Contents

Preface

Programs on the CD-ROM

General Algorithm for the Software Developed in This Book

Chapter 1 Numerical Solution of Nonlinear Equations 1

1.1 Introduction
1.2 Types of Roots and Their Approximation 4
1.3 The Method of Successive Substitution 8
1.4 TheWegstein Method 9
1.5 The Method of Linear Interpolation (Method of False Position) 10
1.6 The Newton-Raphson Mcthod 12
Example I: Solution of the Colebrook Equation
I . 15
Example 1.2: Solution of the Soavc-Redlich-Kwong Equation 28
1.7 Synthetic Division Algorithm 34
1.8 The EigcnvalueMethod 35
Example 1.3: Solution of iith-Degree Polynomials and
Transfer Functions 36
1.9 Newton's Method for Simultaneous Nonlinear Equations 45
Example 1.4: Solution of Nonlinear Equations in
Chcmical Equilibrium 48
Problems 53
Referenccs 61

Chapter 2 Numerical Solution of Simultaneous Linear Algebraic

Equations 63

2.1 Introduction 63

VII
viii Contents

2.2 Review of Selected Matrix and Vector Operations 72

2.2. 1 Matrices and Determinants 72
2.2.2 Matrix Transformations 80
2.2.3 Matrix Polynomials and Power Series 82
2.2.4 Vector Operations 83
2.3 Consistency of Equations and Existence of Solutions 85
2.4 Crame(s Rule #7
2.5 Gauss Elimination Method 88
2.5.1 Gauss Elimination in Formula Form 89
1*
2.5.2 Gauss Elimination in Matrix Form 92
2.5.3 Calculation ol Determinants by the Gauss Method 93
Example 2.1: F feat Transfer in a Pipe 94
2.6 Gauss-Jordan Reduction Method 99
2.6. 1 Gauss-Jordan Reduction in Formula Form 99
2.6.2 Gauss-Jordan Reduction in Matrix Form 102
2.6.3 Gauss-Jordan Reduction with Matrix ersion /04
Examplc 2.2: Solution of a Steam Distribution /05
2.7 Gauss-Seidel Substitution Method /12
2.8 Jacobi Method 113
Example 2.3: Solution of Chemical Reaction and Material
Balance Equations
2.9 Homogeneous Algebraic Equations and the Characteristic-Value
Problem /2/
2.9. 1 The -Leverrier Method 124
* 2.9.2 Elementary Similarity Transformations 126
2.9.3 The QR Algorithm of Factorization /29
Problems /35
References 14/

Chapter 3 Finite Difference Methods and Interpolation 143

3.1 Introduction /43

3.2 Symbolic Operators 144
3.3 Backward Finite Differences 149
3.4 Forward Finite Differences /52
3.5 Central Finite Differences 156
3.6 Difference Equations and Their Solutions 16/
3.7 Interpolating Polynomials 166
3.8 lnterpolation of Equally Spaced Points 168

Sections marked s; rh an asterisk ) he omitted in all undergi aduate

Contents ix

3.8.1 Gregory-Newton Interpolation 168

Example 3.1: Gregory-Newton Method for Interpolation
of Equally Spaced Data 172
3.8.2 Stirling's Interpolation 176
3.9 Interpolation of Unequally Spaced Points 179
3.9.1 Lagrange Polynomials 179
3.9.2 Spline Interpolation 180
Example 3.2: The Lagrange Polynomials and Cubic Splines 184
3.10* Orthogonal Polynomials 189
Problems 193
References /95

Chapter 4 Numerical Differentiation and Integration 197

4.1 Introduction 197

4.2 Differentiation by Backward Finite Differences 200
4.2. 1 First-Order Derivative in Terms of Backward Finite Differences
with Error of Order h 200
4.2.2 Second-Order Derivative in Terms of Backward Finite Differences
with Error of Order h 201
4.2.3 First-Order Derivative in Terms of Backward Finite Differences
with Error of Order h 202
4.2.4 Second-Order Derivative in Terms of Backward Finite Differences
with Error of Order h2 203
4.3 Differentiation by Forward Finite Differences 205
4.3.1 First-Order Derivative in Terms of Forward Finite Differences
with Error of Order h 205
4.3.2 Second-Order Derivative in Terms of Forward Finite Differences
with Error of Orderh 206
4.3.3 First-Order Derivative in Terms of Forward Finite Differences
with Error of Order h2 206
4.3.4 Second-Order Derivative in Terms of Forward Finite Differences
with Error of Order h2 207
4.4 Differentiation by Central Finite Differences 208
4.4.1 First-Order Derivative in Terms of Central Finite Differences
with Error of Order h2 208
4.4.2 Second-Order Derivative in Terms of Central Finite Differences
with Error of Order h2 210
4.4.3 First-Order Derivative in Terms of Central Finite Differences
with Error of Order h4 210
4.4.4 Second-Order Derivative in Terms of Central Finite Differences
with Error of Order h4 211
x Contents

Example 4.1: Mass Transfer Flux from an Open Vessel 212

Example 4.2: Derivative of Vectors of Equally Spaced Points 220
4.5 Spline Differentiation 228
4.6 Integration Formulas 228
4.7 Newton-Cotes Formulas of Integration 230
4.7.1 The Trapezoidal Rule 230
4.7.2 Simpson's 1/3 Rule 233
4.7.3 Simpson's 3/8 Rule 235
4.7.4 Summary of Newton-Cotes Integration 236
Example 4.3: Integration Formulas—Trapezoidal and
Simpson's 1/3 Rules 238
4.8 * Gauss Quadrature 241
* 4.8.1 Two-Point Gauss-Legendre Quadrature 242
* 4.8.2 Higher-Point Gauss-Legendre Formulas 244
Example 4.4: Integration Formulas—Gauss-Legendre Quadrature 246
4.9 Spline Integration 252
4.10 Multiple Integrals 253
Problems 255
References 258

Chapter 5 Numerical Solution of Ordinary Differential Equations 261

5.1 Introduction 261

5.2 Classification of Ordinary Differential Equations 265
5.3 Transformation to Canonical Form 267
Example 5.1: Transformation to Canonical Form 269
5.4 Linear Ordinary Differential Equations 273
Example 5.2: Solution of a Chemical Reaction System 276
5.5 Nonlinear Ordinary Differential Equations—Initial-Value Problems 282
5.5.1 The Euler and Modified Euler Methods 284
5.5.2 The Runge-Kutta Methods 288
5.5.3 The Adams and Adams-Moulton Methods 291
5.5.4 Simultaneous Differential Equations 295
Example 5.3: Solution of Nonisothermal Plug-Flow Reactor 296
5.6 * Nonlinear Ordinary Differential Equations—Boundary-Value
Problems 308
* 5.6.1 TheShootingMethod 310
Example 5.4: Flow of a Non-Newtonian Fluid 314
* 5.6.2 The Finite Difference Method 321
* 5.6.3 Collocation Methods 323
Example 5.5: Optimal Temperature Profile for Penicillin
Fermentation 331
Contents xi

5.7 Error Propagation, Stability, and Convergence 341

5.7.1 Stability and Error Propagation of Euler Methods 342
* 5.7.2 Stability and Error Propagation of Runge-Kutta Methods
348
* 5.7.3 Stability and Error Propagation of Multistep Methods
350
5.8 * Step Size Control 351
* Stiff Differential Equations
352
Problems 354
References 364

Chapter 6 Numerical Solution of Partial Differential Equations 365

6.1 Introduction 365

6.2 Classification of Partial Differential Equations 368
6.3 Initial and Boundary Conditions 370
6.4 Solution of Partial Differential Equations Using Finite Differences 373
6.4.1 Elliptic Partial Differential Equations 375
Example 6.1: Solution of the Laplace and Poisson Equations 382
6.4.2 Parabolic Partial Differential Equations 394
Example 6.2: Solution of Parabolic Partial Differential
Equations for Diffusion 401
Example 6.3: Solution of Parabolic Partial Differential
Equations for Heat Transfer 411
6.4.3 Hyperbolic Partial Differential Equations 422
* 6.4.4 Irregular Boundaries and Polar Coordinate Systems
426
* 6.4.5 Nonlinear Partial Differential Equations
431
6.5 * Stability Analysis 431
6.6 * Introduction to Finite Element Methods 435
Problems 437
References 446

Chapter 7 Linear and Nonlinear Regression Analysis 449

7.1 * Process Analysis, Mathematical Modeling, and Regression Analysis 449

7.2 * Review of Statistical Terminology Used in Regression Analysis 453
* 7.2.1 Population and Sample Statistics 453
* 7.2.2 Probability Density Functions and Probability Distributions 462
* 7.2.3 Confidence Intervals and Hypothesis Testing 471
* Linear Regression Analysis 476
7.3.1 The Least Squares Method 479
* 7.3.2 Properties of Estimated Vector of Parameters 480
* Nonlinear Regression Analysis 486
* 7.4.1 The Method of Steepest Descent 489
xii Contents

* 7.4.2 The Gauss-Newton Method 490

*743 Newton's Method 49/
*744 The Marquardt Method 493
* 7.4.5 Multiple Nonlinear Regression 494
75 * Analysis of Variance and Other Statistical Tests of the
Regression Results 496
Example 7.1: Nonlinear Regression Using the
Marquardt Method 502
Problems 523
References 528

Appendix A: Introduction to MATLAB 531

A. I Basic Operations and Commands 532

A.2 Vectors, Matrices, and Multidimensional Arrays 534
A.2. 1 Array Arithmetic 535
A.3 Graphics 536
A.3.l 2-DGraphs 536
A.3.2 3-DGraphs 537
A.3.3 2½-D Graphs 538
A.4 Scripts and Functions 539
A.4. Flow Control
1 540
A.5 Data Export and Import 542
A.6 Where to Find Help 543
References 544

Index 545

The Authors 559