Numerical Methods
for Engineers
S E VEN TH ED I TI O N
Steven C. Chapra
Berger Chair in Computing and Engineering
Tufts University
Raymond P. Canale
Professor Emeritus of Civil Engineering
University of Michigan
NUMERICAL METHODS FOR ENGINEERS, SEVENTH EDITION
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Library of Congress Cataloging-in-Publication Data
Chapra, Steven C.
Numerical methods for engineers / Steven C. Chapra, Berger chair in
computing and engineering, Tufts University, Raymond P. Canale, professor
emeritus of civil engineering, University of Michigan. — Seventh edition.
pages cm
Includes bibliographical references and index.
ISBN 978-0-07-339792-4 (alk. paper) — ISBN 0-07-339792-X (alk. paper)
1. Engineering mathematics—Data processing. 2. Numerical calculations—Data processing
3. Microcomputers—Programming. I. Canale, Raymond P. II. Title.
TA345.C47 2015
518.024’62—dc23 2013041704
To
Margaret and Gabriel Chapra
Helen and Chester Canale
CONTENTS
PREFACE xiv
ABOUT THE AUTHORS xvi
PART ONE
MODELING, PT1.1 Motivation 3
COMPUTERS, AND PT1.2 Mathematical Background 5
ERROR ANALYSIS 3 PT1.3 Orientation 8
CHAPTER 1
Mathematical Modeling and Engineering Problem Solving 11
1.1 A Simple Mathematical Model 11
1.2 Conservation Laws and Engineering 18
Problems 21
CHAPTER 2
Programming and Software 27
2.1 Packages and Programming 27
2.2 Structured Programming 28
2.3 Modular Programming 37
2.4 Excel 39
2.5 MATLAB 43
2.6 Mathcad 47
2.7 Other Languages and Libraries 48
Problems 49
CHAPTER 3
Approximations and Round-Off Errors 55
3.1 Significant Figures 56
3.2 Accuracy and Precision 58
3.3 Error Definitions 59
3.4 Round-Off Errors 65
Problems 79
iv
CONTENTS v
CHAPTER 4
Truncation Errors and the Taylor Series 81
4.1 The Taylor Series 81
4.2 Error Propagation 97
4.3 Total Numerical Error 101
4.4 Blunders, Formulation Errors, and Data Uncertainty 106
Problems 108
EPILOGUE: PART ONE 110
PT1.4 Trade-Offs 110
PT1.5 Important Relationships and Formulas 113
PT1.6 Advanced Methods and Additional References 113
PART TWO
ROOTS OF PT2.1 Motivation 117
EQUATIONS 117 PT2.2 Mathematical Background 119
PT2.3 Orientation 120
CHAPTER 5
Bracketing Methods 123
5.1 Graphical Methods 123
5.2 The Bisection Method 127
5.3 The False-Position Method 135
5.4 Incremental Searches and Determining Initial Guesses 141
Problems 142
CHAPTER 6
Open Methods 145
6.1 Simple Fixed-Point Iteration 146
6.2 The Newton-Raphson Method 151
6.3 The Secant Method 157
6.4 Brent’s Method 162
6.5 Multiple Roots 166
6.6 Systems of Nonlinear Equations 169
Problems 173
CHAPTER 7
Roots of Polynomials 176
7.1 Polynomials in Engineering and Science 176
7.2 Computing with Polynomials 179
7.3 Conventional Methods 182
vi CONTENTS
7.4 Müller’s Method 183
7.5 Bairstow’s Method 187
7.6 Other Methods 192
7.7 Root Location with Software Packages 192
Problems 202
CHAPTER 8
Case Studies: Roots of Equations 204
8.1 Ideal and Nonideal Gas Laws (Chemical/Bio Engineering) 204
8.2 Greenhouse Gases and Rainwater (Civil/Environmental Engineering) 207
8.3 Design of an Electric Circuit (Electrical Engineering) 209
8.4 Pipe Friction (Mechanical/Aerospace Engineering) 212
Problems 215
EPILOGUE: PART TWO 226
PT2.4 Trade-Offs 226
PT2.5 Important Relationships and Formulas 227
PT2.6 Advanced Methods and Additional References 227
PART THREE
LINEAR ALGEBRAIC PT3.1 Motivation 231
EQUATIONS 231 PT3.2 Mathematical Background 233
PT3.3 Orientation 241
CHAPTER 9
Gauss Elimination 245
9.1 Solving Small Numbers of Equations 245
9.2 Naive Gauss Elimination 252
9.3 Pitfalls of Elimination Methods 258
9.4 Techniques for Improving Solutions 264
9.5 Complex Systems 271
9.6 Nonlinear Systems of Equations 271
9.7 Gauss-Jordan 273
9.8 Summary 275
Problems 275
CHAPTER 10
LU Decomposition and Matrix Inversion 278
10.1 LU Decomposition 278
10.2 The Matrix Inverse 287
10.3 Error Analysis and System Condition 291
Problems 297
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
EPILOGUE: PART THREE 341
PT3.4 Trade-Offs 341
PT3.5 Important Relationships and Formulas 342
PT3.6 Advanced Methods and Additional References 342
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
EPILOGUE: PART FOUR 438
PT4.4 Trade-Offs 438
PT4.5 Additional References 439
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
EPILOGUE: PART FIVE 582
PT5.4 Trade-Offs 582
PT5.5 Important Relationships and Formulas 583
PT5.6 Advanced Methods and Additional References 584
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
EPILOGUE: PART SIX 694
PT6.4 Trade-Offs 694
PT6.5 Important Relationships and Formulas 695
PT6.6 Advanced Methods and Additional References 695
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
EPILOGUE: PART SEVEN 841
PT7.4 Trade-Offs 841
PT7.5 Important Relationships and Formulas 842
PT7.6 Advanced Methods and Additional References 842
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
EPILOGUE: PART EIGHT 931
PT8.3 Trade-Offs 931
PT8.4 Important Relationships and Formulas 931
PT8.5 Advanced Methods and Additional References 932
