-4 5-6-7-8' 24
iT,A(A + 1) 1-2 2-3 13-4
1 1 1 1 1 1 , (2-- \2)n
y = 1 and 2 fr,2k(2k
2 = V(z) + y = 0.613 705 639 1-3-5-7 ' 3-5-7-9 1 -3-5-7 9- 1113- 15 192
i-,A(A + 1) + 1)
"~ ~~ ' i 3 r" j) 1 1 n 1
Series and Products of Constants 5.30 FINITE ALTERNATING POWER SERIES ns

114 5.29 FINITE MONOTONIC POWER SERIES Series and Products of Constants
(a) Notation. a, A, m, a, rare defined in (5.29a), a = (-1)"*', and p = (-1)
(a) Notation
a= positive number A, r= positive integers a=number ofterms (b) Basic series (a < )
(b) Basic series (a < ,a = 1) ' p _ a + a"
%
1 + a fra* (l+a)a"
aa* - 1) A 1 _ a" - 1 1-1
s,
2' = c - I
f,ak (a - l)a" a2(l + aa2**) y / _ a + a*
2/*** = 1 +a2 fra2k (1+aV
a- a2" - 1)
si2 y_L = '*-' *t ^ _P _ <x + alm
2 * =
i-, a".. - ,i a24 (a2-l)a2- a(l + aa2")
2 * = 1 + a2 fia"-' (l+aV"-'
A 1 _ a2'-l
s, 4_ a + o-(a + l)a"*' + ana" A Bk an + Of(a + l)a + a"'
i?," " a2-\ a2*"' (a2-l)a2"-' 2/?Aa' =
(l+)a ftak~ (1 + a)V
V * c - (a + \)a"+l + aa'+2 A A _ a - (a + l)a + a"
s44
fr,ak~ (a-l)V A /3 _ or + a"
frka " (T-7? fu* (1+aV
A 1_ a" - 1
2** =â - s.
a'* (a--l)a'" A a' + <r(a + Qa"^" + ana'm+2) A Bk _ an +a{n + l)a' +a,("""
i -, 1
A A_ a - (a + l)a' + a""*" .?/*<* = (TT7? iT.a'*" (1+aT'a-
- , .; - (a + l)af"*"" + aa""*2'
ha'k (a'-l)'V 0(2* - 1)<i' = 2, - % 2^=29.-9,
t-i a
1-1
" 2A 1
2 (2A - 1a4 = 2s4 - s, s, X^T-L = 284-8,
i-i
i-i a
2 /3(2A - l)art = 2% - % mpi=2%-%
2 (2A - 1a" = 26 - .8S s 2A_Z =2g86-S85
i-i a
:) Derived sums. If(A) and g(k - I) are alternating functions ofAand A- 1,2, 3 a. then
(C) Derived sums. If/(A) and/(A - 1) are functions of Aand A= 1,2,3,...,n, then
2k<*)-*(*- \)\ = gW - g(0)
2 [/(*)-/<*- )]=/()-/(O)
(d) Examples
(d) Examples 2 [Pk2ak + jS(Ar - 1)V"1] = an2a"

2 [AV - (A - 1)V"'] = aV
or #V + PW1 ~ 2 2/3Aa*-' - 2 /fe'" = <***'
*-i i-i *-i *-
or 2 AV - 2 *V"' + 2 2Aa*- - 2 '" = "
, iT, i-i *-i *-'
from which \(1 +-) /***' =-%--%
al frx a a
+ oaro"
from which I1" ")1\ 2A *V
\
.. . 2.1
=-"^ +\*i +nV
al ii-i
-i a a
and the final sum formula % is
and the final sum formula s9 is
2 Pk2ak =! (aaV+* + 24 - %)
2 AV = (aV+l - 2s4 + J.) *-i 1 + fl
a - 1
By a similar procedure,
where st4 and J, are the basic sums given in (A) above. Bya similar procedure,
i a*v=-^ [-^' +(;)^ - (;)*.+ (-%+<-ir'.]
^=^k - (>.,+i>- - -<->t:> - -'^]
where r+,,,+6,... are the sums of pk'-xak~l ,pk'~2ak-\... , respectively, and derived
whcre jrf,.-. sr+6,. -. are the sums of A'-'a*-1, A^V-1,... , respectvcly, and derived recurrently.
recurrendv.
n ' i "3 ' ""'3 "i izr~i ' i ~i
116 5.31 FINITE SINE SERIES Series and Products of Constants Series and Products of Constants 5.32 FINITE COSINE SERIES 117
(a) Notation. a. A, a, a, /3 are defined in (5.29a) and (5.30a) and a<n/2. (a) Notation. a, A, n, a, Pare defined in (5.29a) and (5.30a) and a < n/2.
(b) Monotonic series ofsine terms (a < ) | (b) Monotonic serles of cosine terms (n < )
sin [(a + l)a/2]sin(aa/2) " , a sinnacos [(a + l)a] cos [(a + l)a/2]sin(aa/2) " a sin aacos[(a + l)a]
2 sin2 Aa = - - - 2 sin a 2 cosAa = y. eos Aa = - + :
2 sin*fl = MaTij i-i sin (a/2) frx 2 2 sin a
i-i
a sin 2aa eos [2(a + l)a] sin [(a + l)a] cos na " a sin 2aa cos [2(a + l)a]
sin [(a + l)a]sinaa 2sin22Aa=--- >. eos'' 2Aa = - + .
2 sin2Aa = 2 sin 2a 2 eos 2Aa = sin a 4f, 2 2 sin 2a
sin a t-i
a sini2aa
2aa eos
ce 2aa " a sin 2aa cos 2aa
2><2*-i>.
sin2 aa
sma
2sin2(2A- l)a=--
2 2 sin 2a 2cos(2A - l)a =
sin2aa
2^(2*-^ = ^+ 2sn2a
2 sin a
" sin[(a + l)a] (a + 1) eos [(2a + l)a/2] A cos [(a + l)a] - I (a + 1) cos [(2a + l)a/2]
2 *sin Aa - 4sn*(a/2) 2sin (a/2) fr kCOS ka ~ 4sin2 (a/2) 2sin (a/2)
sin[2(a + l)a] (a + l)cost(2a + l)a] A cos[2(a + l)a] - I t (a + 1) sin[(2a + l)a]
2 2A sin 2Aa = ^r^ sin 2 2A cos 2Aa =
f->,
V2 sin'
. 2a + T-
sin a
eosa sin (2aa) - 2a sin a eos 2aa nsin (2na) sin a sin2 aa cosa
2(2*- l)sin(2A-l)a = r^ 2 (2A - l)cos(2A - l)a
(c) Alternating series of slne terms (a < ) (c) Alternating series of cosine terms (a < )
sinina + ersinaa + trsin[(a + l)a] 1 + cosa + arcosaa + arcos [(a + l)a]

2 PsinAa = Y P eos Aa = ,, ,
2(1 + cosa) trî 2(1 + cosa)
sin2a + a sin2aa + a sin [2(a + l)a] I + cos 2a + a cos 2aa + a cos [2(a + l)a]
2 P sin 2Aa = 2 P eos 2Aa = 2(1 + cos 2a)
2(1 + eos 2a)
a sin 2na 1 + a cos 2aa

2/5cos(2A- l)a =
2 0*"2*->---T^7 2 cos a
2 Pk sin Aa = - 2 Pcos ka* 2 Pkcoska = 2 /SsinAa*

i-i a*-' i-i da i-i
d "
2 20A 2 2/3Acos2Aa = - 2 P**" 2Aa*
frx H sin 2Aa = - -dakm
2 Pcos 2ka* i-, ^ </fli-i
2/5(2* - l)sin(2A - l)a =-- Pcos U2* _ 'M* 2 P(2k - 1) cos (2A - l)a = aVii
2 Ps (2* ~ l)*
o-cos [(2a + l)a] , 29^ A . 2. 1 ar cos (2a + l)a t?

y p sin- Aa = + a X /f eos' Aa = + 0
f , 4 cosa * ~x 4 4 cos a 2
[0 if a is even - 1 acos[(4a + 2)a] , 6 fO
[0 ifn is even
if
i. cos [(4a + 2)aj 20 - 1 o - if" >. p eos' 2Aa = ~ + 0 0ss\t r
2 Psi.r 2Aa =" 4cos2fl + 4 e-\\ if odd frx 4 4 cos 2a 2 11 if a is odd
1 + acos4aa 6 I + arcos4aa B
2 P sin"* (2A - I )a = + ~ 2Pcos2(2A-l)a= 4cQs2fl +-
4 cos 2a
Dervame ofehe rcsrcciivc sum formula in (5.32r). Dcrivativc of cherespectivesum formula in (5.3lr).
-a ^^ H 1 1 1 ^ 1 1 -~^ ~1 *i
na 5.33 INFINITE SERIES OF Series and Products ofConstants %

TRANSCENDENTALTERMS
(a) Notation used below is defined in (5.29a) and (5.30a) and A= positive number.
(b) Monotonic series of power terms (a < l,A > l)
y-U-i-
iT.A*
y=_L_
a-i 6
.t*.A* *2" '
y_J
y A = __*__
*_
ALGEBRAIC AND
.T.A* (A "O1
A i (1 + ) A 2A- I
f, bk "(* "O2
1 +b
TRANSCENDENTAL
(c) Alternating series of power terms (a < l,A > 1)
y _!_
EQUATIONS
i-i A* 1+ A
vi !_
l^'-rr? ,t,,*M~l+*2
V_ *_
i-i
fr,bu-1 l+A2
y/_ A
fr, *' (1 + A)2
A B(2k - 1) A- I
A1 (1 + A)2
(d) Series of trigonometric terms
A sinka _ it a A sin(2A - l)a _ n

i-i * *
fr 2A - 1 4
0 < a < 2;r 0 < a < tf
cos a
A eos (2* - l)a y;
sin a/2
t-i
i-i *
A a sin A A a* sin kb _, a sin A

a2< 1
V a
f, sin *A = 7 5
l - 2acos A+ a
 pB sinka
sir _ T A 0 sina , / / . a\
H<-
1-1 *
|a|<
A Bcvska , / a\ A B eoska _ jr - < < a
iT, 2* - I " 4 2
T 3 H '' ""1 ~ 1 ~1 i1 '~ " i l 1 '3 ~3 1 1 '" 1 1
Algbrate and Transcendental Equations 6.02 QUADRATIC, BINOMIAL, 121
120 6.01 ALGEBRAIC EQUATIONS Algebraic and Transcendental Equations AND TRINOMIAL EQUATIONS
OF nth DEGREE (a) QuadratiC equations in canonical form are
(a) Definition. An equality of two algebraic functions/(*) and g(x) in one variable x, + Ax + c = 0 x2 + px + q = 0
Ax)=g(x) .; -A W -4ac
is called he algebraic equation, which is valid br certain vales ox, ,x2 x designated as ^ 2a
*i.a= _2 v!F
the roots.
(b) Canonical form. Any algebraic equation can be reduced by algebraic operations to the canonical Thcse roots depend upon the discriminant D= A2 - 4ac or D- y-j - a.
form
If D > 0, the roots arc real and unequal
IP(x) =a0 +, +**** +' +a'x' = 1 If D = 0, the roots are real and equal
which has the same roots as the equation (a) and the exponent adefines the degree of this If D < 0, the roots arc complex conjgate
equation.
(b) Examples. (/ = V-i, i2 = -l, 3 = -/, 4 = 0
(C) Example. V3i +4x +5*'5 = .l +x2
, au i -i. &.y + s*a = 1 + 2x'2 + x*
becomes. 3+ 4* +5* 1+ and thc canonical
D <0
D >0 D =0
form is
v- - 2v + 8 = 0
/>(,, = 2 + 4x + 3x2 - x* = 0 c2 - 2x - 8 = 0 r2 - 8x + 16 = 0
c,,, = 1 Vi -8
(d)conjgate
Roots of and
the seprate,
algbrale and/or
equationcomplex
may beconjgate
rea, *^" ] ^ ^^^
and repcated. 11 x, ,x2
I Vi +8
I 3
xl2 = 4 Vl6 - 16
= 4 = 1 V7i
P{x) = 0. then
P(x\ = (x-xx)(x-x2)---(x-xm) = 0 ^c) Relationships of roots by (6.01 are
MSuperfluOUS rOOtS. In transforming (a) o acanonical form (A), it may happen that (A) has one fi + x2 = - - = -p x, -x2 = - = a
or more roots which do not satisfy (a). Two such cases may occur.
When thc roots arc real and onc is much larger than the other one, che smaller onc may be
(f) Vanishing denominator. If /(*), GW are polynomial and calculated with a higher degrec of precisin from thesecond relation above as
P{x)
= o x2 = = - (x2 < x.)
Q.(x) ax, x,
then after multiplying by <*(*), W =0. This canonical equation has all the roots ofthe origmal v,
equation. and it may have in addition some superfluous ones. ^ (d) Binomial equations (A > 0)
i B/7/ 2A.T . . 2A*\
(g) Example || x" - h = 0: xl2, .,. = VA (cos
\
+ 1sin
a
1
a /
a = 2,3,4,...
P(x) x3 - 3x2 + 3x - 1= Q p{x) = x3 _ 3x2 + 3x - 100

q{x) x2-2x+\ nr-l (2A + l)tf . . (2A + \)n\
x" + A= 0: x, 2.3...... = VA (cos + 1sin I A = 0,1,2 a - 1
where che roots of P(x) are x, =1, x2 =1, x3 =1, but P(x)/({x) has only one root, *, =1. \ a a '
(h) irrational equation. If/(x) =g(x) involves an irrational term, then again some superfluous roots (e) Example. The roots ofx3 - 27 = 0are x, = 3and x2:, = (-l i'V5)
may occur.
(f) Trinomial equation (a = 2,3,...)
i
(i) Example. y/T+ = x +. 1. l.becomes xa +
j. x
v -- 92 =
- O
u, x.
x, = 1i, x,
x, = -2, whcre thc first root fj ax2" + Ax" + c = 0 or x2" + px" + a = 0
x, = l sacisfics the first equation and x2 is superfluous.
reduces by substitutionj = x" to
(j) Relations between rOOtS and COefficientS are given by the following equations:
a/ + by + c = 0 / +/>>+? =
2 x^x^-^2 (<j = (f<J> j*-i a- and yields x'^
2a
<, - -| VT7
the 2a roots of which are calculated by (a*).
122 6.03 CUBIC EQUATION
Algebraic and Transcendental Equatons W Algbrate and TranscendentalEquations 6.03 CUBIC EQUATION {Continued) 123
(f) Transcendental SOlutionS of the original cubic equation in (a) are given below where
(a) General case. Incanonical form, r = y/\p\ and thcsign of r and qmust coincide.
Iax3 +Ax2 +cx +d=0| Case Roots Conditions
reduces by substitution x-y- A/3a to

-2rcosh-
b
3 3a
/ + 3py + 2q = 0
(") x2 = rcosh| +irVsinh| - p <0 D >0 a> = cosh"'4
where
c A2 _/'--**- + ^ x, = rcosh^ - irV3 sinh -

' = 3~9? 9"2\a" 3a2 27aV
and the roots ofthc original equation are x, = -2rcos?--
3 3a
Xl = V)-A/3a X2=y2-b/3a x3=J,-b/la

(2) *,= 2rcos(f-|)-- / <0 D SO a> = cos"'t
in which',, ,y2.* are the roots of the reduced equation computed by the formulas given in (c),
(d) below.
(b) Classification Of rOOtS. When a, A, c, dare real numbers and D=p3 +?2, then if, A
c, = -2rsinh---
b
D> 0, there is one real root and two conjgate complex roots r2 = rsinh ^ +rV3 cosh - /> > 0 0 SO 0 = sinh
(3)
D= 0, there are three real roots of which at least two are equal
D < 0. there are three real unequal roots
r, = rsinh ^ - rVj cosh - -
(C) First root Of the original equation is always real and occurs in one of the following forms.
(9) Example (0 > 0). x3 + x2 + x + 1= 0, where a = 1, A= 1, r = 1, a* = 1, p - 5, a - M,
Case
> = 0.148 148 148 > 0.
By (c-3), x, = -ty-q + VZ) - /q + \/D - b/3a = -1

By (a*), x2 + (1 - l)x + 1 = 0 x2 = i x3 = -i
(h) Example (0 =0). x3 - 5x2 + 8x - 4 = 0, where a = 1, A= -5, c = 8, a* = -4, /> = -5,

0 = , Z> = 0.
By (o6), x, = -2^ - A/3a = 2
By (o*), x2 - 3x + 2 = 0 x2 = 2 x3 = 1
(i) Example (0 <0). x3 + 6x2 + 1lx + 6 = 0, whcre a = 1, A= 6, c = 11. a* = 6, /> = -5. q= 0,

D = -,r= V-
(d) Second and thlrd root of the original B> (7-2), 0 = eos" 7= = - and using + for r,
equation are the roots of tic quadratic
equacion = MHK=-2=-2

and x2.3 = -B \fBT=~C
J J J J I 1 1 " "1 ^-^
Algebraic and Transcendental Equations 6.04 QUARTIC EQUATIONS (Continued) 125
124 6.04 QUARTIC EQUATIONS Algebraic and Transcendental Equations |
(h) Example (0 <0). x4 + 10x3 + 35x2 + 50x + 24 = 0, whcre A, = 10, A.. = 35. A, = 50. A =
(a) General case in canonical form, 24. reduces by (c) to
a4x* + a,x3 + a2x2 + a,x + a0 = 0 / - 35/ + 404? - 1540 = 0

The roots of this resolvcnt equation arcyx = 14,^2 = 1l,.r, = 10. Taking i, = 14 into (d) as the
reduces co largest real root,
.,' + A3x3 + A2x + A,x + A = 0 .4 = 5 B = 7 C = -2 0 = -5
bydividing all coclficients by a4. and the auxiliary quadratic equations in (e) becomc
x2 + 3x + 2 = 0 x,.2 = -1, -2 x2 + 7x + 12 = 0 * = -3. -4
(b) Equivalent form of the reduced equation in (a) can be taken as
which must satisfy the relations in (/).
(.v- - .4x + B)2 - (Cx + D)2 = 0
or l*-' + (A + C)x + B+ Z)]lx2 + ( - C)x + tf - >] = 0 (i) Example (0 > 0). x* + 4x3 + 7x2 + 6x + 3 = 0, where A;1 = 4. b.. = 7, A, = 6. A = 3. reduces
by (f) to
whcre 2 = A:I 2AB-2CD = b,
v1 - 7/ + \2y + 0 = 0
.4' + 2fl - C2 = A A2 - />a = *
The roots of this resolvcnt equation arej, = 4, y.. = 3,.r3 = 0. Taking v, = 4 into c" as the
largest real root,
(C) ReSOlvent CUbiC equation in.v =2B, derived from thc lase four rdations above by successive
climination of .4, C, D, is .4 = 2 5 = 2 C=l D = 1
., - b.2/ + (A,A3 - 4A())j + A(4A - A2) - A'f = 0 and the auxiliary quadratic equations in () becomc
Thc roots ofthc equation .v, ,v,.,.v, are abstracted by onc ofthc procedures described in (6.03c), a-' + x+l=0 *1<a= -(I V5) x2 + 3*+ 3= 0 a,.4= -hs iV3)
(6.03 V (6.03/).
which must satisfy relations in (/).
(d) LargeSt real rOOt y, is then uscd for the calculation of A, B. C, Das (j) Symmetrical quartic equation
A= U, B = iv, D =_r2 - A ax* + Ax3 + cx2 + Ax + a = 0
((,bx-AB)/D
,[},bx- AB)/, ifZ)*0
C reduces after dividing by x' to
~lVil2- A., +~2B ifO = 0
(e) Auxiliary quadratic equations from the product in (A), in ccrms oA,B,C.D calculaced in (a*)
above. 1
and with x + - = y x* + _=/_ 2
..; + (A + C)x + B+ D= 0 x2 + (A - C)x + f - D= 0
vicie thc roots ofthc quartic equation in (a), liccomes a quadratic equation my,
,, ,=-i(yi +C) y/\[A +C)> - {B +D) x:M =-*(* - C) y/4(A-C)2-[B-D) ay2 + by + c - 2a = 0
ihc roots of which when inserted in
(f) Relations Of rOOtS used for a numerical check are
l 1
= x,x2 + x:tx4 .va = x,x., + x2x4 y3 = x,x4 + x2x3 x + -=yx
x
x + -=y2
x
(g) Classification Of rOOtS. If the coefficients of (a) arc real, then the following classification is yield thc four desired roots of the original equation.
posible. (k) Antisymmetrical quartic equation
y roots ax* + Ax3 - Ax - a = 0

four rral roots
y , y.,, y3are real four complex roots

two real roots and two complex roots
reduces to ax2 2J + Ax ) =0
four complex roots and can be solved by an analogical procedure as in (.
y, is rcz\,y2 and.i-, arc complex
r~3 ra-i i
126 6.05 SPECIAL QUARTIC EQUATIONS Algbrate and Transcendental Equations Algebraic and Transcendental Equations 6.06 SYMMETRICAL AND 127
ANTISYMMETRICAL EQUATIONS 0F HIGHER DEGREE
IN TWO UNKNOWNS
(a) Case I
(a) Properties of binomials (A = 1,2,3,...)
(x2* + l) :(x 1) = x2*-' =F x2*-2 + x2*-3 T 1
xy = A
(jr+i + 1) :(x + 1) = x24 - x2*- + x"-2 1
be solved as x2 + 2xy +y2 = a + 2A x2 - 2xy +/ = a - 2A (jr+i - ,) : (, - 1) = x2* + xM- + x2-2 + + 1
x +y = Va + 2A = A x -y = Va - 2A = fl (x2i- l):(x*+ 1)= x*-l (xM- l):(x*- 1) = x1 + 1
and
(b) Symmetrlcal equation ofthird degree
r, =|( +fl) x2 =( - B) x, =-|( - 5) =~x2 x4 =-&A +fl) =-x, ax3 + Ax2 + Ax + a = 0 is transformed to (x + l)|ax2 - (a - A)x + a] = 0
2A 2A
2A 2A
= -J*2 ^4
A + fl
^2 =
^ -fl
.yj
-fl A + fl
and x, = 1 x2.3 =^- [(a - A) V(a - A)2 - 4a']
a
(b) Case II (c) Antlsymmetrical equation offourth degree

i,x- + A,xy + ,y + fix + cj- + *, = 0 ax* + Ax3 - Ax - a = 0 is transformed to (x2 - l)(ax2 + Ax + a) = 0
i,x- + A2xy + ira + c2x + c^y + a*2 = O
and x,.2=l X^=~Ta Vfe) " l
arc transformed by factoring to
a,(x2 +y2) + A.xy + c,(x +y) + a*, = 0 a2(x2 +y2) + A,,xy + r,(x +y) + d2 = 0 (d) Symmetrlcal equation of fifth degree
ax* + Ax4 + cxs + cx2 + Ax + a = 0
and modified by a = x + y, v = xy to
a,1.a - (2a, - bx)v + c, + a*, = 0 a2a2 - (2a2 - A.,)i> + c.a + a*2 = 0 transforms to
a(xs + 1) + Ax(x3 + 1) + x2(x + I) = 0

The climination of u yields
[a,(2a2 - *,) - a2(2ax - A^ja2 + [c,(2a2 - A2) - c2(2a, - A,)]a (x + l)[ax4 - (a - A)x3 + (a + A+c)x2 - (a_-_A)x +a] =0
fl fl C fl
+ a*,(2a2 - A2) - a*2(2a, - A,) = 0 and with y =x + 1/x, the second part reduces to ay2 - By + C - 2a =0, yields
fl Vfl2 - 4a(C - 2a)
-fl + Vfl2 - 4AC -fl -Vfl2 -4AC 2a
with roots a, = 2.4
2A
and x, = 1 -2 V - 1
:* J-1
a,a2 + cxux + dx a2u22 + c2u2 + d2 V 4 2 M
2a -A 2a, - A2
(e) Antlsymmetrical equation of fifth degree
from which with 0, =Va2 - 4, and D2 = Va2 - 4t>2,
ax5 + Ax4 + rxJ - cx2 - Ax - a = 0
x, = |(, + 0.) x2 = *(, - />,) x3 = |(2 + 02) X4 = (3 - *>*)
transforms to
2a, 2v,
2o, 2o, ya =
^2 =
a, - 0,
73 -
a, + 0, a, - 02 a(xs - i) + Ax(x3 - 1) + cx2(x - 1) = 0
T| , + 0,
(x - l)[ax4 + (a + A)x3 + (a + A+ c)x2 + (a + A)x + a] = 0
(c) Case III
'""iT^ C fl
| a,x2 +A2xyj+cj2 +a*2 =0| i,x2 + A.xy + c,y + a*. = 0 and similarly as in (d),
can be transf-rmed by climination of dx and a*2 to -fl i Vfl2 - 4a(C - 2a)
7l.2
2a
\axd2
\' Z
- __y
*>dx)x2 + (bxd2
V
-v Mi)*r'+
'
(fi^
N
-y c^y
'
=
A \ A C and ,.- ^--a^rT .,-?* VF7"
and reduced l-v thc substitution x = uy to Au2 + Bu + C = 0.
1 1 1 'J " 1 V'H| 1 "" ~3 1 1 3 113 1
Algebraic and Transcendental Equations 6.08 BISECTION METHOD 229
128 6.07 APPROXIMATE SOLUTIONS Algebraic and Transcendental Equations
OF EQUATIONS (a) Bisection method begins with the interval [a0, A0J in which the
function changes its sign so that
(a) Numerical SOlUtion ofany algebraic or transcendenul equation/(x) =0, should bc preceded by
the investigation of the graph of f(a0) > 0 >/(A) or f(a0) < 0 </(A0)
;. =/(x) Jr=A(x).J=M*) Thc midpoint of this interval,

the zero points or the points of intcrsection of which are the real roots x, ,x2,... of the given ">o = t(a0 + A0)
cqution as shown graphically below. s the initial approximation ofthe root x. The next approximation in
/(a) > 0 >f(b0) is
fao +
5>o - A0) if/K) > 0
i, = \ . ,
U(a(a0 +
+ ro0) if/(m0) < 0
and in/(a0) < 0 <f(b0) is
(l"s ' ,
/ w
= 5(fl0 +"O f/("o) > 0 *i< t
*' l(mo + *o) f/("o) < 0 L^^S /<-'
Repcated bisections reduce the interval of sign change until che
The riotting of the curve by computer and examination of thc graph leads usually co good

valu of the root x is obtained to a desired aecuracy.

scar::r. vales for thc computation ofmore accurate vales.
(b) Intermediate-value theorem statcs that a continuous function/(x) in somc interval [a, A), in (b) Number Of repetitions required to obtain a result of error in (a, A0] is
which -.a) and/(A) are ofoppositc sign, has at least one or an odd number ofreal roots within
^ ln\a0 - A0| - ln
this :r.terval.
T~ In2
(C) Initial valu ofthe approximation process may bc then taken as the avcrage of aand A,
a + A
fe) Minimum number Of repetitions in(0,1) for a prescribed error isgiven below.
10" 10" 10" 10" 10" 10" 10" 10" 10" 10"
10"
(d) Example
10 20 24 27 30 34 37
./' - - xs _ 4A + i = 0 in a = 0, A = I
has =1 f(b) = "2 and x a 0+

1 = 0.5
=
(d) Numerical procedure uses only thecoordinates ofthe endpoints ofthe interval for thecalculation
The repetition ofthis process leads to abetter approximation (6.08a). ofthe next approximation, and it always converges to the correct valu. It requires usually 10 to
20 iterations, but this involves one function cvaluation in onc iteration steponly. In searching for
fe) Methods used in the approximatc calculations of roots of equations arc based on the concept of the interval of sign change", there is always the danger (if large steps are used) of overstcpping
interplation and/or iteration. They are classified as general methods applicable to equations o some of thc roots. The graph of/(x) helps to elimnate this ovcrstepping.
all rvpes and polynomial methods restricted to the solution ofalgebraic equations of higher degree
(bu: ipplicablc co all algebraic cquacions ofa > I).
(f) General methods introduced in the subsequent sections ofthis chapter arc: (e) Example./(ao)<0</(Ao).
11 Bisection mechod (6.08) (3) Tangent method (6.10) f(x) = tan x - x = 0 a0 = 4.4 A = 4.5 /() = -1.303 368 f(b0) = 0.137 332
(2 Secant method (6.09) (4) Iteration methods (6.11), (6.12) m = i(4.400000 + 4.500 000) = 4.450 000 f(m) = -0.726 731 < 0
(a) Polynomial methods of practical importance used in the search of real and complex roots of m = '(4.450 000 + 4.500 000) = 4.475 000 J\mx) = -0.341 933 < 0
alcebraic equations ofhigher degree and described in thc final sections ofthis chapter are: mi. = ^(4.475 000 + 4.500 000) =4.487 500 /(ai2) = -0.116078 <0
11 Newton-Raphon's method (6.17) (2) Bairstow'smethod (6.18)
Methods developcd in the era ofhand^calculations such as Horner's method (Ref. 6.9), GraetTe's ni';,, = (4.493 263 + 4.493 556) = 4.493 409 /(ml0) = -0.000 000 4 < 0
method (Ref. 6.9), and Bernoulli's method (Ref. 1.10) are of limited valu in computer and! the correct root is x = 4.493 409.
applications.
T" r~TI 1 "U ' 1 J|
Algebraic and Transcendental Equations 6.10 TANGENT METHOD 131

J30 6.09 SECANT METHOD A/gebrtic and Transcendental Equations
(al Reaula falsi method replaccs thc curve y =f(x) in the interval of sign change [a0, A0] by a (a) NewtOn-RaphSOn'S method substitutes the local tangent for the curvey =f(x) in the segment of
sign change [a0,A0]. Thc point of intersection of thc tangent with thc x axis is the nidal
(8lS,aJnnecrg the Jdpoints of the curve in this interval; Tb. ^*~ f *
secant with the xaxis is the initial approximation ofthe root of/(x) - 0. Analytically, approximation ofthc root of(x) = 0. Analytically,
Co = o - Aa0)/f(a) c0 = A0 - /(A0)//(A0)
_ a/-(A0) ~ Aq/K)
where c0 must fall within [a0,A0] and/(a0),/(A0)are the respective derivatives. If/(a) = 0 or
f /(Ao) "/("o) /() = 0, the initial valu ofc0 may be taken as (a0 + A0).
(b)
Next approximation depends upon the relations of(a0),f(c0),Ab0) as shown graphically below. , <
-i
* -
/ir.i
V
-y t
i
>.
J
(b) Next approximations are
bg.fjco) ~ Cof(b0) c,=c0-f(c0)/f(c0) iAcolfico) > 0
_ cnf(aa) ~ aoAco)
Ac0)-Abo) c2 = cx-f(cx)/f(cx) if/(filT(.) > o
c,~ A<o)-A'o)
x a c, = cr.x -AC-i)/fbr-J '*Ac.-iV(C-i) > 0
f> '. where c. c2 ... ,c are the first, second,.... rth approximations ofthc root x. Thc method works
ifca is cise to xand/(x) * 0,f'(x) # 0. Thc sufficicnt condition for thc convergence is
^
. y. \ACkV"(ck) < 1
I [f(ck)]2
but it is not thc final rate ofconvergence but the initial rate which controls thc number ofsteps
1 required.
(c) Example, f(a0) >0 > f{b0).

Cafibo) - bof(c0)
Abo) -Ac)
A'o) -/(-o) /{x) =x3 _ 4j(2 + , =0,ao =0,Ao =l,/(a) =\,f(x) = 3x2 - 8x
and since f{a0) = 0,c = 0-5
(C) Repetition of this procedure leads to the desired root. This method converges usually (but not f(ck) -A'j/fM
always) faster than the bisection method, but the error cannot bc preassigned and the computer k Ck A'k)
-3.250000 0.038 462
model is more involved. 0 0.500000 0.125000
-3.437 872 -0.001 060
1 0.538462 -0.003 643
-3.432 813 -0.000000
3 0.537 402 -0.000002
(d) Examples
Case III: fM </('o) < 0 <bo) (d) Example, /(a0) <0 < f{bQ).
Case II: /(*) >f(c0) > 0 >f{b0)
f(x) = tan x - x = 0 fl0 = 4-4 bo = 4-5 /(x) =tanx - x=0,ao =4.4,A0 =4.5,/(A0) =0.137 332,/(x) =scc2x - 1
f(x) = xi - 4i- + I =0 a0 = 0 *0 =
/() =1.000000 Ab0) = -2.000000 /(a0) = -1.303 676 /(*0) = 0.137 332 and since f(b0) = 21.504 843, c0 = 4.5
/(,) = 0.592593 fo = 4.490470 /(r0) = -0.058 543
c0 = 0.333333 /(r.) = -0.001 843 -A'k)/f{*k)
f(c,) = 0.170916 r, = 4.493318 k 'k A'k) />*)
c, =0.485 714
21.504 843 -0.006 386
/(f<) = -0.000002 0 4.500000 0.137 332
/(8) =0.000004 c4 = 4.493409 20.229 717 -0.000204
ce = 0.537 401 1 4.493 614 0.004132
- 20.190813 -0.000001
Correct root x = 4.493 409 2 4.493 410 0.000009
Correct root x = 0.537 402
"1 j ' ] "5 ~3 8 "1 "1 "1
Algebraic and Transcendental Equations 6.12 ITERATION METHOD IN 133

132 6.11 ITERATION METHOD IN Algebraic and Transcendental Equations TWO VARIABLES
ONE VARIABLE
(a) Rootsof two equations,
(a) Direct iteration method is thc simplest method of all, well-suited for computer applications.
After locating thc interval [a0, A0] osign change, thc given function is modificd from/(x) - 0to /(x,,y) = 0 and (x.J')
can be computed by their iteration modcls,
x = ^(x)
Bv selecting the midpoint of [a0,A0] as thc starting valu c = \(aa + A0), thc successive x = <Pi(x,y) and y = 0_.(x,_y)
oproximations becomc by assuming a suflicicntly elose solution x = aand y = A.
f, = g(c0), <-> = (fi). c> = <f'-> s x
To faciltate thc convergence ofthis procedure, it is necessary that the absolute valu ofthe first (b) Iteration procedure is then based on recurren! relations
derivative of g(x) be
ak = <Pi(ak-t,bk-x) bk = <P2{ak_x, A4_,)
l'(*)l < '
Since there are usually sevcral forms of g(x) available. the one ofthc lcast valu of hj'(*)l is the
(C) Convergence of this procedure is tested by thcfollowing conditions:
most suitablc iteration model.
(1) In thc neighborhood R(a =S x S A, b j> < B) there is one and only one pair of roots
x = u, y = v.
(b) Graphical representaton of this process is shown by two graphs below. (2) The functions 0,, $., arc continuously diflerentiable in R.
(3) The initial approximations a0, A and all successive approximations belong co R.
(4) The following inequalities arc valid in R,
ax ax I dv dr I
(d) Example
f(XtJ) = 3/ - 2x3 - 10xJ +1=0 g(x.y) = / - 3x2 + 5/ -5 = 0
and a = 0.5, A = 0.7, A = 0.9, i? = 1.1. a = 0.6. A = 1.0. Taking
/3/ + 1 . /3xJ +
*= ' = ^2TTTo y=+>= ^7^
che partial derivatives in terms of x = a.y = A arc
(c) Example, f(a0) >0 >(o0). Ia*, ay = I L_ A/E~L + 3x

= 0.31 < I
I dx 3x I 2x+ 10 ^2x + 10 V(3x2 + 5)(y + 5)!.*
f(x) =x3 - 4x2 + 1=0, a =0, A0 = 1, c0 =0.5. g(x) = W + 1.
^ ' -P^l =0.50<l
i-, = VT+ = -530 330 Ci = Wt + = 0.537 390 I dy dy I |2V(2x + 10)(3y3
10)(3/ + 1) 2(.v + 5) v y + 5 I.,,.,,
c, = ^VcT+~T = 0.535 993 c6 = VJ + = 0.537 393 Thc iteration process is convergentas shown below.
f, = iVcVfl =0.537 118 C - *V<S + = 0.537 393

<f>i(<*k.bk) ay.K.M <Ma,.Ai) &(*. *i)
c4 = VcT + T = 0.537 344 c8 = Vf? + = 0.537 402
0.597 614 1.006645 0.602 032 1.006669
0.602 222 1.005 378 0.602 002 1.006 692
0.602178 1.006 403 0.602011 1.006687

0.601815 1.006 758 0.602015 1.006684
() Example, f(a0) <0 </(60). ' 0.602073 1.006620 0.602 013 1.006685
0.602014 1.006685
f(x) = tanx - x= 0, a0 = jl.4, A0 = 4.5, c0 = 4.45. g(x) = tan-x + w. 0.601 966 1.006 708
c3 = tan-'3 + * = 4.493 404 The roots a = 0.602014, v = 1.006685 must satisfy the initial equations
c, = tan"' c +* = 4.4913,2
c4 = tan-'c4 + Jr = 4.493409 3a3 - 2a3 - 10a2 + 1 = 5.32(10)"* M - 3a2 + 5a2 - 5 = 2.44(10)-' =" 0
c, = tan-'f, + * = 4.493 3,2
"1 1 1 - 1 - ~1 1
6.14 SYNTHETIC DIVISIN 135
Algbrale and Transcendental Equations
Algebraic and Transcendental Equations
134 6.13 PROPERTIES OF POLYNOMIAL
EQUATIONS
wsynthetiedivision is an ^^^^rt^X^Z^^
and n âluat.ng Hynomials amd *<^ malrPix form. T^c first two forms are shown
(a) General properties ofthc polynomial equation S 3^ ~ intr'oduced in (6,5,), (6,5,). (6,5,).
P(x) =a0 +a.x +a2x2 +--+a..,x"" +a.x" - 0 (b) Long form without loss ofgenera.ity can be demonstrad by the fo.lowing particular case.
are summarized in (6.01). Additional theorems related o the methods introduced in the
subsequent sections are dcscnbed below. SL = (4x3 +2x2 + I) +(x - 2) =4x2 + 10x +20 +
x-2
-4xJ + 8x2
(b) Factor theorem. Ifx - cis afactor of P(x), then , is the root of P(x) =0. l pm,qm are real,
pl < qm, and x2 +2pmx +}.isa factor of P(x), then
Cj =-pm +i'JZ^H < - -'-" V9"* " *'"
arc the conjgate roots of P(x).
(c)product
Factorization theorem. Apolynomial />(x) with rea. - ^ - ^77=" ^
of linear and quadratic factors with real coeffiecnts. and PM =4x3 +2x2 +=(V<+><>x . ^x "2) +41, where the remainder R=,(2) =
ai = 1,2,...,*, 41 as required by thc remainder theorem m(6,3rf)
P(x) =a0(x - cxr (*- cy(x2 +2p,x +a,)* (x2 +2p,x +q.) (C) ShOrt form for the same case is
where a B. =positive integers and *, +*,+ +. +W, +ft +'" ' +A> " "
2
(d) Remaindertheorem.IfP(x) *0is divided by x- r, where ris cCj or , defined in (,) so that
4.-^ 10 ' 20^ 41
| P(x) =(x - f)g() +R\ ;. f Ptx) the second row is 0. (4 + 0)(2) = 8,
then for x = c the remainder fl = P(c).
(d) Successive divisin ofW by x- ayields the factors ofTaylor's series
combination of them. In particular:
P(x) =r0+rl(x-a) +r2(x-a)2 +M(x-^-r- "+'.(* " >"
(1) /!// odd-degree equations have at least onc real root.
. , ofr rk rr
(e) Example. The calculation Px> =4x3
for P{x) - *x +2x2 + 1=0 at x =4 is performed by short
(4, Aântisyn^^^-^^^^^ta antisymmetrica, pairs and/or divisin (c).
complex conjgate pairs.

P(4)
(f) Defiation theorem. Any odd-degree polynomial equation can be deflated to an even-degrec
polynomial equation /"(*)
1
P(x)
Q(x) = 0
r(4)
where the roots of <2(x) in terms ofPm, qm defined in (A) above occur in real pairs 2
cJ = ~pm V2. - qm Xpl s fl

6
or in complex conjgate pairs
CjJt = -Pm y/qm - Pl r/> < -7- and P(x) =28J +208(x - 4) +50(x - 4)2 +4(x - 4)'.
or in their combinations.
r^ ' 1 J ' 1 '" 1 Jj ' 1 " " ""1 "" 1 1
6.15 OPERATIONS WITH 137
136 6.15 OPERATIONS WITH POLYNOMIALS Algebraic and Transcendental Equations A/gebraic and Transcendental Equations
POLYNOMIALS {Continued)
(a) Multipllcation of polynomials. The product oftwo polynomials
(e) Divisin of polynomial by trinomial
a(x) = amxm + am_,x' + + a2x2 + a,x + a0
A(x) = A.x" + A^.x"-1 + + A2x2 + A,x + A , ,- + a__.x + a._,x-2 + + ,*' + ,* + "o
A2x2 + A,x + A0
vhere a(i = mm- 1 2,1,0) and bk (k =, - I,...,2, 1,0) are signed numbers. can
"aluated by'the method ofdetached coefficients shown in (A). The first term ofthe produce b.,{rxx + r0)
A2x2 + A,x + An
[a(x)HA(x)] = c(x)
is ambnxm*" and the last one is a0A. where rm ,%,_,, r_2,..., r2, r,, r0 arc thc coefficients of thc matrix given below and the fraction
is the remaTnder"Thc coefficient matrix is
(b) Example "l
Tm ~am
c{x) = (x3 + 4x2 + 3x - l)(4x2 - 5x + 6) am-x "A,
rm
4 16 12-4 Tm-\
r_2 a-z -A0 -A,
1
- 5 - 20 - 15 5
6 24 18-6 A.. 0 0 -Ao -A, ri
a2 0 0
T}
r.
,(x) = 4x + 1lx4 - 2x3 + 5x2 + 23.v - 6 r, i 0 0 0 0 0 -A -A,
r a0 0 0 0 0 0 0 -A -A,J -r -1
_ -I
(c) Divisin of polynomial bybinomial
amxm + am_|X"~' + a--2x" + - + a.,x2 + a,x + a
where r =a/A2, rn.x =(._,
(ak - A0r,+2 - A,ri+1)/A2
- A,rJ/A ^ " ^-">/;-^0/*!'"
r, =(, - *r, " *.',)/*.. 'o " < ** 'r,)/*2-
, i =
A,x + A
= r.*""1 + rn.xxm-2 + r./-;' + + r,x + r, + R
where r ,r_,, rm_,,..., r, ,r, ,r are the coefficients of the matrix given below and
(f) Example
A,x + A0 4(r,x + r0)

S-
is the remainder. The coefficient matrix equation is 4x2 + 2x + 6

_ -*
rm
where from
r*-\ am-i An
'--i
rm--i -, 0 -A0 ' 4
1 r5
8 -2
= ^ 0 0 0 0 0 -A0
'4
r> 0 -6 -2
r-, 1
0 0 0 0 0 0 -A0 -2
'. "4 16 0 -6
i
0 0 0 0 0 0 0 -A_ L'' J
-6 -2
.r - 20 0 0
ri
0 -6 -2_
where rm =ajbx rk = (ak - bnrk_x)/bx r0 =( " A0r,)/A, ro 30 0 0
r5 =1(4) =1 r3 =1[0 - 6(1) - 2() =-f r, =J[20 - 6i-|> - 2(4)] =*

(d) Example
4x* + 8x4 + 16x2 + 20x +
30 = rsx4 + r4xS + r3x- + r,x + r, +^-^
r4 =H8-2(D] =i r,-i[16-6(!)-2(-|)J-4 r. =H - 6(4) - 2<f)] =
2x + 6
where rs = 2(4) =2, r4 =418 - 6(2)) = ^2,.. . ,r0 =l - 6(40)] = 105. md the remainder tf = (39x + 5.5)/(4x2 + 2x + 6).
^^^^w w
Algbrate and Transcendental Equations 6.17 NEWTON-RAPHSON'S 139
138 6.16 ROOTS OF ALGEBRAIC EQUATIONS Algebraic and Transcendental Equations METHOD (Continued)
(a) ROOtS (zeros) Of polynomial equation are classified in (6.13*). Their existence and relalions to
thc algebraic curve y = P(x) are llustrated by the following examples. (3) Second approximation in terms ofxu by (6,4*)
(b) Example of real distinct roots. The roots of
12.257 1.000 -14.000 9.000 180.000
P(x) = x3 - 6x2 + llx - 6 = (x - l)(x - 2)(x - 3) = 0
0.000 ^rl2.257 ^,-21.364 >r-151.545
are x, = 1, x2 = 2, x3 = 3, shown in the adjacent graph.
12.257 1.000"""" -1.743"* -12.364 28.455 = P( 12.257)
(c) Example of real repeated roots. The roots of 0.000 ^,12.257 ^>128.870
P{x) = xJ - 4x2 + 5x - 2 = (x - l)2(x - 2) = 0 1.000""^ 10.514"" 116.506 = /'(12.257)
are x12 =1, x, = 2, shown in the adjacent graph, where thc
repeated roots x, and x2 coincide. 28.455
is similarly as in (2), x2., = 12.257 - jt~^ = 12.013.
(d) Example of real and complex conjgate roots. The roots of
P(x) = x3 + 3x2 + 7x - 5 = (x - l)(x* - 2x + 5) = 0 (4) Last approximation in terms of x2_, by (6.14*),
are x, = 1, x, = 1 + 2, x, = 1 - 2i. The real root x, is shown in 180.000

1.000 -14.000 9.000
the adjacent graph, whereas the complex conjgate roots x2., = 12.013
1 2/ escape the graphical represencatin in thc real plae. 0.000 >12.013 r-23.870 ,-178.631
^L
(e) Processing Of polynomials. Thc approximacc location ofreal roots is found by graphs as shown 12.013 1.000' -1.987" -14.870 1.369 = P( 12.013)
above and/or bv the search ofsign change in P(x) according to (6.07A). For this purpose any of 0.000 ,12.013 .120.442
the mechods introduced in (6.08) to (6.11) can bc uscd. Since thc number of all roots a is given by
the degrec ofP(x) and che number ofreal roots a, is determined by thc process just mentioned, i.ooo- 10.026' 105.572 = />'(12.013)
the number of complex roots is
a, = a a. 1.369
is similarly as in (3), x,,, = 12.013 = 12.000 = x,.
Once all real roots arc known, P(x) is deflated by successive divisin to a new polynomial
equation ofa, degree, which is either quadratic (6.02), quartic (6.04), or ofhigher even degree (5) Deflated polynomial (x3 - 14x2 + 9x + 180) -i- (x - 12) is
and must bc solved for thc complex roots by onc of the special methods introduced in (6,7),
(6.18).
1.000 -14.000 9.000 180.000
12.000
0.000 12.000 -24.000 -180.000

6.17 NEWTON-RAPHSON'S METHOD
I.OOOx2 -2.000x -15.000 = 0.000
(a) General procedure of finding the real roots of P{x) = 0 in (6.13a) is based on Newton-
Raphson's method (6,0) combined with the short synthctic divisin as iliustratcd by the
following particular case. the roots of which are the rcmaining roots of thc polynomial equation
(1) Initial estmate ofthe first root x, ofx3 - 14x2 + 9x + 180 = 0 is assumed to be x2 = i + VTTT5 = 5 x., = i - Vi + 15 = -3
x2,., - 14x0J + 9 = 0 x0., = 7 + V49-9 = 13.325
(2) First approximation in terms of x0, by (6.14*),
(b) Mltiple rOOtS. Ifx, is one ofthe roots of P(x) n (6,3a). P'(x,) =0, but />,) * 0, then x, is a
double root; ifP'(Xj) =0, P**(x,) =0, but /f(x,) * 0, then x} is atriple root: and so on.
13.325 1.000 -14.000 :,000 180.000
^ 0.075 (c) Example

0.000 >r 13.325 j, -8; 994
13.325 i.ooo-^ -0.675^' C.006^ 180.075 = =P(13.325) 1 P(1) = 0

P(x) = x4 - 4x3 + 6x2 - 4x + 1= 0
0.000 13.325 ^^16^561 />'(!) = 0 P-"(x) = 24x - 24 = 0 /""(O = 0
P'(x) = 4x9 - I2x2 + I2x - 4 = 0
1.000""' 12.650-" 168.567 = /"(13.325) />"(!) = 24
/>"(x) = I2x2 - 24x + 12 = 0 P"(l) = 0 Piv(x) = 24
180.075 ._ and x, = x2 = x, = x4 = 1 is a quadruple root of P{x).

is according to (6,0), x,., = 13.325 - JjT^rj = 12.257. m

uo 6.18 BAIRSTOW'S METHOD Algebraic and Transcendental Equations A/gebmicamfntmscendenaiBqualioiis 6.18 BAIRSTOW'S METHOD (Continued) 141
(a) Divisin ofan even-degree polynomial (d) Coefficients 6, (j = l,2,...,m) in (f), required for Che calculacin of A/>, Aa and for the
deflated polynomial equation /'_,>(*) = 0, are expressiblc in closed form as
PJx) = xm + a,xm-' + a.,xm~'2 + + am_,x + am
by a quadratic factor Qfx) = x2 + px + a yields Fi i
/;. F, I
PJx) = Qix)Pm-2(x) + bm.xx + bm
/-i F> î 1
As
whcre Pm.t{x) = x"'2 + A,*""' + Aax""2 + + A_,x + _,
and _,,A are algebraic functions of/>,a. Thc goal is now lo find thc vahu-s op,q such that Fm. Fm- Fm-4 i
A. /*"-
A_, =0,C=0. Fm- Fm- /;-..
A_ /-
b F
(b) Approximations of p, 0which satisfy this condition are given by the following recurren! relations,
whcre a (j = 1,2 '") are the COefficientS of Pm(x) and in terms of M= a//)",
a, = a0 + Aa,
Vt, _ At.m-,rt.m-. ~ At.mrt.m--,
px = Po + AAl A/4 =
?, = ?i + Aa A( Cj.-a ~ Jlf^-S /.; = ft\ - M(5 - A#*(6 - A/')))
/>. = pi + *h /', = ~P
Vf.v _ At.mrt.m_,. - Atm_,aV.._, /.-_ = -p\] - M{6 - M2(\Q - 4.W1))
Aa, = F, = p2(\ ~ M)
p, = />,_, + A/., 7, - ,-i + Aa, A, ftj.-a ~ Vr-ic*.*.-3
F3= -p'\\ -2.U) /.; = pl\ - .1/(7 - A/-'(15 - Ml(W - M'))))
ich p0, q0 are thc initial estmales of/>, a and k - 1.2 , r. /.-4 = p\\ - .1/(3 - M2)) F = -//'(l - .\/(H - A/'(21 - M*(20 - 5M4))))
F, = -p*(] - .1/(4 - 3A/2)) Fjfl = ^1(1 _ .U(() _ m'(2H - A/3(35 - Af*(15 - A/5)))))
(C) Coefficients in thcse formulas are again related by recurren! relations (with the subscript k
omitted but implied) as or recurrcntly
Fj^pFj^-qFj.,
A = a0 = I c0 = A0 = I
A, = a, - )&Ao *, = A, - /'<
<-._, = Aa - pe, - </<
(e) Coefficient cy (7 = 1,2 ai - 1) in (O required for the calculation of A/a Aa are again
A.., = a2 - />A | - '//' expressible in closed form as
r, = A., - pe, - qcx
b3 = :. - pl>- ~ 'lb\
c = Fb
A = a_ /</'-! - qbm-2 c.x = bm_, - pc_ - qcm_} whcre c is a column matrix of1, r, . r, f,_, and F and b are thc matrices given in (d) above.
dk.m-\ - Ci.m-1 - bk.m-

(f) Factors p,q are then calculated 10 a desired aecuracy by means of (A) and inserted in the
or tabulated in the short synthetic divisin shown below.
quadratic equation Q(.v) =0. whosc roots are the first two roots OPJx) =0. Thc next quadratic
equation is obtained by thc repeticin ofthe same process rom thc deflated equation /',-,(*) - 0,
and so on.
l "l a, ' " am- 1 am_2 "., i "->
-p 0 -p -pbx -Pb*-* -/>*, -fl'-, : -pbm-

-1 0 0 -q -|* qb. , g) General procedure of finding the 1uadralic roots ofP(x) = 0 in (a) is shown in the particular
case below.
1 ''i b. b.. > ''- - *1 A-,
-Ar>s
(1) Initial vales of p. a in
~P 0 -p -pcx -/"-.,-. -Ara
~1 0 II -q -?'--* I\{x) = x* - tV + 39xa - 62x + 50 = 0 (m = 4)
r~, r., . , tr,
l r, c, ' r -1 *"-.- .' are taken as pt, = > 1.. . a = ir, 15.
i
I
142 6.18 BAIRSTOW'S METHOD (Continued) Algebraic and Transcendental Equations

(2) First approximations ofp, qarc computed in tcrms of a,, A,.,, c,.,, and a*,., tabulated below.
1.000 -8.000 39.000 -62.000 50.000
1.500 -9.750 41.625 -15.938

-/><,= +1-5 -41.625
-1.500 9.750
-*=-1.5
1.000 -6.500 i,, 27.750 A,,. -10.625 A,., -7.563 7
1.500 -7.500 28.125
-/,0 = +1.5
-1.500 7.500
1.000 ci.i -5.000 M.2

18.750 fu
25.000 1,3 35.625
MATRIX
Pi = /, + A/>, = -1.947 a, = a,, + Aa, = +1-947
(3) Second approximations ofp, qare computed in terms ofa,. A,.,. c,.,. and a*,,., tabulated below.
1.000 -8.000 39.000 -62.000 50.000
EQUATIONS
1 q.}7 -11.785 49.196 -1.984
-Pl = +1.947 -49.197
= -1.947
-1.947 11-785
-<7.
25.268 -1.019 A,. -1.183

1.000 -6.053 A2.j A....
1 <)74 -7.994 29.842

-Pi = +1.947 -1.947 7.994
= -1.947
-<li
15.327 36.817 2.3 37.836

1.000 c.i -4.106 Co,i <"->..(
p., = />, + A/-, = -1.999 a, = a, + Aa, = +1.999

(4) Quadratic factor in (fl) with p, st p = -2. a, = a - 2 becomes
(),,,(*) = x2 - 2x + 2 = 0
and thc first two roots of P4(x) = 0 arc
x, = -i +VTv> = -i +/ -v, = -i - vT^ =-i-'
(5) Deflated equation,
I>,(x) = x2 - 6a- + 25 = 0
where /> = -8 + 2- -6 = A a = 39 + 2(-6) - 2(1) = 25 = A,, and the remaining
roots o P4(x) = 0 are
r, = 3 + V9 - 25 = 3 + 4i r4 = 3 - V9 - 25 = 3 - 4/
(h) Convergence and improvement of convergence is discussed by Hildcbrand (Ref. 1.10, pp.
472-477) and Hamming (Ref. 1.09. pp. 108-111).
~1 r 1 " "1 '"-1 '--"1 ' --1 'i '1 :1
144 7.01 SYSTEM OF LINEAR ALGEBRAIC EQUATIONS Matrix Equations Matrix Equations 7.02 THREE SPECIAL CASES 145
(a) Algbrale form. A system ofa simultaneous linear equations given as (a) Diagonal system. If A in (7.0IA) is a diagonal matrix so that
n ~ir *i ~\ f b, "
a,,x, + aX2x2 + + a,.x, = A, 22 A,
a2,x, + a22x2 + + a2x. = b2
- xm _ A. J
a.,x, + a2x2 + + axm = A,
then x, = A,/a,, ,x2 = A2/a22 x A/a
where a ,a,2,... ,a and A,, A2,. .., A. are constants and x, , x2,.... x. are thc unknowns, is
said to bc consisten! if there is a solution for thc unknowns; otherwisc, neonsistent. Thc system ;b) Lower triangular system. If A in (7.01 A) is a lower triangular matrix so that
has a unique nonzero solution if the determinant
r'.. r x, [A.-j
a,, a,2 *2I '22 x A,,
=
aX2 a.,2
=0
U, / L L xm _ - A, _
then x, =bx/lxx,x2 =(A2 - l2,x,)//,,,.,. ..,* =(*- El^jl..

and at least one of the Aterms is differenc from zero.
(c) Upper triangular system. If A n (7.016) is an upper triangular macrix >o that
(b) Matrix form of thc same system is
>,. <ij r *" r a, -i
r xi r A.-i X-2 A.
=
a.,. X-2 A.,

=
L x,x. _J
CJL L_ *.
A .J
a' - A. .
. <.
thcnx, =bjtm,xn_x =(A_, - /_,.*)//_,._,....,x, =(A, - E'..v.)//.
X B
where A is a squarc matrix [a Xa], X is a column matrix [a X IJ, and B is a column matrix
[a X 1]. 7.03 CRAMER'SRULE
(c) Classification Of SOlutionS. The vales ofx, which satisfy the given system are the soluons (a) Determinant solution of a given system (7.01a) is ofthe form
(roots) of the system, which fall in the following categories:
D.
(1) Unique solution. If D * 0, B = 0, the system has a unique solution in which some. but not D
all, Xj may be zero.
where D is the determinant of A in (7.01 A) and Dx, D2,..., Z> are the augmented determinants
(2) Trivial solution. IfD =P 0, B = 0, the system has only onc solution, x, = xa = = x. = 0. defined below.
(3) Infinitely many solutions. l D = 0, B = 0, thc system is called homogeneous and it has infinitcly
many solutions, oneol which is the trivial solution.
(4) No solution. If D = 0. B = 0, the system has no solution. (b) Augmented determinantS obtained from D by removing the respective column in A and
replacing it by the column B as
A, 12 a,| A, - - a, <:.. a,2 - - - A,
(d) Methods Of SOlUtion introduced in che subsequcnc sectio -s of this chapter fall into two a2, A2 a
A., a,.,
categories: Dx , D2 = D. =
(1) Direct methods producing an exact solution by using a finit^ number ofarithmetic operations A. aB2 a, Aal
(2) Iterative methods producing an approximate solution ofidesired aecuracy by yielding a Although simple in appearancc, this method is too laborious for practical use in cases ofa > 4.
sequence ofsolutions, which converges to thc exact sol ition as the number of iterations Thc number of required operations s a(3 + n2 + a3)/3. Thc application of this method isshown
tends to nfinity ' in (7.04A).
^ 1 ~ - l
Matrix Equations 7.05 MATRIX INVERSIN METHOD, 147 i

146 7.04 MATRIX INVERSIN METHOD, GENERAL SYSTEM Matrix Equations BANDED SYSTEMS
(a) Solution by inversin is the most direct and symbolically the most elegant method. For thc set (a) Banded system defined in general form as
defined in (7.01 A) the matrix solution is
*l "*l"
X = A~'B a>2
*2
where *3 s
Aml-
*-l
I_ xm m.
Am2
A"=i> where rI2 = ax2/ax,, r2X = a2,/a^,...', r_, = -,/* and m, - A,/a ,m2 -
.A A./a.2,... ,'m. = bjam can be inverted by geometric series (Ref. 7.01). Sevcral particular
solutions are given in closed form below in terms of
is the inverse of A discussed in Ref. 1.20. Thc solution by inversin requires a anthmetic
operations and is numerically more involved ihan the determinant solution (7.03) or the other D = I - r,2r2 DX3 1 r,2r2| r23r3 1 - r34r4 D,4=\-
methods introduced in the subsequent sections. If, however, there are sevcral B matrices D,2D3
involved, the inverse A-' may be applied for each particular B wiih a mnimum amount of
numerical work as shown below.
b) Second-order system
lr0 ~
(b) Example. If three conditions are involved in (7.01 A), such as If0 < rv<\, i>
r- -1
2"1
m, X, r 4
3 6 -\ \\Z = 10 3 6 -4 *1! U -30 X,
DX2 DX2
=
3 3
L2 1 8_|Ud L22j L2 I 8JU,J L 40J

x2
.
r2X
DX2
_1_
DX2 _
ar, [x,] _~3
> 4
3.
X, B. X,
then
X, = A-'B, X., = A-'B, X, = A-'B, (c) Third-order system

If 0 < ra < 1, Ifr# =
where A"1 is calculated only once by thc procedure dcscribed in (a) and p 1
1
1
52 17 2 12 4 20 1 +
>13 DX3 DX3
xt
' 2
-32 30 19 -25 10 -30
263 r2i 1
-8 30 32 22 40 x2 2 -1
-9 =
Du Dl3 Dl3
from which the particular solutions are r32r2X _ r32 r32r23
- -1
1 + x3
D,3 Dxi DX3 L J X J
1.000" *I2 ' 1.604" *I3 " 12.319"
*ll
-2.000 x22 2.243 x23 = -2.965
x2. = =
_*3I_ 4.000 _ _*32_ _2.068_ _*33_ L 4.790J

(d) Fourth-order system.
By Cramer's method (7.03) with B, and D = 263, If 0 < r < I,
12 -2 1 4 12 1 -2 12
= 1052
1 +
m(-L-i)
r\Du I
_Il( _-,jI
ry, \DI4
-25 6 -4 = 263 D, 3 -25 -4 = -526 D, = 6 D,,DX4
Dt
32 I 8 2 32 8 1 32 1
_i(_L_,) iH(-J--l)
DX2DX4
-526 1052
263 _ = -2 = 4 ^ \DX4 / D,4D3
*l ~ 263 263 263
I +
rn \D,4 ) r23\Dl4 ) DX4D>
The same procedure must bc repeated for B2 and B3.
ijj _i II 1 1 " ~i
Matrix Equations Matrix Equations

7.07 SUCCESSIVE TRANSF0RMATI0N METHOD uo
148 7.06 GAUSS EUMINATION METHOD
(a) Forward procedure consists ofeliminating one unknown at a time in the initial system (7.01a), al Solution by successive transformation is cssentially a matrix climination procedure based on thc
starting with x, and closing with the last equation in x. This s cssentially the transformatlon of idea of finding transformation matrices that by multiplication transform matrix Ain (7.01 A) into
its inverse A-' (7.04a). Thc number ofarithmetic operations is agam a as in (7.04a).
the initial set to the special case (7.02c).
(b) Backward procedure is starting with x. and closing with thc first equation in x,, thus (b) Particular case illustratcs this procedure.
transforming the initial set to the special case (7.02A)
|~ l/ao 0 0" "no 120 130 "l 121 131
0 221 231 = A,,
T|A,y0 -2io/uo 210 220 a23o
(C) Number Of required arithmetlC operations in Gauss' and Cramer's procedure is, respectively, _3io/no '- _3IO 320 330- LO 321 331.
NG =n(n2 +3a - l)/6 s 3/6 Nc =(a* +n2 +3)/3 =a4/3 1 -aX2X/atn 0 l 121 131 "l 0 132
a23l 0 1 = A,
which shows he advaniage of the Gauss mcihod T^, = 0 1/a.*,, 0 0 221
=
232
0 a32,/a.r2, 1_ 0 321 331 - _0 0 312-
1 0 aX32/a332 1 0 132 "l 0 0

(d) Particular case llustraces thc forward procedure. 1 0 1 0
T3AI>2 = 0 1 ~a232/a332 0 232 =
Xl Aio -Ê _0 0 l/ssa_ 0 0 332- _0 0 1

uo fl120 130
a2|o 220 "230 X2 =

Ajo E.
and with A = A0,T3T2T,A = IorA
-1 _
T.TX,.
310 320 330- _*3_ _A3o. -> E
a22, a^xlM =rA,,,j 2I = Exo/aXXo - E20/a2X

La32, a33|JLxjJ LAj,J .,, = lo/a,io ~ Fio/a3Xo (C) Example introduced in (7.046) is solved by thc prodccdure described in (A) above. In thc tablc
= *,., 32 = 21/i - EiX/a33X below, aijk = element of A, cijk = elcment of A"', and Eu, Flk have che same mcanmg as m
(7.06).
and yields
Vi = A.w/a:n2 'i Au
IIO 120 130 *1 A,o k a.u ".-.i "iM <\u <.u
0 a.ilx 2.11 *2 =
A.,, x., = (A..,, - a23,x:,)/a22l 1 0 0 ,.. 4
4 -2 1
0 0 332- _*3- LA;v, x, = (A,0 a120*2 aX3Qx3)/axx 0 3 6 -4 0 1 0 E-2,, 6
0 1 12
2 1 8 0
1.0000 -0.5000 0.2500 0.2500 0 0 En = EJ4 l
(e) Example introduced in (7.04A) s solved by the procedure described in (a*) above. 1 0 7.5000 -4.7500 -0.7500 1.0000 0 ,, = >( - 3l(1/4 3
2.0000 7.5000 -0.5000 0 1.0000 C-,1 = , - 2EJ4 10

0
-0.5 ,.
E* y. 0.0667 0 ,., 1.2
k a.u "2l "..M M 1.0000 0 -0.0667 0.2000
= '"-T5--
2 1 12 10 15 2 0 1.0000 -0.6333 -0.1000 0.1333 0 E-a = -,,/7.5 0.4
4
-25 -20 9.2
0 3 6 -4
0 0 8.7667 -0.3000 -0.2667 1.0000 ,,
32 43
2 1 8
1.5833 11.333 . = ,/4 - Ew/3 10.4lo = f21 0.0667

1.27
-2.5000 0.0646 0.0076
1
-1.0000 -3.7500 -13.000 ,, = ,/4 - E.J2 -1T.-50 F31 1.0000 0 0 0.1977 -*'- + 8.7667 -"
0.6333 ,.
..., 1.06
-4.3833 -17.533 ,,, = -E.,j2.b + ,, -21 916 = F32 3 0 1.0000 0 -0.1217 0.1141 0.0722
=- +8.7667A-"
2
0 1.0000 -0.0342 -0.0304 0.1141 = .,/8.7667 1.05
0
11.333 - 1.583 3(4) _ _2 12 + 2,-2) - 4

= I
l.
-4.3833 -2.5
Numerical check requires t0/4 - EJ3 =F2,. FJ4 - FJ2 = Fn , -F.,/2.5 + r",,/ = F32, ^ and A"' above must be identical to A"' in (7.04*). The numerical check used in (7.0&) is also
whcre u is che sum ofelements in che rcspeccivc row. ^ applicable in this case.
wm mm
I
Matrix Equations 7.09 CHOLESKY METHOD, EXAMPLE 151
150 7.08 CHOLESKY METHOD, UNSYMMETRICAL SYSTEM Matrix Equations
(a) Unsymmetrical system uscd in (7.03c) is solved below as an illustration ofthc Cholesky method
(a) Decomposition process, dcveloped by Cholesky in algebraic form, by Banachiewicz in matrix (7.08). First, from thc given system
fnrm
form, and
and aonlicd bv Crout to machine calculations, assumes that thc initial system in (7.016)
applied by
can be reduced to the upper triangular system (7.02c), 4 -2 l" *i 12
3 6 -4 X., = -25
R la 'y ' tu" ~*i~ 2 1 8 -*3_ 32 J
1 t2 hn Xj
Che following identity is constructed according to (7.08A):
1 *3 x-s
l. |2 '.:. 4.000 0 -0.500 0 0.250 00
L + T - I = /,, /,, /,,;, 3.000 0 7.500 0 -0.633 33

1 x*
Vi ha '..J L2.000 0 2.000 0 8.766 70 _
T X C
(b) Coefficients of this identity,
and that there exists a lower triangular matrix L so that / = 4, l = 3. /,, = 2 are thc elementa ofthc lirst columnin A
*/,. 1 til f|. *l A, I = ~'i, 'u = 4 arc lllc second and third elements ofthc lirst row in Adivided by a,,,
1 /._, x2 A2
'>! ! '23 and thc remaining coeflicients are calculated from the following schemes:
1 " 'in x* A3
'3. l32 k3
Ul '13
1J x _A
Ll 'ni u
122
-
L T
>
X B
'2, 1,1 1',-1
whcre B is thc initial column matrix in (7.01A).

':: = 22 - '2.'12 t.,3 = (a,, - /,,/,:,)//,,
= 6 - (3) (0.5) = 7.500 = 11 - (3)(0.25)]/(7.51 = -0.633 33

(b) Relations of these matrices
LT = A LC = B '.2 13
can be expressed in compact form as ha

A, rl ia 'n |. C|
n fl|j 13 ' ' ' "i-
1 t23 - c2 1,1 ' kl 32 l
A2 'S.
21 22 23 ' ' ' a-"
= sa ~ Sl'ia '33 33 3l'l3 m'S
A, -/, 1.2 '-3 LJ 1 c. .
^1 2 fl3 ' ' ' a" = 1 - (2)(-0.5) = 2.000 = 8 - (2)(0.25) - (2)(-0.633 33) = 8.7667
T C
A B
The r coeflicients with A, = 12. b, = -25. A, = 32 are by (7.08A)
from which /,, = fln 12 = *nl*ii ' - ax3/axx 'n = aln/ll
,-, = A,//,, = 3.000 0 c, = (A, - lncx)/l,, = -4.53333
/.,, = fl,,
' = (., ~ l.i'i, -Inh) 1,.,-1',-ij)/',, f,= (A,-Vi -/:l,r,)//:1:1 = 4.000 0
'SI = fl31
l,, = a - lltiv - lntv - - lij.ttj.tj (c) Final matrix equation in tcrms of t and c, obtained in (A) is
-0.500 00 0.250 00 3.000 00
'ni = rt.l -4.533 33
1 -0.633 33
ad c, =A,//M c, =(A, - /<)// C3 =(*s " Vi " 'a*)A I 4.000 00.
Cn = ( - /,<-, - /,<-, - /,<-., - - - /._,<-_,)// and bv backsubstitution x3 = 4, x... = 2 , = 1.
(d) Number of Significant figures los! in thcse computations is approximaiely 0.3a to 0.5n. Ior jhc
(c) Final matrix equation is then thc matrix equation given in (a) above, the elenu :us / and <:, of system oforder a = 3, with required thrce-digit aecuracy, all calculations must bc carried out
which arc now known from (A) and the unknowns ofwhich can bccalculated by b; ck substitution with at least five significant figures as shown above.
as in (7.02c).
A i i i i i
Matrix Equations
7.11 SQUARE-ROOT METHOD, 153
152 7.10 CHOLESKY METHOD, BANDED SYSTEMS Matrix Equations
SYMMETRICAL SYSTEM
(a) Three-band system introduced in (7.05a) reduces by (7.08) to (a) DecompOSltlon process developcd by Banachiewicz for thc solution of symmetrieal systcms
assumes that the initial matrices A and B can bc resolved as
"i /,,
1 '.,
x, d2 A = U'U B = U'C
X} = 3 and thc reduced matrix equation becomes
ux = c
X, _d_
whcre A, B arc defined in (7.016) and
whcre '",, 12 UI3 "'" "
,a = r12,/M = r-2,/( 1- rai<12),3< = *W<1 - ^'23) a,., u.,., u
U = C =
and
rf, =m,, rf2 = -rn, + '''2, rf, = -rV!d, +m; rf, = -r^-A-i +.
The reduced equation shown above is again the special case solved in (7.02f).
(b) Coefficients of of U and C are
11.,., = Va22 - a'f2 ;/.,., = Vfl;(, - U'xs 23
"11 = VaM
(b) Five-band system formed by thc governing relation ",. = ll/l! 23 = (23 - "12".3)/22 34 = (34 ~ IJ*H " *23U2*)/U33
Ui3 = A,,/",, 24 = (24 - ,2,4)/"22 "3. = (33 " M ~ 232S)/S3
,_,.v,_, + rkJ.xxk-i + xk + rttt+txt4.x + rk_k42xk4.2
UXm =ajtt a. - (2, - ".2".-)/22 3. = (3- - "I".- - "nfe)/-
reduces by (7.08) to
= Vfl - , - 2, _ ' "' ~ "."'-... ' > '
12 '11 = (e - ",, - 2,2, .-....-.,)/.-. <i. > I
1 23 t,4 2
Ai = 3
f, = A,/h c2 = (A, - r,a,,,)/,, C3 = (3 - Va " *i)/ia
1 '34 '33
Cj = (0i - r,_,,_,., - - V _ ("ii.)/".-
x _"_
(C) Final matrix equation is (fl) in terms of calculated coeflicients in (A) above. The solution of this
where svstcm follows thc special case (7.02r).
/.,, = r2, 22 = I _ r2iria ''3 - rl3 1, = '3,
^42 = r32 ~ '31'12 23 = ('23 - r,,T,,)/!,, 24 = '/'*! (d) Example. Thc reduction ofthc initial symmetrieal system
33 = 1 - r3,r,s - /32/23 T4 3 2 np'l [~20-
3 4 3 2 x, 28
43 ~ r - r'23 t = ('34 - l.vA.d/1-VS '** = r/^' 2 3 4 3 x3 32
/4, = 1 - r4a<j4 - /43<34 Ll 2 3 4. _x4_ _30j
a) in terms of (A) is
r 2.000 00 1.500 00 1.000 00 0.500 00- r 10.000 001
= I ~ rkJt-2lk-3Ji - Y*-I**-U 1.322 88 1.133 89 0.944 91 9.827 04
1.309 31 1.09109 8.292 32

fl*, = m, ,a*,. = ("'2 - r2,d,)/l.,, 3 = ("' - 'm**! - t*4t)/k 5.163 99 J
1.290 99 J
o" = (,a - Tn_,d,_, - /._,</_,)//.
and x4 = 4.000 0, *j = 3.000 0, x2 = 2.000 0, x, = 1.000 0.
As in (a), thc reduced equation is the special case solved in (7.02c).
.
r
T 3 ^H m i ii '1
154 7.12 INVERSIN BYPARTITIONING Matrix Equations X Matrix Equations 7.13 GAUSS-SEIDEL ITERATION METHOD iss
(a) Matrix equation (7.10A) can be expressed in partition form with a = p + qas (a) Iteration system
X, ~m,~
rA I A^-X,! = fB/i '..
m2
La* I aJIx,J Lb,J r2 *2
'3- *3
OTj
where A, = matrix ofa,-,r, [p Xp], i = \,2,... ,p,j = 1. 2,... ,p
Aw= matrix oaik,[p Xa],i= 1,2 p,k = p + \,p + 2,... ,n 1 xm -m-_
A# = matrix ofa,,, [a X], =/ + l,/> + 2,...,n,j = \,2,...,p obtained from (7.0IA) by dividing each equation by a so that
A= matrix ofaw, [a Xa],* = + \,p + 2,... ,n,l = p+ l,p + 2 a ri2 = i2/uri3 = i3/.ir.4 = aX4/axx, ... ,r,m = axJaxx,mx = A,/an
X, = [xx x2 *,lr X, = l*/+1 *, xm]T r2l = 2l/22 >r23 = 2s/22 r24 = 24/22 - . r2r. = 2./22 m1 ~ ./22
B, =[A, A2 A,]r Bf = [,, A,+2 bm]T '31 = 3l/33. f32 = 32/33. r34 = m/33 r3. = 3-/3J m3 = As/a33
(b) SubmatriX form of (a) yields thc final solution, r.i = anXfam,r2 = an2/am,r3 = aHJam,... , r_Xj, = a.,-n/a. m. = A/aBa
is called a strong diagonal system ifthe sum of otT-diagonal elements r (i ^j) in each row is less
fX,-| _ r M I -MAA;'-|fB,-| ihan 1. If this condition is satisfed, thc system can be solved by thc Gauss-Scidel iteration
LxJ ~ L-NAÂ-' I JLBfJ method described below.
whcre A~', A~' arc the inverses of A , Aw . rcspectively, and (b) Starting vales of this iteration process may bc taken as
M = [A -AÂÂJ" N = [A -AVA-'AN]- ...o _ _,
x, mx, x2
(0) _ _, (0) _ (O)
ai2, x3 aij , . . . , xm ai,
or any other set of vales uscd as estmales ofthe final solution.

(C) Example. The system in (7.11a*) is solved below by (A). With
c) Successive approximations starting with this trial solucin becomc
A A.
21-! U=[:! !1
.1 2. xi x\ , rXjXj ,x.
j-X
x2 j r2jxj ,... ,x.
j-\
x. _, %,*,
7-1
a^ =a;' =[_J "|] ama;' =[ ][-! 1]=[ :J] ...j

xi _ x,
d) _ j
y .r,jXj
j-x
(.) ,x2
_(2. = x2
^t. _ j
y .TqXj
_<.) ,... ,xm
j->
xcji = *
xo) _
y ri,a)
A.<'i
i-"
A#A-'AW =[_J J[3 2J =[ J A^ ~ AWAW A^ = |^K .^J V.J

I _ X,
r<2) _ j
V -TXjXj
r(2),X2
(3) _ X2(2) _ j
y T.2jXj(21 ,... ,Xm
(3) _ X.(2) _ j
y tn,Xj(21
awa;;a^ =[ l _IJ[j 2J =[4 jiij ~ AÂ^,Aft

and che final solution is
1.0 -0.5"
M=[| |]' =[_o.5 "ko] N=[S 1 =[" 0.5 0.6. ] *, =*4).*2= *a

-1 *-i
*. =2*i*'
*-.
where s is the number of required iterations. Under certain conditions this process is rapidly
r 0.6 -o.5][- i -i'i r o 0.11 convergent, but is may also converge very slowly.
-MAMAW - -[_Q5 , 0J[ 5 _|J L-0.5 0J
(d) Matrix formulation of this process is
r 1.0 -0.5-ir-l f] _ r o -0.5-1
-NAÂ^, - -|__05 06j|__, jj - [ 0 , 0j X = (I + R + R2 + R' + -JM = [I + Rll + R[I + R|I + |]||M
0 -rX2 -ru -"i.
the final solucin is
-r. 0 -r... r...
~xr r 0.6 -0.5 o 0.11 r20~] r l-i whcre R = M =
X., -0.5 1.0 -0.5 o 28 2

=
= 0
o -0.5 1.0 -0.5 32 3
x3
-0.5 0.6 J l_3oJ _4_
uid the sum ofthc matrix powcr series is the inverse ofthc matrix A in (7.01A).
L*4J 0.1 o
156 7.14 CARRY-OVER METHOD Matrix Equations
(a) Tabular form of the iteration method (7.13) in cases of thrcc-bancl and five-band strong
diaconal
diagonal matrix
matrix equations
cqi is called the carry-over method, llustrated by a numerical example
below (Ref. 7.09).
(b) Example. For

r i o.i7 o o n r-14.0-1
0.30
0
1
0.29
0.20
1
0
0.21
[~x'l
X.,
*J
-30.0
-21.4
8
0 0 0.50 I J -*4- _-50.0_
thc carry-over table is arranged in thc following form.
*l ri *3
X,
EIGENVALUE
-0.20 -0.50 -0.21
EQUATIONS
Carry-over factors -0.30 -0.17 -0.29
-14.000 -30.000 -21.400 -50.000

Starling vales
""^+8.70 /
First iteration
+ 5.100
V + 10.500
+ 2.670 ^* + I.100
Second iteration
+ 0.440
-0.902 /
Third ileration
-0.529
V -0.230*
Fourih iteration +0.159 y' ^^* +0.566

+0.226
-0.112 /
Filil iteration
-0.068
V -0.118*
^^-*+0.020 jr ~^>+0.115
Sixth iteration
+ 0.046
-9.494 -26.430 -3.562 -48.219

Final solution
The error of the tabulatcd vales can be chcckcd by thc system as

x, = -14.000 - (O.I7)(-26.430) = -9.5069
x2 = -30.000 - (0.30)(-9.494) - (0.20)(-3.562) = -26.4394
x, = -21.400 - (0.29)(-26.430) - (0.21 )(-48.219) = -3.6093
x4 = -50.000 - (0.30)(-3.562) = -48.219
For better accuracv additonal iterations may bc included.
i
Kigenvalue Equations 8.02 PROPERTIES OF EIGENVECTORS 159
158 8.01 EIGENVALUES AND EIGENVECTORS Eigcnvalue Equations
a) First orthogonality condition. If X,, X are two cigcnvcccors oforder [a x l| corrcsponding co
(a) Matrix equation ofthc form, two eigenvalues A,, A,, respcclivcly, and L,, L, are their apparent lengths defined in (8.01a"). then
'a, i A aX2 r 0 i ift *j
o
0 x.7X =
a... a-,.. A [L- \i=j
is called thc lirst orthogonality condition.
A_ . x. . . 0 .
A - IA X 0
(b) Second orthogonality condition. IfA is a symmetrieal matrix (normal matrix) of order [a X),
Whcre a =given constants, A,.v, =unknowns, and i,j =1,2,3 , is called thc eigcnvalue X,, X , L,, L. and A,, A, arc che same as in (a), then
matrix equation. f0 if *j
X,7AX= ,... ... .
' 1-A, fi =j
(b) Nontrivial solution of this homogcncOUS matrix equation exists, ifand only ifthe determinant
s called thc second orthogonality condition.
|A - IA| = 0
The expansin of this determinant is a polynomial of nth degrec in Awhich is known as the (c) First normalization condition. Ifthe unit cigenvectors are defined in tcrms of(a) as
characteristic equation (eigcnvalue equation) of A. The roots A,,A,,....A ol this equation are
called the eigenvalues.
" = 7;x' uw.x-
(C) Eiqenvalues of a herrnitian matrix (normal matrix) are real, of an an.ihermitian matrix (lien
(antinormal matrix) are /.ero or pur imaginary, and of auni.ary matnx (orthogonal n.atnx) arc
0 if i #j
all equal to 1.
1 if' =j
(d) Eigenvector. Corrcsponding to each eigcnvalue A4 there is aset of vales of A. which form thc s called the lirst normalization condition.
eigenvector (column matrix)
Xi = {A-u..V,......\;i} (*= 1.2.3.....n) (d) Second normalization condition. If u,,u, are thc same as in (c\ above and A is the matrix
defined in (o), then
Since thc cigenvectors are the soluton of a homogeneous system of equations. only the rclative
vales Of their componente are detern.ined. giving their di.ec.ioi. bul not their magnitud* so that u7/lu. =
0 ii^j
La, ifi=j
U = \ZXft + A';, + + -V;
is called the second normalization condition.
is thc apparent vector length.
(e) Eigenvector spectra. The matrix containing all cigenvectors of Aand thc matrix coniaining all
(e) Numerical methods Tor thc solution of eigcnvalue problems fall into three categories: (I) Direct unit cigenvectors ofA arc called the natural eigenvector spectrum and thc normalized eigenvector
methods, (2) transformation methods. (3) iterative methods. Thc most important methods in each spectrum, rcspcctively; they arc >-
category arc described in this chapter.
A',, A",,. x,.-\ "l l 12
U,., ._,_,
(I) Example. From thc given matrix equation (a), X -
X2l X,, X,
"2 - A -1 0 [A',1 0
_A',, A', A'_ |_ H, U-, "B., _
- 1 2 - A - 1 .V. = 0
0 -1 2 - A. .A'J _0_
(f) Example. For the matrix A in (8.01/).
thC eigcnvalue determinant equation (a) is A:1 - 6Aa + 10A -4 =0. whosc roots arc A, = '4(2 + \fi)
2 + y/2 = 3.411 214. A, = 2, A, = 2 - V2 = 0.585 786. "4
XrX = X'AX =
For A., with Xy, = 1.
For A, with A',| - 1. 4 4(2 - V2)_
-V2 -1 0 0-1 0~| Ti 0
-I 0 -1 A'.. 0 2 + V2
-l -V2 -l
=
V,
At. 0 u'Au
o -i -V^J La'.J 0 -I -1
2-V5.
X, = (1,V2.1} L, =2 X, ={1,0,-1} , =V2
The rcsult ofall congruent transformations defined in (a) to (t") is a diagonal matrix.
ind similarly for A,. with A,, = 1. X, = {1, V2, 1}./-, = 2.
f :,.,,.,......jg|
II
r?a 1
Eigenvalue Equations
fi? Eigenvalue Equations 8.04 SPECIAL EIGENVALUE THEOREMS 161
160 8.03 MATRIX TRANSFORMATIONS
(a) Gerschgorin'S theorem. Thc largcst eigenvalue in modulus of the square matrix A cannot
(a) Correspondence. The square matrix Bis correspondent to another square matrix Aofthe same exceed thc largest sum ofthc moduli ofthecoefficients o any row or any column. Analytically, if
order if there is a nonsingular square matrix C such that
B = CA *m = 2 kl G- = 2 ki
(b) Contracorrespondence. Thc square matrix Bis contracorrespondent to another square matrix then
A ofthesame order ifthere is a nonsingular matrix C such that
|A| s * orR |A,I for Cmj, a R
B = CrA
(C) Congruence. The square matrix Bis congruent to another square matrix Aof the same order if
there is a nonsingular matrix Q such that (b) Brauer'8 theorem. If Pk is the sum ofall the moduli ofthe coefficients of one row or column
exeluding aa, then every eigenvalue ofA lies insidc on the boundary ofat least one ofthecirclcs
B = QrAQ
This transformation is called the congruent transformation, which may take special form under |A - a| = Pk
specialconditions. The eigenvalues ofAare the diagonal coefficients ifAis a diagonal matrix Dofa lower triangular
(i) IfAis asymmetrieal matrix, then Bis also asymmetrieal matrix. matrix L or an upper triangular matrix U.
(2) IfAis a unit matrix I and Bis also a unit matrix I, then
Qr = Q- (c) Cayley-Hamllton's theorem states that a matrix Asatisfics its own characteristic equation, so
and Q is said to be an orthogonal matrix. that if
(3) If B isa diagonal matrix, such that
p(X) = A" + p,X-1 + p2k"~2 + --- + ...A' + p. = 0
DiagB = QrAQ
then
then the columns of Q are said to be orthogonal.
(4) If Bis adiagonal matrix, the square roots ofwhosc coefficients are real numbers, such that (A) = A" + ptA-1 + PiA-2 + - - - + pn.,A + pl = 0
DiagB = Diag L DiagL wherep, ,p2, ,p,are the unknown coefficients. With Y0 = [l 0 0 0] ,
and
Y, = AY0, Y2 = AY,,..., Y. = AY..,
Diag [l/lffiAQ Diag [l/]y = I
the polynomial matrix equation becomes
Er E
thc matrix E issaid to bc normalized with respect to A and .Y_, + />2Y_2 + + A...Y, + A,Y = -Y.
and yields the unknown coefficients p.
E-' = ErA
(d) Contracongruence. The square matrix Bis contracongruent to another square matrix Aif there
is a nonsingular matrix Q such that (d) Exampie. Using the matrix A of (8.01/),
14
B = QAQr 2" o
Y, = AY, = -4 Y, = AY2 = -14

(e) Similarity. The square matrix Bis similar to another square matrix Aif there is anonsingular Y = Y, = AY0 =
0 1 6
matrix S such that
B = S-'AS or A = SBS"' from which
where Aand Bl tve the same eigenvalues and their respective unit vector* u:. v, are related as 5 2 I -14
-4-1 0 14
u, = Sv, v, = S~'u,
i o oJLpsJ L -6J
(f) Inverse matricef. A-'.B" have the same unit cigenvectors u,.v,. but their respective The solution of this set yields thccoefficients />, = -6, p2 = 10. p} = -4, and
eigenvalues are 1'A,.
(g) Diagonal transformation. If Sis the matrix o unit eigcnvector^Su. th<m-the similarity- /.(A) = A3 - 6A2 + IQA - 4^0
transformation inj (e) reduces A to a diagonal matrix The roots of this cubic equation, calculated in (8.01/), A, = 2+ V2, A., = 2, A3 = 2- V2, must
satisfy thc conditions stated in (a) and (6) above.
S_,AS = DialAJ
_HL_
Eigenvalue Equations Eigenvalue Equations 8.06 INVERSE POWER METHOD 163

162 8.05 POWER METHOD
(a) Iteration procedure called the power method is thc most widely used process for thc estimation ia) Iteration procedure called the inverse powcr method is usually more powerful than che powcr
method and yields the smallest eigenvalueof A. Assuming A is real, and
of the largest eigenvalue of A. Assuming that A is real, and
|A.| ^ |A._,| s < |A2| |A,|
|A.| 2 |A,| 2: |AJ 2: ..- a |A|
che iteration sequence of cigenvectors is taken as
the iteration sequence of cigenvectors is taken as
Y(" = A_,Y(0> Y(a> = A"'Ytn,.... YU) = A~'Y<1-''
XI" = AX1", X = AX'" X'," = AX'*-"
whcre
whcre
y(O) _ ty{0) yxO) ytmi
X(01 _ f i'(0( y(0) A'<0|\
I l'* 1.1 >A 1.2 ' ' ' ' " I./
is an arbitrary initial vector, at least onc component ofwhich is nonzero usually, the initial isagain an arbitrary initial vector, at least one component ofwhich is nonzero (usually, the initial
vector is taken with all components equal to unity). Using thc iteration sequence defined above, vector is taken with all components equal to unity), and A"1 is che inverse ofA in (8.01a). Using
the iteration sequence defined above, thc process stops when thc unit vectors
the process stops when the unit vectors
v<*> s v(*-o
u'," a uj*""
If this condition is satisfied, the smallest eigcnvalue is
If this condition is satisfied, thc largest eigcnvalue is
a. a yifr'yri*,' = r^'vn** = = ntr'7'!'
A, = AT^/At!,-" = A-^/A^" = s -OAr,*n
and the corrcsponding eigenvector is
and che corresponding eigenvector is
Y. a Yi1'
x, ^ xr
This process is also suitablc for matricesof higherorder.
This process is well suitablc for matrices ofhigher order.
(b) Example. Using the matrix A in (8.01/) and seleccing the arbitran inicial vector X0), the (b) Example. Using the inverec ofthe matrix A in (8.01/) and sciccting the arbitrary inicial vector
iteration process becomes Y,0>, the iteration sequence becomes
2 -1 0 1 3 0.514 496
2 r "f ~8~ 0.514 496
-4 -0.*S5 994
AX'01 = XV -1 2 -1 -1 =
A-'Y(' YV 4 2 I 8 0.685 994
0.514 496. 4
0 -1 2_ l_ 3 2 3_ _1_ _6_ .0.514 496.
2 -1 o" 3~ 10 0.5.'2 519'

2 I ~6~ ~40~ 0.502 519'
Ai)
-0.703 527
ax' = x<-' -1 2 -1 -4 = -14
A Y., =- Y(2'
a-lyO Y, -> |6
* 4 2 8 56 0.703 526
0 -1 2_ 3_ 10 0.502 519. 16
2 3 _6_ _+0- .0.502 519.
2 -I 0" 34" 34 0.5'. 433"
Ai) _ 40 272 0.500430'
AX,* = X(f*' -1 2 -1 -14 = -48 -0.706 494
<:f 0.706494
10 34 0.500 433 A-'YY?>->- 56
64
384
0 -1 2
40' 272 0.500430
The last two iteration cyclcs yi :ld The last two iteration cyclcs yield.
y (8)
yOl
-K vi/at:; \-ii
< JTJ/AVJ l-i'J 'S :B: 'i!,Vi'i"J
3.414 211 53 808 0.500000 3.414 213 0.500000 0.585 787 105.113.0 0.500000 0.585 786
15 760 0.500000 61.573 77
3.414 215 -76096 0.707 107 3.414 214 0.707 107 0.585 786 148.652 2 0.707 107 0.585 786
-22 288 0.707 107 87.07844
i
3.414 215 53 808 0.500000 3.414 213 0.585 787 105.1130 0.500000 0.585 786
15 760 0.500000 61.573 i 7 0.500000
From this tablc, From this table,

A, = X\yX\n, = ATJ/A'ft = X3/X = 3.414 214 A:, =' yc,7J/lTj = Kf/lT = ^S/^'i s 0.585 786
U( a ub> _ {0.500000,-0.707 107,0^0(1000} v,-^Vs8s {0.500000,0.707T07T0.500 000}
which is thc same result as in (8.01/). which is'the same result as in (8.01/).'
jJWL-.
-JT t - i *-rJ' 3
Eigenvalue Equations 8.08 DANIELVSKY'S METHOD es

164 8.07 KRYLOVS METHOD Eigenvalue Equations
(a) Transformatlon of the eigenvalue determinant equation in (8.01a) to the reduced determinant (a) Transformatlon of thc eigenvalue determinant equation in (8.01a) to the reduced determinant
equation proposed by Daniclvsky,
equation proposed by Krylov,
*ii A dx dxi "i.
"ii A kX2 '' xXm
-A 0 0
k2X A k22 |D - IA| = = 0
|K(A)| = = 0 1 -A 0
"o 1 -A
knX A ku2 - *,._
leads to thc direct formulaton of the eigenvalue polynomial equation
leads to the direct formulaton ofthc eigcnvalue polynomial equation in A,
A" - dxxk-x - dX2X'-2 dXm = 0
(kxx - A)C + (* - A2)C21 + + (*.,- A-)C = 0
where a*,, d2,..., dm are thc coefficients of thc first row.
where Cxx, C2X,,..., CmX are the cofactors of|K(A)| and *,,,kX2 * are the coefficients given
below. Ib) Sequence Of matrix operations required for this transformacin is llustrated below.
(b) it COefficientS are calculated by the following recurrent formulas: (I) First reduction
[* kx2 *,] = lu i2 ..I ~bxi bX2 bxl bX4'
II 12 21 22 2.1 24
B = M4AM4-' =
21 22 si b32 bn
[k2l k,2 k-2*] ~ 1*11 "'12 *.. 0 0 I
where A is given in (8.01a) and

r 0 0 0 01 r i 0 0 ~[
0 10 0 0 0 0
M4 = m;
[k.x ktt, - *] = [*-,.. *. *-.J 41 42 43
a4X/at:. -a42/a4S l/4:l ~.h/43
0 0 0 1 . 0 0 0 1
-I 2
(2) Second reduction
(C) Example. Using the matrix equation in (8.01/), kcoefficients are fM c)2 c,:, f,4
l* kX2 kx3) = [2 -1 0] c2, c22 c23 c.,4
-1 o" C = MjBM3 =
2 0 10 0
[k2t * k33] = [2 -1 0] -1 2 -1 = [5 -4 1] LO 0 I 0 J
0 -1 2.
where B is given in (1) above and
2 -1 o"
r l 0 0 0 i r i *0 0 0 T
[k3X k32 k33] = [5 -4 1] -1 2 -l = [14 -14 ]
*.ii -b/b-.: \fb32 -bjb3., -b.Jbv,
0 -1 2_ M, = M7' =
0 0 1 o 0
2-A -1 0 o 0 0 I _ 0
and |K(A)| = 5 - A2 -4 1 = 0
(3) Last reduction
14-A3 -14 6
"a*,, a*,,, a*,, dX4~
in which 10 0 0
D = M2CM.;' =
c-t-nt;:;]-.. C,=,-[_-; :]=e c, =-[:;]=-. 0
0
10
0 10
0
Thc eigenvalue equation in Ais then where C is given in (2) above and
(2 - AK-10) + (5 - A)(6) + (14 - A3)(-l) = 0 'c2, c22 c23 c24 lAai -.-.Aai -<\mA"2i -c-iJt-ix~
0 I0 0 0 I 0 0
and reduces to M, = MJ
0 0 10 ooio
AJ - 6A- + 10A - 4 = 0 o o o 1
0 0 0 I J
which is che same resulc as in (8.01/).
m a M M 1 M ~1 1 1 J
'Sfi
166 8.09 PRINCIPAL AXES, GENERAL RELATIONS Eigenvalue Equations W Eigenvalue Equations 8.10 PRINCIPAL AXES, PARTICULAR CASE 167
(a) Dlrection COSineS. Since the discovery of thc cxistence of principal axes by Euler, the directon
i) Statement Of probiem. The principal stresses and directon cosines ofprincipal axes ofthe stress
cosines of these axes have been calculated by the simultaneous solution of three homogeneous licld given by the normal stresses in ksi as
linear equations, = 10 ksi p = -5 ksi s.. = -5 ksi
T -Tp Tv and by thc tangential stresses
/ = 2 ksi / = 2 ksi /., = 0
Tit-TpJlYpJ Loj
shown in the adjacent figure are calculated by thc geometric
and one quadratic equation, method (8.09i).
(b) Principal Stresses are the roots of thc eigenvalue deter

where ap,6p,YP are thc directon cosines of the principal axes, Tp is the eigenvalue, and the minant (8.09a),
remaining terms are the components of the tensor T. As p 1,2,3, three sets of solutions are 10 - sp 0
required, each yielding six roots, from which the three applicable ones must beselected by means 0 {p = 1,2.3)
2 -5 - j. 2
of thc orthogonality condition. In actual enginecring problems, where small and large vales 7
are involved, the traditional procedure becomes quite tedious for hand calculations and is not 0 -5 - j
ven- efficient for machine computations (Ref. 8.02). which reduces to
si - 83*, - 230 = 0
(b) Geometric method. Physically, the matrix equation in (a) reprcsents a bundle of planes in and yields s, = 10.266 59 ksi, s, = -7.120 23 ksi, and s3 = -3.146 36 ksi.
aP,8P, Yf coordinates, whosc line of intersection s the principal axis. The directon normis of
these planes arc in the cartesian vector form, (c) Direction normis and dlrection cosines defined in (8.09>. (8.09c) are:
N = (7* - T)i + T + TXM (1) In terms ofs,, a, = 4
Nj, = 7;. + (T - T)j + 7;ck NM = -0.266 59i + 2j o, = 5.331 80 x |0-' a-, = 9.91080 x 10~'
n,, = 7:,i + t.,j + (r - r,)k N2I = 2i - 15.266 59j + 2k c, = 6.992 02 x 10_ )3, = 1.32107 x 10"'
and the vector of the principal axis Rp must bc normal to N3I = 2j - 15.26659k a*, = 4.035 98 y, = 1.732 42 x I0"J
N^.N^Nj^so that a,, = 4
(2) In terms of s2 ,
oU^
R = N,. X Na = Nto X N = N X N, N,2 = 17.I20 23 + 2j b., = 3.424 05 x 10 a. = 8.467 39 x lO'"'
Thus the vector product of any two rows of [T - AT,] selccted in eyelie order gives thc vector of Ny, = 2i + 2.120 23J + 2k c, = 3.229 88 x 10 ^3 = -7.248 18 x 10"'
thc respective principal axis.
N32 = 2j + 2.120 23k d, = 4.724 01 x 10 Y-, = 6.837 17 X 10"'
(3) ln terms of s3, 3 = 4
(c) Unit vector of this axis is, then,
N = 13.146 36i + 2j b3 = 2.629 27 *x 10 a3= 1.028 66 x 10"'
e, = Rp/Rp = o> + 6pj + y,k B, = -6.761 56 x 10"'
N23 = 2i - 1.853 65j + 2k c3 = 2.836 87 x 10
whcre Rp is the vector length which as a scalar is always positive and ar . /tJ,, y, are the desired a*, = 3.888 56 x 10 y., = -7.295 54 x 10-'
direccin cosines. Their closed algebraic form is chen N: = 2j - 1.853 65k
(d) Numerical check can be performed by

a = eos (Rp, X) = -f p
Bp = cos(Rp,Y) = --f Yp = cos (Rr Z)=-*-
e, e2 = axa, + 6,6-2 + YiY> = 0 (<f = 1.06 x 10"5
where in terms of Nlft X N2 e, e, = <x2a3 + 6,6, + Y2Y1 = 0 (* = 8-37 x l0"'%
T - Tp T,.\ IT.x - Z e-e, = a3ax + 636x + YsYi =0 ( = -54 x ur*
F \t T T \ ~ i T.. T..\ T., - Tp\ and also by any ofthe equations in (8.09a), such as
!
i, = +Va +b2p +c2 ! (s - s,)a, + tty6x + t,zY = 0 (e = 1.98 x 10"*

This geometric solution^ypasses th|rôiution of the-srmultaneousequations,-prevents the large L,,^ +isrr^s.J)82 + L.Y-, = 0 (c = 6.43 X lO"7)
number of round-otTerrors, and vicias the magnitudes of directon cosines and their correct signs
^cc3 + t(r03 + (5 - s3)Y3 = 0 ( = 1.47 X lO"*)
automatically by simple arithmctic. ; Jj
=w rra ' m ~j H '1
168 8.11 DIFFERENCE EIGENVALUE MATRIX Eigenvalue Equations %

(a) Difference matrix equation defined as
,-A -1 ~Xx "0"
x2 0
-1 a-A -1
-1 a-A -1 x3 0
9
-1 a-A -1 Xm-l 0
yields the closed-form eigenvalues

-l a - A_ x. 0_
SERIES OF
Xk = a - 2cos& {k = 1,2,...,a)
where
kn
FUNCTIONS
<t>t
n + 1
(b) Eigenvector correspondng to Xk is

Xt = {sn01,sin2d>i,sn3<p1,...,sina</)t}
and its components are independent of a.
(c) Example. For thc matrix equation

"4 - A - I X, "o"
-1 4-A -1 X-2 0
-1 4-A -I x3 = 0
-1 4-A -1 x< 0
-1 4-A_ X;, _0_

the eigenvalues in terms of* = 1,2,.... 5, a = 5,
4>x = 30 4>-2 = 60 <Ps = 90 <>4 = 120 05 = 150
are
A, =4^3 AT^l
A2 = 3 A7=^ A4 =5 AyHhV3-
and the eigenvectors in terms of the same <pk are
"| V3 1 V3 I
|Vi$ $V5 o -{y/3 -i\ft
1 0-10 1
2V5 {y/s o Vs -2V5
J Vs 1 -W5 2
/hichshows the ndependence of cigenvectors of a = 4.
"~! '" I i 1 '~~~i 1 '"'1 "I """"1
170 9.01 SERIES OF FUNCTIONS, BASIC CONCEPTS Series of Functions Series ofFunctions 9.02 POWER SERIES, BASIC CONCEPTS 171
(a) Sequence Of functions in x is a set of a functions ft(x),f2{x), ,/.(*> arranged in a prescribed (a) Power Series in the real (orcomplex) variable x is in the standard form
order and formed according to a definite rule. The sequence is finite if a < * or infinite ifn = .
atxk = a0 + a,x + a2x2 + + amx"
(b) Finite series Of functions is the sum of finite sequence defined in a < t as
where a0,ax ,a2,... ,am are real or complex numbers independent of * and a < for a finite
2/Ax) =/,(*) + /,(*) + +/0) = s(x) series or n = for an infinite series. Two nestedforms are shown n (1.07), and thc application of
nesting is presented below.
whcrefk(x) is the Ath function, a < , and *>(*) is thc sum.
(b) Example
(c) Infinite series Of functions is the sum of infinite sequence defined in a s v < as
" xk x x2 x* x"
y-= i +- + - + -+- + 7
0k\ 1! 2! 3! a!
2/*<*> =/.(*>+/*<*> = *-
where = and the sum S(x) may or may not exist (sec below).
-'('((')))-[ +']
(d) Regin Of convergence Of the series in (f) above s che sec of vales of the argument v for which -.+f(.+j(.+f(. +-+-3))-h]
the series converges.. That is, f
S,(x) = 2fk(x) and lim S(x) = S(x)

(c) Convergence and divergence. The power series in (a) isconvergent if
exists for a S x b, then che series s said to be convergene al all points of this closed interval. In hm = hm 1*1 = -77 < 1
I a.jr I I a, I r \x\
some cases, the regin of convergence is an open interval a < .v < a. which indicates chac ac thc
endpoints x = a, x = o the series is divergent. and is divergent if
(e) Uniformiy convergent series. If for any preassigned positive number e. however small, there lim
- I . I r |*|
exises an inceger A* such that
where r is a number (including 0).
\S(x) - Sn(x)\ <
for all a > Ar, then che series is uniformiy convergent, and if the sum of absolute vales of thc
same functions for any x in the regin of convergence is convergent, thc series is also absolutely (d) Interval of convergence ofthe power series in (a) is
convergent. -r<x<r
(f) Continuty. If the functions of the uniformiy convergent series are continuous in the regin of where r = lim
convergence of the series, then their sum is also a continuous function in che same regin. * *<*> la.
and r is said to be its raaVa ofconvergence. Thc series is convergent in chis interval and diverges
(g) DIfferentiability and integrability. A uniformiy convergent series of functions can bc outside this interval. It may or may not converge at the endpoints of this interval.
diucrcntated and/or integrated term by term in the reginof its convercence, and the sum of its
derivatives and/or the sum of its integris is equal to che derivative and/or s equal to the integral
of its sum, respeccively, so that (e) Examples. For thc series in (o),
r=lim l-^-l =lim l'^.J =M "00 <*<x)

mM-%m rn.H-i.>*] l.+ il -ll/( + OM
in a s x ^ b. (f) Unlform and absolute convergence. Thc power seres which converges in che interval a < x < b
converges absolutely and uniformiy for every valu o x withn this interval.
(h) Remainder. The dITcrence between S(x) and S.(x) o a uniformiy convergent seres is thc
remainder Rm+,,
(g) DlfrerentiabilityândintegrabilityÂ-power series can-be^difierentated and integrated term by
*,, = S(x) - S.(x) =/b+i(a) + /+2(*) + term in any closed interval ifand only i this interval lies cntircly withn the nccrval ofuniform
as shown in (9.03). convergence of thc power seres.
"~I ""I '"'"" I 1 ' ~~I 1 1 J 1
Series of Functions 9.03 REPRESENTATON OF FUNCTIONS 173

172 9.03 REPRESENTATON OF FUNCTIONS Series of Functions '
BY POWER SERIES
BY POWER SERIES (Continued)
(a) Standard Taylor's series. If the function y = f(x) is single-valued and continuous, has all (i) Gregory-Newton'S serles is the diflrence form ofthe Taylor's series, written as
derivatives up to d'y/dx" =/"(x) n a S x < a and the derivativef"~:[x) in a < x < b, then it
can be reprcsented in this interval by the power series in x as (x - a)A/(a) _,_ (x - a)2A2f(a) (x - a)3A3/(a)
/(*) =
=Aa)
/(a) +
V.k
+ ZTFi
2!AJ "*" qii.3
3!AJ
/w =/() +x-rf(*) +{jL-2T-fnw ++{jL-n-r-f,m'^ +*-

b!A"
(Lagrange's form)
whcre /?.+, S .
^TI)T(x"fl) where for * = I, 2,.... , A*/(a) is the Jtth forward diflerence of/(a) and A= Ax is the diflerence
(x n)"(x - a) (Cauchy's form) interval. The remainder
, (x - ar'A'*'/(i|)
are the estimated remainders and n lies in (a,x).
/?"+l S (a + 1)!A"+'
(b) Nested Taylor's series for/(x) is whcre n is the same as in (c). The diflerence form can also be extended to the MacLaurin's series
with a = 0. Both forms are particularly useful in cases where f{t\x) is avery involved exprcssion.
/(*) =/(a) +(*-) A[/W() +^=-j] +*,
=/(a) +(x - )[/ +^=-* [/"(a) +-^ [/"'(a) ++i^/-'(fl()]]] +*. 9.04 CONVERGENCE AND APPLICATIONS
where /t+, is the same as in (a).
(c) Standard MacLaurn's series is a special form of Taylor's series in (al for a = 0, written as (a) Convergence. The necessary and sulficienl condition for the series in (9.03) to converge at xand
to have a sum S(x) = f(x) is
f(x) =/(0) + -/*(0) +-r(0) + + -/'"'(O) + R..t Hm R+, = 0
n.
/"^'(i?) +I Ifthe series converges at x but

(Lagrange's form*
(a+ I)!* lim Rm+, # 0
whcre /?+, = <
/("+,'(f)
j (x r)mx (Cauchy's form) then S{x) f(x) and thc series does not represent completely and sufficiently f(x) in thc given
interval.
are the estimated remainders and n lies in (0,*).
(d) Nested MacLaurin's series orf(x) is

(b) Applications. The expansin of afunction in apower series is uscd for two practical purposes:
/M =/(0) +xA[/,4,(0) +~r]] +*.. (1) Development ofasubstitute function, which approximates thc given function in aprescribed
interval
(2) Numerical evaluation ofthe given function for acertain valu ofits argument
=/(0) +a[/(0) +X- [/"(O) + [/'"(O) ++;/""(0)]]] +/c,+l
where /?+, is the same as n (c). (c) Substitute function has in many instances several advantages over the given function:
(e) Modified Taylor's series. If/(a) is known and it is required to find che valu of/(a + a), whcre (1) Power series is apolynomial in *ofthc ath degree and as such is an algebraic (elementary)
A s a small ncremenc of a, then the series in (a) becomc ; function, representing a transcendental or a special function.
(2) Operations with these polynomials are governed by the laws of ordnary algebra, which
/(a +h) =/(a) +/ +|/"(a) +/""(,) +j +/ ' , +/f.+| makes them particularly suitable to dilTcrentiation and integration.
where /?+, = /(,,+"IaTî9a) tT<"0-<Tn

^d) Evaluation Of afunction by-the-powctJcrcsTor_A^fltaLn argument can be accomplished to a
(a + 1)! desired degree of aecuracy by using the appropriatc number ofterms (by using atruncated power
The nested form of chis series follows che pattcrn of (a). series).
.-t_
~J r "~1 "M ' ~~1 ' ' Ti i 1 ' 1
Series of Functions
9.05 EXPONENTIAL FUNCTIONS (Continued) 175
174 9.05 EXPONENTIAL FUNCTIONS Seres of Functions
(d) Nested serles ( = Ax,a = Ax ina)
(a) Definltlons ( = Ax, a = bx lna).
ys = a = e = a = e
Ji y*
whcre = 2.718281 828 (2.18), a,A= consunts = 0, Ina = natural logarithm oa, x = real
or complex variable. .-[-]-('-('-('-('--))))+"
10" i '

-=A[-n] =('-('+i(1+i(l+ +3)))+R-

3
.-L'-il-O-'-O-iO--;))))^-
1i "
**"' 2"'
whcre /?,+,, rt.*+l are thc respective remainder estimated in (c).
le) Small argument. The numerical evaluation ofthc series in (c), (d) is theoreucally possible for all
vales of Ax; computationally, the respective series becomes inconycnient for u> 2 and v>.
-i ii i The range of practicality of these series is given in (/) by thc number of terms required for 100
aecuracy and the respective remainders.
(b) Derivatives and integris (a = 1,2,...).
(f) Range of practicality
d"y
b"e" 0.5<sl Ks2 2<uS3
Range OSs0.2 0.2<s 0.5
dx" o o
12 17 22
a 7 9
f?-(-r>-
dx o o
t
R.+i 8 x 10'" 4 x 10"' 4 x IO-'0 3 x 10"l0 5 x IO-'0
11 15 IB
n 6 9
4 X 10"l0 8 x I0"9
//-w-?['-;i5]
e
>3 2 x 10"'- 1 x 10"" 7 x IO"10
- = v a x *..
dx" o o
The same ranges apply for a*', a"\ where ais rcplaced by v= Ax ln ain the table above.
ax (g) Large argument. For 2< Ax = 10 or 2< v= 10, the vales eb\ a*' arc calculated as
," = e"*< = ,-V a*' = e* = a+' = V
(c) Standard series
where M,N = integers and c,d = fractions (c < l,d<.\). ln thcse formulas
JL a u a a
(0 < a < *) e
.u
= eee-e
>'
o*! 1! 2! !
Ai times
-f^=1- +!-...(-i)^ +/?:+1 (-00 < i < 0) and /,' are computed by (c), (d). The same applies in cases ofnegative arguments.
" o *! 1! 2! K ' !
(-b)"+i (-y)""*1 , (h) Example
where ^ R, ;$.
(a + 1)! (a + 1)!"" ( + D! ""' < * )! " ^s.6789 _ ^s^.6789 = 292.627 362 7
and 5., S? is the sum ofa terms of thc series preceding rt,+l, R^, rcspcctively, where eh = 148.413 159 I, and by the series c.' 12 terms tMna = 1.971 707 660.
(0Sr<) (i) Very large argument. For Ax > 10, a> 10 t.e logarithmic resolution ofthe argument must bc
^-2f-'*S*5
*-*! 1! 2! +- +h +~> used. *
-l^Tr-<-'>^-= .*<Lt_aS.D)_
where ln 10 = 2.302 585093, M is an int.gcr, and c,d ^fractions {c < \,d< \) so that
where .+,,/??+, have an analogical meaning. M + c = Ax/(ln 10), d = c ln 10. j
3^^^^^^ =i m I 1 "i '1
176 9.06 LOGARITHMIC FUNCTIONS Series of Functions '& Series of Functions 9.06 LOGARITHMIC FUNCTIONS (Continued) 177
(a) Definitlons (d) Nested series (w =7^)

y, = \nx ^3 = ln(l +x) ^5= ^g*
y2 = ln (a + x) ^4 = ln(l -x) y6 = log (a + x)
when ln ( ) = natural logarithm, log ( ) = decadic logarithm, a = constant = 0, and x = real or

complex variable. ln(a +x) =Ina +2u> A[TT^ +*]
=.na +2ta(l +u>2( +*-tj +*{\ +''+2^7)))) +*-*
loS(1+*)=in^[;-*l
Ina 2ia 7 f__l . 1
where Rn4-x,RZ+x are thc respective remainders estimated in (c).

(e) Very small argument. The first series in (a) converges very slowly, and its practcal application is
limited to thc regin -0.25 = x S 0.25. Thc tablc (/) gives the number oftcrms required for
(b) Derivatives and integris (a = 1,2,3,...)
10D aecuracy and thc respective remainders.
fjt _(-!)"(- ')' (f) Range of practicality of ln (1 + x) series ^^^
a*x" x"
0 < M s 0.05 0.05 < |*| 0.15 0.15 < M ss 0.25 0.25 < |*| 0.50
Range
fV f x" Taln (a + x) A l "1
a**" (a + x)"
//-/.v,(rfx)" =-[-^ -j 26
ln(l +x) 2 x 10"

5 x 10" 2 x 10"
.. 1 x 10"
d% _ (-!)-(, -l)!logr ff f = __ /a_lnx _ _, _1_\

F" x" JJ J'M ' a! InlO l a! ,*/ (g) Small argument. For 0.25 < |x| 2= 1thc argument 1+ x is modified as
A-6 (-ir'(-i)!iogg
F" (a +x)**
f'f
JJ
f, a.r
J** ' "nllnloL
*' fnl" " +3:)
a!
f '1
U'J
In[2(^yi)] =ln2 +ln(l - c)
(a + x)
where ln2 = 0.693 147 180 6 is given in (2.20) and c = (1 - x)/2.
(c) Standard series
(h) Example
" 6xk x3 x5 X** / 1 - 0.789\
(-1 <x < 1)
,n(,+x) =1?,T =x-? +T-"'7"^+ ln 1.789 =In2 +ln 1^1 J
ln (a +x) =Ina +2 ^=i- =ln a+2^ +y ++) +/?.%, (" <x<) = ln2 + ln(l - 0.1055) = 0.581656804 5
where c = 0.1055,
where a-=(-l)"+l 0 = (-l)4 2a + x

ln(I-c) =-c(l+c(l +^ +c(i+-+^))) =-0.1.4903760
and R,+ x =S *.%. = *
2a - 1
(i) Large argument. Thc second series in (d) can be used very efiiciently for thc cvaluation of
ln(a + x) if a + x > 1 by thc following reduction.
lir(H^r) ln.la + x) , _, , w,-,
iog(i +x) = ;;,n
InlO
' H<si) iog(a + x)= , lft
InlO
F^j--0*) I i ln (a +x) =ln ["tj^T)] =^'" 2"+T^^"+-?)
where the series for ln (1 + x) and ln (a + x) are given above and ln 10 = 2.302 585 093. where M.N&re integers, c is a fracion (c < 1), and ln2 = 0.693 147 180 6.
"M 1 ' "1 1 1 " 1 J "1 1
Series of Functions 9.07 CIRCULAR SINE AND COSINE (Continued) 179

178 9.07 CIRCULAR SINE ANDCOSINE Series of Functions %
(a) Definltions (u = ax)
(g) Equivalente used in the cvaluation of higher derivatives and mltiple integris of sinax and
cosax in (A) to (j) below are
yx = sin ax = sin u y2 = cos ax = cos a a = order ofderivative ormultplicity ointegral A= (-I)"" fl = (-1)
where a = constant # 0 and x = real or complex variable. A-=1,2,3,... *>* = (*a)"sinAax C4 = (Ara)" cos *ax
1 1
(h) Derivatives ofsin"ax
i i
<i"(sn' ax)/dxm
1
i- i sin'ax neven
n odd
i >
II
AS, -BC,
sino*
..__!
i
L_
filil;'/' \
T.1S/J sin2 a*
2Cl -I*
sin5 ax -^(5,-35.) -f(C,-3C,)
4
(b) Standard and nested series (- < a < =) 4
sin4 a* j(C4~4Ca) f(S-4J

,(2*-D!" V 2-3\ 4-5V (2a-2(2a-l)^ sin* a* ji(s-553+ 105.) 4(C%-5C,+ I0C,)
16
_ - -' _ / _ Jfl / _ jrl / fj \\\ _ aJ?.

- ,(2-2)!"V 1-2V 3-4V (2a - 3.2a - 2))))
/?.? =5
(i) Derivatives ofeos"ax
where a = (-I)"*' 0 = M)**' "
and "2.+ . - (2b
**.* (.,B + i,i
n, "2- - (2n),
(Ticos* ax)/dx"
(C) Small argument. Numerical cvaluation ofthe series in (r) is theoretically possible for all vales of n odd
a; computatonally, their practical applications are restricted to -jr/2 u^ n/2 as shown in (a*).
AC,
(d) Range of practicality ofsine and cosine series
le
Range 0 S \u\ 0.3 0.3 <\u\s> 0.6 0.6 < \u\ 0.9 0.9 < \u\ < 1.2 1.2 <\u\ =s | - (C, + 3C.) f(A\, +3S,)
4
4
n 4 5 6 7 8
j(C,+ *C2) <5 +4s)
sin u
5X IO"" 1 X 10"' 4 x 10"" l x 10"" 1 X 10"'
^2+l
4 5 6 7 8
4(CS +5C, + I0C.)
lo
(S, + 5S3 + IOS,)
16
n
cosa
6x 10"" 4 x 10"" 5 x 10",0 1 x IO-"* 7 x 10""
*1
(e) Large argument. For |a| > n/2, the reduction of the argument to the small argument discussed (j) Integris of sinaxand cosax
in (c), (a*) is obtained from thc following relations, in which A= 0. 1. 2 :
sin a = sin (kn + ) = (-!)*sin v cos a = cos {kn + r1= t-1 )* ros v -fxudx)" (n>\)
(f) Example. If a = 35.678, then 35.678/* = 11.356 660 12 and A= 11. anc r = 0.356 660 12*. n odd
The range in {d) requires a = 7, and j /(*)
sin 35.678 = (-1)" sin 1.120480813 r. +V( (")""' I ?[cos- ^ ( 1) m)l\
0 -(' -(' ^Fr^rT''^ri)MT'Vl ?[eo,- ^ (-D (2Jt),j -?l.s,n<"+ , ( U(2A-I)!j

= -10.900 309819 9+ (<4 XIO"'-)] , 1
wm mm i *
Series of Functions 9.08 HYPERBOLIC SINE AND COSINE (Continued) un

180 9.08 HYPERBOLICSINE AND COSINE Series of Functions
(g) Equivalents used in che evaluacin of higher derivatives and mltiple integris ofsinhox and
(a) Definitions (u = ax) coshax in (a, i,j) below are:
V, = sinhaa = sin a = \(e' e~") | y2 = coshax = cosh u = h(e" + e ") n = order of derivative or multiplicityof integral
A= 1,2,3,.-- Sk = (ka)" sinh kah C, = (A-a)" cosh kax
whcre a, x arc thc same as in (9.07a).
(h) Derivatives of sinh*ax

(/(sinh* ax)/dx*
n odd
sinh* ax n even
sinh ax s, c,
sinh' ax k. i.
2 "
sinh ax iA - 35.) i(c, - 3C,)
- -I.V,,)
sinh av
A - 4C,) i*
(b) Standard and nested series (- < u< ) - 5(7, + 10(7,1
sinh ax
* - 5S, + IOS,.) B*
sinh ax = "_iy =(' +^ (' ++. 5V+" ' +(2n - 2)(2 - 1 + 2,-1
+ /??. (i) Derivative ofcosh"ax

cosh ax = 2 -e. 12* rgj =(' +fl I' +3~4 V++(2, - 3.(2n - 2)
(/(cosh* ax)/dx"
2a-"* "a n odd

cosh* ax 71 oven
whcre R-2+i ', #?.

3(2a - 1)! 3(2 - 2)! S,
cosh ax c,
(C) Small argument. Numerical evaluacin of che series in (A) is theorecicaUy possible for all vales cosh"ax
^ i*
ofa; compuutionally, their practcal applica.ions arc rcscnc.ed ,0 -3 * u* 3as shown in ()
below. cosh3 ax i(C, + 3C,) i* + 35,)
4- 4.)
(d) Range Of practicality ofsinh and cosh series cosh1 ax i& +fc tf
Range 0 < |u| 0.2 0.2 < |ii| S 0.5 0.5 < |u| s 1.0 1 ;. < \u\ < 2.0 2.0 < \u\ s 3.0
cosh' ax ((% + 5(7, + I0C,)
1() ' * + 5.V + 10",)
8 10
3 5 6
n
sinh u 1 x IO-10 3 x 10-'" 2 x 10"'

1 x 10"'-' 1 x 10""
/J.+I
6 9 11 (j) Integris of sinh axand coshax
n 4 5
cosh u
2 x 10"'" 4 x 10"" 3 x 10""
6 x 10"" 2 x 10""'
*?
Jf.>...,-
o
(e) Large argument. For 3 < \u\ < 20. n odd

A*
sinh a, = le*** " e"1'") C0Sh<W = l('"*' + "",'_'1 nh ax j
n /..v-.'i-i
(ax) i (ax)1"
coshax- ' v )
(2t)!
where A/ = integer, c = fraccin (r < 1), and eM", e~M" arc evaluatcd by (9.05). sinh ax
.fiC- IV
_ y W*] s.nhax- (24 _ ()!
(f) Very large argument. For || &20. che contribucin of r becomes insignificant, and cosh ax cosh ax
,_, (2*)! J
Sinh< mcoshax = he" and che evaluacin is done again by (9.0?:'.
1 ~1 ' "I "" "1 ' '"" ~J
Seres of Functions 9.10 HYPERB0LIC TANGENT 183

182 9.09 CIRCULAR TANGENT
(a) Notation (a = Ax) , 1
(a) Notation (u = bx).
*=(-!)-' fl = (-ir'
Bk = auxiliary Bemoulli number (2.22)
ak,Ak, fl* are defined in (9.09) *' /lili1'
(b) Definition 1 >:lllS! I ,
F
V
- unh \ -1
y = tan bx = tan a (b) Definition
where b = constant and x = real or complex variable, v = tanh bx = tanh a
(c) Standard and nested series (-5* < a < n) where b = constant = 0 and x = real or complex variable.
4'(4* - 1)
tanix = ata21-' =a+a2a3 +a,5 ++a.a2"-' +R.+, * = ^rrr,
(2A-)! **
(c) Standard and nested series (-x < u< \x)
n-i
= A [I + Aku2] = a(l + A2u2(\ + A3u2(l + + Anu2))) + /?,., /i, =

a*-i tanh bx = â2*"1 =- a2a:l +a3a5 aa.u2"-' - ar/?.+l
*-i
where /(., < a.a2""' and the numerical vales ak and Ak are tabulaced below.
= [1 ~ Aku2] =a(l - 2a2(l - A3u2(\ Amu2))) - or/t.+,
"* At
0.008 863 235 5 0.405 278 591 7

whcre Rm+l < a."2""' and the numerical vales ak and .4* are tabulatcd in (9.09c).
1.0000000000 1.0000000000 6
0.333 333 333 3 7 0.003 592 128 0 0.405 284 052 3
0.333 333 333 3
0.133 333 333 3 0.4000000000 8 0.001455 834 3
O.O0O59O027 4
0.405 284 6391
0.405 284 722 3
(d) Small argument. The numerical evaluation ofthe series is theoretcally possible for all vales of
0.053 968 253 9 0.404 761 904 4 9
10 0.000 239 129 1 0.405 284 737 6
in the interval ofconvergence; computationally, the series becomes inconvenient for |a| > 0.5 as
0.021869 488 5 0.405 228 7582
shown below.
(d) Small argument. The numerical evaluation ofthe series is theorecicaUy possible for all vales ofa 0< M o.i 0.1 < \u\ 0.2 0.2 < \u\ 0.3 0.3 < H < 0.4 0.4 < |u| 0.5
in its interval ofconvergence; computationally, the series becomes inconvenient for |a| > 0.5 as Range
8 9
shown below. R 4 5
lanhu
2 x 10"" 1 x 10",0 1 x 10"' 1 X 10",0 4 x 10",0
0 \u\ 0.1 0.1 < H 0.2 0.2 < |u| 0.3 0.3 < \u\ 0.4 0.4 < |u| x/4 R.+i
Range
5 6 8 11
R 4
tan u
2 x 10"" 1 x 10"' 5 x 10"'" 1 x 10"l0 4 x 10"' (e) Intermedate argument. For |a| S 1.5, the continued fraction
.i
u
tanh u = 75 -
(e) Intermedate argument. For || ^ 1.5, the continued fraccin 1 + u
3 + a2
I -a2 5 +
3 - u2 oflers a very efficient computational model in which A" is the last integer uscd (A' - 1, 3, 5,...),
5 -
1.3 < H 1.5
oflers a very efficient computational model in which A' is the last inceger used (A' - 1,2,5,...). Range 0.5 < M 0.7 0.7 < |u| 0.9 0.9 < |n| 1.1 1.1 < \u\ 1.3
13 15
0.5 < \u\ 0.7 0.7 < M 0.9 0.9 < M l.l 1.1 < |u| 1.3 1.3 < tul 1.5
Range t.inhu
5 x 10" 3 x 10" 2 x 10" 3 x 10"
"Af+a
4 x 10"
13 13
5 X 10" 3 x 10" 2 X 10" 3 X 10"

4 x 10"
(f) Large argument. In case of|a| > 1.5, thc function can be expressed as
(f) Large argument. For |a| > 1.5, thc reduction of the argument co a small argumene is obtained
from thc following relations. tanh a -=-
e" + e +~r
[(4* 4- 1) fu] =un [(4* +3) f.] =j^. tan [(4* +2> 1] -Can [(4* 4- 4) fu] whcre e~2' iscomputed by the procedure introduced in (9.05). If|a| > 10, tanh a as 1.
1
184 9.11 INVERSE CIRCULAR SINE AND COSINE Seres of Functions Seres of Functions 9.11 INVERSE CIRCULAR SINE AND 105
COSINE (Continued)
(a) Notation (a = ax) .
1
(g) Negative argument
a=l ifo>0 a=l+ifi><0
V
(2A)I . ak
1
j"". )
arcsin (ax) = arcsin (a) = arcsin a = {-X + arceos a
At = ! "
k 4k(2k + 1)(A!)2 -i \
arceos (ax) = arceos (a) = x arceos a = jt + arcsin a
"' '/r "
(2k)\
Ck =
Ck 8*(2A + 1)(A!) Ls
The numerical vales ak, Ak,ck, Ck are tabulated in (A) (h) Table of constants
(b) Definitlons k * Ak ck c,
1 0.166666666 7 0.1666666667 0.083 333 333 3 0.083 333 333 3

yx = sin" bx = sin"' u arcsin a = \n arceosa 2 0.0750000000 0.4500000000 0.018 7500000 0.2250000000
0.044642 857 1 0.595 238095 2 0.005 580357 1 0.297 619047 6
y2 = cos" 1bx = cos" 1a = arceos u \n arcsin a 3
0.680555 555 6 0.0018988715 0.340 277 777 8
4 0.030 381944 4
5 0.022 372 159 9 0.736 363 636 3 0.000699 1299 0.368 1818182
where b = constant = 0 and x = real or complex variable,
6 0.017 352 764 4 0.7756410256 0.000271 1369 0.387 820 5128
(c) Standard andnested series (-1 < a < I) 7 0.013 964843 7 0.804 761904 8 0.000 109 100 3 0.402 380952 4
8 8.011 551 8009 0.827 205 882 4 0.000045 124 2 0.413602 9412
9 0.009 761 609 5 0.845 029 2398 0.0000190656 0.422 514 6199
sin a = X a4a21 +l = a + a,a3 + aaa5 + + a.u'2n+l + fl,_ 10 0.008 3903358 0.859 523 809 5 0.000008 193 6 0.429 761904 8
k-0
(I) Example
where fl.+1 *^ (* *J)g)"

'2a + 2\/a\2"+s
and arceosa = \n arcsin a arcos 0.9 = arcsin 0.9 with a = I - 0.9 = 0.1 by (e)
(d) Range of practicality s restricted to |a| < 0.5. = V2(I + 0.IC,(l + 0.1 C3( 1 + O.IC3(l + 0.1C4(1 + 0.IC,))))) + /?
= 0.4510268118 and R6 < 1 x 10"'"
0 |u| 0.1 0.1 < || 0.2 0.2 < \u\ 0.3 0.3 < |u| 0.4 0.4 < \u\ 0.5
Range
8 10
(j) Continued fraction
3 x 10" 4 x 10" 2 x 10" 2 x 10" 4 x 10"
^+i
aVl - a2
arcsin a = A.
(e) Auxiliary standard and nested series (-1 < v < 1) I - 1 2a2
3 - 1 2a2
w=-2 - V2I\ +
*-i
cku")' =f2 - V5(l +c,a +c2a: +cmu" +Rm+X) 5 - 3 4a2
7 - 3 4a2
=fE _ -^ [i +Ctu] =- - V[| +C,a(l +Ca l +---+Ca))) +i?.+,l
2 -i 2 9 -
0 /2a - 1\
oers a very simple and elficicnl model for small vales of a in which A' is che lase inceger used
where R ^. ^ )" and arcos; = >T - arcsin v. ..V = 1, 3, 5,...) as shown below.
"+l 2a + I \ a /
(f) Range Of practicality ofthis series is rescricted co -1 < v < -0.3 and 0.5 < v < I. Range 0 |u| 0.1 0.1 < |u| 0.2 0.2 < |u| 0.3 0.3 < \u\ 0.4 0.4 < |u| 0.05
N II 11 13 13 15
Range 0 |u| 0.1 0.1 < \u\ 0.2 0.2 < |u| 0- 0.3 < \u\ 0.4 0.4 < \u\ 0.
arcsin u i
9 ".V*J l X 10~" I X 10"" l^x 10"" 2 X 10

11
5 x 10
n 5 7 8 9
arcsin (1 u)
R.+, 1 x 10""'. 7 x 10"" 2 x 10"'" 7 x 10",0 8 X 10",0 ; The same fraction may bc used for the evaluation of arceosa by means of che relation in (A).
1
:M >v:"l ' 1 "~~1 1
Seres of Functions 9.12 INVERSE HYPERBOLIC SINE AND 187

186 9.12 INVERSE HYPERBOLIC SINE AND COSINE Seres of Functions v.
COSINE (Continued)
(a) Notation (a = bx) (h) Range of practicality of logarithm transforms in (e,) (f) is shown below
ar-M)"*' 6 = (-D* 0.8 < M < 1.0 1.0 < \u\ < 2.0 2.0 < |i>| < 3.0
Range 0.4 < |u| < 0.6 0.6 < |a| < 0.8
(2A - l)2 (A - 1)(2* - 1) 15
Ct = 10
** 2A(2A + 1) 2A2
arcsinh u 2 X 10"
1 X 10" l x 10" l x 10"' 4 X 10""'
Rm+X
(b) Definitions
h'' i
yx = sinh"' ax = sinh-' a = arcsinh u= ln (a + Va +1) arccosh u

r:+x
I x 10" 7 x 10"
y2 = cosh'1 ax = cosh"' u= arccosh a = ln (u + Va2 - I)

where b = constant # 0 and x = real or complex variable, (i) Large arguments. For - < a < -3, 3 < u<
(c) Standard and nested series (-1 < a < I) arcsinh a = ln2a + a"2 A 11 "" Cku~2]
arcsinh u=u^ r, _ ^] =(I - A2u2(l - yt,2(l -4B2))) " "*.. = In2a + >"2(1 - C.a-2(1 - C3a-*(1 C.a"2))) - aR.+,
1 (2n + 2ya^, arccosh a = ln2a - 5a"2 A ll + ciu~2\ *-2
where *+l ^ 4.+1(2n + 3) \H+\)U "

= In2a - \u-2(l + CaiT2(l + C3u~2(} + + C.a"2))) + R.+x
(d) Range Of practicality of this series is rcstricted to |a| s: 0.4. (2a + l)!a2"+'
whcre *+1 -4.+,[(2n + ,),,*
0.1 < \u\ 0.2 0.2 < |u| 0.3 0.3 < |u| 0.4
Range 0 |u| 0.1
i) Table of coefficients
arcsinh ti x 10" 2 x 10"
3 X 10" 4 X 10"
.+ , 5 6 7 8 9 10 11
* 2 3 4
(e) Logarithmic transform of arcsinh ufor 0.4 <|a| <3, wich r, =+V"2 +1- 2and wx - Q
1-3 2-5
3-6
37
4-8
4-9
5- 10
511
6 12
6- 13
7-14
7
8
15
16
8- 17
9- 18
9- 19
10-20
10-21
11 -22
2-4
vx/(4 + vx), is
arcsinh u = ln (a + Va2 + 1) = ln (2 + a,) Both series converge very rapidly, and only a few terms are required for 10D aecuracy.
(k) Example. With n = 4 and ln20 calculated by (9.06),
=ln2 +2wx{\ +X(l +X(l +V( ++27~T"'')))) +*+'
arcsinh 10 =In20 +^(1 - i(10)"2(l - ^(10r2(l - i(10)"2))) +R>
4
where Rm+X ^
2a + 1 = 2.998 222 950 3 and rt5 = 0
(f) Logarithmic transform of arccosh o for l< |a| <3, with i, =a+Va2 - l - 2and w2 - For 10000 < |a| < , arcsinh |a| = arccosh |a| = ln|2a|.
v2/(4 + v2), is (I) Continued fraction
arcosh = ln (a + Va2 - 1) = ln (2 + 2) Vi + u2
arcsinh a =
I-2a
=ln2 +2^(1 +\wt(l +W2(l +W(l +"-+_ ?")))) +**' 1 +
3 +
1 2aJ
3 4aJ
5 +
3 4a2
whcre /?,+., ^ 7 +
2a + 1 9 +
(g) Example. With a = 2. v2 = V3. and ta2 = 0.302 169 479 3, oflers again avery simple and efficient model for small vales of a[0 < |a| =s 0.5], wh^re Nis the
last integer used.
arccosh 2 = in 2 + w2(l + K( + fÎO + ^d + "' ' + ft** + *
(m) Example. With A* = 1.3,5,7,9, 11, 13, arcsinh 0.5 =0.481 211 824 3+8XIO"'0 \
= 1.316 957 897 + 0
"r^" a î ~i i 1 1
Seres ofFunctions 9.13 INVERSE CIRCULAR AND HYPERBOLIC 189

Seres of Functions '
188 9.13 INVERSE CIRCULAR AND TANGENTS (Continued)
HYPERBOLIC TANGENTS
0.8
(a) Notation (u = fcr)
1 (e) Example. With a = 0.8, sx = -==, <, = 0.375 304 952 4, and a = 9.
' Vi + 2
^s
arctanO.8 =f- V^l +j^,(l +g^<,( +"" +JT^'.))) +*
6=(-\)t+t
jps
II
s<^\ X
= 0.674 740945 l and Rw < 2.6 X 10-9
(b) Definitions (f) Large argument. For |a| > 1 only arctangent can be considered, and in I < |a| < 3 the
transformation introduced in (d) yields good results. For |a| > 3,
yx = un"' x = tan"1 u= arelan a
j,2 = tanh-1 bx = tanh"' a = arctanh a B
..-?-s
2 *f,(2A- 1)2*-
where a = constant * 0and x = real orcomplex variable. * l J 1_ x - R.+X
(c) Standard and nested series (-1 <a< l). ~2 a + 3s 5a5 (2A - l)a'
1 _i i 2A-3 -I
- /32'- _ _ _3 _s _ - aR.. _2 aAL (2A-l)a2J
arctana= 2,^r-- 3 + 5 2a - 1
=[-|^-'] =('-7('-M'- -^T"')))-^ "2 V 3a2 V 52V (2n-\)uJ))

where the sign on/2 is + for a 2: 3and - for a s: 3. The remainder is cscimated as
+ + R..
arctanh a = 2 _=+-+-+
2a - 1
*f,2t-l 3 5 2a - 1
*+, = (2a + l)'-,"+'
-'+lr^H'+iO+H' +^7"')))+*- and the rapid convergence of the series is shown below.
3 \u\ 5 5 < |a| 10 10 < M 20 20 < |u| 50
Range
whcre /?,+,=
2a + 1
(d) Small argument. Thc range of practicality of thcse series is -0.5 aS0.5. K+i 7 X 10" 7 x 10" 8 x 10" x 10"
0.4 < |u| 0.5

Range 0 < || 0.1 0.1 < \u\ 0.2 0.2 < H .3 0.3 < H 0.4
For |a| >50, arctanu =- - - (\ - J-
8 10 13
arctan u
or
2 X 10" 2 X 10"
arctanh u "i 1 X 10" 6 X 10" 8 x 10' (g) Continued fractions
a
arctanh a =
arctan a = :,
For thc rcmaining vales in 0.5 < || < 1.0. the transformador.* 1 -
1 +
O)2 (2a)2
3 -
arctan u = arcsin
u
= arcsin ,
3 +
(3u)2 (3a)"'
5 -
Vi + " 5 +
7 +
7 +
-fE-VgTi---
"2 (2*-S)a,> 1-*..
V2/,AL1+4(*-l)(2*-l)J
are limited in their practical application to 0< |a| S 0.5 as shown below where A' is the last
integer used.
arctanh a '.= arcsinh = arcsinh j 0.3 < |u| 0.4 0.4 < \u\ 0.5
0.1 < |u| 0.2 0.2 < |t<| 0.3
VP-7 Range 0.0 < |u| 0.1
15
! ; r 2A - 3 .,1 _, II 13
=in2 +2,A[i+<;J +*:+l arctan u
A* 7 9
4 x 10"" 5 x 10"" 7 x 10""

5 x 10" '* 3 x 10""
Rs+2
19 19
9 11 13
with /, = 1 ," Sx and t2 f| + Vi + s2x + 2
S'
arctanh u
2 x 10"" 3 x 10"" 3 x 10""
i
R\*-2 0 5 x 10",s
ofler a rapid evaluation.
m I 1 r -~
^
Seres of Functions
9.15 PARTICULAR PRODUCTS OF POWER SERIES 191
190 9.14 ALGEBRAIC OPERATIONS Series of Functions
WITH POWER SERIES (a) Notation
_ (V2")*cosA0 (-yfo'cos*
(a) Summation theorem. Two power series in xcan be added or subtracted term by term for each a.b consunts > 0 A/M
A!
Nxx A!
valu ofx common to their interval of convergence. (V2)'sinA4> (-VS)' sin A0

M, A!
akxk bkxk =(ak bk)xk b (V*2")'4'sin(A 4- 1)0 (-V/2)'*'cos(A4- 1)0

o = arctan Asji = A!
Their sum is a ncw power series in x which converges at least in the common interval of a
(\^)*'cos(A -I- 110 (-V2l'*'sin(A4- 1)0

convergence of the two series. 0= i* W.. i!
(b) Multiplication theorem. Two power series in xcan be multiplied term by term for each valu ofx (b) Winkler's functions of the first kind (- < x < )
common to their interval of convergence.
. ^ vfac*)1 sin (0 + kto)
V ()'
tf*> eosAa*
co t" (cos* 4- sinbx) = j Jj
t cos ex = 2/ 7T
(akxk)(bkxk)=ckxk -o
A (exf sin Aa
*
V2(rx)' cos(0 + Aui)
t" sin bx = j r "* (cos 6x - sin bx) = 2
Their product is a ncw power series in xwhich converges ac least in the common interval o i-o *
convergence of the two series. The coefficients ck of the new series arc defined by the following " cosax = 2 A/,j(a*) e"(cosax + sin ax) = 2 M3(ax)
k-o
matrix equation. k-0
e" sinax = 2 /..mO*)* e" (cosax - sinax) = , M4Ji(ax)
(c) Winkler's functions of the second ( < x < *i

a2 a, a
^ <-)'coito _ , . + . .. _ f V2(-r*) eos (0 +kw)
a- a, a, a ,-"co$bx = >) J
rr~

k\
' (cos** + smb*> - k-o
2j Ti
a4 a3 a2 a, a0 V^(-)' sin(0 4- A<a)
(-cx)1 sin Aa> t " (cos bx - sin bx) = 2/
a5 a4 a, a-. t~" sin A* ~Zj
k-0
A!
/"" cosax = 2 A?i^(<) "(cosax + sinax) = 2 A'j^(ax)

i-n
(C) Divisin theorem. The quotient of two powcr series in x in their common interval of ~" sindar = 2 A*iji(ax)
i-O
e~"(cos<ur sinax) = 2 A',.i(ax)
convergence,
(d) Factors
t akxk
MXJ Mi.t A'i,
bkxk 4" O
O
is anew powcr series in x, and its interval of convergence -if any) cannot be determined from the 1/1! 1/1! -l/l! 1/1!
-2/2!
interval of convergence of the two series. The coefficients d. of the new series are defined by thc O 2/2! O
2/3! 2/3!
-2/3! 2/3!
following matrix equation. -4/4! O
-4/4! O
4/5! -4/5!
-4/5! -4/5!
O 8/6!
O -8/6!
a, -b, -8/7! -8/7!
8/7! -8/::
16/8! O
a, -b-, -a, 16/8! o
-16/9! 16/9!
16/9! 16/9!
a, b3 a. i O -32/10!
O 32/10!
4 b4 3 2 ~bi 32/11! 32/11!
-32/11! 32/11!
-b, -64/12! O
-a*-b,,-b4 ^j T^ -64/12! O
64/13! ^64/13!
-64/13! "=647131
O 128/14!
O -128/14!
-128/15! -128/15!
128/15! -128/15!
where each dk is evaluated by using che preceding dk_, . </,_: ,dx,da.
i'im
Mi I I
192 9.16 TRANSCENDENTAL OPERATIONS WITH Seres of Functions Series of Functions 9.17 TRANSCENDENTAL FUNCTIONS 0F 193
POWER SERIES POWER SERIES
(a) Exponential theorem. If 5 is a powcr series in x. such as (a) Notation a = constant > 0 /} = auxiliary Bcrnoulli number (A.12)
<44_, cos r;r [i/' tan ax\
S = aQ + a,x + a2x2 + a3x3 + = 2 **' Al ~2*(2* - 2r)!(2r - 1)! Ift-SU
(2A)(2A)
Y /Jj-.sin r;r 41
^ = 77 S4
/,J "*S*(*- r)l(r- I)! (2A)(2A
(4' ~
then e5 = e" 2 <S a.2 ^
rr,A(* -r)t(r- I)! 2A)(2A
where < = 2.718 281 828 (2.18), c0 = 1, c, = a, , and for A > 1. (b) Exponential functions (A = 0,1, 2,.... = a;
/ u1 4b' 31u6 , .,, \ (-,< <=c)
u- 3b' 8hs
or in matrix form, 4- Z),B* 4- (-< <x)
- -
1
1 u2 3' 9a* , (-* ,
3! " S"
0 1.000 000 000 (+00) 1.000000000 (4-00) 1.000 000 000 (+00)
31 1!
4 - 3a, *3,,'
4!
i
4! '
''< 1 -5.000 000 000 (-01) 1.000 000 000 (+00) 1.000 000 000 ( + 00)
4! 2 1.666 666 667 (-01) 5.000 000 000 (-01) 5.000 000 000 (-01)
3 -4.305 555 556 (-02) 0.000 000 000 (+00) 5.000 000 000 (-01)
91 1!
4! 3! 3.750 000 000 (-01)
- 4a., 1 9.399 801 587 (-03) -1.250000000 (-01)
ar 7T4fl4 r:o3
.t!
1'.
5! 5! 5! *
5 -1.806 657 848 (-03) -6.666 666 667 (-02) 3.333 333 333 (-01)
J L 2.458 333 333 (-on
6 3.138 799 536 (-04) -4.166 666 667 (-03)
(-01)
Thc coeflicients ck of thc ncw series, which is convergent in the same interval as S, arc evaluatcd 7 -5.016 685 851 (-05) 1.111 111 111 (-03) 1.902 777 778
7.470 220 791 (-06) 5.381944 444 (-03) 1.373 263 889 (-01)
by using thc preceding ck.x,ck.2 c,. c,. t
1.763 668 430 (-01) 1.132 082 231 (-01)
9 -1.046 251 198 (-06)
(b) Logarithmic theorem. In tcrms of5 defined in (a) above,

(d) Logarithmic functions (A = 1,2,3,..., u = ax)
17b"
ln(S - a0) = 2 ***
! - '.'.-;. ;-,45 =-.;;;, : - )
' 2520 <+
U 0, -(? +iiO +2oB+ -+* +-
1 *"'
< = ~ 7 2 rA-rC< l(,aB) =lnB +(-
tu~
+-7b' +
62b"
+ +/>-_ ,. + (-hn 6C> 666 667 (-01) 3.333 333 333 (-01)
1 (-01)
(-02) (-03) 7.777 777 778 (-02)
C3 3 -2/3 -2a,/3 C-2 2 8.333 333 333 5.555 555 556
3 2.222 222 222 (-02) 3.527 336 861 (-01) 2.186948845 (-02)
-3/4 -2a,,/4 -3a,/4 c3 1 6.746 031 746 (-03) 2.645 502 645 (-05) 6.719 576 721 (-03)
4
5 2.186 948 854 (-03) 2.137 779916 (-06) 2.184 811074 (-03)
ffs 5 -4/5 -2a3/5 -3a,,/5 -4a,/5 Ca
(-04)
6 7.386 029 608 (-04) 1.803 670 234 (-07) 7.384 225 938
(-04)
8 9.098 964 916 (-05) 1.388413049 (-09) 9.098 826 078 (-05)
3.277 930 227 (-05) 1.250435918 (-10) 3.277 917 723 (-05)
Thc coeflicients ck of thc ncw series, which is convergent in the same interval as S, arc calculaCcd 9
1.140257564 1.195 644 431 (-05)
10 1.179 645 571 (-05) (-11)
by thc same procedure as in (a).
1p=zr. TTV3T ^w mmm^ m n
m
194 9.18 POWERS OF POWER SERIES Seres of Functions
(a) Power theorem. The mth powcr ofthe power series 5 in xis
Vl-0 ' *""

where ai = signed number, bk = aja,,, c0 = 1,and for A> 0.
10
or in matrix form,
wb. "'o*
" 'i "
SPECIAL
"
<2 w.,.,b2 a>2i*i (\
ifj,Aj w32bt ji*i <2
w44b4 w43b3 w4A- u', <i
"*J5*S "jA wi3b3 a'w*-.' "m*i <
FUNCTIONS
ti
The coefficients ck othe new series, which is convergenc in che same interval as S, are evaluated
by using the preceding f4_i, ck.-2 c-,,c,, c0.
(b) Factors*/*, (p,q,r = 1,2,3,...)
m m ". m *kr
m wkt ',
1/2 (3r - 2*72* -1/2 (r - 2A)/2*

2 (3r - A)/A -1 -1
-(r 4- A)/A 1/3 (4r - 3W3A -1/3 (2r - 3*)/3*
3 (3r - A)/A -2
-(2r 4- A)/A (5r - 4i '4* -1/4 (3r - 4A)/4A
4 (5r - k)/k -3 1/4
-|r(/> - 1) + Al/* />/? [r(p + y! - *al/Aa -Pl<t \,(g +p)~ kq\/kq
P [r(p + D " A]/A -/>
(c) Example
Vi! 3! 5! / k-o
where *, = 0,i2 = -1/3!. A, = 0,b4 = 1/5!. *5 = 0,...
_ i ... 1 ... = -1 M = 2 IJ = 0 031
= 2 K*4S = B "42 ~
and thc coefficients ck are given by (a) as
*- =(>)(!)-o '.-()(-5)("*(-)<0,(0,""i5
<, =(i)(0|(i) +(0)(-i)(O| +(-?W-i)-o
> -O*(ilXa)*+ (-t'X-b) (-hX-)- +(->10' =

from which, for x = 0.5, i
V^hTol =V-OSO - 0.5* 4- To0.5'j +R6 =0.692406080 - 4.7 x10"
I m i i i i
196 10.01 INTEGRAL FUNCTIONS, GENERAL RELATIONS Special Functions Special Functions 10.02 INTEGRAL FUNCTIONS, SPECIAL 197
VALES AND GRAPHS
(a) Origin. J. Liouvillc proved in 1833 chac thc following cieht integris cannoc bc expressed in
tcrms of clcmentary functions and can only bc evaluatcd by inCcgraCing their power series (a) Special vales
expansions. They arc:
Si(0) = 0 Ci(0) = 00 Si(0) = 0 Ci(0) = 00
Si(x) = circular sinc integral Ci{x) = circular cosine integral

Si(oo) = \x Ci(oo) = 0 Si(oo) = 00 Ci(oo) = 00
Si(x) = hyperbolie sinc integral Ci(x| = hyperbolie cosine integral

Si(-x) = -Si(x) Ci(-x) = Ci(x) Si(-x) - -s(*) Ci(-x) = Ci(x)
Ei(x) = alternatingexponencial integral Li(x) = logarithmic integral
Er(Q) = l/(r- 1) L(1) = 00 crf(O) = 0
i(x) = monotonic exponential integral erfx = error function Ki(0) = -oo
i(co) = 4-co 0 Li(oo) = 00 erf(oo) = iV^

Their analytical forms arc given below in (b), their graphs arc shown in (10.02), and their E,M =
numerical vales are tabulated in (A. 13) co (A. 15). crf(-x) = -erf(.v)
i(-x) = -Ei(x)
(b) Analytical forms
f sin / , ^, /;,
px (b) Graph of Si(x) (c) Graph of Ci(x)
i - x < a: < oo)
s(x)= -r*-2r-n
A_lV2A - 1)(2A - 1)!
f'eos/ . , ^ px
ci(x) =Jf*-r +i-22^5 l(j < x < o=l
;i i L
i \_j-4 js <*-r-
(" sinh t A -v''"' 1' i ow
|-2 < X- < 00) \< <_ -,lH-
S(V) = T* ~i(2* - 1)(2* - 1)! II- 7
-if' ' ' 4 ' ' '

"-O. .
o 1 2 3 4 5 6 7 8 9 V
cu,) =__<//
f* cosh i , =y+ln.v
, +i?___
^ x31 (0 < X < 0)
(d) Graphs of Ei(x) and i(x) (e) Graphs of erf (x) and d[erf(x)]/dx
E[{x) =Td! =Y+lnx-%klk lO < X < o=)
> i
i lx)
( - X < x < oo)
IV. i ii ri 1.0
1 1
f I A (lux)* (0 < -r < oo) V
K>l
( - x < X < oo)

Crf(A) =te":<U =^.?,(*-l)!(2*-l)
(f) Extreme vales Of Si(x) and Ci(x). Thc sinc integral has mxima at x = (2r - l)x and mnima at
whcre y = 0.577 216 665 (2.19) and /3 = (-1)'*'- Also v= 2rx. Thc cosine integral has mxima at x = |(4r - 3)31 and mnima al x = |(4r - l)X, for
i(x) = Ci(-v) + Si(.v) Ei(x) = i(-.v) Liu = i(lnx) cric (x) = 1- crf(x) r = 1.2.3,.... as shown in (o), (c) above. Analytically,
a i 1-2/ 3-4 (2w - 1)2/,

(c) Related functions are thc exponential integris of order r. defined in 0 < x < oo as Si(.U) =^ +-(l-7?7(l-777 M'
Et(x] =jrl'a*r =-y-.nx+^=-Ei(-x) cx I 1 2 /, 3-4 (2w ~ l)2wi
and in general.
W-a1-=('-= Af9
where Af = aur, N = ( - s)*, m= 7.!!.!).... , and n = (-1)"*'. For lower mthc numerical
E,+M = TTi'H =-U" -xE,(x)]
J\ i r
vales are listed below.
( 1 - x<r*,(x
- 1 "T"
Si (../) 1.851 937 1.418 152 1.674 762 1.492 161 1.633965 1.518034
where r = 1,2.3 and (x) = e '/x. Ci(iV) 0.472000 -0.198410 0.123770 -0.089 564 0.070065 -0.0575)01
.
mam
Special Functions Special Functions 10.03 INTEGRAL FUNCTIONS, NUMERICAL 199
198 10.03 INTEGRAL FUNCTIONS,
EVALUATION (Continued)
NUMERICAL EVALUATION
(a) Small arguments. The range ofpracticality is rcstricced co 0 < x < 1for (d) Rational polynomials uscd in (c) are
m (Ax + x(A. + x(A3 + x(4 + x)))) m x
(2 - 3)x'-' A[> x(/l, + x(/l, + x(A7 + x(AH + *))))
si , ,i -li
2 9 V
-^-i
4 25 \
- 6-49
!X (i (2 - 2)(2n - I)1'
+ R.+i
= (/il+x(/iJ + x(^, + x(/i4 + x))))
(2n - 2)x2 (; x*(/r5 + x(Zjc + x(B1 + *( + *))))
Ci(x) = , - -
4 V
1 --
2x*
3 - 16 V 5-36
4x-
1 -
(2n - l)(2n + 2) i))) +^.
= (. - *( - & - -( - * + |f = 2X io-8i
( " l)x\ a,, - x(a( - x(a, - x(fl - x))))
i /, - (1 --î -jV (, + x(L. + X(b, + X(4 + X)))) =
(fl - 1)x 6(A' (, + x(, + x(67 + x(6H + x))))
.4-.
r(x) = I - -(c, - (r, - b(c3 - u(c4 - cs))))<--' + |e = 1.5 x 10*;|
in which Ak, /i,, ak, />,, ck arc thc numerical coefficients tabulatcd below and
' ;i+i(l+f(1+-'-+^J ^
(2/i - 3)x*
=il/I_^l1-^l,-^|,
^^v^V'1-^-^ n - \)(2n - 1)
+ *+I 1 + 0.327 591 11 1a.
(e) Coefficients of rational polynomials

where /., - y + ln x, U= ln x, L, = y + ln . and y = 0.577 216 665 (2.19). The range of k -1. Bk ak = j i
practicality of thcse series is shown below. 0.25-1 829 592
1 38.102 495 21.821 899 0.267 773 733 1
2 335.677 320 352.018 198 8.634 760 892 5 0.284 496 736
0.2 <>s0,3 iUrSO.1 0.4 < i S 0.5 0.5 < ^ 1.0
Range 0 < x 3 0.1 0.1 < < S 0.2 18.059 016 973 0 1.421 113 741
3 265.187 033 302.757 865
4 1 3 38.027 264 42.242 855 8.573 328 710 1 1.453 152 027
r. 3 3 3 4
157.105 423 449.690 326 3.958 496 922 8 1.061 405 429
Si(>
0 3 x 10"'" 6 x lo"'' 0 6 x I0"10 4 x |0"10 21.099 653 082 7
"..I 6 570.236 280 1114.978 885
4 322.624 911 482.485 984 25.632 956 148 0
'2 3 3 3 s
8 40.021 133 48.196 927 9.573 322 345 1
co)
2 x lo ' 0 2 x i0~,U : x io " 0 2 x I0"9
...
r> (i 6 i <l 10 (f) Very large arguments. For x > 30, che following asymplocic series yield fase and accurate results.
Eiui
3 X 10""' 6 x 10*" : x io " 6 X 10*'" 2 x 10""
2 x I0~10
K.,i
S(x) = - - (x) cos x - B(x) sin x Ci(x) = (x) sin x - B(x) cos x
t> 8 11
:i 1 5
crfl.l 1 x 10~"
3 x io~" 3 x 10"" 2 x 10"* 8 x io~'u 2 x io""
tf.+i Ei(x)=-(x) Ei(x) = 6(x)- erf (x) = "(x)
X x
there with ce = (l)"*'.

(b) Example
1/ 1-2/ 3-4/ 5-6., (2 - I)2n
(0.5)s 3(0.5)-/,1 5(0.5)a Atx) =-1 - l -II 1I
Si(0.5( = 0.5 I - 1 - - + *5
18 V 100 294
1/ 2-3 /, 4-5 2(2n + 1
= 0.493 107 417 + 6(10)"' B(x) = -!-r 1 - I 1 -
(c) Large arguments. For 1< x< 30. che following approximatc formulas developcd by C. i' vi--(l--(i
Hascings (Ref. 9.03) yield good resoles.
Si(*) = - - A(x) eos x - B(x) sin x Ci(.v) = .4(x) sin x - B(x) cos x > +r(-+?(-+?l- i)))) + Q
Ei(x) = -a(x) i(x) = b(x)- -erfrx) = c(x) = ^-^^-M'-M'-M'---'^))))--}

and for n = 5, e < 5 X 10 7.
where A(x), B(x), a(x), b(x), c(x) are thc rational polynomials listed in (d) and a = (-1)"
~B ~M 'H 3 H J 3 I) 113 1
Special Functions
Speciai Functions 10.05 ELLIPTIC INTEGRALS, CLASSIFICATION 201
200 10.04 FRESNEL INTEGRALS
(a) General forms. Integris of the form
(a) Basle forms. Related to the error functions are Fresnel 1>
integris defined in - < x < with d> = x/2 as 0.8

,Mi
R(t,y/a0 +axt4-a2t2 +a3ndt jR(t,V0 +' +..'" +S +4'*) *'

0.6 - /
S(x) = f sin (<bt2) dt where /?( ) s a rational function n / and thc fourth-order polynomial in t has no repeating roots,
Jo HJWMI x are called the elliptic and hyperbolie integris, which in general cannot bc expressed in terms of
(-D0\l j,2*+l + S
* = _S{_x)
0.4 *" 1
elementary functions and can only be evaluated by integrating their power series. Thc ame
o (2* + l)!(4A + 3) O.S
elliptic integral was introduced by A. M. Legendre in 1794 in solving thc circumference oan
5(il ellipse.
C(x) =
cos (4>t2) dt 1 1 1
J
-i
4
1
5
.
x
(b) Incomplete elliptic Integris obtained by suitablc transformations arc:
o(2A)!(4A+ 1) (1) Integral of thefirst kind
dt if(.i.f:t*.<>i
Their graphs are shown in the adjacent figure, and their special vales are ,x) =
Jo V(l - /*)(! - **/*)
(-oo) = C(-) = -| 5(0) = C(0) = 0 5() = C(oo) = 2
* de
F(k ,<P)= f
Jo Vi - A-sin-0
(b) Related integris are (2) Integral ofthesecond kind
(-!>'-
Sx(x) =-,(-x) =*j[*-'a* =Vj4?0(2/t +D! 4* +3) E(k,x) =JoV-r^rf'
1 ~ (-l)V'"1
C,(x) =-C,(-x) =^jocos/^ "^2(2t).(4* - I) E(k,cp) = Vi - k2sin2 Odd
Jo
52(x) =-,(-x) =^= I -^dt =>/5(2t+i:.4* +3) (3) Integral ofthe third kind
_ r dt
i rcos/J [x (-'V m'a'x) ~i (l +r2)V(l - (\ - k2t2) 10* JO* .** 411" 50* tV Ti"* m*
C,(x) =-Ca(-x) =^= Jq -^* =V*0(2*)! (4i +I)

c* de
rsin/ , (""cos /Jr n(*''</>) = (l+flsin29)Vl-A-sin20
whcre k = sin o) = given modulus (0t 1), x = independent variable (-1 S x 2= 1), =
sin"' x = independent variable (-|-r < </) s <p), and a = given real number.
(C) Evaluation by serles listed above in (a), (b) converges very rapidly for -1 x= 1with n- 5
and SS6X 10'. Forlarger argumcnts. (C) Complete elliptic integris obtained from (b) for x = 1or <j> = jJT are
S(x) = L2~A sin (<px2) - Bcos (dx*) C(x) =5- Acos (fl>x2) +5sin (d>x ) /-v*,i) = /-vU*) = k (*.!) = (*, *) = n(*,.n = n(*..i-r) = n
S{x) =i- sin (x*) - Bcos (x2) C,(x) =;-icos(x2) + flsin(x2) and their complementary counterparts are
F(k', 1) = F(k', hn) = K' R(k\ 1) = E(k', -r) = ' n(*\ . 1) = U(k'.. .t) = n'
where with M= (xV*)4 and N = (xV2)\
where /t' = Vi - k2 = complementary modulus (0 S i' < 1).
1 / 3-5/ 7-9/, ((4n - 1 >4n + 1)
a1&V-1V--mV . si
1 /, 1-3/, 5-7/
5-7/. (4h -' 3>,4.
(4n 3>i4n - 1)\\\
I) (d) Reflection and reduction formulas
(if n = 5. F{k> -d,) = -Ftkt <p) F(k, m <p) = 2rK F(k, <p)
|6| s 5 x IO-8)
1 <" 3-5/, 7-9/ E(k, -<b) = -E(k, <p) E(k, m <p) = 2rE E(k, <p)
-f"T +l)))) and KK^~+-^x~= KE'-^ÊKL
1 / I"3/, 5-7/ (4; - 3)(4n - 1)
where r = 1,2,... and K, K', E, E' are thc complete elliptic integris defined in (c).
'--"s'"-""('"""--v -V )))
1 ' 3 ' 3 1 1 """1 1 ' "1 1 1
Special Functions Special Functions 10.06 ELLIPTICAL INTEGRALS, NUMERICAL 203
202 10.06 ELLIPTIC INTEGRALS,
NUMERICAL EVALUATION EVALUATION (Continued)
(a) Notation * = sin w = given modulus (10.056) f) Examples. lk = 0.7 and Ol, cosa, and.4 are the same as in (d), then by the first formula in (e),
E = 1.355 661 136 + (= = 1 X I0-9)
K, E = complete elliptic integris (10.05c)
If it = VO.95 and k,, k2, k3, k4 are the same as in (d), then by thc second formula in (<),
F(k, <p), E(k, <p) = incomplcte elliptic integris (10.05l
E = 1.060473 727 + (e = 5 x IO"10)
2
A = *, =
i + VT-7*-
** =
i + VT-a2 i + vn--*2 (g) Evaluation of incomplete integral ofthe first kind (m = k2)
1 + VT-P For 0 < ft < 20
(b) Specialvales 2d> msin2d/ 9m<j,/. 25ma, / 49ma3\\\ ,_7v
"V--------^ i =0 *= 1 w--tka (l +i6J(, +-sr!(l+-sr))) +(S5xl0 }

(0,0) = 0 Fil.Oi = 0 (1.0) =0 where K is computed by (c) and
0 =0 /-(0.0) =0
fil.pi = ln[un(;Jt + 50)) (1.0) = sin0

-;jj < 0 < 5* F(0.<P)**<t> (0.) = 0 8 sin4 d> I6sin"ft
. = I +-sin2d> a2 = I + i=l +
K" ;jt = 5 A = x E" 1 15 ax 35 a,
* = 5"
For 20 s a < 90
(c) Evaluation of complete integral ofthe first kind

For 0 < < 60 F(k,d =^2S|[un(f +f)] +(e =5x.0"')
*=f +.>(. +f(. +(.^(-fV3))) +<-5*"- where with given k and d>,
2\fk 2\fkx l\fk3 __
*'~ I + Jt'*2~l +*,''' 4 1+A,
A- =5(14- *,)(! + k2)(l +*,). +*i) + (S5x 10"B) and d>, = 5[</> + sin"' (*sin^)),.. . , <p4 = 5[tf>:, + sin-' (*ssin </);,)|
For 60S(U< 90
(h) Evaluation of incomplete integral of the second kind (m = k'2)
For 0 < to < 20
id) Examples. If k =0.7, tu = sin"' 0.7 = 0.775 397 497 =44.427, cosa) =0.714 142 843, and
A=0.166 763907, then by thc first formula in (c), K= 1.845 693 998 +(e =0). If*=V0.95,
k> _ Vi - *"- = 0.223 606 798, w = 77.079, and <*,*) -J
2
+_r(,
m sin 2d> /
+ir(,
3m<i. /
+<(,
bma., /
+-jJ)))
7ma,\\\
+( .,. X,0._,,1
, +Jt(= j+!-;= 1.634512005 k' =VT-72 =0.772913007 where is computed by (e) and a, , a.,, a, are thc same as in (g) above.
For 20 2= a) < 90
2
1 + Jt, = l + = 1.128086935 k!, = VP-Jfc] = 0.991 762 944 (A,0) = F(k,<p)(l - m(l + *,(l + *a(l + 5*:.0 + *)))))
i + ;
+ |l;Vi(sinf + V* (sin <p2 + V* (sin d:, + |V^sin(p4)))
! +k , +_JL_ = 1.004-135 560 *., =V^7*! =0.999 991 449 + (fS5x 10"')
1 + k2
where with given k and d> the remaining symbols are thc same as in (g) above.
l+k = j +_L_ = 1.000004 276 *J =VT-A2 = 1.000000000
1+ *4 1 + Ai (i) Examples. With w = 10, <p = 60. m = sin2 10 = 0.030 153 690, ax = 1.5, a-, = 1.2, a.,
1.160 714 286, K = 1.582 842 804, and E = 1.558 887 197,
then by the second formula in (c), K = 2.908 337 248 + (c = 0).
F(sin 10,60) = 1.055 228 536 - 0.003 343 417 = 1.051 879 119 + (e = 5 x IO"'")
(e) Evaluation of complete integral of the second kind (sin 10,60) = 1.039258 131 + 0.'\3 292 055 = 1.042 550 186 + ( = 3 x IO-7)
For 0 < to < 60
where K, E are taken from (A.20). Witl' vJ = 30, r = 3 r = 4
*, 0.942 809042 0.99?'i."06 630 0.999999977 1.000 000000
q 42.RM453I 41.34.:-w08 41.334 738 2 41.334 737 57

For 60 * a <go^-g^-fl^l*^^
whcre k, k, . *_,, k3, k4, and K arc thc same as in (c). /"(sin 30,60) = 1.089550670 + (e= 0) (sin 30,60) = 1.007 555 567 + (e = 0)
1 1 1 1
f Special Functions 10.08 ORDINARY BESSEL FUNCTIONS 205
Special Functions
204 10.07 ORDINARY BESSEL FUNCTIONS, OF INTEGER ORDER
GENERAL RELATIONS (a) Series representaton of J,(x). With = ix, = (|x)2 = 2, r=0,1,2,..., and a = (-1)*+',
(a) Origin Id d.nltlom. General integris of the Bessels duTerential eqnaon
jw)-('-r7('-r5('-ri('--r:))))-"-
fCJ,(x) + CJ_,(x) rÔ.1,2,...
are y ~ \cxJ,(x) + C2Yt(x) " = positive real number
whcre / (x) = Bessel function of the first kind oforder r yr(x)=^(l ~,(r+ ,}(l - 2(r +2) (' ~3(r +3) V' " r(r +))/)) " "*'
Yr(x) = Bessel function of the second kind oforder r
CX,C2 = constants ofintegration (b) Series representaton of Yr(x). With . .4. r, ar defined in (a),
(b) Bessel functions of the first kind are defined with u= jx as
_' (-l)V-
Ux) =[*. +m(, -^ (2 "5^ (3 f^))) "*.]
(-!)*-
{x) ~"'0kT(r +1+k) J_,(x)- .jt'.r(*+ 1-0
W*)-;[-.--(*.-TT2(*--r3(** ^TT))))-^']
y_r(x) = (-1 YJx) for r = 0, 1,2,. -. ,only
where r = positive integer or fraction and T( ) =gamma function (2.28). r-w =MB' "rT (* "7TT) (f2" 27T2) (* nVTn]))) "a')
(c) Bessel functions of the second kind are defined in general as where a, = I >, = 1 c, = ,+i1 + -+-.-+7
1 I
(Ak) cos rk -J.,(x) r *0,1,2..

2 = b, + 1 + " c, = 1 + r, +
sinrx 2 = 1 + g r + 1
Y,(x) = <
L|| lr(x) eos px-J.^x) r =0l2,... 1 1 1
.,_, sinpx 3 = 2 + 3 3 = 2 + j + 3 c, = - + <> +
r + 2
For r = 0,l,2,
, thc limit must bc evaluated by LHopital's rule and yields with u- 2x,
1 1
1 t j. + - C = + f.-i +
,-'(r-A- 1)! .t
r-l . = .-1 + ~ = -i + n \ n n - 1 r + - 1
YAx)
,v
=-2(y
Xl
+ InaU(x) - "' *-
2 1
' (-1)-|V>(A) + y>(r + A) + 2y] al and ?0 = 2(y + ln u\J0(x) B, = 2(y + ln ^.(x) -
+" *Tc7T7)i J
/ (r-2)A(,
(r- 2)4/ ., (r-
(r - 3)/,
3) , . (L~IT|Y\
Y_t(x) = (-l)'K(x) forr = 0, 1,2,..-, only
where by (2.32rf), (C) Graphs Of Jr(x) and Yr(x) for r = 0, 1. 2are shown in (10.9a) and (10.10a), respectively. Selectcd
special vales of these functions are tabulatcd in (10.96) and (10.10A). Also,
y+y(k) =1+*+5 y+ -ii(r +A) =1+^+i + r + A
yr() = 0 Kr(>) = 0
v,(0) = -y y= 0.577215665,2.19) (d) Numerical evaluation Of Jr(x) and Y,(x) is shown in (10.11). Numerical tabics of0(x)J,(x) and
The Bessel function Y, is also called the Neumann function /V,(x). Y0(x), Yx(x) are given in (A.16), (A.17). Thc vales of higher-order Bessel functions can be
calculated in terms of lower-order vales by the relations (10.07a*) as shown below.
(d) Recurrent relations for all r=2. 3 and with u=\x are (e) Example. Ify0(4) = -0.397 149810 and7,(4) = -0.066043 328, then u= $, and
- 3 l
r - I -I -
u r *<>(*) 1
[*,(*) 1 =
R.gx)\ r
u
r(r - 1)
2 1 -2
- 1
U(*)J 74(4)1 _ -i "' i rjo(4)l
llx(4)\
[0.281 129 0651
lO.132 086 656J
1-
- 1
n tt -Uwi 4 43 _2 21
=T ^=-r
2 4 _ 2 4
fe
where R,(x) isf,(s)or Y,(x). ja
Special Functions Special Functions 10.10 ORDINARY BESSEL FUNCTIONS OF 207
206 10.09 ORDINARY BESSEL FUNCTIONS OF THE
THE SECOND KIND 0F INTEGER ORDER
FIRST KIND OF INTEGER ORDER
(a) Graphs of J0(x)and J,(x) (a) Graphs of Y0(x) and V,(x)
7.w
b) Zeros and extreme vales

(b) Zeros and extreme vales vm = coordinace o[Y0(xk) = 0) and of che extreme vale of Y, (k > 0)
xl = coordinace o\J(xM) = 0} and ofche extreme vale of./, (k > 0) xu = coordinace o[Y,(xH) = 0] and of che cxcrcmc vale of Y0 (k > 0)
xu = coordinace ofL/i(*m) = l and ofthc cxtrcm0 va,ue oJ (* > 0) 1
1"|(X1 k *u Uv) r,(x,t)
y,(xM) k *(U >;,(*.)
k Xq. ./(*,) /|(X) t, *u ./(*,.)
2.197 14 0.520 79 0
0 NA. 1
0.893 58
0.519 15 1 3.831 71 -0.402 76 0 2 5.429 68 -0.340 32
1 2.404 83 0
3.957 68 0 0.402 54
-0.340 26 7.01559 0.300 12 0 8.596 01
5.520 09 0 0 -0.300 10 3
7.086 05
10.17347 -0.249 70 0 -0.232 46
3 8.653 73 0 0.271 12 0 0.249 70 4 11.749 15
10.222 35
-0.232 46 13.32369 0.218 36 0
5 14.897 44 0.206 55
4 11.791 53 0
13.361 10 0 -0.21836
16.470 63 -0.196 17 0
5 14.930 92 0 0.206 66
0.19646 6 18.043 40 -0.187 73 0
16.500 92 0
-0.187 73 6 19.615 86 0.180 06 0 0.173 27
6 18.071 06 0 0 0.18006 7 21.188 07
19.641 31
0 0.173 27 22.760 08 -0,167 18 0
8 24.33191 -0.161 70
21.211 61 22.782 03 0 0.167 18
-0.161 70 8 25.903 67 0.156 72 0
9 27.475 29
8 24.352 17 0
25.922 96 0 -0 156 73
0 0.152 18 29.046 23 -0.14801 0
10 30.618 39 -0.114 17
9 27.493 48 29.064 03 0 0.14801
0.11061 0 10
30.634 61 0 -0.144 17 10 32.189 68
10
Numerical vales of Y0(x) and Yx(x) for selected argument xarc cabulaccd in (A.17).
Numerical vales of0(x) and Jt(x) for selccted argumene varc cabulaccd in (A.I6).
c) Derivatives and integris
(c) Derivatives and integris
Jo(x) Y0(x) 0 -1 Y0(x) rY"0(x) Y0(x)

J(x) -1 Jo(x) ~f(x)
9 -
1 Y,(x)
Y\(x) 1 !,(*) Y"(x)
J',(x) _ Ji(x) f( Ji(x)
rr~ r - .v
_ r" r X Y'r(x) Y,(x) rr(x) ' YA*)
~J'Ax) ' 1 1 HM) "1 p:'(-v) i 'j.(x)
1 + r
r + 3r + 2 - xa
r2 + 3r + 2 - Xa Y%i(x) i;+.(-v)
+ r
YU M Yr+(x)
Jr+M AiW UA*
x _
xj(x)dx = x/,(x) Ylt(x)dx =2 F^+.W xY0(x)dx =xF,(x)

J0(x)dx = 2SJm+iW i -ii
to
xjx(x) dx = -xj(x) +2y+1(x) | Yx(x)dx =-F0(x) \xYAx)dx = -xY0(x) + 2 Fj+,(*)

jjt(x)dx =-J0(x) J t-0
i I
{ )Ax)dx = 22 Y,+,ltA*) f-F.(x)rfx = -F,(x) +2*-<> Ftt*,(x)
J,(x)dx = 2yf+ai+,(x) -Mx)dx = -/,(.v) +2 2Jn*i(*) J k-0
J X
x-f,+ i(x)dx -- x-J,(x) j*>',- (x) dx = x'YAx) fx"'Ff+l(x)x - x T,(x)

x'J,-i(x)dx = x'J,(x)
where che single primes and double primes indicaic thc first and sccind derivatives with respect where the single primes and double primes indicacc che firsc and second derivatives with respece
lo X.
.
W
Special Functions 10.12 ORDINARY BESSEL FUNCTIONS OF 209

208 10.11 ORDINARY BESSEL FUNCTIONS OF INTEGER Special Functions
HALF-0DD INTEGER ORDER
ORDER NUMERICAL EVALUATION
(a) Origin and definitions. General incegral of sphcrical Bcsscl's diflerential equation
(a) Small argument. In -3 < x< 3, che series represcncing fr(x) in (10.08a) and Yr(x) in (10.086)
converge rapidly, and wich n = 7, |e,| < 5 X 10 .
l +2x^ + [Xa - r(r + l)]x =0 (r >0, >0)
X dx
(b) Examples. For x = 3,.-1 = (x/2)' = 2.25, and wich n = 7.
y = C,j,(ax) + Csyr(ax) where for a = \,
y0(3) = i
A / /l
-(l
16 V

49
+ e.
jlx) = J J,+xn(x) =sphcrical Bessel function of che firsc kind of order r

= -0.260 052 35 + 4x10
a,A
Fo(3)=^[Bo +2^(.-f(^-|(fl3-]6(^--- 19
+ , ,, (A.) = -J Yr+in(x) = sphcrical Bessel function of che second kind of order r
= 0.376 850 44 - 4 X IO-7 / .(x), Fr+I/;!(x) = ordinary Bessel functions of order r+ \ (10.07)
whcre and C|, C-, = constants of integration.
f0 = 2(0.57721567 + ln 1.5)./(3) = -0.511 096 89 (c) Graphs of y0(x) and y,(x)
(b) Graphs ol/0(x) and/,(x)
a, = 1 a., = a, + 5 3 = 2 + 1 a, = as + 5
l.lxi v.(.)
, 1
<j., = <i4 + 3 a = a5 + 7. a-. = (Jf. + ;
(C) Large argument. In 3< x< <, the following polynomial approximacions incroduced by E. E.
Alien (Rcfs. 10.02, 10.03) yield good results.
Y0(x) = -^=sin F|(x) = 7= sin d

Jo(x) =\TxCOSb JA*) = ^rcosd \ X Vx
where wiih .4 = 3/x and in tcrms ofd, ,bk,ck, <lk tabulated in (d),
a = fl, + .4(<7,, + /!(, + K + + a,A))) + *",
= /;, + A(b2 + A(b3 + A(b4 + + 6,-4))) + -. + e,
(d) Spherical Bessel functions for r = 0,1,2,... can be expressed in terms ofclcmentary functions.
c = r, + -4(r, + .4(r:1 + A(cA + + e7))) + e.
d = dx + A(d, + .4((/j + 4(4, + + -,-4))) + - + et sin x
.>'<>(*) = -
jo(x) =
(d) Factors ak,bklck,dk sin x cosx
cos x sin x
7.0) = "I T" yM = -p- -"

k o, tj O </*
0.797 884 56 -0.785 398 16 0.797 884 56 -2.356 19149

/3 1\ . 3 3 l\ 3 .
1
0.124 996 12 y,(x) = -I - - eos x - sin x
2 -0.000 000 77 -0.041663 97 0.000001 56 JAx \x" xl x'
-0.000 039 51 0.016 596 67 0.000 056 50
3 -0.005 527 40
0.002 625 73 0.000 17105 -0.006 378 79 sin x
1 -0.000 095 12
-0.000 541 25 -0.002 495 11 0.000 743 48 j-i(x) = y.,(x) =
5 0.001 372 37
-0.000 293 33 0.001 136 53 0.000 798 24
6 -0.000 728 05
0.000 135 58 -0.000 200 33 -0.000 291 66 sin x eos x
7 0.000 144 76 cos x sin x
y-x)
1.6 x 10 " <7 x 10~H 54 X I0~R <9 X IO-8
||
2r - I 9r - I
(e) Examples. For x = 6, A = g, and with ;,(*) = j,-i(x) -J,~3W V,(x) = .V. ,(x) -.v,-,(v
a = 0.796 555 72 b = 5.194 047 31
J(6) = 0.150 645 26 + 1 x 10"" I'(61 = -0.288 194 68 - 1 x 10-" (e) Example. For r = 1,
1 /sinx\ mu_x cosx _ cos x
c = 0.801 932 33 d = 3.705 587 20
j,(x) =-j0(x)-j-i(x) or -x(x)=a
y((6) = -0.276 683 86 - 1 x I0~9 )',(6) = -0.17501034 - I X 10"
3 ~ "i
220 10.13 MODIFIED BESSEL FUNCTIONS, Special Functions Special Functions 10.14 MODIFIED BESSEL FUNCTIONS OF 211
INTEGER ORDER
GENERAL RELATIONS w
(a) Origin and definitions. General integris ofthe modified Bessel's diflerential equation (a) Serles representations of lAx). With u = x, A= (x)2 = u2, and r = 0.1,2,...,
x'
dx1
+^-^
dx
+rV-O (r*0) ^-(^('+ri(' +ri(, +"-r-J))) +-
_ rC,/,(x) + C2/_f(x) r* 0,1,2....
arC y ~ lc,/,(x) + C2KAx) r = positive real number
where /r(x) = modified Bessel function ofthe first kind oforder
r(x) = modified Bessel function ofthe second kind oforder
(' +i(TTi)(' +5(7^(' +SfrTs) (' +"' +577^))))+ '
C,,C2 = constants of integration
(b) Series representaton of /C,(x). With u= l2x, A= (x)2, r = 0,1,2 and a = (-1)'*
(b) Modified Bessel functions of the first kind are defined with u=x as
/-,(*) = "' .fo*!r(*

1 77
*(*) - b0 +(., + (*, +^5 (., + (, ++.)))) +*
/,(x) =- 0kT(r
E + I + *) + 1 - r)
Ax) = /r(x) for r = 0, 1, 2,. . only

where r = positive integer or positive fraction and I" i = gamma function (2.28). * =* "(f)S(* +TiTTT) (" +2T2, (*+ rTs) (< +"+TT))) +'
(C) Modified Bessel functions Of the second kind are defined in general as , 1 I 1
c = 1 + - + - + -
where ax = I bx = I ' 2 3
xl.Ax) -/,(*) r* 0,1,2,
2 sin r;r
K.(x) H 2 = i + j 2 = *i + + g c2 = I + c, +
+ 1
lim
nljxl^x) r =0>12)
., 2 sin/>x 1 1 I
3 = 2 + tj = r + C2 +
3 2 r+ 2
For r = 0,1,2,... , thc limit must bc evaluated bv L'Hpital's rule and yields with u - 2x,
ff =(-l)'*'',/ = (-!)', 1 1 1
a. = a.., + - + f.-i +
n 1 n n - I r + n - 1
1 -. 'f.1 6(r - k - U\u"
K,(x) = a(y + lnu)f(x) -~u 2 T,
i i-o A-
and fi0 = -(y + ln a)/0(x *, = (y+ ln )/,(*) +-
i . rv>(*) + y<> + *) + 2y]a*
"2" A W^\
;^y +I..)/^) +i^-.)<.-*^(i-'^l(i-----^)))
5,
A_r(x) = Ar(x) forr = 0. 1,2,..., only
whcre by (2.32a*), (C) Graphs Of /,(x) and /fr(x) for r = 0, 1. 2 are shown in (10.15a), (10.15A). Also,
/r() = *,() = 0
y+^ +A) =I+i +I++-^ y+*() ,s|+2 +3+""+
(d) Numerical evaluation of/r(x) and A".(x) isshown in (10.16), and numerical tables of/0(x), /,(x)
V(0) = -y y = 0.577 216 665(2.18) and K0(x), Kx(x) are given in (A.18I. (A.19). The vales of higher-order Bessel funcons can bc
calculated in tcrms oflowcr-order vales by relations (10.13a*) as shown below.
(d) Recurrent relations for all rand with a = x are
1 "1
(e) Example. K4(4) and JC9(4) in terms ofK0(4) = 0.011 160 and A',(4) = 0.012 483 given in (A.21)
r - 1 r - 3
1 o(x) are calculated by the relations (10.13a*) with a = 5 as
/,(*) u
3 ir
r r(r- 1) -- 2 (r- - l)(r -3) A\(4) *o(4) 0.062 229
+ 1
r
+ l
J L
2u l'4*x
u
Ii(x)
J L a
.44^3-
The function K,(x) satisfies the same relations with /r(x) rcplaced by At(x) and by removing the ir *5(4)
L2 4
+ T ^r(4r 0.154 343
minus sign in the o-diagonal terms as shown in (.10.14*).

"1
Special Functions 10.16 MODIFIED BESSEL FUNCTIONS OF INTEGER 213

232 10.15 MODIFIED BESSEL FUNCTIONS OF INTEGER Special Functions
ORDER, NUMERICAL EVALUATION
ORDER, PROPERTIES
(a) Small argument. In 4 < x < 4, the series representing /,(x) in (10.14a) and A'f(x) in (10.14A)
(a) Graphs of l0(x) and /, (x) (b) Graphs ofK0(x) and K, (x) converges rapidly and with n = 10, |e,| = 2 X IO"7.
IIM
(b) Example8. For x = 3.00, A = (x)2 = 2.25, and with n = 10,
/0(3) =l+^(.+^(.+^(.+^(.+- -+^)))) +e0

= 4.880 79259 + 3 x 10-9
X0(3) =B0 +(fl, +(a, +(., + (a4 +---++ *)))) +i0

I S X
= 0.034 73940+ 1 x I0-7
The numerical vales of/0(x), /,(x), K0(x), A,(xi for selected argumcnts are tabulated in (A.18),
(A.19). where B0 = -(0.577 21567 + ln 1.5)/0(3) = -4.796 26065
a, = l a2 = ax + a3 = a2 + 5 4 - 3 + 5
(c) Derivatives andintegris
1 5 = 4 + 5 6 - 5 + 6 7 = 6 + 7
0 I /,(*) r0(x) 1 /,(*)
/;(*) X
(c) Large argument. In 4 ^ x < , che following polynomial approximations introduced by E. E.
I 1 Alien (Refs. 10.02, 10.03) yield good results.
/;(*) 1 /,(*) r,(x)
X
4 +i
X"
/.(*)
x _
1 lAx) =Tg> A'o(x) Kx(x)=Vxd

/;(*) ' '- 1" /,(*) r,(x) p2-r<.
x2 ' ' X
/,(*) IoiX) =Vxa ^
X
=
l + r 1 r' + 3r + 2 where with A = 2/x and in terms of ak ,bk,ck,dk tabulated in (d),

-, + 1
/,'(*) 1 /,.(*) r,+,(xi
X"
x X
a = u, + A(a2 + A(a3 + .4(fl4 + + Aa9))) + <r
(- -i i-
K(x) 1 Ko(x) A = bx + 4(2 + i4(, + A(b4 + + /169))) + e

K'o(x) 0 -1 A-0(x) X
c = c, + A(c2 + i4(c3 + A(c4 + + Ac,))) + ,

1 1
K$x) -1 Kx(x) KH,(x)
X
4+i
X*
Kt(x) d = dx+ A(d2 + i4(fl*3 + A(d4 + + Ad-j))) + e,
X
1 (d) Factors aklbk,ck,dk

K'Ax) ' r- -1" KAx) K'Ax) v"r. 1
xa ' l X
KAx)
X
=
k "k bk O dk
r + I I r + 3r + 2
-l A',+,(x) KU,(x 1 A',+1(x)
KUi _ X 1 0.398942 28 0.398 942-28 1.253 314 14 1.253 314 14
2 0.024911 10 -0.074 77545 -0.078 323 58 0.234 986 19
3 0.00792137 -0.012 727 19 0.02189568 -0.03655620
/oW = 2E(-i)V,W A'oWi = 2E(-l)ViW 4 -0.010 38637 0.010 797 43 -0.010624 46 0.01504268
5 0.11324884 -0.127 49630 0.005 878 72 -0.007803 53
6 -0.47685867 0.52906130 -0.002 515 40 0.003 256 14
1.14518790 -1.258064 78 0.00053208 -0.000682 45
/,(*) dx = /0(x) KAx) dx = -A'0(x) 7
8 -1.342 361 19 1.456439 23
9 0.599 39583 -0.64168291
/r(x)flx =2(-l)/r+2+,(x) A'p(x)v =2 (-$kKr+2k+Ax) 1*1 1.9 X 10"' 2.2 x 10"' 1.9 x 10"7 2.2 x 10"7
x~'I,+,(x)dx = x"7,(x) (e) Examples. For x = 4, A = i, and with

x7r_,(x)dx = x'/r(x)
a = 0.414003 85 b = 0.357 50168
x'K,_,(x)dx = -x'KAx) x-7Cr+1(x)flx = -x'A,(x) /0(4) = 11.301 92214 - 1.9 x 10"' 7,(4) = 9.759 465 14 + 5 X 10""
c = 1.218 595 34 -fl*_=_L363J51 89
where the single primes and double primes indcate the first and second derivatives with; respect A0(4) =0.011 15968 + 0 A, (4) = 0.012 483 50 - 1 X 10_
tox. \
fra ^^^^^r m n.
r-=?=?
214 10.17 MODIFIED BESSEL FUNCTIONS OF Special Functions "S

HALF-INTEGER ORDER
(a) Origin and definltions. General integral ofthe modified spherical Bessel's diflerential equation
r2^+2x^-[flxa +r(r+l)]x =0 (r2:0,a>0)
dx2 dx
is y = C,Ax) + C2kAx) where for fl = 1

,- ,x) = JE/r+1/2(x) =modified spherical Bessel function of thc first kind oforder r
11
>2x
x) =JEK^m(x) =modified spherical Bessel functions ofthe second kind oforder r

/,+i(*)> ^r+i(*) = modified Bessel functions oforder r +5(10.13)
ORTHOGONAL
and cl'c, =constants of integration. The graphs of ,,(x) and A,(x) for r=0, 1, are shown
below.
(b) Graphs of /0(x) and /,(*) (c) Graphs ofk0(x) and *.(*)
POLYNOMIALS
(d) Modified spherical Bessel functions for r = 0. 1.2 can be expressed in terms of elementary
functions as
sinhx
k*\x) =
io(x) = 2x
cosh x sinh x
O) =
2(*) =(? +x)SnhA:~?COSh' -v ' 2x V x x*/
i-x(x) =
coshx
A-,-)= (i-"-,")
sinh x cosh x *_.x) = (1 5)
i-Ax) = - 2x V x x /
2r - 1 A-.tx) = k,_x(x) + -Ax)

i,(x) = ',-.(*) + 'r-Ax)
(e) Example. For r = 1,

sinhx sinhx . coshx coshx *--Ti
,,(x) = o(*) + -(*) or '-x)

mm
2ie 11.01 SERIES SOLUTION OF DIFFERENTIAL T

Orthogonal Polynomials Orthogonal Polynomials 11.02 OPERATIONS WITH POWER SERIES 217
EQUATIONS, BASIC RELATIONS (a) Notation. k,p,q,r = positive integers ak<bk<ck = real numbers
n = order of dcrivativc F(k) = function of A x = parcicular point m = real number
(a) Notation. A: = O, 1,2,3,...
Dky = dky/dxk = th-order derivative of> =y(x) ck = real number (b) Change in limits. If
(b) Basic concept. Thc nth-order linear diflerential equation with variable coeflicients, F(k) =P(p) +F(p + I) + F(p + 2) + + F(q)
k-t
fm(x)D'y +fm-Ax)D"~y + --+f2(x)D2y 4-f,ix Dy+f(x)y =g(x) whcre q p is a positive integer, then for q = , * = r p.
can be solved under condicions defined in (r), (e) by one ofthc following powcr series. 2 akF(k)x"K = a,_,F(r - p)x'
(1) y=Co +C,(X " X) +C2(X ~X0)a +C,(X - V. ;+-+ft(x - X0)' +' ' k-0 ,-p
(2) y=(x - *Tfo - ',(* +*) +c*<* - v'r' " Ck{x " A"):' +" ' +f(V " V,,) +" '' (c) Example. With k = r - 1,
both ofwhich may bc ofasccnding ordescending powcrs ofx.
2(2A +l)**+' = 2'"'(2r - D.v' =x+6xa +20x" +72x< +
(c) Ordinary point. Thc real number x in (I), (2) is said to bc an ordinary point or the given
diflerential equation if and only il Equivalence. If **' = X bkxk then ak = bk
/,(*..) * 0
and
/,_,(x),/n_,(.v).. -,/,(x),/,(.v),/(x) (9) Example. II"
possess aTaylor's series expansin (are analy.ic, in che neighborhood of x0, which may be ,ero_ kckx' =b0x + Ma +*>e*s + b3x4 + +bkx1*' +
' ,s point. che given diflerential equation posse.es linearly independen, senes soluons o
Z type (1) r (2). The radios of convergence of diese series is the d.Stance .rom v to the nearest k-0
then r, = b0,2c, = b,, 3c, = b2,4c4 = b3...,(* + l)c*+i = bk

singular point.
Irom which o, = . o., - , b3 - , bk
(d) Singular point. Apoint which is not an ordinary point is called asingular point, and at such a
point thc functions J\(x) are noC analylic.
and |)^-ox(.+f +^+^---)-ox|ji
(e) Regular singular point. Ifthe condicions ol are not satisfied but che produces
(f) Continuity. If a series ofa continuous. singic-valucd function is uniformiy convergent in a given
interval, ils sum is also a continuous function at lcasc in che saine interval. If thc same series is
^"'>'^ "- -'^"^ also absolutely convergene in the said interval, its sum can be diflcrenliatcd and inCcgratcd term
bv term in che same interval.
are analvcic aC xn. then x is aregular singular point of che given diflerential equation which has (g) Logarithmic derivative. If
aHeas. one of che series solutions ofthe type (D or 2). The radius ofconvergence of che resulting
series is again che discance from x to thc nearesc singular poinC. /*()
/() = and ln[/(m)] = lnfji()] - ln [/(*)]
Mm)
(f) Irregular singular point. Apoinc which does not satisfy che conditions of (0 and (e) is called che
irregular poinc, and no series solucin exises ac chis point.
(g) Examples. To determine ifx =0is an ordinary point ofthe equation -d (ln
,1 [/()]}=
<a m / -Mm) r'm)
j^ -Jj-Mm)
2y" - 4a 'v' + 5xv = sin 3x
the cocine ent funecions arc examined first. Since/ =2for all vales ofx and/,(x) =-4xa,
2x) - 5a. g(x) =sin3x arc analy.ic for ,11 vales o \x\ <. the poinc x which is mchis
and
*-H Mm)-
interval is an ordinary point. In equation

(h) Example. If/(m) = (m - a,)(m - as)(m - as)/[(m - /-,)('" - *.)('" " *S)L
xV + x(x + D.v' + 5v = x-'cos4x d (m - ax)(m - a2)(m - a,)^
(m 1 " 1 1
, =0 is a regular singular poinc, since ater dividing che whole equation by x2, din ' " i (lii -_ b,)(m
, x/ _ a)(m _ () L m- fl xm- bj
(x - 0)(x + l)/x =x+ I, (x - 0)25/x2 = 5, [(x - 0)<cos4x]/.v- = cos 4x are all analy.ic aC x.
i
II
Orthogonal Polynomials 11.03 SERIES SOLUTION 0F SECOND-ORDER 229

Orthogonal Polynomials
218 11.03 SERIES SOLUTION OF SECOND-ORDER DIFFERENTIAL EQUATIONS (Continued)
DIFFERENTIAL EQUATIONS
(d) ReCUrrent formula. The system of nequations thus obuincd involves n4-2 c coefficients of
,., G.n.l P0.r .er..S. Th. cond^cr rdly di^rni. cquauon wUh variabl. eorfl,. which two remain unknown and are selected as the constants of integration. Thc successive
;!i
defined symbolically as climination reveis the recurrent relation
f,+2=--T-(^->)
M^^f^d+Ux)y=ig{x) which in many cases reduces to a very simple exprcssion.
where
(e) Final SOlution ofthe given differential equation in (a) becomes
/-/ ^- Yn xk fAx) = m** /->(x) = ^ floJ,x* g(x) = bkxk
i-o
y=C,L,(x) +C2L2(x) |
can be solved under certain conditions (11.01c) by the power series where the twoindependent shapc functions are
y=c0 +c,x +c2x2+ = 2^*' L,(x) = I + c2x2 + c4x4 + s(*) = *+ *s** + 's** +
and C, =c0,C2 = c,. The application of this procedure s shown in (11.04).
with derivatives
fl Frobenius method. Many second-order equations do not lend themselves to the general solution
by the powcr series (1) introduced n (11.01*). In such cases the series (2) n (11.016) may y.cld
che desired solution. Thus for
n which c0 ,cx,c2,... are unknown coeflicients.
-o. -^^r-s2sd,!3
"XTo"toTi toT;1 rfUM. n,ay surit&xr
II brale .uauons ,n wh.ch ,
where
coefficients arc the unknowns. there exists at least one solution of the form
Aoo Aox Avl l~f" "*"
Ax0 Axx AX2 AX3 Cl i y=x- ckxk
k-0
<-., b.
A-m A2X i422 A23 A24 = n the neighborhood of x0, ifthe condition stated n (11.0U) s satisfied.
Ajx A, *)J+* CJ b, (g) Indicial equation of this solution, obtained by equating to zero thc coeflicients of xm. is with
fijo
L - '- L- -J R(x) = 0,
m(m - l) + mxP(x) + x'&x) = 0
where and with x= 0 yields the roots mx,m2. which may be unequal, equal, or difler by an integer.
Consequently, three types o solution may occur as shown in (11.05) to (11.07).
AJJt =k(k - l)2./-*+2 +*ij-k'+i +a-' 1
(h) Modified Frobenius method. At aregular singular point x che solucin muse bc taken n the form
as shown in (c) below. SC
y = (x - x0r 2 *(* ~ *)'

i-o
(c) Coefficients \k
an1thc indicial equation in (g) muse be changed to
im(m - 1) + m(x - x0)P(x) + (x - x0)2Q(x) = 0
wl'ich with x= x0 yields the roots ro,.., which may bc of the three types defined in (g) and
"oo agiin three types ofsolution may occur.
+ 2a, 2 3a_v
a + oo 3-4a
<ox
fl|j + <*oi ^Byr*-2tfTr+H,0(r -2^3a-^
3-4a + 4a l0 "4^3ai5
(i) Two Classes Of SOlution are shown in-theûbsequent sectionsâccording to the type of point at
is + aoa 2aI3 + 2a,2 + a, 2-3aj + ."ii + aoo
2- 3a.., + i:,.. + oi 3 -4a,, + 4an + aoo 4-5a + 5fl| which the series expansin is applied. They are designated as ordinary point solutions and regular
2a,4 + 2a + aj
<l|4 + flOJ siniular point solutions.
^ JP 4 ^ \ m ^1
Orthogonal Polynomials 11.04 SERIES SOLUTION OF SECOND-ORDER 222

220 11.04 SERIES SOLUTION OF SECOND-ORDER Orthogonal Polynomials i
DIFFERENTIAL EQUATIONS ABOUTAN ORDINARY
DIFFERENTIAL EQUATIONS ABOUT AN POINT (Continued)
ORDINARY POINT
(b) Example ofsolution about x0 =a. In
(a) Example ofsolution about x0 =0. In
2^
ax2
+(x +2)^x +37 =0
the selccted point x0 =0 is an ordinary point, since by (U.OIc), the selected point x = 2 is anordinary point.since by (11.0 le).
f2(x0)=\ and /,(x) = 4x /ti = 2 f2(x)Q = 2 and f,(x) = v + 2 /0(*) = 3
are analytic. Assuming the series (11.03a) to be che correct form of solution, thc coefficients AJ
are tabulated first according to (11.03<r), are analytic. Using the substitution u = x + 2, the given equation reduces to
5 6 7 8
X 2 3 4
0 1
>
0 2 l -2
2-3
where according to (11.03a), a*. = 3, a = 1, a.M = 2, and all the rcmaining a coeflicients are
l 41+2 /.ero. Assuming the series (I) in (11.01*) to be thc correct form ofsolution, the coeflicients .4,< are
2 4-2 + 2 ; 4 calculated by (11.03c) are
4-3 + 2 4-5
3
5-6 A = 1 '> >

4 4 + 2
4 6-7
4-5 + 2
5 Axx = 1 1 + 3 -4.1 = 2-3-2
4-6 + 2 7-8 .4,, = 3 4 2
6 Arl = 2 1 + 3
Hm = 3-1 + 3 .4,, = 4 5 2
where am =2, a =4, ax =1and all the rcmaining acoefficients are zero. From this table by ,, = 41+3 4,, = 5-6-2
the relations ( 1.03</) the coefficients ofthe serie* solution are related by
4A + 2
(A = 0.1.2....)
f.+s = ~ from which the recurren! relation [\ 1.03a*) becomes
(A + 1)(A + 2)
By sciccting C, =c0 and C2 =cx as the constants of integration the ccoefficients becomc k + 1
ck = -; ct.3 (A = 2,3,4,...)
2A(A - 1)
c, = C2
c0 = ci
Bv sclecting C, = cQ and C = ?, as the constants ofintegration, the ccoefficients are
*-(-Pi)*
3-3-7 4-6-8^
C7 = T7ZT- C,
*-(-)(-)' <o = Cx C| = _ ,
8(6!)
ci = C,
8(7!)
3-5-7-9 4-6-8-10
C.
f"i =("'^2)("3^4)("5~6)C, (-M-SArifr- (2~ 2(2!) C' 16(8!)
-c,
f:I " 2(3!) C"' 16(9!)
_ 4-6 c
*-(-M-M-Yrifr- 4
-3'5r
O = TTT7T C,
4(4!) 4(5!)
As in (a), the numerical factors in front ofC, and C. are the scaled ccoefficients incroduced in
where the numerical factors in front of C, and C2 arc the scalcd c coefficients introduced in (11.03?)- Because ofthe form of these factors, thc resulting power series may be shown in nested
(11.03,). Because of their form, the nested series solution offers a very compact representaton form.
shown below.
--c,(>-4>-M>-*v--_^m
.^-x-M'-r-A'--i'- ))))) <*('-^('-S-A'-^-A'-^'--m <-='+2> i
l^^^"r^^^^*^^F ' 1 1 1? "1 J
r-JUi
Orthogonal Polynomials 11.06 SERIES SOLUTION OF SECOND-ORDER 223

222 11.05 SERIES SOLUTION OF SECOND-ORDER Orthogonal Polynomial
DIFFERENTIAL EQUATIONS ABOUT A REGULAR
DIFFERENTIAL EQUATIONS ABOUT AREGULAR SINGULAR POINT, EQUAL ROOTS
SINGULAR POINT, UNEQUAL ROOTS
(a) General relations. If thc unequal roots of the indicial equation in (11.03*) designated (a) General relations. Ifthe roots ofche indicia! equation in (l1.03) are equal,
symbolically as m, = m2 m
m2 = 6 then the first shape function L,(m,x) is thc same as in (11.05a) and the second shape function
I"""'
are nscrted in the series of (11.03/), the final solution ofthe given diflerential equation becomes must be taken in thc form of
again dL,(m,x)\
L,(m,x) = Lx(m,x) ln (x - x0) +
y = CxLx(a,x) + C2L2(6,x) dm l-o
where the two independent shape functions are where dLx(m,x)/dm = partial dcrivativc ofLx(m,x) with respect to the root m. The final solution
Lx(,x) =(1 +ci.ix +c,,x2 +)** Ufi,x) =(1 +-C2.xx +2.y- +V is
f x dLx(m,x)\ 1
and C, =clflt C2 = c2f, cx, = c,,/C,, c2J = ra,/C9 as shown in (c) below. y= C,Lx(m,x) + C2\ Lx(m,x) ln (x - x0) + 1 J
(b) Recurren! formulas for the calculation ofc and c2 to be used in the final solution are where C,, C2 are thc constants ofintegration and in this case cXfi - l,cM, = 0.
{!}) Example of solution about x =0. In
c,.,=rf ^* - o '*-=f^~(^ 5'<fa*_ *j)
d2r dy n
in which AJ = (k + )(k + a - l)2J-t*2 + * + *),/-*. + oj-* xT + T + xy = 0
dx' dx
fl,, = (jfc + 0)(* + /3 - l)2.,_^_. + * + P)'ij-i+i + <V>-* the selected point x0 = 0 isa regular singular point, since by (11.03/),
and j.k are the row number, column number. rcspcctively, in the matrix equations formally xP(x) = I x'-'t2(x) = x-
identical to (11.036).
are analytic. The indicial equation (l\.03g)
(c) Example ofsolution about x0 =0. In 0
4x+2+,=0 m(m - 1) +mx(-J +/* =0

dx' dx
yields two equal roots m, = m2 = 0and indicates the solution given in (a) above. The first shape
thc selected point x0 = 0is a regular singular point, since by (11.03/), function with m = 0 and
xP(x) = - x2d(x) = j (-1)'

(2 4 6 - - - 2k)2
are analytic. Thc indicial equation (11.03)
m(m - 1) + 5+/= 0
0 i, .,)->-(>-( -?('-!< ->)))
yields two unequal roots m, =*=0. m,, =0 =4and indicates the solucin given in (a) above. and the second shape function with m = 0 and
The recurrent formulas by (b) are
( -l)\ 1 1 1
Cl.k
dm (2 4- 6--- 2*)-'
2la(2o- - 1) + (4a + 2k + le* + 1)]
fiji+i
c.i
is L,Kx) =l(OT,x)lnx +f(.-^x^(.--x^(,--x^(l -))))
= ~2[/3(2/3- 1) - (46 + 2A- + l>t* + 1)1 (2* + 2)(2* + 3) where thc partial derivative of,<m.x) with respect to mis calculated by means of(11.02/). For
example,
and because ofthc form oftljeae factors, the resulting powcr series may be shown in nested form de, o 3(l)| *,,.,_ 3[l/(" + 2)2J| 1
as
dm dm L-o dm dm
Bc2.2 d[\/((m + 2)a(m + 41-1] I 1+

dm dm I 2242
5~C, cosy/TVC^sS/x "
Orthogonal Polynomials OrthogonalPolynomials 11.08 ORTHOGONAL POLYNOMIALS, PROPERTIES 225
224 11.07 SERIES SOLUTION OF SECOND-ORDER
DIFFERENTIAL EQUATIONS ABOUT A REGULAR (a) Characteristics. Thc polynomials pAx) wich r = 0, 1,2,. . . designated by thc ames of their
SINGULAR POINT, ROOTS DIFFER BY AN INTEGER discovcrcrs as Legendre, Chebyshcv. Lagucrrc, and Hermite polynomials are characcerizcd by
four special condicions:
(a) General relations. Ifthe roocs ofthe indicial equacion in (11.0%) diffcr by an integer, (1) Two polynomials pm(x) and pH(x) of a given Cypc are orthogonal in a specifie interval wich
(r = 1,2,3,...) respect co chcir weight function w(x).
m. - m, = a - i = r
(2) Three polynomials pr-Ax)>PAx)>P.+ \(x) ofa given Cypc are related by their rccurrcnce formula
then the first shape funcin /(,,] is che same as in .11.05*) and the second shape function
muse bc caken in ihc form of
P.+Ax) = (*S + PAPA*) ~ YrPr-A*)
LAB,x) =[(m- 6)Lx(m,x)]m.p
am whcre a,,p,, y, arc specifie for each lype.
whcre che parcial dcrivativc is cakcn with rcspccc to mwhich is avariable, whereas xis considered (3) Each polynomial can bc rcprcscntcd by its gencralized Rodrigues formula as
to bc a conscanc. An altcmativc form ofche second sh?e funcCion is
PAx) =TTTTH*)^'!'}
n,K'(.v) dx
L,(p,x) = LAa,x -dx where / = (P(x) dx
[LA<x,x] where h, = orthogonality constant and <p(x) = polynomial in k ofthc lirst or second degree.
The final solucin is
(b) Orthogonality. A set of polynomials
y = C,L,(cr,x) + C2L(6,x)
whcre C, , C, arc again che conslanCs ofintegration. PAx) = 2 ij**
k-0
-<"() + <">.lv + r-.-.-V" + + <". -_|X'~' + c,,x'

(b) Example of solution aboul x0 = 0. In
of order r in v is said to be orthogonal in thc interval [a,b\ with respect to the weight function
X*L +X&+{X*- i), =0 w(x) if and only if
dx dx
che selected poinc x0 =0 is a regular singular pe,:, bv (11.01/), and the indicial equacion for m *fc n
(11.03,;) >- (x)pAx)w(x) dx -f[h, > 0 for m = n = r

0
(x\
m(m - 1) + mxyJ + r -
,/-\ = 0
where m,n = 0, 1, 2
(c) Coefficients of recurrence in (a - 2) are

yields cwo roocs dilfcring by an inceger: rnx =a=1. m, =6=-1.0-- fi =2. and che first *,+l*r-l Ar
shape function with a = 1and a; = B.=- Y, =
k2 h,_
A';
(-1)' whcre A-,+ ) = rr+|_r*| k, = r.. k,.x = c,_,.,_,

4**!(A + 1)! k'l+l = cr_K,_.,
*,'+! = <"+!., * = fr.r-l
and h,.h,_, arc thc orthogonality constants introduced in (a-3) above.
is LA,x)=x(l -^J-2{l -r^l' "4-3 4 (d) Origin. Thc orthogonal polynomials satisfy thc diflerential equation
and che second shape function wich 6 = -1 and
d2v dy
/iW75+/.Wi+/o-'
a*x dx
=0
dm
c*M =(-DJ3[(m - 3)> - 5),. ..(m +^ - "(m +2A +1). whcre/0 = constant indci endent ofx and/,(x),/,(x) arc functions ofx independent of/ and r.
Thc nonvanishing a coeffic ients (11.03a1of these special equations are:
is /,(/?,*) =-.Un*,(a-..v) +.v-'(l +-J"(l -laV ""8(l } Diflerential equation /,(x) /iM
/o
where che parcial derivatives with respect to - are calculated by means of (II.02/). For example, Legendre and Chebysho
lagucrrc
0{(m I l)cl2\ 3[-("> + ')/"' + jgj ' 31| = ! ; i
Hermite
3~n~r L * ' (", + 3>~
n T T i i i 3 "I r r-ti r
Orthogonal Polynomials Orthogonal Polynomials 11.10 LEGENDRE POLYNOMIALS 227

226 11.09 LEGENDRE FUNCTIONS
(a) Legendre polynomials. For r = 0,1,2,..., Legendre functions in (11.09f) reduce to finite
(a) Origin and definltions. The general integral ofthc diflerential equation polymomials defined symbolically as
(l"*2)-2x^ +r(r+l).r =0 (-1 <x < I)

<2,M = LP,(x) - K-,M
v dx2 dx î^-iri
(C,PAx) + C2Q(x) for r = real number < || k-here
Jf = \CxPAx) + C2t2,(x) brr = 0,1,2.... ,< 2r - 1 />,(x) , 2r - 5/>,_,-,(x) , 2r - 9/>,_,(x) ,

where PAx) = Legendre function ofthe first kind oforder r -VT? 1 -x It-.tx)- 1"+r_, 3 +r-2 5 +
fr(x) = Legendre function ofthe second kind oforder r and the series in H'i(x) terminates with the term involving P(x) if r is txld or with thc term
PAx) = Legendre polynomial ofthe first kind ofdegree r involving Px(x) if r is even. Special vales arc
(Ax) = Legendre polynomial ofthe second kind ofdegree r ,1 -3-5---(2r - I) 0 for r even
M) 2 - 4 6 2r (2,(0)
and C,, C2 = constants of integration. PAO) = (.,r.,--"'*-,> rr,dd
o v ' 2 4 - 6 2r
(b) Regin of ordinary points. Since by (ll.Ok) in (-1,1), /*,(!) = 1 />,(-l) = (-1)' a.(i) = Gr(-i) = (-ir
Mx) = 1- ** = 0 and /,(*) = -2x /(*) = r(r + 1)
are analytic, all points n this regin are ordinary points, and the solution of (11.03a) but also the (b) Graphs PAx) te) Graphs of QAx)
solution of (11.05a) are applicable.
!.()
(c) Indicial equation ofthc second solution is + 1
m(m - 1) =0 nr~T-t,ii -
__L-P,ix>_
whose roots are m, =0 and m., = 1. ' "' /*
(d) Recurrence formulas for thc calculacin of r,., and c2A in (11.05a) arc <+-/ /1+|
"M t\A
!/v /
(r-2A)(r +2*+l) f O- 2k - l)(r + 2* + 2) jrf
V
c''-=- (2* + l)(2* + 2) '" 1' (2* + 2)(2* + 3) " I

./ y^|
-
!'*'- I
(e) Legendre functions oforder rare defined in general with A=x2 as -1
H
- _ (r - 2*)(r + 2 + 1) 1
Px)~aV (2* + D(2* + 2) ' J (d) Algebraic forms
r(r +I) ,/, _(r - 2)(r +3) 4, , _(r - 4)(r +5) ^(1 _...^
5-6 /,(*!
r a.(*)
? r ,r-2*-l)(r + 2 + 2. 1 0 1 L
(2,(x)=xA[l- (2A- + 2)(2A- + 3) 'i 1 X U$x) - 1
(r - 5)(r + 6) />,(x) - *x
=,(,- (r- l)(r + 2)!,(.-
./. (r~ 3)r +- 4) ,(.- 2 hv*2 -1)
2-3 4-5 6-7
.4(1
')))
)
3 (5x3 - 3*) IA(x) - ?*2 + 5
{(35** - 30xJ + 31 IJ>,(x) - fx3 + x
where r =positive or negative number. For v=0. /> (0) = 1. ,(0) =0. for all r. 4
5 (63xs - 70x5 + \bxx Al " fx" + fx-* - ft
(f) First derivatives ofthese functions arc 6 i"g(231xb - 315x* + I05x2 - 5) "M*> - ^ + **x' " **
lfe(429x7 - 693xs + 315x3 - 35x)
dPAx) , _, n A l (r - 2k)(r
^Li=-r(r+i)xA[i- (2t+n4- 2k 4- $ 7
] /l + x * x3 . x* . x:
1 :
s LIn^Y - x 7 3 "*" 5 """ 7
"T'Al (2* + 2)
220 11.10 LEGENDRE POLYNOMIALS (Continued) Orthogonal Polynomials Orthogonal Polynomials 11.11 TRIGONOMETRIC LEGENDRE 229
POLYNOMIALS (Continued)
(e) Recurrence formulas
(c) Graphs of Pr(costf>) (d) Graphs of Of(cos <p)
(r > iJi
P(CH#I 1<8<
Rr(x) =^r[RUAx) -Rl-Ax)) Ir >
R'Ax) [xRAx) - R.-i(x)] {T >
JRAx)dx =2r~+Tl/?r+lx) " *'-,(x)1 U> '

whcre R,(x) = PAx) or ,(*), and R'Ax) = dPAx)/dx or :'Ax)/dx. ir iv :w- \y un- ;y '.ni*
(f) General relations. In -1 < x< 1and with the weichc function w(x) = 1, thc orchogonalicy
condicin is
;e) Algebraic forms in terms Fk = eos 0 with k = 1. 2,3,... are
r" 0
(0 for
lor m ^ n
[/.(*)*<*) * =lAi for m = n r t /'(eos + l)m 2 i(3F3 + 1)
i (:->/-, + 3f,)
l-i \.0o form = 1.3.5,... 3 IA(Px) ~ !#& - Ti
4 ,.'(35y-", + aofj + 9
where ( )!! is che double factorial (2.30). ^,(63/-;, + 35/', - 30F,)
5
(g) Relations between PAx) and Q,(x)

/.r = -ln
,, lA, = cos
(tan \q>) j0 +, cos'
<? + -vs>
0)
(a) Origin and definitions. The general integral of che dhTenrnrial equacion + 1 r+l
A +coc <P^7+r(r+
dd>' dep
llv =0 (-00 < (p < - RAcos(p) = -|cos0/c,(cos0) - K._,(cos d>)l
sin" 0
(r>0)
is y = C,/'r(cos0) + C.,<ZAcos<p)
RAcos<p)d) - /t._,(cosd)| (r > 0)
whcre f(CGS (p) = trigonometric Legendre polynomial ;:"the firsi kind of degree r J
<2,(cos <p) = trigonometric Legendre polynomial ::" the second kind of degree r whcre /?,(cos 0) = /^(cos 0) or (2,(cos <p . and Tceos 0) = a*/'(cos <p)/d(p or d(Acos <p)/d<p.
and C,,C, = constants ofintegration.
(g) Asymptotic approximations for large r in A < 0 < jt - A with A jr/10 are
(b) General expressions ofthese polynomials forr = 0..... .. are
l\(cos<P) =(-^^k[coS(r-2k)<},- (Jt+]

(2/.- - :
n_
- k)
/>f(cos0) = -v/ ;-sin[(r + )0 + .t] + e
' rJT sm 0
QAcos(p) = -ln(tan|d) - M'_,(cos0)

(),(COS0) = cos [(r + 5)0 + .t] + e
' m sin 0
whcre T= r/2 if r"s even and s =(r - l)/2 if ris oc anjl M',_,(cos 0) is che series in (11 10a)
wich x = cos <p and cerminacing under che same cond&onsl Thc double factorial is again ( ).. as where <r < 5(\/r)"2.
defined in (2.30).
T^S r==^ r^f F=b^ r-^| F^ P^
V?
Orthogonal Polynomials 11.13 ASSOCIATED TRIGONOMETRIC LEGENDRE 231

230 11.12 ASSOCIATED LEGENDRE POLYNOMIALS Orthogonal Polynomials POLYNOMIALS
I .i-
(8) Origin and definltions. The general integral ofthe ditTerential equation (a) Origin and definltions. The general integral ofthe diflerential equation
<'-'*>g-^[><' +1>-r6]> = (-1 <x< l)

^+OTt^
dq>2
+rr(r+1)-î-iv
d(x) for r,/> = 0, 1,2,.. . .n <

is y = C,/JC(cos0) + Caicos 0) (r. = 0,1,2 n < )
whcre /*(x) = associated Legendre polynomial ofthe first kind oforder podegree r
whcre /f(cos 0) = associated trigonometric Legendre polynomial ofthc first kind
(x) =associated Legendre polynomial ofthe second kind of order podegree r oforder ^ of degree r
and C,, C2 =consunts of integration. The regin of regular singularity and the roots of the Q*(cos 0) = associated trigonometric Legendre polynomial ofthc second kind
indicial equations arc the same as in (11.09*) and (ll.09r). oforder p of degree r
(b) General expressions ofthese polynomials for r > pare and CX,C2 = constants of integration.
(b) General expressions of these polynomials for r > p arc

/%(*)-(' *) dxP 27! a*x>+'1 qVQAcos 0)
(PPAcos 0)
P*(cos 0) = sirr* 0 l>?(cos 0) = sin* 0
Q!(x) - (i - xY2^1 =(i -*r**W - :-.(*)] rf(cOS0r "~ " ' (COS0K
where PAcos <p), (>,(cos 0) are the trigonometric Legendre polynomials (11.1 \e).
whcre /(*), <2,(x), ,WAx) are defined in (11.10a). For x=0and for r<p, these polynomials
(c) Recurrence formulas (r > 1) with A = sin0 and B = eos 0 are
are equal to zero, and
pp-x) =(_ir>/(x) Q(-x) =(-irr+,Q^ /j<:(x) =/,,w a%v) =e,(x) /^'(flj =^'() - (r - /> - l)(r +p)R'.-\B) ^.Jr+ljUm.-Lli
r + \ - p
V-iiB)
r + 1-
(c) Recurrence formulas (r a I), #(*) = /*(*) or ftCixi
IWW = _J5((r_A+ n/f:.,(B) - (r + n/uw*)]
^W =-J!L->(x) - (r - /> - DO +/>)rl(.v) *.,<*> - -T^fW
r + 1- p " -T^f-.W
r + \ - p
where R'AB) = /*(5) or <(B).
I*'1) =-^\(r -p+ l)fM(*) " U+ HxT(*)l
<fa x" - l (d) Algebraicforms ! I Hl:
(d) Algebraic forms

P'(cos 0) /^(cos 0), P"(cos 0) = first-. second-, third-order derivatives with respect tocos 0
P'(x),PMAx), P.m(x) = first-, second-, chird-order derivacives oP,(x) wich respect to x B B* B" B1 ,, D_,
.4 = sin 0 B= cos 0 Z. = -ln <can i'=7 + y + y + y+" = *
/I + x x , x' x'* x' V = a-
V | at I a o ' QS(cos 4>)
/*(* 0)
r^(A) <(x) 4 A[L'P,(B) + IAX(B)]

3Mfl A\L'P,(B) + Ai(B)]
f///,,(x) - LP'MW A\l.'P3(B) + LP',(f) - 5/l
3.4(bB2 - l)/2
3nx u\i:p.x\ - /.^.(xii
3u(5x- - 11/2 [/.'/',(*>+ I.P\(x) - bx] 3.4- /t'-*[/./.(fl) + 2/,*,/"(/f) + W-2(B))
15.4-Vf 2[A(B) + 2i:P\(B) + /.rs(fl) - 5|
u-lLP.(x) - 2l/P\(x) + /.r.(x)|
3u- 15.4* AVAW + 2/-'/,,,(l) + U>"4(B) - 105//41
15-.v -[/./'.(vi * 2:p\(x) + /.r,(x) - 51
I5' ,-[/./>> - :/.t;(x) + wax) - io5x/4i 15.4' ^3['A(fl) + 3l.P\(B) + 3*/^(fl) + /./Ti)l
35.4' A-'\L'PAB) + 3/./",(fl) + S/.'/'Ki) + LPT^B) - 105fi/4l
15' U'I/''V - siJ"Ax) + :/.'/*!;(*) + 7l*M \bA\6W'2 ~ 1)12 .4 \L'P.,(B) + 3/./,:.(/) + 3/.'/^(/f) + LP?>B) - 189A1
35u x u'\i:P,m - 3/./",(x) + W//*;(x) + /./7(0 - 105*/4|
I5u'(63x- - 7)/2 B'|/7\'*> * /.W + -"-'^(v) + /J?(x) - 180x1
(e) Asymptotic approximations for large rinA<(<Jr-A wich A Jt/\0 are
(e) Orthogogonality condition scaced i.. (11.10/) is valid for *(*>. W wich w(x) = 1and the
orthogonality constant (11.08) 2 [(r + j)0 + jjr(l + 2/)] + e
2 (r + /Q! cTIJr + p'tp + i(l|+ 2/)] + whcre e < 5(l/r)3/'.
JH=- m sin 0
7T+ l(r-/>)!

Orthogonal Polynomials 11.15 CHEBYSHEV POLYNOMIALS 233
232 11.14 CHEBYSHEV FUNCTIONS Orthogonal Polynomials
(a) Origin and definitions. Thc general integral ofthe dinercncial equacion (a) Chebyshev polynomials. For r = 1,2.3,... , Chebyshcv functions
cions in
in (1I.14)
(1 1.11, reduce co finite
polynomials defined symbolically as
_,,g-,|+*-0 (-1 < x < I) TAx)=^VT=72rui-x2Y->] ux) =Vi - x2dTAx) dx
(-D' for r even

Special vales are 7|(0) i7,(0) =
0 l(-l)' for r odd
{C,t,(x) + C2Ax) for r = real number < |*|
C,7;(x) + C2(7,(x) for r = 1,2,3 e< * '/;(!) = I 7i(-l) = (-l)' //,(1) = 0 /,(-!) =0
C, + 6'2 arcsin x for r = 0 (b) Graphs of TAx) (c) Graphs of /f(x)
where 7](x) = Chebyshcv function of che first kind of rder r r r.w
1
7,(x) = Chebyshcvfunction ofthc second kind ai order r / \ r,w 1/
7|(x) = Chebyshcv polynomial ofthc firsc kind ofdegree r

/ rw,
/ \\
lAx) = Chebyshcv polynomial of chesecond kir.d of degrec r -11 1 l+i
and C, , C, = constants of integracin. V-A
I
V
\ nI\ \ r,(,i\\ /IV\ /

(b) Regin of ordinary points. Since by (I I.Ole) in (-1.1 - Y /7
t/\ i 1N^ 1i^\. .y7
f.,(x) = 1 - Xa and /,(x) = -x f0(x = r
are analytic, all points ofchis regin are ordinary points. and the solution of(11.03a) bul also che
solution of (11.05a) are applicable.
(d) Algebraic forms wich V = Vi - v" are 7c',(x) = 1, U(x) = sin ' x, and:
(c) Indicial equation of the second solucin is r TAx) /,(x)
1 U
m(m - 1) =0 x
9 2x" - 1 U(2x)
whosc roocs arc m, =0 and m, 1.
3 lx' - 3x t7(4x- - 1)
4 8x' - 8a- + 1 U(Bx3 - H)
(d) ReCUrrent formulas for che calculacin ofcu and i.. ::-. ' 11.05a) are
5 I6xs - 20*' + 5x <7(I6.v' - 12.V- + 1)
r - (2*)'-' -- - (2k + \y /(32xs - 32a' + 6.x)
6 32x" - 48x4 + 18a- - 1
(2* + l)(2k + 2)'1-4 ""*' : + 2)(2A + 3)
7 64x7 - 112** + 56a' - 7v 17(64*'* - 8tV + 24v- - 1)
8 128xh - 256a" + 160' - 32v' + 1 7(l28*' - I92x* + 80xJ - 8a)
(e) Chebyshev functions oforder r are defined in genera; with A = x2 as
9 256x" - 576x' + 432x5 - 120vl + 9x /(256x8 - 448x'' + 2-10a' - 40x2 + 1)
I i r* - (2kf 10 512x'" - 1280a" + II20x" - 400x* + bOxJ - 1 t7(512x" - 1024*' + 672x* - 160x' + 10x1
=kMl-(2k4.l)(2k +2)A
(e) Recurrence formulas
r i r 41 r - 16
All .11 r A(\ - r..l(x) = 2xf7,(x)- U,_,(x)
1-2 V 3-4 V 5-6 Tr+Ax) = 2xTAx) - Tr_Ax)
r*- (2k + l)a (f) Orthogonality condition defined in 1II.OH6) is applicable wich w(x) = Vi - x'2 and the
C\(x) =x (2A + 2)(2A + 3) orthogonality constants
,1,-zltU-zlMi (r = 1.2.3,...)
2-3 4-5 (i 7 0 23t
where r = positive or negative number. For v = 0. T. : - 1, t7,(0) 0. for all r.

(g) Trigonometric forms. With x = eos 0 in < 0 < ,
(f) First derivatives of thcse function; arc TAx) = eos (r arceos x) /r(x) = sin (r arceos x)
dTAx) ., I f.
f r - (2*)*
'"' (2A)- 1 dVAx ? r r- - (2A- + i)-' 7;(cos 0) = cos r<p L',(cos 0) = sin r0-
dx ",/* ."--I (2A + 2)
& Vlls "

* T r
234 11.16 LAGUERRE FUNCTIONS AND POLYNOMIALS Orthogonal Polynomials Orthogonal Polynomials 11.17 HERMITE FUNCTIONS AND POLYNOMIALS 235
(a) Origin and definitions. The general integral ofche diflerential (a) Origin and definltions. Thc general integral ofthe diflerential equacion
d'2y , 4y +
,.<+(.
dx'
-x)+rv
dx
=0 -=c < X < x)
dx2
- 2x-f
dx
2rv = 0 (00 < x < oo)
C,LAx) + C,L*(x) for r = real number < ||

C,//,(.v) + C,,//r*(x) for r = real number < |oo|
C,LAx) + C,L*(x) orr = 0.1,2 n<
C, HAx) + C2H*(x) for t = 0, l, 2 n < oo
whcre ,(.v) = Laguerre function ofche first kind oforderr
where//,(.v) = Hermite function ofthe lirsc kind of order r
l*(x) = Laguerre function ofthe second kindof order r
Hf(x) = Hermite function of che second kind of order r
Ax) = Laguerre polynomial ofche firsc kind ofdegrec r
H,(x) Hermite polynomial ofthe firsC kind of degree r
L*(x) = Laguerre polynomial ofche second kind ofdegree r
H*(x) = Hermite polynomial ofthe second kind of parameler r
and C,, C, = constants of integration.
and C, . C, = constants of integration.
(b) Laguerre functions oforder ; are defined in general with -'1 = 1/x as
(d) Hermite functions of order r are delined in general with A = x as
(r -k)3 1 '' ' f Ir + A+ I)'
A + 1 2(r - 2k)A 1 rri, ^ f. 2(r - 1 - 2A),1
ha*) = A i - (1 + 2A)(2 + 2A
//.'( Ai- (2 + 2A)(3 + 2A)J
whcre r = positive or negative real number.
where r = positive or negative real number.
(c) Laguerre polynomials. For r = 0,1,2 a Laguerre function of the first kind reduces co a
fin ice polynomial and the function of the second kind must be replaced by a compatible powcr (c) Hermite polynomials. For r = 0. 1. 2 with A = l/(4xa), a Hermite function of che first kind
series as shown below, where H',_,(x) is derived by the procedure described in (1 1.06a). reduces Co a linite polynomial and the function of the second kind muse be replaced bv a
(r- \x (r ~ 2)x compatible function as shown below.
a" , ,
I'Ax) =tx[x'e = r! I - (I -
dx 3-3 d' , , ,/ t - \)A
//,(*) = (-DV- ' 1 = (2.v)' I !-
('-""'""I'-""1!"1"'-!
L^ =LX)xM2=LX)lnX-U:- (*) =HAx)j {{ J*,. //.(v)lnv - :.,(*)
(d) Algebraic forms where M|_,(x) is derived by the procedure described in (11.06a).
/.,.. = 6 - 18x + 9x- - x:1

Ux) = ' (d) Algebraic forms
/.,(X) = 1 - A L4txi = 24 - 96* + 72x" - I6x* + x'
H0(x) = 1 //-,iv = 32xs - 160-v' + 120x
l(x) = 2 - 4x + x- /., = 120 - 600x + 600*2 - 200x' + 25x' - **
H,(x) = 2x H6(x\ = 64x6 - 480x4 + 720xJ - 120
/.,.(x) = 720 - 4320x + 5400.-' - 2400a' + 450*4 - 36** + *
HAx) = 4.v- - 2 //;iv = 128x7 - I344x5 + 3360X3 - 1680
/.,(*) =5OJ0 - 35280* + 52 920a" + 29400** + 7350a* - 882** + 49** - *;
HAx) = 8x3 - 12.v //! = 256x" - 3584a-4 - I3440xa + 1680
l~(x) = 10 320 - 322560* + 564 480x'-' - 376320*J + 117 600*' - 18 816*' + 1568x" - 64*' + x"
HAx) = Hv4 - 48-v- + 12 H,lx\ = 512x" - 9216.v7 + 48384x5 - 80 640x + 30 2-lO.v
(e) Recurrence formulas (e) Recurrence formulas
d[L..Ax)\ r+ 1 d(H,4X(x)\
Li(x) = (2r + 1 - x)r(x) - r*Lr-Ax) [I.,+i(x) ~ (r + \)LAx)] rVf+l(x) - 2xHAx) ~ 2r//,_,(x) = 2(r+ \)HAx)
dx
(f) Orthogonality condition defined in (11.08/0 is applicable with w(x) = e ' and, che orthogonality (f) Orthogonality condition delined in (11.086) is applicable wich w(x) = e"' and che orthogonality
conslanc
constant _
h, = (r!
h, = 2'r'V
I
m
236 11.18 HYPERGEOMETRIC FUNCTIONS Orthogonal Polynomials

(a) Origin and definitlons. Thc general integral ofthe differential equacion
l- *) +[(e - (a +b+l)*) - oiy =0

dx2
whcre a, , c are real numbers, is

. = C,cp]F(al, px, y,,,) + CffeFfa, & . y,. .)
(q-, + i)(ft + *:
r = 1,2,
12
r-(ffJyJ = ii + (i + *)(y + *)
,v , ;a-li;;-f(^2'^^('^-|
= (1 +-SÛr[l +
+ 0(1,
2(y, + ll LEAST-SQUARES
is che ordinarv hvpcrgcomciric funecion (series), u, = function in .v. <p, = factor function in x, and
C,,C2 = conscanes of integration. d,, t, and n. p.. y, cakc on specifie vales and forms
depending on che paramecers a,b,c.
(b) Regular singular points in this differential equation are x = 0, x= 1, and x = ~. Conscquently,
APPROXIMATIONS
cherc arc three kinds of general integris.
(c) General integris of the first kind. If|*| < 1and ,- =0.1,2,..., then
a, = a B, = b
a-, = a - i + I /}, = b - t -
Ifat least one ofthe paramecers a. bis a negative integer, the hypcrgeomccric funecion reduces to
a finite polynomial
(d) General integris of the second kind. If |x - 11 < Iand a + b- c*0.\,2 then
a., = a /}, = b y, = a + b - r + 1 u, = I - x
<P, - i
a, = c b i., = ( - a y, = f - a - b + 1 u. = 1 - *
<p. = (i
r .- Y(c - b - a)
If - a - b > 0 and x = 1. then F(a,b.c. 1) = T ; - a)Y(c - b)
whcre r( ) = gamma funecion (2.28).
(e) General integris of the third kind. If|x| > 1and a - b 0,1,2 then
1
*i = A B, = a - y, = a - b + 1
Pl = *"
i
ti, = b - y., = b - a + 1 u, =
q,, = x <!._ = b A
Ifat lase onc ofche paramecers a.b is a negative integer, the hypcrgcomctric function reduces to
a finite polynomial.
(f) Geometric series. If |x| < 1and a= I, b= c. and r - 0,1,2 the hypergeometric series
reduces to an ordinary geometric series
F(l,c.c,x) = l + x + xa + x3 + -- = j-_
i
^ ^ ^ ^ ^ ^ ^ ^ ^ ^ M r^j I ^1 r~^f ' i
Least-Squares Approximations 12.01 METHOD OF LEAST 239

238 12.01 METHOD OF LEAST SQARES Least-Squares Approximations
SQUARES (Continued)
(a) Statement of probiem. In practice two types of problems occur in which the application of the (d) Least-squares polynomial approximation over a set of points. If the vales of^(x) are known
^collocation polynombb of diflerence type (3.07) ,o the approximation ofa given function ,s not only at m+ 1 points such asy(x0),y(xx),y(x2),... ,y(xm), then the minimizcd mean-square error
efficient. of the substitute function
m Type I The given function is known only at a few points by vales which arc not
well-es'tablished, and thus it may be required that the substitute function only approaches Hx) = a0d>0(x) + a,d>,(x) + a2<p,(x) + + am<pm(x) = 2 a/pj(x)
thc eiven vales. . , , , j-0
(2) Ttbell. The given unction is defined analytically for all vales ox in an extended interval,
and thus it may be required that all these vales are ineluded as much as possible in the in the prescribed interval (a,b) and in tcrms of chosen wcights w0, wx,w2,... , wm is
subsitute function.
In such cases, instead of using a high-degree-exact-fit polynomial, a low-degrec-hit-miss e2=twAy(xk)-y(xk)\2
polynomial may be used to minimize either the weighted mean-square error or he mximum k-0
^sltTmean-'square error in the selected interval. The process of finding this polynomial Ifthe functions d>,(x) arc polynomials of degree,/ and if they are mutually orthogonal so that
(substitute function) based on this concept is called the method ofleast squares.
wkd>Axk)d>j(xk) = 0 (i *j\
k-0
(b) Notation then the desired coeflicients in^(x) are

y(x) = function to bc approximatcd a-(x i = nonnegative weight function
y(x) = substitute function <PAX> = chosen function E u>ky(xk)d>j(xk)

k-0
m = number of known vales n = number of chosen functions (n s m)
t wk[d>j(xk))2
(C) GauSS' method is the oldcst form of leasc-squares polynomial approximation over a set of The resulting substitute function _y(.v i has the striking advantage that thc improvement in che
discrete poines, and (because of compucacional dichculties) it is applicable only in cases where approximation through addition of extra terms does not aflect thc previously computed
low-dcgree polynomial approximation is required. If che vales .v0 .y, ,.v, J*. ar<" known at coefficients. Thc applications of this process arc shown in (12.04).
x x. x. ...x and a substitute function
y(x) = <J + axx + a2x2 + + ax" = *,* (e) Least-squares polynomial approximation over a given interval. If a given function y(x) is co be
approximated by
fits thcse valesas cise as possible, then the mean-square error
y(x) = a0<p0(x) + a,(px(x) + a.,<?>.(x) + + a.d>,(x) = 2 affifr)
j-0
2 = 2 UAxk) -*]a
k-0 so that thc minimizcd weighted mean-square error in thc interval (a, b) is
is a minimum if
'-' =\ w(x)[y(x)-y(x)]2dx

da0
=o^
' ax
=o^
' da.,
=o,...
'
.^
a
=o
and the functions d>,(x) are polynomials of degrec j and if they arc mutually orthogonal so that
These n conditions yield
'So s, s., r' -to' f w(x)<pAx)<Pj(*) dx = <'*

s, s., s-. at '.
= then the desired coefficients in_y(x) are
_sm .+, sm+2 L- _'.-

w(x\v(x)<pAx)dx
where Ja
w(x)[<t>J(x)]2 dx
= 2* h = S.v-v
This system of linear equations determines uniquely thc desired cocmcicncs, and thc resulting and y(x) is che least-squares polynomial approximation ofy(x). Thcadvantage oy(x) is the same
polynomial f(x) possesses che minimum possible valu of e'2. The applications ofthis process are as in (d). The applications of this process are shown in (12.05) to (12.11).
shown in (12.02), (12.03). .
3
240 12.02 LEAST-SQUARES UNE Least-Squares Approximations Least-Squares Approximations 12.03 LEAST-SQUARES PARBOLA 241
Ti
(a) General relations. Ifa sec of valesy,y .. in (12.01c) is co be approximaccd by a straight (a) General relations. Ifa sec of vales y0,y,, jr3,...,ym in (I2.01c) is co be approximaccd by a
sccond-dcgrcc parbola
linc
y(x) = a0 + a,x y(x) = a0+ o,x + aux
thc cocfficiencs 0,, ,s2, t0,/, are determined first as ilie cocfficiencs 0 , , , s-2 , s3 , 4 , / , /, , /_, arc dcccrmincd firsl as
= m, x, = x + *, + + xm,s, = xjj + * + + x; hi = "' si ~ X0 + x, + + xm ta = y +_>', + + ),
' =7o +.Vi + "' ' + ->'~ 'i = x<0' + x,yx - + xym s., = Xjj + x + + x'i l, = Aav + -v, v, + + .v >,
j = x + x, + + x, /._, x\. + x'i v, + + x%yM
(b) Coefficient matrix equation (12.01c) in cerms ofthese vales becomes S4 = A,', + x4x + + xi
[;: i;][:;H;:] (b) Coefficient matrix equation (12.01r) in ccrms of these vales becomes
from which Si, S, S;
M.L-J * -M S; S, S,
La,J fofj-iL-| J0JL,J
arc che desired coeflicients ofthe least-squares lir. in (a). from which, with D = s0s.,s4 + 2s,s,s3 s,sA s2 s2stl,
(s3sA-s2) -(StS<-s2s3) (sxs3 - s'i)
-(sts< - s,s3) (s0s4 - sfl -(s0s3 - s,s, ':
(c) Example. The following data. i)
L vVs - sl) -(S(s3 - sts.) (ss, - 'f) J
14
2 4
are che desired coeflicients ofthe least-squares parbola in (a)
14
should be fitted by a least-squares line y(x) = a - fl,x. The matrix coeflicients in (a), s (c) Example. Thc following data,
and / . /, . are calculated below.
1.00 1.05 .32 1.51
V,
k *i yi -..'< 0.52 0.73 1.08 1.4-1 1.39
1 2 1 2 4 2.357 should be faced by a least-squares parbola defined in (a). The coc

6 11 4.14'i
1 1 4 16 are calculated below and = m = 7.
0 1 6 36 4 21 5.928
64 10 SO 7.714
1 8
3
60 9.500
/. xk xl x x\ .>' x*Jt xjjt _y4
1 10 100 6
1 12 144 12 .44 11.285
0 1.00 1.00 1.00 1.00 0.52 0.52 0.52 0.909
1 14 196 14 '.96 13.071
6 1 1.05 1.10 1.16 1.22 0.73 0.77 0.80 0.914
\ !)
')
1.15 1.32 1.52 1.75 1.08 1.24 1.43 0.941
yj 7 56 560 54
3 1.32 1.74 2.30 3.01 1.44 1.90 2.51 1.032
4 1.51 2.28 3.14 5.20 1.39 2.10 3.17 1.206
B 1, S-,
5 1.68 2.82 4.74 7.97 1.46 2.45 4.12 1.424
6 1.92 3.68 7.08 13.59 1.58 3.03 5.81 1.835
Thc coefficient matrix in (b) yields
La 9.63 13.91 21.24 33.77 8.20 12.01 18.36
560 - 5611" 541 _ ' .5711 Sn ', 'u

si s:i i, ':
7(560) - 56a L56 7.11532J *" . -893J
Thc coeflicicnt matrix in (b) yields a,,,a, ,a in lerms of which (he Icasc-squares parbola is
and the least-squares line is
y(x) = 1.888 - 2.013.v + 1.034a-
y(x) = 0.571 + 0.893-v
The vales ofyk are given in thc lase column o: thc table, and their fu is shown in thc graph Thc vales ofyk arc listed in the last column of che Cable, and chcir fil is shown in che graph
adjacene co che cable.
adjacent co_the cable.
^Km^m^ ^ ^^^^r^^^^T^^^^^^^^^^^"^^^ 5^^^^^^^^^^^^^
Least-Squares Approximations 12.05 LEGENDRE APPROXIMATION 243

242 12.04 GRAHAM APPROXIMATION Least-Squares Approximations
(a) Substituto function^(x) for_y(x) in (a,b) transformed by x = {$a + b) + (b - a)u\ to y(u) in
(a) Graham polynomial. ir*,yt ,y,, ,y. are evenly spaced in the interval (a, b) and m- 2M 3 (-1, 1) is, according to (12.0U),
an even integer, then with
4x - 2(a + o)
_fl_+_ + *(*_Ul r =
(k = 0,1,2,...,A) () = 2^r() (r = 0,1,2,...,n)
x- ~ 2 2A/ - a
thc polynomial <bk(x) in (12.0 la*) may be taken as where /*,() = Legendre polynomial ofthe first kind of degree r (11.10) and
k(k + $(M + t) (k - \)(k)(k + l)(* + 2)(M +t)(M + <- 1)

*,(/,2A/) =1 (\\f(2M) + (2\)2(2M)(2M - 1)
2r + 1
fyWPA") du
(k - 2)()(A: + 1)(* + 2)(* + 3)(M + l)(M + <- \)(M + / - 2) |

(3!)9(2A/)i2Af - 1)(2A/ - 2) (b) Integris used in the evaluation of a, are
and the series terminates with the term containing *- k+ 1 in thc numerator. These \j(u)PAu)du =Ijf (i^-Y LA)J*
polynomials are orthogonal and are very useful in the data-smoothing process.
(b) Five-point least-squares approximation. Ifonly five vales cO are uscd so that M=2. then by ,'c) Square mnimum error of this approximation is
(), / = -2, -1,0, I, 2 and
M') =1 *i<0 =*' <*> =&* ~ 2) 03(O =(5/3 " m

(d) Legendre polynomials PAu)
</>,</! <M0 MO
0,.(O
l -I Po(") = 1 P,(u\ = (35a4 - 39a2 + 3)
-l
-2 _1 2
_i
-1
1 Px(u) = u Pû) = |(63a5 - 70a3 + 15a)
0 -I 0
o _1 _2
1
1
P2(u) = \(3u2 - 1) /el = TC(23a6 - 315a4 + 105a2 - -5)
I
2
P3(u) = 4(5a3 - 3a) PA^ = ik(429a7 - 693a5 + 3I5a3 - 35a)
from which, by (12.01rf), Pb(*) = T5s(6 435a8 - 12 012a6 + 6930a4 - 1260a2 + 35

Vo+yx 4-y2 4-y3 4-y, -ya - hx + h* +y4 and in general,
a = (l)2 + (I)2 + (1)2 + (1)'+ u)'-' a' ~(-i)2 + (-)2 + (0)2 + (i)2 + 0)2
-ya + 2yx -2y3+y4
v -hvx -y-i- hi+.**
a* ={xf+\-)> +(-l)2 +(2)2 +(l)2 * (-D2 +(2)2+(-2)2 +(D pM =ttjU"2 " )'] =-P,-x(u) - P.-Au)
2rl du r r
(c) Example. Iftheempirical data are given as (e) Special vales
0.0 0.2 0.4 0.6 0.8 M,-.<izJ2!! rm />,(!) = 1

PAO)
5.8
1.1 1.8 2.4 4.2 10 rodd ^(-1) = ("I)'
-2 -1
(f) Powers Of Uin tcrms of PAu) = P. arc
2.6314 4.0457 5.8386
1.386 1.6457
a = P, u" = (270, + 28/> + 8/>,)

where the last row gives the least-square approximations based on a2 = (1 + 2P2) a6 =5^(33 +1\0P, +72P4 + \6P6) j
y(t) = a0<>0(t) + ax<px(t) + fl2<M0 + a3<p3(t) aJ = (3P, + 2/>3) "7 = (143/, + 182A + 88A + 16P7)
in which, by (b), a4 = (7 + 20P2 + SP4) " = 55(7i5 + 2600J + 2160/>4 + 832P6 + I28P8)
1 t-
a0 = 3.0600 a, = 2.3600 a2 = 0.4286 a3 = -0.0100
i
244 12.06 CHEBYSHEV APPROXIMATION Least-Squares Approximation Least-Squares Approximation 12.06 CHEBYSHEV APPROXIMATION (Continued) 245
(a) Substitute function. When che errors near che ends of che inccrval (a, b) are co be considcrcd, che (g) Definite integris uscd in che evaluacin of a, in (fl) are
polynomial approximacion of.)(x) in Ccrms of che Chebyshcv weight funecion
(m + r) odd
w(x) =
V(*- a)/(b - x)
f' ""TAu) du =fLnLJHD
J-'
L +_ZH!)
lA lm+1)! (m + 2)l (m + 3)1
1J (m + r) even
cransformed as in (12.05a) lo
1
^(a)7;() = [l,TAu) - ,TAu) + /,r IL,
-I < u < 1)
Vi - " whcre m = 1,2,3,..., 7 = d\ T,(u)]/du, T"(u) = d2[TAu)]/du2,.... and
becomes y{u) =.tVV-7

J
/" ,+Wl/ ., :.TAu)
- u2-.
/, =jy(u) du, 2 =ly(u) du du,...
whcre 7 = Chebyshcv polynomial ofche m kind ofdegree r (11.15) and
(h) Powers of u in terms of 7^(u) are
a = y(u)du a, =J _y(a)7> a = r, " = (10 + 157.; + 6Ts + T6)
u = |(1 + 77.) u7 = (357; + 217; + 777, + 7",)
u3 = 5(37; + T3) 8 = 155(35 + 5677, + 287; + 877, + T)
(b) Square minimum error of this approximation :
4 = (3 + 47.; + 7;) "9 = 555(1267; + 847; + 3677, + 977 + 7,)
1
|g|J = f Vi - a'-'v(a) - -7 *a,T. u du s = r(I07' + 57" + rs) '" = 515(126 + 2107.; + I2074 + 4570 + 107; + 7)
a" = W(4627 + 3307; + 1657:, + 5577 + 1177, + 7;,)
c) Chebyshev polynomials TAu) are T0(u) = 1. T al = u, and in general (11.15a*), u'3 = ^(462 + 7927.; + 4957", + 2207;, + 667H + I270 + 7,,)
7I(a) = :)'r!Vn?f[(] - -')'-' -'] =2ar,_,(a) - Tr_,(u) and in general, wich p = r,r and q = r,(r I),
(2r)l du'
o+o- .+*>- -O 2--i r odd

(d) Special vales
(-1)""-' reven TAI) = 1
7;(0) =
r odd TA-i) = -1)' GMfc +iC)-'.'-
.
2-'
(e) Derivatives
f2r[rr_,() + 7V,() + + T u r odd

(i) Chebshev criterion states that of all polynomials of degrec r
liaving che leading coefficient equal lo 1, thc polynomial
fa " ^2r\T,_A") + T,_3(u) + + T u + 7(a)] r even
PA") = -pr
(f) Indefinite integ ais lias che smallcsc lase upper bound for its absolute vale in che
interval 1 u ^ 1. Since che upper bound of che Chebyshcv
f77,(fi) </w =7() +C JTx(u)du - -:r,() + C polynomials is 1,
and in general Upper bound of |/>,(u)| = 7
iit+.v*) ^->(i (r> 1)

/ WA =b 2 . r +
+ C
and che Chebyshcv approximacion confines thc mximum
error Co a minimum. Thc adjacene graph for sin ^jiu illuscraces
il.ll tu
where C = cons inc of integracin. thc mcaning of chis statement.

I i
TI
246 12.07 SHIFTED CHEBYSHEV Least-Squares Approximations .cast-Squares Approximation 12.07 SHIFTED CHEBYSHEV 247
POLYNOMIALS POLYNOMIALS (Continued)
(a) Change in interval. ln many practical problems thc approximation in (0, 1) is more convenient (e) Substitute function in (0, 1) is then
than in (-1, 1). Insuch cases the shiftcd Chebyshev polynomials are uscd.
y*(u) = + r ;,*7?(H)
77() = T(2u - 1) T*(u) = 1 rVl - a2 Wl - a" ',
where 77(a) = shifccd Chebyshev polynomial ofthc first kind of order r, defined in (b), and
(b) Shifted polynomials a% = \y*(u)du a* = f y*(a)77(a)fl*a

Jo

77() = 2a - 1 7*(a) = 325 - 48a2 + 18a - 1

(0 Derivatives
7**() = 8aa - 8a + l 7*() = 128a* - 256a3 + 160a2 - 32a + 1
d(T*())_ d[TT(u)]
0
77 = 512a5 - 1280a4 + 1120a3 - 400a2 + 500-1 du du
77* (a) = 2048a6 - 6144a'' + 6144a4 - 3584a' + 840a2 - 72a + 1 </[77(a)] _ d[T*(u)}
877 () = l2[T*(u) + |]
77(a) = 8192a7 - 28 672a6 + 39 424a'' - 26 880a4 + 9408a3 - 1568a2 + 98a - 1 du du
77 = 32 768a" - 131 072a; + 213 992a6 - 180 224a5 + 84 480a4 d[T*(u)]

du
16[77(a) + 77(a)] ^M3 =20[T*() + T*(u) +|]
du
- 21 504a3 + 2688a2 - 128a + 1
and in general, for r > I,
and in general,
d[T:(u)\ _r4r[7?, (a) + 7?_,(a) + + T*(u) + IJ r odd
77(a) = (4a - 2)7?_ - 77-
du l 4r[77 t(u) + 77..,(a) + + 7? + T*(u)] r even
or in Ccrms of binomial coeflicients.

igj Indefinite integris
=w 4.-c-.r*-K ::)-c i!;')] T$(u)du = M77(")l + c Tf(u)du = |[77(i)J + C
(c) Special vales and in general, for r > I,

T* (1) = 1 for all r
77(0) = 1 if reven 77(0) = - if r odd
r , ir7?, 7?.
r
M] +c
(d) Powers of Uin ccrms of 77(a) = 77 are
whcre C = constant of integration.
77
77 (h) Definite integris uscd in thc evaluation of a,* in (e) above arc with m = 1,2.3.
T'
(m + r) odd
isa ras
77 f u-T?(u)du= , ,j 77(D rf|77(i)]/i/a , d'Yrrwydu* ,
SI2 512
220 r.'
77 lK 'l(m + li! (m + 2)! (m + 3)! -] (ni + r) even
402 792 495

2048 "2048 >4S 2048 77
JV a)7?() a ='/*/)* - /!Z)f +*Z)J ],',
2048 2(MH
..4 91
17111
8192
SOOJ
8192
2002
8192
1001
8192 81 "2 BI92 8192 8192 77
8008 4368 I8JU 560 120 16 I
6 4:ts
32 768
11 4411
32 768 32 768 12 T(i8 32 768 .12 7HII 32 768 32 768 77
T' 477<a)l ftT*M]
whcre /J)* = Tf(u),D* = L aa
' , /)* = L; .. " ....
aa"
and in general,
1 f I /2r
/* = y*(u)du,I* = jy*(u)dudu,I* = ily*(u)dududu,
2*'-'L2\r
77 +
r ^ )77
- 1/
+ 77 + +
O 77., + T,
and che series terminates with the lerm containing D* = 0.

248 12.08 TELESCOPING OF Least-Squares Approximatiotis

POWER SERIES
(a) Concept. Cliebyshcv polynomials providc a good approximation ofa funclion with a small error,
but the evaluation of the cocficicnts a, in (12.06) and ofa,* in (12.07) gives risc to rather
complicated integris. If, howcver, a truncated powcr series of the function _)() is rcadily
availablc, the degree of the powcr series can be reduced with littlc loss of aecuracy by expressing
the powcrs of u in terms of T,(u) or T?(u) as shown in (6) below. This series of Cliebyshcv
polynomials can be rcarranged in an ordinary polynomial in u after stopping at the sclcctcd terrn
containing T(u) or T^(u) with a small cocficient. This process devcloped by Lanczos (Rcf. 12.04)
is callcd the tdtscoping (economiâtion) of power series expansin. The rcsulting y(u) is not identieal
with the truc least-squares approximation. but the method is a convenient tool of practical
13
calculations. The following example shows the procedurc of application.
(b) Economizalion Of power series. The truncated Taylor's series

u u! ' u* uu
FOURIER
' = ""T 2! 3! 4! 12!
is expressed in terms of the relations (12.06A) abbrcviatcd as T,(u) = Tr.
gssf - T +
" ' 2(2!)
(X. + T-,)
4(3!)
(37; + 77,) +
8(4!)
(370 + 47, + Tt)
-4/
APPROXIMATIONS
(107; + 57', 4- T.) + -(I07J 4- 157:, 4- 67, 4- T6)
16(5! 32(b!i
(357', 4- 2I7". 4- 77: 4- 7- + (35 4- 5677, 4- 287; 4- 87;. 4- 7"H)

64(7!) V ' ' 128(8!)
462 4- 7927T, 4- 4957, 4- 2207, 4- 667, 4- 127;,, 4- 7,)
2048(12!
After collecting factors of identieal polynomials.

e- = 4- 1.2660667" - 1.1303187, 4- 0.271 4957.; - 0.044 33773
4- 0.005 474T< - 0.000 54375 4- 0.000 5007 - 0.000 00377
4- 0.000 0007H
The substitution of the relations (12.06c) for 70, 7,, 7,, 7,, 74, 75 yields the final form of the
economizcd series: f
e~" = 1.000 045 - 1.000 022u 4- 0.499 199a"

- 0.166 488u:1 4- 0.043 79 V 1)0010
- 0.008 446hs 4- 0.0000457; o.oocw
Sincc the largest valu of 7: is 1, the approximation error

O.OOOti
et < 4.5(10)"'. whercas the error of the inicial Taylor's
series of the same degrec (lerminating with u5/5\) is 11.IHXH
C-, ^ 1.4(10)_J. The adjacent graph shows the relationships
of these two errors. n H002
250 13.01 FOURIER APPROXIMATION IN CONTINUOUS Fouricr Approximations Fourier Approximations 13.02 FOURIER APPROXIMATION IN CONTINUOUS 251
RANGE, GENERAL RELATIONS RANGE, TRANSFORMATIONS
(a) Concept. Whereas the polynomial approximations are in general wcll-suitcd for the approxima (a) Change in variable. In the dcvelopmenl of Fouricr series the variable may be chauged as shown
tion ofa continuous functiony{x), whcn this function is periodic, it may be prcfcrablc to rcsort to below, where L, 7 are positive numbers and 0, x, I are variables.
an approximatc function, which is periodic in the same intcrval. The most convcnicnt form of
such an approximation is a sct ofsinc and cosine functions known as the Fourier series. 1 (' knx
0 = (-/. < x < I.) i*-.fm* dx
(b) Basic form. Any singlc-valucd function i d> that is continuous except for a finitc number of
discontinuities in an intcrval (Jt < 0 ^ .t and has a finitc number of mxima and mnima in A / - kJlx - kJCx\ 1 [' knx
this interval may be represented by a convergent Fouricr series as *) = H, + 2 [*i sin 4- B, sin J Bi = l) sm T~
dx
!
i
y(6) = Â0 + Ax eos0 + Ai eos 2t9 4- A, eos 30 4- 1M i rrn 2 f77' 2knt ,

(-hrin 30 + 1 J-ri-i i 3-Til T
2knl\ 2 f7V- 2kxt ,

=Mo+ (Acos ke + /j<sin ke y(l) = a* 4- 2 [Afcos- + B*sm B* = -
' *T/Z
y(l) sinr di
'
and approximated by 2/i 4- 1 terms of this feries as
Change in interval. In the dc%elopnlent of Fourier series the interval can be shifted as shown
y(0) = i4 4- [AK cosk6 + B, sink$ iclow, where L, 7, 0, x, I liave the sa me mcaning as in (<j) and (, C, K are signed numbers. I
i
-2n < 0 < 0 w < 0 < w + lit 0 < t < 2
(C) Principal Characteristic of this series is its :hogonality over any period interval. In particular, in
| (-"-T
(-,t,.t) with j,k = 1,2,3 n, - I _y(0) cos kOdli 1 r(0)cos*t9</0 - i y(0)i.oskOdO
cosj6cos k6d6 = 0 (j * k) I cosjdcos kd d6 = n (J = k) - _>(>) sin kOdt - | r(0) sin k0d6 - i r(t9)sini0/t9
-21. < x < 0 A' < v < A: + 11. 0 < x < 21.
( s\nj6s\nk0d0 =0 (j *k) J smjd sin kOd6 =it (j =k)
1f M ^W - \ y(x) cos dx
zj, j^>-r*
cosj6 sin k6 d6 = 0 (for all j.k 1 " / ^ X-Tv^ 1 1f*** v(x)sin
- i 1 ^wdx 1 f" x ***,,
ZL,/;v(x)s,nT'/v ZJ -'Ws,nX'/* -
-7"< / < 0 C < 1 < C + T 0 < t < T

(d) CoefficientS Of the truncated series, derivec from the minimum error condicin
2 ':,T ls
2 f"
^J . .
y(t)cm 2Xvr/
di -J .)(') eos 2k,Tt
di 2fT,l
-J 2to/ ,
_>(/) eos <//
\y(0) - |A0 - (.1, cos k6 4- B, y.n k6)}2 d6 = <r
> f" 2Xvr/ 2 f'"'7' , . . 2* , 2 f'" . . 2latf .
B
At = - | : 6) eos k6d6 =_ [ y(0) sin kOdO

**-/w* (c) Phase angles. The cosine and sinc terms of the Fouricr series may be combined in a single
osine or sine series with the phase anglc <pk or t/>4, rcspcctively.
The evaluation of tbese integral is facilit.v.ed by the tablcs (13.03), and their particular forms
corresponding lo a selected sel ol functions re usted in (13.04) to (13.11).
y(6) = U0 4- f, Rt cos (kO + <pk) i((3) = H. + S R*sin(*fl 4- V'J
41
(e) Nonperiodic functions that satifv the conc:tions of (b) in a selected interval (jt.-t) can also be
approximated by the truncaied Iourier sene?, but only in this interval. Outside this interval, the ^ = V--1; 4- Bl * = tan-^-=2J Rk = yji + Bl V> = tan--S
series contines to be periodic re .ardless o; :he function to be approximated.
252 13.03 EVALUATION OF FOURIER COEFFICIENTS Fourier Approximations Fourier Approximaons 13.03 EVALUATION OF FOURIER 253
COEFFICIENTS (Continued)
(a) Notatlon. The most common definte integris used in the evaluation of Fourier coefiicients
At, Bkare tabulated below in terms of the following symbols. (d) Range (0 < t/< 1)
k,m,n,r = integers a. b = positive fractions < 1 n = (1)*
| C, A =0
u = x/L = dimensionless variable b = I a w = signed number = 0
(1)
Jo
O)
f**"1^ %U-
A = kjt Ck = cos Aa St = sin Au tu = en Ct = cos <ou S{ sin <ou | S, aa = - ^
(2)
J0bC""' =V (10)
Jo A
(-ir
M, = {-!)* 2 'o(2r- 2/n - 1)!A2" ^Bzr +M). <-t'~-
A2'"' ~o(2r -2m - I)A*- (3)
Jrc** i* (II)
jO*-*^-!
( l)'sin Xa
*,(-!>* 2 'o(2r - 2m)!A"
(-D" AT,=
A2' l ' t'o(2r-2m)A2- (4) (Vd-^.i/, (12) 1f' u*.
Jo
. =
Skdu = (2')!
A
v
Af,
i. - <-D* 2 '0(2r- 2m + 1)!A2

(-1)' ^Zl^
A2"
_(_,),ToO(-I)-*"*'
- 2m + 1)!A2
(5)
/" ,+,^
1 U
Jo
,
C4 rf =
(2'+
T;
1)!.,
N,
''
(13)
f ., ,
Jo" S"/"=-
(2r+ 1)!
A ''
(6) fcrCkdu =('in.W
Jo O - >
(14)
,cÂ-A(,f<r":l)
J0 to- - A-
(b) Trigonometric identities (k = 0,1,2.
(7) (15)
Jo O" - Kl J w - A-
* = 0 k > 0 *odd * even
f' - . o(ik"- D (16) 1 e S.du= r, 75

COSlt^ + 1 -D1 -1 + 1 (8) I 6.011= TT
Jo 0* + < Jo w + A-
sinfar 0 0 0 0
(e) Range (a i/<1)

(c) Range (-1 < t/s 1)
fV A - S'n^ _ cosAa 1;
(i) (6)
. S, du
A
(i) C. (2-2A2)^ -2COSAA
t A 2(t]bk + sin Aa)
V A - 4" usS, du = 0
(3)
f (u - a)2C rfu = (8)
(3) (H)
(4) (u - af'Ck du = -W Mt (9) ( - af'S, du =-^W,
(4) rrQ du, =-p-
_ 2(2r)! .1/, (12) -'.Sj ato = 0
a'-^'Cjrfu = 0 (13) u St du = ; f,
(5)
f (.-)**>CtA =^-Âr. (10)
f (u a) St du =
(5)
2cki? sin <t>

(6) C,C du s (14) C,5j au = 0 f) Range (0i/s a). By su icrposition of the respective cases (d) and (e).
' o)1 - /.
(7) S,Ct du = o (15)

,
2A;sin <tf
A,, <KI = r,
co* - A"
rrr f^ttJC, du = f^(tt)C|</W - f y(u)Ck du
Jo Jo ' Jt
2jn-sinh-m_ _2Aq_ainh._
W ~Ct du = -5
4
-
a2 + A
Trer "7*~5T2r^~
o-' + A2 fy(u)Sk du =Jof j.()5.''1 ^~fJ ^-(a)^ a
Jo
M
J"
254 13.04 APPROXIMATION OF EVEN FUNCTIONS Fourier Approximations Fourier Approximations 13.04 APPROXIMATION 0F EVEN 255
(a) Notatlon
FUNCTIONS (Continued)
a,b,h,L = positive numbers 17 = (1)* k,m,n,r = positive integers (g) Rectified sine curve (13.03</-7)
u = x/L X = kiX a + b= I C, = cos fon 5^ = sin kmt ^(x) = A sin = A|sinjra| (-l<u<l))
(b) Even function. A functiony(x) is said to be even (symmetrical) if #9
y(-x)=y{x) (-L<x<L) |y40 =A |sin nu\ du = 2h/: 0
Jo /
The Fourier approximation of an even function is Jtodd
y(x) = 5ô+2 AkCk

m
k =2hf\ sin jtu| Ckdu =
Jo
4A
i even
(*2 " 0*
where
(h) Rectifiedcosine curve (Ref. 1.20, sec 19.52)
Mo Jo^()</ i1 = 2.v(a)Crfa
Ja y(x) = h eos = A|cos.Tu| (1 < u < 1)
are the Fourier coefficients evaluated by the integral tablcs (13.03) and given for selected cases
JT 2A
2n
mx/f^K/n
below. |cos nu\du =
o JT
(c) Rectangle (13.03</-1)
Jtodd
y(x) =y(uL) =h (-1 ,*
i i ! i i J i
^~T ? i i r (A2 - 1)*
|/40 = Ai rfu = A
Jo (i) Shifted rectangle (13.03*-h
1 *
t =2A Jof Ck du =0 y(x) =y(u) = A (-1 < u < -a,a < u < 1) 1(1 1
"
u. a/. "' M
(d)Triangle (!3.03a*-2)
*i0 =h\ du =bh k =2h Ck du = 2A sin Aa
1
A*
^ ) = _ = AU (-!<< 1)
(j) Shifted triangle (13.03-2)
A0 = AI udu = rh y(x) =|-(-a)\

|A| I
(-1 << -a,a<u< I) tha^ -^Tr
Jo
k =2A uQ/u = 2A(n - 1)A"2 -

Jo
2A f1 ->A
(e) Parbola of 2rth degree (l3.03</-4) 4i = T I ( ~ a)C4 = ^[n - cosAaJA 2 !i:
6 JB P
.*(*) =(j) =A2' (-Ku <l! (k) Shifted parbola of 2rth degree (l3.03-4)
^fl
U = A a,ifa = A/(2r 4- I) A*) = ItI("
\b
-flHI i-Ku<-a,a<u<l)
Jo
A f' ., AA 2A f' , 2A(2r)!
k = 2A U-"C4 = 2A(2r)!.A/,A-- A2'A2
(f) Superposition (I) Superposition
^trFm^
Cur(c)-('j>r|dl Omc (c) Cjk- (f) CjwUI<.i-|i>
U<l(l-ClK|j)
Wi
Fourier Approximations 13.05 APPROXIMATION 0F ODD 257
256 13.05 APPROXIMATION OF ODD FUNCTIONS Fouricr Approximations
FUNCTIONS {Continued)
(a) Notation
(g) Quadratic function (13.03</-11,12)
a,b,h,L= positive numbers r = (-1)' k, m,n,r = positive integers
r4Aa(l + ) (-1 <u <0)
u = x/L X- kn a + b= 1 Ct = cos kxu Sk = sin knu y(x) =7(u) |
UAb(I - i/) (0 < u < 1)
16A(1 - n)
(b) Odd function. A function y(x) is said to be odd 4 = 8AJo (I - k)*A = A3
(antisymmetrical) if
y(-x) = -y(x) (-L < x < L)
(h) Cubic function (13.03a'-10.13)
The Fourier approximation of an odd function is
, _, 8Au(I - u-)
y(x)=y(uL)= 4 '- (-!<<!)
y(x) = 2 B*St r-K.
^q-
^fTTl\
i- i
t-Sî-,^*-^ ^QU^
where
B, = 2i y(u)Stdu /i) Shifted rectangle (13.03.--o)
are the Fourier coefficients evaluated by the integral -A -1 < u < -a)
tablcs (13.03) and given for selected cases below. y(x) =y(uL) =
(c) Rectangle (13.03rf-9) \ =2Aj St du =

2(cos /.a i])l
M. .// al W
,-h (-1 < u < Ol

f
y(x) =y(uL) = | h ( o<< li 4
11 (j) Shifted triangle (13.03*-7)

2A(1 - i?) II "
Bt =2h\ Sk du = /
-( + Al (-1 < u < -a)
b
y(c) =y(uL) =
(d) Triangle (13.03-10)

- (a - a . (a < u < 1) ^rTr
y{x) =hl =hu (-!<<!) t= J (U - fl^tto = 2(r/A sin Xa)l
2A r
M. .1/ .i U.
Yb
^ = 2AJf1 5, du = -
2An
(k) Shifted parbola of (2/- + 1)th degree (13.03e-10)
'u 4- a\:'+*
(-1 < u < -a)
(e) Parbola of (2r + 1)th degree (13.03M3
y(x) = y(uL) = <
(a < u < 1)
.v(x) = A-J - te2'*1 (-1 < "< 1)
,rjp- 2A f1 ., . 2A(2r 4- 1)!
fl, = 2AJf1 u***$kdu
...
= (2r + ')!
\
(I) Superposition
(f) Superposition
t
f
t'
GHr(t).Ciic(d|
rWJ (jK-nl-1'.iwlrl
'(O l4M-(|l
W. /./
Uiir(rl-I .ixiii
w.
Fourier Approximations 13.09 APPROXIMATIONS OF ALTERNATING 261
260 13.08 APPROXIMATIONS OFMONOTONIC Fourier Approximations
TRIANGULAR FUNCTIONS
TRIANGULAR FUNCTIONS
h,L = positive numbers k = 1,2,3,... ,n
a,b = positive fracons h, L= positive numbers * - 1,2,3,....
u=x/L 0 = un j= 1,3,5,. ...
u = x/L <x = an B= bn B= un n = (-1)* j = 1,3,5,... ,,
8A A cosjB
j(x)
a S 1
^r-, 1'J-
,2 J
j-iJ
-1
ah h A sin Aor cos kO A A (cos

h icos ka
ka _ sin
sinAa\
Aa\ .
.<*) = "=" + ~ 2/ - S' ' :*
*|V a*2~ /'I s,n k0
2 *f, *
(2) ,,'
A
... 8A A sinj'0
r i
j s 1
^v ', jM =-i L -75-
oh tA sn*-cos*0 , A A /eos
feos ka _ sin
sinAffN
ka\ .
1 sin kO
// ;a> ,*| : |
01 i .'
1 a < 1
1 "-
0 aA 2A A (l - cos ka) cosAfl
"l* -, , 2A A (-1)*+Isin*0
1 1 r,x> =i+ TPh P *
A") = 2j 7
L
"-O j = i
;.
h 4A A eos/ ' i
/. L
(41 l 1 !
W. aL o/. U. """"""""^ ""
AA 2A A (n - eos Aa) cos fl _, , 2A A (-l)4sinA0
\ 1 1 u) =T +T? 2 *-' y{x) j 7
j = 0
* l * < : !V
A 4A A cosj'fl
1 ' .
2A A sin *0
h 8A A cosj'0
u
(ti) i1
A
.
.. . 2A A sin*0
A 8A A cosjd i .! I'
1
r(', =^2
/. /
Fouricr Approximations Fouricr Approximations 13.11 APPROXIMATIONS OFSINE AND COSINE 263
262 13.10 APPROXIMATIONS OF
264 FUNCTIONS
TRAPEZOIDAL FUNCTIONS
266 13.14 O
a,b = positive fractions h. L= positive numbers k - 1,2,3,... ,n a,b = positive fractions A, /, = positive numbers k = 1,2,3,... ,n
(a) Two Fa
u= x/L a = an B- A.t 6 = un r = (-1)' j = 13, 5,.. . ,s u = x/L 6 = un n = (-1) c noninteger number j* 1, 2, 5,.... s
(11
lll
al. M. a/. o. W. o/.
k *
_r(x) = A |sin 0|
j-AO) '1 1 (2a + b) = 1
1' A
., v 2A 1A A eos 2*0
A 4A A cos ja cosj0 v(.v) = 2j 7^
/ *" \ * K.*f|(24 - 0(2* + I)
with kn
positive . /
* in m in
'-' 1
(b) Sum of
[0): (2a + b) = 1
y(x) = A|cos fl|
4A A
4A A sin/0 2Ai; ^. i (I + n) sin la] sin*0 2A 4A A cos 2*0
m - t*,-.
2 -i- + . .T,
2 + y(x) = -.t - -if,(2*
2 JT - D(2* + I)
where j
c0 -
(c) Produc
I))
al. H al. ti M. al.
-/. < x < -A/2, t/2 < x < /.. v(x) = 0
(2a + A) = 1 -A/2 < v < I./2. y(x) = Acos t
i.(0) '
-p. 4A A sinja sinj0 A A 2All A cos 2*0
i(x) = X ~j
where w
A"
s. * a.-r ,_, .; u f(x) = - + -cos 0
" -t 2 *
'- X
^,(2* - 1)(2* + I)
; i.
al. al. a/ "/.

-l.< x < 0. ,v(.v) = o
/; = r-y^Pi (a + A) =S h U < x < /.. .v(.v) = Asin 0

4A A Isinjft - sinja) sinj0 2A eos 2*0
D(2* + I)
(h =
Thesc r<

(d) Derival a M aL al. M. n/.

-/. < v < /.. v(v) = Asinr0
is sectio (2a + b) = 1
l ' '
-
where v* *^~ n /J\ sin tfl 2A sin r.T S

A r /r/*
n sin
sin *0
Af
SU (*) = _^y f, +sinkP\

7C ,4", V La I i x XZ_ w .>(*) = " i-- _ ,-
1. /.
1 ' /
JO
(e) Integra
(a + A) = I -/.<t</.. >(*) = Acos r0
t 'ivfix (1 + ;)siiiA-a1jsin ke 2fA sin r.T / I A ti cos *0\

f{(
i V(X)=~V^,11+ J\i y(x) =
/r
I-, + X "I
\2r
7T
,. i <" - * /
(f) Higher
i.. Re.
268 14.01 LAPLACE TRANSFORM, GENERAL RELATIONS Laplace Transforms .aplaceTransforms 14.01 LAPLACE TRANSFORM, GENERAL 269
RELATIONS (Continued)
(a) Definition. IfF(t) is a real piecewisc-continuous function of the real variable / > 0, then the
Laplace Iransform of /*(/) is (g) Exponential function (Ref. 1.20, sec. 19.71)
r r*, , //-""'"v i
Se{F(t)} = f e-F(t)dl =J {/) = e"e-dt = lim /"// = lim I =
J(i
i
where i = real or complex and e = 2.71828 .... (2.18). The variable Ican be x,y, z, or any other and similarly, {e~") =
4- a
variable.
(b) Piecewise COntinuity. A function F(t) is said to be piecewise-coniinuous (seciionally con (h) Trigonometric functions (Ref. 1.20, sec. 9.06)
tinuous) in an interval a < I - i if the narval can be subdivided into a finitc number of
segments, in cach ofwhich the function is continuous and has a finitc limit at both cnds of cach ${s\nwt) = e'"s'mwtdl = lim I e~" sin totdt
segment. The adjacent graph is an examplc ofsuch function.
(c) Exponential order. Afunction F :i is said to be of exponential order S ifwith the real constanl = lim I -5 7. (s sin O)/ 4- w eos fl)/) = -5 r,
'.2 + >- v Jo r 4- w
M > 0 and / -* ,
Fin k
\F(t)\ < Me" ~.

i?(cos)/} = "cos (i)tdt lim I c "cos wt di
Jo ~*x 'O
(d) Existence theorem. If F(t) is piecewise-coniinuous V = lim -3 r;(s cos (l - w sin r/) = -5 ;
in every segment of the interva! 0S/SJ2 and of
exponental order A' for I > R. then its Laplace
iransform exists for al] J > A'. These conditions are suflicicnt but nol necessary, since if thcy are
not satisfied the transform may or may not cxisl. (i) Hyperbolic functions (Ref. 1.20, sec. 19.71]
(e) Laplace transforms of elementary functions derived by (a) in (/) to () are tabulated below, ^{sinhai/} = t " smh (ldi = lim dt
Jo **'* Ai
where a, w = signed numbers. i > 0, and n = 1.2.3
r r""-" | r " T = (o
F(t) m) F(l) /(') ~ .I L2(a> - s) 2(( 4- )J0 r - tf2
1
1
(7) sin o
ui
r r,"- + ,-<+*
(1) i
j" + O ifcoshw/} = <- "cosh wt di = lim tfV
Jo f*" Jo -i
j
(2) /" -I
(8) cos Ull
I" + tt>
~ ,-"L2(w - j) 2(w 4- j)J r - o'-
ai
1
(9) sinh tul
(3) e
a j" - a>"
(i) Winkler's functions (Ref. 1.20, sec. 9.0(i)

.i
1
(10) cosh m
(4) i
+ a s1 ai*
!{c" sinwt) = I f<a 'sin <*>/</< = lim e'J '"sin wt dt
Ul
Jo * Jo
OI
e" sin w (11) e'1 sinh >ot
(5) - a)"' + (i)"' (j - a)-' - or
- ((a ) sin >/ - j cos wt) =
a
a
.(a - )1' 4- (O'" "'Jo (i - ")"' + (~
e" eos (l (12) /'" cosh <n/
(6) - a)3 + ni' (j - a)"' o>"
S{e" cos col) = el'~'*'cos (Ot dt = lim I e"~'" cos wt di
(f) Algebraic polynomial (Ref. 1.20. sec. 19.71] r et*->- T - a
= lim r, -, ((a - s) cos wl 4- w sin wl) =
j - a)' + r
'
.* L(a - s)~ + w Jo
<{,"} = re'"di = lim I /V"'7
4- a
= lim -<-"/" +
n(n - l)<" h! \T _ ! and similarly, f{,- sin wt) = +^ =^ ^{^"' eos BB) =(j +fl)a +^
I
Laplace Transforms 14.02 LAPLACE TRANSFORM, BASIC 271

270 14.02 LAPLACE TRANSFORM, Laplace Transforms PROPERTIES (Continued)
BASIC PROPERTIES
(h) Scaling
(a) Notation
Fk(t) = original function M*) = Laplace iransform otFA{x) %{F(at)) =j e-'F(at)dl *Kf)H<-<)
a, b= signed numbers = parameter > 0 *,n = 1, 2,3,...
With 1/ = al, dl = du/a. With D = //a, a1/ = a<&,
(b) Linearltyproperty. lf#{*,(/)} =fs),<{F,{t)) =/,(*),..., then X{F(at)) =- f e"w*F(a)rf =*M) MKDl-f'^"* = i/l)
2{aF,(t) bF&) ) = d{FM) bSe{F,(t)) = a/M bUs)
(i) Example (I4.01<-5i
(c) Example (14.01-7,8).
i?"/*siii^-,l =
b i A((j/A - (i)' 4- or]
aw 4- bs
gasino,/ +coso,/} =a-f2 4- 1,-j-, - +-t
) Multiplication by tn. UX{F(t)) =f(s), then
(d) First shifting property. If y{f 0} = /(*), <hen dm
ds
=l\ff-:F(t)dt]=
ds l Jo J
f{-te-"F)\d<
Jo
^{-f(/)} = r^-'7--(/) di =f(s - a)

Jo
%{e-'F(t)} =J e-'e-F(t)dt =f(s 4- a)
"
=-ff-[,F(t)\di =-se{iF(t))
Jo
and in general.
(e) Examples (14.01-2,9,10)
,</('
SE{CF(t)) = 1-1 f"
5?{-"coshoi/} =J f-V-cosha/<ft =- +Jfl),'_ w, (k) Example (14.01^-3.7)

di w 2ws
X{<sinwt} = (-\)-{-Tr-iy
(f) Second shifting property. If
.d' / 1
(0<a) ?0V'} = (-1)-- =7Ti
1 ' ds\s + af (j + a)
2{F{t))=f(s) and C(i) =
Flt-a) (t>a)
(I) Divisin by /. li
then #{<?(/)} = Joe-'G{t)dl =|Y"(0)
Jl>
dt + J-' e-F(t - a) dl /(/) = tG(i) S{F(t)}=f(s) 2{G(t)}=g(s)
dg(s)
and with u = I a. ihenby (j), X{tG{t)} = M)^1 =/(*)
(,'(/)} = r"""7-'n ifn = e " \ e ,uF(u) du = e "f(s) and by integration.
L Jo
g() = -f/u) = i /(j)

(g) Example (14.0U-2). II" F(/\ =r and C(i) = (i - a? as shown in the |*
adjacent graphs, then
W^
r , -2
#{G(0) = Jo
(' - fl)"'" ir = T
(m) Examples (14.01^-7)
Similarly, if /"(/) = sin wt and C(<) = sin[w(t - a)], then
sinw/1 C a> , _, * =
1
tan
_>
' = cot
-I J

f" _ <
= -^ 5 1 = tan =
f{G(/)} = J -"sinlo> : -)]<ft ='~"j2 + (- 2 to W
1 3F r^^^m~~" ~^r l^^^^^^^^^^^^^^^M^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
272 14.03 TRANSFORMS OF DERIVATIVES Laplace Transforms Laplace Transforms 14.03 TRANSFORMS OF DERIVATIVES AND 273
AND INTEGRALS INTEGRALS (Continued)
(a) Notatlon (a) Single integral. If
F(t) = original function f(s) = Laplace transform G(t)
SB{F{i)) =/<*) G(t) =('F(t)dt
Jo
G(0) =0 dt
= F(/)
FM{t) = nth-order derivative of F(t) (n = 1,2,3,...)
F(+0), F("(+0),Fl2)(+0),... ,Fim)(+0) = initial vales then by (14.02) ^{^p} =s{G(t)} - C(+0) =f(s)
u,, 2, u3,..., u, = functions of /
(b) First-order derivativa. If S{F{t)) =/(*) and dF(t)/di = F'(t), then by parts,
from which *{[w*}-*i
S{F'{t)) = Jofr"F'(t) dt =lim [e-"F'(t)dt
<*Jo
(h) Example (14.02m)
'sin wt , ] 2{(sin a>t)/1] 1 , s
=lim \e-'F(t) \'o - f(se-")F(t) dt]
i L Jo J
-> = - cot
s

w
and 2{F'(t)} =sf(s) - Fi+0) | (i) Mltiple integris. For the same function,
i i
(c) Example. ir"(/) = d(sinwt)/(wdt) = eos tuf and <e{(sinwt)/w} = 1/('j 4- ar), then a{//**}-*!. *{///*,)***}-j? ^{///fww}-^
,fsin wt) sin tt(4-0) s
?{cos wt} =^{^-\ + o> r 4- o>" (j) Example. IfF/i = cosh wt eos <o/ and
{cosh wt cos w/} = -t T

(d) Second-order derivativo. If ?{F(t)) =f(s) and d-F(t)/dt: = /="'(/), then by parts, 1 ' j4 4- 4)4
j?{F"(/)} =JoffF*(/)A =lim fe-"F"(t) dt

Jo
then Sel I cosh tu/cosh wtdtdt\ =
UJ ) s4 4- 4>4
o
=lim[r"F'(/) +se-'F{t))0 - (-VF(r)<//}

(.x l Jo ' (k) Convolutions. If S{Fx(t)) =fx(s), S{Ft)) =f2(s),.... then
and se{Fn(t)} =rfl*) - ,-F(4-o) - f'{+o)\ ^{JV,(/- T.F,(T)rfT}'

= /.W(*)
(e) Example. If
i'ff.T)/^!/ " T)dx\
F(t) = sinhwt F'(t) = lcoshwt F"(t) = ar sinh wt
(I) RedUCtion. By k) above,
and F(+0) = 0 F'(+0) = w F"(+0) = 0
then ?{ ['(/ - t)F r) </r} =S{t) S{F{t)) =f-^-
<{wl rinh wr} = r'.Sf{smh wt) - s{0) - w = 3 - w = a _ a but by (i),
(f) Oth-order derivative. The transform ofan nth-order derivative is by deduction of (b) and (d),
Wîlj =,y(j) - r-'F+O) - j--F1"(+0) F(-a,(+0) - F-n(+0) then in general.

,
where the lowcr dcrivatives must be continuous and the highest derivative F""(f) must be
seciionally .jontinuous in every finitc interval of its application.
Jj-
0
J r,) (<//> ~ ( - l)lj('
0 0
T) '^J''1
^ ._^ / . i ^^^^^^^^^^^^^^^^ ^^^^^^^^^
Laplace Transforms 14.05 TRANSFORMS OF RAMP FUNCTIONS 275

274 14.04 TRANSFORMS OF UNIT FUNCTIONS Laplace Transforms
(a) Three basic functions which play a useful role in the solution of engineerng problems are: (a) Three ramp functions which again (as theirbasic counterparts) play a useful role in engineerng
applications are:
(1) Unit step function <tt(/ - a) (1) Ramp function of first degree, /?,(* a)
(2) Unitimpulse function &\t - a) (2) Ramp function of sccond degree, R2{t a)
(3) Unit doublet function 2<t - a) (3) Ramp function of th degree, Rm{t a) I. ..;)
Their analytical dcfinitions and their Uplace transforms are given below in notation introduced Their analytical dcfinitions and their Laplace transforms are given below in notation introduced
in (14.01), (14.02). All Laplace transforms are equal to zero for t < a. in (14.01), (14.02). All Laplace transforms are equal to zero for t < a.
(b) Unit Step function, also called Heaviside's unit function, shown in the adjaccnt graph, is (b) Ramp function Of first degree, shown in the adjacent figure, is
f0 (t
(<<< a) (t<a)
Qlti\ = l v
a) /?,(/ - a) = \ t - a Se{Ry(t -a)}=
(t>a) os
and
SE{%(/)} = -e (c) Rampfunction of second degree, shown in the adjacent figure, is
(C) Unit Impulse function, also called Dirac Delta function, shown in the adjaccnt graph, is [0
R2(t -a) =\ (t - af
(Ka)
2e- 2
*<*.(' - =757 UUJ
\U.(t - al V(t ~ a ~ )1 1
^-a> =iLm0l J
(d) Ramp function Of /Ith degree, shown in the adjaccnt figure, is
Other designations of this function are 6(t - a) or 9{t - a), and the |(
function is not a function in the truc mathematical sense but a dcfinilion
of distribution. Some of its properties are
(Ka)
2.
Rn(t -a) = i(t- a)' 2{RAt - )) LUJ
v+l
r?(t) dt=\ ^&{t-a)dt=\ b"
(e) Superposition of two rectangles (h = constant)

f&(t)F(t) dt =F(0) | &(< "')?(') dt =FiD
where F(t) is acontinuous function. The Laplace transforms of &(t) and 9(t - a) are
-*- 4- o
Se{9(t)) = I #W " ")) = r" U U i-l1

Se{9>{t)F(t)) =/(s) -2W " )F(')} = '~7W From the figures above,
Se{F(t)) = (a<Kb) W<0>= - (/>*)

(d) Unit dOUblet function, shown in the adjacent graph, is
<U(t - a) - 2%(< - a - b) + <%(< - a - 2b) i{l - a)
b *
(f) Superposition of rectangle andtwo triangles (h = constant)
2.(t - a) = lim b'
, /(/>
This function isnol a function in the true mathematical sense but isagain
a definition ofdistribution. The Laplace transforms of(/) and 2(t - a) "jgf,
are
tr^.p^+
se{si(t)} = S{2t(t - a)} = se
Fiora the figures above,
MI
2{2(t)F(t)) = sf(s) S{2t(t - a)F(t)) = sefts)
<k{F(l)}Z-7 (a<Kb) S{F(t)) =s - -1- 4- -^- (,>*)
where F(t) is the same as in \c).
s (b - a)s (b a)s (b - a)s II
s&.
276 14.06 TRANSFORMS OF PERIODIC FUNCTIONS Laplace Transforms .aplace Transforms 14.07 TRANSFORMS OF 277
ANTIPERIODIC FUNCTIONS
co
(a) Laplace transform of a periodic function,
(a) Laplace transform ofan antiperiodic function,
G(l+ T) = G(t)
ofperiod 7" > 0 shown in ihe adjaccnt graph is T \ T \ I
//(/ + T) = -//(/)
of period 7" > 0 shown in the adjacent graph is 3^4> ' i < .1. '
Se{G(t)) = Jo e-G(t'. Se{H(t)) = fe-'H(t)dt
Jo
and with / = u, , = T 4- u. U = 2T + u,...,
and with t0 = u, /, = T 4- u, I., = 27" 4- u,. . . ,
S{G(i ,} =('e-"Giu du +j\-fT^G(u)du 4- JT e-'">G(K)rfU 4-

SB{H(t))
-(' "H(u) du
-> "7>"7/() du + i e-,{-r*")II(u) du -
Jo
e-r _,-2-r +...)[ e-nG(u) du = " _ T =i(*)

e '"G{u) du
= (14-
.,. e-"H(u)du
Jo ' '
= (l - e-T+ e~
'<'' _ )[ e-"H(t) du = "
J() 1 T
_l7- - *(*)
(b) Rectangular function. If CU)

(b) Triangular function. If with k - 0. 1,2
(I, (0 < u < : ^H HH \JU\ * "I" I" 'I' "I'
C(" =l <<<: 1_ i1_ ii r u [-1 *-H (0 < u < a)
b b
1, ,1 ' //(/) =
and b is the period, then -l)-( - a) (a < < A)
he '" du and A = 2a is the period, then by the geometric superposition (14.05c). (14.05/),
- e~")h
g(s) = - e " (1 - e )s
(I - 2e~" 4- e~h)
h(s) =
(c) Triangular function. II 1 4- <" a(l 4- e~*)ss
fe (p<.<| (c) Alternating triangular function. If with k = 0.1.2,..., Mal

[O (a 1 , . /\
and 6is the period, then b> the geometric superposition (14.05*), ^J
(a < u < b)
(14.05/).
/ I e~" t'"\,
and Ais the period, then by the rclation betwccn g(s) and h(s)
defined in (ai in terms of (14.06c),
W s *:l [\ ~ (as + \)e--\h
Sb) - r^ fl(i - ,-*V 1 - (as 4- l)e-"]h
h(t) =
<i(l 4- _*')2
() Rectified sine half-wave. I:
n (d) Alternating rectified sine half-wave. If with A = 0. 1,2, //i/i
{Asin(-u) 0 <u < a) i n

0
Va /
a < u < b)
b *
//(o=|'[O"1)4Asin(f") (0<u<a)
(a < a < A)
and b = 2a is the period. then
and A = 2a is the period, then
Ar '" sin \- -\ du an(\ - i-*')/;
anh ajr(l 4- e~")h
A(,) = 7-r
(j) = I - e' (n1 4- a2f2)(l - e" (.7J 4- a'V)(l - e~")(\ 4- f~*') (n- + V)(l 4- "*)
-MW-^ ^^^^^^^^^ ^^^^^^r^^^^^
278 14.08 INVERSE LAPLACE TRANSFORM, GENERAL Laplace Transforms Laplace Transforms 14.09 INVERSE BY HEAVISIDE EXPANSIN 279
RELATIONS AND PROPERTIES (a) Ratlonal fraction. If a rational Laplace transform with m n l,
(8) Definltlon. Ifthe Laplace transform ofa functon F(t) isf(s) defined in (14.01a), then F(t) is the b0+ b,s + b2s7 + + bmsm
inverse of/(). Symbolically,
a0 4- ats + aaj2 + 4- bs"
Srl{f(s)} = F(t)
then by the fundamental theorem of algebra, the denominator v:i
Although in the strict sense of the uniqueness offunctions the Laplace transform is not unique, in Q(s) = (s - qt)(s - a2) (j - ?_,)(* - a.)
engineerng applications this transform isessentially unique.
where a,, a2,..., qare the roots, which according to (6.01a*) can be real and distinct, or real and
(b) Procedure of finding this inverse is usually simplified by using tables ofLaplace transform pairs. repeated, or complex conjgate and distinct, or complex conjgate and repeated. The roots of
Extensive tables are avaable in the literaturc (Refs. 1.01, 1.20, 14.01-14.06). In addion, certain Q(s) are calculated by one of the methods introduced in Chap. 6.
properties of inverse Laplace transforms useful in finding the inverse are defined below.
(C) Inverse properties based on (14.02) and (14.03) are tabulated below. (b) Heaviside's formula, distinct roots. Ifat (A = 1,2,...,n) are distinct, the inverse off(s) in (a)
is
(I) *
"13- m*-{$}- ai ^{}-^ ,P()] = f P(qt)
P(to)
\<(s)i *%<l'(qt >'
(4) <r'(f(s + *)) = *F{t) (5) JT'{/(i - a)) = d-F{l) where P(qt) = b0 4- bxqk + b2q2k 4- 4- bmqk
Q'(li)=-[Q,(s)],mil
(6) Jr-{/w>-;'(;) (7) 2"'{^)} =aFW
= o, 4 2a2at 4- 3o3aJ 4- 4- naMql~
(8) ^-x{e"f(s)) -F-t + a) (9) sr'ir-As)) = F(t-a)
(c) Example. If
do) *-V/(i =^r- fW =F'M =' =F<"~"(0) = P(s) 2s 4- l 2j 4- l

As)
<(s) 3 - 2j2 - s + 2 (s - 2)( - l)(j 4- l)
di) ^-'{^} =J>.)A (12) T1^} =|| FU) (dt)' ihe roots of Q(s) are a, = 2, a, = l, a3 = -l, from which P(2) = 5, P(l) 3, P(-\) = -I,
o o
G'(2) = 3. QJ(l) = -2, Q'(-l) = 6, and
<") s-'PJ1}--*") (14) ^"'{^r} =(-DVfW ^"' (s\\ = S~*\

i 5 2
-
I
-
!
\ = V - V - J-f-'
X (JO) ^ ti-2 x-l ,+ lJ 3' ' 6'
(15) .r'l/.W /.</ =V,( - *)F2(x)dr = F,(r)f;(/ - x)dx
(d) Heaviside's formula, repeated roots. If the roots of Q(s) = 0 are ?, = ?2 = 9* j tne
inverse of/() is
(d) Examples.:;'
Isinh;<-rsino>/} =_^ ^{sn /} = l lat/ L (- * - or
l 2> J * - o r 4- 1
thenby (c-10) and (f-12). where .4, =^ _| |);---U' "*)'/(')],- (A =l, 2,... ,n)
d , sinhwt 4- sin tf\ cosh<o/_+ cosa><
2a> 0- 2
(e) Heaviside's formula, distinct and repeated roots. If the roots of Q(s) = o are a, = a,
' sinh t/ 4- sin o>/ , cosh wt - cos wt a, = a and a._,, a,+2,... , a, , the inverse of/"() is
i dt = rr,
I 2w 2w
and by (c-(3), IQU'/ ^.(r-*- l)J *i,e'(fc)

JiilJ
sin /
which is a combination of (a*) and (/)).
^ laVV-l- l/J :(*' + i)-i
Laplace Transforms 14.11 INVERSE OF QUADRATIC FACTORS 2fll
260 14.10 INVERSE OF PARTIAL FRACTIONS Laplace Transforms
(a) Simple factor. Ifwith ar,/3 = real signed numbers,
(a) Simple poles. In system engineerng the roots of(i*) = in (1409a) arc callcd Polcs' and ""
b0 + b,s _(* + fii (a - Bi
1i*1t*'** A')" (s - a)2 B2 h~\a + B "2 = L-B
the.
pota are called simple poles. The altemative solution of (14.09.) ean be expressed as
thcnby (I4.08f-5,10)
) o-*!_ +--+ ... +
<(s) s-qt s~qs s ~ ?.
where , = K* " fcl/Û. (* = 1,2,...,) and
and
For simple poles this mcthod is superior to the procedure (14.09*).
(b) Double poles. If (b) Double factors. Ifwith a-,/S defined in (a),
o
On +
T *i*
"s _ -\
b- 4- p,j 4- A2J2 4- SJ3 _(a + Bi _(a-Bi
JW-r^ '--* A*) [(, - a)2 B2)2 h-2 "1*4-/3 34 ~\a-B
then by (I4.08c-5,10). then by (a .
j-.f ' 1 ^fsinfr
\.s-a)2p") &lsinh/3/
and by convolution (14.08c-15)
and ^-.J*i*i} =[(A0 4- ,,,)' 4- A,K S-AIs - a)2\ 4- B2; (s - a)2\ + B2)
^1 =iB2)0|V('~r)sn/3(/ - T^sinBTdr
=p Jof '[cosB(t
2
- 2v) - cosBx]dx =^(sin/3/
P
- BtcosBt) =</>,(/)
(c) Triple poles. If
Similarlv.
A04- ,f 4- b:
(l = ?- = J = )
V-' L
* {,f _ af - B2 (s - a)2 - B2)
X- -1 =-^-r
2BiKH
(Bt cosh Bt
H
- sinh 0/) =V
= Vi(0
thcnby (14.08c-5.10) with these relations,
^^--^^C) l [(s - a)1 + BT i
<rf:+/|J +y' +*3'3} =*ov.w +*.*:> +mw +*>*

i [(j - o- - - b2y j
(d) Mltiple poles. If
where <p:* ) = rf*d,:/)M and yH') = V.OM*
(?. = a = = *> j
(c) Mltiple factors. If
thenbv(14.0&V-5,10i .!*(*) 1 :i
yT*)- >-o-)2/32]"
^fîiiip*q=^ +;i>.b^H the inverse is found by a successful application of the convolution.
252 14.12 INVERSES OF IRRATIONAL AND Laplace Transforms
EXPONENTIAL FUNCTIONS
(a) Notation
a, A= positive constants # 0 = 0,1,2 r= 1,2,3,...
( )!! = double factorial (2.30) T( ) = gamma function (2.28)

exp ( ) = exponential function (9.05) crf ( ) = error function (10.01)
Jk( ) = Besscl function (10.07) /,( ) = modified Bcssel function (10.13) 15

(b) Irrational algebraic functions
/(')
F(i) /( /'(/)
(2/)'
ORDINARY
V7, (2r - 1)!!V.T/
I i
Vi + a
1 crf Va/
V7/'
a, crfVa/
' "VT
DIFFERENTIAL
jVj + o (- a)Vi
(2/)V
(21)'''"
(2r - 1)!! V.T/ V(7^ a)2" (2r - 1)!! Vjt/
/,,(')
EQUATIONS
vV O
Joto*t)dl
,V7 {'< nl)dl
{/,(/) //,(a/)
V .-"-r-"..-')' V7 - "-f
//(<")
vV + V VV - - r
I{at) + alisal)
7o(>0 " a'J"t) V(J- - a-f
V(r + -r'P
(c) Exponential functions
exp (as) exp(-fl/j)

/(2Va/) 7o(2Va"0
i
cxp(-a/i)
exp (a/i) (-Xj^y/a) (k > i)
exp (a/>) exp (-a/i) -7= eos (L'Va/)

-7=coshC2VaO V7 V/
V7 Vnt
rxp(a/j) l fxp(-aA) -7- sin (2V7/)

sinh (2VaV) ,V7
yft
i ,
k
TF
Ordinary Differential Equations Ordinary Differential Equations 15.02 FOURIER SOLUTION, GENERAL 285
284 15.01 GENERAL CONCEPTS
CASE (Continued)
(a) Definitions. A differential cquation is an algbrale or transcendental cquality involving
differentials or derivatives. The order of a difTercntial cquation is the order of the highest (b) Assumed solution ofthe differential equation (a) is then
derivative, and its degree is the degrec of the highest derivative. The number of independent
variables defines the differential cquation as ordinary differential equation (single variable) or partid I V> - knX V" r k7CX ^ A ,,
}' = -,an + i al eos- + 2/ bt sin 4- G,h, v)
differential equation (two or sevcral variables). Adifferential cquation which is ofthe first degrec in 1-1 /- i -1 '- i -1
the dependent variable and in all its dcrivatives is called the linear differential equation. In general,
where the last sum is (lie complementary solution given for large number of cases in Ref. 1.20, pp.
179-183.
a,(x)d-=g.
.t, dx
ir = 0,l,2,...,a)
(c) Constants ,l,bk are detcrmincd by inserting this solution in the diflerential equation and
where Y= dependent variable, x = independent variable, n = order, ar(x) = variable coefficient equating the coefficients ofthe respective trigonometric functions. The remaining constants C, are
(given function in x . and g(x) = input or forcing function (given function in x). obtained from r conditions (initial vales or boundary vales).
(b) Special forms. The general form (a) is then designated as the nonhomogcncous ordinary linear (d) Example. The motion ofa given mass m (kg) suspended on an elastic spring of stilfness k (N/m)
differential equation with variable coefficients. If^x) = 0, the cquation (a) is called homoge- and acted on by a periodic forc // of square-wave variation (N),
neous, and ifa,(.v) = a, (constant), the cquation in (a) is designated with constant coefficients.
-h -'.T< / < 0
gil) =
(C) General SOlutlon ofihe ordinary diflerential equation (a) is h 0 < t<T
}' = Y(x,C, , C. Cn) is governed by the diflerential equation

where C ,C C. are arbitran- and independent constants to be detcrmincd (rom the initial /-"I" .,. g(')
- + w 1 =
conditions (iiiitial-value problem) or (rom the boundary conditions (boundary-value problcm). dr m \
where T period (s) and / = time (s). With the forcing frequeney 2 = 2n/T, this equation
(d) Closed-form Solutions are avaable only in a few simple cases but lead frequcntly to becomes. in terms ofthe Fourier expansin introduced in (13.07-1),
approximate solutions of more complex problems. Selected cases are tabulated in Ref. 1.20, pp.
176-183, and are not repeated here. d:Y .,- 4/i A sinkQl
+ <o-Y = ET (k = 1.3.5 p)
dt nm i i k
(e) Serles solutions appear in the form of powcr series introduced in Chap. 11 and of Fourier series
defined in Chap. 13 and applied in (15.02) below. and its assumed solution is taken in the form of(A) as
(f) Laplace transform solutions are tabulated for selected cases in Ref. 1.20, pp. 248-280. The Y- 2) bk sin kQt + C cos wl 4- C. sin wt
derivations ofthese solutions and the evaluation ofthe respective convolution integris are shown
in the subsequent sections of this chapter. After inserting Yin the diflerential equation, the constants bk are detcrmincd by (c) as
- _ !//
(g) Numerical solutions shown in the last sections of this chapter are based cither on the Taylor's kn(w~ k'2Q')m
series expansin or on the collocation polynomials, whosc indeterminate coefficients rcsult in the
lcast error ofthe assumed approximation. and the approximate solution becomes
4// A sin kQt
Y - C, cos wl + C,sin wt + ^ X 7, ,.,_.,,
nmk.\ k(w* k*Qr)
15.02 FOURIER SOLUTION, GENERAL CASE
If the initial conditions are given as F(0) = Y0,dY(Q)/dt = 0,
(a) Linear differential equation with constant coefcients and an arbitran- input function has a
Fouricr solution if ; k) can be approximated in the selected intcrval (-L.L) by a truncated Y i = C, 0 = wC, +
4//Q A
2 71
'
Fourier series nm ii (r k~Q~)
and the final approximation is

knx knx
Ux) = '.4 + 2 - cos^- 4- 2 &k sin (k = 1,2 />)
4A '
} = Yn cos wt 4- j (w sin kQt kQ sin wt)
wnmk%k(w2 - k2Q2)
where / ,k, Bk are the Fouricr coefficients definid in (13.03).
Ordinary Differential Equations 15.03 LAPLACE TRANSFORM SOLUTION, 287
286 15.03 LAPLACE TRANSFORM SOLUTION, Ordinary Differential Equations
GENERAL CASE (Continued)
GENERAL CASE
(e) Transport matrix equation (brmed by the assembly of 1,}', v(", Y<2),..., Y"'
(a) Linear differential equation with constant coefficients and an arbitrary input function defined as
1 0 0 0 0 1
,_o dx Y G(x) ,<*) LA*) LAx) LA*) Yo
Y"' G<"(*) L\'\x) P(x) LJPix) l$\x) nn

has a Laplace transform solution (LTS) if Y= Y(x) and g(x) have Laplace transforms yV\
G(x) Lf(x) l(x) L?(x) Lf>(x)
Se{Y(x)} =f(s< S{g(x)) = h(s) jr(3
G(x) FW U?\x) ?(*) L?\x)
and the initial conditions are
\d-Y(x)\ y("-l<
= Yo' Y'0' =
'o
Y
'o Y'-' C"-"(x) L\"-"(x) '-l\x) r"W r'H
I dx' I,.o
H;
(b) Laplace transform ofthe differential equation in (a) is then, according to (14.03/), H, T*i.{*)
/(s)M(s) - S(s) = h(s) relates the state vector ofthe right end HK in the interval 10, x] to the state vector ofthe lefi end
from which H, of the same interval by
$s) + h\s)
/(') = T*Ax) = transport matrix [(n + I) X (n + $\
Mis)
where N(s) ="fS,(s) Nr(s) =Y? a,/-'"1 M(s) =2 ***'

(f) Transport functions in (<) are rclated by the recurrent relations
(C) Inverse of this transform is the solution of th given differential equation represented
svmbolicallv as
dL.ix ggfel =
= A;"(-v),^z^ - Lf(x),...
rt, 0=1.2 a)
dx a*
Y = Y9Lt(x\ + Yo"L.2(x) + Y0*%(x) + Y03%(x) + + FjT"%(*) + <?M which shows thatonly the first nfunctions are required for theconstruction ofthe L(.v) submatrix.
here
"
(g) Load functions in (c) are rclated by the recurrent relations
,(*) a, a_| a,__i fl3 a3 "l .sr il
dx dx
a, a_ i t
(*) 4 3 J
which shows that only the first load function (convolution integral) is required for the

se construction ofthe submatrix G(.v).
M*) 5 4 a.l
M(
1 (h) Transport Chain. Once the transpon matrix is avaable for
(I se-
A/() single segment, the extensin to a multisegmcnt domain is
J L
accomplished by matrix multiplication. Considcring the domain
are the shape functions and given in the adjacent figure by segments 01, 12, 23 of lengths I-T)
/,./..:':. rcspectively, the state vectors at 1, 2, 3 are
rt , _ a-i
H = T,H
(d) Convolution integral in (c), Ha = t,(1f0
H. = Tj.T.oHo
i
G(.t) = ,,.v - r)5(r)a-r = f L(x)g{x - r) </r H, = T:,,T,,T,()H0 H, = TtllH
can be evaluated by Goursat's formula (4.17A). Particular cases ofthis integral are tabulated in where T, = T,T10 and TU) = TjjTgjT,,,; Thesc relations show that the product of two. three,
and anv number of scgmental matrices is ; lways a neiv transport matrix.
(15.04).
288 15.04 LAPLACE TRANSFORM SOLUTION, Ordinary Differential Equations Ordinary Differential Equations 15.04 LAPLACE TRANSFORM SOLUTION, 289
CONVOLUTION INTEGRALS CONVOLUTION INTEGRALS (Continued)
(a) Convolution integris (15.03a1) are evaluated below for selected cases of g(x) in terms ofthe (b) Shifting along the xaxis. If^C*) is shifted along x, then G(x) may be expressed in terms ofthe
followinc results in (a) by rcplacing xbyx-aorx-A and L,(x) by A = L,(x - a) or /,(* - A) = B,.
following equivalents.
cqi The infinite series in (3) to (5) may have a closed-form sum msomc cases. respcctively.
w = signed number i. _ I 2 . . n a,b,c,a,p = positive constants
Input function ,?(x) Convolution integral C(x)
+i(*) = Ux)dx B = n/b 4> =n/2 Ln+k(x) = f /-.*->(x)dx
i
0 (0 =S x < a)
Convolution integral G(.\
Input function g(x)

H
T 11
'
,
.., (a x)
/-.. ,<x)
r(>)
<.-l'
0 (0 =S x < n)
Ib - a)1
1 rf
f- ^-
w.W b
(A-a)'-4"*"1 (k = 1,2,... a s .v)
(c) Geometric superposition of convolution integris tabulated in (a), (A) may be used
J. _
a-[ (-/})'"'/^..(r) sin [/i(v - r) - U- !)?> evaluation of convolution integris of piecewise-coniinuous functions as shown below.
Input function i(x) Convolution integral (7(>
(0 = x < a)
rW r
ll
L . {i (->'-'/..,4(r)coS[(* - r) - (k - 1)01 rrr
^ZU7 vi..
hr1 1
-K.i -/J.+1) (A < v)
-A. (0 x < a)
.TL1 -</--.-l. (a < x A]
(0 s x < A)
1- t -(/--.,. ---I. . -a/i..,) (A x)
PI.Ax - b)
(*x)

(0 r < a)
f-:1
(0 x < b)
CSC "-U..I ---2 (a S x < )
()/.._,(v - b) (b x) 'M..i ~ ---l.,-. + -8. (b sx)

\ t e
290 15.05 FIRST-ORDER DIFFERENTIAL EQUATIONS, Ordinary Differential Equations Ordinary DifferentialEquations 15.06 KELVIN MODEL 29J
LTS GENERAL CASE (a) Kelvln model consisting of an elastic spring of stiflhess k (N/m) and a dashpot of viscosity n
(a) Notation. Y=solution M, N=signcd numbers * 0 p^N/M X=\N/M\ (Ns/m) is shown in the adjacent figure. The constitutivo equations of the spring
spring and the
dashpot are, respectively,
(b) Laplace transform of the first-order differential equation Fs = kAs Fa = nkD
jy
where FS,FD = forces (N)
M^r + SY = *x) Y0 = initial valu
dx As, A0 = displacements (m) HE-
A^, Ae = velocities (m/s)
is by (15.0361 for .V > 0, and for .V < 0,
/ = time (s)
f(s)
Jv'
= X, s -
r + W(
/.
,,, +. A)
,.*(*) M-^jh +w^) If the applied forc F is given by the diagram shown
M t t M t \ t t
above, then
Wncrc/(J) = jf, }} and *(j) = #{*(*)}
F = Fs + FD A = A = A = .v =
(C) Inverse Laplace transform of (A) by (15.03c) is the Laplace tansform solution (LTS) of the
diflerential equation given symbolically as (b) Governing differential equation of this model is
Y = YfL:x - G(x) nA + JtA = F
where the shape functions (I5.03e) are and its solution by (15.05c), with the initial condition A = 0, is
V'f } ='_A'
(s + AJ
(A'>0> A= A0-a' + - e~M'-T)Fdx = -(I - i"*')
nJo k
and the eomoiu:::* integral (15.03a1) in terms ofthe respective L{(x) is

15.07 STANDARD LINEAR MODEL
cw-^-ilfel-sf^-^* (a) Standard linear model consisting of two elastic springs of stiflhesscs kx , k., and one dashpot of
viscosity t]x is shown in the adjaccnt figure. If the applied forc is given by the diagram shown
below and the same constitutive equations are valid as in (15.06a), then
Particular cases of these integris are tabulated in Ref. 1.20, sec. 16.36.
F = Fx + F2
'H
(d) Example. The Laplace transform solution of
A = As,i + ADJ = AS2
10F' + 20}' = 13.sin3* Y0 = 4
A = s, + DX + S2 __ i
is by (e) for A" = 20 > 0 and A= ts = 2. ,'>
(b) Governing differential equation of this model in terms
v = 4^"-' - r-2<'-t,sin3Trfr of {H 11
10 Jo
Fx = F - F2 Ft = F - F2 U-^l
where the convolution integral by Ref. 1.20, sec. 9.06, is
F2 = k2A F2 = *,
ni \ - '3 f ,--* sin 3t dx =-^-^ [ / ., (2 sin 3r - 3cos 3r) I becomes
= T7[:sin3x - 3(cos3x - e~'i%)\ A + AA =

k,F
A =
k,k..
nx(kx + k2) kx(kx + k2)
or direcily by Ref. 1.20, sec. 16.36, case 28, with M= 10, N 20, A--> 2,B = 3,w= 13, nx(kx + A.,)
_ :<;.sin/3x - g(cos/3x - ,(s)] The solution by (15.05c) with A0 = ocn and with / > a is then
C(a) ' ~" M(X2 + B2)
A = oy-*' + -(1 - a"*1) - -11 -
*)r *i V i
I0(2a + 3a)
'L
^^^^^^^^^^^^^^^^^^g^^^^^^^^^^^^^^^^^y
292 15.08 SECOND-ORDER DIFFERENTIAL EQUATION Ordinary Differential Equations Ordinary Differential Equations 15.09 F0RCED VIBRATION WITHOUT DAMPING 293
OFTHE FIRST KIND, LTSGENERAL CASE (a) Hookes' model of spring constant k (N/m) and mass tv)
m (kg) is acted on by a forcing function defined in the
(8) Notation. Y= solution M,N =signcd numbers * 0 p=AT/A A= y/\N/M\ adjacent graph. The initial vales of this motion are
(b) Laplace transform ofthe second-order differential equation,

}0 = a0 and Y0 = 0.
(b) Differential equation of this motion is

UM
j2v
I i?!
î- + .vi- = g(x) Y0, Y'0 = initial vales mY + kY = g(t) w = Vk/'
dx
j , I 1 and y = <r0 cos wt + G(t)

is by (15.03*. for .V > 0, f(s) = YoJ^Ttf + ^J^Tp +JjtfTW) {S) where
l
and for A' < 0. f(s) = Y0-r_A*
, _ 2+" Y'0V - A2 bis)
M(s2 - A2) \-L
am
(Osisj) L4 = (wt sin wt)/w3
where/(i), hs have the same meaning as in (15.05).
C(l) =< (L4-2A4) (a = t < 2a) A4 = [w(t - a) - sin w(t - a)\/wi
am
(C) Inverse Laplace transform of (A) according to (15.03c) is the Laplace transform solution (LTS)
of the diflerential equation given symbolically as (L4-2A4 + B4) (2a < /) B4 = [w(t - 2a) - sin w(t - 2a)]/wf
.ara
y = Y0L.>x + Yîx) =Gjx) |

The parameters of this motion are P = mximum forc (N), a = time (s), w = natural frequenev
where the shapc functions (15.03c) are tabulated below. irad/s), y = displacement (m), and Y = vclocity (m/s).
N>0 A'<0
15.10 BEAM DEFLECTI0N
(a) Cantilever beam of length / (m), moment of inertia / (m4), elastic modulus E (Pa) is acted on bv
a triangular load of mximum intensity/> (N/m), as shown in the adjacent figure.
-. !_} _ !if
*W-W' A (b) Deflection differential equation of this beam is
Theconvolution integral (15.03</) in terms ofthe respective L(x) is Y=M

dx2 ~ El
M-^tr&J-sW-** where Y = transverse deflection and the bending

moment at x is
Particular cases of these integris are tabulated in Ref. 1.20, sec. 16.38.
M = -px3/(6l)
(d) Example. The Laplace transform solution of The end conditions are y(0) = Y0, Y'(0) = Y0
and Y(l) = 0, Y'(l) = 0.
I0r + 401* = 6x2 Y0 = 4 Y'0 = 5
(C) Solution of (A) by (15.08A) is
is by (c) for .V = 40 > 0and A= V40/10 = 2,
y=4cos .i +i sin 2x + sin [2(x - r)]6r2a*T Y=Y0=Y0x +G(x) G(x) =-|- f (x - r) dx =-
El J0 6/
A*s
120//
10 Jo
where the convolution integral by Ref. 1.20, sec. 9.04-2, is For x = /, the deflection and slope of the elastic curve at B ar;
0
dx) =-^ I r2sin2(x - r)a*r Ytf=Y0+ Y0l- \20EI V) 24EI
r ,cos2(x - r) sin2(x - t) _ cos2(x - t)V from which the end slope and deflection at A are
= T7,\T 9 +T A : 8 Jo
= t- cos2x + 2x2 - I) Io=- JL
0 24/ 30/
or directly bv Ref. 1.20, sec. 16.38, case 3.
294 15.11 SECOND-ORDER DIFFERENTIAL EQUATION Ordinary Differential Equations Ordinary Differential Equations 15.12 SECOND-ORDER DIFFERENTIAL EQUATION 295
0F THE SECOND KIND, LTS SHAPE FUNCTIONS
OF THE SECOND KIND, LTS GENERAL CASE
(a) Notation. 5' = solution M, N, R= signed numbers #0 p= N/m q= R/M (a) Table of shape functions (15.11a")
> = hP
A= p' - 4a eo = r.VJAJ I) Case I: A < 0, V = tan-1 -,E = e *% r = VA2 + w1
(b) Laplace transform ofthe sccond-ordcr-dilferential cquation
Er E .
LA*) sin (wx + xji) LAx) sin wx
2ft) (O
= g(*) l i ' = initial vales
ax- rfx
L3(x) [i?sin (wx + V) - sin V']
is by (I5.0U.. /(*) =*,!+ +, +}V+ps +q+,U(r 4- ps +a) (j) Wr
LAx) ; [ sin (wx + 2y>) + wxsin t/' _ sin 2i/']

where/() and A(j) have the same mcaning as in (15.056). wr
+ 2A ... 1 b(s) (A<0)

+ Y' - +
LAx) f/ sin (wx + 3t/') - lo2*2sin t/' + ^v sin \i - sin3t/']
]\s + A)' +to1 + *"(* + A)' +ar T M[(s + A)2 +*] wr
i + 2A (A = 0)
+
As) = { 1". ,- +TT^+
A)2 Jo"(s + A)' M(j + A)2 (2) Case II: A = 0, ip = 0,E = _A*
+ 2A ... 1 AM
- + Yo ; + (A >0) (1 4- Ax) /,.(*) x
/'(, + A)' - o>2 (s + A)2 - ar M[(s + A)2 - a2] /-,(*)
(c) Inverse Laplace transform of (b) by (15.030 is the Laplace transform solution (LTS) ofthe /-:,(*) -1[(1 +Xx)E- 1)
diflerential ecu.uion given symbolically as
} = Y0L .v) + Y'0L(x) + G(x) 4(x) 11(2 + Xx)E + Aa- - 2)

where ,,{*!. L.(x) are the sliape functions (15.03c) given in (d) below. and in lerms ofthe -A[(3 + A.v)/ - U-'-v'-' + 2A.v -3]
respective /- . <*) A
G(x) = ./-'f ' ) = LAx - x)g(r)dx

G(A) J [M(s + ps + q)i Mi A (3) Case III: A> 0, rp = tanh '-, = *", r = VA' - r
is the convolution integral (\5.03d). Particular cases are tabulated in Ref. 1.20, sec. 16.40.
,(.v) sinh (wx + V) L,(x) sinh wx
(d) Shape functions w w
. s + A+ A 1 ./ , A. ,00 [/isinh(ftx + tp) - sin V']

l (x) = se~ < i - f i cs (0x + sm t0x
is + A)'-' + ar
1 '.i
A < 0 1 -LEsinh (wx + 2%p) + awstnh y - sinh 2i/']
lax) = Se !(*)
(s + A)'-' 4- w'
LAx) ;[sinh(ox + 3y) ~ W'sinh ip + wx sinh V - sinh 3^]

wr
A = 0
(b) Derivatives and integris of shape functions in all cases are

/ (r\ = y'I l = e Mcoshtox H sinhw.v)
M*' 1( + A)2- </'/ V o I dL,(x)/dx = -A.(x) dL,(x)/dx = /.,(.v) - 2AL.2(x)
A >0
LAx) = se-
dLj(x)/dx = ,_,(*) forj = 3,4.. . .
(s + A)2 - r
Acomplete sel of shape functions in terms ofthe respective phase angles is tabulated in (15.12). f^(*)A =LJ+Ax) forj =2,3,...
^^^^^^=^^^^^^^^^^^^^ '-^1 Pp
^^^^^^^^^^^^^^^^^^^^^^f^^^^^^^^^fl^^
296 15.13 SECOND-ORDER DIFFERENTIAL EQUATION Ordinary Differential Equations Ordinary Differential Equations 15.14 F0URTH-0RDER DIFFERENTIAL EQUATION 297
OFTHE SECOND KIND, CONVOLUTION INTEGRALS OFTHE FIRST KIND, LTS GENERAL CASE
(a) Notation. m= 0,1,2,... b, w,a,B = signed numbers (a) Notation. Y = solution M,N = signed numbers /> = AT/A/
p,q: sec (15.11a) A,B,C,D = constants
A=Vf '4A/ '' VA/
iilliii
(b) Algbraleinput function. If(x) = w{x/b)m, then in (15.1le),
.f I m\w 1 w f
(b) Laplace transform of the fourth-order differential equation
cw x"Wt.!?) =5rI" trWt)'r d*Y
andby (4.17),
M4 + NY= g(x) Y0, Y'0, Yo, y" = initial vales
C(x) = [ix - x)-L,ix) + aix - r)4(T) + m(m - I)(x - T)-2s(r) is, by (15.03*),
s3 s2 1 s *(*)
4- 4- m!+3(r)J0 = -jjLm+i(x) J/(*) = y0-4
s* 4- p + Y~4
s* +p + YM0-.
V + p + Y?-
s* + p . M(s4 + p)
where fis) and h(s) have the same meaning as in (15.05o).
where Lw.;ix) is the respective shape function defined in (15.12a), (15.I2).
"Y
V +j34A4 i yV 4-''4A4 i S4
r +J4A4 ii""1
% + 4A4 i A/(/h{s)
+ 4A4) (/>>0)
(c) Harmonic input function. If(x) = a> sin/3x, then the convolution integral in (15.1 le) becomes As) =
y +r 4- r '
too involved and the solution by pardal fractions is much simpler.
'o/ - 4 + S4 - n* + rs* - n4 +i Yor / -' t,4 +A/(f4
i A(j)
- n4) (p<0)
,, . VI
.1/
/ ) Zr,l_Lt.+iJl}
U2 + ps 4- qs2 + B2) M is2 4- ps 4- a s2 4- B2) (C) Inverse Laplace transform of (b) by (15.03c) is the Laplace transform solution (LTS) of the
where with u = q B2, v = pB, differential equation given symbolically as
(p2 - u)B u$ y = Y0Lx(x) + Y'0L2(x) + Yn0LAx) 4- Y?LAx) + G(x)

A = B = C= r D =
w 4- v* u + v* u 4- V u- 4- r
In terms o these constants, where ,(x), 2(x), j(x), 4(x) are the shape functions (15.03c) Usted in (15.15), (15.15c). and
in terms of the respective 4(x),
_ w Avs + vp - up _ vs_-JfP\ '! \\m
(X} ~ M(u2 + v2) \s2+ps + q s2 + B2i
uu>[sinBx BL2(x)] vw[cos Bx Lx(x)]
^"^'{TTTJ^r^-'W"^
= M(u2 + v2) is the convolution integral (15.03rf). Particular cases of these integris are tabulated in Ref. 1.20. sec.
16.44. i
(d) Exponential input function. If g(x) = we~"', then the solution by partial fractions is even
simpler. (d) Transport matrixequation introduced in (15.030 is, for all p,
w r A 1 II u',(As + B C ) 1 r i o o o o 1
f/-\ = se~ \ i = se~ i 4- t
.1/ l2 4- ps 4- qs + al M \s2 + ps 4- a s + ai y(x) dx) ,(x) LAx) LAx) LAx)
where with u = ar2 pa 4- q, Y'ix) G'(x) -pL4ix) ,(x) LAx) 3(x) Y'o
Y"ix) G"(x) -pL>(x) -pL4ix) ,(x) ,(x) n
a-p
A = - C = - Lcm(x)
Ln*)J -pLtix) -pL3ix) -pL4ix) ,(x). L>rJ
In terms of these constants, where
w .(s 1> + a 11 w dL4ix)/dx = LAx) dL,ix)/dx = LAx) dLAx)/dx = ,(x)

G(x) =JT'
Al
, /
l j 4- ps 4- a
+
j + a-J
=[,
Al
- ,(x) + o-Z^x)]
but dLxjx)/dx = -pL4(x) and g'(x), C?"(x), Cw(x) are the first-, second-, and third-order
dcrivatives of G(x).
JT ^^^^^^^^^ i i n ^^^^^^^^^^^^^^^^^^^^^^^P
296 15.15 FOURTH-ORDER DIFFERENTIAL EQUATION Ordinary Differential Equations Ordinary Differential Equations 15.16 FOURTH-ORDER DIFFERENTIAL EQUATION 299
OF THE FIRST KIND, LTS SHAPE FUNCTIONS OFTHE FIRST KIND, CONVOLUTION INTEGRALS
(a) Equlvalents (a) Notation m = 0,1,2,... b, w, a, P = signed numbers
Sx = sin Ax Cx = cos Ax Sx = sinh Ax C| = coshAx p: sec (15.14a) A,B,C,D,E,F = constants
S2 = sin nx C2 = cos nx 52 = sinh nx Cj = cosh nx

(b) Algbrale input function. If(x) = w{x/b)m, then in (15.14c) by (15.03a*), :' 'i
t
(b) Case I 15.146), (15.14c) p>0 - 4ff r = 0,1,2,. * = 5,6,

and by (4.17o),
.(Ax)4'
l.,tx &
U4 +4A4j C,C, S (")' (4r)! C(x) = - x)mLAx) + m(x -- t)s(t) + m{m - l)(x - x)-%ix)
m\w
(C,5, +,C,)
L,lx
b4 4- 4A4J 2A A ,t1 '(4r4-l)! + 4-m!.,+s(T)]0 = m+5(x)
I.,n sr
'l4 4- 4A4J 2A2'0'
4,A2 (-4)'-^^
~0* ' (4r4-2)! where M+S(x) is the respective shape function in (15.15o), (15.15c).
^(C.S.-S.C.) 1 y (_4)> <^)^3

L,lx <
U4 4- 4A4j A1 ,-o (4r 4-3)! (C) Harmonic input function. If (x) = wsinpx, then again the convolution integral in (13.14c)
becomes too involvcd and the solution by partial fractions is much simpler.
Lslx \" L4(x)dx jp[>-iWI 1 V (-4y W"
Jo
A4 ,til ' <4r + 4)S
G{X)~M* [s* + ps'
ps2 + B2l- M*
+ fi'l M X
l s'j'+/>
+p +s2 + B2i
s(x)* ^px-^Wl 1 y(_4yiîn
/,,u
Ja
A5 ,to( 4)(4r4-5)! where with u = p 4- B*,
| f x'-5 A= C= = 0 B = -B/u D = p3/u F = P/u
Lttx ['Lk.x(x)dx 4A4 l(t - 5)! -<(*). j (-4)'' (4r4-*-
A'-'ô^ (AX) I)!
Ja
and
i "l
rt - r--^3 + ^ + -J\ 1i
G{x)-Mip + p*r i s* +p +s2 + p2
(c) Case II 15.14o), (15.14c) p < 0
41 r = 0,l,2,, it = 5,6, = M(p
, "4- p 4,[sinfr
)
- ^(*) +/33,(x)]
j(C2 + o Y (g*)4'
,<* r
'l4-4J4l o (40!
(d) Exponential input function. If g(x) = we~', then the solution by partial fractions is even i'II
I y (>?x)4^'
/,.(
*-fc^?} 5 <*.+*> / ,-u(4r+l)!
simpler.
!i.
G(x) _ ii <?-{_! !_) = 2-i(A + & + C, + D __)
/..,..
V - 4IJ4J 2t/:
(Q-C,)
i?2 ,ro(4r4-2)! G{X)~M* \s* +ps + al M* l /+/) , +*/
where with u = p + a*,
1 y (nx)1'*3
/.,, ^
l^v) 4f r? ,t,(4r4-3)! A = -l/ B = a/u C= -2/u D = af/u :; = 1/u
,! !
f L4(x)dx 1 y (if*)4-*4 and

/->'
Jo
^l.(x)-l] f4 ,To(4r + 4)!
w -J3 + o-i2 - cfs + (** 1
J. y C?*)4'**
Jo
fm*)dx ^[^(x)-xl l,s ,t'o(4r+5)!
Gix)
M(p 4- 4) s*
+
s 4- 7l
/.,<
n-|. *~-t
H 4-4(*'~ (* - 5)J
"1 y (nx)4^*-'-
*";T0<4r + A- I)! A/(^ + a4)
- Lx(x) + ^(x) - *2s(x) + a 'LAx))
I!
^^B^^ F
300 15.17 ELASTIC FOUNDATION Ordinary Differential Equations Ordinary Differential Equations 15.18 PONDING PROBLEM 301
(a) System. A straight prismatic bar of moment of i>

nenia / = 500in4, elastic modulus E = 3(l0)sks (a) System. A straight prismatic bar of length / = 200 in,
is frec at L, fixed at R, supported along its entire
length / = 200 in on an elastic foundation of T
moment of inertia I = 33.33 in4, elastic modulus E =
30(10)5 ksi is simply supported and acted on by a uniformly r
//w. if.v(i -j/ys/J ^jj^jjkvj- -
modulus k = 1.5 ksi and acted on by a uniformly
distributed load of intensity w = 0.2 k/in as shown
in the adjacent figure. (1 ksi = 1000 lbf/n2.)
distributed load of intensity w = 0.2 k/in and ponding
intensityg = 3.61 (IO)-3ksi as shown in the adjacent CffiEgEBR-
(b) Governing differential equation of this beam is (b) Ponding proeess is a successive accumulation of rainwater
on the slab supported by this beam and consists of the Inl rfcuiir curve
following. First, the beam defleets under the applied load and
1 Ly^-L Y deflection (in) the slab forms a dry pond which during the first rain s fillcd
dx* " El El with water forming the ponding load of intensity gYw, where
Yw is the initial deflection due to applied loads. The first pond
(C) General solution of this equation by (15.14c) is load produces the first increment in Yu. called YfX, which in
turn provides space for additional water to form a second
} = YtL,(x) + Y'LLAx) + ylL,(x) 4- Y^LAx) + G(x) ponding load. Thus the initial deflection and all the incremen Uru imrroirM of 1'
ta! deflections due to ponding form the final elastic curve i "" -M ! =
where LAx), j(x), LAx), 4(x) are the shape functions given in (15.15A) in terms of which is defined by the following equation.
A = 0.0236/in, and by (15.166) with m = 0, o = 1, M = El, Setimd porKttK kud
zr
(c) Governing differential equation of this systcm in terms of >
G y = deflection (in) is
-EILM Smmd iiirrrniriu ! I
/T
1- J-Y = -L
(d) End vales ofthe beam are dx* El El
Second poutlin}(U*.u\
}', = left-cnd deflection Y'L = left-end slope = 6L iM I i= =-7^
7
Y" = left-end bcnding moment// = MJEI - 0

(d) General SOlution of this difTerential equation is given in FinalftoixiiiigItutl
-1';' = left-end shear/7 = VJEI = 0 (15.14c) in terms of shape functions tabulated in (15.15c). The
YK = right-end deflection = 0 Y'R = right-cnd slope = 0H = 0 load function of this solution (convolution integral) with
n = 0.007 75/n and with m = 0, b = 1, M = El is by
Y"R = right-end bcnding moment// = MJEI (15.16A),
- Y~R = right-end shear// = VJEI
G{x) = --LAx)
(e) Transport matrix equation (15.14a1) with/ = k/EI = 10"6in"4 and / = 200n is
1 0 0 0 0 1
Gil) LAD (/> LAD LAD (e) End vales of this beam are designated by the symbols introduced in (15.17a1) on the opposite
LAD LAD 0l page, and their zeros are, in this case,
G'ii) -PLAD LAD
G"U) -PLA0 -PLAD LAD LAD M/t* y, =0 M, =0 M
Gmi) -PLAD -pLAD -pLAD LAD

(t) Transport matrix equation (15.14a*) is formally identieal to (15.17c), but the parameter p is
From ::[? second and third row above, difTcrcnt:/ = g/EI = 1.204(10)"' in-4. From the second and fourth row,
I" = -0.135 in 0,. = -0.0001 rad 6L = -0.07081 rad VL = -21 k
and \:tii these results, the fourth and fifth row yicld and with these results, the third and fifth row yicld,
Ms = -233.8 k in V = 9.3k 0^ = 0.07081 rad VR = 21 k
The uuiidation reaction is then (0.2)(2OO) - 9.3 = 3TT7X Sincc the appleclload is-40 k7 th~e pbhdi^loaclis V~+ VK 40 = 2k.
OF THE SECOND KIND, LTS GENERAL CASE 0F THE SECOND KIND, LTS SHAPE FUNCTIONS
M,N = signed numbers # 0 p = N/M (a) Equivalents. 5 = sin Ax C = cos Ax 5 = sinh nx C = cosh nx
(a) Notation. y = solution
F
A
'"-rS '""Vi*
* = ve (b) Case I (15.196), (15.19c) 0 A=^ r=0,I,2,... * = 5,6,7,.
(b) Laplace transform of the fourth-order diflerential equation dLtjx)

-AS
U*) dx .t,1 ' (2r+l)!
M^+N^ =fix)
ex dx'
y0, K, y;, IT = initial vales
2(-')
.(Ax)""
,(x) St
V +A2} (2r)!
is. by (15.036),
r (A)"4
A(i) mx)
7h} i' A,-o ' (2r + I)
V + ) 4-' *
C"
s2is2 4- ) AftV + />)
where/(i) and A() are the Laplace transforms ofyand gix), respcctively. LAx) x- pd-C)
Us* + AJ)J A2,^* ' (2r +21!
" 1 ! 1 1 6(j) ip>0)
y0j +y0-2 + ns{s* +A,} + V +A2) +A/f*( +a2)
1 1 1 1 hjs)
L,(x) <
' UV +A1)) ('"I) A3,^1 ' (2r +3>!
Yo- +r0- +nj(fi _ ^ +itjV _ ^ +/jV _ ^ ip<0)
LA*) LAx) dx
Jo p[?-H A4 .t/ ' (2r + 41!
(C) Inverse Laplace transform of (6) by (15.03c) is the Laplace transform solution (LTS) ofthe , (AvW"
differential equation given symbolically as Lk(x) I' Lk.x(x)dx
Jo
[(TTiiJ-^-H _i_y -n--^
A1"1,ti1 ' <2r + <- 1)!
) = y0 4- Y0x + Yimx) 4- C4yv) 4- Gjx) I
where LAx), 4(x) are the shape functions (15.03c) listed in (15.206), (15.20c), and in terms of
L4ix . (C) Case II (15.196), (15.19r) P <0 n
va r = 0, 1,2, A- = 5.6.7,
c'<> =^kfe)=,(*-t)<r)'r W')

dLt(x)
dx
i/S -*2
W+2
,f0(2r4-2)!
is the convolution integral (15.03rf). Particular cases ofthese integris are tabulated in Ref. 1.20, sec.
16.46. Three typical derivations are shown in (15.21). L,(x) se-
r^} ~0l(-1)'^'
' <2r)! ni'
(d) Transport matrix equation introduced in (15.03c) s, for all p.

1 " 1 0 0 0
ll(x) X
\tH - S
?,t'o(2r+ l)!
Gix) 1 x LAx) LAx) _Ly (I*)2'*'1

l'lx)
0 1 LAx) LAx)
L,(x)
-t-i^l -AC-D
^.-oSr 4- 2)!
)'(*) C'W
C"(x) 0 0 ,(x) LAx) ' y in*)2'*'1
T(x) LAx) X
"lv - r)J ?(f") f\.o(2r + 3)!
_l-(x)_ _G"(x) 0 0 LAx) LAx)
[' L4(x)dx _Ly i2f)!^l
where dL4ix)/dx = ,(x) dLiix)/dx = ,(x) LA*)
Jo h>-f] fj4,-t'0(2r + 4)!
dLAx)/dx = ,(x) dLAx)/dx = (x)
Lk.x(x)dx 1 y (y)1'*-'
and G'ix), C"(x), (7(x) are the first-, second-, and third-order dcrivatives of C(x), respcctively. LA*) i, I<-2(x) " (/- 3)! I ti'-',(2r + k - 1)!
"The application of this matrix cquation is shown in {T5Z22)'.
-Ja
I
M
304 15.21 FOURTH-ORDER DIFFERENTIAL EQUATION Ordinary Differential Equations Ordinary Differential Equations 15.22 BEAM-COLUMN PR0BLEM sos
OFTHE SECOND KIND, CONVOLUTION INTEGRALS
(a) System. A straight prismatic bar of moment of
(a) Notation. m = 0,1,2,... 6, w,a,B signed numbers inertia / = 200 in4, elastic modulus E = 3(10)4ksi
is simply supported at L, fixed at R, and acted on
ir
p:scc (15.19) A, B, C, D,E,F = constants
by an axial forc P = 150k and a transversc
uniform load of intensity w = 0.2 k/in as shown in
(b) Algbrale InpUt function. Ugix) = w(x/n)m, then in (15.19c) by (15.03a*), the adjacent figure, where / = 480 in.
(b) Governing differential ofths beam-column (Ref. 16.21) is

Gx) -*\Ms2is2 +p)s-+lb-l
w i" . m\w . , , 1 L<tI=-!Z. Y = deflection (in)
dx*+EIdx2~ El
where m+5(x) is the respective shape function defined in (15.206), (15.20c) (C) GeneralSOlution of this equation by (15.19c) is
(c) Harmonic input function. If gix) = wsin/Sx, then again the convolution integral in (15.19c) y = YL + Y'Lx 4- Yimx) + YmLL4ix) 4- G(x)
becomes too involvcd and the solution by partial fractions is much simpler.
where LAx), LAx) are the shape functions given in (15.206) in terms of A = 0.005/in, and bv
Cix)=jMs2is2\p)s2p2) (15.216) with m = 0, 6 = I, M = El,
v ^[As'
As* + Bs +
4- Bs2 Cs + D Es + F)
Gix) = -JjLAx)
- Mu* 1 sHsis2 4- p)
where with u = (/?2 p)P~,
(d) End vales of the beam-column are
A = C = = 0 B = - F = YL left-end deflection = 0 Y'. = left-end slope = 8,
ip2 - p)p D=P (P2 ~ P)P
Y"L = left-end bcnding moment// = MJEl = 0
- Y" = left-end shcar/7 4- axial forc times slope/El - (V, 4- P6L)/EI
G{x)~Mu* \s2 + p2 s2s2 +s2(r+p)
s2(r+p).
YR = right-end deflection = 0 Y'K = right-end slope = 6R = 0
-,[sinpx- px + p3L4(x)) Y"R = right-end bending moment// = MJEl
M(p2 - p)p
YR = right-end shear/7 4- axial forc times slope/El = (1 4- P6R)/EI
(d) Exponential input function. If g(x) = we~a", then the solution by parta! fractions is even (e) Transport matrix equation (15.19a1) adjusted to the end conditions given in (a*) above is
simpler.
1 1 0 0 0 0
X)~ MSe\s2is2 +p)s + al Gil) 1 / LAD LAD *r*

w AAs3 + Bs2 4- Cs + D Es + F) o
G'iD 0 1 LAD LAD *f*
~M l j2(j2 + p) s + ai
MJEl G"H)
G"iD 00 00 !,(/)
LAD LAD
LAD MJEl
where with u = ip 4- a2)a2,
A = -F = -1/u B = a/u C = -\/a2 D = l/a E = 0
-(VR +PdR)/El\~\_GmH)
Gm) 0 0 UD
LA) LAD
LAD ~(VL +P9L)/EI
0 0
From the second and third row above,

ar.d
eL = -0.1078 rad VL = -32.84 k
w , . f -3 4- a's' - efus 4- a3u 11
and with these results, the fourth and fifth row yield
cw - Wu* i ?(7T7J +TTÎ MR= -7.277 X 10skin 1^ = 63.^
=-f
Mu
[*"" - I 4- ax - o*LAx) + a-34(x)] The magnification efiect of the axial forc on the bending moment at R is 1.267, since the
propped-end beam moment with P = 0 is 5.760 X 103 k in.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^B^^^^l^^p
OF THE THIRD KIND, LTS GENERAL CASE 0F THE THIRD KIND, LTS SHAPE FUNCTIONS
M,N,R = signed numbers ^ 0 (a) Basic transform. As apparent from the Laplace transform of the fourth-order differential
(a) Notation. Y = solution equation in (15.236), the basic transform is
N R
A = p2 - 4a
P= M q= M
/<(') =TTyT
(b) Laplace transform of the fourth-order diflerential equation
and its inverse is the highest shape function of LTS designated as LAx). The remaining shape
d*Y *Y functions required in the solution are then the derivatives and the integris of Z.4(x) as indicated
Yo, Y'0, Y"0, C = initial vales
WT7
dx + *T?
dx + RY= *W in (15.23c). Since the denominator of/4(j) may be expressed in six distinct algebraic forms
(depending on the magnitude and sign op,q), six distinct forms of LAx) are avaable (Ref. 1.20,
i*, by (15.036), sec. 16.48).
/(*) = %[/.(') + PfA')\ + rol/A*) + />/(*)] + W3W + K/A*) +/A>)*(s) (b) Case I. \tp > 0 andp2 - 4a = 0, then with A= \fp~J2, by (14.116),
where
-^"'{/.()} =g"'{#J +A2)(j24- A2)} =2F(snA* " AjfCosAx) =LAx)

s* + ps2 + q
/*(*> = "I
j4 +fis' + g /a(,) " s* +ps2 + a
1 (c) Case II. Up < 0 and p2 - 4a = 0, then with n = V\p/2\, by (14.116),
/As) s* + ps2 4- a
(C) Inverse Laplace transform of (6) by (I5.03c) is the Laplace transform solution (LTS) of the
2-l{/As)} =^"'{(J2 _ 2)'^ _ g)} =i(^ cosh nx - sinh nx) =4(x)
ciderential cquation given symbolically as
(d) Case III. If p > 0 and p2 - 4a > 0, then with w = V/>2 - 4a, A = V(/> - w)/2, n
y = y0[,(x) + pLAx)] + Y'0[LAx) + pLAx)) + Y0LAx) + C4(*) + <?(*) \/ip + a>)/2. by (14.116),
where ,(x) = T'^)} 0 = 1,2,3,4)
re the shape functions (15.03a") derived in (15.24) and *"'</. - x-ijFTjfcr} (^ - ^ -
Gix) =Se-,{/As)kis)} =I 4(X - T)(T)rfT (e) Case IV. If p < 0 and p2 - 4a > 0, then with w = V/>2 - 4a, A = V(|/>| - a>)/2, n =
V(|| 4- <u)/2, by (14.116),
is the convolution integral (15.03a*). Particular forms of this integral may be derived by the
Drocedurcs introduced in the preceding sections, and the closed-form evaluations are given in
Ref. 1.20, sec. 16.49.
*""< - *1> - W -,)H(^ - ^ =LM I
'IIll
M
(d) Properties f shape functions. For k = 1,2,3,..., (f) Case V. If p > 0 and p2 - 4q < 0, then with o> = V?, * = 5V2G2 - p, r\ = V2a)2 4- p,
<p = tan"' (A/n),by (14.116),
^r- =L4_Ax) j- LAx) (dxf =4+,(x)

o o *-'{/,(' - ^-'{[(J _A)2 +2][( +A)2 +^jj
(e) Transport matrix equation introduced in (15.03c) is in this case for all A,
[c^sin (nx - <p) 4- c-^sin (nx 4- a>)] = 4(x)
wXn
1
y(x) Gix) LAx +pLAx) L2ix)+pLAx) LAx) LAx)

(g) Case VI. Ifp < 0 and p2 - 4a < 0, then with w = ^, A= ^V2o>2 - ||, n = W2<u2 + |/>|,
Y'(x) C'(x) Ux^+pLAx) Lxix)+pLAx) LAx) LAx) V = tan"'(n/A), by (14.116),
Y"ix) C(x) -.(j) +pL,ix) ,,(x) 4- pLix) LAx) LAx) 1
T '</(')} = <r-{ -A)2- ?2J[(* + A)2- -n2]}
y-(x) G~(x) L-A'i) + pLoix) L_Ax) + pLAx) Loix) LAx)
*here _2(x), _,(x),.... L3\x), 4(x) are theshape functions defined in (c), (rf) above and G(x) sin (Ax - V) +e ""sin (Ax 4- V)J = L4(x)
:s ihc convolution integral introduced in (c) above. Its first, second, and third dcrivatives are tuAn
t;'(x), C(x), Gmix), respcctively.
308 15.25 NUMERICAL SOLUTIONS OF Ordinary Differential Equations Ordinary Differential Equations 15.26 FIRST-ORDER DIFFERENTIAL EQUATION, 309
DIFFERENTIAL EQUATIONS EULER'S METHOD
(a) Classification Of methodS. If the explidt solution of an ordinary differential equation is too (a) Concept The simplcst and yet seldom-uscd mcthod originally suggested by Euler is applicablc
involvcd or cannot be constructed, the effort must be made to compute the vales of Y at certain to the solution of the first-order diflerential equation
discrete points, usually selected at equidistan! spadng h to fadlitate the future interpolaron.
Although the literaturc of this topic is veryvoluminous, with the availability of digital computers,
four classes of methods providc all the necessary tools for the solution of most engineerng =/>> l'(O) Y0 = known condition
probiems. They are:
If the function /(x, Y) is continuous, sufliciently difiercntiablc, and bounded over the interval of
1) Euler's and Taylor's series methods integration, then by using the forward difierence representation of the first derivative, the vales
of y becomes, by successive substitution,
<2) Runge-Kutta methods
3) Predictor-corrector methods
4) Finite-difference methods y, = y0 + a/0 , y2 = y, + a/, ,..., y,+, = y4 4- a/,
where/0 =/(x0, Y0),fx =/(x,, Yx),... ,/k =/(x,, Yk) and A is the equal spacing introduced in
Their theorctical background and selected applications are shown in the remaining sections of (15.256). Geometrically the mcthod rcplaces the desired solution (which is a continuous curve) by
this chapter. a string polygon whose slope of cach side is the approximation of the first derivative of }'.
Although the method is very simple, its results are so inaecurate that it is almost never used in
engineering calculations. If combined with Richardson extrapolation (4.06/), howevcr, it may
yicld good results as shown below.
(b) Numerical solution. The first stepin the numerical solution ofa given diflerential equation is the
divisin ofthe interval of nvestigation [a, b) into r segments along the axis ofthe argument x (or
any other argument) by the points designated as (b) Example. The first-order diflerential equation
; = 0, 1,2,... , A - I,k,k 4- I r - \,r dY/dx + I' = 1 + x

in [0.0,0.6] with the initial condition ) = I is solved below in spacing A = 0.05. 0.10, and 0.20
>o that the spacing between these points is given by
by Euler's method. The results are then extrapolated and compared with the exact solution listed
in the last column as
hk = xk-xk_x (A = 1,2,3 r)
Y = x + e-
If an equal spacing is used as mentioned in (a), then
hk = h = (6 - a)/r h = 0.05 h = 0.10 h = 0.20 D E F G
and x .4 B C 2.4 - B 2B - C i(4C - ) Yn~,

xk = x0 4- kh = a 4- kh or xk = xr - (r - k)h = b - (r - k)h 0.00 1.000000 1.00000 1.00000 1.000 00 1.000 00 1.000 00 1.00000
0.05 1.00000 1.00123
The goal of the solution is to find the vales Yk corresponding to these arguments. 0.10 1.00250 1.00000 1.005 00 1.004 84
0.15 1.007 35 1.010 71
0.20 1.01451 1.01000 1.00000 1.019 20 1.02000 1.01893 1.01873
0.25 1.023 79 1.02880
0.30 1.03509 1.02900 1.041 18
(c) Types Of probiems. In addition to the diflerential cquation governing the problem, certain 0.35 1.04834
1.04082
1.05469
conditions must be known for the solution of the equation. Their number must equal the orderof 0.40 1.063 42 1.056 10 1.04000 1.070 74 1.072 20 1.070 25 1.07032 .
f the diflerential equation, and according to their position in the interval [a, 6], the problem is 0.45 1.08025 1.08763
designated as: 0.50 1.098 74 1.090 49 1.10699 1.106 53
0.55 1.11880 1.12695
0.60 1.140 36 1.13144 1.11200 1.149 28 1.15088 1.148 75 1.14881
(1) Initial-value problem if all conditions are known at x0 = a
(2) Boundary-value problem if somc conditions are known at x0 = a and/or some other conditions
are known at xr = 6.
(c) Local truncation error of Euler's mcthod is
These conditions may be the vales of Y and/or of the derivatives of }'at the respective points. A
special case of the boundary-value analysis is the problcm, the unknown of which are not the
vales of Y, but certain characterislic vales, called the eigenvalues. The concept of eigenvalues was e^+,S2x2U i
introduced in (8.01) to (8.04), and their calculations from the given diflerential equation are where xk < n < x**.,. !The truc truncation error is aflected by the propagated errors of the
shown in (15-39), (15.40): pTecedig~stcps as welfas by~th~ local truncation error. i.Jj
Ordinary Differential Equations 15.28 FIRST-ORDER DIFFERENTIAL EQUATION, 311
310 15.27 FIRST-ORDER DIFFERENTIAL EQUATION, Ordinary Differential Equations
RUNGE-KUTTA METHODS
HIGHER-ORDER TAYLOR'S METHOD
(a) Concept. Instcad of computing higher derivatives in the truncated Taylor series, the Rungc-
(a) Concept Ifthe function /(x, Y) in (15.26a) has n+ 1continuous derivatives, then its Taylor's Kutta method calclales only the first derivatives but at several points ofthe subintcrval A. Thcre
seriesexpansin about xk, is a whole family of Runge-Kutta methods of various orders for the solution of equation (15.26a).
Three most commonly used methods are given below.
(1) Heun method

= Yk + AO.x,, Yk) + c.+, x4 < n < xk4.x)
y+1 = Yk + h(KA + KB)/2 K=/(xk,Yk) KB=/jxk +h,Yk +hKA)\
is the approximation of the solution Yat x+l. For the cvaluation, xk and Yt are assumed to be
known and the rcmaining vales are calculatcd as (2) Polygon method
Yk =a**>*) =/* y:=/*+ //*
l+i = Yk + bKB KA=/ixk,Yk) KB=/ixk + i2h,Yk + 2KA)
Ymk = /kM. + 2/k/kv + /l/kv +M/*, +/J*)
where/,. =d/J9x,/ky = d/JdY,/kx, =?/J<fx,.... This approach is called the Taylor's method (3) Fourth-order method
oforder n, and, as apparent, Euler's method is a particular case of this mcthod for n- 1. Ihe local
truncation error .+l can be estimated by the last term ofthe expansin.
K4+i = Yk+-(KA + 2KB 4- 2KC 4- KD)
o
(b) Example. The first-order diflerential equation dY/dx 4- 1' = x + 1 in [0, 1] with the initial KA=/ixk,Yk) Kc=/(xk +hb,Yk + ^hK)
condition y0 = 1 and A= 0.1 is solved for n= 2 and n = 4. The derivatives of/= >' = KD=/ixk+h,Yk + hKc)
- y 4- x 4- I are
KB=/ixk + h,Yk + hKA)
r =-(-y + x - l) = -y + i = y - x A = Yt ~ x* The cstimates of errors are complicated and very often unsatisfactory. The spacing Ain (3) is to
J x be chosen so small that
A = -Yt+xk 5KB
r = -(y - x) = y - i = -y 4- x
K"-kc- 100
r =i.(_y +x) = _r + i = y-x /r =; - *
ax
and
(b) Example. For the diflerential equation (15.276), the fourth-order Rungc-Kutia mcthod based
on relations (a-3) with A= 0.1 yields the following approximations of v,, Y2, and ys.
*k n f(x, Y) = x - Y + 1 n+.
Forn = 2, y0= 1, * = o r0= 1 a:, = o
yi+l = 9.05000(10)-'^ 4- 9.50000(10)-^ 4- 0.1 0.05 Ya + 0.05KA K = 0.0500

1 0.05 Y0 + 0.05KB A'c = 0.0475
For n = 4, Y0 = 1 0.10 Y0 + O.IOAc K = 0.0952 5 }', = 1.0048 4
K+l = 9.04838(10)-'n 4- 9.51635(10)"3* 4- 0.1 xt = 0.1 Y, = 1.00484 KA = 0.0951 6

Since the closed-form solution of the given diflerential equation is 1' = x + e~', the aecuracy of 0.15 Y, + 0.05AC,, K = 0.1404 0
the approximations can be verified. 2 0.15 Yt + 0.05K Ac = 0.1381 4
0.20 Yx + 0.0IA'c K0 = 0.1813 5 >j = 1.0187 7
y, = 1.004 84, 1.005 00,1.00484 Y, = 1.018 73,1.019 03,1.018 73
x, = 0.2 >i = 1.01877 A'., = 0.1812 3
Ys = 1.040 82, 1.041 22, 1.04082 y4 = 1.070 32, 1.07084, 1.07032
0.25 y, + 0.05^ K = 0.2221 7
ys= 1.10653,1.07084,1.10653 3 0.25 y2 + 0.0bKB A'c = 0.2201 2
where the first number is the exact valu and the second and third numbers are approximations 0.30 Y2 + 0.\0KC A'0 = 0.2592 2 Y, = 1.0408 5
based on n = 2"acl^ = 4, respectively:

312 15.29 FIRST-ORDER DIFFERENTIAL EQUATION, Ordinary Differential Equations Ordinary Differential Equations 15.30 FIRST-ORDER DIFFERENTIAL EQUATION, 313
MULTISTEP METHODS PREDICTOR-CORRECTOR METHODS
(a) Classification by Steps. The numerical methods avaable for the solution of first-order (a) Predictor-corrector procedure. First, the starting vales
diflerential equations gencrally fall into two categorics:
Y0,Y,,Y2,...,Yk
(1) Single-step methods introduced in (15.26) to (15.28) requiring one initial valu Y at the left
end of the interval of integration which is divided into r subintervals (usually of equal and / =/(x0,YQ),fx =/(x,, Yt),f2 =/(x2, y2) /, =/(x4, y,)
length). The calculation ofYk+X nvolves only the preceding Yk,xk, and A.
ofthe respective equation are calculated by one ofthe preceding methods (15.27), (15.28). Next
(2) Multistep methods introduced in (c) to () below requiring several vales Y0, Yx,... , Yk on the the predictor-corrector set is selected from (15.29c) to (5.29) and the following iteration procedure
left of yi+l in the interval ofintegration, divided again into rsubintervals (usually ofequal is applied.
spacing A). The calculation of Yk+X involves the appropriate preceding vales of Y, x, and A.
Step P0: Yklx is calculated by the predictor formula in termsofthe starting vales.
(b) Multistep methodS are governed by the general formula Step F0: fklx is calculated by/(x, Y) in terms of xi+l and Ylklx.
StepC,: l'iVi is calculated by the corrector formula in terms ofthe appropriate starting
vales and x+1, K^./jB,.
Step Fx: /+| is calculated by/(x,^) in terms of xk+x and Yjk,2x.
where Ais a given point in the interval of integration and mis the order of approximation ir
6 =0 the designation ofexplicit or predictor formula for Y"k+X is used; in turn, when 60 * 0 the StepC2: }'i+, is calculated by the corrector formula in terms ofthe appropriate starting
desienation of implicit or corrector formula for YUi used. The recurrent application of these vales and x4+l, Yk'x,/[*>,.
two formulas is called the predictor-corrector method described in (15.30). The most comrnonly
used formulas are listed below. The most important aspect of these methods is their abihty to
estmate the truncation error.
The iteration process for l't+l stops with C, C,_, = 0. If Yk4.2 is desired, the same procedure is
repeated with Yi +l used as another starting valu.
(c) Milne's method
YUi = K-3 + 4*(2/4 -/,-, + 2/i_2)/6 (b) Example. The application of Hamming's mcthod in the solution of dY/dx = x Y 4- I with
x0 = 0, Y0 1, and A = 0.1 is shown below. The starting vales by the Rungc-Kutta method
(15.286) are
Yk+i = n_,+ *(/+. + 4/*+/*-i)/3
y0 = i.oooooo y, = 1.004 84 y2 = i.oi8 77 y, = 1.04082
*. = YUi " (y* " Y'+M29 = r+l " ***'
/0 = 0 /, = 0.09516 /2 = 0.181 23 /s = 0.259 18
(d) Adams-Bashforth-Moulton method P0: y<0) = 1.00000 + 0.4(0.527 45)/3 = 1.07033

YUi = n + *(55/i - 59A_, + 37/,_2 - 9/i_,)/24 Fa: /T = -4 - 1070 33 4- 1 = 0.32967
y,., = Yk + A(9/+I 4- 19/t - 5/_, +/1_2)/24 C,: Y\X) = [8.362 54 4- 0.3(0.66680)]/8 = 1.07032
n+, = YUi ~ >W+. - >'*.)/270 = YUx ~ î f,: /i" = 0.4 - 1.07032 4- 1 = 0.329 68
C2: y42) = [8.362 54 4- 0.3(0.66681)]/8 = 1.070 32

(e) Hamming's method '
and the final valu is
Y>k+X =Yk.3 4- 4A(2/ - /<_, +2A_2)/3 j
y4 = y<21 - 9(y<2) - y4")/i2i = 1.07032
n+I =[9Yk - Yk.2 +3A(/+1 +2/i -/4_,)]/8 |
which is also the truc valu Y4 = 0.4 4- e~*. The calculation of Ys would require the starting
rhrr=->'tMWUi YUf)/m-Yî~*rh- vales y,, Y2, Y3, Y4 ,/x ,/2 ,/3 ,/4 and the repetition of the same procedure.
314 15.31 SYSTEM OF FIRST-ORDER DIFFERENTIAL Ordinary Differential Equations Ordinary Differential Equations 15.31 SYSTEM 0F FIRST-ORDER DIFFERENTIAL 315
EQUATIONS WITH CONSTANT COEFFICIENTS, EQUATIONS WITH CONSTANT COEFFICIENTS,
TRANSPORT METHOD TRANSPORT METHOD (Continued)
(a) RedUCtion Of Order. Every diflerential equation of nth order can be rcplaccd by a system of n (g) Transport matrix T(x) in (/) is, according to (15.03*),
simultaneous diflerential equations of first order. The solution of this system is a matrix series.
Three typical reductions are shown below, where A0,AX,A2,A3,A4 are constants and '. V, W, T(x) = exp(Dx) = I + D- + D2- + D3- +
Y, gix) are functions of x.
(b) Second-order differential equation and the sum of this series of matrix functions is the transport matrix,
J2y Ay
Txx(x) TX2(x) TX3ix) TX4ix)-]
A2-^ + Ax+ A0Y =gix)
T2X(x) 7-2,(x) T2Ax) T24{x)
T(x)
reduces to
T3lix) T32ix) T33ix) Tîx)
lT4Xix) T42ix) T(x) T(x)J
aM
dx
4- AXU 4- A0Y =gix) dx
(h) Inverse of transport matrix T(x) is

(c) Third-order differential equation
d3Y <PY dY
A3^ + A22 + Ax 4- AaY = gix)
[T(x)]- =T(-x) =exp(-Dx) =I- D 4- D2^ - D3| 4- --
dx3 dx2 dx
reduces to
and the sum of this seriesof matrix functions is the same matrix as in ig) but the argument is -x.
dV
A3^ +A2U +A,V +A0Y =gix) dx dx
= U
dx (i)C Convolution in tegral G(x) is then
(d) Fourth-order differential equation -r(x) rl2(x) t,Ax) TX4ixy rTu(-T)g(r)-\ -Gxoix)
Tixix) T(x) T23ix) T24ix)
G(x) =-J- T2Xi-T)gix) GM(x)
A4 T*\(x) T32ix) T3Ax) T34(x) f T3A~T)gix)
dt =
Gyoix)
_r41(x) r42(x) r43(x) r^x). -T4A-x)gix)_ -GUx)
reduces to
dW
A4 + A3U + A2V + Ax W + i40y = gix)
dx =' dx -" (j) Closed-form transport matrixequation written for the subinterval of length A is
i. !
1 1 0 0 0 0
(e) Differential matrix equation constructed from these reductions becomes in case id) with
Bk = Ak/A4. A <?io(A) T,Ak) Tl2ih) TX3ib) TX4ih) Uo
dU/dx -B3 -B2 -Bx -B0 T/" ~gix)/A~ K GM(k) T2Xih) T(h) T23ih) T2Ah)
dV/dx 0 10 0 V 0 Wx GMih) T3lib) T32ib) T33ih) T34ih)
4-
dW/dx 0 0 10 w 0 Yt G(k) T4Xih) T4Ab) T43ib) 7-(A)_ \
dY/dx 0 0 0 1 y 0
H, Tl0
dW/dx D H L(x)
where H, is the state vector at x = A.
(f) Transport matrix equation. The solution of the diflerential matrix equation in () is
(k) Transport Chain. The final solution ofthe diflerential equation (6) is
H=exp (Dx) Ho 4- exp (Dx) Jo exp (-Dr) L(r) a*r =T(x)Ho 4- G(x) H| = TloHo, H2 = T2,H,,..., H. = T_,H,_,
where H, Ho are the state vectors at x > 0, x = 0, respcctively, D is the matrix of constant where the T coefficients qfmatrices T,0, Ta, ,^^,I_, are the same numbers and the G function vtf
-ôeffidentsrT()--thc-transport-matrixHn^ corresponds to the g functions of the respective subintervals. The numerical example of this
integral vector defined in (i) below. method is shown in (15.32). j
316 15.32 SYSTEM OF FIRST-ORDER DIFFERENTIAL Ordinary Differential Equations Ordinary Differential Equations 15.33 SYSTEM OF FIRST-ORDER DIFFERENTIAL 317
EQUATIONS WITH CONSTANT COEFFICIENTS, EQUATIONS WITHVARIABLE COEFFICIENTS,

TRANSPORT METHOD, EXAMPLE RUNGE-KUTTA METHOD
(a) RedUCtion. The second-ordcr differential equation (a) Differential matrixequation. If the coefiicients A0,AX ,A2,A3,A4 in (15.31a") are functions ofthe
argument x, then the differential equation has variable coefiicients and the matrix equation
(15.31) has also variable coefiicients in D.
3-42-4r-o
dt2 dt
dU/dx-\ B3(x) -B2(x) -BAx) -BAx)~\ r/-
with t0 = 0, v0 = I, Y'o = 2, and A= 0.1 in [0, 1] is reduccd by (15.316) to dV/dx 0 10 0 V
dW/dx 0 0 10 w
^+4/-4y = 0 dt
dY/dxJ 0 0 0 1 y.
dt
In such a case a substtute model with constant coefficients in each subinterval must be used or
(b) Differential matrix equation (15.31*) is then the solution of this matrix equation must be approximated by the Runge-Kutta method, which is
well suited for this purpose.
M/dl D H
(b) Runge-Kutta method applied in the solution of the
diflerential equation shown in (a) divides the subinterval A
into two segments, shown in the adjacent figure. The
(c) Transport matrix in series form (15.31j?) becomes coordinates of their endpoints are x0(, x0>, x(W and the D
481 /
matrices at these points are
ri o r-4 4i / r 12 -i6i /-' r-
-32
t">slo iJ +U. oJ +U -,k +[- 12 163J3!

-53(x0l) -Mx0) Bx(*o.) -*o(*o,)'
f80 -1281 r-
-192 3201 /* 0 1 0 o
D. =
L32 -48.1 4! I- 112 192 J5!"lr21t/ r22(/)J 0 0 1 o
0 0 o 1
from which for t = h = 0.1.
7ii(/) s , _ 4//i! + 12/72! - 32/73! 4- 80/74! - 192/75! = 0.654 986 B3(x0J) -B2(x0j) -Bx(xoj) -B0(x0JY
0 10 0
Ti2(t) a o + 4//1! - l6r/2! 4- 48/73! - 128/74! + 320/75! = 0.327 493 D. =
0 0 10
7^,) s0- //l! 4- 4r'/2! - l2/3/3! 4- 32/7*! - 112/75! = -0.081 876 0 0 0 I
7^,) s , + o/I! - 4/72! + 16/73! - 48/74! + 192/75! = 0.982 483
-BAxot) -BAxo) SAxok) -B0ixoky
Since this diflerential cquation has a closed-form solution, the approximate vales Usted above 0 10 0
can be compared to the exact vales given below for / = 0.1. D,=
0 0 10
Txxit) (1 - 2/)<T2' = 0.654 985 7*12(/) = 4/3"2' = 0.327 492 0 0 0 1 .
r21(/) = -te-2' = -0.081 873 7T,,(/) = (1 + 2/)f"a' = 0.982 477
(C) Runge-Kutta solution in interval ik = A is
(d) State vectors at 1,2,3 by (15.30) w'ih u* = _2> } = l arc
0.327 493ir-21 _ T-0.982
r/,1 r 0.654984 0.327493ir-21 475]
T-0.9824751 H, =[i 4- K, 4- A+Kfl 4- Kc 4- K]//,
lyj ~ L-0.081876
-0.081876 0.982483JL iJ
iJ L 1.146235.
1.146235J
T4,
r/2l r 0.654984 0.327493l-0.9824751 T-0.268 1211
Lyj ~L-0.081876 0.982483.11 1.146235J L 1.206598J where I is a unit matrix,
r/3-| __ r 0.654984 0.3274931-0.268 1211 = I" 0.2195371 K,, = |(D, 4- 4D, 4- Dk) Kc = i(D,D2 + D2D,)
Ly,J ^ L-0.081876 0.982483JL 1.206598J L I.2074I4J Kfl = D.D/D,
KB i(D,D, + D2 + DjDk)
and similarly H4 = TH H5 = TH4,..., H, = TH.,. These results can be compared to__the_
exact vales which are L, = -0T9M?77rr, = -0.268 128. U3 = 0.219 525. Yx = 1.146 223, and HHt are the state vectors related by the transpon matrix Ttl. The inclusin of the
y2 = 1.206576, y, = 1.207 385. convolution integral follows the pattern introduced in (15.31i).
I 1
318 15.34 HIGHER-ORDER DIFFERENTIAL EQUATIONS, Ordinary Differential Equations Ordinary Differential Equations 15.34 HIGHER-ORDER DIFFERENTIAL EQUATIONS, 319
FINITE-DIFFERENCE METHOD (Continued)
FINITE-DIFFERENCE METHOD
(a) Concept. The finite-diffrence method replaces the interval ofintegration [a,6] by a selected sct (e) Joint input functions. Since the vales of Yand its derivatives are related to LL, L, C, R, RR,
of points (joints, nodcs, pivotal points) and approximates the diflerential equation and its the input function gix) must also be related to these joints bycquivalents called the joint loads.
initial-value equations or its boundary-value equations by the respective diflerence equations For this purpose cach segment Ais treated as a simple beam whose reactions are thejoint loads.
related to these points. This substitution leads to a sct of algebraic equations written for all The tablc (/) gives the most common cases ofjoint loads expressed in termsof
selected points, and the solution ofthis sct yields the approximate vales of y at these points. The P = conccntratcd load Q = applied couple
spacing of these points is usually equidistant, but uneven spacing may be used in special
situations. Bccausc of higher aecuracy, only central diflerences (3.02d), (3.020 are commonly w = intensityof distributed load G = joint load
used. Since odd-order diflerential equations are hard to handlc by finitc diflerences, the
transformation to even-order equations is performed by diflerentiation or integration. a stringangle A= segment length +=l m,n = fractions
(f) Tableof joint loads

(b) Set Of joints shown in the adjaccnt figure is i
defined by the respective coordnales as
LL[xoc - 2A, YLL]
1 ^ ^N
~1
L[xoc ~ b, YL\
0^
^1" ('.
Gc GCi. 4- GCR
Gon = mP
nP
T t"
C[xoc>Yc] t_ 4-
R[xoc 4- A, YR)
RR = [xoc + 2A, YRR)

G,.c = 0
where A= constant spacing and LL. L, C, R, RR = designations ofjoints.
r~'i
Gc GCL + GCR = QJh
GRC = QJh
(C) Difference operators at Cbased on relations (3.02a1), (3.02) are, with k = 1,2,
<5<>yf; = yc <5>-<+,>yc = -(2i,r, 4- iwyk
6tyc = -y, + YR 6^2>YC = ,2"yt - 2iWYc + 6<2"YR G,.c = 6(2tf/. 4- wc)h
omYc =YL-2YC+ YR rrmFTTT- Gc = GCI. + GCR => \(wr 4- 4iec + wR)h

GRC = i(wc + 2wR)h
(d) Difference equations at C are

rari <'%^-yl+ yr r^yi a>t3,rc -yll + 2YL - 2YR + yr
[dx\cS 2A 2A EL
Lax3Jc 2A3
2*pjr.itmli
d2Y-\ % YL - 2YC + YR fa^n _ ,4>yc _ Yu. - *yl +6ir - *yr + yri ara Gc = Gcr 4- GCR = h(u>t. 4- 10av + w)h
U2J~ A2 h2 lax4JV A4 A4 ,j ..,jj,.. Grc ~ i*(~wi. 4" 6"<7 4- 7wR)h
and in general,
du^Yl - r5<21+"yf;
fL_Il Y(: = -m)YL + d'2"YR
2A2 r
^
Gt.c = k(2wL + wc)h + k<*Lcb'
r^^yi
a^yi 6l2l+2yYc
(24+2,yc = (2*+"yf - 26{2t+"Yc 4- l2l+"YR ; rfl -
f- Gc = (u>l + 4fC 4- "'*)* + (a,- 4- atCR)h2

la-x24+2JcS *2A+2 A2+2 J j "
r GRC = (u>c + 2wR)h 4- iaR(Jr
where each cquation defines the approximation of the respective derivative in terms of y's and the
constant spacing A.
----
320 15.35 SECOND-ORDER DIFFERENTIAL EQUATIONS, Ordinary Differential Equations Ordinary Differential Equations 15.36 SECOND-ORDER DIFFERENTIAL EQUATIONS, 321
FINITE-DIFFERENCE METHOD, GENERAL RELATIONS FINITE-DIFFERENCE METHOD, EXAMPLES
(a) Governing difference equation for the second-order diflerential equation with variable (a) Standard method. The boundary-value problem governed by
coefiicients,
jiy y 1 - y = iox
M(x) -f-2 4- Nix) + Rix)Y = gix) dx2
dx2 dx
in [0,8J with the end conditions y(0) = 0, y(8) = 0, r = 4, and A = 2 is solved by the standard
is at C, KLYL - KCYC + KRYR = Gc finite-diflerence method introduced in (15.35a). The governing diflerence cquation with M = 1.
N = 0, R = -1 and KL = 1, Kc = 2 + 4, KR = 1 becomes
wherewith A(xoc) = Mc, A^(xoc) = Nc, ^(xoc) = Rc,
YL - 6YC +YR = 40xc
Nc R<Jr
Kr = 2 - X,= l + By the recurrent use,
Kl ~ ' 2Mc Mr 2Mr
Gc = Gch2/Mc = scaled joint load (15.34/)

"-6 1 o" fl',1 " 80"
1 -6 1 y, = 160
This equation applies at all intermedate points in [0,/]. and for the cndpoints 0. rthe endpoint 0 I -6_ Lid .240.
equations given in (c) must be used. The sct of points subdividing the length / is shown in (6),
where the spacing A= l/rand -1, r 4- 1are the fictitious points used in the endpoint equations. from which
y(0) = 0 y(2) = y, = -19.608 y(4) = v2 = -37.647

(b) Subdivisin of interval y(6) = Y3 = -46.275 y(8) = y4 = o
If the number of segments is increased from 4 to 8, then r = 8, A = I, and the finite-diflerence
matrix equation becomes
o 1
Y 10
1 -3 I n 20
1 -3 1 Y3 30
(c) Endpoint equations. Two endpoint equations are required in the solution of the second-order
equation. Thcy must beselected from the following set. I -3 I Y4 = 40
y(0) = a0 Y0 = <r0 Yirh) = B0 Y = p*0 1 -3 1 Y, 50
y'(0) = a, Y0 = A-Y_x + Yx)/h = ax Y'irh) = /3, Y'r = (-y,., + };+1)/A = Bx 3 1 Y6 60
1 -3 Y,_ 70
(d) NumerOV'S method. If W(x) = 0 in (a), then the diflerential equation may be written and y(0) = y0 = 0 y(5) = y5 = -45.543 (-46.017)
symbolically as y(l) = y, = -9.920 (-9.937) y(6) = y6 = -48.328 (-49.173)
(PY y(2) = Y2 = -19.759 (-19.805) y(7) = y7 = -39.443 (-40.570)
y (3) = y, = -29.352 (-29.462) y(8) = y8 = o
and its diflerence equation becomes y(4) = y4 = -38.298 (-38.535)
n-*re+i,--li(25F
A2 / R,
+iOjre
Rc
+JJi.)
Rr .. \
+1r-
Gcb~ The exact solution ofthe diflerential equation is }'(x) = 80 sinh x (sinh8)"' lOx and the exact
vales of y(x) are listed in parentheses above.
(b) NumerOV'S method applied to the same problem with r = 4, A = 2 yields after scaling
RLh2 \0Rch2 R*h2
from which A', = 1 + Kr = 2 - KR=\ + -8 1 0" "y," "120"
\2Mt, 12MC \2MB
1 -8 1 Y2 = 240
This mcthod uses the second-order diflerence as the approximation ofthe second derivative of Y 0 1 -8_ LY3] _360_
and the parabolic joint load formula for the approximation of the variation of }'. The better from which-y(2) = y, = -19.839, y(4) =-yj-=38.710, y(6' = Y3 = -49.839. The com- I
aecuracy of Numerov's mcthod is shown in_(JJL3fiA.l. parison of these results shows that Numerov's method is far superior to the standard method.
s^ J^^^^J ^^^^^^^^^^^^^^^^^^^^F ^ m*
Hgi
W
322 15.37 FOURTH-ORDER DIFFERENTIAL EQUATION, Ordinary Differential Equations Ordinary Differential Equations 15.38 FOURTH-ORDER DIFFERENTIAL EQUATION, 323
FINITE-DIFFERENCE METHOD, GENERAL RELATIONS FINITE-DIFFERENCE METHOD, EXAMPLES

(a) Governing difference equation for the fourth-order diflerential equation (a) Standard method. The boundary-value problcm governed by
d*Y iPY d*Y

Mix)4 4- Nix)-^ + Rix)Y =gix) ^4-4^ = 20
is at C,
in [0, 8] with the end conditions y(0) = 0, y'(0) = 0, y(8) = 0, 1"(8) = 0, r = 4. and A = 2 is
Ku.Yu. ~ Rifi + KcYc ~ KrYr + KRRYRR = Gc solved by the method introduced in (15.37a). The governing difference equation with Mc 1,
Nc = 0, Rc = 4 and KLL= 1, K,. = 4, A'c = 70, KR = 4, KRR = I becomes
where with tpj = iNjh2)/Mj and y> = (RJk*)/Mit
Yu. ~ *YL + 70YC - 4YR + YRR = 100
Kt = 4- <Pl *c = 6 " 2</>c + Ve ** = 4 - <*> ^* 1
and the endpoint equations are Y_x = Yx, Y0= Y4- 0, l's = Ij. The use of these endpoint
and Gc = Gch3/M, = scaled joint load (15.34/).This equationapplies at all intermedate points, equations and the recurrent use of the governing diflerence cquation yields
and as in (15.35a) for the cndpoints 0 and r the endpoint equations shown in (6) below must be
used. 71 -4 1 Yt 160
-4 70 -4 Y, = 160
(b) Endpoint equations. Four such equations are required for the solution of the fourth-order L i -4 71_ Iy'J _160
equation. They must be selected from the following sets.
from which Yx = 2.364, 12 = 2.556, Y3 = 2.364. If the number of segments is increased to r = 8,
Y 4- y then with A = I, the governing diflerence equation becomes
YiO) = a0 Y0= a0 Y'(0) =or, Y0 =^ ' = ax
Yu - 4114- ioyc - 4y 4- YR 10
y_, - 2y0 4- y,
y"(0) = a, Y"0 =-^' = a2 and
-y_2 + 2y_, - 2y, + y. }'(1) = Y, = 1.544 (1.226)

y(0) = as yo=- 5 == "*
y(2) = I2 = 2.390 (2.329)
y(rA) =/30 y, =/S0 y'(rA) =/3. ^ =^^f^2 =/?. y (3) = y3 = 2.578 (2.617)
y(4) = }'4 = 2.584 (2.629)

r(rA) =^2 y;'=r'-'~2l; +};*, =/32

y(5) = y5 = 2.578 (2.578)
- -i^-a + 2yr_, - 2yr+, + yr+2
y-(rA) = /3, r = 2A3 =& y(6) = y6 = 2.390 (2.329)
y (7) = y,. = 1.544 (1.226)

(c) StSSi'S method. The diflerential equation is written symbolically as
The exact solution of the diflerential cquation is given in parentheses above.
d*Y
j, JU.r.n
and its diflerence approximation is the same as in (a) but with #/ = (.Y,A7(12A/,) and (b) StSSi'S method applied to the same problem with r = 4 and A= 2 yields, after scaliing by 12,
rpj. = {RjkVimij) 724 16 12" "y," "1920"
KL = 4 - 8<pL - xpL Kc = 6- \8<pc + \0\pc KR = 4 - 8q>R - rpR 16 712 16 Y, = 1920

12 16 724_ Lid .I920_
Ku.= l + 4>u. &RR = ' + <PRR
from which y(2) = Yx = 2.553, y(4) = Y2 = 2.581, y(6) = Y3 = 2.553. The comparison of these
This mcthod uses the fourth-order diflerence expression as the approximation of the fourth results with thosc of (a) shows that for R/M > 1, Stssi's method yields poorer results compared
derivative of 1'and the parabolic load formula for the approximation }'"and 1*. to thosc obtained in (a).
^^^^^ ^^^^^^^^^^^ 1 n I i l-:^:--Tm::l
324 15.39 SECOND-ORDER EIGENVALU PROBLEM, Ordinary Differential Equations Ordinary Differential Equations 15.40 FOURTH-ORDER EIGENVALUE PROBLEM, 325
FINITE-DIFFERENCE METHOD FINITE-DIFFERENCE METHOD
(a) Standard Characteristic determinant ofthe second-order diflerential equation in [Q,L], (a) Standard Characteristic determinant ofthe fourth-order diflerential equation in [0.Z.J,
^+A2y =o y(0) = o, y(L) = o ^+A2^=0

ax
dx* + dx2
is by the relation (15.35a), with r = 4, A= /4, and 0 = A2A2, with boundary vales
-(2 - <P) 1 0
y(0) = o y'(0) = o y-() = o y-() + XT(L) = o
I -(2-0) 1 =0
0 1 -(2 - <p) is constructed, with r = 4, A = /4, R = A2A2, from (15.376)
The expansin ofthis determinant yields the polynomial in A2, y0 = o -y_, 4- y, = o y, - 2y4 4- y5 = o
-(2 - A2A2)3 4- 2(2 - A2A2) = 0 -y2 + 2y, - 2y5 + y6 4- r-y3 + y5) = o
The roots of this equation are the eigenvalues and from the relation (15.37a) as
A, =zv7rvi= l 3.061 4 f- 5.657

Aj =v7Tv! =2fi (7 - 2R) -(4 - R) 1
-(4 -R) (6 - R) -(4 - R)

The exact cigenvaluc equation is sin AL = 0, and the exact eigenvalues are
1 -(4 - R) (6 - 2R) -(4 - R)
n 3.142 . _2jt _ 6.283 3x 9.425 = 0
h 1 -(4 - R) (6 - 2R) -(4 - R) I
k,~L~ L kl~ L~ L
-1 (2 - R) 0 -(2 - R) I
(b) Numerov's determinant ofthe same equation by the relation (15.35a") with r = 4, A= /4, and
0 = A2A2 as 1-2 10
-(24 - 100) (12 + (p) 0 The first three roots of this determinant equation are the eigenvalues
(12 4- <p) -(24- 100) (12 + 0) = 0 1.092 . 4.087 . 6.648
A, = A,
0 (12 + 0) -(24- 100) L "L' L
As in (a), the expansin of this determinant is the characteristic equation The exact eigenvalue equation is
-(24 - 10A2A2)3 + 2(12 4- A2A2)2(24 - lOA'A-') = 0 cos A = 0
The roots of this equation are the eigenvalues and the exact eigenvalues are
4 /246 - V4I472 3.139 4/24 4 f.264 - V41472 9.254 _ K 1.571 4.712 _ 5,T _ 7.854
98 98 ,~2L~ L 2~ L 3 L L
(c) Matrix method given in (8.11a) yields the simplest and the most accurate procedure for the (b) StSSi'S determinant of the same equation bv the same endpoint equations and by the relation
calculation of eigenvalues. The closed-form solution ofthe matrix equation in a) is (15.37c) with r = 4, A = /4, and 0 = h'2X1f\2 is
I k (7 - 190) -(4 - 80) (I - 0)
Xk = rJ2 - 2 cos
-(4-80) (6-180) -(4-80) (1-0)
Forr = 10, A", = 3.128 87,X, = 6.180 34.A3 = 9.079 81....
(1-0) -(4-80) (6-180) -(4-80) (1-0)
r = 20, , = 3.138 36, X\ = 6.257 38,A3 = 9.337 81,... = 0
(i - 0) -(4 - 80) (6 - 180) -(4 - 80) 1-0
r = 30, , = 3.140 I6,, = 6.271 71,A3 = 9.38607,...
1 (2 - 120) 0 -(2 - 120) I
r = 50, A, = 3.141 08, X2 = 6.279 05,A3 = 9.410 83,...
1 - 2 1 0
r = 100, A", = 3.141 46, X = 6.282 15, ", = 9.421 29,...
The first three roots of this determinant equation are the eigenvalues
r=IOOO, A, = 3.141 59,A2 = 6.283 18, A~3 = 9.424 74,...
1.568 4.669 7.635
A, = A, = _A^=
The aecuracy of these results depends only on the computer capability in the evaluation of tltc
-cosine-functiorrfor veiysmaihargameTTts.
which shows again the superiority of Stssi's mcthod.
1 ~~3 ~1 ' 1
326 15.41 PROPERTIESOF NUMERICAL METHODS Ordinary Differential Equations
(a) Numerical methodS for well-poscd probiems must sattsfy the conditions of consistency, stability,
and convergence.
(1) Consistency. If in the limit A* 0 the substitute function and the true solution are equivalent,
then the numerical solution is said to be consisten!.
(2) Stability. If the errors at one stage of calculations remain finitc all the time (do not cause
larger errors as the computation contines), then the numerical method is said to be stable.
(3) Convergence. If the results of the numerical method approach the true vales as Aapproaches
zero, then the numerical method is said to be convergent.
(b) One-Step methodS such as Taylor's series and Runge-Kutta methods do not show numerical
16
instability if the step sizes of integration are small. The Taylor's series method is the simplcst
method, and it can be easily adjusted to the diflerential equation and to the desired aecuracy.The
only diflkulty arising in the application is the difierentiation of the given diflerential equation.
The higher derivatives can be convenicntly calculated by the extensive tables given in Ref. 1.20.
Runge-Kutta formulas are the most widcly used procedures for the numerical solution of
PARTIAL
ordinary diflerential equations. Their primary advantages are their easy programming, good
stability, and step-size changes without complications. Their disadvantages are the significantly
longer required computer time and the lack of dcpendablc error cstimation.
(c) Multistep methods such as Adams-Bashforth-Moulton method and Hamming's method are
DIFFERENTIAL
strongly stable for a sufnciently small A, and their great advantage is their requirement of one
derivative calculation. They can be easily adjusted to the diflerential equation and to the desired
aecuracy.
(d) Finite-diflerence methods providc a simple procedure for the solution of boundary-value
EQUATIONS
probiems, and if combined with the extrapolation procedure, theyofler results of good aecuracy.
An extensive evaluation of finite-diflerence solutions of ordinary diflerential equations can be
found in Ref. 15.03.
,!r
lili
Partial Differential Equations 16.02 METHODS OF SOLUTION 329
328 16.01 GENERAL CONCEPTS Partial Differential Equations
(a) Types Ofsolutions. There are many methods by which the partial diflerential equations can be
(a) DefinltionS. Apartial diflerential equation oorder nis a/unctional equation containing atleast one solved. The most commonly used methods are:
partial derivative of the unknown function
(1) Separation-of-variables method (4) Finite-diflerence method
4> = 4>(x, ,x2,...,xj
(2) Laplace transform mcthod (5) Finhc-clement mcthod
oftwo or more variables x,, x2 ,... ,xm. The order ofa partial diflerential equation is theorder of (3) Complcx-variable mcthod
the highest derivative of 4>.
The concepts of the first, second, and fourth method are introduced below.
(b) Solution ofa partial diflerential equation oforder ngiven in general form as (b) Separation-of-variables method. Although this method is not universally applicablc, it ofiers a
convenient and simple solution to many important equations in engineerng and physical
scienecs. The basic idea is to assumc the solution in the form of the product of two or several
3<t> a<t> 9<p a2* ajo a2* _ functions, each of which contains one variable only. The insertion of this product in the given
Fixx,x2,...,xm,*, ^^-^'^''^')
dxl diflerential equation seprales this equation into two or several ordinary diflerential equations.
The product of the solution of these equations is then the solution of the partial diflerential
equation. Particular applications of this method are given in (16.03) to (16.12).
is any function which satisfies the equation identically. The general solution is a solution which
contains a number of arbitran- functions equal to the order of the equation. Aparticular solution (c) Laplace transform method. The basic idea of this method is to obtain the Laplace transform of
(particular integral) is a special case othe general solution with specific functions substituted for the respective partial diflerential equation and ofthe associated end conditions with respect to one
the arbitrary functions. These specific functions are generated by the given conditions (initial variable. By this transformation, the partial diflerential equation is reduced to an ordinary
conditions, boundary conditions). Many partial diflerential equations admit singular solutions diflerential equation whosc solution is found by taking its Laplace transform inverse. The
(singular integris) unrclated to the general solution. following relations are used in this method. If
(C) Linear partial differential equations and systems of such equations appear in the description o 2{Fix,t)) = fe-Fix,l)dt =/ix,s)
engineerng and scicnce probiems. In this chapter. the classical and numerical solutions of the Jo
second-order partial diflerential equations (which domnate the application* >are presented. The
general linear partial differential equation of order two in two independent variables xand ,v is of the is the definition of the Laplace transform of Fix, t), then the transforms of the dcrivatives of
form Fix, t) are
A 4- Z)<D, 4- <!>, 4- F s) - s 'Fix, 4-0) - s" - dt-1
where A,B,...,G may depend on x,y but not on , and 4>, <t>, % . <1>.. <t>, are the partial
derivatives of (x, v). This equation s homogeneous if G = 0, otherwise inhomogeneous.
The solution ofthis equation represents a surface, called the integral surface. If on this surface rfFxî = cy(x,j) ?F(x,s)) d"fix,s)
exist curves across which 4> . 4> . <& are discontinuous or ndeterminate. then these curves are
called the characteristics of the respective equations.
1 S I dx *m- dx"
(d) Classification. Because ofthe nature of their solution, the partial diflerential equations in (c) are o^Fjx.t)) d/jx,s) 9F(x. 4-0)
designated as: l Bxdy I 9x
(1) Elliptic equations fB2 - 4.4 C < 0

(2) Hyperbolc equations ifB2 - 4.4 C > 0 Applications of this method are shown in (16.13) to (16.15).
(3) Parabolic equations if B2 - 4.4 C = 0 (d) Finite-difference method (as in the case of ordinary diflerential equations) rcplaces the regin of
Elliptic equations are ofa steady-state type associated with conditions which require that * or its the partial diflerential equation by a specific grid and approximatcs the governing equation and
normal deriv; tives, or both, take on the closed boundary some specific vales and the dosed the end condition equations by the diflerence equations, in terms of the unknown vales <t>,,
boundary prercribes the regin of application of O. Parabolic and hyperbolic equations are ofthe which are related to the nodal points of the selected grid. This substitution leads to a sct of
non-steady-st;'tc type (propagation type), and their solutions are allowed to propgate in the algebraic equations, and the solution of these equations yields the numerical approximations of
%. Finite-diflerencemolecules and their applications are tabulated in (16.17) to (16.31).
open flnmain il Iras' in "n<* variahlc ~~~
330 16.03 LAPLACE'S EQUATION, SOLUTION Partial Differential Equations Partial Differential Equations 16.04 LAPLACE'S DIFFERENTIAL EQUATION, 331
BY SEPARATION OF VARIABLES EXAMPLE BY SEPARATION OF VARIABLES
(a) Notatlon (a) Temperature distribution U(x,y) in a rectangular slab of sides
a,fi = separation constants
a, b (shown in the adjacent figure) is governed by the Laplace's
A,B,C = integration constants equation
x,y = cartesian coordnales r, 6 polar coordinates
d2!/ d2U _
V = !'(r, 0) = polar solution
U = U{x,y) = cartesian solution dx2 + dy2 ~
(b) Cartesian Laplace's equation in two-dimensions, and the edge conditions are given as
92U . d2U U(0,y) =/Ay),Uia,y) =/Ay),Uix,b) = /,(x), t/(x.O) =/4(x)

l?+-^=0
y
admits a solution U = A'(x)y(x) = XY, which when inscrted in this equation yields (b) Separation-of-variables solutions are, by (16.03c),
ifX^_lY Af(x) = Axe"" + A2e~,c" = x cos ax 4- j42sin ax
Xdx2 Ydy2
Yiy) = Bxea' 4- B^0 = Bx cosh cr> + 52sinh ay
Since cach side of this cquation is a function of one variable only, each side must be equal to the
same constant, denoted as a2 (which can be real or complex). or in terms of phase arguments x0 ,y0,
(c) TWO ordinary differential equations resulting from this separation are Xix) = Csn aix + x0) Yiy) = sinh a(_y -.)
d X ., .. Y 2v n (c) Particular edge conditions. Ufx(j) =Aiy) =A(x) = 0and/3(x) =/(x), then
77 - or2}' =0
dy (\)'U(0.v) =0 = Xi0)Y(j) (3) U(x.0) =f(x) = X(x)Y(0)
and their solutions are A' = Axe'" 4- A2e" Y = B,e> 4- B:e~" (2) U(a.y) = 0 = Xia)Y(j) (4) U(x.b) =0 = A'(x)y(6)
(d) General solution is then From (I), Y(y) * 0, X(0) = 0 = x and from (2), Y(y) # 0. Af(a) = 0 = i, sin aa. where with
/12 = 0, sin aa = 0, which implies
riAxeitt' + A2e-ea)(Btear ia*0) ak = Lr/a (k = 1,2,3,...)
U= XY = \
lM, +A,x)iB, + Brf) (* = 0) and yields A',(x) = A2J sin akx.
From (4), A'(x) * 0, y(6) = 0 = Z)4sinhrA(6 -y0), which requires y0 = 6. Thus from (1),
(2), and (4). with ak = st/a, 2ji/a, Zn/a,...,
(e) Polar Laplace's equation in two-dimensions,
32V \9V 1 92K U(x,y) = S ^2.* sm akxDk sinh a*^ 6)

A-I
dr2 + ~rdr+r2dff2~
= 2 * sm *xsmn<**(.>' *)
admits a solution V = R{r)QA6) = RQ,, which when inserted in this equation yields after
separation two ordinary diflerential equations which must satisfy (3) as
2R \dR B2R n
d7+r7r- = Q 2*- Uix, 0) = 2 * sin t*,x sinh a,(-6) =/(x)
<-i
and their solutions are R = Axrfi 4- A2r~^ Q = Bxe** 4- B*-** where t sinh a(-6) is the sinc Fouricr coefficient of/"(x). eiven in (13.02) as
(f) General solution is then 2 ['

Ek = - I fix) sin akxdx
a sinh akb J0
M.r' + A,r-f,)iBxe,t'* 4- B^"") 0*0)
V = RQ,
"I iAx + A2lnr)iBx + B28) (0 = 0) (d) FinalSOlution for the particular case defined in (c) with given above is
-(g^'ConstantSTlHntegratlom,, A2 and A,, #, are to be detcrmincd from the given conditions as Uix, y) = 2 k sinakx sinh akiy 6)
shown in (16.04c).
Partial Differential Equations 16.06 WAVE EQUATIONS, EXAMPLE 333
332 16.05 WAVE EQUATION, SOLUTION BY Partial Differential Equations
BY SEPARATION OF VARIABLES
SEPARATIONOFVARIABLES
(a) Vibration of tightly stretched string of length a{m) fixed at both
(a) Notation cnds and subjected to a uniform tensin 5 (shown in the adjaccnt
A,B,C = integration constants / = time c = signed number figure) is governed by the displacemcnt equation
x,y = cartesian coordinates a,P,X,w = separation constants FU I 327

U = Uix.y) = cartesian solution V = Vix,y, t) = cartesian solution in two-dimensions dx2 c2 dt2 ~
in onc-dimension
and the end conditions
(b) Cartesian wave equation in onedimensin,
/(0,) = 0, /(a,<) = 0,dUix,0)/dt = 0, /(x,0) =/(x)
d2U 1 *U
dx2 c2 dt2 where U = /(x,/) = displacemcnt (m), S = tensin (N). g = gravitational accclcration (m/s2),
w = weight of string per unit length (N/m),/(x) = shape of string at / = 0 (m), and r = Sg/w.
admits a solution U = A'(x)T() = AT, which when inscrted in this equation yields
(b) Separation-of-variables solutions by (16.05c) are
Xdx2 c'2Tdt2 Xix) = Axeia" + A2e-"" = x cos ax + ,sin a-x

As n (16.036), each side must be equal to the same constant, denoted a< a2 (which again can be 7"(/) = fi,*'"" 4- B2e-,a" = 5, cos tu/ + B2sinwt (w = ac)
real or complex).
(c) Particular conditions
(C) TWO ordinary differential equations resulting from this separation are
(1) 7(0, /) = 0 = AT(0)r(0 (3) di(x.0)/dt = 0 = X(x) dT(0)/dt
?.*-.
(2) U(a,t) = 0 = X(a)T(t) (4) 'u.0) = /(x) = X(x)T(0)
-T
dt'
+iac)2T =0
From (1), 7(/) =t 0, Af(0) = 0 = .4, and from (2), T(t) * 0, X(a) = 0 = .4,sin era, where with
Y = Bxeu" 4- B2(- (ea = are) A2 * 0, sin oa = 0, which implies
and their solutions are A' = Axe"" 4- A2e~'a
ak = A;r/a (A = 1,2,3,...)
(d) General solution in one dimensin is then
and yields Xkix) = j4.a>i sin akx.
(V* + -'"""KV" + B2e-"' (a =0) From (3), AT(x) * 0, dT(Q)/dt = 0, B2 = 0 and yields
U= XT=\ ia = 0) 7(/) = 5, cosca,/ cu, = akc = cAjr/a
lAx 4- i42x
Then
(e) Cartesian wave equation intwo dimensions
U(x, t) = 2 ^t(*)7*(0 = 2 -^sin ax, , cos wkt
k-\ -l
dx2 + dy2 c2 dt2 = Cj sin akx cos a,/

*-i
admits a solution V = X(x)Y(y)T(t) = XYT, which when inserted in this equation yields after
separation three ordinary differential equations Finally, from (4),
^+o-2A' =0 d-Z+f2Y =o fT 2 /(x,0) =C,sina-,x=/(x)

/x- dy
where Ck is the sine Fourier coefficient of/(x), given in (13.02) as
and, with w2 = c'2(a2 4- P2). their solutions are
2 r
A' = Axe"" + A2e~ia' Y= Bxe'* 4- ,,-* T= Cxe,u" + t>"
-* = - A*) sin atx dx
a Jo
(f) General solution in two-dimensions is then
ia*0,p #0)
(d) Final SOlution for the particular case defined in (c) with Ck given above is
UAxe"" + A,e-'a')(Bxei* + B2e-p')(Cxe,'M -
_yL=-XT-=-\
l(, +A3x)(Ble* + B2e-a')iCxe'"" 4- C2e~ ") (o- = 0./3 = A)
U{x, 0 = 2 C* sm <***cos *"*'
where AX,A2,... have the same meaning as in (I6.03).
jPH^^p !^r^^^^*^^^f^^^^^'^^Tr w r-U 1 i r"d hd ^ ^ ^ ^ ^ ^ ^
334 16.07 DIFFUSION EQUATION, SOLUTION Partial Differential Equations Partial Differential Equations 16.08 DIFFUSION EQUATION, EXAMPLE 335
BY SEPARATION OF VARIABLES BY SEPARATION OF VARIABLES
(a) Notation (a) Variation Of VOltage In SUbmarine cable of length a (m) with grounded cnds and with initial
voltage distribution/(x) is governed by
A,B,C = integration constants / = time c = signed number
x,j> = cartesian coordnales a, B,X,w = separation constants d2V av n

TI
dx2 ~ RCT
dt =
U = /(x, /) = cartesian solution V = Vix,y, t) = cartesian solution in two-dimensions
in one-dimension and the conditions
(b) Cartesian dimisin equation in one-dimension, K(0, /) = 0 Via, /) = 0 Vix, 0) = fix)

where R = resistance (Q), C = capacitance (F), and V = V(x,t) = voltage (V).
dx2 c2 dt
(b) Separation-of-variables solutions by (16.07c) are
admits a solution U = A'(x)r(/) = XT, which when inscrted in this equation yields A'(x) = Axe"" + A2e~ia" = x cos ax 4- i42sin crx
X = J_dT T{t) = B^- (tu = a2/iRC))
Xdx2 c2Tdt
As n (16.046), each side must be equal to the same constant, designated as a2 (which again can (c) Particular conditions
be real or complex). (1) F(0,/) = 0 = AT(0)7-(/) (3) l(x,0)=/(x)=A'(x)r(0)
(C) TWO ordinary differential equations resulting from this separation are (2) Via,t)=0 = Xia)Tit)
From (I), Tit) =* 0, A'(O) = 0 = A, and from (2), 7*(/I * 0, Xia) = 0 = i2sin aa, where with
a AT ,., n
A2 ^ 0, sin aa = 0, which implics
dt
ak = kn/a (A = 1,2,3,...)
and their solutions are A' = Axe"" 4- A2e~' T= Bxe- w = crV)
and yields, A',(x) = A2Js\n akx. The sum of all solutions is then
(d) General solution inone-dimension is then
Vix,t) = i42tsin akxBXJie-*' = ^"""'sin atx
iAxe'a" + A2e-"")Bxe
>a*\ D <>'
(**0) -i i-i
U = XT = Finally, from (3),

iAx 4- A2x)Bxe~ (cr = 0)
F(x,0) =Qsina,x=/(x)
(e) Cartesian diffusion equation in two-dimensions, -i
where Ck is the sine Fourier series coefficient of/"(x) given in (13.02) as

d2v a2v \d_v_a
3? + 9/ -2 *'
dt 2 f
Ck = - 1 /(x) sin akxdx
a Jo
admits a solution V= X(x)Y(y)T(t) = XYT, which when inscrted in this equation yields after
separation three ordinary diflerential equations
(d) Final SOlution for the particular case defined in (c) is, with Ck defined above,
0+*- %+rr + orr)2r=0

dt
y V(x,D = 5) Cke-'0t'sin akx
and, with w = c2(cr2 4- B2), their solutions are
X = V~ + A*~>n Y =Bxe-* + B.,e-' T= C{e-
(e) Speclal Case for/(x) = V0 yields with
i
(f) General solution intwo-dimensions s then C,t =0
4K0
Q*-l
(2A - 1)jt
(V* + Ate-'-'HB'S* + B2e-ip')Cxe- (a = 0, p =J= 0)
iAx + A2x)iBxeik' 4- \B2e-*)Cxe- (a =0,P = X) Vix,t)=-K '

* u,f,2A- 1
-_A"sin&x
where A,,A2,... have the same mea'iing as in (16.03). where Pk = (2A - l)jr/a and A, = B\/RC.
336 16.09 BEAM VIBRATION, SOLUTION BY Partial Differential Equations
Partial Differential Equations 16.10 BEAM VIBRATION, EXAMPLE BY 337
SEPARATION OF VARIABLES SEPARATION OF VARIABLES
t = time
(a) Transverse vibratlon without dampingof a simple beam is govemed by the diflerential equation
(a) Notation given in (16.096) and by the conditions
E = modulus of elasticity (Pa) / = moment of inertia (m4)
... _. 5ioa2x(a x)
x,y = cartesian coordnales m = mass per unit length (kg/m) V(Q, /) = 0 v(*>) zhr,-=A*)
96EI
Via,Q) = 0
V - Vix, t) = deflection (m) w = angular frequeney (1/s) HO, /) = 0 Vix,0) = 0 Ha, /) = 0

(b) Governing differential equation of free, transverse vibratlon without dampingofa straight beam which indicates that the initial deflection curve is due to the wcight of the beam, specified by the
of constant section and length a (m). unit length weight w (N/m), the initial velocity of all sections of the beam is zero, and the end
deflections and end moments are zero during the motion.
d2V
0
Ell? + "li2" (b) Separation-Of-variables solutions are given in (16.09a') with the cigcnvalue w to be detcrmincd
below.
admits a general solution V = Xix)T{t) = XT, which when inserted in this cquation yields
(c) Particular conditions
ElfX^ \(PT
m x4 = Tdt2 (I) V(0,t) = 0 = X(0)Tit) (2) I-(O.) = 0 = Jf"(0)r(/)
(3) Via,t) = 0 = Xia)T{T) (4) r\a,t) =0 = X"ia)Tit)
Asn (16.036), each side must beequal to the same constant designated as w2. (5) >(x,0) = 0 = A'(x)7\0) (6) r-x.o) =/(x) = A'(x)r(0)
(c) TWO ordinary differential equations resulting from this separation are Accordingto (16.09c) and by (1) to (4), A, = A3 = 0. .4., = A"(0), A4 = A""(0). and the transport
matrix (15.03c) reduces for x = a to
fT 2rr n f LAa) 4(a)irA"(0)-| TOl
4- w2T = 0
2?-- dr
I.A44(a) 2(a)JLA""(0)J LoJ
wherc A = ymar/EI. The determinant of this matrix cquation yields the frequeney equation
(d) Laplace transform SOlutionS of these ordinary diflerential equations are the eigenfunction sin Aa = 0 A, = kn/a (A = 1,2,3,...)
X = AxLxix) 4- AjLtix) + A3LAx) + A4L4ix) and the eigenfunction becomes
and the time function T = J9,A',(/) 4- B2KAD A'A (jc) = Ck sin A,x
where From (5), 7"(0) = 0 = B2, and with wk = EIk23l2/ma:. the time function becomes
TAI) = BXJt cos wkt
,(x) = 5(coshAx 4- cosAx) L(x) = 5(sinhAx 4- sinAx)/A
The sum of all solutions is then
LAx) = (cosh Ax - cos Ax)/A2 4(x) = '(sinhAx sinAx)/A
Kxit) = cosca/ K2it) = (sin wt)/w K(x, /) = 2 Gk sinXkxBx cos wkt = 2, Dk sinA4x cos wkt
(e) Integration constants in (d) are Finally, from (6),

Ax = A'(4-0) A2 = A"(+0) A3 = A-(+0) A4 = .V"(+0)
K(x,0) = î
2 Dksin Xkx =5wa --J-
x(a x)
=/(x)
B, =-| V(x,0)Xix)dx B2 = \ V(x.0)X(x)dx
caA
where Dk is the sine Fourier series cocfficicnt given in 13.02), which in this case by (13.03, cases
where the primes indcate the dcrivatives with respcel to x, the overdot the derivative with respect 10, 11) reduces to
to /, and
5taa4[l - (-1)*] = taa4
A=Jof mX2(x) dx * 2Hk3i)3EI \k El
so that d2 d4 = d6 = 0 and the odd coefficicnis become
is called the general mass.
dx =T3428r(10rs 1 d3 = 4.977 09(10)"4 ds = 1.075 05(10)"4
(f) General solution as shown in (16.10) on theopposite page is then a sum of producs XkTk, each
corresponding to a particular angular frequeney wk. d1 = 3.917 21(10)~5 d9 = 1.843 37(10)"* dxx = 1.00963(10)_i
338 16.11 NONHOMOGENEOUS EQUATIONS, SOLUTION Partial Differential Equations Partial Differential Equations 16.11 NONHOMOGENEOUS EQUATIONS, SOLUTION 339
BY SEPARATION OF VARIABLES BY SEPARATION OF VARIABLES (Continued)
(a) Forcing function. The general case of the linear partial diflerential equation of second order (d) Solution of the third kind with G = Yiy)gix) assumes
introduced in (16.01c) admits a separation-of-variables solution if the forcing function G is one of * = Xix)Yiy)
the following types:
to be the complete solution and after separation
(1) G = gix) (3) G= Yiy)g(x)
(2) G = giy) (4) G = Xix)g(y)
M2- + Mx + (A0 - A2)Af =gix)
and the diflerential equation has the form
jfry AY
M24> + N2<t> 4- A/,*. + A/,*, + iM0 + N0)4> = G
dy dy
where M2, Mx, M0, N2,NX,N0 are constants.
where Aand A', Yhave the same meaning as in (6).
(e) Solution Ofthe fourth kind with G = X(x)g(y) assumes

(b) Solution of the first kind with G = gix) assumes
<t> = Xix)Yiy)
<t>, =A'(x)I'O0 <t2 = Z(x)
to be the complete solution and after separation
so that <&, is the solution ofthe homogeneous equation and
, + <J>2
A/2-4 +Mx ^ + iM0 - X2)X =0
ax dx
is the solution of the nonhomogcncous equation. After separation.
JJ-y Ay
., d2X ., dX N-2~dJ +N2dy~ +(N +X')Y =g{y)

M2-2 + - A2)A' = 0
">dx- + (A/0 where A and A', Y have the same meaning as in (6).
xj crY .- dY
(A'o + A2)y = 0 (f) Example. The forced vibration ofthe elastic string in (16.06a) is govemed by
dy dy
.. d2Z w dZ
M2-2 +
">7x + (A/o 4-Ar0)Z = gix)
ax2 c2 di2 ~
(6 = constant)
where A is the separation constant and A', Y, Z are the integris of the respective diflerential ICUiO.t) = 0, /(a,/) = 0, /(x,0) = 0, /(x,0) = 0. and with
equations. U = Xix)Tit) + Zix)
the separation yields with w = ac,
(c) Solutionof the second kind with G = giy) assumes X Z
dx2
4- a2X = 0 -?+w2T=0
dt2 dx'
= -6x
<D, = Xix)Yiy) <t>2 = Ziy)
so that 4>, is the solution of the homogeneous equation and The solution ofthe first two equations is given in (16.06c), and the integral ofthe third cquation
is
<j> = 4>, + 4>2
Z = -6xJ/6
s the solution of the nonhomogcncous cquation. After separation.
The complete solution is then with A, = kst/a and wt = ckst/a,
A/2^'+A/,^4-(A/fl-A2)A' =0
dx' dx
U(x, /) = 2 Gû cos ^* + 2Jt sin Xkx)iBXJt cos wkt 4- B2 sin wkt)
bx3
6a3 ba3wk
N2?-i + Xx^- + iNo + X2)Y = 0 where AXJ = 0 An D\ 2JkB2
dy2 +' ldy 6 sin A,a 6 sin Xka
(PZ xr dZ or in simpler form,

dy2 dy
, . ba3 y-, f sin A4x /
t/(x, /) = X . , (eos O),/ 4-
sinoÂl
-
6xs 1
where A and A', )', Z have the same meaning as in (6).
y ' 6 *_, LsnA.aV * w )\ 6
Partial Differential Equations 16.13 WAVE EQUATION SOLUTION BY LAPLACE 342
340 16.12 LAPLACE TRANSFORM METHOD Partial Differential Equations
TRANSFORM METHOD
(a) Concept and ba8C relations of LTM are given in (16.02c), and their applications in the solution (a) Notation (16.05a) a,c, U0 = positive constants
of pardal diflerential equations are introduced in (16.13) to (16.15). Atable ofLaplace transform
pairs used in these solutions is shown below. /(x, /) = displacemcnt /(x, 0) = initial displacemcnt (/ = 0)
7(0,/) = left-end displacement /(a, /) = right-end displacemcnt
(b) Table of Laplace transform pairs
(b) Cartesian wave equation (16.056) in one dimensin.
a,c,x = constants > 0 a = kn/a B= (2* - 1.T/(2a) n = (-1)*
aeujx.t) id2ujx,t)
"(x.i)
f(. : = o (o t 5 0)
dx2 c2 dt2
sinh (sx/c) x 2^ n
-+->.- i.r. ax cos r/
(1) ; sinh (xa/r) a a ji o with boundary conditions
(i) 7(0,/) = o (2) /(a,/) = 0
sinh (sx/e) + T -A i-.nOx cos trtf
(2) s1sinh (sa/c) a acZxa' and initial conditions
(3) 7(x,0) = UsinJtx/a) (4) dUix,0)/dx = 0

(3)
sinh (ix/e)
i cosh (safe)
2Ls*n/fcf
is transformed with respect to / by (16.03c) as
(4)
sinh (sx/e)
j2cosh isa/e)
-+-^Kr.^cos^
cosh (sx/e) <7 2 ^. n <r"uix,s)
(5) s sinh (safe)
- + - > - f.r. ax sin ore/
a a..i
and becomes
x2
=-![2(x,j) - /(x,0) - "(x,0)]
(6)
cosh (sx/c) +--5-:,-m(1
2a ar <_, o"
-cos or) where a(x,) = j e~"U(x,t)dt
j2sinh (sale) Jo
cosh (sx/e) is the transform of U(x, t) and by (3), (4) above, ."(x. 0) = /0sin (stx/a), U'(x.O) = 0.
(7)
1+ -T ^cp'xcospV/
s cosh (sa/c)
(c) Transformed equation is
(8)
cosh (sx/c) 4--.-o*^xsnpV/ (Pujx.s) s2 s2 . XX
i* cosh (sa/c)
TI 2(x,s) = -/0-sin
ax c c a
sinh (xys/e) 2c2 "
T na exp(o-2*2/) sindx
(9) sinh (aVs/c) and its general solution (Ref. 1.20, p. 180) is
(10)
sinh (x\s/t) -f i?3-/5Vl)sin^ / \ a usx __ a usx j.1- Ua-z-r
a(x,x) = A cosh 4- B sinh
ti s sin (xx/a)
rrî
VTcosh (aVs/e) v ' c c c2s2/c + .T'/r
sinh (xV7/r) -+-25p -/JV/)*in/?x (d) Integration constants are from (1) and (2) in (6). A = 0, B - 0, and the final form of the
(N) a a ,.,0
s sinh (avs/c) integral of the transformed diflerential cquation is
sinh (xvT/r) x/ 2 ^ i) ., , s,i . jsin (ixx/a)
(12)
+ r, 2, ~ exP (~oc e'(\ sin Ox u(x,s) = UQ
asinh(<iV7A) a ar" 4_t a
s + c Jt /a
2r"
cosh (x\s/c) (e) Inverse Laplace transform of this cquation taken from (14.0Ic-8) is the solution of the wave
(13)
cosh (a\s/e) a -1
equation in (6).
cosh (xVs/c) ' 2r ^> 2 j..
(14)
- + N r;xd t or c /) cos ax 7(x,/) = /0sin (Jrx/a) cos (rt/a)
VTsinh (aVi/r) a a "^,
cosh (xV7/r) 1+?V^fxp(-/52c20cos^x (f) Alternativo solution. There is always the possibility to take the Laplace transform of the given
(15)
cosh (aVs/e) a._,P diflerential equation with respect to x rather than / as done above. This choice would, however,
lead to certain difficulties as would become apparent upon the complction of this altemative ti
(16)
cosh (x\s/c) * 2r-'
~ fl +/
' "
2 'y ^ <rxp (-B2c2t) cos/Jx
ar'-" '^', p" r ' ^
approach. In practice, it may be desirablc to take the transform with respect to each variable and
s' cosh (aVj/r) compare which of these variables oflers the best simplfication.
342 16.14 HEAT EQUATIONS SOLUTION BY Partial Differential Equations Partial Differential Equations 16.15 VIBRATION EQUATION SOLUTION BY 343
LAPLACE TRANSFORM METHOD LAPLACE TRANSFORM METHOD
(a) Notation (16.07a) a, c, L'r. = positive constants (a) Notation (16.05a) a, c,E,P = positive constants
/(x, /) = temperatura t/(x, 0> = initial temperatura (/ = 0) 7(x, /) = displacemcnt 7(x,0) = initial displacemcnt (/ = 0)
7(0,/) = left end temperatura U(a, 11 = right end temperatura 7(0, /) = left end displacemcnt U(a, t) = right end displacemcnt
(b) Cartesian heat equation (16.076) in one-dimension, (b) Vibratlon equation (16.056) in one dimensin,
52/(x, /) 1 dUjx, /) 327(x, /) 1 52/(x, /)

= 0 (0 =s x =s a / a 0) = 0 (0 == x =3 a / > 0)
dx2 dt dx2 dt2
with boundary conditions with boundary conditions,
(1) 7(0,/) =0 (2) Uia.t) = l\ (1) /(0,/) = 0 (2) /(a, /) = P/E

and initial valu (3) /(x,0) = 0 and initial conditions,
is transformed with respect to / by (16.03c) as (3) 7(x, 0) = 0 (4) dUix,0)/dx = 0

s transformed with respect to / by (16.03c) as
and becomes
aûx.j) 1 . a*f(x,j) 1 .,
j = -[u(x,j) - /(x,0)J and becomes , = -z[s'uix,s) sUix.0) "(x,0)1
x r ax c
where u(x, j) = fV"/(x,/) dt where a(x, s) = Jo[V"7(x, /) dt

Jo
is the transform of U(x,t) and by (3), /(x,0) = 0. is the transform of 7(x,/) and by (3) and (4), '(x.0) = 0, /'(x,0) = 0.
(c) Transformed equation is (c) Transformed equation is
d2u(x,s) s a*a(x,.Q
2u(x,s) = 0 -m(x,j) = 0
x r dx2
and its general solution (Ref. 1.20, p. 180) is and its general solution (Ref. 1.20, p. 180) is
u(x, s) = i4 cosh (xVj/c) + Bsinh (xV7/c) u{x,s) = A cosh (xj/c) 4- B sinh (x/c)
(d) Integration constants ara from (1) and (2) in (6), (d) Integration constants from (1) and (2) in (6) are
1 cP
A = 0 B = V A =0 B =
s sinh iavs/c) Es1 cosh ias/c)
and the final form of the integral of the transformed diflerential equation is and the final form of the integral of the transformed diflerential equation is
, ,. sinh (xV7/f) P c sinh (x/c)
u(x,j) = /0TTTTTTT uix.s) = 7-5-
j sinh (avs/c) E s2cosh ias/c)
(e) Inverse Laplace transform of this equation taken from (16.12M1) is the solution of the heat (e) Inverse Laplace transform of this cquation taken from. (16.126-4) is the solution ofthe vbration
equation in (6). equation in (6). '
/(x.0 = Ji
._ La
+-3p(-V0
a*_(x
Uix, 0=I [* +\ 2.sin Bx cos efit]
where er = kn/a and n = ( I)* where B = (2* - l)/2a and n = (-I)1.
344 16.16 FINITE-DIFFERENCE METHOD IN Partial Differential Equations Partial Differential Equations 16.16 FINITE-DIFFERENCE METHOD IN CARTESIAN 345
CARTESIAN SYSTEM SYSTEM (Continued)
(a) Solution of a cartesian second-order partial difler (C) Forcing function ofthe partial diflerential equation (16.01c),
ential equation in two dimensions (16.01c) by the G = G(x,y)
finite-diflerence method requires first the replacement
of the regin of integration by a rectangular grid of n i i ' -
at the same point C is taken as the joint valu
horizontal lines and m vertical Unes whosc points of
Gc = Gixc,yc)
ntersection are the nodal points (pivotal points, joints) | | i II !
shown n the adjacent figure, where each point , j is or is approximated more accuratcly by the equivalent joint valu in terms of the respective
given by I I ' I 4
formulas given below.
x = ip (i = 0, \,...,m) I I 1 I I' ' I

(d) Singular function Pz located at
l t l fc
x=xc4- (1 -a)p y=yc+H-b)q
yj=M (j = 0,l,...,)
as shown in the adjacent figure is rcplaccd by
andp, qare thespacings of the grid lines. L'-,1. *,1, f ! *bn

Gc = P.
Pl *
where a, 6 are the dimcnsionlcss coordinatcs of P. in the
rectangle C, R, RT, T.
(b) Partial derivatives of the unknown function

(e) Singular function Qy located at the same point as P. n
4> = (x,_v) (d) as shown in the adjaccnt figure is replaced by
which is the solution ofthe pardal diflerential cquation in (16.01c), are next expressed by the
finite-diflerence approximations (3.02rf) related lo a particular point. If the point Cshown in the Pl
adjaccnt graph is that point, then the partial dcrivatives of* in diflerence form become where a, 6 are the same as in (d).
(f) Singular function Gx located at the same point as P. in

dx ' 2p (d) as shown in the adjacent figure is replaced by
dy " '~ 2a 0-9-9-[ P ?
where a, 6 are the same as in (d).
a2* A q\ - 2<&c 4- <pr (g) Constant function G rapresented by the diagram of the
dx2 p adjacent figure is replaced by
Gr = G
d2 = __ Qlb - E/r ~ Qrb + *rt
dx dy ~ " "" 4/ia
(h) Variablefunction G(x, y) rapresented by the diagram of
the adjaccnt figure is replaced by
* ^ <PW - 24><: 4- r
-rr, = - i / G,.T+ \GT+ GRT\
dy q-
Gc = 36 \++ 4C + l6Gc + 4C/
GtJ> 4- 4GB+ GRBJ
where the subscripts define the location of <t> as L= left point, C= central point, R- nght
point, B= bottom point, T= top point, LB = left-botiom point, RB = right-bottom point, where GLT, GT,..., GB, GRB are the vales of G at the
LT = left-top point, and RT = right-top point. These equations apply to all points of the grid, respective joints and the terms in braces represent an --f:
including the points on its boundary. algebraic sum.
^^^^^ f
346 16.17 ELLIPTIC EQUATION IN CARTESIAN SYSTEM, Partial Differential Equations Partial Differential Equations 16.17 ELLIPTIC EQUATIONS IN CARTESIAN SYSTEM, 347
FINITE-DIFFERENCE RELATIONS FINITE-DIFFERENCE RELATIONS (Contnued)
(a) Notation (g) Stifmess factors in (/) are
U = &ix,y) = solution ofdiflerential cquation in regin Rwith boundary 5
KT = ir*Cc + hrpEc)/p2
k = grid points L, T, C, B, R, depicted in (16.166)
Uk = valu of7 atA Kk = stiflhess coeflicient atk K,. = (Ac - hpDc)/P* Kc = i-2Ac - 2r2Cr 4- p2Fc)/p2 Kr = iAc + >Dc)/p2
A,C,D,E,F = given functions Ac, Cc, Dc. Ec,FC = particular functions at C KB = ir2Cc - \\rpEc)/p2
p, a = spacing ofgrid lines r - p/q = grid ratio
G= given forcing function Gc = valu of(7 at C (h) Modified difference equation is required in cases where the
grid lines and the boundary ofthe regin R do not intersect at
(b) General form ofthe cartesian elliptic equation in two dimensions (16.01</) is the grid joints. In such cases, depicted by the adjacent graph,
the stiflhess factors of the molecule (/) become v y.
| AU
AU, + CU 4- DU, + EU, + FU = G
,' *
where U, U, 7,, U, are the partial dcrivatives of Uand .4 > 0, C> 0, F s 0 so that the i y
elliptic condition is'satisficd. As such, this cquation states always aboundary-value problem, and
its boundary conditions must be one of the following types.
(C) First boundary condition called the Dirichlet condition prescribes the valu of/on the boundarics
as
A 2CC 4- qxEc
U* = <J>(x, ,y.) ?a(i + ?-')
A,. 2AC - p2Dc n _2Af+pxDc
where x, ,y, are the coordinates ofthe boundaries and "* is continuous on S.
L PPx + />) * PPx + Pz)
(d) Second boundary condition called the Neumann condition prescribes the valu of the normal V: = Fe ~ TT Wc + î _ A..)^cJ [2Cf + (a, ~ 1*)Ec\
derivatives of U on the boundaries as P\Pl ?l?2
;,. 2Q - a2c
U* = d4>(x, ,y,)/dn
?.(?. + 1i)
where x, ,y,are the same as in (c) and 7* iscontinuous on 5.
wherepx ,q2,qx ,q2 are the new spacings shown in the figure.
(e) Third boundary condition called the mixed condition prescribes the valu
U* 4- aU* = 3<t>(x, ,y,)/dn + ar(x, ,y,)<t>ix, ,y.) (i) Modified forcing function adjusted to this new spacing is
derived by (16.16a1) to (16.16), and for the variable function
where the symbols are the same as in (c) and (</) and a(x,.v) > 0. G(x,y) the joint valu becomes
/ + Px12GLT + 2(px 4- p,)q:Gr + p2q2GRT N
(f) Governing difference equation at C(16.166) na molecule form ( +2(9l +q.,)pxGL +4(px 4- p.,)(qx 4- q:)Gc +2(a, +q2)p2GR
+ P\qxGLB + 2(px + p2)qlGB + p2qxGRB /
KTUT Gr- =
36(, 4- ^2)(a, + a,)
KLUL KcUc KrUr > = Gc
where the numerator of the fraction is an algcbraic sum in which GLB, 7^, GRB, . have the
KBUB same meaning as their counterparts in (16.16A).
applics at all points ofthe grid. The molecule which forms the left side othe equation represents
an algcbraic sum of producs of the stiflhess coefiicients K .KC,KR,... defin d in ig) on the (j) System matrix equation consisting of the diflerence equations written for all joints of the grid
opposite page and ofthe respective vales oUL,UCrUR defined in (a). Th< right side ofthe (including the boundary points) involves as manyunknown Uk as there are joints in the grid and
equation includes the joint valu Gc calculated by the formulas given in (16.16). yields the approximate vales of these unknowns as shown in (16.18) and (16.19).
348 16.18 LAPLACE'S EQUATION IN CARTESIAN Partial Differential Equations Partial Differential Equations 16.19 POISSON'S EQUATION IN CARTESIAN 349
SYSTEM, FINITE-DIFFERENCE SOLUTION SYSTEM, FINITE-DIFFERENCE SOLUTION
(a) Poisson's equation
(a) Laplace's equation in cartesian system
II 12 II i:. l IT S
N. ni 7 + 7 = -I
7 4- / = 0
.1.". * .i; s J-.i m 11
in the rectangular regin shown in the adjaccnt figure is
in the triangular regin shown in the adjaccnt figure is subject i*
the subject of the Dirichlet condition 2K Si l .11 .12 11 l
of the Dirichlet conditions
N IS li- \_i Uix,,y.) = 0 21 22 21 21 2."> 2ti 27
Uix,,y.) = x, -y,
where x, ,y, are coordinates of the boundaries. The grid
where x,,y, are the coordinates of the boundary. The grid of I) 1
of the rectangular regin is formed by p = a = l, and
H i;> li IT l> 1!' 211
the triangular regin is formed by p = q = 2, and the vales

the vales of Gc at all points equal l. ; S * I II 12 1.1
of 7 on the boundaries are
i) 1 2 .1 1 ." ti
u0 = o 7, = 2 U2 = 4 3 = 6 5 (b) Two-axial symmetry offers five additional conditions
/5 = 5 U6 = 3 7, = 1 a = "I -3 /8 = u = u36 = u40 uX6 = uM = uw = u32 l '1H J

7,n = -5 Uxx = -7 7I2 = -6 t/,4 -2 U9 = Uxx = U = 739 = 7,5 = Ul9 = U = U
Uxo = 7M =U=U U = U = /2, = U3X
(b) Intermedate point 15 is the only regular point. With .4 = C=I, D = E = F = G = 0, and only six vales of 7remain to be calculated.
r = pfq = | and KL = KB = KT = KR = 1, Kc = -4, the dierence equation at 15 by (16.17/)
(c) Intermedate points 8 to 10,16,17,24. With .4 = C = I, D = E = F = 0. G<: = \.r = p/q =
1 and //., /a, /Tc, /Tj-, /^ = I, Kc = 4, the respective diflerence equations (16.17/) become
Uxi /. tf.
-2 -4/IS t/.6 = 0 -4/8 -47 = -1
0 u9 /8 f.o
2 0 0
(C) Points 16,17 are near to the boundary with points 6 to 9 not being the points ofthe regular grid. u /.7
Thus thediflerence equations at these points must be modifico according to (16.17A). At 16, with u9 -4t/,o /9 -I w> -4/, /|7 = -I
Px = 2,p2= \,qx = 2,q,= I, /9
0
Kl = AT, = h K% = K*6 =\ Kc = K*6 = -2 K% = K* = { K'r = K* =\
and at 17 with the same p's and a's, /24 /,7
K* = /:*, = -2 '* = r* = i /.6 -4/ ul6 /|7 -4/24 /.7 = -I

K} = K*3 = 5 K% = K? = 3 *fs =
/io /|7
which yields two addtional diflerence equations
(d) System matrix equation in terms of (a*) is
1 -2 -4 2 -1
3 /.
_2
3/.4 -2/,o 2 = 0 -3 -2/,7 3 1 -4 1 1 #9 -1
4
3 j/.s 2 -4 1 /,o -1
2 -4 2 /,6 1
(d) System matrix equation in terms of (6) and (c) is 1 2 -4 1 /|7

0 4 -4 /2, -1
-4 I
1 -6 -12 om which /a = 0.9519 79 =1.404 /,o = 1.538
0 -6JLUJ L 12_
/,6 = 2.125 Ux1 = 2.346 U24 = 2.596
from which-7,s = 0, 7I6 = 2rU\T=~-2.: I~lhis~particular case, these vales are exactrsince
For better results a finer grid must be used.
/(Xj y) = x y is the exact solution.
350 16.20 HYPERBOLIC EQUATION IN CARTESIAN Partial Differential Equations Partial Differential Equations 16.21 WAVE EQUATION IN CARTESIAN SYSTEM, 351
SYSTEM, FINITE-DIFFERENCE RELATIONS FINITE-DIFFERENCE SOLUTION
(a) Notation. 7 = 4>ix,y) = solution of differential equation in regin R with boundary S. The (a) Wave equation in cartesian system I
symbols used below and on the opposite pageare those defined in (16.17a). 06 16 26 56 46 .56 .66
t/--5/ = 0 05 15 25 ,55 45 55 , 65
(b) General form ofthe cartesian hyperbolic equation in two dimensions (16.01*/) is
04 14 ,24 54 44 54 64
in the rectangular regin shown in the adjacent figure
AU - CUV 4- DU, 4- EU, + F/ = G [0 : x S a, / & 0] is subject to the conditions 05 ,15 25 55 45 55 65
where U,A, U, U,, U, are the partial derivatives of ". The solution of this equation is not 7(0,/) = /(a,/) = 0 02 ,12 ,22 .52 ,42 52 62
restricted to a closed regin and frequcntly is allowed to propgate in one or two directions with
given boundary conditions. 7(x, 0) = sin Jtx 7,(x,0) = 0 ,01 , ,11 21 SI .4! 51 61
where / = time (s), a = length (m), and c = constant 00 ,10 ,0 50 40 ,50._60_^

(m~2). The grid is formed by six vertical and horizon
(c) Governing difference equation at C in molecule form is the same as (16.17/), but the stiflhess
coefficenis must be changed to
tal lines with p = g and a = \. i-6f I
KT = i-r2Cc + l2rpEc)fp2
(b) Governing difference equation in molecule form is
A', = (At. - lpDc)/p* Kc = i-2Ac - 2R2CC 4- p2Fcx;p2 Kr = iAc + hpDc)/p*
-XUT
KB = i~r2Cc - l2rpEc)/p2 UR = 0
uL -sUc
where r = p/q. -A/
where X= />7(ca)2 and s = 2(1 - X).

(d) Modified difference equation required in cases when the grid lines and the boundary of the
regin Rdo not intersect at the gridjointsshown in (16.17^) has the same form as in (c) above,
but the stiflhess factors in the molecule (16.17/) become
(c) Boundary conditions yicld
2CC 4- qxEc i/ = /oi = = ^05 = i/06 = 0 O = /6, = * = ^65 = t/66 = 0
Ki=-
lAlx + ?-)
/io = V* = sinpn U20= Uw = sin2pix Uw = sin3pst
2A<: - p2Dc 2A, 4- p,Dc
A7 = * = Uxx ~ Ux.-x =0 U2X - /2._, = 0 U3X - 7S._, = 0
PxiPx + 2) PPx + Ps)
where 7, _,,..., 75 _, areficticious points below thex axis on verticals 1,2,... at thedistance a.
K* =Fc - />,/>2L
\2AC +ipx ~P,)DC - ?l?2
*2C, 4- (a, - q2)Ec]J
2CC - q2Ec
* = " (d) System matrix equation. Since UX0,U.M. 7 are known and 7,.-,, ^.-i '' L'.-i are
?i(?i + 1i) defined by the last boundary condition, the vales of 7 at 11,21,..., 51 can be computed
dircctly as
where px,p2,qxa-i arc mc new spacings shown in (16.1 Ik>.
-s I nv " /,._,"
(e) Modified load vales adjusted for the new spacing are formally the same as in (I6.17). For Gc U2X 1 -s 1 '.v U2.-x
on the boundary the following substitutions must be made. U3X 1 -s 1 t -
/..-i
At x = x,y = 0: a, = 0 I -s 1 r., ".-.
At x = 0,y =y: px = 0
At x = mp,y =y: p2 = 0 At x = x.y = nq: q, = 0
u s L'v.. L^5.-J
or symbolically as H, = (1/A)KH0 - H_,. where Ho, H,, H_, are the 7 vales ofthe 0 row, I
row, and 1 row, respcctively, and K is the transportmatrix. Recurrent useof this formula yields
(f) System matrix equation isconstructed and solved as shown in (16.21) on the opposite page. It is
mportant to note that the solution ofthesystem may be obtained toany degree ofaecuracy since rHw_i r-i k prHoi
he system matrix equation is a transpon matrix equation. The stability onhe solution requies LHA.+ 1J L-K K2-lJ LH.J
K, , KR,KB, Kr to be equal to or less than I.
where A^ s an even integer.
"1 1 ^^^^^^^^^^^
352 16.22 PARABOLIC EQUATION IN CARTESIAN Partial Differential Equations Partial Differential Equations 16.23 DIFFUSION EQUATION IN CARTESIAN 353
SYSTEM, FINITE-DIFFERENCE RELATIONS SYSTEM, FINITE-DIFFERENCE SOLUTION
(a) Notation. 7 = <P{x,y) = solution of differential equation in regin R with boundary S. The (a) Dlffuson equation in cartesian system
ffl
symbols used below and on the opposite page are thosc defined in (16.17a). 21 22 23
u = u,
10 II 12 IJ
(b) Generalform ofthe cartesian parabolic equation in two dimensions (16.01a*) is

in the grid shown in the adjaccnt figure is subject to the *
conditions _ 00 (11 02 03
AU 4- DU, - EU, + FU = G 7(0, /) = 7(a, /) = 0 U- *' ,1 '
where U ,U,,U, are the partial derivatives of 7. The solution of this equation is not restricted 7(x, 0) = sin nx
to a closed regin and frequently is allowed to propgate in one or two directions with boundary
conditions given.
where / = time (s) and a = length (m). The grid is formed by four vertical and three horizontal
lines with p = 5 and a = .
(c) Governing difference equation at C in molecule form mav be one of the following types: (b) System matrix equation of the first type (16.22a*-1) with a = 0.25 is
f7nl (-0.5 0.25ir/011 = r0.649 521
(1) Forward difference form
L/I2J Lo.25 0.5 JL/02J L0.63952J
where 70l = sinn/3 and Um = sin 2^/3. Similarly,
-prEcUT
r/21j = (-0.5 0.25-1^,,-J _ T0.487 14]
(Ac - hpDc)Ut. -2AC - prEc - p2Fc)Uc A + \pDc)UR = G(:p L/22J LO.25 0.5 Jl/l2J Lo.487 14J
where 7,, , UX2 are the vales calculated by the preceding matrix equation.
(2) Backward difference form
iAc-hpDc)UL -(2AC 4- prEc - p2Fc)Uc --A - hf>Dc)UR = Gcp2 (c) System matrix equation of thesecond type (l6.22a*-2) with a = 4 is
prEcUB r/01j =r 1.5 -0.25-1^,,-j r/u] _ rO.685 71 0.1l4 29-|r7lll] ro.692821
lUj L-0.25 1.5 iuj lux2\ L0.I1429 0.6875lJ[/02J =lo.69282J
(3) Average difference form where 70l, 7OT are thesame as in (b) above. Similarly,
-(Ac 4- prEc)Ur -Ac+ 2f>Dc)URT

r/21j =r0.685 71 0.114 291 r7, ,1 = f0.554 26]
(-4c ~ ipDcWi. L/MJ 10.114 29 0.685 7lJL/l2J lo.554 26j
= Gcp2
l(Ac ~ \pDc)U,. -(Ac- pREc - p2Fc)U * .4,- + pDc)UR
where 7,,, 712 are the vales calculated by the preceding matrix equation.
(d) System matrix equation ofthe third type (16.22a*-3) with a = 0.25, p = 4 is
(d) Reduced equations for the special caseA = 1, D = F = 'j. and E = c~'2 become in terms of
r 5 -o.5-ir/i = 1-3 0.51f/lol
a = c2/pr B = pr/c2 r = p/q
L-0.5 5 JL/I2J Lo.5 3 lUj
(1) UT = aUL + (1 - 2a)Uc 4- aUR - aGc from which by inversin
(2) U = -aUL + (1 + 2a)Uc - ccUR + aG, r/n-| _ fO.616 16 0.161 61 irU0X-] = fO.673 341
L7I2J ~ L0.I6161 0.616 I6JL70,J [o.67334J
(3) -Wu- + (I + P)Ut - kuRr = hVL 4- (p - l)Uc + WR-- pGcq
where Uox, Um are the same as in the preceding cases (b) and (c). By the same procedure
The construction ofthe system matrix equations based on these relations is shown n (16.23) on L'2X = U = 0.523 70. v
the opposite page.
(e) Exact solution of this equation is U(x.t) = exp (-Jt2t) sin jcx and Uxx = /,.. = 0.658 36
(TT3ad~vafu"eS m cases (c) and (d) are calculated~by formula given in (16.16). 72f=/22 = 0.50050, which calis for a fincTgiTd lh (A) tâ*^ " - -
1 .1 "1
354 16.24 BIHARMONIC EQUATION IN CARTESIAN Partial Differential Equations Partial Differential Equations 16.25 BIHARMONIC EQUATION IN CARTESIAN 355
SYSTEM, FINITE-DIFFERENCE RELATIONS
SYSTEM, FINITE-DIFFERENCE SOLUTION
(a) Approximate partial derivativos of 7 = 4>(x,^)
at the point C of the adjacent grid can be found
(a) Notation. 7 = <t>(x,y) = solution ofdiflerential cquation in regin R
by exprcssing each central diflerence in terms of Uk = valuof 7 at * Kk = stiflhess factorat k
the vales of 7corresponding to the nodes of this
grid. The equidistant spacings are the same as A,B,C, D,E,F,G = given functions Ac,Bc,Cc, Dc,Ec,Fc = particular fijnctions at C
before, and only the central diflerences of the
respective orders are considerad in the ap
r = p/q = grid ratio parameter Gc = forcing function at C
proximations listed in (b) below, where the
subscripts define the location of 7. These rela
tions apply to all nodes of the grid including the (b) General form of thecartesian bharmonic equation in two dimensions is
points on the boundary. Their utilization in the
approximation of the bharmonic cquation is AU,,,, 4- BU 4- CU + DU + EL' + FU = G
shown on the opposite page in (16.25).
where 7, U,^,... are the partial derivatives of 7 and A, B Gare functions in x,y or
constants.
(c) Governing difference equation Cia molecule form

(b) Particular cases
( t^jyUjy
1 'TTV7T
uB - u, KltVlt
K-ltUlt KtUt
KTUT KrA'rt
*Rr*- rt
dx \c ~ Ip l 3* le 2V K,j.Vu. Wl KCUC k/)'- R KrrUrr >= Gr
^LO^LX KBUB ^Rfi' RB
rf| -."t- Wc + <-* KbbUb
P1
\32U] = U*r ~ Vl.T " U** +Uu applies at all points ofthe grid defined in 116.24a). The molecule which forms the left sideof this
equation represents an algcbraic sum of producs of the stiflhess coefficients Ku_ ,KL,... defined
in id) below and ofthe respective vales of7. The right side is the forcing function at C.
\?U] _ UKK - 2VK 4- IV,. - Uu. C/] Urr - 2UT + 2L - U,
[dx3\cr 2p> IV Je V
f M] __ U*r - 2> + ULT - U + 2UB - l\ (d) Stiffness factors in (c) are
[dx'dylc 2p*q
rjV] URT - 2VK +uRB-i Kj-r r*Cc/p4
[dxdy2\c 2pq2
Klt ~ r'Bc/p4 KT = (-2r2Z?c - Ar*Cc 4- r2Ec)/p* KRT r Bc/pA
T^/l URR - WR + 6UC - W,. + Vu [?in Utt- Wt + U'c - U' 4- UBB */./. = Ac/P* KL = (-4ilc - 2rB, + Dc)/pA = KR Krr = Ac/p*
Ur4Jc q*
Kc = (6/lc 4- 4r2fic 4- 6r4Cc - 2DC - 2r2c + n/p*
f &U] - V*RT - WrT - U**B + W*B ~ Uu.T + U;.T + UUJt - ULB
A K-LB rBc/p4 KB = (-2r2fic - 4r4Ct- 4- r2Ec)/p4 krb T'Bc/p*
_ UIT - 1LT + URT - 2U,. + AUC - 2LR + l,* - 2UB 4- URB Kbb = r'CJp*
pW
'*7T "* 2''r + 2URf URBR ULTT + 2 tT - 2//. + /,

tpq1 (e) System matrix equation consisting of the diflerence equations written for all points of the grid
inyolves cxactly the same number ofequations as there are unknown vales of 7. Thesolutior of
this matrix cquation yields the approxjmate_yalucs_oC7. \
i I i I i i i i i i i i i
356 16.26 FINITE-DIFFERENCE METHOD IN Partial Differential Equations Partial Differential Equations 16.27 POISSON'S EQUATION IN POLAR SYSTEM 357
POLAR SYSTEM FINITE-DIFFERENCE SOLUTION
(a) Solution of a polar second-order partial (a) Notation. U = <t>(r, 0) = solution ofdiflerential equation in regin R. The symbols used below
diflerential equation by the finite-diflerence method are thosc defined in (16.17a) with modifications introduced on the opposite page. Also, r is the
raquires first the replaccment of the regin of radius ofthe cirele ofthe central point C.
integration by a polar grid of m radial lines and n
concentric circlcs whosc points of intersection are (b) General form ofPoisson's equation 116.19) in polar coordinates is
the nodal points (pivotal points, joints) shown in the
adjaccnt figure, where cach point i,j is given by 1
7 4-
r*
Uno + l-u.
r
= G
6, = ip (i o 0, l,...,m)
'j = 11 0 = 0,1,...,*) where / , Un , U, are the respective partial dcrivatives of /and Gis the forcing function in r, 0.
and p, q are the angular and linear spacngs of the (c) Governing difference equation at Cin molecule form s formally identieal to (16.17/) and may be
grid lines and circlcs, respcctively. applied similarly. The stifness factors used n its molecule are
.. _ 1 + 1/27
r
_(l/7a ,. 211 + (i //-'] _ (Ujpf

KL t\c
K*
i
, 1 - 1/2/
(b) Partial derivatives of the unknown function

wherej - number ofthe ring measured from the center ofthe grid. The joint valu ofthe forcing
<J> = (r, 0) function at Cmay be calculated by the relations given in (16.16).
which is the solution ofthe partial diflerential equation. are next expressed by the finite-diflerence (d) Polar grid introduced in (I6.26a) acates aspecial condition at the center 0, where the governing
approximations (3.02a*) related to the particular points. If the point C shown in the adjacent difference equation has the following special form (Refs. 16.08, 16.21):
graph is that point, then the partial derivatives of <t> in difference form become
30 " 'Ip
** = q> s a>7 ~ fl
di iq
_* - '"/. - '-'"V + '"/,

de-
where m - number of radial lines and G,, is the joint valu of (7 at 0.

a-'q> _ m _ *>,. ~ *I.T - RB + 1>RT
dpdq (e) Axisymmetrical case. If the forcing function and the boundary conditions are svmmctrical with
respect to the center 0 ofthe regin, then the stifness factors in (b) reduce to
crq> =d, mL ~ 2<l><- + l A'/. = K = 0
dr2 *c = 2 t\ - KT ;
and the central diflerence equation at 0 becomes with i', = U., = = [i

where r is the radius >f cirele LCR, r + q is the radius of cirele l.TTRT. r q is the radius of
cirele LBBRB, and rp s the length ofthe circular aros LC and CR. The subscripts of O have the
same meaning as in (16.166). These equations again apply to all points ofthe grid, including the ~(Um- U0) = G0
1
points on the boundar .
:r^5
358 16.28 PROPERTIES OF Partial Differential Equations

FINITE-DIFFERENCE METHODS
(a) Difference method for a wcll-poscd problem must satisfy the conditions ofconsistency, stability,
and convcrgencc.
(a) Consistency. If in the limit p -* 0, a * 0 the diflerence and diflerential equation become
equivalcnt, thenthediflerence equation is saidto beconsistent with thediflerential cquation.
(2) Stability. If the errors at one stage of calculations remain finitc all the time (do not cause
larger errors as the computation contines), then the finite-diflerence method is said to be
stable.
(3) Convergence. If the results of the finite-diflerence method approach the truc vales as both p
and a approach zero, then the finite-diflerence method is said to be convergent.
Appendix A
(b) Elliptic equation. Since the finite-diflerence solution of this cquation (16.17) is based on the
solution of finite linear system of equations, no stability problem is present. As almost exclusvely
somc iterative method is used, only the convergence of this method is required. The local
discretization error is of order 0(p2 4- a2).
NUMERICAL
(C) HyperboiiC equation. Since the finite-diflerence solution of this cquation (16.20) is based upon
the transport chain, only the stability may become a problem. The procedure is stable if Ain
(16.216) is equal to or less than 1. The local discre2aiion error is oforder Oip'2 + a2). TABLES
(d) Parabolic equation. Solution of (16.22) by the forward diflerence method (explicit method)
requires for convergence and stability that a given in (16.22a*) be equal to or less than |, which
implies small a and necessitates an enormous amount of numerical work. In turn the backward
difference method (implcit mcthod) is unconditionallv stableand convergent. The only limitation
is the size op and a since the discretization error is oforder Oip2 4- a). The desire to climinate
small a's led to the dcvelopmcnt of the average dhfercnce method (Crank-Nicholson method),
which is not only uncondtionally stable and convereent but since Oip2 4- q2), it allows a to beof
the same magntude as p.
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Numerical Tables A.02 SUMS OF POWERS 0F INTEGERS {Contnued) 363

362 A.02 SUMS OF POWERS OF INTEGERS Numerical Tables
Jt, m, n = positive integers m, = 2*" (5.11)

^v m
1 2 3 4 5
51 1326 45 526 1758 276 72431866 3 108045876

n ^"-nn^^ 1 2 3 4 5
52 1378 48 230 1898884 79743 482 3488249908
53 1431 51039 2047 761 87633963 3906445401
3 6 14 36 98 276
54 1485 53955 2 205 225 96137019 4 365610425
4 10 30 100 354 1300
55 1540 56980 2 371600 105287644 4868894800
5 15 55 223 979 4 425
56 1596 60 116 2 547216 115 122 140 5419626576

6 21 91 441 2 275 12 201
57 1653 63 365 2 732409 125678141 6021318633
7 28 140 784 4 676 29008
58 1711 66 729 2927 521 136994637 6677675 401
8 36 204 12% 8 772 61776
59 1770 70210 3 132900 149111998 7 392 599 700
9 45 285 2 025 15 333 120825
60 1830 73810 3 348900 162071998 8170199 700
10 55 385 3 025 25 333 220825
61 1891 77 531 3 575881 175917839 9014 796001

11 66 506 4 35o 39974 381 876
62 1953 81375 3814209 190694 175 9930928833
12 78 650 6084 60710 630708
63 2016 85 344 4 064256 206447 136 10923 365 376
13 91 819 8 281 89 271 1002001
64 2080 89 440 4 326400 223 224 352 11997 107 200
14 105 1015 11 023 127 687 1539825
65 2145 93 665 4 601 025 241074 977 13157 397825
15 120 1240 14 400 178312 2 299 200
66 2211 98 021 4 888521 260049 713 14 409 730401

16 136 1496 18 49o 243848 3 347 776
67 2278 102 510 5 189284 280200834 15 759855 508
17 153 1785 23 409 327 369 4 767 633
68 2346 107 134 5 503 716 301582210 17 213 789076
18 171 2 109 29 241 432 345 6657 201
69 2415 111 895 5 832 225 324 249331 18 777 820425
19 190 2470 36 100 562 666 9 133 300
70 2485 116 795 6 175 225 348259 331 20458520425
20 210 2870 44 100 722 666 12 333300
71 2556 121836 6533 136 373 671012 22262 749 776

21 231 3311 53 361 917 147 16417401
72 2628 127 020 6906384 400 544 868 24 197667408
22 253 3 795 64 009 1 151 403 21 571 033
73 2701 132 349 7 295 401 428943109 26270 739001
23 276 4 324 76 176 1 431 244 28007 376
74 2775 137 825 7 700625 458929685 28 489 745625
24 300 4900 90000 1 763020 35970000
75 2850 143 450 8 122 500 490570310 30862 792 500
25 325 5 525 105625 2 153 645 45 735625
76 2926 149 226 8 561 476 523932486 33 398317 876

26 351 6201 123 201 2610621 57617001
77 3003 155 155 9018009 559085 527 36 105 102033
27 378 6930 142 884 3 142062 71965 908
78 3081 161 239 9492561 5% 100583 38992276401
28 406 7714 164 836 3 756 718 89176276
79 3160 167 480 9985600 635050664 42069332800
29 435 8 555 189 225 4463999 109687 425
80 3240 173880 10497600 676010664 45 346132 800
30 465 9455 216 225 5 273999 133987 425
81 3321 180441 11029041 719057 385 48832917201

31 496 10416 246016 6 197 520 162616576
82 3403 187 165 11580409 764 269561 52540315633
32 528 11440 278 784 7 246096 196171008
83 3486 194 054 12 152 196 811727882 56479 356276
33 561 12529 314 721 8432017 235 306401
84 3570 201 110 12 744900 861515018 60661475 700
34 595 13685 354 025 9 768 353 280 741825
85 3655 208 335 13 359025 913715643 65098 528825
35 630 14910 396900 11268978 333263 700
86 3741 215731 13 995 081 968416459 69802 799001

36 666 16206 443 556 12948594 393 729876
87 3828 223 300 14 653 584 1025 706220 74 787 008208
37 703 17 575 494 209 14 822 755 463073833
88 3916 231044 15 335056 1085675 756 80064327 376
38 741 19019 549081 16907 891 542 309001
89 4005 238965 16040025 1 148417997 85648386825
39 780 20540 608400 19221332 632533200
90 4095 247 065 16 769025 1214027997 91553 286825
40 820 22140 672 400 21 781 332 734 933 200
91 4186 255 346 17 522596 1282602958 97 793608276

41 861 23821 741 321 24607 093 850 789401
92 4278 263 810 18 301284 1354242 254 104 384 423 508
42 903 25 585 815 409 27 718 789 981480633
93 4371 272 459 19 105641 1429047 455 111341307201
43 946 27 434 894916 31 137 590 1 128489076
94 4465 281295 19936225 1507 122 351 118680347 425
44 990 29 370 980 100 34885686 1 293 405 300
95 4560 290 320 20 793 600 1588 572976 126418156800 -
45 1035 31395 il 071 225 38986 311 1 477 933 425
96 4656 299 536 21678 336 1673 507632 134 571883 776
46 1081 33 511 1 168 561 43 463 767 1683896401
97 4753 308945 22591009 1762036913 143159224033
47 1128 35 720 ! 272 384 48 343448 1913241408
98 4851 1854273 729 452198432001
48 1176 38024 J8976 53651864 2168045376
99 4950 328 350 24 502 500 1950333 330 161708332500
49 1225 40 425 500625 59 416 665 2 450520625
100 5050 338 350 25 502 500 2050333 330 171708 332500
50 1275 42925 i625625 65 666665 2 763020625
Numerical Tables A.05 DIGAMMA AND TRIGAMMA FUNCTIONS (Continued) 367
366 A.05 DIGAMMA AND TRIGAMMA FUNCTIONS Numerical Tables
dxfi(x)/dx = triiramma function (2.34a) V'(-v) = digamma function (2.32a) d\i(x)/dx = trgamma function (2.34a)
y(x) = ligamma function (2.32a)
X V'(<) dq>(x)/dx X
VW dV'(x)/dx
X VW dq>(x)/dx X H>(x) dq<(x)/dx
0.500 0.036 489 974 0.934 802 201 0.750 0.247 472 454 0.764 101 870
0.000 -0.577 215 665 1.644934 067 0.250 -0.227 453 533 1.197 329 155
0.505 0.041 153 654 0.930 675 759 0.755 0.251 285 956 0.761 302 377
0.005 -0.569 020 911 1.632994 157 0.255 -0.221 183 427 1.190 725 058
0.510 0.045 796 790 0.926 584 114 0.760 0.255 085 510 0.758 522 687
0.010 -0.560 885 458 1.621 213 528 0.260 -0.215 546 169 1.184 189 480
0.515 0.050 119 553 0.922 526 843 0.765 0.258 871 215 0.755 762 595
0.015 -0.552 808 516 1.609 589 182 0.265 -0.209 64! 419 1.177 721 403
0.520 0.055 022 115 0.918 503 527 0.770 0.262 643 169 0.753 021 900
0.020 -0.514 789 311 1.598 118 192 0.270 -0.203 76R 844 1.171 319830
0.525 0.059 604 644 0.914 513 755 0.775 0.266 401 466 0.750 300 404
0.025 -0.536 827 083 1.586 797 699 0.275 -0.197 928 112 1.164 983 782
0.530 0.064 167 307 0.910 557 125 0.780 0.270 146 204 0.747 597 911
0.030 -0.528 921087 1.575 624 915 0.280 -0.192 118 898 1.158712299
0.535 0.068 710 270 0.906 633 236 0.785 0.273 877 477 0.744 914 227
0.035 -0.521 070 592 1.564 597 116 0.285 -0.186 340 883 1.152 504 439
0.540 0.073 233694 0.902 741 698 0.790 0.277 595 378 0.742 249 162
0.040 -0.513274879 1.553 711643 0.290 -0.180 593 749 1.146 359 276
0.545 0.077 737 740 0.898 882 125 0.795 0.281 299 999 0.739 602 527
0.045 -0.505 533 243 1.542965 897 0.295 -0.174 877 187 1.140 275 903
0.550 0.082 222 568 0.895 054 137 0.800 0.284 991 133 0.736 974 138
0.050 -0.497 844 991 1.532 357 342 0.300 -0.169 190 889 1.134 253 435
0.555 0.086 688 333 0.891 257 360 0.805 0.288 669 771 0.734 363 809
0.055 -0.190 209 445 1.521883 500 0.305 -0.163 534 553 1.128 290 992
0.560 0.091 135 193 0.887 491 425 0.810 0.292 335 101 0.731 771 362
0.060 -0.482 625 936 1.511541 950 0.310 -0.157 907 880 1.122 387718
0.565 0.095 563 298 0.883 755 970 0.815 0.295 987 514 0.729 196 617
0.065 -0.175 093 809 1.501 330 326 0.315 -0.152 310 578 1.116542 771
0.570 0.099 972 802 0.880 050 638 0.820 0.299 627 097 0.726 639 397
0.070 -0.467612420 1.491 246 316 0.320 -0.146 742 357 1.110 755 325
0.575 0.104 363 854 0.876 375 077 0.825 0.303 253 937 0.724 099 530
0.075 -0.460 181 137 1.481 287 662 0.325 -0.141 202 931 1.105 024 568
0.580 0.108 736 602 0.872 728 940 0.830 0.306 868 121 0.721 576 843
0.080 -0.452 799 338 1.471 452 156 0.330 -0.135 692 018 1.099 349 704
0.585 0.113091 193 0.869 111 887 0.835 0.310 469 734 0.719 071 166
0.085 -0.445 466 414 1.461 737 638 0.335 -0.130 209 342 1.093 729 950
0.590 0.117 427 769 0.865 523 582 0.840 0.314 058 860 0.716 582 333
0.090 -0.438 181 761 1.452 141 999 0.340 -0.124 751628 1.088 164 538
0.595 0.121 746 475 0.861 963 692 0.845 0.317 635 585 0.714 110 179
0.095 -0.430 944 799 1.442 663 176 0.345 -0.119 327 607 1.082 652 714
0.600 0.126 047 453 0.858 431 893 0.850 0.321 199 999 0.711 654 540
0.100 -0.423 754 940 1.433299 151 0.350 -0.113928013 1.077 193 736
0.605 0.130 330 841 0.854 927 863 0.855 0.324 752 157 0.709 215 255
0.105 -0.416611 619 1.424 047 951 0.355 -0.108 555 583 1.071 786 877
0.610 0.134 596 777 0.851 451 286 0.860 0.328 292 169 0.706 792 165
0.110 -0.409 514 276 1.414 907 648 0.360 -0.103 210058 1.066 431 423
0.615 0.138 845 399 0.848 001 849 0.865 0.331 820 106 0.704 385 114
0.115 -0.402 462 361 1.405 876 354 0.365 -0.097 891 184 1.061 126 667
0.620 0.143 076 840 0.844 579 246 0.870 0.335 336 047 0.701 993 946
0.120 -0.395455334 1.396952 221 0.370 -0.092 598 708 1.055 871 929
0.625 0.147 291 235 0.841 183 173 0.875 0.338 840 071 0.699 618 509
0.125 -0.388 192 663 1.388 133 445 0.375 -0.087 332 383 1.050 666 522
0.630 0.151 488 716 0.837 813 333 0.880 0.342 332 258 0.697 258 651
0.130 -0.381 573 827 1.379 418 257 0.380 -0.082 091 962 1.045 509 783
0.635 0.155 669 412 0.834 469 432 0.885 0.345 812 684 0.694 914 224
0.135 -0.374 698 311 1.370 801929 0.385 -0.076 877 205 1.040 401 058
0.640 0.159 833 453 0.831 151 179 0.890 0.349 281 426 0.692 585 079
0.140 -0.367 865 611 1.362291 767 0.390 -0.071 687 872 1.035 339 701
0.645 0.163 980 966 0.827 858 290 0.895 0.352 738 560 0.690 271 072
0.145 -0.361075 229 1.353 877 115 0.395 -0.066 523 730 1.030 325 088
0.650 0.168 112 078 0.824 590 483 0.900 0.356 184 161 0.687 972 058
0.150 -0.354 326 678 1.345 559 352 0.400 -0.061 384 545 1.025 356 591
0.655 0.172 226 912 0.821 347 480 0.905 0.359 618 305 0.685 687 897
0.155 -0.347619477 1.337 336 890 0.405 -0.056 270 088 1.020 433 600
0.660 0.176 325 593 0.818 129 009 0.910 0.363 041065 0.683 418 447
0.160 -0.340 953 153 1.329 208 175 0.410 -0.051 180 134 1.015555517
0.665 0.180 408 243 0.814 934 800 0.915 0.366 452 514 0.681 163 570
0.165 -0.334 327 241 1.321 171 686 0.415 -0.046 114 459 1.010 721 752
0.670 0.184 474 981 0.811 764 588 0.920 0.369 852 724 0.678 923 129
0.170 -0.327 741 285 1.313225 932 0.420 -0.041072 843 1.005 931 724
0.675 0.188 525 928 0.808 618 109 0.925 0.373 241 769 0.676 696 990
0.175 -0.321 194 833 1.305369 455 0.425 -0.036 055 070 1.001 184 864
0.680 0.192 561 202 0.805 495 108 0.930 0.376619 718 0.674 485 019
0.180 -0.314687444 1.297600825 0.430 -0.031060 924 0.996 480 611
0.685 0.196 580 918 0.802 395 328 0.935 0.379 986 642 0.672 287 085
0.185 -0.308 218 681 1.289 918 642 0.435 -0.026 090 194 0.991818415
0.690 0.200 585 193 0.799 318 520 0.940 0.383 342 612 0.670 103 056
0.190 -0.301 788 116 1.282 321 536 0.440 -0.021 112 670 0.987 197 733
0.695 0.204 574 141 0.796 264 435 0.9-15 0.386 687 696 0.667 932 804
0.195 -0.295 395 326 1.274 808 162 0.445 -0.016218 148 0.982 618 032
0.700 0.208 547 875 0.793 232 830 0.950 0.390 021963 0.665 776 203
0.200 -0.289 039 897 1.267377 205 0.450 -0.011 316 423 0.978 078 789
0.705 0.212 506 506 0.790 223 464 0.955 0.393 345 481 0.663 633 127
0.205 -0.282 721 419 1.260027 376 0.455 -0.006 437 293 0.973 579 487
0.710 0.216 450 146 0.787 236 101 0.960 0.396 658 316 0.661 503 451
0.210 -0.276 439 490 1.252 757 400 0.460 -0.001 580 562 0.969 119 622
0.715 0.220 378 904 0.784 270 506 0.965 0.399 960 537 0.659 387 054
0.215 -0.270 193711 1.245 566 061 0.465 +0.003 253 968 0.964 698 692
0.720 0.224 292 887 0.781 326 449 0.970 0.403 252 209 0.657 283 813
0.220 -0.263 983 700 1.238 452 130 0.470 0.008 066 489 0.960 316 209
0.725 0.228 192 204 0.778 403 701 0.975 0.406 533 397 0.655 193 610
0.225 -0.257 809 065 1.231 414 426 0.475 0.012 857 193 0.955971 690
0.730 0.232 076 959 0.775 502 040 0.980 0.409 804 166 0.653 116 327
0.230 -0.251 669 131 1.224 451 770 0.480 0.017 626 268 0.951 664 659
0.735 0.235 947 259 0.772 621242 0.985 0.413 064 582 0.651 051 845
0.235 -0.245 564 424 1.217 563 025 0.485 0.022 373 901 0.947 394 651
0.74O 0.239 803 206 0.769 761 092 0.990 0.416 314 706 li IvlQ H0O l\\ X
0.240 -0.239 493 679 1.210747071 0.490 0.027 100 276 0.943 161 205
0.245 -0.233 456 834 1.204 002 806 0.495 0.031 805 574 0.938 963 870 | 0.745 0.243 644 904 0.766 921 371 0.995 0.419 554 603 | 0.646 960 829
F~~T "T 1 ~1 i i "~~T
364 A.03 FACTORIALS OF INTEGERS* Numerical Tables Numerical Tables A.04 GAMMA AND RELATED FUNCTIONS* 365
ni = n factorial (2.09a) n\\ = n double factorial (2.30a*) T(tt 4- 1) = a! = gamma function (2.28a*) ri() = a! = pi function (2.31a)
n a! !! n n! !! t>!
II u <! u o! i> ir!
1 1.000000000(00) 1.000000000(00) 51 1.551 118 753(066) 2.980227914(33) 0.005 0.997 138535 0.255 0.905385 766 0.505 0.886 398 974 0.755 0.920209222
2 2.000000000(00) 2.000000000(00) 52 8.065817 517(067) 2.706443 182(34) 0.010 0.994 325851 0.260 0.904 397 118 0.510 0.886591685 0.760 0.921374885
3 6.000000000(00) 3.000000000(00) 53 4.274883 284(069) 1.579520 794(35) 0.015 0.991 561 289 0.265 0.903 426 295 0.515 0.886804 980 0.765 0.922 559518
4 2.400000000(01) 8.000000000(00) 54 2.308 436973(071) 1.461479318(36) 0.020 0.988 844 203 0.270 0.902 503065 0.520 0.887038 783 0.770 0.923 763 128
5 1.200000000(02) 1.500000000(01) 35 1.269640335(073) 8.687 364 368 (36) 0.025 0.986173963 0.275 0.901 597 199 0.525 0.887 293 023 0.775 0.924985 721
6 7.200000000(02) 4.800000000(01) 56 7.109985878(074) 8.184 284 181(37) 0.030 0.983549951 0.280 0.900 718 477 0.530 0.887 567838 0.780 0.926227 306
7 5.040000000(03) 1.050000000(021 3/ 4.052691950(076) 4.951797 690(38) 0.035 0.980971561 0.285 0.899866677 0.535 0.887 862529 0.785 0.927 487 893
8 4.032000000(04) 3.840000000(02) 38 2.350561331(078) 4.746884 825(39) 0.040 0.978438201 0.290 0.899041586 0.540 0.888 177 659 0.790 0.928 767 490
9 3.628800000(05) 9.450000000(02) 39 1.386831 185(080) 2.921560637(40) 0.045 0.975949292 0.295 0.898 242995 0.545 0.888 512953 0.795 0.930066 112
10 3.628800000(06) 3.840000000(03) 60 8.320987 112(081) 2.848 130895(41) 0.050 0.973504 266 0.300 0.897 470696 0.550 0.888 868 348 0.800 0.931383 771
II 3.991680000(07) 1.039500000(04) 61 5.075802139(083) 1.782151989(42) 0.055 0.971 102566 0.305 0.896 724490 0.555 0.889 243 783 0.805 0.932 720 481
12 4.790016000(08) 4.608000000(04) 32 3.146997 326(085) 1.765 841 155(43) 0.060 0.968 743650 0.310 0.896004 177 0.560 0.889638 199 0.810 0.934 076259
13 6.227 020800(09) 1.351350000(05) 63 1.982608 315(087) 1.122 755 753(44) 0.065 0.966426982 0.315 0.895 309 564 0.565 0.890054 539 0.815 0.935 451 120
14 8.717 829 120(10) 6.451200 000(05) 64 1.268869 322(089) 1.130 138 339(45) 0.070 0.964 152043 0.320 0.894 640463 0.570 0.890489 746 0.820 0.936845 083
15 1.307674368(12) 2.027 025 000(061 63 8.247 650 562 (090) 7.297912 393(46) 0.075 0.961918319 0.325 0.893996687 0.575 0.890 944 769 0.825 0.938258 168
16 2.092278989(13) 1.032192000(07) 66 5.443 449 391 (092) 7.458913 039(46) 0.080 0.959 725 311 0.330 0.893 378054 0.580 0.891419554 0.830 0.939690395
17 3.556874281(14) 3.445942 500(07) 67 3.647 111 092 (094) 4.889601304(47) 0.085 0.957 572527 0.335 0.892 784 385 0.585 0.891914 052 0.835 0.941 141 786
18 6.402 373 706(15) 1.857 945600(08) 68 2.480035 542(096) 5.072 060 866 (48) 0.090 0.955459 488 0.340 0.892 215 507 0.590 0.892 428 214 0.840 0.942612 363
19 1.216451004(17) 6.547 290 750(08) 69 1.711224 524(098) 3.373824 899(49) 0.095 0.953 385 723 0.345 0.891 671 249 0.595 0.892961995 0.845 0.944 102 152
20 2.432902008(18) 3.715891200(09) "0 1.197 857 167(100) 3.550442606(50) 0.100 0.951350 770 0.350 0.891 151 442 0.600 0.893 515 349 0.850 0.945611 176
21 5.109094217(19) 1.374 931058(10) 1 8.504 785 855(101) 2.395 415 679(51) 0.105 0.949541 178 0.355 0.890655924 0.605 0.894 098234 0.855 0.947 129 464
22 1.124000 728(21) 8.174 960640(10' *2 6.123 445837(103) 2.556 318 677(52) 0.110 0.947 955 504 0.360 0.890 184 532 0.610 0.894 680609 0.860 0.948687042
23 2.585 201674(22) 3.162341432(11) "3 4.470 115461 (105) 1.748653 445(53) 0.115 0.945 474 315 0.365 0.889 737 112 0.615 0.895 292433 0.865 0.950 253 939
24 6.204 484 017(23) 1.961 990534 (12) *4 3.307 885 441 (107) 1.891675821 (54) 0.120 0.943 590 186 0.370 0.889313807 0.620 0.895 923 669 0.870 0.951 840 186
25 1.551 121004(25) 7.905853 581 (12) "5 2.480914 081 (109) 1.311490084(55) 0.125 0.941 742 700 0.375 0.888913 569 0.625 0.896 574 280 0.875 0.953 445 813
26 4.032 914611(26) 5.101 175439(13) "6 1.885494 702(111) 1.437 673 624(56) 0.130 0.939931450 0.380 0.888537 149 0.630 0.897 244 233 0.880 0.955070853
27 1.088886945(28) 2.134 580467(14) "7 1.451830920(113) 1.009847 365(57) 0.135 0.939138036 0.385 0.888 184 104 0.635 0.897 933 493 0.885 0.956 715 340
28 3.048883446(29) 1.428329123(15) 78 1.132 428 118(115) 1.121385427(58) 0.140 0.936416066 0.390 0.887 854 292 0.640 0.898 642 030 0.890 0.958 379 308
29 8.841 761 994 (30) 6.190283 354(15) "9 8.946182 130(116) 7.977 794 181 (58) 0.145 0.934 711 134 0.395 0.887 547 575 0.645 0.899 369814 0.895 0.96OO62 793
30 2.652528598(32) 4.284987 369(16) SO 7.156945 704(118) 8.971083 412(59) 0.150 0.933 CO 931 0.400 0.887 263818 0.650 0.900 116816 0.900 0.961 765832
31 8.222838654(33) 1.918987 840(17) SI 5.797 126020(120) 6.462013 287(60) 0.155 0.931405022 0.405 0.887002888 0.655 0.900983010 0.905
32 2.631308369(35) 1.371 195858(181 S2 4.753 643337(122) 7.356 228 389(61) 0.963488 463
0.160 0.929803 967 0.410 0.886 764658 0.660 0.901668 371 0.910
8.683 317 619(36) 6.332659 871(18) 3.945 523 970(124) 0.965 230 726
33 83 5.363 471028(62) 0.165 0.928 234 712 0.415 0.886548999 0.665 0.902472875 0.915 0.966992661
34 2.952 327990(38) 4.662066 258(19) S4 3.314 240134(126) 6.179282254(63)
1.033 314 797(40) 2.216430955(20) 2.817 104 114(128)
0.170 0.926699611 0.420 0.886355 790 0.670 0.903 2% 500 0.920 0.968 774 309 I
35 85 4.558950374(64) 0.175 0.925 197 423 0.425 0.886 184908 0.675 0.904 139 224 0.925 0.970 575 713
36 3.719933 268(41) 1.678343 853(21) 36 2.422 709638(130) 5.314 182 739(65) 0.180 0.923 727 814 0.430 0.886036236 0.680 0.905001030 0.930 0.972 396918
37 1.376 375309(43) 8.200 794 533 (21) 37 2.107 757 298(132) 3.966 286825(66) 0.185 0.922 290459 0.435 0.885909659 0.685 0.905 881900 0.935 0.974 237 967
38 5.230226175(44) 6.377 706640(22) S8 1.854 826422(134) 4.676480810(67) 0.190 0.920885037 0.440 0.885 805064 0.690 0.906 781816 0.940 0.976098908
39 2.039 788208(46) 3.198 309868(23) S9 1.650 795 516(136) 3.529995274(68) 0.195 0.919 511 234 0.445 0.885 722 340 0.695 0.907 700 765 0.945 0.977 979 786
40 8.159152832(47) 2.551082656(24) 90 1.485 715964(138) 4.208832 729(69) 0.200 0.918 168 742 0.450 0.885661380 0.700 0.908638 733 0.950 0.979 880651
41 3.345 252661 (49) 1.311307046(25) 91 1.352001528(140) 3.212 295 700(70) 0.205 0.916857 261 0.455 0.885622080 0.705 0.909 595 708 0.955 0.981 801 552
42 1.405006118(51) 1.071454 716(26) 92 1.243 841405(142) 3.872 126 111(71) 0.210 0.915 576493 0.460 385 604 336 0.710 0.910 571680 0.960
5.638620297(26) 0.983 742540
43 5.041526306(52) 93 1.156 772 507(144) 3.987 435001(72) 0.215 0.914 326150 0.465 '. 885608050 0.715 0.911566639 0.965 0.985 703 666
44 2.658271575(54) 4.714400 749(27) 94 1.087 366 157(146) 3.639 798544(73) 0.220 0.913 105948 0.470 0 385633 122 0.720 0.912580 578 0.970 0.987 684 984
45 1.196 222209(56) 2.537 379 134(28) 95 1.032997 849(148) 2.838063 251 (74) 0.225 0.911 915607 0.475 0 385679458 0.725 0.913 613 490 0.975 0.989686546
46 5.502622160(57) 2.168624 344(29) 96 9.916 779348(149) 3.494 206602(75) 0.230 0.910 754856 0.480 0 385 746 965 0.730 0.914 665 373 0.980 0.991 708408
47 2.586232415(59) 1.192 568 193(30) 97 9.619 275 968(151) 2.752921353(76) 0.235 0.909623 427 0.485 0 385835 552 0.735 0.915 736217 0.985
1.241391553(61) 1.040939685(31) 98 9.426890448(153) 3.424 322 470 (77) 0.993 750627
48
0.240 0.908521058 0.490 -8945132 .740 0.916826025 0990
5.843_585-145431) -9.333621544(155) 2r?2fr393-t40f78) 0 995813 260
49 6.082818640(62) -99
0.245 0.907 447 492 0.495 0 186075 617 0.745 0.917 934 795 0.995
50 3.041409320(64) 5.204 698 426(32) 100 9.332621544(157) 3.424 322 470 (79) 0.997 896364
0.250 0.906402477 0.500 0 86 226926 0.750 0.919 062 527 1.000 1.000000000 1
Ref. 1.20, p. 456. Ref. 1.20. p. 457.
368 A.06 BINOMIAL COEFFICIENTS Numerical Tables Numerical Tablcs A.06 BINOMIAL COEFFICIENTS {Continued) 369
'
(;) (;) (;) (5) 0 (;) 0 (;) C) (;) ti) ti) ti) ti) ti) ti) -
0
0
1 i
o- ocfficicnu (2.10*)
2 2 1
< - l)(fl - 2)-- (/ - X + 1) 2
("\
3 3 3 1
\i) *!(. "'- i>. 3
4 i 6 1 1
4
5 10 10 5 i
(;) (;)- (.:,)- 0- 5
6 6 15 20 15 > 1
7 7 21 35 35 21 i -- (;) (.:.)
For cocflicicmj noi s 7
8
H 8 28 56 70 56 28 a 1
9 9 36 81 126 126 84 36 9 1
i-ic.(-:;i (*)-(?) 12 650 9
10 10 45 120 210 252 210 120 45 10 i 10
II II 55 330 462 462 330 165 55 n 1 II
12 12 66 220 495 792 924 792 495 220 66 12 1 12
13 13 78 286 715 1 .'87 1 716 1 716 1 287 715 286 78 12 i 13
14 II 91 364 1 CU 2002 003 3 432 i 003 2 002 1001 364 91 n 1 14
15 15 105 155 1 365 3 003 5005 6435 6 435 5 005 3003 1 365 455 105 15 1 15
16 16 120 560 1 820 4 368 8 008 11 441) 12 870 II 14(1 8 008 4 368 1 820 560 120 16 16
17 17 136 680 2 380 6 188 :.' 376 19 448 24 310 24310 19 448 12 376 6 188 2 380 6111) 136 17
18 18 153 816 3 060 8568 S564 31 824 4 1 758 48 620 43 758 31 824 18 564 8 568 3 060 Hit, III
19 19 171 969 3 876 11 628 . - 132 50388 75 582 92 378 92 378 75 582 50 388 27 132 11 628 3 876 19
20 20 190 1 140 4 845 15 504 ".4760 77 520 125 970 167 960 184 756
167 960 123 970 77 520 38 760 15 501 20
-'I 21 210 1 330 5 985 20 349 -f 264 116 280 203 490 293 930 352 716
352 716 293 930 203 490 116 280 54 263 21
22 231 1 540 7 315 26 3.14 4613 1 70 544 319 770 497 420 646 646 705 432 646646 497 420 319 770 1 70 544
23 23 253 1 771 8 855 33 649 '947 245 157 490 314 817 190 1 114 066 1 352 078 1352 078 1 144 066 817 190 490 314 23
24 24 276 2 024 10626 42 504 M596 346 104 735 471 1 307 504 1961 256 2 496 144 2 704 156 2 196 144 1 961 256 1 307 504 24
25 25 300 2 300 12 650 53 130 :100 480 700 1 081 575 2 042975 3 268 760 4 457 400 5 200 300 5200300 4457400 3 268 7<<)
26 26 325 2 600 14 950 65 780 :->230 657 800 1 562 275 3 124 550 5 311 735 7 726 160 9 657 700 10400600 9657 700 7 726 160 26
27 351 2 925 17 550 80 730 .--.lllll 888 030 2 220 075 4 686 825 8 436 285 13 037 895 17 383 860 20 058 300 20058 300 17 383 860
28 28 378 3 276 20 475 98 280 .:-6 740 1 184 040 3 108 105 6 906 900 13 123 110 21 474 180 30 421 755 37 442 160 40116600 37 442 160 28
29 29 406 3 654 23 751 118 755 f"5 020 1 560 780 4 292 145 10 015 005 20 030010 34 597 290 51 895 935 67 863 915 77 558760 77 558 760 29
30 i 30 435 4 060 27 405 142 506 ,:-3 775 2 035 800 5 852 925 14 307 150 30 045 015 54 627 300 86 493 225 119 759 850 145 422 675 155 117 520 30
f ^^^^^T *i % f^ m
r~
* r^m
Numerical Tables A.08 STIRLING NUMBERS OF THE SECOND KIND

370 A.07 STIRLING NUMBERS OF THE FIRST KIND Numerical Tables 371
<f\ = Stirling number ofthe first kind (2.1 la) X\ = factorial polynomial (2.1 la) 9\** Stirling number ofthe second kind (2.1 la*) x> = pth power ofx (2.1 la*)
*> = &\X\l> + &fWt2) + v**?* + + P/W
AT =x(x - \)ix - 2)ix - 3) ix - p+ 1) =x*T +x2W +x3Sf? + +*>ST
For numbers not shown below use the recurrent relation 9*km) = k9^km~l> + ^"7"
For numbers not shown below use the recurrent rclaton St*"* = 5^"7" "~ (m - O^"
k yi' yj2' yiJ> y<4> yj" yf> y<7> y" y<9>
k y," y" S? y4) y? yi6> y" yi8' y
I i 1 i i i 1 1 1 1
2 -6 24 -120 720 -5040 40320
1 i -i 2 1 3 7 15 31 63 127 255
i -3 11 -50 274 -1764 13068 -109584
2 3 1 6 25 90 301 966
1624 -15 132 118121 3025
1 -6 35 -225
3
4 1 10 65 350 1701 7 770
1 -10 85 -735 6 769 -67284
4 5 1 15 140 1050
175 -1960 22449 6950
l -15
5 6 1 21 266
-21 322 -4 536 2646
1
6
7 1 28 462
1 -28 546
7 8 1
1 -36 36
8 9 1
1
9
yj.o, y"' y;21 y*'1 y(MI k

y<IO, y"> 9\m | yj' y<M)
k
1 1 i i 1 i
3628800 -39916800 479001600 -6227 020800
1 -362880 2 511 1023 2047 4095
-1486442880 19802 759040 8191
2 1026576 -10628640 120543840
3 9330 28 501 86 526 261 625 288970
12 753576 -1 917 976 1931559552 -26 596 717 056
3 -1 172 700
4 34105 145 750 611501 2 532 530 10 391745
-8 409 500 105 258076 -1414014888 20 313 753096
4 723 680 5 42525 246 730 1379 400 7 508 511 37 795 758
3416930 -45995 730 657206836 -9957 703 756
5 -269325 6 22827 179487 1 323 652 9 321312
-206070150 3 336 118 786 63 436 373
6 63 273 -902055 13 339 535
7 5880 63987 627 396 5 715 424 49 329280
157 773 -2637 558 44 990 231 -790943 153
7 -9450 8 750 11880 159027 1899612 20 912320
870 -18 150 357 423 -6926624 135036473
8 9 45 1 155 22 275 359502 5 135 130
1320 -32670 749463 -16669653
9 -45
10 1 55 1 705 39 325 752 752
-55 1925 -55 770 1474473
10 1 11 1 66 2 431 66066
1 -66 2717 -91091
11 12 1 78
-78 3 731 3 367
1
12
13 1 91
1 -91
13 14
1 1
14
9* y'6 y*'
5*1"'
yKIBI k y'8'
k y}'5' Stf
i i 1
87 178291200 -1307674 368000 20922 789888000 -355687 428096000
1 2 16383 32 767 65 535
-70 734 282 393600 1223 405 590579 200 131071
2 -283465647 360 4 339163001600
3 2 375101 7 141 686 21457825 64 439010
392156 797824 -6 165 817 614 720 102992 244837 120 -1821602444624640
3
4 42 355950 171 798901 694337 290 2 798806985
-310982 260400 5056995 703 824 -87077 748 875904 1583 313975 727 489
4 5 210 766920 1096190550 5652 751651
48 366009233 424 -909299905844 112 28958095 545
5 159 721805680 -2 706813 348600
6 420693 273 2934926558 17 505 749898 110687 251439
1009672 107080 -18861567058880 369012649234 384
6 -56663 366 760
7 408 741333 3 281882604 25 708 104 786 197 462483 400
14 409322928 -272803 210680 5 374 523 477 960 -110228466184200
7 8 216627840 2 141 764053 20415995028
-1 146901283528 24871845297 936 189036065010
8 -2681453 775 54631 129 553
9 67128490 820 784 250 9528822303 106175 395 755
-8207628800 185953 177553 -4 308105301929
9 368411 615
10 12662650 193 754 990 f 758 334 150 37 112163803
928095 740 -23057 159840 577924894833
10 -37 312275 II 1479478 28936908 512060078
2185031420 -60202693980 8391004 908
11 2 749 747 -78 558480
12 106470 2 757 118 62022 324 1256328866
4 899622 -156952432 4 853222 764
12 -143 325
13 4550 165620 4910178 125854638
-2I84O0 8 394022 -299650806
12 5005 14 105 6020
13896582 249900 8 408 778
-105 6 580 -323680
13 15 1 120 7 820
8500 -468180 367 200
14 l -120
16 1 136 9996
436 10812^
16 *
17 1 153
1 -153
17
1 1
18
A.09 BERNOULLI POLYNOMIALS
A., ''i ''. *, ''.. l'i ! b *|0 bu ''12 A,, *n ''r.

,(*r\ Ac, /',
BoW 1
(*) = Bcrnoulli polynomial (2.23a)
l,(x) _ i
1
, = Hirnoiilli number (2.22a, A.10)
h,(x) l -1 1 *w - (;.y 4. - i v
l-ll x'*/ /l-ll
1 _J
For example,
,(x) 0 2
1
4(x) _ 1
0 1 -2 1
l'l,(x) =x*Ba +Q*v/J, +Q*/J, +Q/i,
= !,v - V 4 v'
0 0 1
i
_ 1 1 1
/'l'l IV
0 0
B,(x) 0 :, 0
_7
0
7
2
-l 1
11
0 0 -1 1
(*) -,' 0 1
Mx) 0 1(1 0 2 0 _ '1 0 ( -'i 1
.::, 0 -3 0 5 0 -7 0 J' 5 1
(*)
_ U _ u 1
0 0 II 0 -11 0
Puto 0 o
!(*) - 27111 0 5 0 -!' 0 22 0 -:2 0 II -0 1
".II ...,.. _U3 0 13 _ 0 1

*(*) 0 .III
0 IP 0 III 0 0
_6M ni na 1001 n
2 0 0 0 0 0 -7 l
uW 0 10 2 SO
_62i 111 _122 Ztt _21 aa

35
0 0 0 0 0 0 1
9is(*) 0 2 2 G 2 2
A.10 BERNOULLI NUMBERS
II, = auxiliary Bcrnoulli number (2.226) II, = Bcrnoulli number ('2.22a) ' = 0,1, 2, a = (-1)"
II, . Decimals II, /!,., Decimals II, 2, Decimala
o 1.000 000 000(4-00) '116 -sa 1.511031 577(4-10) 54 -..., 2.583419885 (+42)
-II, 5.000000000 (-01) "l 7 m 4.21)0 140 431 (4-11) 35 >i 3.100 693 503 ( + 44)
- in 1.371 105521 (4-13) 36 -ll 4.092 733821 (+46)
II, II, 1.666666 667 (-01)
II, -I, 3.333 333 333 (-02) 'I,., M 4.883323 190(+14) 17 74 5.600 261 977 (+48)
Z?, II,. 2.380 952 381 (-02) w - 1.929657 934 (+16) M ~?6 8.085 808 705 (+50)
II,, M 8.416930476 (+17) 39 7,1 1.230 124459 (+53)
< - 3.333 333 333 (-02)
:, 5,o 7.575 757 576 (-02)
22 "44 4.033 807 185(4-19)
2.531 135531 (-01) 40 -80 1.969275 126 (+55)
21 46 2.115074864 (+21) II41 82 3.313 183806 (+57)
11,, -4H 1.208662 652(4-23) -, 8.851 176 136 (+59)
1*7 h 1.666 606 607(4-00)
a -16 7.092 156863(4-00)
Il 25 5o 7.500 866 746(4-24) 41 86 1.083429 888 (+62)
,a 5.497 117 794(4-01)
26 -w 5.038 778 101 (4-26) 44 -M 2.101 081 990 (+64)
B 54 3.652 877 638(4-28)
J -Ilm 5.291 242 424(4-02)
4S ,0 4.263 004 386 (+66)
i, ll,i 0.192 123 188(4-03)
-B24 8.658025 311 (4-04) 28 2.849 (176 930 (+30)
., 2.386 542 750 (+32) Series representation for r 2:
M -, 2.139994 926 (+34)
IS w 1.425517 107(4-06)
14 -Bm 2.729 823 107(4-07) Pr4TiV*/
15 II i., 6.015808 739(4-08) 11 I... 2.017 031 483 ( + 30) Rccurrcncc relations Cor r s 32:
-64 2.060 029 615 (+38)
M 66 2.238 571 753 (+40) i. - a,r - l
fi, = B = /}, = = () (2,)' "<-'
A.11 EULER POLYNOMIALS
,
,(*N. f,i .
t. 'i c. e., ,, fM <, 'II. 'll 'ia 'n '.. 15
E0(x) i
E,(x) = Euler polynomial (2.25n)
_i E, = Euler number (2.24n), (A.12)
E,(x) 1
(*) 0 -1 1
" =rrl"-2'C IV"*- %y
,(*) i
0
_ i
1
For example,
<
E3(x) = i|-HV, - 3$)x% - 7(4,).r/}1 - 1505,1

E4(x) 0 1 0 -2 1
=; - V + .,'
1
/:..(. i 0 0 1
0 -3 0 0 3 1
,.(*) 5
l _21 31 _z
,(*) 0 2
0 0 1
Mx) 0 17 0 -28 0 14 0 -4 1
_ai 0
153
0 -63 0 21 0 -i 1
,(*) 2
koW 0 - 155 0 255 0 -126 0 30 0 -5 1
k,w 621
0
1705
2 0 2801
4
0 -231 0 isa 0 _Ji
2 1
ls(x) 0 2073 0 -3410 0 1683 0 -396 0 55 0 -6 1
_11fil 20212 _ 2211,5 2223 _12UZ lia -13

.s(*) 2 0 7 0 2 0 2 0 2 0 2 0 2 i
(*) 0 -38227 0 62881 0 -31031 0 7293 0 -1001 0 91 0 -7 1
(*) 929569
II, ' 9
-173405
0 213211
0 _ lilil
0
109395
0 _2PJJ3
2 0 na
0 _ii
2 1
A.12 EULER NUMBERS
E, = auxili iry Euler num jer (2.244) '> = Euler number (2.24<i) r = 0, 1,2,... or = (-lp' 0 = (-l)'+1
s, 2, Decimals E, 2, Decimals E, 2, Decimals
n 1.000000 000 (+(MI) ,.. /,, 1.775 193 910 (+29) E,,
. 0.000 (HMI(H)O ( + 00) na 1.456 184439 (+83)
/'i; -14 8.0722329.92 (+31) l--v. - 71, 2.850517834 (+86)
'i ii 11. 4.122206033 (+34) /'II. 72 5.905 747 212 (+89)
':, -E, 1.000 000000 (+00)
E, 4 5.000 000 000 (+00)
3
,., "f. 2.348 958 053 (+37) ,7 -74 1.292973 665 (+93)
6.100 000 000 (+01)
40 1.485 115 077 (+40) M 76 2.968 928 185 (+96)
"42 1.030 402 273 (+43) Ex -, 7.270601 719(+99)
4 . 1.385 000 000 (+ 03)
5 -Exo 5.052 100 000 (+ 04) Erl 44 7.947 579 423 (+45)
., ,2 2.702 765 000 (+06) 40 ^80 1.862291 577 (+104)
E -1., 0.007 537 517 (+ 48) ., 5.013 104944 (+107)
E 48 6.096 278646 (+51)
7
42 84 1.416525577 (+111)
-,4 1.993 609 810 (+08)
Bt 16 1.939 151 215 (+10)
E,, Er, "50 6.053 285248 (+54)
-18 2.404879 675 (+12) 41 -86 4.196 643 167 (+114)
En, 52 6.506 162 487(+57) 44 ^88 1.302 159592 (+118)
C27
-.5, 7.546659939 (+60) 45 ';90 4.227240691 (+121)
,o 20 3.703 711882 (+14)
P.i -E,, 6.934 887 439 (+16)
E,, 24 1.551 453 416 (+19) v. 9.420 321 896 (+63)
En -sa 1.262 201 925 (+67) Series rc prcsctilation for r & 2:
E ,,0 1.810891 150(+70)
fs
fu
-26
2
4.087 072 509(421)
1.252259041 (+ 24)
E, = -, =2(-) (2r)!i?(I)
15 -3(1 E,, "62 2.775 710 171 (+ 73)
4.415438 932 (+20) Recurre nce relations Cor r a 32:
En Ka
E,, 7.886 284 211 ( + 79)
1 = S = , 0
.
E, =
---(1) 2r(2r- l)|j,_,|

1 1
376 A.13 CIRCULAR SINE AND COSINE INTEGRALS Numerical Tables Numerical Tables A.13 CIRCULAR SINE AND COSINE INTEGRALS (Continued) 377
/"sin*
S(x) = l'sJHj,
Jo X
(10.0l4) C(*) =1 dx (10.014) s(*) = 1
Jo x
dx (10.014) Ciix) = cos X
dx (10.014)
Si(jt) Ci(x x St(x) Ci(*) X Si(x) Ci(*)

* *
Si<*) Ci(*)
X 0.50 0.493 107 418 -0.177 784079 1.00 0.946083070 0.337 403 923 5.0
0.00 0.000000000 1.549931245 -0.190029 750
0.009999944 -4.027 979 521 0.51 0.502687 751 -0.160453239 1.05 0.987 775 223 0.362 736681 5.1
0.01* 1.531253 205 -0.183476263
-3.334 9-:'" 339 0.52 0.512 251 521 -0.143 553 736 1.10 1.028685219 0.384873 377
0.02 0.019999556 5.2 1.513670947 -0.175253602
0.029998500 -2.929 5*7 224 0.53 0.521798423 -0.127070794 1.15 1.068 784 876 0.404045365 5.3
0.03 1.497 315 064 -0.165 505959
0.04 0.039 9% 444 -2.642 0*0 133 0.54 0.531 328 149 -0.110990457 1.20 1.108047 199 0.420459 183 5.4 1 1.482 300083 -0.154 385926
-2.424 7*0102 0.55 0.540840395 -0.095299527 1.25 1.146446416 0.434 300 724
0.05 0.049993056 5.5 1.468 724 073 -0.142052948
-2.2370^917 0.56 0.550334856 -0.079985513 1.30 1.183 958009 0.445 738568
0.06 0.059988601 5.6 1.456668 385 -0.128671 749
0.069980847 -2.083 2**122 0.57 0.559811230 -0.065036574 1.35 1.220558 751 0.454926675 5.7
0.07 1.446197 529 0.114 410 781
0.079971561 -1.9501 2 553 0.58 0.569269214 -0.050441482 1.40 1.256226 733 0.462006585 5.8
0.08 1.437 359182 0.099 440 665
0.089959510 -1.832 7:4 260 0.59 0.578 708507 -0.036189571 1.45 1.290941390 0.467 109209 5.9
0.09 1.430184 334 -0.083932674
0.099944461 -I.727 8tV; 387 0.60 0.588 128810 -0.022270 707 1.50 1.324683 531 0.470356 317 6.0
0.10 1.424687 551 -0.068 057 244
0.109926082 -1.633 Of 2 724 0.61 0.597 529823 -0.008675249 1.55 1.357435538 0.471861764 6.1
0.11 1.420867 373 -0.051 982 529
0.119904 042 -1.546645 511 0.62 0.606911250 +0.004605985 1.60 1.389180486 0.471 732 517 6.2
0.12 1.418 706824 -0.035873019
0.129878006 -1.467 2:* 190 0.63 0.616272 794 0.017 581742 1.65 1.419903 964 0.470069510 6.3
0.13 1.418 174035 -0.019888 221
0.139847 645 -1.393 :?:- !92 0.64 0.625614 160 0.030260369 1.70 1.449 592 290 0.466968 364 6.4
0.14 1.419222974 -0.004 181411
0.149812627 -1.325 524 049 0.65 0.634 935054 0.042649829 1.75 1.478233 419 0.462 519997 6.5
0.15 1.421794 274 +0.011 101 520
-1.261 7>ji>76 0.66 0.644 235 183 0.054 757 734 1.80 1.505816 780 0.456811 129
0.16 0.159 772619 6.6 1.425 816 149 0.025823 138
-1.201:" 483 0.67 0.653514 256 0.066591359 1.85 1.532333 281 0.449924 724
0.17 0.169 727 292
0.662 771982 0.078 157666 1.90 1.557 775 314
6.7 1.431205385 0.039 855 440 1
0.179676 315 -1.1456": V36 0.68 0.441940 350 6.8
0.18
1.95 1.582 136 757
1.437868416 0.053080 717 '
0.19 0.189619 357 -1.092 5 2**57 0.69 0.672008072 0.089463 320 0.432934494 6.9 1.445 702 443 0.065 392314
-1.042 2C5 596 0.70 0.681222239 0.100514 707 2.0 1.605412977 0.422980829 7.0
0.20 0.199556089 1.454 596614 0.076 695 279
-0.994 45*844 0.71 0.690414 197 0.111317953 2.1 1.648 698 636 0.400 511988
0.21 0.209486180 7.1 1.464 433 244 0.086 906 888
0.219 409 303 -0.938 98" *67 0.72 0.699583 659 0.121878932 2.2 1.687624 827 0.375074 599 7.2
0.22 1.475089055 0.095 957 064
0.229325 127 -0.905 65* 189 0.73 0.708 730343 0.132203288 2.3 1.722 207 482 0.347 175617 7.3
0.23 1.486436445 0.103 788666
0.239233 326 -0.864 2*o i 74 0.74 0.717 853966 0.142296440 2.4 1.752485501 0.317 291617 7.4
0.24 1.498 344 753 0.110357 667
_
-0.824 6*5 062 0.75 0.726954 247 0.152 163 601 2.5 1.778 520 173 0.285871 196 7.5
0.25 0.249133 570 1.510681531 0.115633 203
0.259025 534 -0.786 71.'386 0.76 0.736030907 0.161809 783 2.6 1.800394 451 0.253 336616 7.6
0.26 1.523 313 791 0.119 597 529
0.268908891 -0.750 28" 386 0.77 0.745083 666 0.171239811 2.7 1.818212077 0.220084 879 7.7
0.27 1.536109238 0.122 245832
0.278 783 309 -0.715 28* 095 0.78 0.754 112 249 0.180458334 2.8 1.832096589 0.186488 390 7.8
0.28 1.548937 458 0.123 585954
0.288648469 -0.681 610 153 0.79 0.763 116 380 0.189469829 2.9 1.842 190 195 0.152895 324 7.9
0.29 1.561 671 070 0.123 638007
-0.649172933 0.80 0.772095 786 0.198278616 3.0 1.848652 528 0.119629 786 8.0
0.30 0.298504 044 1.574 186 822 0.122433 883
0.308402 750 -0.617 8 321 0.81 0.781 050 192 0.206888861 3.1 1.851659 308 0.086991831 8.1
0.31
0.789979 329 0.215304586 3.2 1.851400897
1.586 366622 0.120016673 1
0.318185138 -0.587 7(* 639 0.82 0.055257 412 8.2
0.32
0.798882928 0.223 529675 3.3 1.848080 783
1.598098511 0.116440006 1
-0.55854*724 0.83 +0.024678285
0.33 0.328010011
0.807 760 719 0.231567 882 3.4 1.841913 983
8.3 1.609277542 0.111767 293 1
0.34 0.337 827 399 -0.530 355 151 0.84 -0.004518078 8.4 1.619806597 0.106070920
0.347626 791 -0.503 075 569 0.85 0.816612437 0.239422837 3.5 1.833 125 399 -0.032128549 8.5
0.35 1.629597 100 0.099431 359
0.357 418056 -0.47666! 125 0.86 0.825 437817 0.247 098049 3.6 1.821948116 -0.057 974 352 8.6
0.36 1.638569645 0.091 936 240
0.367 197 475 -0.451 Oto 976 0.87 0.834236595 0.254596915 3.7 1.808621681 -0.081 901 001 8.7
0.37 1.646654 531 0.083 679 370
0.376951556 -0.426 251 S55 0.88 0.843008 510 0.261 922 726 3.8 1.793 390355 -0.103 778 150
0.38 8.8 1.653 792186 0.074 759 720
0.386219499 -0.4021" 704 0.89 0.851 753 309 0.269078669 3.9 1.776501360 -0.123 499349 8.9
0.39 1.659933 505 0.065 280385
0.396461465 -0.378 b\* 346 0.90 0.860470 711 0.276067 831 4.0 1.758203 139 -0.140981698 9.0
0.40 1.665040076 0.055 347 531
-0.356114 201 0.91 0.869160481 0.282893 207 4.1 1.738 743 627 -0.156165 392
0.41 0.406190 310
0.289557 702 4.2 1.718368 564
9.1 1.669084 306 0.045 069 333 1
0.415905 717 -0.334 0*: 035 0.92 0.877822 356 -0.169013 157
0.42
0.296064136 4.3 1.697 319851
9.2 1.672049448 ).034 554 9I3 1
0.425582945 -0.312624 "40 0.93 0.886456084 -0.179 509573
0.43 9.3 1.673929 528 1.023 913 305 1
0.44 0.435294 951 -0.291 77* 135 0.94 0.895061411 0.302415246 4.4 1.675833 959 -0.187660287 9.4 1.674 729173 1.013 252 419 |
0.45 0.444968 145 -0.271 4*: "99 0.95 0.903638088 0.308613691 4.5 1.654 140414 -0.193491 122 9.5 1.674463 342 + 1.002678059
0.46 0.454626684 -0.251 74-5913 0.96 0.912 185866 0.314662055 4.6 1.632460 353 -0.197047080 9.6 1.673156980
-
- 1.007 707 036

0.47 0.464270136 -0.232 52* 111 0.97 0.920 704497 0.320562850 4.7 1.611 005 172 -0.198391247 9.7 1.670844 570 - L0I7804 098
0.473898301 -0.213 805 372 0.98 0.929 193 737 0.326 318518 4.8 1.589975 278 -0.197 603613 9.8
0.48 1.667569617 -".027 519 181
0.49 0.486878344 -0.195 5*1916 0.99 0.937 653 342 0.331 931 438 4.9 1.569558938 -0.194 779806 9.9* 1.663 384057 1 -t.036 763 956
Fot x < 0.01 use the formula in (10.03o). For jr> 9.9 use the formula in (10.03c).
i i I I 1 "i i
37a A.14 EXPONENTIAL INTEGRALS Numrica! Tables Numerical Tables A.14 EXPONENTIAL INTEGRALS (Continued) 379
mx) = f dx
J. X
(10.014) i(,) =f^ -dx (10.014)
x Ei(x) Liix) X Ei(x) E(*) X Ei(*) 1 Ei(x) x

Ei(*) E(*)
X 0.50 -0.559 773 595 0.454219905 1.00 -0.219 383934 1.895 117816 1.50
0.00 co
-0.100019582 3.301285449
-4.037929576 -4.140925226 0.51 -0.547822352 0.487032167 1.01 -0.215 741624 1.922 301085 1.51 -0.098544 365
0.01* 3.331213449
0.02 -3.354 707 783 -3.314 706894 0.52 -0.536219 798 0.519530633 1.02 -0.212 171083 1.949487042 1.52 -0.097093466 3.361 242 701
0.03 -2.959118 724 -2.899 115 724 0.53 -0.524951510 0.551730445 I.3 -0.208670 559 1.976678 325 1.53 -0.095666424 3.391374858
0.04 -2.681263689 -2.601 256518 0.54 -0.514003 886 0.583645931 1.04 -0.205 238 352 2.003877 525 1.54 -0.094262 786 3.421611576
-2.468051020 -2.3*7 884 599 0.55 -0.503364081 0.615290657 1.05 -0.201872813 2.031 087 184 1.55 -0.092882108
0.05 3.451954503
-2.295306918 -2.125282916 0.56 -0.493019959 0.646677490 1.06 -0.198 572 347 2.058309800 1.56 -0.091523960
0.06 3.482 405 289
-2.150838180 -2.010800064 0.57 -0.482960034 0.677818642 1.07 -0.195 335403 2.085 547825 1.57 -0.090187 917
0.07 3.512965580
-2.026941003 -1.8*6884103 0.58 -0.473173 433 0.708725 720 1.08 -0.192 160479 2.112803672 1.58 -0.088873566
0.08 3.543637024
-1.918 744 770 -1.738663 750 0.59 -0.463649849 0.739409 764 1.09 -0.189046 118 2.140079 712 1.59 -0.087580504
0.09 3.574 421266
0.10 -1.822923958 -1.622812814 0.60 -0.454 379 503 0.769881290 1.10 -0.185990905 2.167 378280 1.60 -0.086308334 3.605 319949
-1.737 106694 -1.51*958 751 0.61 -0.445 353 112 0.800150320 1.11 -0.182993 465 2.194 701672 1.61 -0.085056670
0.11 3.636334 719
-1.659541752 -1.419 349669 0.62 -0.436561854 0.830226417 1.12 -0.180052 467 2.222052 152 1.62
0.12 -0.083825133 3.667 467221
-1.588899 305 -1.328665020 0.63 -0.427997 338 0.860118 716 1.13 -0.177 166615 2.249 431949 1.63 -0.082613354
0.13 3.698 719099
-1.524 145 722 -1.243 560654 0.64 -0.419651581 0.889835949 1.14 -0.174 334 651 2.276843 260 1.64 -0.081420970
0.14 3.730091999
0.15 -1.464 461671 -1.1*4086417 0.65 -0.411516976 0.919386468 1.15 -0.171555 354 2.304 288252 1.65 -0.080 247 627 3.761587 569
-1.409186699 -1.SS731238 0.66 -0.403 586275 0.948 778277 1.16 -0.168827 535 2.331 769062 1.66 -0.079092978
0.16 3.793 207456
-1.357 780653 -1.017 234 290 0.67 -0.395 852 563 0.978019042 1.17 -0.166150040 2.359287 800 1.67
0.17 -0.077956684 3.824 953 310
-1.309 796 135- -0.949 147 505 0.68 -0.388 309 243 1.007 116 121 1.18 -0.163 521 748 2.386846 549 1.68
0.18 -0.076838412 3.856826 783
-1.264858424 -0.854 095 487 0.69 -0.380950010 1.036076576 1.19 -0.160941567 2.414447 367 1.69 -0.075 737839
0.19 3.888829528
-1.222650544 -0.621 760587 0.70 -0.373 768 843 1.064907 195 1.20 -0.158 408 437 2.442092 285 1.70
0.20 -0.074 654 644 3.920963 201
-1.182 901986 -0.7*1 871 623 0.71 -0.366 759981 1.093614501 1.21 -0.155 921324 2.469 783 315 1.71
0.21 -0.073 588 518 3.953 229462
-1.145 600 055 -0.704 195 224 0.72 -0.359917 914 1.122 204 777 1.22 -0.153 479 226 2.497 522442 1.72
0.22 -0.072539154 3.985 629972
-1.109881 139 -0*4S 529 102 0.73 -0.353 237 364 1.150684069 1.23 -0.151081 164 2.525 311634 1.73 -0.071506255
0.23 4.018 166395
-1.076235415 -0.594 696 758 0.74 -0.346 713 279 1.179058208 1.24 -0.148 726 188 2.553152836 1.74 -0.070489527
0.24 4.050840400
-1.044 282634 -0.542 543 264 0.75 -0.340340813 1.207 332816 1.25 -0.146413 373 2.581047974 1.75
0.25 -0.069488685 4.083653659
-1.013 888 737 -0.491931883 0.76 -0.334115 321 1.235 513 319 1.26 -0.144 141 815 2.608998956 1.76 -0.068503447
0.26 4.116607847
-0.984 933 104 -0.442 941312 0.77 -0.328032 346 1.263604960 1.27 -0.141 910639 2.637007 673 1.77 -0.067533539
0.27 4.149 704645
-0.957 308300 -0.394 863 444 0.78 -0.322087 610 1.291612805 1.28 -0.139 718 989 2.665 075997 1.78 -0.066578691
0.28 4.182 945 736
-0.930918246 -0.348 201510 0.79 -0.316277 004 1.319541753 1.29 -0.137 566032 2.693 205 785 1.79
0.29 -0.065638641 4.216 332809
-0.905676652 -0.302 668 539 0.80 -0.310 596 579 1.347 396548 1.30 -0.135 450958 2.721398880 1.80
0.30 -0.064713 129 " 4.249867 557
-0.881 505 746 -0.258 186075 0.81 -0.305042 539 1.375 181783 1.31 -0.133 372975 2.749657 110* 1.81
0.31 -0.063801903 4.283 551681
-0.858335189 -0.214683096 0.82 -0.299611236 1.402901910 1.32 -0.131331314 2.777 982287 1.82
0.32 -0.062904 715 4.317 386883
-0.836 101 162 -0.1 "2 095 092 0.83 -0.294299155 1.430561245 1.33 -0.129 325 224 2.806376214 1.83
0.33 -0.062021 320 4.351374872
-0.814 745580 -0.150363 293 0.84 -0.289102918 1.458163978 1.34 -0.127353 972 2.834840677 1.84 -0.061 151 482
0.34 4.385517 364
-0.794217 357 -0.089434001 0.85 -0.284019269 1.485 714176 1.35 -0.125416844 2.863 377 453 1.85
0.35 -0.060294967 4.419816080
-0.774462 218 -0.049 258 017 0.86 -0.279045070 1.513 215 791 1.36 -0.123513146 2.891 988 308 1.86
0.36 -0.059451545 4.454 272 746
-0.755 441 428 -0.CO9 790I48 0.87 -0.274 177 301 1.540672664 1.37 -0.121642198 2.920674 997 1.87
0.37 -0.058620994 4.488889097
-0.737 112144 +0.029011221 0.88 -0.269413046 1.568088534 1.38 -0.119803 337 2.949439263 1.88
0.38 -0.057803091 4.523666872
-0.719436652 0.0*" 184 501 0.89 -0.264 749 496 1.595467036 1.39 -0.117 995 919 2.978 282844 1.89
0.39 -0.056997623 4.558607817
-0.702 380119 0.104 265 219 0.90 -0.260183939 1.622811714 1.40 -0.116219313 3.007 207 464 1.90
0.40 -0.056204 378 4.593 713687
-0.685910311 0.141 786 307 0.91 -0.255 713 758 1.650126019 1.41 -0.114 472903 3.036214843 1.91
0.41 -0.055423149 4.628986242
-0.669997 342 0.195 347657 0.92 -0.251336425 1.677 413 317 1.42 -0.112 756090 3.065306691 1.92
0.42 -0.054653 731 4.664 427 249
-0.654613 448 0.214 269 821 0.93 -0.247049 501 1.704676891 1.43 -0.111068 287 3.094484 712 1.93
0.43 -0.053895927 4.700038485
-0.639 732 798 0.249 787 245 0.94 -0.242850627 1.731919946 1.44 -0.109408923 3.123 750601 1.94
0.44 -0.053 149540 4.735821734
-0.625331316 0.2M 855 406 0.95 -0.238 737 524 1.759 145 612 1.45 -0.107 777 440 3.153 106049 1.95
0.45 -0.052414380 . 4L771 778 785
-0.611386530 0.319 497 483 0.% -0.234 707 988 1.786 356947 1.46 -0.106173 291 3.182552 741 1.%
0.46 -0.051690257 4.807911438
-0.597877 426 0.355 735 1% 0.97 -0.230 759 890 1.813556941 1.47 -0.104595946 3.212092355 1.97
0.47 -0.050976988 4.844 221501
-0.584 784 345 0.37 588 924 0.98 -0.226891 167 1.840 748519 1.48 -0.103044 882 3.241726566 1.98
0.48 -0.050274392 4.880 710 791
-0.572088836 0.421077 818 0.99 -0.223099826 1.867 934543 1.49 -0.101519593 3.271457042 1.99*
0.49 -0.049582291 4.917381 131
-
_t_por.s.<.o.01-us-ih-formula-in4IO<03d- F.99use the formula in (10.03c).

I _ i ... I ...i ..... i - -i ~1 ~1 "~1 r^~% '~~1
380 A.15 ERROR FUNCTION AND ITS DERIVATIVE Numerical Tables Numerical Tables A.15 ERROR FUNCTION AND ITS DERIVATIVE (Continued) 381
d[criix)]=2_., d[crr{x)] 2 ., |
crf(x) e-''dx (10.014) dx y/x
erf(x)
=""** (,00,4) dx -vr~" <,oo,)|
crf(x) d[er(x)]/dx X erf(jr) d[crfix)]/dx x erfW dlcrt-(x)]/dx |
erf(x) <[crf(*)]/*
1.00 0.842 700 793 0.415 107 497 1.50 0.966 105 147
1.128 379167 0.50 0.520499878 0.878 782579 0.118930289
0.00 0.000000000 1.01
0.869951547 0.846810496 0.406847 132 1.51 0.%7 276 748
0.011283416 1.128266335 0.51 0.529243620 0.115403827
0.01" 1.02 0.850838018 0.398671399 1.52
1.127 927 906 0.52 0.537 898631 0.861 037 034 0.968 413 497 0.111959536
0.02 0.022564575
1.03 0.854 784 212 0.390581837 1.53 0.%9 516209
0.033841222 1.127 364083 0.53 0.546464097 0.852043 444 0.108 5% 320
0.03 1.04 0.858649947 0.382 579899
0.554939251 0.842975 181 1.54 0.970585690 0.105313068
0.045111 106 1.126575204 0.54
0.04
0.833836647 1.05 0.862 436 106 0.374 666957 1.55 0.971622 733
0.056371978 I 125561742 0.55 0.563 323 366 0.102 108658
0.05 1.06 0.866143 587 0.366844 303
0.571 615 764 0.824632 240 1.56 0.972628 122 0.098981951
0.067 621594 1.124 324 305 0.56
0.06 1.07 0.869 773 297 0.359 113149
0.579815806 0.815 366346 1.57 0.973602 628 0.095931800
0.078857 720 1.122 863 633 0.57
0.07 1.08 0.873 326158 0.351474625
0.587922900 0.806043 343 1.58 0.974 547009 0.092957 046
0.090078126 1.121 180600 0.58
0.08 1.09 0.876803 102 0.343929 783
0.595936497 0.796667 591 1.59 0.975 462016 0.090056 524
0.101 280 594 1.119276213 0.59
0.09
0.787 243 432 1.10 0.880 205 070 0.336479598 1.60 0.976 348383
0.112462916 1.117 151607 0.60 0.603856091 0.087 229059
0.10 1.11 0.883 533012 0.329124 %7 1.61
1.114 808050 0.61 0.611681219 0.777 775 185 0.977 206837 0.084 473 470
0.11 0.123 622 8%
0.768267 144 1.12 0.886 787 890 0.321866 710 1.62 0.978038088
0.134 758 352 1.112246938 0.62 0.619 411462 0.081 788 571
0.12 1.13 0.889970 670 0.314 705 574
0.63 0.627 046443 0.758 723 576 1.63 0.978842 840 0.079 173 173
0.13 0.145867 115 1.109 469 793
0.749 148 716 1.14 0.893 082 328 0.307642230 1.64 0.979621780
0.156947 033 1.106478265 0.64 0.634585829 0.076626082
0.14
0.739 546 763 1.15 0.896 123 843 0.300677 276 1.65 0.980 375 585
0.167995971 1.103 274 127 0.65 0.642029 327 0.074 146 103
0.15 1.16 0.899096 203 0.293 811239
0.649 376680 0.729921881 1.66 0.981 104 921 0.071 732040
0.179011813 1.099859 273 0.66
0.16 1.17 0.902 000399 0.287 044 575 1.67
1.096 235 719 0.67 0.656627 702 0.720278193 0.981810442 0.069 382 697
0.17 0.189992 461
1.18 0.904 837 427 0.280377 670
0.18 0.200935 839 I.092 4O5 601 0.68 0.663 782203 0.710619 778 1.68 0.982 492 787 0.067 096878 1
0.700950672 1.19 0.907 608 286 0.273 810844 1.69 0.983 152 587
0.211839892 1.088371 168 0.69 0.670840062 0.064 873 390
0.19
0.691274860 1.20 0.910 313 978 0.267 344 347 1.70 0.983 790459
0.222 702589 1.084 134 787 0.70 0.677 801 194 0.062 711041
0.20 1.21 0.912955 508 0.260978 366
0.71 0.684 665 550 0.681596279 1.71 0.984 407 008 0.060 608644
0.21 0.233 521923 1.079698934
0.671918811 1.22 0.915 533 881 0.254 713 024 1.72 0.985002827
0.244 295912 1.075 066 196 0.72 0.691 433 123 0.058 565016
0.22 1.23 0.918050104 0.248 548 381
0.73 0.698 103 943 0.662246284 1.73 0.985 578 500 0.056 578979
0.23 0.255022600 1.070 239 267
0.652 582 467 1.24 0.920505 184 0.242 484 434 1.74 0.986134 595
0.265 700059 l.(-65 220 945 0.74 0.704678078 0.054649 361
0.24
0.642931069 1.25 0.922900128 0.236521 122 1.75 0.986671671
0.276 326390 1.060014 129 0.75 0.711 155634 0.052 774 9%
0.25 1.26 0.925 235942 0.230658328
0.76 0.717 536 753 0.633295 740 1.76 0.987 190 275 0.050954 726
0.26 0.286899 723 1.054 621819
0.623680063 1.27 0.927 513 629 0.224895875 1.77 0.987690942
0.297 418212 1.049047 110 0.77 0.723821614 0.049 187 401
0.27 1.28 0.929 734 193
0.730010431 0.614087 551 0.219233 532 1.78 0.988 174 1% 0.047471879
0.307880067 1.(43 293 189 0.78
0.28 1.29 0.931898633
0.736 103 454 0.604521670 0.213 671015 1.79 0.988640549 0.045 807 027
0.318283496 1.037363 333 0.79
0.29
0.742100965 0.594985 786 1.30 0.934007 945 0.208207987 1.80 0.989090 502
0.328626 760 1.031260910 0.80 0.044 191 723
0.30 1.31 0.936063 123
0.81 0.748003 281 0.585483 216 0.202 844062 1.81 0.989524545 0.042624 854
0.31 0.338908150 1.024 989 366
0.576017197 1.32 0.938065155 0.197 578805 1.82 0.989943157
0.349125995 1.018 552 231 0.82 0.753810 751 0.041 105 319
0.32 1.33 0.940015026
0.759523 757 0.566590894 0.192411733 1.83 0.990 346805 0.039 632 026
0.359 278655 1.011953 112 0.83
0.33 1.34 0.941 913 715
0.765 142 712 0.557 207 397 0.187 342 317 1.84 0.990 735 948 0.038203897
0.369 364 529 1.(05 195689 0.84
0.34
0.770668058 0.547 869 717 1.35 0.943 762 196 0.182369987 1.85 0.991 111030
0.379382054 0.998283 712 0.85 0.036819865
0.35 1.36 0.945 561437
0.776100268 0.538580 792 0.177 494 126 1.86 0.991472488 0.035 478877
0.389 329 701 0.991 221 000 0.86
0.36 1.37 0.947 312 398
0.87 0.781439846 0.529343477 0.172 714081 1.87 0.991820 748 0.034 179 892
0.37 0.399 205984 0.984011434
0.520160557 1.38 0.949016035 0.168029 157 1.88 0.992 156 223
0.409009 453 0.976658954 0.88 0.786687 319 0.032921881
0.38 1.39 0.950673 2%
0.89 0.791843 247 0.511034 712 0.163 438622 1.89 0.992479318 0.031 703 831
0.39 0.418 738 700 0.9*9 167 559
1.40 0.952 285 120 0.158941708 1.90 0.992 790 429
0.428392 355 0.9*1 541 299 0.90 0.796908212 0.030 524 740
0.40 '.41 0.953 852439
0.801882826 0.154 537 613 1.91 0.993 089940 0.029 383624
0.437 969090 0.953 784 273 0.91
0.41 .42 0.955 376179
0.92 0.806 767 722 0.150225 503 1.92 0.993 378 225 0.028279 510
0.42 0.447467 618 0.945900626
0.811563 559 1 43 0.956857 253 0.146 004511 1.93 0.993655650
0.456886695 0.937 894 544 0.93 0.027 211441
0.43 1 44 0.958296 570
0.94 0.816271019 0.141873 741 1.94 0.993 922571 0.026 178 475
0.44 0.466 225 115 0.929 770 254
0.820890807 1.45 0.959695026 0.137 832 271 1.95- 0.994 179334

0.475 481 720 0.921532 013 0.95 0.025 179685
0.45 1 46 0.961 053 510
0.96 0.825 423650 0.133879149 1.% 0.994426276 0.024 214 158
0.46 0.484 655 390 0.913 184 112
1 47 0.%2 372900 0.130013399 1.97 0.994 663 725
0.493 745 051 0.9\H730 869 0.97 0.829870293 0.023 280999
0.47 1 48 0.%3654 065
0.98 0.834 231504 0.126234024 1.98 0.994892000 0.022 379 324
0.48 0.502 749671 0.896 176622
0.99 0.838508070 1 49 __09S4.89L865 0.995 111 413 0.021 508 270
0.49 0.511668261 0.SS7 525 734
' Fir x > 1.99 use the formula in (10.03c).

For x < 0.01 use the formula in (10.0.v:>
i -' j i I i
382 A.16 ORDINARY BESSEL FUNCTIONS Numerical Tables
Numerical Tables A.17 ORDINARY BESSEL FUNCTIONS 383
JAx) = ordinary Bessel functon ofthe first kind* (10.074)

YAx) = ordinary Bessel functon ofthe second kind* (10.07c)
1
X 7o(*) 7.<*) X Joto JA')
X y0(x) iW x
Io(x) >'.(*)
0.0 1.000000000 0.000000000 5.0 -0.177 5% 771 -0.327 579 138
-0.144334 747 0.0 X 00
5.0 -0.308517625
0.1 0.997501562 0.049937 526 5.1 -0.337097 202 0.147863 143
0.099500833 5.2 -0.110290440 -0.343223006 0.1 -1.534 238651 -6.458951095 5.1 -0.321602449
0.2 0.990024972 0.113 736442
0.148 318816 5.3 -0.075803112 -0.345960834 0.2 -1.081 105 322 -3.323824988 5.2 -0.331250935
0.3 0.977626246 0.0791% 343
0.1% 026 578 5.4 -0.041 210 101 -0.345344 791 0.3 -0.807 273 578 -2.293 105 138 5.3 -0.337 437301
0.4 0.960 398227 0.044547619
0.4 -0.606024 568 -1.780872044 5.4 -0.340 167 878 +0.010 127 267
0.5 0.938469807 0.242268458 5.5 -0.006843869 -0.341438215
0.286 700988 5.6 +0.026970885 -0.334332836 0.5 -0.444 518 734 -1.471472 393 5.5 -0.339 480 593
0.6 0.912004863 -0.023 758239
0.328995 742 5.7 0.059920010 -0.324147680 0.6 -0.308509870 -1.260391347 5.6 -0.335444 181
0.7 0.881200889 -0.056805614
0.091 702 568 0.7 -0.190664929 -1.103249872 5.7 -0.328 157 141
0.8 0.846287 353 0.368842046 5.8 -0.311027 744 -0.088 723 341
0.122033 355 0.8 -0.086802280 -0.978144177 5.8 -0.317 746430
0.9 0.807 523 798 0.405949546 5.9 -0.295142445 -0.119234 114
0.9 +0.005628 307 -0.873 126 583 5.9 -0.304365930 -0.148077 153
1.0 0.765 197 687 0 410050586 6.0 0.150645257 -0.276683858
0.470902 395 0.177 291422 -0.255864 773 1.0 0.088 256964 -0.781 212821 6.0 -0.288 194684
1.1 0.719622019 6.1 -0.175010344
0 498289058 6.2 0.201 747 223 -0.232916567 1.1 0.162 163 203 -0.698 119 560 6.1 -0.269434930
1.2 0.671 132 744 -0.199812205
0.620085 960 0.522023 247 6.3 0.223812006 -0.208086940 1.2 0.228 083 503 -0.621 136 380 6.2 -0.248309951
1.3 -0.222283641
0 541947 714 6.4 0.243 310605 -0.181637 509 1.3 0.286 535 357 -0.548 519 730 6.3 -0.225061 750
1.4 0.566855 120 -0.242 249501
1.4 0.337 895 130 -0.479 146974 6.4 -0.199948 595 -0.259559893
1.5 0.5 II 827 672 0 557 936 501 6.5 0.260094606 -0.153841301
0.274043 361 -0.124980165 1.5 0.382448924 -0.412 308627 6.5 -0.173 242 435
1.6 0.455 402 168 0.569895935 6.6 -0.274091274
0.285064 738 1.6 0.4204268% -0.347 578008 6.6 -0.145 226217
1.7 0.397 984 859 0 577 765232 6.7 -0.095342118 -0.285 747 279
0.581516952 6.8 0.293095603 -0.065 218663 1.7 0.452027000 -0.284 726245 6.7 -0.116 191 143
1.8 0.339986411 -0.294 459 313
0.298 102 035 -0.0349020% 1.8 0.477 431 715 -0.223664868 6.8 -0.086 433 868
1.9 0.281818559 581 157 073 6.9 -0.300186876
1.9 0.4% 819 971 -0.164 405 772 6.9 -0.056253 692 -0.302917 634
2.0 0.223890 779 0.576 724 801 7.0 0.300079271 -0.004 682824
0 5*8 292 136 7.1 0.299051 381 +0.025 153 274 2.0 0.510 375 673 -0.107 032432 7.0 -0.025 949 744
2.1 0.166606980 -0.302667 237
0.110 362 267 0.555 %3 050 7.2 0.295070691 0.054327420 2.1 0.518 293 738 -0.051678612 7.1 +0.004 181 793
2.2 -0.299478875
0 539872 533 7.3 0.288 216948 0.082 570431 2.2 0.520 784 285 +0.001 487 789 7.2 0.033850405
2.3 0.055 539 784 -0.293 422 594
0.278 5% 233 0.109625095 2.3 0.518075 396 0.052 277 316 7.3 0.062 773 886
2.4 +0.002 507 683 0 520 185 268 7.4 -0.284 594 372
2.4 0.510 414 749 0.100 488938 7.4 0.0% 680 880 -0.273 114 960
2.5 -0.048 383 776 0 497 094103 7.5 0.266339658 0.135 248428
0.470 818267 7.6 0.251 601 834 0.159 213 768 2.5 0.498070 360 0.145918 138 7.5 0.117 313 286
2.6 -0.096804 954 -0.259 128 511
0.441601379 7.7 0.234 559 140 0.181312 715 2.6 0.481330 591 0.188363 544 7.6 0.142 428525
2.7 -0.142 449 370 -0.242801002
7.8 0.215407 801 0.201356873 2.7 0.460503 549 0.227 632446 7.7 0.165801632
2.8 -0.185036033 (.* 709 247 -0.224 318474
0.194 361845 0.219 179400 2.8 0.435915986 0.263 545 394 7.8 O.I87 227I73
2.9 -0.224 311546 0 375 427 482 7.9 -0.203 885095
2.9 0.407 911 769 0.295940055 7.9 0.206520948 -0.181 721 077
3.0 -0.260051955 0.339058959 8.0 0.171650807 0.234636347
8.1 0.147 517 454 0.247607 767 3.0 0.376850010 0.324674425 8.0 0.223521489
3.1 -0.292064 348 .500921 133 -0.158060462 .
0.2*1343249 8.2* 0.122 215 302 0.257998598 3.1 0.343 102889 0.349629482 8.1 0.238091329
3.2 -0.320188 170 -0.133 148 7%
0.220663453 0.0% 006 101 0.265 739302 3.2 0.307053 250 0.370 711338 8.2 0.250118028
3.3 -0.344 2% 260 8.3 -0.107 240 722
0.179 225852 8.4 0.069157262 0.270 786268 3.3 0.269091995 0.387852931 8.3 0.259514964
3.4 -0.364 295597 -0.080597 504
3.4 0.229615 337 0.401015292 8.4 0.266 221 867 -0.053 484 508
3.5 -0.380 127 740 0.137 377 527 8.5 0.041939252 0.273121964
0 095 465 547 8.6 +0.014622991 0.272 754845 3.5 0.189021944 0.410188418 8.5 0.270205 105
3.6 -0.391768984 -0.026 168679
0.053 833 988 8.7 -0.012522 732 0.269719024 3.6 0.147 710013 0.415 391762 8.6 0.271457 712
3.7 -0.399 230203 +0.001 083 992
-0.039233803 0.264073 703 3.7 0.106074 315 0.416674 373 8.7 0.269999170
3.8 -0.402 556410 +0 012821003 8.8 0.028010959
-0 027 244040 8.9 -0.065 253 247 0.255902371 3.8 0.064 503 247 0.414 114689 8.8 0.265874 942
3.9 -0.401826015 0.054355 563
3.9 +0.023 375 908 0.407 820019 8.9 0.259155 762 0.079869397
4.0 -0.397 149810 -0.066043 328 9.0 -0.090333611 0.245311789
-0.103 273 258 -0.114239233 0.232430 745 4.0 -0.016940 739 0.397925 711 9.0 0.249936698
4.1 -0.388669680 9.1 0.104 314 575
-0.136 748371 0.217 408655 4.1 -0.056094 627 0.384594035 9.1 0.238 335992
4.2 -0.376557054 -0.138646942 9.2 0.127465882
-0.157655190 0.200413928 4.2 -0.093 751 201 0.368012808 9.2 0.224 493687
4.3 -0.361011 117 -0 171 8% 560 9.3 0.149112 788
-0.202 775 522 9.4 -0.176 771575 0.181632204 4.3 -0.129 595 %3 0.348 393 758 9.3 0.208570068
4.4 -0.342 256 790 0.169061307
4.4 -0.163 336463 0.325970671 9.4 0.1% 743919 0.187 135685
4.5 -0.320542 509 -0.231 060432 9.5 -0.193928 748 0.161264431
-0 256552836 9.6 -0.208978 718 0.139524812 4.5 -0.194 705009 0.300997 323 9.5 0.171 210626
4.6 -0.2% 137 816 0.203179899
-0.279080 734 9.7 -0.221795482 0.116638648 4.6 -0.223 459953 0.273 745 242 9.6 0.150180135
4.7 -0.269330 789 0.217 058966
-0.232 276028 0.092840091 4.7 -0.249 387647 0.244501297 9.7 0.127874 792
4.8 -0.240425 327 -0 298499858 9.8 0.228660030
-0.240341 106 0.068369832 4.8 -0.272 303 795 0.213 565 167 9.8 0.104527 088
4.9 -0.209 738 328 -0 314 694671 9.9 0.2378932+2-
For r = 2. 3 use the recurrent relarions in (\0.07d).

4.9 -0.292054 594 0.181246692 9.9 0.080377 305 0.244 692477 |
For r = 2,3,... use (be recurrent relations in (\0.07d).
i i 4 i i 1 1 1 1
384 A.18 MODIFIED BESSEL FUNCTIONS Numerical Tables Numerical Tables A.19 MODIFIED BESSEL FUNCTIONS 385
KAx) = modified Bessel function ofthe second kind* (10.134)

IAx) modified Bessel function ofthe first kind* (10.134)
J
e'K0(x) e'Kx(x)
1
X
X <-'/(*) <-/,(*) X <"/,(*) '"*/,(*) *
'**.,<*) ''*,(*)
0.0 00 eo
5.0
1.000000000 0.000000000 5.0 0.183540813 0.163972 267 0.547807564 0.600273859
0.0
0.1 2.682326102 10.8% 182683 5.1
0.%7 100926 0.045298447 5.1 0.181615 102 0.162663855 0.542635 352 0.593625046
0.1
0.179 749488 0.161383 285 0.2 2.140 757323 5.833386037 5.2 0.537607 354
0.2 0.826938552 0.082283124 5.2 0.587 188606
0.3 1.852627 301 4.125 157 762 5.3 0.532 716974
0.757580625 0.112 377 561 5.3 0.177940865 0.160129 791 0.580953609
0.3
0.158902615 0.4 1.662682089 3.258673880 5.4 0.527958033
0.697 402 171 0.136 763 224" 5.4 0.176186348 0.574909887
0.4
0.5 1.524 109 386 2.731009 708 5.5 0.523 324 732
0.645035271 0.156420803 5.5 0.174483 256 0.157 701009 0.569047 974
0.5
0.156524241 0.6 1.416 737 621 2.373 920038 5.6 0.518811625
0.6 0.599327 203 0.172 164420 5.6 0.172829095 0.563 359039
0.7 1.330123656 2.115011313 5.7 0.514413 594
0.7 0.559305 527 0.184 669983 5.7 0.171221536 0.155 371592 0.557 834 835
0.154242 364 0.8 1.258 203 122 1.917930299 5.8 0.510125818
0.8 0.524148942 0.194498693 5.8 0.169658406 0.552467 650
0.9 1.197 163 380 1.762388220 5.9 0.505943 758
0.9 0.493162966 0.202 116531 5.9 0.168137 673 0.153135874 0.547 250264
1.0 1.144 463080 1.636153486 6.0 0.501 863 131

1.0 0.465 759608 0.207910415 6.0 0.166657 433 0.152051459 0.542 175910
1.1 1.098 330283 1.531403 754 6.1
0.441440378 0.212 201613 6.1 0.165215902 0.150988475 0.497879893 0.537 238 239
1.1
1.2 1.057 484532 1.442897 552 6.2 0.493 9% 224
1.2 0.419 782079 0.215 256859 6.2 0.163 811406 0.149946298 0.532431283
1.3 1.020973 161 1.366987 284 6.3 0.4% 1% 509 I
0.400424913 0.217 297 588 6.3 0.162 442 372 0.148924 321 0.527 749434
1.3
0.161 107 318 0.147921960 1.4 0.9880699% 1.301053 740 6.4 0.486477 329
1.4 0.383062 515 0.218 507 592 6.4 0.523 187 410
1.5 0.958 210053 1.243165 874 6.5

0.367433609 0.219039387 6.5 0.159804849 0.146938646 0.482 847 441 0.518 740 234
1.5
1.6 0.930945 981 1.191867 565 6.6 0.479297 773 I
1.6 0.353 314998 0.2190194% 6.6 0.158533651 0.145973831 0.514 403 211
1.7 0.905 918 139 1.146039246 6.7 0.475825407 ]
0.340515688 0.218552807 6.7 0.157 292483 0.145026987 0.510 171 910
1.7
1.8 0.882 833 527 1.104 805 373 6.8 0.472427 572
1.8 0.328871950 0.217 726279 6.8 0.156080172 0.144 097 599 0.506042 142
0.143 185 175 1.9 0.861450617 1.067 470930 6.9 0.469 101 637
1.9 0.318243 163 0.216611 911 6.9 0.154895609 0.502009947
2.0 0.841568 215 1.033 476847 7.0

!
0.308 508 323 0.215 269289 7.0 0.153 737 745 0.142 289 235 0.465 8450% 0.498071575
2.0
0.141409 319 2.1 0.823 017 153 1.002 368053 7.1 0.462655 566
2.1 0.299563095 0.213 747 672 7.1 0.152605584 0.494 223 474
2.2 0.291317 333 0.212087 733 7.2 0.151 4% 186 0.140 544981
2.2
2.3
0.805 653 981
0.789 356 131
0.973 770 168
0.947 372225
7.2
7.3
0.459530 776 0.4% 462 276
1
i
0.283692 986 0.210323 005 7.3 0.150414 653 0.139695 792 0.456 468 562 0.486 784 784
2.3
0.138861335 2.4 0.774 018141 0.922913665 7.4 0.453 466859
2.4 0.276622 323 0.208 481089 7.4 0.149 354137 0.483 187 %5
2.5 0.759 5486% i

0.148 315830 0.138041212 0.900174 424 7.5 0.450523 699
2.5 0.270046442 0.206 584 650 7.5 0.479668934
2.6 0.745 868243 0.878 %7 281
2.6 0.2639139% 0.204 652254 7.6 0.1472% 964 0.137 235033 7.6 0.447 637 200 0.476 224 949 !
2.7 0.732907 152 0.859 131 887 7.7
2.7 0.258 180 124 0.202699061 7.7 0.I463028O6 0.136442 427 0.444 805 564 0.472853400
2.8 0.720604 125 0.840530060 7.8 0.442027 072
2.8 0.252805 534 0.200 737411 7.8 0.145 326661 0.135663032 0.469 551801
0.134 8% 500 2.9 0.708904977 0.823 042040 7.9 0.439 300082
2.9 0.247 755 730 0.198 777282 7.9 0.144 369864 0.466 317 785
3.0 0.697 761 5% 0:806563480 8.0 0.436623019

3.0 0.243000354 0.196826 712 8.0 0.143 431782 0.134 142 493 0.463 149093
0.133 400688 3.1 0.687 131 101 0.791003016 8.1 0.433994 375
3.1 0.238512619 0.194892131 8.1 0.142 511810 0.460043 571
0.132670 771 3.2 0.676 975 114 0.776280282 8.2 0.431 412 708
3.2 0.234 268832 0.192978623 8.2 0.141609 369 0.456999 162
0.140 723910 0.131952436 3.3 0.667 259 183 0.762 324286 8.3 0.428876633
3.3 0.230247 981 0.191090 173 8.3 0.454 013 900
0.131245392 3.4 0.657 952273 0.749072061 8.4 0.426384821
3.4 0.226431401 0.189229851 8.4 0.139 854 %3 0.451085909
3.5 0.222802438 0.187 399977 8.5 0.139001843 0.130549355 3.5

3.6
0.649026 338
0.640 455 %5
0.736467 548
0.724460661
8.5 0.423935999 0.448 213 392 j
3.6 0.219346225 0.185602248 8.6 0.138 164247 0.129864051 8.6 0.421528943 0.445 394 630 1
0.129189213 3.7 0.632 218059 0.713 006 501 8.7 0.419162478
3.7 0.216049442 0.183 837858 8.7 0.137 341653 0.442627 978
0.128524587 3.8 0.624 291581 0.702064693 8.8 0.416835 474
3.8 0.212900131 0.182107 581 8.8 0.136 533615 0.439 911860
0.127 869924 3.9 0.61*657 315 0.691598821 8.9 0.414 546846
3.9 0.209887 528 0.180411854 8.9 0.135 739 708 0.437 244 765
4.0 0.609 297669 0.681575 945 9.0

4.0 0.207 001921 0.178 750839 9.0 0.134 959 525 0.127 224984 0.412 295 550 0.434 625245
0.126 589534 4.1 0.602 1% 5% 0.671966 195 9.1 0.410080578
4.1 0.204234527 01" 124476 9.1 0.134 192672 0.432051912
0.133438 774 0.125 %3 350 4.2 0.595 338 989 0.662 742 411 9.2 0.407 900966
4.2 0.201 577 384 0.1" 532 526 9.2 0.429523 430
0.125346214 4.3 0.58S7I1449 0.653879840 9.3 0.405 755 781
4.3 0.199023 257 0.1". 974609 9.3 0.132697 469 0.427 038 520
4.4 0.1% 565 559 0.17. 450234 9.4 0.131968409 0.124 737 915 4.4 0.582 301270 0.645 355869 9.4 0.403 644 125 0.424 595952 M
0.124138248 4.5 0.57*0% 7% 0.637149800 9.5 0.401 565 132
4.5 0.194 1% 278 0.1"'. 958822 9.5 0.131 251 261 0.422194 543
0.123547015 4.6 0.570087 202 0.629242638 9.6 0.399 517 %9
4.6 0.191915915 0.1 *i 499 731 9.6 0.130 545 702 0.419833 157
4.7 0.189 713433 0.16072 268 9.7 0.129851422 0.122964026 4.7 0.564 262484 0.621616931 9.7 0.397 501831 0.417 510699 1 H
4.8 0.187586204 0.16c 675 706 9.8 0.129 168125 0.122389093 4.8 0.558613319 0.614256600 9.8 0.395 515942 0.415 226118 ^1
0.12L822 036 4.9 0.553131040 0.607 146813 9.9 0.393 559551
4.9 0.185529972 0.165 309294 __9JL- 0.128495522 0.412978400
For r = 2.3,... use the recurrent relatiot * in (\0.\3d).

' For r = 2, 3,... use the recurrent relations in (10.134).
1 ! n 1 "1 1 l 1 "1 ^ "~1 ~1 1 I 1
a ~n
386 A.20 COMPLETE ELLIPTIC INTEGRALS Numerical Tables
rnri
K= I (1 -sina(usn20)-,2</0 E = 1 (1 - sin2<wsina0 ),nd0 (10.054)

Jo
E a>; K E
a>; K
1.570 7% 327 1.570 7% 327 45 1.854074468 1.350643881
Appendix B
0
1 1.570915958 1.570676 709 46 1.869147546 1.341806058
2 1.571274952 1.570317920 47 1.884808657 1.332869954
3 1.572873611 1.569 720150 48 I.%I083033 1.323842 184
4 1.572 712 435 1.568883 380 49 1.917997 546 1.314 729 560
5 1.573 792 131 1.567809074 50 1.9355810% 1.305539094
6 1.573 113 608 1.566 4% 788 51 1.953 864809 1.296 278 008
8
9
7 1.576 677 %2
1.578 486 578
1.580540934
1.564947 563
1.563162 230
1.561 141 745
52
53
54
1.972882266
1.992669 756
2.013 266565
1.286953 739
1.277 573948
1.268146531 GLOSSARY
10 1.582 842 804 1.558887 197 55 2.034 715312 1.258679625
1.585 394 164 1.556 399 798 56 2.057 062323 1.249181621
OF SYMBOLS
11
12 1.588197 213 1.553680892 57 2.080358067 1.239661 175
13 1.591254 382 1.550 731951 58 2.104 657 658 1.230127 224
14 1.594 568 341 1.547 554 576 59 2.130021438 1.2205889%
15 1.598142 002 1.544150500 60 2.156515647 1.211056028
16 1.601978 530 1.540521574 61 2.184213217 1.201 538 184
17 1.606081 349 1.536669 798 62 2.213194695 1.192045 677
18 1.610454 154 1.532 597 288 63 2.243 549342 1.182 589085
19 1.615 100916 1.528 3062% 64 2.275 376430 1.173 179 383
20 1.620025899 1.523 799205 65 2.308 785 7% 1.163 827 964

1.625 233 668 1.519078 530 66 2.343904 724 1.154 546678
21
22 1.630 729 102 1.514 146917 67 2.380870191 1.145 347 857
23 1.636 517 409 1.509007 148 68 2.419841654 1.136244 365
24 1.642 604 144 1.503662 135 69 2.460999458 1.127 249638
25 1.648995218 1.498 114 928 70 2.504 550079 1.118 377 738
26 1.655 696926 1.492 368 711 71 2.550 731450 1.109643414
27 1.662 715958 1.486426804 72 2.599819 730 1.101062 169
28 1.670059426 1.480292664 73 2.652138005 1.092650 346
29 1.677 734884 1.473 %9 887 74 2.708067 615 1.084 425219
30 1.685 750355 1.467462209 75 2.768063145 1.076405113

1.694114357 1.460 773 5% 76 2.832672583 1.068609533
31
1.702 835936 1.453 %7 796 77 2.%2564941 1.061059334
32
33 1.711924695 1.446869 241 78 2.978568951 1.053 776920
34 1.721 3% 831 1.439662147 79 3.061 728612 1.046 786499
35 1.731245 176 1.432 290 %9 89 3.153 385252 1.040 1143%
36 1.741499234 1.424 760 310 81 3.255302942 1.033 789462
37 1.752165236 1.417074923 82 3.369868927 1.027 843 620
38 1.763256184 1.409239 716 83 3.500422499 1.022312 588
39 1.774 785909 1.401259 751 84 3.651855948 1.017 236918
40 1.786 769135 1.393 140 249 85 3.831742000 1.012663 506
41 1.799221544 1.384886591 86 4.052 758170 1.008647960

1.812159854 1.576 504 326 87 4.338653 977 1.005258587
42
43 1.825601898 1.367999 166 88 4.742 717 266 1.002 584086
44 1.839 566 721 1.359 376997 89 5.434909830 1.000 751578
% co 1.000000000
-
1 r "1 ' ~1 ' 1 ' "1 ' 1 ~ 1 "1 "1 """1 " I r' "~1 " ~i
Glossary of Symbols
Glossary of Symbols
388 B.1 RELATIONSHIPS B.5 ANALYSIS 389
(a, 4) Bounded open intcrval
or : Equals lfl b] Bounded closed interval
=j= or # Does not equal fix), Fix) Functon ofx
> Greater than f~ (x),F~l(x) Inverse function ofx
< Less than
a Greater than or equal
Less than or equal J>, Sum of terms f] tt
<-i
Product oterms
B Idntica!
= Approximately equal
A [1 ,!) =(I ,(> ,,(l ,,(1 .,)))) Ntslcd sum oa + IIEnn,
B.2 NUMERICAL CONSTANTS
A Incrcmcntofi, du DMrential ofu
3t Archimedes constant (2.17a) G Cataln constant (2.274)
e Euler's constant (2.18a l y Euler's constant (2.19a)
B, Bernoulli number (2.22a) B, Auxilliary Bernoulli number (2.224) >First-order derivative oy = fix) with respect to .v
E, Euler number (2.24a) E, Auxilliary Euler number (2.244)
9\f) Stirling number ofthe first kind (2.1 la) a, 8 Golden mean numbers (2.214)
9\p) Stirling number ofthe second kind (2.1 la*)
F. Fibonacci number (2.21 b i $S>.r,
nth orderderivative ofy =/(x) with respect to x
d-fjx)
,f"(x),D<r>/{x)
B.3 ALGEBRA dx"
Plus or positive Minus or negative dw

^1 Minus or plus , wm, D.u
Plus or minus dx
Positive or negative J Negative or positive \ First-order partial derivative ofu; =fix,y,...) with respect to x
Multiplied by -j- or : Divided by f.f.,F.
dx
nth power ofa Va nth root ofa
log Common logarithm or ln 1 Natural logarithm or dw
-r- , W,, D.U
logio Brigg's logarithm log,J Napier's logarithm dy' "
( } Braccs \a\ Positive a First-order partial derivative ofu; =fix,y,...) with respect toj
( ) Parentheses I ] Brackets
dy J,'S
i = \/T Unit imaginan number Z = x + iy Complex variable
\\ Absolute valu ol'c i = x - iy Conjgate of^ dPw
U IV
z-2,w,Du-
~d?
a.
4,
a2
b2

Determinant
i a *
Matrix d2/ \Second-order partial derivative ofa; =f(x,j,...) with respect to *
f F
dx2,J"'t"
I Unit matrix Adj Adjoint matrix cPw

-9,w.D-u-
A"' Inverse ofthe A matrix Ar Transposc of the A matrix dy2' "
Second-order partial derivative ofw = f(x,y....) with respect to.v
n! n factorial (2.09<3 ) Binomial coefficient (2.10a*) Z f > F.v
a 2 >J.v
dy2
n n double factorial (2.30 A''' Factorial polynomial (2.1la)
SPw
,w . Dw
dx dy
B.4 NUMERICAL APPROXIMATIONS Second-order partial derivative ofw =f(x,y,...) with respect to xand
SPw then with respect toy
Absolute error Rea ti ve error dx dy
T Truncation cror y Substtute function
Aym Forwarddiflerence Vy. Backward diflerence Ifix) dx Indefinite integral ofy =fix) j fix) dx Definte integral ofy=fix) in [a, 4]
yn Central diflerence Ax. Divided diflerence
1 "1 1 1 1 i r~~i 1 1 1 "1 1
390 B.6 ELEMENTARY FUNCTIONS Glossary of Symbols Glossary of Symbols B.8 BESSEL FUNCTIONS 391
u = bx Variable v = bx ln a Variable
JAx) Ordinary Bessel function ofthe first kind oforder r (10.074)
e',e~m,a',a~",e',t Exponential functions (9.05a) YAx) Ordinary Bessel function ofthe second kind oforder r (10.07c)
Inx, logx Logarithmic functions (9.06a) jAx) Sphercal Bessel functon ofthe first kind oforder r (10.12a)
sin x Circular sine (9.07a) yAx) Sphercal Bessel function ofthe second kind of order r (10.12a)
eos x Circular cosine (9.07a) L(x) Modified Bessel function ofthe first kind oforder r (10.134)
sinh x Hyperbolic sine (9.08a) KAx) Modified Bessel function ofthe second kind oforder r (10.13c)
cosh x Hyperbolic cosine (9.08a) tr(x) Modified sphercal Bessel functon ofthe first kind oforder r (10.17a)
tan* Circular tangent (9.09a) kAx) Modified sphercal Bessel functions ofthe second kind of order r (10.17a)
tanhx Hyperbolic tangent (9.10a)

sin-1 x, aresinx Inverse circular sine (9.1la)
eos"1 x, arceosx Inverse circular cosine (9.1la)
sinh"' x, aresinh x Inverse hyperbolic sine (9.12a) B.9 0RTH0G0NAL POLYNOMIALS
cosh"' x, arecosh x Inverse hyperbolic cosine (9.12a)
Px) Legendre function ofthe first kind oforder r (11.09a)
tan"' x, arctan x Inverse circular tangent (9.13a)
2,0) Legendre function ofthe second kind of order r (11.09a)
tanh"' x, arctanh x Inverse hyperbolic tangent (9.13a) Legendre polynomial ofthe first kind oforder r (11.09a)
P,(x)
Qx) Legendre polynomial ofthe second kind of order r (11.09a)
t(x) Chebyshev function ofthe first kind oforder r (11.14a)
Ax) Chebyshev functon ofthe second kind of order r (11.14a)
TAx) Chebyshev polynomial ofthe first kind of order r (11.14a)
VAx) Chebyshev polynomial ofthe second kind of order r (11.14a)
B.7 SPECIAL FUNCTIONS Lagurrre function ofthe first kind of order r (11.16a)
LAx)
r(x) Gamma function (2.28<j ) n(x) Pi functon (2.31a) Lfix) Laguerre function ofthe second kind of order r (11.16a)
B(x) Beta function (2.314) crf(x) Error function (10.014) LAx) Laguerre polynomial ofthe first kind of order r (11.16a)
Wix) Digamma function (2.32a) 4"""(x) Polygamma functon (2.34a) Ltix) Laguerre polynomial ofthe second kind oforder r (11.16a)
Z(x) Complementary zeta function (2.27a) HAx) Hermite function ofthe first kind oforder r (11.16a)
Z(x) Zeta function (2.26a)
Htix) Hermite function ofthe second kind of order r (11.16a)
Si(x),S(x) Circular and hyperbolic sine integris (10.014)
HAx) Hermite polynomial ofthe first kind oforder r (11.16a)
Ci(x),Ci(x) Circular and hyperboliccosine integris (10.014)
Hfix) Hermite polynomial ofthe second kind oforder r (11.16a)
Ei(x),i(x) Alternating and monotonicexponental integris (10.014)
Li(x) Logarithmic integral (10.014)
Six),Cix) Fresnel integris (10.04a)
Fik,x) Incomplete elliptic integral ofthe first kind (10.054)
Eik,x) Incomplete elliptic integral ofthe second kind (10.054) B.10 GREEK ALPHABET
Uik,x) Incomplete elliptic integral ofthe third kind (10.054) A a Alpha H " Eta N V Nu T T Tau
K,Fik,\) Completeelliptic integral ofthe first kind (10.054) B P Beta 0 e Theta 2

Xi Y V Upsilon
E,Eik,\) Complete elliptic integral ofthe second kind (10.05.') r Y Gamma I l Iota O 0 Omicron 4> <t> Phi
n,n(jt,i) Completeelliptic integral ofthe third kind (10.054). A 6 Delta K K K.appa n jr Pi X X Chi
E Epsilon A A Lambda p Rho V Psi

Sxix),S2ix)
C,(x),C2(x)
} Related Fresnel integris (10.044) Z

K Zeta M " Mu 2
P
a Sigma Q
V
(O Omega
1 ' 1 ~~~% r~ 1 I ' I 1 1
392 B.11 INTERNATIONAL SYSTEM OFUNITS (SI UNITS) Glossary of Symbols Glossary of Symbols
B.13 U.S. CUSTOMARY SYSTEM OF 393
UNITS (FPS SYSTEM)
Symbol ame Quantity Relations
Symbol* ame Quantity Relations
cd candela luminous intensity basic unit
kg kilogram mass basic unit deg degree plae angle supplementary unit
Im lumen luminous flux cd sr ft foot length basic unit
Ix lux illumination Im m~2 i standard gravity acceleration 32.l74ftsec-2
m meter length basic unit hp horsepower powcr 550 lbf-ft-sec-'
mol mole amount of substance basic unit Ib pound-mass mass lbf--
rad radian plae angle supplementary unit Ibf pound-force forc basic unit
s second time basic unit pd poundal forc Ib ft sec-2
sr steradian solid angle supplementary unit sec second time basic unit
A ampere elcctric current basic unit si slug mass
lbf-ft-'-sec2
C coulomb electric charge As Btu British thermal unit work, encrgy 778.128ftlbf
F farad elcctric capacitance A-s-V :F degrec Fahrenheit temperature basic unit
H henry electric inductance V-s-A"'
Hz hertz frequeney s_l For A.C,F,...referto(B.ll).
J joule work, encrgy N-m
K kelvin temperature degree basic unit B.14 METRIC SYSTEM OF UNITS (MKS SYSTEM)
X newton forc kg m s~"
Pa pasca1 pressure, stress Nm-2
Svmbol* ame Quantity Relations
S siemens electric conductance Q-1
T tesla magnetic flux density Wb m-2 cjI calore work, encrgy 0.42665 m-kgf
Y volt voltagc, electromotive forc W-A-' deg degrec plae angle supplementary unit
\V watt power Js- dvn dyne fbrec lO-'kgf
Wb weber magnetic flux Vs ere " work, encrgy 10"8 m-kgf
Q ohm electric resistance V-A-' S standard gravity acceleration 9.806 65 m-sec"2
hp horscpower power 75kgf- m sec"1
B.12 DECIMAL MLTIPLES ANO

kg kilogram-mass mass
kgf--' [
fcei" kilogram-rorcc forc basic unit i
FRACTIONS OF UNITS ni meter length basic unit 1
sec second time basic unit 1
Factor Prefix Symbol Factor Prefix Symbol C degrec Cclsius temperature basic unit 1
10' deka D 10"' deci d ForA.C.F,. . refer to (B.ll).
I02 hecto h io~- centi c
I03 kilo k 10-3 milli m
106 mega M I0"6 micro A*

109 gga G lO"9 nano n
10" tera T io-'2 pico P

I0'5 peta P lO"'5 femto f
10'8 exa E io-'8 atto a
1In some literaturc, the symbol "da" is used for deka

P-j r^^ 1 - 1 | ' | X^r
~1 *-*}
B.1S SELECTED CONV ERSIC N FACTORS't Glossary of Symbols
Selected unit SI units USCS units
Acre 4.04686 (+03) m1 4.35600 (+04) ft2

Angstrom (A) 1.00000 (-10) m 3.93701 (-09) in
Atmosphere (atm, phs.) 1.01325 (+05) Pa 1.46939 (+01)lbin-2
Atmosphere (at, tec.)
Astronmica! unit
Bar (b)
Brtish thermal unit (Btu IST)
9.80665
1.49598
1.00000
1.05506
(+04) Pa
(+U)m
(+05) Pa
(+03)J
1.42233 (+0l)lbin-2
4.90881 (+11) ft
1.45038 (+0l)lbfin-2
7.78169 (+02)ftlbf
Appendix C
Brtish thermal unit (Btu tec.) 1.055 00 (+03)J 7.78128 (+02)ft-lbf
Brtish thermal unit (Btu thm.) 1.05435 (+03)J 7.77649 (+02)fflbf
Bushel (U.S.)
Calorie (cal, IST)
Caloe (cal, tec.)
3.52391
4.18680
4.18600
(-02) ms
(+00)J
(+00)J
1.24446 (+00) ft3
3.08803
3.08744
(+00)ftlbf
(+00)ftlbf
REFERENCES
Calorie (cal, thm.) 4.18400 (+00)J 3.08596 (+00)ftlbf
Circular mil
Dyne
Erg
5.06707
1.00000
(-I0)m2
(-05) N
7.85400 (-07) in2
2.24809 (-06) lbf AND
1.00000 ("07)J 7.37562 (-08)ftlbf
Foot (ft) 3.04800 (-01) m 1.00000 (+00) ft
Galln (U.S., liq.)
Grain
Horsepower (hp, FPS)
3.78541
6.47989
7.45699
(-03) m3
(-05) kg
(+02) W
1.33681
1.42857
(-01) ft3
(-04) Ib
5.50000 (+02)ftlbfs~'
BIBLIOGRAPHY
Horsepower (hp, MKS) 7.35499 (+02) W 9.863 20 (-Ol)hp(FPS)
Inch (in.) 2.54000 (-02) m 8.333 33 (-02) ft
Kilogram-force (kgf) 9.80665 (+00) N 2.20462 (+00) lbf
Knot (int.) 5.14444 (-01) ms-1 1.68781 (+00)fts-'
Light-year 9.46055 (+15) m 3.103 86 (+16) ft
Uter (1) 1.00000 (-03) mJ 3.531 47 (-02) ft3
Mile (U.S., nat.) 1.85200 (+03) m 6.07612 (+03) ft
Mile (U.S., stu.) 1.60934 (+03) m 5.28000 (+03) ft
Ounce (U.S., avd.) 2.83495 (-02) kg 6.25000 (-02) Ib
Ounce (U.S., liq.) 2.957 353 (-05) m3 1.04438 (-03) ft3
Pint (U.S., liq.) 4.731 76 (-04) m3 1.67101 (-02) ft3
Poise 1.00000 (-OI)Ns-m-2 2.08854 (-03) lbf-s-ir*
Pound (avd.) 4.53592 (-01) kg 1.00000 (+00) Ib
Pound-force (lbf) 4.44822 (+00) N 1.00000 (+00) lbf
Poundal (pd) 1.38255 (-01) N 3.10810 (-02) lbf
Psi (lbf/in2) 6.894 76 (+03) Pa 1.44000 (+02)lbf-ft2
Quart (U.S., dry) 1.10122 (-03) m3 3.88893 (-02) ft3
Quart (U.S., liq.) 9.463 53 (-04) m3 3.34201 (-02) ft3
Slug (si) 1.459 39 (+01) kg 3.21740 (+01) Ib
Stoke 1.00000 (-04)m2s_' 1.07639 (-03)ft2s-'
Torr (0*0) 1.333 22 (+02) Pa 2.78450 (+00)lbf-ft-2
Yard (yd) 9.14440 (-01) m 3.00000 (+00) ft
Abbreviations: nat. = nautical tec. technical MKS = metric system

avd. = avoirdupois phs. = physical thm. = thermochemical FPS = U.S. Customary System
liq. = liquid stu. = statute IST = International steam tables (USCS)
-1 ~1
396 References and Bibliography References and Bibliography 397

Cl NUMERICAL CALCULATIONS
C.3 NUMERICAL DIFFERENCES (Continued)
1.01 Abramowitz, M., and I. A. Stegun: "Handbook of Mathematical Functions," National Bureau of Standards,
Washington, D.C., 1964. 3.07 NSrlund, N. E.: "Vorlesungen Ober Dtflemzenrechnung," Chelsea, New York, 1954.
1.02 Actoo, F. S.: "Numerical Methods That Work," Harper & Row, New York, 1970.
3.08 Sauer, R., and I.Szab: "Mathematishe HiMsnttd des Ingenieurs," vol. III, Springer, New York, 1968.
1.03 Atktnson, K. E.: "An Introduction to Numerical Analysis," Wilcy, New York, 1978.
3.09 Schulz, G.: "Formmelsammlung zur Praktischcn Mathematik," De Gruyter, Berln, 1945.
1.04 Burdtn, R. L., and J. D. Faires: "Numerical Analysis," 3rd cd, Prindle,Webcr & Schmidt, Boston, 1981.
3.10 Steffensen, J. P.:"Intcrpolation," Bailliere, London, 1937.
1.05 Chapra, S. C, and R P. Canale: "Numerical Methods for Engineers," 2d cd., McGraw-Hill, New York
3.11 ZurmQhl, R.:"Praktische Mathematik," 5th ed.,Springer, Berln, 1965.
1988.
1.06 Collatz, L.: "Functional Analysis and Numerical Mathcmatcs," Academic, New York, 1966. C.4 NUMERICAL INTEGRALS
1.07 Demidovich, B. P., and I. A. Marn; "Computational Mathematics," Mir, Moscow, 1981. 4.01 Davis, S., and P. Rabinowitz: "Methods ofNumerical Integration," Academic, New York, 1975.
1.08 Froburg,C. E.: "Numerical Mathematics," Benjamin-Cummings, Reading, Mass., 1985. 4.02 Gradshteyn, I. S., and I. M. Ryzhik: "Tables ofIntegris, Series and Products," 4th ed., Academic, New
York, 1965.
1.09 Hamming, R.: "Numerical Methods for Sciensts and Engineers," 2d ed., McGraw-Hill, New York, 1973.
1.10 Hildebrand, F. B.: "Introduction to Numerical Analysis," McGraw-Hill, New York, 1956.
4.03 Grobner, W., and N. Hofreiter "Intcgraltafcln," 4th cd., vols. I, II,Springer, Vienna, 1965.
1.11 Jain, M. K., S. R K. Inycngar, and R K. Jain: "Numerical Methods for Sdentifc and Engineerng
4.04 Krylov, V. I.: "Approximate Calculation of Integris," Macmillan, New York, 1962.
Computations," Halstead, New York, 1982. 4.05 Nikosky, S. M.: "Quadrature Formulas," Fizmatgiz, Moscow, 1958.
1.12 Johnson, L. W., and R D. Riess: "Numerical Analysis," 2d ed., Addison-Wesley, New York, 1982. 4.06 Spiegel, M. R.: "Mathematical Handbook," McGraw-Hill, New York, 1968.
1.13 Korn, G. A., and T. M. Korn: "Mathematical Handbook for Scientists and Engineers," 2d ed. 4.07 Spiegel, M. R: "Schaum's Outline of Finite Diflerences and Diflerence Equations," McGraw-Hill New
McGraw-Hill, New York, 1968. York, 1971. '
1.14 Marchuk, G. I.: "Methods of Numerical Mathematics," Springer, New York, 1975. 4.08 Stroud, A.: "Approximate Calculation ofMltiple Integris," Prcnticc-Hall, Englewood Clifls, NJ., 1971.
1.15 Pachner,J.: "Handbook of Numerical Analysis Applications," McGraw-Hill, New York, 1984. 4.09 Stroud, A, and D. Secrest: "Gaussian Quadrature Formulas," Prentice-Hall, Englewood Clifls, NJ., 1966.
1.16 Ralston, A., and P. Rabinowitz: "A First Course in Numerical Analysis," McGraw-Hill, New York, 1978.
C.5 SERIES AND PRODUCTS OF CONSTANTS
1.17 Scarborough, J. B.: "Numerical Mathematical Analysis," 3d ed., Johns Hopkins, Baltimore, 1955.
1.18 Scheid, F.: "Schaum's Outline of Numerical Analysis," McGraw-Hill, New York, 1968. 5.01 Adams, E. P.: "Smithsonian Mathematical Formulas," The Smithsonian Institute, Washington, 1922.
1.19 Tod, J.: "Survey of Numerical Analysis," McGraw-Hill, New York, 1962.
5.02 Bromwich, T.J.: "Introduction ofthe Theory ofInfinite Series," Macmillan, London, 1926.
1.20 Turna, J. J.: "Engineerng Mathematics Handbook," 3d ed., McGraw-Hill, New York, 1987.
5.03 Erdclyi, A: "Asymptotic Expansions," Dover, NewYork, 1956.
1.21 Turna, J. J.: "Handbook of Physical Calculations," 2d ed., McGraw-Hill, New York, 1983.
5.04 Fort, T.: "Infinite Series,"Oxford, New York, 1930.
1.22 Turna, J. J.: "Technology Mathematics Handbook," McGraw-Hill, New York, 1975.
5.05 Jolley, L. B.: "Summation of Series," 2ded.,Dover, New York, 1948.
1.23 Young, D., and R. T. Grcgory: "A Survey of Numerical Mathematics," vols. I, II, Addison-Wesley,
5.06 Knopp, K.: "Theory and Application of Infinite Series," Blackie, London, 1963.
Reading, Mass., 1972. 6.07 Smail, L. L.: "Elements ofthe Theory ofInfinite Processcs," McGraw-Hill, New York, 1923.
C.2 NUMERICAL CONSTANTS C.6 ALGEBRAIC AND TRANSCENDENTAL EQUATIONS
2.01 Artin, E.: "The Gamma Function," Holt, New York, 1964. 6.01 Acton, F. C: "Numerical Methods ThatWork,", Harper & Row, New York, 1970.
2.02 Beckmann, P.: "A History on," 3d ed., St. Martin's New York, 1974. 6.02 Bairstow, L.: "Investigations Rclating to the Stability ofthe Aeroplane," Repon and Memoranda No. 154
AEA, Washington, D.C., 1914.
2.03 Dwigrft, H. B.: "Tables of Integris andOther Mathematical Data," 4thed., Macmillan, New York, 1961.
2.04 Jahnke, E., and F. Emden: "Tablcs of Functions," Dover, New York, 1945.
6.03 Dickson, L. E.: "Algcbraic Theories," Dover, New York, 1959.
2.05 Losen, F.,and F. Schoblik: "Die Fakutat und Vervandte Funktionen," Teubner, Leipzig, 1962.
6.04 Housholdcr, A.S.: "Principies ofNumerical Analysis," McGraw-Hill, New York, 1953.
2.06 Niclscn, N.: "HandbuchderTheorieder Gammafunktion," Teubner, Leipzig, 1906.
6.05 Ropa], Z.: "Numerical Analysis," Wilcy, NewYork, 1955.
2.07 Perron, O.: "Die Lehrc von Kettenbrchen," vols. I, II, Teubner, Stuttgart, 1957.
6.06 Kunz, K. S.: "Numerical Analysis," McGraw-Hill, New York, 1957.
2.08 Sibagaki, W.:"Theoiy andApplications of the Gamma Function," Iwanami Syoten, Tokyo, 1952.
6.07
^vlI'JL*" ThC Eva,uaton of Zcros of Hh DcSne Polynomials, Pkilos. Trtms. R. Soe. Lmdon, Ser. A.,
2.09 Titchmarsh, E. C: "The Zeta Function ofRiemann," Cambridge, London, 1930. 6.08 Upensky, J. V.: "Theory of Equations," McGraw-Hill, New York, 1948.
2.10 Wahl, H. S.: "Analytical Theory of Continued Fractions",Van Nostrand, New York, 1948. 6.09 Zurmhl, R.: "Praktische Mathematik," 5thed., Springer, Berln, 1965.
C.3 NUMERICAL DIFFERENCES
C.7 MATRIX EQUATIONS
3.01 Boole, G.: "Finite Differences," 3d ed., Stechert, New York, 1931.
3.02 Fort, T: "Finite Diflerences and Difference Equations," Oxford, New York, 1948.
7.01
E?TT' KP^'I *nd'''J' Tuma: Influence Uncs for Continuous Beams, OUa., State Urna. Agri. Appt. Sci., En?.
3.03 Jordn, C: "Calculus of Finite Diflerences," Chelsea, New York, 1947. 7.02
l^^^Jh-^, ?' .S?" "ComPutd<"> Solution of Linear Algebraic Systems," Prentice-Hall,'
3.04 Kunzmann, J.: "Mthodes Numriques," Dunod, Paris, 1959. Englewood Clifls, NJ., 1967.
3.05 Milne, W. E.: "Numrica!Calculus," Princeton, Princeton, NJ., 1949.
7.03 Gantmacher, F. R.: "Matrix Theory," vols. I, II, Chelsea, New York, 1950.
3.06 Milne-Thompson, L. N.: "Calculus of Finite Diflerences,"Macmillan, London, 1951.
7.04 Orâ,J., and.W. Reinboldt: "Iterativc Solution ofEquations ofSeveral Variables," Academic, New York,
-.&
mmmit >RW
i i i
398 References and Bibliography References and Bibliography 399
C.7 MATRIX EQUATIONS iContlnued) CIO SPECIAL FUNCTIONS (Continued)

7.05 Pipes, L. A.: "Matrix Methods for Engineers," Prentice-Hall, Englewood Clifls,NJ., 1963. 10.12 Rainville, E. D.: "Special Functions," Macmillan, New York, 1960.
7.06 Smirnov, V. I.: "Linear Algebra and Group Theory," McGraw-Hill, New York, 1961. 10.13 Sansn, G.: "Orthogonal Functions," Wilcy, New York, 1959.
7.07 Stephenson, G.: "An Introduction to Matrices,Scts and Groups for Sdence Studcnts," Dover New York 10.14 Spanicr, J., and K. B. Oldham: "An Atlas of Functions," Hcmisphere, New York, 1987.
1986.
10.15 Whittaker, E.T, and G. N. Watson: "ACoursc ofModcm Analysis," 4th ed., Cambridge, London, 1952.
7.08 Turna,J. J.: Analysisof Continuous Beamsby Carryover Moments,ASCEJ.Struct. Dio.vol. 84, 1958.
7.09 Varga, R. S.: "Iterative Analysis," Prentice-Hall, Englewood Clifls, N.J., 1962. C.11 ORTHOGONAL POLYNOMIALS
7.10 Westlake, J. R.: "Handbook of Numerical Matrix Inversions and Solutions of Linear Equations" Wilcy
New York, 1968. 11.01 Askcy, R. A. (cd.): "Theory and Applications ofSpcdal Functions," Academic, New York, 1975.
7.11 Young, D.: "Iterative Methods for Solution ofLarge LinearSystems," Academic, New York, 1971. 11.02 Johnson, D. E., andJ. R.Johnson: "Mathematical Methods in Engineerng and Physics" Prentice-Hall
Englewood Clifls, NJ., 1982.
7.12 Zurmhl, R.: "Matrizcn," 3d ed., Springer, Beriin, 1961.
11.03 Madclung, E.: "Die Mathcmatisdien Hihsmiticl des Physikcrs," 7th cd., Springer, Bcrlin, 1964.
C.8 EIGENVALUE EQUATIONS 11.04 Szeg, G.: "Orthogonal Polynomials," American Mathematical Socicty, New York, 1959.
8.01 Collatz, L.: "Eigenwetcaufgabcn mit Technischen Anwcndungcn," Springer, Berln, 1959.
11.05 Sncddon, I. N.: "Spcdal Functions ofMathematical Physics and Chemistry," Olivcr &Boyd, Edinburgh,
8.02 Faddcev, D. K., and V. N. Faddccva: "Computational Methods of Linear Algebra," Frccman, San 11.06 Shotah, J. A.,E. Hillc, andJ. L. Walsh: Bibliography onOrthogonal Polynomials, Bull. Nati. Res. Counc. no
Francisco, 1963. 103, 1940.
8.03 Gourlcy, A. R., and G. A. Watson:"Computational Methods for Matrix Eigenproblcms," Wilcy New York. 11.07 Tricomi, F. G.: "Vorlcsungcn bcrOrthogonalrcihcn," Springer, Bcrlin, 1953.
1973.
8.04 National Bureau of Standards: "Simultancous Linear Equations and the Dctcrmination of Eigenvalues,"
Applied Mathematics Series, no. 29, Washington, 1953. C.12 LEAST-SQUARES APPROXIMATIONS
8.05 National Bureau of Standards: "Simultancous Linear Equations and the Dctcrmination of Eigenvalues," 12.01 Clenshaw, C.W.: "ANote onthe Summation ofChebyshev Series," Malh. Tables Aids Comp., vol. 9, 1955.
Applied Mathematics Series, no. 38, Washington, 1954.
12.02 Davis, P.J.: "Intcrpolation and Approximation," Dover, New York, 1975.
8.06 Willcinson, J.: "The Algcbraic Eigenvalue Probiems,", Oxford, London, 1965.
12.03 Fox, L.,and I. B. Parker: "Chebyshev Polynomials in Numerical Analysis," Oxford, London, 1968.
C.9 SERIES OF FUNCTIONS 12.04 Lanczos, C: "Applied Analysis," Prentice-Hall, Englewood Clifls, N.J., 1956.
9.01 Calson, B., and M. Goldstcin: "Rational Approximation of Functions," I-os Alamos Scicntific Laboratory 12.05 Lawson, C. L., and R. J. Hanson: "Solving Least-Squares Probiems," Prentice-Hall, Englewood Clifls,
N.J., 1974.
LA-1943, Los Alamos, N. Mex., 1955.
9.02 Clenshaw, C. \V.: Polynomial Approximations to Elementary Functions, Math. TabUs Aids Comp vol 8 12.06 Powell, M.J.: "Approximation Theoryand Methods," Cambridge, London, 1981.
1954. 12.07 Rivlin, T. K.: "An Introduction to the Approximation of Functions," Dover, New York, 1981.
9.03 Hastings, C: "Approximations for Digital Computors," Princeton Univ. Press, Princeton, N.J., 1955.
9.04 Mangulis, V.: "Handbook or Series," Academic, New York, 1965. C13 FOURIER APPROXIMATIONS
9.05 Meinardus, G.: "Approximations of Functions," Springer, New York, 1967. 13.01 Carslow, H. S.: "Theory of Fouricr Series and Integris," Dover, New York, 1930.
9.06 Ralston, A., and H. F. Wilf (cds.): "Mathematical Methods for Digital Computers," vol. I, Wilcy New 13.02 Churchill, R. V.: "Fouricr Series and Boundary Valu Probiems," 2ded., McGraw-Hill, New York, 1963.
York, 1960.
9.07 Rice,J. R.: "Approximations of Functions," Addison-Wesley, Reading, Mass., 1964.
13.03 Franklin, P.: "Introduction toFourier Methods and the Laplace Transforms," Dover, New York, 1958.
9.08 Schwartz,I. J.: "Introduction to the Operations with Series," Chelsea, New York, 1924.
13.04 Jackson, D.: Fouricr Series and Orthogonal Polynomials, Cana Math. Monogr. no. 6, Mathematical
Assodation of America, 1941.
13.05 Rogosinski, W.: "Fourier Series," Chdsca, New York, 1950.
CIO SPECIAL FUNCTIONS
13.06 Tolstov, G. P.: "Fourier Series," Dover, New York, 1976.
10.01 Andrews, L. C: "Special Functions," Macmillan, New York, 1985.
13.07 Zygmund, A.: "Trigonomctric Series," Dover, New York, 1955.
10.02 Alien, E. E.: Analytical Approximations, Math. Tables Aids Comp., vol. 8, 1954.
10.03 Alien, E. E.: "Polyrjomial Approximations to Some Modified Bessel Functions," Math. Tables Aids Comb,
vol. 10, 1956. C.14 LAPLACE TRANSFORMS
10.04 Bell, W. W.: "Special Functions," Van Nostrand, London, 1968. 14.01 Churchill, R. V.: "Operational Mathematics," 2d cd., McGraw-Hill, New York, 1958.
10.05 Carlson, B. C: "Special Functions of Applied Mathematics," Academic, NewYork, 1977. 14.02 DiStcfano III, J. J., A. R. Stubbcrud, and I. J. Williams: "Schaum's Oudinc of Fccdback and Control
Systems," McGraw-Hill, New York, 1967.
10.06 Erdclyi ct al.: "Higher Transcendental Functions, ' vols. I to III, McGraw-Hill, New York, 1955.
10.07 Klein, F.: "Vorlcsungcn ber die Hypergcomctrisc 4c Funktion," Teubner, Berln, 1933. 14.03 Doetsdi, G.: "Thcoric und Anwendung der Laplace-Transformation," Springer, Bcrlin, 1937.
10.08 Lebedev, N. N.: "Special Functions and Their Ap;>lications," Dover, New York, 1972. 14.04 Doctsch, G., H. Knicss, and D. Voelkcr "Taballen zur Laplace-Transformation and Anldtung zum
Gebrauch," Springer, Bcrlin, 1947.
10.09 Magnus, W., F. Oberhettingcr, and R. P. Soni: "Formulas and Theorems of the Spcdal Functions of .
Mathematical Physics," Springer, New York, I96C 14.05 Erdclcyi, A, W. Magnus, F. Oberhcttingcn, and F. Tricomi: "Tablcs of Integral Transforms." vols I II
McGraw-Hill, New York, 1954.
10.10 McLachlan, N. Wj; "Bessel Functions for Enginecs," Oxford, London, 1955.
14.06 Spiegel, M. R.:"Schaum's Oudinc of Laplace Transforms," McGraw-Hill, New York, 1965.
10.11 Oberhettingcr, F., and W. Magnus: "Anwendum der Elliptischea Funktionen in Physk und Tcchnik," >
Springer, Berln, 1949. 14.07 Widdcr, D. V.: "TheLaplace Transform," Princeton Univ. Press, Princeton,' NJ., 1941.
^ "1 1 D ' r_rî
402 Index Index

403
Beam-column, 15.22 Candela (cd, SI unit, luminous Ddu (6, A, Greek letter), B.10 Drvergencc: Euler's constant y. Finite series (Cot.):
Beam deflection, 15.10 intensity), B.11 Derivative(s): produets, 2.05 definition, 2.19 powersof fractions, 5.15, S.I6
Beam vbration: Cany-over mcthod, 7.14 dreular (trigonometric) series 2.01 table, frontcndpaper powers ofintegers, 5.11,5.12
by Laplace transforms, 16.15 Cataln constant G= 2(2), 2J27 functions, 9.07 Divideddiflerences, 3.01, S.09 Euler's method, 15.27 produetsof fractions, 5.25,5.26
by separation ofvariables, 16.09 Cauchy's test ofconvergence, 2.02 definition, 3.05 Double factorial (in), (2n-1)!!: Everett'sinterpolation: producs ofnumbers, 5.27,5.28
Bcrnoulli number Bm: Cayley-Hamilton's theorcm, 8.04 by diflerences, 3.20,3.21 definition, 2.30 application, 3.14 sinc terms, 550
definition, 2.22 Cdsius degrec(*C,MKS unit, exponential functions, 9.05 table, A.03 formula, 3.11 transcendental terms, 532
taUe, A.10 temperature), B. 14 Fourier series, 13.14 Dync(MKS unit, forc), B.15 Exa-(SI prefix, E= 1018), B.10 transformations, 5.07
Bcrnoulli porynomial Bm(x): Central diflerence 6: higher (su Highcr dcrivatives) Exponential function *', a", 9.05 First-orderordinary diflerential
definition, 2.23 definition, 3.01 hyperbolic functions, 9.08 Exponential integris, Ei(x), cquation:
table, A.09 operations, 3.02 Laplace transforms, 14.02 Eigenvalu: (x): Adams-Bashforth-Moulton
Bessd functions: rdations, 3.03 logarithmic functions, 9.06 definition, 8.01 definition, 10.01 method, 15.29
ordinary,,/,!*), YAx): table, 3.04 power series, 9.02 diflerence equations, 8.11 graphs, 10.02 Euler's method, 15.27
dcfinitions, 10.08 Central mcans pt: Determinant solution (equations), diflerential equations, 15.39, numerical evaluation, 10.03 Hamming's method, 15.29
graphs, 10.09.10.10 definition, 3.01 7.02 15.40 table, A14 Laplace transform method,
numerical evaluation, 10.11 operations, 3.02 Diagonal matrix, 7.02 methods, 8.05 to 8.11 Extrapolation,4.06 15.02, 15.03
tables, A16.A.I7 relations, 3.03 Diflerentialequation: properties, 8.02
predictor-corrector method,
modified, /,(x), K,(x): Chebyshev approximation, 12.06 ordinary: theorems, 8.04
15.30
definitions, 10.13 Chebyshev functions T,(x), U,(x), dassification, 15.01 Eigenvector Factortheorcm, 6.13 Runge-Kutta method, 15.28
graphs, 10.15 11.14 dosed-form solution, 15.01 definition, 8.02 Factorial ( )!: transport method, 15.31
numerical evaluation, 10.16 Chebyshev integration formula, definition, 15.01 properties, 8.03 definition, 2.09 Foot (ft, FPS unit, length), B.15
tables, A.18, A19 4.13 dgenvalucs, 15.39 to 15.41 Elastic foundation, 15.17 gamma function, 2.28 Forccd vibratlon, 15.07
spherical,j',(x),_r,(x): Chebyshev polynomials: finite-diflerence methods and Electron charge e, back cndpaper series, 5.17, 5.18 Forward diflerences A (su Finite
dcfinitions, 10.12 regular T,(x), /,(x), 11.15 solutions, 15.34 to 15.40 Electron mass mt, back cndpaper table, A.03 diflerences)
graphs, 10.12 shifted T?(x), 12.07 first-order (su First-order Ellipticequations, 16.01,16.07 Factorial polynomial X^"*, Al-"': Fourierapproximations:
trigonometric formulas, 10.12 Chi (X, X, Greek letter), B.10 ordinary diflerential Elliptic integris E(k, <f>), F(k, <f>), definition, 2.11 coeffiricnts, 13.03
sphercal modified,i,(x), *,(x): Cholcsky mcthod, 7.08 equation) n(k,a,4>): operations, 2.12,2.30 definition, 13.01
definitions, 10.17 Circular mili (FPS unit, arca), Fouricr series solution, 15.02 ' definition, 10.05 series, 5.17, 5.18 even functions, 13.04
graphs, 10.17 back cndpaper fourth-order equations, 15.14, numerical evaluation, 10.06 Factorization theorcm, 6.13 exponential form, 13.12
trigonometric formulas, 10.17 Comparison test ofconvergence, 15.19,15.23,15.37 table, A20 Fahrenhdt degree (*F, FPS unit, odd functions, 13.05
Bessd's integration formula, 4.09 2.02 Laplace transform solutions, English system (U.S.customary): temperature), B.13 rectangular functions, 13.06,
Bcssel's intcrpolation formula, Conditionally convergent: 15.03 to 15.24 conversin factors, B.14 Farad (F, SI unit, capadtance), 13.07
3.12 produc, 2.05 methods ofsolution, 15.01 units, B.12 B.ll
trapezoidal functions, 13.10
Beta (B, B, Greek lener), B.10 series, 2.01 multistep methods, 15.29 to Epsilon (e, E, Greekletter), B.10 Faradayconstant 9, back trigonometric functions, 13.11
Beta function B(m,), 2.31 Congrucnce, 8.03 15.31 Equations: cndpaper Fourier series:
Biharmonic equations, 16.24 Continued fractions, 2.07 numerical solutions, 15.25 algcbraic,6.01, 6.07,6.16 Fibonacd number, 2J2.X concept, 13.01
Convergence: second-order equation (ser dgenvalue, 8.01 Fikm'sintegration,4.18
Binomial cocfficknt I j: ofproduct ofconstant terms, Second-order ordinary matrix, 7.01 Finitediflerences A, V, 6:
operations, 13.14
definition,2.09 ' Fourth-order ordinarydiflerential
2.05 differential equation) ordinarydiflerential(su applications:
product, 2.15 equations:
ofseries ofconstant terms, 2.02 series solutions, 11.01 to 11.07 Differential equation, equations, 15.34to 15.40, finite-diflerence method, 15.37,
series, 2.15,2.16
ofseries of functions, 9.01,9.02 single-stcp methods, 15.26 to ordinary) 16.16 to 16.27
Binomial equations, 6.02 15.38,15.40
Convergent, 2.07 . 15.28,15.33 partialdifferential(su interpolation, 3.07 to 3.19
Binomial function: Laplace transform method,
Convolution integral, 15.04 systems ofequations, 15.31 to , Differential cquation, series, 9.03
definition, 2.11 15.14 to 15.24
Cosme circular (eos), 9.07 15.33 ^ partial) definition, 3.01
operations, 2.12 Fresnd integris,10.04
Cosine hyperbolic (cosh), 9.08 transport method, 15.31,15.32 transcendental, 6.07 error, 3.05
relation to gamma function, 2.30
Cosine integris, 4.17,9.07 partial: Error function erf (*): operations, 3.05
Binomial series:
Cosine series: dassification, 16.01,16.02 '. definition, 10.01 operators, 3.02
particular cases, 2.14 Galln (FPS unit, volunte), B.15
finite, 5.32 definition, 16.01 ; \ graph, 10.02 rdations, 3.03,3.20 to 3.22
relations, 2.13 Gamma (y, I\ Greek letter), B.10
infinite, 5.33 fimte-duTerencc mcthod and A table, A.15 tables, 3.04
Biscction mcthod, 6.08 Gamma function T(x):
Cramer's rule, 7.02 solutions, 16.16 to 16.28 . A Eta (n, H, Greekletter), B.10 Finitc series:
Bohr magneton ftB, back cndpaper definition, 2.28
Cubic equation, 6.03 hyperbolic, 16.01,16.20 Euler-MacLaurin formula: approximation sum, 5.04
Boundary-value problem: numerical evaluation, 2.29
Laplace transform method :-~; integration, 4.10 arithmetic, 5.08
ordinary difierential equations, table, A.03, A.04
Danidvsky's method, 8.08 and solutions, 16.12 to seriessuremation, 5.05 arithmogeometric, 5.09,5.10
15.25 Gauss-Chebyshevquadrature, 4.14
Decadic (common, Brigg's) 16.16 Euler number ,: binomial coefficients, 2.15, 2.16
partial diflerential equations, GausseUmination method, 7.06
logarithm (log), 9.06 methods ofsolution, 16.02 definition, 2.24 classification, 5.01
16.01 Gauss-Legcndrc quadrature,4.12
Dea-(SI prefix, d = 10_l),B.12 separation-of-variables '. table, A.12 cosine terms, 5.31 Gaussquadratures,4.11
Brauer' theorcm, 8.04
Definte integral: method and solutions, Euler poh/nonal ,(x)t dedmal numbers, 5.19 to 5.22 Gauss-Seidd method, 7.13
Brtish thermal unit (BTU, FPS
definition, 4.01 16.03 to 16.11 definition, 2.25 definition, 5.01 Geometric series:
unit, encrgy), B.15 table, A.11
numerical methods, 4.03 Digarama function S>(x): exact sum, 5.03 baste case, 5.08
properties, 4.02 definition, 2.32 Euler's constant f. ( factorial polynomials, 5.17,5.18 finitealternating, 5.30
Calorie(cal, MKS unit, encrgy), Defiation theorcm, 6.13 numerical evaluation, 233 definition, 2.18 geonactriof&OB' . : - finitcrnonotonicT 5.29 ,.
B*l& "Degree (angte)7lrotndpaper ~taoTerA.05~ table,fiont endpaper harmonic,5.I3.-5.14',:., ... -^ ... infinh^SJSS^^^'^di:!
^Sllt)^
^ '~^1 ' "1 ~H V":H f^=^
^ ^ m
404 Index Index

405
Gerschgorn's theorem, 8.04 Indefinite integral: Iota ((, I, Greek letter), B.10 Lightyear, B.l5 Omega(, Q, Greekletter),B.10 Product:
Giga- (SI prefix. G - 10*), B.12 Bcrnoulli polynomials, 2.23 Iterative methods: Liter (L, MKS unit, volume), B.IS Orden
Bairstow's method, 6.18
of binomialcoeffidents, 2.15,
Glossary of symbols. Appcndix B Bessel functions, 10.09, 10.10, Lobatto integration formula, 4.16 ofderivative, 3JO 2.16
Goursat's quadrature, 4.17 10.15 bisection mcthod, 6.08 Logarithmic integral function: of differential equation, 15.01, ofnumbers, 2.04
Graham approximation, 12.04 binomial coeffidents, 2.12 carry-over method, 7.14 definition, 10.01 16.01 of series, 9.14
Gravitation acoderauon g, B.13, drcular cosine, 9.07 direct methods, 6.11,6.12 graph, 10.02 Ordinary diflerential equation (su
dreular sine, 9.07 Gauss-Sddd method, 7.13 numerical evaluation, 10.03
Protn mass mf,back cndpaper
B.I4 Difierential equation,
inverse power method, 8.06 Psi (ip, V, Greek letter). B.10
Gravitaonal constant G, back definition, 4.01 Lumen (Im, SI unit, luminous ordinary)
cndpaper Euler polynomials, 2.25 Ncwton-Raphson method, 6.10, flux), B.l 1 Ordinary point, 11.01
Greek alphabet. B. 10 exponential functions, 9.05 6.17
Orthogonal polynomials, 11.08
hyperbolic cosine, 9.08 power method, 8.05 Quadratic equation, 6.02
Gregory-Newion series, 9.03 Ounce (FPSunit, mass),B.15
regula falsi mcthod, 6.09 Quart (FPS unit, volume). B.15
hyperbolic sine, 9.08 MacLaurin's series, 9.03 Quartic equation, 6.04, 6.05
Harmonic analysis ue Fourier logarithmic functions, 9.06 Matrix equations:
series) properties, 4.02 carry-over mcthod, 7.14
Harmonic series: Infinite produets: Joint load, 15.34
dassification, 7.01 Partial dcrivatives: Radau integration formula. 4.15
alternating decmal number, definition, 2.04 Joule (j, SI unit, encrgy), B.l 1
determinant mcthod, 7.03 definitions, 16.01 Radian(rad, SI unit, angle):
5.21 fractions, 5.27, 5.28 elimination methods, 7.06 to finite-diflerence approximations, definition, B. 11
alternating intesers, 5.14 Infinite series of constants:
Kappa (k, K, Greek letter), B.10 7.11 16.16
arithmogcometric series, 5.09,
numerical valu, front cndpaper
monotonic decimal numbers, inverse mcthod, 7.04, 7.05, 7.12 Partial diflerential equations(set
Kelvin (K, SI unit, temperature), Radiusofconvergence, 9.02
5.21 5.10 iteration mcthod, 7.13
B.l I Difierentialequations, Ratio test, 2.02, 9.02
monotonic mecen, 5.13 definition, 2.01 spcdal cases, 7.02 partial)
Kelvin model, 15.06 Regula falsi method, 6.09
Hecto- (SI prefix. fa = I0?), B.12 geometric series, 5.08
Kilo- (SI prefix, k = 10J), B.12 Mega- (SI prefix, M = I06), B.I2 Pascal (Pa, SI unit, pressure), Remaindcr theorcm, 6.13
Hermite functior. .(x),H*(x), harmonic series, 5.13, 5.14
Kilogram (kg, SI unit, mass), B.l I Meter(m, SI unit, length), B.l 1 B.ll Rho (p, P, Greek letter), B.10
11.17 powersof fractions,5.15, 5.16 Metric system (MKS), B.I4 Periodic function:
Kilogram-lbrce (kgf, MKS unit, Ricmann Zeta functions Zu),
Hermite polynomiil H,(x), H*(x), transcendental series, 5.33 Micro- (SI prefix,i = I0"6), B.12 Fourier series, 13.04, 13.05
Infinite series of functions:
forc), B.I4, B.15 (r), 2.26, 2.27
11.7
Knot (FPS unit, speed), B.15 Mile (FPSunit, length), B.15 integral of, 4.02 Root theorcm, 6.13
Higher derivati\*s: applications, 9.04 Krylov method, 8.07 Milli-(SI prefix, m = I0"1), B.12 Laplace transform, 14.06
Bcrnoulli polynomials, 2.23 definition, 9.01
Kummcr's transformaron, 5.07 Minute of degrec(angularunit), Peta- (SI prefix, P= I0'*),B.12
Bessel functions. 10.09, 10.10, Initial valu problcm: front cndpaper Phi (4>, <J, Greek letter), B.10
ordinary diflerential cquation,
Second (common unitof angle),
10.15 Mole (mol, SI unit, substance), Physical constants, back cndpaper front cndpaper
binomial coefnoents, 2.12 15.01 Lagrange's integration formula, B.ll Pi function n(x): Second (s, SI unit, time), B.12
drcular cosine. f.'Ti partial diflerential equation, 4.03 Monotonic series, 2.01 definition, 2.31
Lagrange's interpolation formula, Second-order ordinary diflerential
drcularsine. 9 '-' 16.01 Mu (u, M, Greek letter), B.10 table, A.04
equation:
Euler polynoimals. 2.25 Interpolation: 3.08,3.14 Multiplication: Pico-(SI prefix, p= I0",s), B.12
Laguerre function L,(x), L*(x), finitc-dTcrence solution. 15.35,
exponential fuo.-aons, 9.05 bivariate, 3.19 of Fourier series, 13.14 Pint (FPS unit, volume), B.15 15.36
factorial polynccnials, 2.11 definition, 3.07, 3.15 11.16
of power series, 9.14 Planck constant h,back cndpaper
Laguerre polynomials /-,(*), Fourierseries solution, 15.02
hyperbolic cosme. 9.08 direct formulas, 3.08 to 3.13, Poisson's equation, 16.19, 16.27
Lix), 11.16
Laplacetransformsolution,
hyperbolic sine. 9.08 3.16 Polygamma function q>{m)(x): 15.08, 15.09, 15.12. 15.13
logarithmic functions, 9.06 inverse formulas. 3.18 Laplace transform: definition, 2.34
antiperiodie functions, 14.07 Nano-(SI prefix,n = 10"'), B.12 seres solution, 11.01 to 11.07
Higher difierenoes: Inverse of matrix: numerical evaluation, 2.35 Scquence:
dcfinitions. 3.(C banded matrix, 7.05 basic properties, 14.02 Natural logarithm of2, 2.20 table, A.05
Nested series, 1.07, 9.03 ofconstants, 2.01
matrices. 3.22 general case, 7.04 definition, 14.01 Ponding problcm, 15.18
derivatives, 14.03 Neumann function N,(x), 10.07 of functions, 9.01
operators. 3.03 by partitoning, 7.12 Pound-force (lbf,FPS unit,forc),
Neutrn mass m backcndpaper Seres ofconstant terms:
Higher transcendental functions, Inverse drcular cosine (arceos, integris, 14.03 B.13, B.I5
periodic functions, 14.06 Newton (N, SI unit, forc), B.l I algcbraic terms, 5.08 to 5.10,
10.01 eos"'), 9.11 Pound-mass (Ib,FPS unit,mass),
Newton-Cotes formulas,4.05 5.29, 5.30
Horsepower ihp. FPS unit, Inverse drcular sine (aresin. ramp functions, 14.05 B.13, B.15
Newton-Gregoryformulas, 4.08 binomial coefiicients, 2.13 to
poweri. B 13 sn-'),9.ll unit functions, 14.04 Poundal (pd, FPS unit, forc),
Ncwton-Raphson method: 2.16,5.17,5.18
Horsepower(hp. MKS unit, Inverse drcular tangent (arctan, Laplace's diflerential equation: B.13, B.15
mltiple roots, 6.10 dedmal number, 5.19 to 5.22
power!. B.I4 tan-'),9.l3 finite-diScrenccs, 16.18 Power method, 8.05
single roots, 6.10 definition, 5.01
Hyperboliccosinecosh), 9.08 Inverse hyperbolic cosine separation of variables, 16.03 Power seres:
Newton's interpolation, 3.09,3.10, factorial polynomials.5.17. 5.18
Hyperbolic cosineintegral Ci(x), (arecosh. cosh"'). 9.12 Least squares, methods of, 12.01 dedmal numbers, 5.19, 5.20
Least-squares line, 12.02 3.14 integers, 5.11 to5.I6
10.01 Inverse hyperbolic sine (aresinh, definition, 9.02
Least-squares parbola, 12.03 Nu (v, N, Greek letter), B.10 producs of fractions. 5.23 to
Hyperbolic parta!diflerential sinh"'), 9.12 diflerentiation, 9.02
Numerical diflerentiation, 3.20, 5.28
equation: Inverse hyperbolic tangent Legendre approximation, 12.05 divisin, 9.14
3.21 tests of convergence.2.02
definition. 16.01 (arctanh. tanh"'), 9.13 Legendre functions P,(x), Q,{x), integers, 5 11,5.13
Numerical integration, 4.03 transcendental terms, 5.33
numerical soluooo, 16.20 Inverse Laplace transforms: 11.09 integratioi 9.02 trigonometric terms, 5.31. 5.32
Hyperbolic sine smh), 9.08 definition, 14.08 Legendre polynomials P,(x), multiplica! on, 9.14 Series of functions:
Hyperbolicsine integralSi(x), ofirrational functions, 14.12 <L(x): redprocal niegen, 5.15, 5.16 definition, 9.01
10.01 by partial fractions, 14.10 assodated ordinary, 11.12 Odd function: summation. 9.14 exponential functions, 9.05
Hypcrgeomcmc series, 11.18 by quadratic factor, 14.11 associated trigonometric, 11.13 definition, 4.02 transcende nal operations, 9.16 hyperbolic functions, 9.08. 9.10
of transcendental functions, ordinary, 11.10 Fourier series, 13.05 to9.lt
inverse hyperbolic functions,
Inch (in, FPS unr_ length), B.15 14.12 ordinary trigonometric, 11.11 Laplace transform, 14.07 Prndpal axe:. 8.09 9.12,9.13
408
m Index
Series of functions (Comt.): Stirling numbersStf, Sj?\ Trigamma function ipw(x):'
inverse trigonometric functions, definitions, 2.11 definition, 23\ - V , i)
9.11,9.13 operations, 2.11 numerical evaluation, 55
logarithmic fanctions, 9.06 tables, A.07.A.08 table, A.05 *'
operations, 9.14 to 9.18 Srirling's expansin:
trigonometric fimctions, 9.07, formulas, 2.09
9.09 tables, 139,233,235 Unifonn convergence:
SI units(SystemeInternational), Srfing'sintegrationformula, 4.09 seriesofconstants, 2.02
B.ll Stirimg's interpolation formula, series of functions, 9.02 '
Sigma (a, E, Greek letter), B.10 S.13 Units ofmeasure:
Simpson's rule: Succcsstvc convergent,2.07 FPS system, B.13
basic form, 4.06 Successive tranformation method, MKS system, B.14
corrected forms, 4.08,4.09 7.07 SI system, B. 11
Simultaneos linearequations: Sum calculus, 5.01 to 5.04 Universal gasconstantR, back
dassification, 7.01,7.02 Synunetrical algcbraic equations, endpaper
determinant solution, 7.03 6.06 Upson (v, Y, Greekletter),B.10
cUminationsolutions, 7.06 to Systemsof units, B.l 1, B.13,B.I4
7.11
inverse solutions, 7.04,7.05, Vbration:
7.12
beam, 16.09,16.10
iterative solutions, 7.13 Tabular interpolation: lumped mass, 15.02,15.09
Sine hyperbolic(sinh), 9.08 definition, 3.15 string, 16.06
Sine-integra) function Si(x): higher form, 3.17 Vieta's product, 2.17
definition, 10.01 linear form, 3.16
numerical evaluation, 10.03 Tangent drcular (tan), 9.09
properties, 10.02 Tangenthyperbolic (tanh),9.09 Walli's product, 2.17
table, A.13 Tangent method, 6.10 Watt (W, SI unit, power), B.l 1
Sine series, 5.31 Tau (r, T, Greekletter), B.10 Wave equation:
Sinc trigonometric(sin), 9.08 Taylor's series, 9.03 finite-diflerence solution, 16.21
Singular point, 11.01 Telescopingpowerseries, 12.08 Laplace transform solution,
Slug (FPS unit, mass), B.15 Tera-(SI prefix, T= IO"), B.12 16.13
Spcdal functions: Test ofconvergence: separation-of-variables
dcfinitions, 10.01 seriesofconstants, 2.02 solution, 16.05
graphs, 10.02 seriesof functions, 9.02
numerical evaluations, 10.03 Thermochemical calorie (cal, J.\-
tables, AIS to A.15 MKS unit, encrgy), B.I4, Xi (, S, Greekletter),B.10
Speed oflight in vacuum, back B.15
cndpaper Theta (6, 6, Greekletter),B.10
Square-root method, 7.11 ; Torr (MKS unit, prasurc),B.15 Yard (yd, FPS unh, length), B.15 /
Standardlinearmodel, 15.06 Transcendentalseries,5.33
Statutemile(FPS unit, length), Trapezoidal rule: ' .
B.15 , .'.y!,.:.- . basic form, 4.06 "* "'." ' Zero factorial 0L 2.09
Steradian (sr, SI unit,sootTangle),
B.l
corrected form, 4.09 vVv Zeta functions
ict Z(r),Z(r)l 2.26, v'*^'
Triangularrxwtrix, 7.02i^, ti . 2J27
I i * I I
400 References and Bibliography

C.15 ORDINARY DIFFERENTIAL EQUATIONS
15.01 Alien, D. N.: "Rclaxation Methods in Engineerng and Science," McGraw-Hill, New York, 1954.
15.02 Babuska, I., M. Prger,and E. Vitsek: "Numerical Proccsses in Difierential Equations," Intcrscience, New
York, 1966.
15.03 Collatz, L.: "Numerical Trcatmcnt of Diflerential Equations," 3d ed., Springer, Bcrlin, 1960.
15.04 Fox, L. (ed.): "Numerical Solution of Ordinary and Partial Diflerential Equations," Pergamon, London
1962.
15.05 Frank,R., und R. V. Mises: "Die Diflerential und Integral Glechungcn der Mechanik und Physik," vols I
II, Dover, New York, 1961.
15.06 Goldbcrg, S.: "Introduction to Diflerence Equations," Dover, New York, 1986.
INDEX
15.07 Grintcr, L. E. (ed.):"Numerical Methods of Analysis in Engincering," Macmillan, New York, 1949.
15.08 Henrid, P.: "Discrctc Variable Methods in Ordinary Diflerential Equations," Wilcy, New York, 1962.
15.09 Hildebrand, F. B.: "Finite-diflerence Equations and Simulations," Prentice-Hall, Englewood Clifls N I
1968.
15.10 Incc, E. L.: "Ordinary Diflerential Equations," Dover, New York, 1956.
15.11 Kamkc, E.: "Differential Gleichungen," 3d cd., Chelsea, New York, 1948. References are made to section numbers for the text material. Numcrs preceded by the letters Aand B
15.12 Lcvy, H., and E. A. Baggolt: "NumericalSolutions of Differential Equations," Dover, New York, 1950. refer to the Appcndixcs. In the dcsignation ofunits and systcms ofunits the following abbrcviations are
used:
15.13 Milnc, W. E.: "Numerical Solution of Differential Equations," Dover, New York, 1970.
avd = avoirdupois thm = thermochemical
liq = liquid try = troy(apothccary)
C.16 PARTIAL DIFFERENTIAL EQUATIONS
nat = nautical FPS = English system
16.01 Ames, W. F.: "Numerical Methods for Partial Differential Equations," Academic, New York, 1977. phs = physical IST = intcrnational steam tablcs
16.02 Batcman, H.: "Partial Differential Equationsof Mathematical Physics,"Cambridge, London, 1959. stu = statute MKS = metric system
tec = tcchnical SI = intcrnational system
16.03 Bcndcr, L., and S. Orzag: "Advanced Mathematics for Engineers," McGraw-Hill, New York, 1978.
16.04 Carricr, G. F., and C. E. Pearson: "Partial Difierential Equations," Academic, New York, 1976.
16.05 Duffy, D. G.: "Solution of Partial Differential Equations," TAB, Bluc RidgeSummit, Pa., 1986.
16.06 Forsythc, G. E., and W. R. Watson: "Finitc Difference Methods for Partial Differential Equations," Wilcy Abel's transformation, 5.07 Approximation of constants Asymptotic series in evaluation:
New York, 1960. Absolutcly convergent: (Cont.): of constants, 5.05
powcr series, 9.02 by produets, 2.17 integris, 4.10
16.07 Gladwell, I., and R. Wait: "Survey of Numerical Metods for Partial Differential Equations," Oxford New
York, 1979. product of constants, 2.04 Approximation of functions: Atmosphere (atm, MKS unit,
series of constants, 2.01 by continued fractions, 9.10 to pressure), B.15
16.08 Havner, K. S.: "Algcbriac Carry-Over in Two-Dimcnsional Systems," dissertaiton, Oklahoma State series of functions, 9.01
University Library, Stillwater, 1959. 9.13 Atomic mass unit u, back
Acre (FPS unit, arca), B.15 by finitc diflerences, 3.07, 9.03 cndpaper
16.09 Jain, M. K.: "Numerical Solution of Differential Equations," Halstcad, New York, 1984. Adams-Bashforth-Moulton by Fouricr series, 13.01 Atto- (SI prefix, a = 10-IB), B.12
16.10 Kardcstuncer, H., and D. H. Norric (cds.): "Finitc Elcment Handbook," McGraw-Hill, New York, 1987. mcthod, 15.29 by least squares, 12.01 Auxiliary Bcrnoulli numberBm:
Algcbraic equations: by powers series, 9.03 definition, 2.22
16.11 Kcttcr, R L., and S. P. Prawel, Jr.: "Modera Methods of Engincering Computation," McGraw-Hill New
York, 1969. definition, 6.01 by rational polynomial, 10.03 table, A.10
roots, 6.16 Arccosinc drcular (arceos,eos-1), Auxiliary Euler number Em:
16.12 Miller, K. S.: "Partial Differential Equations in Engincering Probiems," Prentice-Hall, Englewood Clifls, Algcbraic polynomials: 9.11 definition, 2.24
N.J., 1953.
operations, 6.15 Arccosinc hyperbolic (arecosh, table, A12
16.13 Odcn,J. T.: "Finite Elcmcnts in Nonlincar Continua," McGraw-Hill, New York, 1972. properties, 6.13 cosh-1), 9.12 Avogadro constant A", back
16.14 Panov, D. J.: "Formulas for Numerical Solution of Partial Differential Equations by the Method of synthctic divisin, 6.14 Archimedcs constant t: cndpaper
Diflerences," Ungar, New York, 1963. Alpha (o-, A, Greek letter), B,10 definition, 2.17
16.15 Salvadori, M. G., and M. L. Barn: "Numerical Methods in Engincering," Prentice-Hall, Englewood Clifls, Alternating product, 2.04 table, front cndpaper Backward difference V:
NJ., 1961. Alternating series, 2.01 Arcsinc drcular (aresin,sin-1), definition, 3.01
16.16 Shaw, F. S.: "An Introduction to Rclaxation Methods," Dover, New York, 1953.
Angstrom (, MKS unit, length), 9.11 operations, 3.02
B.15 Arcsinc hyperbolic (aresinh, relations, 3.01
16.17 Soare, M.:"Application of Finitc Difference Equations to Shell Analysis," Pcrgamon, London, 1967. Antisymmetrical equations, 6.06 sinh-1), 9.12 table, 3.04
16.18 Sommerfdd,A: "Partial Differential Equationsof Physics," Academic, New York, 1949. Antisymmctrical functions: Arctangent ireular (arctan, Bairstow's mcthod, 6.18
Fourier series, 13.05 tan- 1,9.13 Banded matrix, 7.05, 7.10
16.19 Southwdl, R V.: "Rclaxation Methodsn Engineerng Srience," Oxford, New York, 1940.
Laplace transforms, 14.17 Arctangent I yperbolic (arctanh, Bar (b, MKS unit, pressure), B.15
16.20 Tikhovov, A N., and A. A.Samarski: "Equations of Mathematical Physics," Macmillan, New York, 1963. Approximate sum, 5.05 tanh '), 9.18 Baseof natural logarithm e:
16.21 Turna,J. J.: "Handbookof Structural and Mcchanical Matrices," McGraw-Hill, New York, 1988. Approximation of constants: Arithmcric s -res, 5.08 definition, 2.18
16.22 Vladimirov, V. S.: "Equations of Mathematical Physics," Dekker, NewYork, 1971. by asymptotic series, 2.29, 2.33, Arithmogeo etric series: table, front cndpaper
2.35 alternating, 5.10 Basic units:
16.23 Zicnkicwicz, O. C: "The FiniteElement Method," 3d cd., McGraw-Hill, New York, 1977. by fractions, 2.18 to 2.21 monotonic 5.09 FPS system, B.13
by powcr series, 2.17 to 2.22, Astronomical unit (MKS unit, MKS system, B.14
2.24, 2.26, 2.27 length ,B.I5 SI system, B.ll

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OTHER McGRAW-HILL REFERENCE BOOKS OF INTEREST

CONCISE ENCYCI.OPEDIA OF SCIENCE AND TECHNOLOGY

DICTIONARY OF SCIENTIFIC AND TECHNICAL TERMS

McGraw-Hill Publishing Company

Jan J. Turna, Ph.D., is Profcssor of Enginccring at Arizona State Preface ix

5. Series and Products of Constants 85

6. Algebraic and Transcendental Equations 119

8. Eigenvalue Equations 157

9. Series of Functions 169

10. Special Functions 195

11. Orthogonal Polynomials 215

12. Least-squares Approximations 237

13. Fourier Approximations 249

14. Laplace Transforms 267

16. Partial Differential Equations 237

AppendixA. Numerical Tables 359

The subjcct material is divided into sixteen chapters covering the

(1) Each page is a table, dcsignated by a tille and section number.

Tempe, Arizona Jan J. Turna

2 1.01 CLASSIFICATION OF METHODS Numerical Calculations

/(0.5) = 5(0.5)2 + 3(0.5) - 2 = 0.75

1.04 APPROXIMATIONS 0F DERIVATIVES

(1) Slirling's numbers SrY\ 9\ (2.11) (5) Natural logarithm of 2 (2.20)

(1) Finite-diflcrence methods (Chap. 3)

(c) Sums of series of special constants are available for:

[<irV]-.,['^-H (C) Iterativo methods introduced in this book are:

exists, the product is said to be convergent and \U\ = .

(b) Examples (d) Example

n('-rTiHid><zi)(izi'--- =0 /j LVi +Vi ) is absolutely convergent, since

(h) Example. Infinite product

wherei3 = (-l)*+'anda'= (-1)"+1.

_ _ /j _ . a, MMj 4- a.,) + a,,

From this table, P_, = 1, G-. =<>, P0 = o, Go = Uand rccurrently,

(a) Factorial of positive integer n s defincd as

(c) Factorial of any number N can be expressed as

(d) Example. For N = 3.785. n = 3, u = 0.785.

(e) Factorial of N > 4 can be approximatcd by Stirling's expansin /-6.4X (-6.4)(-7.4)(-8.4> = ^ ^

A",2' =(X)2! =x(x - 1) =y<2>x +Sf*?x2 (;K)=f+f=![f+f]"

ATJ" =(*)! =x(x - l)(x - 2) [x - (p - 1] =y,* +y<x2 + +S^'V

(d) Powers Xk in terms of factorial polynomials A'"', A'2' , A'(" are

x2 = yW + ^2,A-f' and in general,

x> = ^"A'5" + 9\X 4- + frX\f) (*:)

(d) Particular integris involving M are

(b) Classification. If in the expansin above

n m,p = 1 1 i t J i Tm + ' h -m + 2 (, rm + 3,iT

m 1 . T ../. T /> + "../. ^2/> + mtY. T3/> + m

(f) Example. By series (c). =F =^(--(-H-H-7('=:7(->--))))))

and, |<=5|. s (0.567)(](](]()<0.234)&

Q-Q +OQ +- +Q-*

.l<-O =()-'(:)-0--<-<) ="-')- |<-rO-(0-O+G)-"-^O-'

s oc; i) oooc; )+oc;,)+ ou - c -:) 0 -('^('^(-^('TT-D)))

a = - = 3.141 592 653 589 793 238 462 643

(b) CalCUlation Of a to a dcsired degree of aecuracy can be accomplished by mcans of infinite

2.666666667 2.666666667 3.183 263 598 3.144 388 167

17 3.096053 394 3.112 187 243

19 3.100593 395 3.114002 877

2.19 EULER'S CONSTANT y 27

5(2^+ I)'* ' ] 1 +

e' - 1 fT0 'r! O! 1! 2! 3!

are auxiliary Bemoulli numbers of order r = 0, 1. 2.... (A. 10).

(d) Examples. If B2 = , then by (c), (e) Indefinite integris of B,(x) are

(e) Series representation. For r = 2,3,4,... and a = (- l)'*',

ATJ" =()! =x(x - l)(x - 2) [x - (p - 1] =y, +y<x2 + +S^'V

1 Central means operator p V9k - (j'-irtO,ii)

A"K"o] =2 (" 1>"**Q,' ( =0,1,2,3,...)