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CONTENTS vii
CHAPTER 11
Special Matrices and Gauss-Seidel 300
11.1 Special Matrices 300
11.2 Gauss-Seidel 304
11.3 Linear Algebraic Equations with Software Packages 311
Problems 316
CHAPTER 12
Case Studies: Linear Algebraic Equations 319
12.1 Steady-State Analysis of a System of Reactors (Chemical/Bio Engineering) 319
12.2 Analysis of a Statically Determinate Truss (Civil/Environmental Engineering) 322
12.3 Currents and Voltages in Resistor Circuits (Electrical Engineering) 326
12.4 Spring-Mass Systems (Mechanical/Aerospace Engineering) 328
Problems 331
PART FOUR
OPTIMIZATION 345 PT4.1 Motivation 345
PT4.2 Mathematical Background 350
PT4.3 Orientation 351
CHAPTER 13
One-Dimensional Unconstrained Optimization 355
13.1 Golden-Section Search 356
13.2 Parabolic Interpolation 363
13.3 Newton’s Method 365
13.4 Brent’s Method 366
Problems 368
CHAPTER 14
Multidimensional Unconstrained Optimization 370
14.1 Direct Methods 371
14.2 Gradient Methods 375
Problems 388
viii CONTENTS
CHAPTER 15
Constrained Optimization 390
15.1 Linear Programming 390
15.2 Nonlinear Constrained Optimization 401
15.3 Optimization with Software Packages 402
Problems 413
CHAPTER 16
Case Studies: Optimization 416
16.1 Least-Cost Design of a Tank (Chemical/Bio Engineering) 416
16.2 Least-Cost Treatment of Wastewater (Civil/Environmental Engineering) 421
16.3 Maximum Power Transfer for a Circuit (Electrical Engineering) 425
16.4 Equilibrium and Minimum Potential Energy (Mechanical/Aerospace Engineering) 429
Problems 431
PART FIVE
CURVE FITTING 441 PT5.1 Motivation 441
PT5.2 Mathematical Background 443
PT5.3 Orientation 452
CHAPTER 17
Least-Squares Regression 456
17.1 Linear Regression 456
17.2 Polynomial Regression 472
17.3 Multiple Linear Regression 476
17.4 General Linear Least Squares 479
17.5 Nonlinear Regression 483
Problems 487
CHAPTER 18
Interpolation 490
18.1 Newton’s Divided-Difference Interpolating Polynomials 491
18.2 Lagrange Interpolating Polynomials 502
18.3 Coefficients of an Interpolating Polynomial 507
18.4 Inverse Interpolation 507
18.5 Additional Comments 508
18.6 Spline Interpolation 511
18.7 Multidimensional Interpolation 521
Problems 524
CONTENTS ix
CHAPTER 19
Fourier Approximation 526
19.1 Curve Fitting with Sinusoidal Functions 527
19.2 Continuous Fourier Series 533
19.3 Frequency and Time Domains 536
19.4 Fourier Integral and Transform 540
19.5 Discrete Fourier Transform (DFT) 542
19.6 Fast Fourier Transform (FFT) 544
19.7 The Power Spectrum 551
19.8 Curve Fitting with Software Packages 552
Problems 561
CHAPTER 20
Case Studies: Curve Fitting 563
20.1 Linear Regression and Population Models (Chemical/Bio Engineering) 563
20.2 Use of Splines to Estimate Heat Transfer (Civil/Environmental Engineering) 567
20.3 Fourier Analysis (Electrical Engineering) 569
20.4 Analysis of Experimental Data (Mechanical/Aerospace Engineering) 570
Problems 572
PART SIX
NUMERICAL PT6.1 Motivation 587
DIFFERENTIATION PT6.2 Mathematical Background 597
AND PT6.3 Orientation 599
INTEGRATION 587
CHAPTER 21
Newton-Cotes Integration Formulas 603
21.1 The Trapezoidal Rule 605
21.2 Simpson’s Rules 615
21.3 Integration with Unequal Segments 624
21.4 Open Integration Formulas 627
21.5 Multiple Integrals 627
Problems 629
x CONTENTS
CHAPTER 22
Integration of Equations 633
22.1 Newton-Cotes Algorithms for Equations 633
22.2 Romberg Integration 634
22.3 Adaptive Quadrature 640
22.4 Gauss Quadrature 642
22.5 Improper Integrals 650
Problems 653
CHAPTER 23
Numerical Differentiation 655
23.1 High-Accuracy Differentiation Formulas 655
23.2 Richardson Extrapolation 658
23.3 Derivatives of Unequally Spaced Data 660
23.4 Derivatives and Integrals for Data with Errors 661
23.5 Partial Derivatives 662
23.6 Numerical Integration/Differentiation with Software Packages 663
Problems 670
CHAPTER 24
Case Studies: Numerical Integration and Differentiation 673
24.1 Integration to Determine the Total Quantity of Heat (Chemical/Bio
Engineering) 673
24.2 Effective Force on the Mast of a Racing Sailboat (Civil/Environmental
Engineering) 675
24.3 Root-Mean-Square Current by Numerical Integration (Electrical
Engineering) 677
24.4 Numerical Integration to Compute Work (Mechanical/Aerospace
Engineering) 680
Problems 684
PART SEVEN
ORDINARY PT7.1 Motivation 699
DIFFERENTIAL PT7.2 Mathematical Background 703
EQUATIONS 699 PT7.3 Orientation 705
CONTENTS xi
CHAPTER 25
Runge-Kutta Methods 709
25.1 Euler’s Method 710
25.2 Improvements of Euler’s Method 721
25.3 Runge-Kutta Methods 729
25.4 Systems of Equations 739
25.5 Adaptive Runge-Kutta Methods 744
Problems 752
CHAPTER 26
Stiffness and Multistep Methods 755
26.1 Stiffness 755
26.2 Multistep Methods 759
Problems 779
CHAPTER 27
Boundary-Value and Eigenvalue Problems 781
27.1 General Methods for Boundary-Value Problems 782
27.2 Eigenvalue Problems 789
27.3 Odes and Eigenvalues with Software Packages 801
Problems 808
CHAPTER 28
Case Studies: Ordinary Differential Equations 811
28.1 Using ODEs to Analyze the Transient Response of a Reactor (Chemical/Bio
Engineering) 811
28.2 Predator-Prey Models and Chaos (Civil/Environmental Engineering) 818
28.3 Simulating Transient Current for an Electric Circuit (Electrical Engineering) 822
28.4 The Swinging Pendulum (Mechanical/Aerospace Engineering) 827
Problems 831
PART EIGHT
PARTIAL PT8.1 Motivation 845
DIFFERENTIAL PT8.2 Orientation 848
EQUATIONS 845
xii CONTENTS
CHAPTER 29
Finite Difference: Elliptic Equations 852
29.1 The Laplace Equation 852
29.2 Solution Technique 854
29.3 Boundary Conditions 860
29.4 The Control-Volume Approach 866
29.5 Software to Solve Elliptic Equations 869
Problems 870
CHAPTER 30
Finite Difference: Parabolic Equations 873
30.1 The Heat-Conduction Equation 873
30.2 Explicit Methods 874
30.3 A Simple Implicit Method 878
30.4 The Crank-Nicolson Method 882
30.5 Parabolic Equations in Two Spatial Dimensions 885
Problems 888
CHAPTER 31
Finite-Element Method 890
31.1 The General Approach 891
31.2 Finite-Element Application in One Dimension 895
31.3 Two-Dimensional Problems 904
31.4 Solving PDEs with Software Packages 908
Problems 912
CHAPTER 32
Case Studies: Partial Differential Equations 915
32.1 One-Dimensional Mass Balance of a Reactor (Chemical/Bio
Engineering) 915
32.2 Deflections of a Plate (Civil/Environmental Engineering) 919
32.3 Two-Dimensional Electrostatic Field Problems (Electrical
Engineering) 921
32.4 Finite-Element Solution of a Series of Springs
(Mechanical/Aerospace Engineering) 924
Problems 928
BIBLIOGRAPHY 954
INDEX 957
PREFACE
It has been over twenty years since we published the first edition of this book. Over that
period, our original contention that numerical methods and computers would figure more
prominently in the engineering curriculum—particularly in the early parts—has been dra-
matically borne out. Many universities now offer freshman, sophomore, and junior courses in
both introductory computing and numerical methods. In addition, many of our colleagues are
integrating computer-oriented problems into other courses at all levels of the curriculum. Thus,
this new edition is still founded on the basic premise that student engineers should be provided
with a strong and early introduction to numerical methods. Consequently, although we have
expanded our coverage in the new edition, we have tried to maintain many of the features that
made the first edition accessible to both lower- and upper-level undergraduates. These include:
• Problem Orientation. Engineering students learn best when they are motivated by
problems. This is particularly true for mathematics and computing. Consequently, we
have approached numerical methods from a problem-solving perspective.
• Student-Oriented Pedagogy. We have developed a number of features to make this
book as student-friendly as possible. These include the overall organization, the use
of introductions and epilogues to consolidate major topics and the extensive use of
worked examples and case studies from all areas of engineering. We have also en-
deavored to keep our explanations straightforward and oriented practically.
• Computational Tools. We empower our students by helping them utilize the standard
“point-and-shoot” numerical problem-solving capabilities of packages like Excel,
MATLAB, and Mathcad software. However, students are also shown how to develop
simple, well-structured programs to extend the base capabilities of those environ-
ments. This knowledge carries over to standard programming languages such as Visual
Basic, Fortran 90, and C/C11. We believe that the current flight from computer
programming represents something of a “dumbing down” of the engineering curricu-
lum. The bottom line is that as long as engineers are not content to be tool limited,
they will have to write code. Only now they may be called “macros” or “M-files.”
This book is designed to empower them to do that.
Beyond these five original principles, the seventh edition has new and expanded problem
sets. Most of the problems have been modified so that they yield different numerical solu-
tions from previous editions. In addition, a variety of new problems have been included.
The seventh edition also includes McGraw-Hill’s Connect® Engineering. This online
homework management tool allows assignment of algorithmic problems for homework,
quizzes, and tests. It connects students with the tools and resources they’ll need to achieve
success. To learn more, visit www.mcgrawhillconnect.com.
McGraw-Hill LearnSmart™ is also available as an integrated feature of McGraw-Hill
Connect® Engineering. It is an adaptive learning system designed to help students learn faster,
study more efficiently, and retain more knowledge for greater success. LearnSmart assesses
xiv
PREFACE xv
Steve Chapra teaches in the Civil and Environmental Engineering Department at Tufts
University where he holds the Louis Berger Chair in Computing and Engineering. His
other books include Surface Water-Quality Modeling and Applied Numerical Methods
with MATLAB.
Dr. Chapra received engineering degrees from Manhattan College and the University
of Michigan. Before joining the faculty at Tufts, he worked for the Environmental Pro-
tection Agency and the National Oceanic and Atmospheric Administration, and taught at
Texas A&M University and the University of Colorado. His general research interests
focus on surface water-quality modeling and advanced computer applications in environ-
mental engineering.
He is a Fellow of the ASCE, and has received a number of awards for his scholarly
contributions, including the Rudolph Hering Medal (ASCE), and the Meriam-Wiley
Distinguished Author Award (American Society for Engineering Education). He has also
been recognized as the outstanding teacher among the engineering faculties at Texas
A&M University, the University of Colorado, and Tufts University.
Raymond P. Canale is an emeritus professor at the University of Michigan. During
his over 20-year career at the university, he taught numerous courses in the area of comput-
ers, numerical methods, and environmental engineering. He also directed extensive research
programs in the area of mathematical and computer modeling of aquatic ecosystems. He
has authored or coauthored several books and has published over 100 scientific papers and
reports. He has also designed and developed personal computer software to facilitate en-
gineering education and the solution of engineering problems. He has been given the
Meriam-Wiley Distinguished Author Award by the American Society for Engineering
Education for his books and software and several awards for his technical publications.
Professor Canale is now devoting his energies to applied problems, where he works
with engineering firms and industry and governmental agencies as a consultant and expert
witness.
xvi
Numerical Methods
for Engineers
PART ONE
MODELING, COMPUTERS,
AND ERROR ANALYSIS
PT1.1 MOTIVATION
Numerical methods are techniques by which mathematical problems are formulated so
that they can be solved with arithmetic operations. Although there are many kinds of
numerical methods, they have one common characteristic: they invariably involve large
numbers of tedious arithmetic calculations. It is little wonder that with the development
of fast, efficient digital computers, the role of numerical methods in engineering problem
solving has increased dramatically in recent years.
FORMULATION
FORMULATION
In-depth exposition
Fundamental
of relationship of
laws explained
problem to fundamental
briefly
laws
SOLUTION
SOLUTION
Elaborate and often
Easy-to-use
FIGURE PT1.1 complicated method to
computer
The three phases of engineering make problem tractable
method
problem solving in (a) the
precomputer and (b) the
computer era. The sizes of the
boxes indicate the level of
emphasis directed toward each INTERPRETATION INTERPRETATION
phase. Computers facilitate the
implementation of solution In-depth analysis Ease of calculation
limited by time- allows holistic thoughts
techniques and thus allow more
consuming solution and intuition to develop;
emphasis to be placed on the system sensitivity and behavior
creative aspects of problem can be studied
formulation and interpretation
of results. (a) (b)
Today, computers and numerical methods provide an alternative for such compli-
cated calculations. Using computer power to obtain solutions directly, you can approach
these calculations without recourse to simplifying assumptions or time-intensive tech-
niques. Although analytical solutions are still extremely valuable both for problem
solving and for providing insight, numerical methods represent alternatives that greatly
enlarge your capabilities to confront and solve problems. As a result, more time is
available for the use of your creative skills. Thus, more emphasis can be placed on
problem formulation and solution interpretation and the incorporation of total system,
or “holistic,” awareness (Fig. PT1.1b).
Well, its God for us All, and every Washer Wommen for herself,
And so you might, without shoving any on us off the shelf,
But if you warnt Noddis youd Let wommen a-be
And pull off your Pattins,—and leave the washing to we
That nose what’s what—Or mark what I say,
Youl make a fine Kittle of fish of Your Close some Day—
When the Aulder men wants Their Bibs and their ant nun at all,
And Crismass cum—and never a Cloth to lay in Gild Hall,
Or send a damp shirt to his Woship the Mare
Till hes rumatiz Poor Man, and cant set uprite to do good in his Harm Chare
—
Besides Miss-Matching Larned Ladys Hose, as is sent for you not to wash
(for you dont wash) but to stew
And make Peples Stockins yeller as oght to be Blew,
With a vast more like That,—and all along of Steem
Which warnt meand by Nater for any sich skeam—
But thats your Losses and youl have to make It Good,
And I cant say I’m sorry, afore God, if you shoud,
For men mought Get their Bread a great many ways
Without taking ourn,—aye, and Moor to your Prays,
You might go and skim the creme off Mr. Mack-Adam’s milky ways—
that’s what you might,
Or bete Carpets—or get into Parleamint,—or drive crabrolays from
morning to night,
Or, if you must be of our sects, be Watchemen, and slepe upon a poste!
(Which is an od way of sleping I must say,—and a very hard pillow at
most,)
Or you might be any trade, as we are not on that I’m awares,
Or be Watermen now, (not Water wommen) and roe people up and down
Hungerford stares.
If You Was even to Turn Dust Men a dry sifting Dirt,
But you oughtint to Hurt Them as never Did You no Hurt!
Yourn with Anymocity,
Bridget Jones.
THE BLUE BOAR.
’Tis known to man, ’tis known to woman,
’Tis known to all the world in common,
How politics and party strife
Vex public, even private, life;
But, till some days ago, at least
They never worried brutal beast.
However, at last,
When six weeks had gone past,
Intelligence came of a plausible cast;
A wondering clown,
At a hamlet near town,
Had seen “like a moon of green cheese” coming down.