ABSTRACT

Emphasizing the finite difference approach for solving differential equations, the second edition of Numerical Methods for Engineers and Scientists presents a methodology for systematically constructing individual computer programs. Providing easy access to accurate solutions to complex scientific and engineering problems, each chapter begins with objectives, a discussion of a representative application, and an outline of special features, summing up with a list of tasks students should be able to complete after reading the chapter- perfect for use as a study guide or for review. The AIAA Journal calls the book "…a good, solid instructional text on the basic tools of numerical analysis."

chapter |2 pages

Chapter O. Introduction

chapter 004|1 pages

Programs

chapter |1 pages

of of

chapter |3 pages

of error of

chapter |1 pages

f(x) + = = = ...

Taylor Series One Independent Variable off(x)

chapter |2 pages

of of off(x,y)

chapter |1 pages

Part I. Basic Tools of Numerical

Analysis

chapter |1 pages

aij' of of of of I.la of of

chapter |4 pages

of of of

chapter 1|2 pages

Systems of Linear Algebraic Equations

chapter |4 pages

= = = =

40N/cm,

chapter |1 pages

of of

chapter |1 pages

mayor " },

chapter |1 pages

A+B=B+A

chapter |1 pages

L1,2,3,

chapter |1 pages

of -I. of

chapter |2 pages

(i,j I, ...

chapter |2 pages

of of ' L " . A· ' . ' L "

chapter |8 pages

20 -20 -20 -20 -20 -20

chapter |2 pages

of of of

chapter |1 pages

I0.60] oI o

chapter |3 pages

of -I. of

chapter |1 pages

lux =b'l

chapter |1 pages

2 2 0] [Xl]

chapter |1 pages

of -I. if of -I. of -I br

chapter 1|1 pages

5 TRIDIAGONAL SYSTEMS EQUATIONS of

chapter |1 pages

of I' of of T, of of

chapter |1 pages

a ' -2.25 = = =

chapter |1 pages

, I' pI ace

chapter |2 pages

0.9999

chapter |1 pages

of +Xl 2

ofEq.

chapter |1 pages

of of

Ilxll, IklliAIl IIAllllxll

chapter |1 pages

of 1.7 ITERATIVE METHODS of of of If of

chapter |3 pages

= L 0= ... -

chapter |3 pages

of of Ax

chapter |1 pages

of of of of of of

chapter |2 pages

of If

chapter 1|2 pages

,-1 (i)

chapter x|1 pages

(i) (i)=x(i)-a(i,j)*x(j) (i)=x(i)/a(i,i)

chapter |1 pages

Land

chapter x|1 pages

(i)=(b(i)-a(i,3)*x(i+1))/a(i,2)

chapter |1 pages

main

chapter |1 pages

of of

chapter |4 pages

of of of of

chapter 2|2 pages

Eigenproblems

chapter |1 pages

K + +

chapter |3 pages

2 2]

chapter |1 pages

of Aare

chapter |1 pages

= = =

chapter |2 pages

O

chapter |1 pages

......................................... ..................

2.3.2. Basis Power Method

chapter Ci|1 pages

(Ai)k

chapter |2 pages

I -I -I = (I) =

chapter |1 pages

6, -4,

chapter |1 pages

= II

chapter |8 pages

= +s =

2.3.5. Summary

chapter |2 pages

.....................................

chapter 2|2 pages

7 OTHER METHODS of of

OTHER METHODS

chapter |1 pages

of -I.

chapter |1 pages

call lufactor then if if

chapter 2|3 pages

5 The Method of of

chapter 3|5 pages

Nonlinear Equations

chapter 6|3 pages

05.0a = 40 deg

chapter |8 pages

of of

CLOSED DOMAIN (BRACKETING) METHODS

chapter |1 pages

f(¢)

chapter |1 pages

= = = = = =

chapter |1 pages

if of

chapter |4 pages

of of

withj(xHl)

chapter |1 pages

of I(x) of

chapter |1 pages

= +'

chapter |3 pages

!(¢)

!(¢i+l)

chapter |5 pages

of of

chapter |2 pages

± Jb ±

chapter |1 pages

f(x;)f' f(x)/f'(x) of f(x) = = + =

chapter |1 pages

f(x)

chapter |1 pages

of if

chapter |4 pages

o , of = ...

chapter |1 pages

of of of

chapter |2 pages

vg(X,y)=

chapter |3 pages

= = = =

chapter |2 pages

program main main illustrate

chapter |3 pages

of of

chapter |1 pages

ofj(x)

Secant Method

chapter |2 pages

+ (y /4 +;

chapter |1 pages

andf

D'Arcy -210g -tan-

chapter |6 pages

of of of(x,f(x)] f(x) of of of of of x

f(x),I----------'''r.... 0.312500

chapter |2 pages

of x, + + + + + +

chapter 4|1 pages

3 DIRECT FIT POLYNOMIALS of

chapter |1 pages

+ + + + + +

chapter |1 pages

of of

4.4.1. Lagrange Polynomials

chapter |2 pages

f(x)

chapter |1 pages

x1)

chapter |1 pages

fll)

chapter |7 pages

= = =

4.5.1. Divided Difference Tables

chapter |4 pages

+ hf + +

chapter |1 pages

of of of

chapter |1 pages

of of

s(s-I)

chapter 0|2 pages

000508i

chapter |1 pages

+ = =

4.8.2. Direct Multivariate Polynomial Approximation

chapter |1 pages

of of

chapter |3 pages

of of of of of of of of fj =fi =

values,/(x f,,+I'

chapter |1 pages

= + + + = + +

LEAST SQUARES APPROXIMATION

chapter |4 pages

f(xJ

chapter |2 pages

of mayor of of

5a+lOx c=6.1762

chapter |4 pages

+ LX; + + LxT +

chapter i|1 pages

,x(i),f(i) 'I' 'I' f'I'

chapter 4|10 pages

11.3. Divided Difference Polynomial + = +

chapter |2 pages

+ bT + +

chapter |1 pages

band

chapter |1 pages

= + + + + + + + + + ...

Example Direct Lagrange, divided difference polynomials. =0.046800

chapter |1 pages

(5.lla)

chapter |2 pages

rdid . P,,(x))

chapter 2|6 pages

+3 + ...

chapter |1 pages

fx,J;,fxl' ofj(x, j(x, M...

chapter |2 pages

of of of of

chapter |1 pages

of of f(x) f(t) Ix.

chapter |3 pages

hli.

DIFFERENCE FORMULAS

chapter |2 pages

+ f(a) + + + + f(e)

chapter |1 pages

if13fo + .. -)

chapter 5|2 pages

2 Unequally Spaced Data

(1.0) andf"(I

chapter |2 pages

+ i-Ii-I + I, + i-I, + I, +

chapter |1 pages

kA-

chapter 6|1 pages

Numerical Integration

chapter |2 pages

ofdiscrete of of

chapter |1 pages

= f/(X) aOx+al-+a2-+···

chapter |3 pages

of of

chapter |2 pages

+ + ... +

chapter |9 pages

of of

chapter |1 pages

1/./3 -v'G.6

chapter |1 pages

F(__

0.4(-1/-1'3)+3.5

chapter |1 pages

+a = = + ..,-+

chapter |1 pages

IJy . J _ ...../

chapter |2 pages

+ 0.lr of of of

chapter 11|2 pages

,21,41,81

chapter |1 pages

of of Of

chapter |1 pages

+ f + + + + 3 + +

chapter |2 pages

f(x) of f(x)

chapter |3 pages

= of

Gaussian Quadrature

chapter |1 pages

Ordinary Differential Equations

chapter |3 pages

of of

chapter |1 pages

t[or

chapter |1 pages

E=mCT of of

chapter |6 pages

= = = =

-Mg-D

chapter |3 pages

= = =

-Mg-D

chapter |4 pages

of of of

chapter |1 pages

of ofYo o f(t,y)

chapter 2500|1 pages

---------

chapter |1 pages

• • • • •

chapter |1 pages

of of

(737) M+!ji"l

chapter 1|2 pages

++ + + ... + + + + ...

chapter |3 pages

of of

chapter I|6 pages

= = I

chapter |3 pages

if of of

chapter |3 pages

of of

chapter |1 pages

f..t+-

chapter |2 pages

= + =

chapter |2 pages

+ = = + +

chapter |1 pages

+ + + ...

chapter |1 pages

= = =

chapter |1 pages

= z =

chapter |4 pages

= E(M

chapter |6 pages

= = = + + +

chapter |3 pages

= + +

chapter |5 pages

16 -59

chapter 7|1 pages

11.1

chapter |1 pages

f(t, a(T

chapter |1 pages

!it T;) = of

chapter |1 pages

offirst-order

chapter |1 pages

= ...

chapter |1 pages

of of y'=V

chapter |1 pages

= + + + =

chapter |2 pages

of of if of of of of of of

chapter |3 pages

+ = = + = +

chapter |3 pages

y'=-y, of of of

chapter |1 pages

main

chapter |1 pages

derivative

chapter |1 pages

main

chapter |5 pages

= Y'

Series Method

chapter i|1 pages

+ + s= + s

chapter |9 pages

= = =

chapter |1 pages

jm, o

chapter |2 pages

= of

chapter |1 pages

of of T T

chapter |1 pages

= cm-=

179(e

chapter |2 pages

+ + = = =

chapter |1 pages

of of of

chapter xxx|2 pages

x x x

chapter |1 pages

Clem xr =

chapter |1 pages

LU=0.125cm of of

chapter |6 pages

of of of

chapter |2 pages

ill<=~.25

chapter |5 pages

of of of = of of If = If =

chapter |3 pages

of em-=

-405.0C/em -395.0C/em,

chapter |1 pages

= + =

chapter |2 pages

() X X

chapter |1 pages

ofX, ofX.

HIGHER-ORDER EQUILIBRIUM METHODS

chapter |2 pages

+ + + + +

li7li(2

chapter |8 pages

~ Y, f'li ~ &3 d4V\

chapter |2 pages

Iy(xi

+!lul; &-};+1 &+};-I &+)];

chapter 1|2 pages

-10-

chapter |1 pages

y(i) z(i) side

chapter |1 pages

iter ,i3)

chapter |1 pages

= = =

0,)/(0) andji(l)

chapter |5 pages

+ + + + + + + +

y(O)=Oandy(I)=1 (Boundary-Value) Method

chapter |3 pages

of of of

chapter |1 pages

Partial Differential Equations

chapter |1 pages

of of

chapter |1 pages

+ ay +

chapter |4 pages

+ bg +

chapter |1 pages

of of

chapter |4 pages

ofj(x, of

chapter |14 pages

of of

chapter 9|1 pages

Elliptic Partial Differential Equations

chapter |1 pages

of of

chapter |1 pages

= = = =

chapter 15|1 pages

100 80 60 40 10 20 10

chapter |4 pages

of of of

chapter 15|1 pages

0 TTT 12.5 TTT 10.0 TT7.5

chapter |6 pages

of of

chapter |2 pages

of of of of

chapter |1 pages

= = x=7.5cm + + + +

chapter 2|3 pages

00.0 20 30 40

chapter I|3 pages

,j+l I-3,jI-2,j l,j

I+l,j

chapter |1 pages

+ 2.

chapter 1|4 pages

50 -----

chapter |3 pages

y y ~

chapter |1 pages

of Q/k Q= --

chapter |1 pages

j(x,

chapter |1 pages

____

chapter |3 pages

= + (T z To) To) + Tsz -

chapter |1 pages

j=2,jmax-1 i=2,imax-1

chapter |1 pages

+ + +

part |2 pages

Section Introduction of of of

chapter |3 pages

& = = = = =

0.0:s

chapter 10|2 pages

Parabolic Partial Differential Equations

chapter |2 pages

= = = = =

chapter |1 pages

of of ofparabolic

chapter |5 pages

= ak -=

chapter |1 pages

_ _];n _ !It/r) :s :s

chapter |3 pages

of of

chapter 100|1 pages

: = 0.01

chapter 100|2 pages

s 0.01 0.4 15 0.4

chapter |3 pages

of of of of

CONSISTENCY, ORDER, STABILITY, CONVERGENCE

chapter |1 pages

f') of of of of j(x,

chapter |1 pages

of of of

chapter |2 pages

of of

10.5.3 Convergence

chapter |3 pages

+ :!i +

chapter I|1 pages

/'+

chapter |1 pages

](0, = ](L, of

=.f3'

chapter |4 pages

a = /s

chapter |1 pages

of of

chapter 100|4 pages

n = 0.01 cm /s

chapter 100|4 pages

n 5 90 1.0

chapter |6 pages

f(x, of off), ofIx),

chapter |1 pages

_ d) + + + _

chapter 100|2 pages

... 0.51 90 2.55 -

chapter 0|2 pages

00.20.30.40.50.60.70.80.91.0

chapter |1 pages

(i, (i)

chapter |3 pages

main

chapter |3 pages

of of

chapter |1 pages

= = = =

to.O)

chapter 11|2 pages

Hyperbolic Partial Differential Equations

chapter |1 pages

oo5.0 ()

chapter |1 pages

of f(x, f(x,

ofIx),

chapter |1 pages

offour of

chapter 1|1 pages

------ooooIE--------f

chapter |1 pages

±a

chapter |1 pages

of of of

+lxli(-L\.x) + lx.uli(_L\.x offxl;, fxli:

chapter |2 pages

for]_I, + ...

+leli + -/;-1 of/,li'

chapter |3 pages

= emls

chapter |1 pages

= of

chapter |1 pages

+ of

chapter |5 pages

= of

chapter |5 pages

of of of

UPWIND METHODS

chapter |1 pages

of of of of of

chapter |1 pages

!it/Ax

chapter |2 pages

+ = + = -p+ +p+ + +h

chapter |1 pages

of of

0(fu),

chapter 11|1 pages

9 THE WAVE EQUATION of

chapter |2 pages

lex,

chapter 100|3 pages

a = 1000

chapter |1 pages

+ e-Af +

chapter |1 pages

of of

11.9.4 Flux-Vector-Splitting Methods

chapter |2 pages

df + = -a,

chapter |1 pages

0.27 .....................................................................

-2.32 11.10.4 Upwind Method

chapter |2 pages

format (' iu = ' ,' '/' '/'

chapter |5 pages

* = = =

chapter |3 pages

of of

chapter 12|1 pages

The Finite Element Method

chapter |3 pages

.....

q(x)-

chapter |3 pages

of of

chapter |5 pages

aj (2x-l)

chapter |3 pages

+ + + +

chapter |1 pages

of of

chapter 1|1 pages

0-

chapter |1 pages

... ... + + ... +

...=~= ...~=O

chapter |1 pages

= Qf + I

chapter |1 pages

of of

chapter |3 pages

(_1_ __

chapter |2 pages

+ Ly' +

chapter |1 pages

= [-y' +

chapter |3 pages

(i Q(i-Il ( M) ( +y. 1+ =

Q(i-Il P(i-llM l/h2) P(i-I) P(i1/h2 Q(il/h2) (Q(il

chapter |4 pages

of of

chapter |1 pages

of of of/(x, of = Vf = + nJ;

+Ji(i

chapter 1|1 pages

(f(x, h(y) + fie-x) + hex) x)]dxdy

chapter |1 pages

...) ~ 2ji+ + i) 0 [ fi ( 3) (-2-3) +13 -x

+13(-ji+ +14(ji i))i\'

chapter |1 pages

z= z ,

chapter 274480|1 pages

2 7 4 4 8 0

chapter 10|1 pages

[-

chapter 15|1 pages

0 10.0 7.5

chapter |3 pages

= = = =

chapter |1 pages

= Qf

chapter |1 pages

+f+, + (_1 ) , , ,

chapter |1 pages

2X -

chapter |1 pages

• • •

chapter |3 pages

Q FEM of of 0e.

I/'--jl

chapter |3 pages

'f'I' the for dimension

chapter 0|1 pages

000000 6.3. The Diffusion Equation + Qf -

chapter |4 pages

t,iw,ix,a,b,z) stop n,t,

chapter |1 pages

= Q = = = = =

chapter |1 pages

= = = =

chapter |2 pages

of of

chapter |1 pages

References

chapter |3 pages

ofthe ofMechanical

chapter |1 pages

Answers Selected Problems

(0)[5 (f)[10

chapter |1 pages

1.00J 00,

chapter |1 pages

0.5 ,0]

chapter |1 pages

f'(x)

chapter |1 pages

/'(1.0)

chapter |1 pages

n/2n/4n/8

chapter |1 pages

= = = = = = =

chapter |1 pages

LAY

chapter |2 pages

= = =

chapter |13 pages

Index

chapter c|16 pages

w.,