Preface |
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xvii | |
Acknowledgments |
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xxix | |
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1 | (12) |
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1 | (1) |
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Table 1.1 Binary, Octal, Decimal and Hexadecimal Numbers |
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2 | (1) |
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1.2 Representation of Integers |
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2 | (6) |
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1.2.1 Conversion from Any Number System to the Decimal Number System |
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3 | (1) |
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1.2.2 Conversion between Binary, Octal and Hexadecimal Number Systems |
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4 | (1) |
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1.2.3 Conversion from Decimal Number System to Any Other Number System |
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4 | (2) |
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1.2.4 Conversion from One Number System to Any Other Number System |
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6 | (2) |
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1.3 Representation of Fractions |
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8 | (3) |
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11 | (2) |
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13 | (34) |
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2.1 Absolute, Relative and Percentage Errors |
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13 | (3) |
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2.2 Errors in Modeling of Real World Problems |
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16 | (1) |
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16 | (1) |
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2.2.2 Error in Original Data (Inherent Error) |
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16 | (1) |
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16 | (1) |
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2.3 Errors in Implementation of Numerical Methods |
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17 | (24) |
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17 | (5) |
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2.3.2 Overflow and Underflow |
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22 | (1) |
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2.3.3 Floating Point Arithmetic and Error Propagation |
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23 | (1) |
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2.3.3.1 Propagated Error in Arithmetic Operations |
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24 | (3) |
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2.3.3.2 Error Propagation in Function of Single Variable |
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27 | (1) |
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2.3.3.3 Error Propagation in Function of More than One Variable |
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28 | (2) |
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30 | (3) |
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2.3.5 Machine eps (Epsilon) |
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33 | (1) |
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34 | (1) |
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2.3.7 Loss of Significance: Condition and Stability |
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34 | (7) |
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2.4 Some Interesting Facts about Error |
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41 | (6) |
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42 | (5) |
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Chapter 3 Nonlinear Equations |
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47 | (77) |
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47 | (1) |
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3.1.1 Polynomial Equations |
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48 | (1) |
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3.1.2 Transcendental Equations |
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48 | (1) |
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3.2 Methods for Solutions of the Equation ƒ(x) = 0 |
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48 | (6) |
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3.2.1 Direct Analytical Methods |
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49 | (1) |
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49 | (2) |
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3.2.3 Trial and Error Methods |
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51 | (1) |
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52 | (2) |
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3.3 Bisection (or) Bolzano (or) Interval-Halving Method |
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54 | (5) |
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3.4 Fixed-Point Method (or) Direct-Iteration Method (or) Method of Successive-Approximations (or) Iterative Method (or) One-Point-Iteration Method |
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59 | (6) |
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3.5 Newton--Raphson (NR) Method |
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65 | (3) |
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3.6 Regula Falsi Method (or) Method of False Position |
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68 | (3) |
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71 | (3) |
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74 | (12) |
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3.8.1 Convergence of Bisection Method |
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75 | (1) |
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3.8.2 Convergence of Fixed-Point Method |
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76 | (5) |
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3.8.3 Convergence of Newton--Raphson Method |
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81 | (4) |
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3.8.4 Convergence of Regula Falsi Method |
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85 | (1) |
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3.8.5 Convergence of Secant Method |
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85 | (1) |
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86 | (15) |
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3.9.1 Order of Convergence for Bisection Method |
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87 | (1) |
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3.9.2 Order of Convergence for Fixed-Point Method |
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88 | (2) |
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3.9.3 Order of Convergence for Newton--Raphson Method |
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90 | (7) |
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3.9.4 Order of Convergence for Secant Method |
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97 | (2) |
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3.9.5 Order of Convergence for Regula Falsi Method |
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99 | (2) |
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101 | (5) |
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106 | (4) |
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3.12 Aitken Δ2 Process: Acceleration of Convergence of Fixed-Point Method |
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110 | (7) |
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Table 3.3 Formulation of Methods |
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115 | (1) |
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Table 3.4 Properties and Convergence of Methods |
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116 | (1) |
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3.13 Summary and Observations |
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117 | (1) |
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118 | (6) |
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Chapter 4 Nonlinear Systems and Polynomial Equations |
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124 | (49) |
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125 | (6) |
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4.2 Seidel Iteration Method |
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131 | (4) |
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4.3 Newton--Raphson (NR) Method |
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135 | (9) |
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144 | (3) |
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147 | (5) |
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4.5.1 Descartes Rule of Signs |
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147 | (1) |
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148 | (4) |
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4.6 Birge--Vieta (or) Horner Method |
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152 | (4) |
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156 | (5) |
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4.8 Graeffe Root Squaring Method |
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161 | (12) |
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Table 4.2 Methods for Solutions of the Systems of Nonlinear Equations |
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169 | (1) |
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Table 4.3 Methods for the Solutions of the Polynomial Equations |
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170 | (1) |
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171 | (2) |
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Chapter 5 Systems of Linear Equations |
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173 | (95) |
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173 | (3) |
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176 | (2) |
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5.3 Matrix Inversion Method |
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178 | (4) |
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5.4 LU Decomposition (or) Factorization (or) Triangularization Method |
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182 | (10) |
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183 | (1) |
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183 | (7) |
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190 | (2) |
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5.5 Gauss Elimination Method |
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192 | (11) |
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5.5.1 Operational Counts for Gauss Elimination Method |
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197 | (2) |
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5.5.2 Thomas Algorithm (Tridiagonal Matrix Algorithm) |
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199 | (4) |
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203 | (3) |
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5.7 Comparison of Direct Methods |
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206 | (1) |
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5.8 Pivoting Strategies for Gauss Elimination Method |
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207 | (10) |
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217 | (1) |
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5.10 Jacobi Method (or) Method of Simultaneous Displacement |
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218 | (4) |
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5.11 Gauss--Seidel Method (or) Method of Successive Displacement (or) Liebmann Method |
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222 | (5) |
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227 | (10) |
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5.13 Convergence Criteria for Iterative Methods |
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237 | (8) |
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5.14 Matrix Forms and Convergence of Iterative Methods |
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245 | (11) |
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Table 5.2 Formulae for Iterative Methods |
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255 | (1) |
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256 | (2) |
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258 | (10) |
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261 | (7) |
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Chapter 6 Eigenvalues and Eigenvectors |
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268 | (31) |
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268 | (2) |
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6.2 Eigenvalues and Eigenvectors |
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270 | (7) |
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271 | (2) |
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6.2.2 Complex Eigenvalues |
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273 | (1) |
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6.2.3 Matrix with Real and Distinct Eigenvalues |
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274 | (1) |
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6.2.4 Matrix with Real and Repeated Eigenvalues |
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275 | (1) |
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6.2.4.1 Linearly Independent Eigenvectors |
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275 | (1) |
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6.2.4.2 Linearly Dependent Eigenvectors |
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276 | (1) |
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6.3 Bounds on Eigenvalues |
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277 | (4) |
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6.3.1 Gerschgorin Theorem |
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277 | (2) |
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279 | (2) |
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6.4 Rayleigh Power Method |
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281 | (10) |
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6.4.1 Inverse Power Method |
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285 | (3) |
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6.4.2 Shifted Power Method |
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288 | (3) |
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6.5 Rutishauser (or) LU Decomposition Method |
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291 | (8) |
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295 | (4) |
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Chapter 7 Eigenvalues and Eigenvectors of Real Symmetric Matrices |
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299 | (32) |
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299 | (8) |
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7.1.1 Similarity Transformations |
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304 | (2) |
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7.1.2 Orthogonal Transformations |
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306 | (1) |
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307 | (4) |
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7.3 Strum Sequence for Real Symmetric Tridiagonal Matrix |
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311 | (1) |
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312 | (7) |
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319 | (12) |
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326 | (5) |
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331 | (33) |
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331 | (2) |
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333 | (7) |
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333 | (1) |
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333 | (1) |
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334 | (1) |
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334 | (1) |
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8.2.5 Recursive Algorithm for the Nested Newton Form |
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335 | (1) |
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8.2.6 Change of Center in Newton Form |
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336 | (4) |
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340 | (3) |
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8.4 Newton Divided Difference (NDD) Method |
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343 | (7) |
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8.4.1 Proof for Higher Order Divided Differences |
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346 | (1) |
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8.4.2 Advantages of NDD Interpolation over Lagrange Interpolation |
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347 | (1) |
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8.4.3 Properties of Divided Differences |
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348 | (2) |
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8.5 Error in Interpolating Polynomial |
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350 | (3) |
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353 | (1) |
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8.7 Hermite Interpolation |
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354 | (3) |
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8.8 Piecewise Interpolation |
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357 | (2) |
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8.9 Weierstrass Approximation Theorem |
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359 | (5) |
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359 | (5) |
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Chapter 9 Finite Operators |
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364 | (25) |
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364 | (1) |
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9.2 Finite Difference Operators |
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365 | (2) |
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9.2.1 Forward Difference Operator (Δ) |
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365 | (1) |
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9.2.2 Backward Difference Operator (V) |
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366 | (1) |
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9.2.3 Central Difference Operator (δ) |
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366 | (1) |
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9.3 Average, Shift and Differential Operators |
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367 | (2) |
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9.3.1 Mean or Average Operator (μ) |
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367 | (1) |
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367 | (1) |
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9.3.3 Differential Operator (D) |
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368 | (1) |
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Table 9.1 Finite Differences and Other Operators |
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368 | (1) |
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9.4 Properties and Interrelations of Finite Operators |
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369 | (5) |
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9.4.1 Linearity and Commutative Properties |
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369 | (1) |
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9.4.2 Interrelations of Finite Operators |
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370 | (3) |
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Table 9.2 Relations between the Operators |
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373 | (1) |
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9.5 Operators on Some Functions |
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374 | (3) |
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9.6 Newton Divided Differences and Other Finite Differences |
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377 | (2) |
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9.7 Finite Difference Tables and Error Propagation |
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379 | (7) |
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Table 9.3 Forward Differences |
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380 | (1) |
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Table 9.4 Backward Differences |
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380 | (1) |
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Table 9.5 Central Differences |
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381 | (5) |
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386 | (3) |
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Chapter 10 Interpolation for Equal Intervals and Bivariate Interpolation |
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389 | (56) |
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10.1 Gregory--Newton Forward Difference Formula |
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390 | (5) |
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10.1.1 Error in Newton Forward Difference Formula |
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393 | (2) |
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10.2 Gregory--Newton Backward Difference Formula |
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395 | (3) |
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10.2.1 Error in Newton Backward Difference Formula |
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397 | (1) |
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10.3 Central Difference Formulas |
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398 | (1) |
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10.4 Gauss Forward Central Difference Formula |
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399 | (3) |
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10.5 Gauss Backward Central Difference Formula |
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402 | (2) |
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404 | (2) |
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406 | (2) |
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408 | (2) |
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410 | (21) |
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Table 10.1 Finite Differences Formulas |
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412 | (19) |
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10.10 Bivariate Interpolation |
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431 | (14) |
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10.10.1 Lagrange Bivariate Interpolation |
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431 | (4) |
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10.10.2 Newton Bivariate Interpolation for Equi-spaced Points |
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435 | (7) |
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442 | (3) |
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Chapter 11 Splines, Curve Fitting, and Other Approximating Curves |
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445 | (50) |
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445 | (1) |
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11.2 Spline Interpolation |
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446 | (10) |
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11.2.1 Cubic Spline Interpolation |
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448 | (3) |
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11.2.2 Cubic Spline for Equi-spaced Points |
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451 | (5) |
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456 | (6) |
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462 | (5) |
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467 | (11) |
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11.5.1 Linear Curve (or) Straight Line Fitting |
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468 | (2) |
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11.5.2 Nonlinear Curve Fitting by Linearization of Data |
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470 | (1) |
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Table 11.1 Linearization of Nonlinear Curves |
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471 | (3) |
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11.5.3 Quadratic Curve Fitting |
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474 | (4) |
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11.6 Chebyshev Polynomials Approximation |
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478 | (6) |
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11.7 Approximation by Rational Function of Polynomials (Pade Approximation) |
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484 | (11) |
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Table 11.2 Summary and Comparison |
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488 | (1) |
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489 | (6) |
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Chapter 12 Numerical Differentiation |
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495 | (14) |
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495 | (2) |
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12.2 Numerical Differentiation Formulas |
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497 | (12) |
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Table 12.1 Summary Table for Numerical Differentiation Formulas |
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498 | (9) |
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507 | (2) |
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Chapter 13 Numerical Integration |
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509 | (67) |
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13.1 Newton-Cotes Quadrature Formulas (Using Lagrange Method) |
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510 | (7) |
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13.1.1 Trapezoidal Rule (n = 1) |
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512 | (1) |
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13.1.2 Simpson 1/3 Rule (n = 2) |
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513 | (1) |
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13.1.3 Simpson 3/8 Rule (n = 3) |
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514 | (1) |
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13.1.4 Boole Rule (n = 4) |
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514 | (1) |
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13.1.5 Weddle Rule (n = 6) |
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515 | (2) |
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13.2 Composite Newton--Cotes Quadrature Rules |
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517 | (11) |
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13.2.1 Composite Trapezoidal Rule |
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517 | (1) |
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13.2.2 Composite Simpson 1/3 Rule |
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518 | (1) |
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13.2.3 Composite Simpson 3/8 Rule |
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519 | (1) |
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13.2.4 Composite Boole Rule |
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519 | (9) |
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13.3 Errors in Newton--Cotes Quadrature Formulas |
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528 | (7) |
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13.3.1 Error in Trapezoidal Rule (n = 1) |
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529 | (1) |
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13.3.2 Error in Simpson 1/3 Rule (n = 2) |
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529 | (1) |
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13.3.3 Error in Simpson 3/8 Rule (n = 3) |
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530 | (1) |
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13.3.4 Error in Boole Rule (n = 4) |
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531 | (1) |
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13.3.5 Error in Weddle Rule (n = 6) |
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531 | (3) |
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Table 13.1 Newton--Cotes Quadrature Formulas |
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534 | (1) |
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13.4 Gauss Quadrature Formulas |
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535 | (18) |
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13.4.1 Gauss--Legendre Formula |
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535 | (11) |
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13.4.2 Gauss--Chebyshev Formula |
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546 | (3) |
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13.4.3 Gauss--Laguerre Formula |
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549 | (2) |
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13.4.4 Gauss--Hermite Formula |
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551 | (2) |
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13.5 Euler--Maclaurin Formula |
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553 | (5) |
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13.6 Richardson Extrapolation |
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558 | (2) |
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560 | (7) |
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Table 13.2 Numerical Techniques for Integration |
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565 | (2) |
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567 | (9) |
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567 | (2) |
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569 | (2) |
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571 | (5) |
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Chapter 14 First Order Ordinary Differential Equations: Initial Value Problems |
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576 | (66) |
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14.1 Some Important Classifications and Terms |
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577 | (5) |
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14.1.1 Ordinary and Partial Differential Equations |
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577 | (1) |
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14.1.2 Order and Degree of Differential Equations |
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578 | (1) |
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14.1.3 Homogeneous and Non-homogeneous Differential Equations |
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578 | (1) |
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14.1.4 Constant and Variable Coefficient Differential Equations |
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579 | (1) |
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14.1.5 Linear and Nonlinear Differential Equations |
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579 | (1) |
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14.1.6 General, Particular and Singular Solutions |
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580 | (1) |
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14.1.7 Initial Value Problem (IVP) and Boundary Value Problem (BVP) |
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580 | (1) |
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14.1.8 Existence and Uniqueness of Solutions |
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581 | (1) |
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14.1.9 Comparison of Analytical and Numerical Methods |
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582 | (1) |
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14.2 Picard Method of Successive Approximations |
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582 | (3) |
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14.3 Taylor Series Method |
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585 | (4) |
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589 | (3) |
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14.5 Modified (or) Improved Euler Method (or) Heun Method |
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592 | (5) |
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14.6 Runge-Kutta (RK) Methods |
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597 | (11) |
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14.7 Milne Method (Milne Simpson Method) |
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608 | (8) |
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14.8 Adams Method (Adams--Bashforth Predictor and Adams--Moulton Corrector Formulas) |
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616 | (7) |
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14.9 Errors in Numerical Methods |
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623 | (1) |
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14.10 Order and Stability of Numerical Methods |
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624 | (2) |
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14.11 Stability Analysis of IVP y' = Ay, y(0) = y0 |
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626 | (2) |
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14.12 Backward Euler Method |
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628 | (14) |
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Table 14.1 Numerical Schemes for IVP |
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634 | (2) |
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636 | (6) |
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Chapter 15 Systems of First Order ODEs and Higher Order ODEs: Initial and Boundary Value Problems |
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642 | (37) |
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644 | (3) |
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15.2 Taylor Series Method |
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647 | (1) |
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648 | (4) |
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15.4 Runge-Kutta Fourth Order Method |
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652 | (6) |
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Table 15.1 Formulations for Solutions of IVPs |
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658 | (1) |
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15.5 Boundary Value Problem: Shooting Method |
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658 | (3) |
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15.6 Finite Difference Approximations for Derivatives |
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661 | (3) |
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15.6.1 First Order Derivatives |
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662 | (1) |
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15.6.2 Second Order Derivatives |
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663 | (1) |
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15.7 Boundary Value Problem: Finite Difference Method |
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664 | (4) |
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15.8 Finite Difference Approximations for Unequal Intervals |
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668 | (3) |
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671 | (8) |
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672 | (7) |
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Chapter 16 Partial Differential Equations: Finite Difference Methods |
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679 | (100) |
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16.1 Classification of Second-Order Quasi-Linear PDEs |
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680 | (2) |
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16.2 Initial and Boundary Conditions |
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682 | (1) |
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16.3 Finite Difference Approximations for Partial Derivatives |
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683 | (5) |
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16.4 Parabolic Equation (1-dimensional Heat Conduction Equation) |
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688 | (13) |
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16.4.1 Bender--Schmidt Explicit Scheme |
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689 | (1) |
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16.4.2 Crank--Nicolson (CN) Scheme |
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690 | (1) |
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16.4.3 General Implicit Scheme |
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691 | (1) |
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692 | (1) |
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16.4.5 Du-Fort and Frankel Scheme |
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692 | (9) |
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16.5 Consistency, Convergence and Stability of Explicit and Crank--Nicolson Schemes |
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701 | (9) |
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702 | (1) |
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16.5.2 Consistency of Explicit Scheme |
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703 | (1) |
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16.5.3 Convergence and Order |
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704 | (1) |
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705 | (1) |
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16.5.5 Matrix Method for Stability of Explicit Scheme |
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705 | (2) |
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16.5.6 Matrix Method for Stability of CN Scheme |
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707 | (1) |
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16.5.7 Neumann Method for Stability of Explicit Scheme |
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708 | (1) |
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16.5.8 Neumann Method for Stability of CN Scheme |
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709 | (1) |
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Table 16.1 Summary Table of Finite Difference Methods for 1-Dimensional Heat Conduction Equation |
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710 | (1) |
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16.6 2-Dimensional Heat Conduction Equation |
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711 | (6) |
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711 | (1) |
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16.6.2 Crank--Nicolson (CN) Scheme |
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712 | (2) |
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16.6.3 Alternating Direction Implicit (ADI) Scheme |
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|
714 | (3) |
|
Table 16.2 Summary Table of Finite Difference Methods for 2-Dimensional Heat Conduction Equation |
|
|
717 | (8) |
|
16.7 Elliptic Equations (Laplace and Poisson Equations) |
|
|
725 | (25) |
|
|
726 | (14) |
|
|
740 | (10) |
|
16.8 Hyperbolic Equation (Wave Equation) |
|
|
750 | (9) |
|
|
751 | (1) |
|
|
751 | (8) |
|
16.9 Creating Own Scheme for a Problem |
|
|
759 | (2) |
|
Exercise 16.1 Parabolic Equation (Heat Conduction (or) Diffusion Equation) |
|
|
761 | (9) |
|
Exercise 16.2 Elliptic Equation (Laplace and Poisson Equations) |
|
|
770 | (3) |
|
Exercise 16.3 Hyperbolic Equation (Wave Equation) |
|
|
773 | (12) |
Appendix A Comparison of Analytical and Numerical Techniques |
|
779 | (2) |
Appendix B Numerical Techniques and Computer |
|
781 | (2) |
Appendix C Taylor Series |
|
783 | (3) |
|
Taylor Series for the Functions of More than One Variable |
|
|
785 | (1) |
|
Lagrange Mean Value (LMV) Theorem |
|
|
785 | (1) |
|
|
785 | (3) |
Appendix D Linear and Nonlinear |
|
786 | (2) |
Appendix E Graphs of Standard Functions |
|
788 | (2) |
|
|
788 | (1) |
|
|
789 | (1) |
Appendix F Greek Letters |
|
790 | (1) |
Index |
|
791 | |