Numerical Analysis Mathematical Modeling

understanding are prerequisites for the effective implementation of any

tool. No matter how impressive your tool chest, you will be hard-pressed to
repair a car if you do not understand how it works. This is particularly true
when using computers to solve engineering problems. Although they have
great potential utility, computers are practically useless without a
fundamental understanding of how engineering systems work. This
understanding is initially gained by empirical means—that is, by
observation and experiment. However, while such empirically derived
information is essential, it is only half the story. Over years and years of
observation and experiment, engineers and scientists have noticed that
certain aspects of their empirical studies occur repeatedly. Such general
behavior can then be expressed as fundamental laws that essentially
embody the cumulative wisdom of past experience. Thus, most
engineering problem solving employs the two-pronged approach of
empiricism and theoretical analysis (Fig. 1.1). It must be stressed that the
two prongs are closely coupled. As new measurements are taken, the
generalizations may be modifi ed or new ones developed. Similarly, the
generalizations can have a strong infl uence on the experiments and
observations. In particular, generalizations can serve as organizing
principles that can be employed to synthesize observations and
experimental results into a coherent and comprehensive framework from
which conclusions can be drawn. From an engineering problem-solving
perspective, such a framework is most useful when it is expressed in the
form of a mathematical model. The primary objective of this chapter is to
introduce you to mathematical modeling

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, effi cient digital computers, the role of numerical
methods in engineering problem solving has increased dramatically in
recent years. PT1.1.1 Noncomputer Methods Beyond providing increased
computational fi repower, the widespread availability of computers
(especially personal computers) and their partnership with numerical
methods has had a signifi cant infl uence on the actual engineering
problem-solving process. In the precomputer era there were generally
three different ways in which engineers approached problem solving: 1.
Solutions were derived for some problems using analytical, or exact,
methods. These solutions were often useful and provided excellent insight
into the behavior of some systems. However, analytical solutions can be
derived for only a limited class of problems. These include those that can
be approximated with linear models and those that have simple geometry
and low dimensionality. Consequently, analytical solutions are of limited
practical value because most real problems are nonlinear and involve
complex shapes and processes. 2. Graphical solutions were used to
characterize the behavior of systems. These graphical solutions usually
took the form of plots or nomographs. Although graphical techniques can
often be used to solve complex problems, the results are not very precise.
Furthermore, graphical solutions (without the aid of computers) are
extremely tedious and awkward to implement. Finally, graphical
techniques are often limited to problems that can be described using
three or fewer dimensions. 3. Calculators and slide rules were used to
implement numerical methods manually. Although in theory such
approaches should be perfectly adequate for solving complex problems, in
actuality several diffi culties are encountered. Manual calculations are
slow and tedious. Furthermore, consistent results are elusive because of
simple blunders that arise when numerous manual tasks are performed.
During the precomputer era, signifi cant amounts of energy were
expended on the solution technique itself, rather than on problem defi
nition and interpretation (Fig. PT1.1a). This unfortunate situation existed
because so much time and drudgery were required to obtain numerical
answers using precomputer techniq

Today, computers and numerical methods provide an alternative for such

complicated calculations. Using computer power to obtain solutions
directly, you can approach these calculations without recourse to
simplifying assumptions or time-intensive techniques. 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).
PT1.1.2 Numerical Methods and Engineering Practice Since the late 1940s
the widespread availability of digital computers has led to a veritable
explosion in the use and development of numerical methods. At fi rst, this
growth was somewhat limited by the cost of access to large mainframe
computers, and, consequently, many engineers continued to use simple
analytical approaches in a signifi cant portion of their work. Needless to
say, the recent evolution of inexpensive personal.
computers has given us ready access to powerful computational
capabilities. There are several additional reasons why you should study
numerical methods: 1. Numerical methods are extremely powerful
problem-solving tools. They are capable of handling large systems of
equations, nonlinearities, and complicated geometries that are not
uncommon in engineering practice and that are often impossible to solve
analytically. As such, they greatly enhance your problem-solving skills. 2.
During your careers, you may often have occasion to use commercially
available prepackaged, or “canned,” computer programs that involve
numerical methods. The intelligent use of these programs is often
predicated on knowledge of the basic theory underlying the methods. 3.
Many problems cannot be approached using canned programs. If you are
conversant with numerical methods and are adept at computer
programming, you can design your own programs to solve problems
without having to buy or commission expensive software. 4. Numerical
methods are an effi cient vehicle for learning to use computers. It is well
known that an effective way to learn programming is to actually write
computer programs. Because numerical methods are for the most part
designed for implementation on computers, they are ideal for this purpose.
Further, they are especially well-suited to illustrate the power and the
limitations of computers. When you successfully implement numerical
methods on a computer and then apply them to solve otherwise
intractable problems, you will be provided with a dramatic demonstration
of how computers can serve your professional development. At the same
time, you will also learn to acknowledge and control the errors of
approximation that are part and parcel of large-scale numerical
calculations. 5. Numerical methods provide a vehicle for you to reinforce
your understanding of mathematics. Because one function of numerical
methods is to reduce higher mathematics to basic arithmetic operations,
they get at the “nuts and bolts” of some otherwise obscure topics.
Enhanced understanding and insight can result from this alternative
perspective. PT1.2 MATHEMATICAL BACKGROUND Every part in this book
requires some mathematical background. Consequently, the introductory
material for each part includes a section, such as the one you are reading,
on mathematical background. Because Part One itself is devoted to
background material on mathematics and computers, this section does
not involve a review of a specifi c mathematical topic. Rather, we take this
opportunity to introduce you to the types of mathematical subject areas
covered in this book. As summarized in Fig. PT1.2, these are 1. Roots of
Equations (Fig. PT1.2a). These problems are concerned with the value of a
variable or a parameter that satisfi es a single nonlinear equation. These
problems are especially valuable in engineering design contexts where it
is often impossible to explicitly solve design equations for parameters. 2.
Systems of Linear Algebraic Equations (Fig. PT1.2b). These problems are
similar in spirit to roots of equations in the sense that they are concerned
with values that

applications in engineering practice, ranging from the determination of the

centroids of oddly shaped objects to the calculation of total quantities
based on sets of discrete measurements. In addition, numerical
integration formulas play an important role in the solution of differential
equations. 6. Ordinary Differential Equations (Fig. PT1.2f). Ordinary
differential equations are of great signifi cance in engineering practice.
This is because many physical laws are couched in terms of the rate of
change of a quantity rather than the magnitude of the quantity itself.
Examples range from population-forecasting models (rate of change of
population) to the acceleration of a falling body (rate of change of
velocity). Two types of problems are addressed: initial-value and boundary-
value problems. In addition, the computation of eigenvalues is covered. 7.
Partial Differential Equations (Fig. PT1.2g). Partial differential equations
are used to characterize engineering systems where the behavior of a
physical quantity is couched in terms of its rate of change with respect to
two or more independent variables. Examples include the steady-state
distribution of temperature on a heated plate (two spatial dimensions) or
the time-variable temperature of a heated rod (time and one spatial
dimension). Two fundamentally different approaches are employed to solve
partial differential equations numerically. In the present text, we will
emphasize fi nite-difference methods that approximate the solution in a
pointwise fashion (Fig. PT1.2g). However, we will also present an
introduction to fi nite-element methods, which use a piecewise approach.
PT1.3 ORIENTATION Some orientation might be helpful before proceeding
with our introduction to numerical methods. The following is intended as
an overview of the material in Part One. In addition, some objectives have
been included to focus your efforts when studying the material. PT1.3.1
Scope and Preview Figure PT1.3 is a schematic representation of the
material in Part One. We have designed this diagram to provide you with a
global overview of this part of the book. We believe that a sense of the “big
picture” is critical to developing insight into numerical methods. When
reading a text, it is often possible to become lost in technical details.
Whenever you feel that you are losing the big picture, refer back to Fig.
PT1.3 to reorient yourself. Every part of this book includes a similar fi
gure. Figure PT1.3 also serves as a brief preview of the material covered
in Part One. Chapter 1 is designed to orient you to numerical methods and
to provide motivation by demonstrating how these techniques can be used
in the engineering modeling process. Chapter 2 is an introduction and
review of computer-related aspects of numerical methods and suggests
the level of computer skills you should acquire to effi ciently apply
succeeding information. Chapters 3 and 4 deal with the important topic of
error analysis, which must be understood for the effective use of
numerical methods. In addition, an epilogue is included that introduces
the trade-offs that have such great signifi cance for the effective
implementation of numerical methods.