(RAO_00.

PDF)

Applied Numerical Methods

for
Engineers and Scientists
Singiresu S. Rao
University of Miami, Coral Gables, Florida

2002 Prentice Hall (http://vig.prenhall.com/), Prentice-Hall Inc. (USA).

(http://www.gau-lih.com.tw), Tel: (02) 2290-0318
(1000 pages, NT1000)

Contents
1.

Introduction to Numerical Methods

2.

Solution of Nonlinear Equations

3.

Solution of Simultaneous Linear Algebraic Equations

4.

Solution of Matrix Eigenvalue Problem

5.

Curve Fitting and Interpolation

6.

Statistic Methods

7.

Numerical Differentiation

8.

Numerical Integration

9.

Ordinary Differential Equations: Initial-Value Problems

10. Ordinary Differential Equations: Boundary-Value Problems

11. Partial Differential Equations
12. Optimization
13. Finite-Element Method

Preface
The use of numerical methods for the analysis, simulation, and design of engineering
processes and systems has been increasing at a rapid rate in recent years. The availability
of cheap high-speed computing power makes the numerical solution of even complex
engineering problems economically feasible. In the face of ever increasing demands on
engineering profession to perform better, the students who learn numerical methods in
preparing to face the challenges of 21st century should learn not only the theory behind the
methods, but also acquire skills to implement the methods for computer solution. In
addition, the students should be aware of the many commercial software systems available
and their use in the solution of engineering problems. Although a student may not learn all
the numerical methods described in this book and use all the software systems available in
any one course, he or she should be in a position to intelligently select and use suitable
numerical methods and software systems as the need arises in practice.
The use of numerical methods in engineering can be considered partly science and
partly art. Thus, a cookbook-type procedure will not be effective in learning the methods.
A student should solve a problem using different approaches and variety of software
systems and experiment with the various parameters of the problem. The different results
obtained through this procedure will form an experience base for selecting a suitable
method and interpreting the results for a new problem. It is always desirable to compare
and verify the results with other available solutions based on engineering judgment and

intuition.
This book is intended for course on numerical methods at the junior and senior level
as well as at the beginning graduate level. The book also serves as reference for numerical
methods in engineering. Fortran and C programs, along with illustrative examples, are
given in each chapter to implement many of the numerical methods discussed in that
chapter. The use of commercial numerical softwares MatLab, Maple, and MathCAD
in the solution of practical problems is demonstrated in every chapter. Even when a
program from a software package is used, we need to understand the basic principles,
purpose, and limitations of the program. Often, in many engineering applications, an
available standard program cannot be used directly; we need to adapt and modify it. This
invariably requires a sound knowledge of the numerical method as well as some
computational experience with the method. The book is aimed at presenting numerical
methods along with their practical applications in a manner that helps students achieve the
goals just outlined.

Organization
Applied Numerical Methods for Engineers is organized into 13 chapters and 6
appendices. Chapter 1 presents an overview of numerical methods, iterative processes,
numerical errors, software available for numerical methods, programming languages, and
the various aspects of computer program development. The methods of solving nonlinear
equations are given in Chapter 2. The solution of sets of linear algebraic equations is

presented in Chapter 3. Both direct and iterative methods are considered. The matrix
eigenvalue problem is the tropic of Chapter 4. Chapter 5 deals with the methods of curve
fitting and interpolation. The probabilistic and statistical methods are considered in
Chapter 6. The numerical differentiation and numerical integration are the tropics of
Chapter 7 and 8, respectively. The numerical solution of ordinary differential equations is
considered in Chapter 9 and 10. While Chapter 9 presents the methods of solving
initial-value problems, Chapter 10 deals with the solution of boundary-value problems.
The numerical solution of partial differential equations is considered in Chapter 11. The
optimization and the finite-element methods are presented in Chapter 12 and 13,
respectively. Appendices A and B provide the basics of Fortran and C languages while
Appendices C, D, and E summarize the basics of Maple, MatLab, and MathCAD,
respectively. A review of matrix algebra is given ion Appendix F. Finally, Appendix G
presents tables of statistical distributions.
The material of the book provides flexible options for different types of numerical
methods courses. A junior and senior level course may cover the basic techniques of
Chapters 1, 2, 3, and 5 to 9. A first-level graduate course can cover Chapters 4, 10, 11, 12,
and 13 as well. The prerequisites for using the text are elementary calculus, basic concepts
of linear algebra, and an introduction to differential equations.
Each tropic for Applied Numerical Methods for Engineers is self-contained. In
derivations and developments, steps needed for continuity of understanding have been
included to aid the reader at the introductory level. Representative engineering

applications are given at the beginning of each chapter so that the reader can appreciate the
practical use and application of the numerical methods presented in that chapter. Many
sample problems are solved by using several methods, and the results are compared,
discussed, and general conclusions are drawn. Most of the algorithms described in the
book are implemented in the form of Fortran and C codes and are made available at the
Web site of the book. The use of different commercial software systems, as well as the
programs available at the Web site of the book, is illustrated in each chapter.

Features
The specific features of the book include
1. A variety of engineering applications at the beginning of each chapter to illustrate
the practicality of the methods considered in that chapter.
2. The presentation of the material in a simple and user-friendly form. Illustrative
examples follow the presentation of the tropics.
3. A discussion of convergence rate, error, relative performance, and recommendations
for the numerical methods.
4. Review questions to help students in reviewing and testing their understanding of
the text material. These include multiple choice questions, questions with brief
answers, true-false questions, questions involving matching of related descriptions,
and fill-in-the-blank type questions. Answers to review questions can be found at the

Web site of the book.

5. A summary of important algorithms in the instructors manual.
6. Over 700 problems, with solutions in the instructors manual.
7. The inclusion of several open ended, project type and design problems at the end of
chapters.
8. Fortran and C programs for many of the methods presented in the book can be found
at the Web site of the book.
9. The inclusion of example and problems based on the use of MatLab, Maple, and
MathCAD in every chapter.
10. References to lead the reader to specialized and advanced literature.
11. Brief biographical information and photographs of scientists and mathematicians
who contributed to the development of numerical methods, found at the Web site of
the book.

Wed site of the book

The Fortran and C programs used in the book, answers to problems, solutions to review
questions, and brief biographical information of scientists can be found at the web site of
the book: http://www.prenhall.com/rao. Note that the programs and techniques presented
in the book and at the web site are intended for use by students in learning the material.

Although the material has been tested, no warranty is implied as to their accuracy. I would
appreciate receiving any errors found in the book.

Acknowledgments
I would like to express my appreciation to the students who used the notes that led to the
present text. I would like to thank Mr. Qiang Fu, Mr. Lingtao Cao and Ms. Qing Liu,
graduate students at the University of Miami, for their help in solving some of the
examples and problems using MatLab, Maple, and MathCAD. I wish to thank my family,
wife Kamala, daughters Sridevi and Shobha, and grand daughter Siriveena, for their
numerous intangible contributions to this work. In particular, I dedicate this book to my
wife, Kamala, for providing me the inspiration and support in completing this book.

Singiresu S. Rao
University of Miami
Coral Gables, FL

Singiresu S. Rao
Professor & Chairman
Mechanical and Aerospace Engineering
University of Miami
(http://www.miami.edu/UMH/CDA/UMH_Main/1,1770,6561-1,00.html)

P.O. Box 248294

Coral Gables, FL 33124-0620
(305) 284-3308
srao@miami.edu
Education: (http://www.miami.edu/UMH/CDA/UMH_Main/1,1770,6561-1;6644-2;34956-3,00.html)
B.E.(Hons) Andhra University, Waltair, India, 1965
M.Tech. Indian Institute of Technology, Kanpur, India, 1968
Ph.D. Case Western Reserve University, Cleveland, Ohio, 1971

Teaching:
Mechanical Design,
Optimization and Reliability in Mechanical and Structural Design,
Finite Element methods,
Structural Dynamics.

Research:
Engineering Optimization,
Uncertainty Modeling in Analysis and Design,
Fuzzy approaches,
Design for Manufacturability,
Structural Control.

Publications:
Books Published:

 S.S. Rao, Engineering Optimization Theory and Practice, 3rd Edition, 903 pages,
John Wiley, New York, 1996.
S.S. Rao, Mechanical Vibrations, 4th Edition, 920 pages, Addison-Wesley,
Reading, Mass., 1995
S.S. Rao, Reliability-Based-Design, 569 pages, McGraw-Hill, Inc., New York,
1992
S.S. Rao, Applied Numerical Methods for Engineers and Scientists, 1060 pages,
Prentice Hall, Upper SaddleRiver, NJ, 2002
Books Edited:
H.-S. Tzou and S.S. Rao (eds), "Intelligent Structures and Vibrations, "Proceedings
of the 1995 Design Engineering Technical Conferences, American Society of
Mechanical Engineers, New York, Sept 1995, Vols 3, Part C (DE-Vol. 84-3)
Encyclopedia Edited:
S. Braun, D. J. Ewins and S.S. Rao(Eds), "Encyclopedia of Vibration", Four
Volumes, Academic Press Ltd. London, 2000(in print)
S. Braun, E. Ewing, and S.S. Rao(Editors), "Encyclopedia of Vibration", Volumes I, II,
and III, Academic Press Ltd. London, 2002

 Technical Papers published (In Transactions of ASME and AIAA Journals):

E.L. Mulkay and S.S. Rao, "Fuzzy Heuristics for Sequential Linear Programming,"
Journal of Mechanical Design, Vol. 119, 1997(in press).
Li Chen and S.S. Rao, "A Fuzzy Approach for the Manipulation of Uncertainties in
Determination of Optimum Machining Conditions Under Multiple Criterian,"
Journal of Manufacturing Science and Engineering, Vol. 119, No. 2, pp.
186-192,1997
K. Y. Yoon and S.S. Rao, "Dynamic Load Analysis of Spur Gears Using a New
Tooth Profile," Journal of Mechanical Design, Vol. 118, pp. 1-6. March 1996
S.S. Rao and L. Berke, "Analysis of Uncertain Structural Systems Using Interval
Analysis," AIAA Journal, Vol. 35, No. 4, pp. 727-735, April 1997
M. Sunar and S.S. Rao, "Thermopiezoelectric Control Design and Actuator
Placement," AIAA Journal, Vol. 35, No. 3, pp. 534-539, March 1997
M. Sunar and S.S. Rao, "Distributed Modeling and Actuator Location for
Piezoelectric Control System," AIAA Journal, Vol. 34, No. 10, pp. 2209-2211,
October 1996
S.S. Rao and Li Chen, "Generalized Hybrid Method for Fuzzy Multiobjective
Optimization of Engineering Systems," AIAA Journal, Vol. 34, No. 8, pp.
1709-1717, 1996

Experience:
1971-1982 Assistant Professor (1971-1977) and Professor (1978-1982), Department
of Mechanical Engineering, Indian Institute of Technology, Kanpur, India
1981-1985 Professor, Department of Mechanical Engineering, San Diego State
University, San Diego, California.
1985-1998 Associate Professor (1985) and Professor (1988-1998), School of
Mechanical Engineering, Purdue University, West Lafayette, Indiana.
1998-Present Professor and Chairman, Department of Mechanical Engineering,
University of Miami, Coral Gables, Florida.
1980-1981 Visiting Scientist, Multidisciplinary Analysis and Optimization Branch,
NASA Langley Research Center, Hampton, Virginia
1986 AFOSR Summer Faculty Program, Flight Dynamics Laboratory, Wright
Patterson Air Force Base, Ohio

Honors:
US Government Fellowship, for studies and training in optimization and reliability
in engineering design, 1969-1971
Vepa Krishnamurthi Memorial Gold Medal, for University First Rank among
students of all branches of engineering in each of the five years of the B. E. degree
program 1965
Lazarus Prize for University First Rank among students of Mechanical Engineering
branch in B.S.M.E. 1965
Award for outstanding original contribution in engineering by Telugu Association of
North America (TANA), St. Louis, Missouri, 1987.
First Prize in James F. Lincoln Graduat Design Contest, for the paper, "Automated
Optimum Design of Airplane Wing Structures", 1971
Award for outstanding performance in teaching and personal dedication, Graduate
student Association, San Diego State University, 1984

Language:
English, Telugu, Hindi

Dr. Singiresu S. Rao's career spans the last 35 years. He

has been working as professor, chairman and graduate
program director of Department of Mechanical
Engineering at University of Miami since 1998. Prior to
he worked as professor of mechanical engineering,
Purdue University for 13 years. He served as major
professor for 23 MS (Thesis) and 20 Ph.D. students and
published 140 technical papers. He published several
pioneering papers in the area of game theory, probabilistic
design, fuzzy optimization and interval methods. He
introduced the subjects of reliability-based design and
design for manufacturability into mechanical engineering
curriculum at Purdue University and popularized the use
of probabilistic design in automobile industry through
Singiresu S. Rao, Ph.D several distance education courses. He served as paper
chairman, conference chairman and associate
ASME Fellow 2000 review
editor for ASME Design Automation Committee during
1985-1988. He is the author of five popular and
American Society
well-respected textbooks, which are being used in
of
Mechanical Engineering hundreds of universities throughout the world.
http://www.asme.org/Governance/Honors/Fellows/Fellows_Listing.cfm?FellowshipYear=2000

Biographies of Scientists and Mathematicians:

(1571 - 1630) Johannes Kepler

(Chapter 8)

(1638 - 1675) James Gregory

(Chapter 5)

(1643 - 1727) Isaac Newton

(Chapters 2, 5, 7, and 8)

(1648 - 1715) Joseph Raphson

(Chapter 2)

(1682 - 1716) Roger Cotes

(Chapter 8)

(1685 - 1731) Brook Taylor

(Chapters 2, 7, 8, and 9)

(1692 - 1770) James Stirling

(Chapters 5)

(1698 - 1746) Colin Maclaurin

(Chapters 2, 7, 8, and 9)

(1704 - 1752) Gabriel Cramer

(Chapter 3)

(1707 - 1783) Leonhard Euler

(Chapter 9)

(1710 - 1761) Thomas Simpson

(Chapter 8)

(1735 - 1796) Alexandre-Thophile Vandermonde (Chapters 5)

(1736 - 1813) Joseph-Louis Lagrange

(Chapters 5 and 13)

(1752 - 1833) Adrien-Marie Legendre

(Chapter 8)

(1777 - 1855) Johann Carl Friedrich Gauss

(Chapters 3, 6, and 8)

(1781 - 1840) Simeon-Denis Poisson

(Chapters 11 and 13)

(1784 - 1846) Friedrich Wilhelm Bessel

(Chapters 5)

(1789 - 1857) Augustin Louis Cauchy

(Chapters 9)

(1804 - 1851) Carl Gustav Jacob Jacobi

(Chapters 3 and 4)

(1815 - 1864) George Boole

(Chapter 8)

(1819 - 1892) John Couch Adams

(Chapter 9)

(1819 - 1912) Francis Bashforth

(Chapter 9)

(1821 - 1894) Pafnuty Lvovich Chebyshev

(Chapters 5 and 8)

(1821 - 1895) Arthur Cayley

(Chapters 3 and 4, and Appendix F)

(1821 - 1896) Philipp Ludwig von Seidel

(Chapter 3)

(1822 - 1901) Charles Hermite

(Chapters 5 and 13)

(1834 - 1886) Edmond Nicolas Laguerre

(Chapter 8)

(1838 - 1922) Marie Ennemond Camille Jordan

(Chapter 3)

(1856 - 1927) Carl David Tolme Runge

(Chapter 9)

(1859 - 1929) Karl Heun

(Chapter 9)

(1862 - 1943) David Hilbert

(Chapter 3)

(1867 - 1944) Martin Wilhelm Kutta

(Chapter 9)

(1872 - 1952) Forest Ray Moulton

(Chapter 9)

(1875 - 1918) Andre-Louis Cholesky

(Chapter 3)

(1880 - 1963) Leonard Bairstow

(Chapter 2)

(1881 - 1953) Lewis Fry Richardson

(Chapter 7, 8, and 9)

(1888 - 1970) Richard Vynne Southwell

(Chapter 3)

(1889 - 1961) Eric Harold Neville

(Chapter 5)

(1890 - 1971) William Edwin Milne

(Chapter 9)

(1895 - 1967) Alexander Craig Aitken

(Chapter 2, ???)

(1909 - 2003) Werner Romberg

(Chapter 8)

(1915 - 1998) Richard Wesley Hamming

(Chapter 9)

(1933 - ????) John C. Butcher

(Chapter 9)

(Bookmarks in the file bio.htm)

Kepler (1571-1630)

Gregory (1638-1675)

Newton (1643-1727)

Raphson (1648-1715)

Cotes (1682-1716)

Taylor (1685-1731)

Stirling (1692-1770)

Maclaurin (1698-1746)

Cramer (1704-1752)

Euler (1707-1783)

Simpson (1710-1761)

Lagrange (1736-1813)

Legendre (1752-1833)

Gauss (1777-1855)

Poisson (1781-1840)

Bassel (1784-1846)

Cauchy (1789-1857)

Vandermonde (1735-1796)

Jacobi (1804-1851)

Boole (1815-1864)

Adams (1819-1892)

Bashforth (1819-1912)

Chebyshev (1821-1894)

Cayley (1821-1895)

Seidel (1821-1896)

Hermite (1822-1901)

Laguerre (1834-1886)

Jordan (1838-1922)

Runge (1856-1927)

Heun (1859-1929)

Hilbert (1862-1943)

Kutta (1867-1944)

Moulton (1872-1952)

Cholesky (1875-1918)

Bairstow (1880-1963)

Richardson (1881-1953)

Southwell (1888-1970)

Neville (1889-1961)

Milne (1890-1971)

Aitken (1895-1967)

Romberg (1909-2003)

Hamming (1915-1998)

Butcher (1933-????)

David. E. Muller (chap. 2, in 1956)

Muller, D. E. (1956), A method for solving algebraic equations using an
automatic computer, Mathematical Tables and Other Aids to Computation, 10,
208-215.
Thomas Algorithm (chap. 3, in 1949)
Thomas, L. H.: Elliptic problems in linear difference equations over a network.
Watson Sc Comput. Lab. Rept., Columbia University, New York, 1949.
Crouts Method (chap. 3)
Doolittles Method (chap. 3)
E. Fehlberg (chap. 9, in 1969)
E. Fehlberg, "Classical fifth-, sixth-, seventh-, and eighth-order RungeKutta
formulas with stepsize control" NASA Techn. Rep. , 287 (Abstract in:
Computing (1969), 93106)
E. Fehlberg, "Low-order classical RungeKutta formulas with stepsize
control and their application to some heat transfer problems" NASA Techn.
Rep. , 315 (Abstract in: Computing (1969), 6171)
R. H. Merson (chap. 9, in 1957)
R.H. Merson, "An operational method for the study of integration processes" ,
Proc. Symp. Data Processing , Weapons Res. Establ. Salisbury ,
Salisbury (1957) pp. 110125
S. Gill (chap. 9)
Ralstons Method (chap. 9)
(Ralston in 1962, Ralston and Rabinowitz in 1978)

Reference-1

96 (9-17,2007 1-11,2008)

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7

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23
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10
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12
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26
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13
20
27
3

8
9
10
11

4
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6
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20
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7
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9
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10
17
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112

12
13
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3
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18
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11 ()

5
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2()

6
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8
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5

17
6
7
8(9)
9
10
11
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18
http://www.esoe.ntu.edu.tw/courses/50529120.htm