MECH 374 Numerical Methods in Engineering

Department of Mechanical Engineering, Hong Kong University of Science and Technology

(http://teaching.ust.hk/~mech374/)

Course Description:

The use of numerical methods for the analysis simulation, and design of engineering processes and
systems has been increasing at a rapid pace in recent years. This course is intended for teaching
numerical methods for engineering students at the senior level as well as at the beginning graduate level.
The course will have three important objectives: (1) to teach the basic theories and fundamentals of
numerical methods; (2) to help the students to acquire skills to implement these methods for computer
solution; and finally (3) to provide an environment where the students can familiarize themselves with
many today’s popular commercial software systems and their use in the solution of engineering
problems. On the first objective, the following fundamental aspects will be covered: analysis of errors,
roots of equations, linear and algebraic equations, optimizations, curve-fitting and approximation,
numerical differentiation and integration, ordinary differential equations, and partial differential
equations. On the second objective, computer programming basics as well as certain specific computer
languages such as MATLAB will be introduced. On the last objective, the students will learn how to use
MATLAB and Excel VBA to implement their own numerical methods. This course is structured as a 3+1
credits course, with 3 lecture credits and 1 for the lab.

Instructor:

Dr. Kai Tang Dept. of Mech. Engineering; E-mail: mektang@ust.hk; Tel: 2358-8656;
Room: 2544; Office hours: Any time (just come to see me or email me to set up an
appointment time if you like).

Textbook:

• S.C. Chapra and R.P. Canale, "Numerical Methods for Engineers", 5th Edition,
McGraw Hill, 2006.
• Research papers

Grade Policy:

• Homework 5%
• Lab projects 25%
• Mid-term exam 30%
• Final-exam 40%

Time and place:

 • Lecture: Monday/Friday 10:30 - 11:50, Room 4505
• Lab class: Monday 09:30 - 10.20, Room 4225c
• Lab Practice: Monday 14:00 - 17:00, Room 4225c

Lab TA:

• Zhanqing CHEN Email: Vitachen@ust.hk; Office hours: Monday 14:00-

17:00, Room 4225c (or other time by appointment).

Announcements

1. The Mid-term Exam is on Monday, Oct. 20th, 2008. Here are the details:
Place: Room 2404 (Lift # 17/18)
Date and time: Monday, Oct. 20th, 2008, 9:30am - 12:30pm (3
hrs)
Format: Closed book, but you are allowed to bring a total
of 5 A4 size "cheat" sheets (10 sides) on which you can write whatever
you like.

2. The Lab on Monday Oct. 20th is now moved to 10:30am -

Noon on Friday, Oct. 24th. That is, on Friday, Oct. 24th,
10:30am - Noon, instead of going to the lecture, you go to Lab
in room 4225C.

Syllabus and Schedule:

Part One: Modeling, Computers, and Error Analysis (week 1-1)

Chapter 1: Mathematical Modeling and Engineering Problem
Solving (week 1-1)
1.1 A Simple Mathematical Model
1.2 Conservation Laws and Engineering
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Chapter 2: Programming and

Software (week 1-1)
2.1 Packages and Programming
 2.2 Structured Programming
2.3 Modular Programming
2.4 Excel
2.5 MATLAB
2.6 Other Languages and Libraries
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Chapter 3: Approximations and Round-Off

Errors (week 1-2)
3.1 Significant Figures
3.2 Accuracy and Precision
3.3 Error Definitions
3.4 Round-Off Errors
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Chapter 4: Truncation Errors and the Taylor

Series (week 2-1)
4.1 The Taylor Series
4.2 Error Propagation
4.3 Total Numerical Error
4.4 Blunders, Formulation Errors, and Data Uncertainty
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Summary

Part Two: Roots of Equations (week 2-1)

Chapter 5: Bracketing
Methods (week 2-2)
5.1 Graphical Methods
5.2 The Bisection Method
5.3 The False-Position Method
5.4 Incremental Searches and Determining Initial Guesses
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Chapter 6: Open
Methods
(week 2-2)
6.1 Simple Fixed-Point Iteration
6.2 The Newton-Raphson Method
6.3 The Secant Method
6.4 Multiple Roots
6.5 Systems of Nonlinear Equations
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Chapter 7: Roots of
Polynomials (week 3-
1)
7.1 Polynomials in Engineering and Science
7.2 Computing with Polynomials
7.3 Conventional Methods
7.4 Müller’s Method
7.5 Bairstow’s Method
7.6 Other Methods
 7.7 Root Location with Libraries and Packages
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Chapter 8: Engineering Applications: Roots of

Equations (week 3-1)
8.1 Ideal and Nonideal Gas Laws (Chemical/Bio Engineering)
8.2 Open-Channel Flow (Civil/Environmental Engineering)
8.3 Design of an Electric Circuit (Electrical Engineering)
8.4 Vibration Analysis (Mechanical/Aerospace Engineering)
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Summary

Part Three: Linear Algebraic Equations (week 3-1)

Chapter 9: Gauss
Elimination (week 3-
2)
9.1 Solving Small Numbers of Equations
9.2 Naïve Gauss Elimination
9.3 Pitfalls of Elimination Methods
9.4 Techniques for Improving Solutions
9.5 Complex Systems
9.6 Nonlinear Systems of Equations
9.7 Gauss-Jordan
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Chapter 10: LU Decomposition and Matrix

Inversion (week 4-1)
10.1 LU Decomposition
10.2 The Matrix Inverse
10.3 Error Analysis and System Condition
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Chapter 11: Special Matrices and Gauss-

Seidel (week 4-1)
11.1 Special Matrices
11.2 Gauss-Seidel
11.3 Linear Algebraic Equations with Libraries and Packages
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Chapter 12: Engineering Applications: Linear Algebraic

Equations (week 4-2)
12.1 Steady-State Analysis of a System of Reactors (Chemical/Bio Engineering)
12.2 Analysis of a Statically Determinate Truss (Civil/Environmental Engineering)
12.3 Currents and Voltages in Resistor Circuits (Electrical Engineering)
12.4 Spring-Mass Systems (Mechanical/Aerospace Engineering)
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Summary

Part Four: Optimization (week 4-2)

 Chapter 13: One-Dimensional Unconstrained
Optimization (week 4-2)
13.1 Golden-Section Search
13.2 Quadratic Interpolation
13.3 Newton’s Method
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Chapter 14: Multidimensional Unconstrained

Optimization (week 5-1)
14.1 Direct Methods
14.2 Gradient Methods
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Chapter 15: Constrained

Optimization (week 5-2)
15.1 Linear Programming
15.2 Nonlinear Constrained Optimization
15.3 Optimization with Packages
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Chapter 16: Engineering Applications:

Optimization (week 6-1)
16.1 Least-Cost Design of a Tank (Chemical/Bio Engineering)
16.2 Least-Cost Treatment of Wastewater (Civil/Environmental Engineering)
16.3 Maximum Power Transfer for a Circuit (Electrical Engineering)
16.4 Mountain Bike Design (Mechanical/Aerospace Engineering)
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Summary

Mid-term review (week 6-1)

Homework solutions - chaps 1-5, chaps 6-11, chaps 12-16 (week 6-2)

Part Five: Curve Fitting (week 7-1)

Chapter 17: Least-Squares
Regression (week 7-1)
17.1 Linear Regression
17.2 Polynomial Regression
17.3 Multiple Linear Regression
17.4 General Linear Least Squares
17.5 Nonlinear Regression
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Chapter 18:
Interpolation
(week 7-2)
18.1 Newton’s Divided-Difference Interpolating Polynomials
18.2 Lagrange Interpolating Polynomials
18.3 Coefficients of an Interpolating Polynomial
18.4 Inverse Interpolation
18.5 Additional Comments
18.6 Spline
 Interpolation
(week 8-1)
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Chapter 19: Fourier Approximation

(week 8-1)
19.1 Curve Fitting with Sinusoidal Functions
19.2 Continuous Fourier Series
19.3 Frequency and Time Domains
19.4 Fourier Integral and Transform
19.5 Discrete Fourier Transform
(DFT) (week 8-2)
19.6 Fast Fourier Transform (FFT)
19.7 The Power Spectrum
19.8 Curve Fitting with Libraries and Packages
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Chapter 20: Engineering Applications: Curve

Fitting (week 8-2)
20.1 Linear Regression and Population Models (Chemical/Bio Engineering)
20.2 Use of Splines to Estimate Heat Transfer (Civil/Environmental Engineering)
20.3 Fourier Analysis (Electrical Engineering)
20.4 Analysis of Experimental Data (Mechanical/Aerospace Engineering)
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Summary

Part Six: Numerical Differentiation and Integration (week 8-2)

Chapter 21: Newton-Cotes Integration
Formulas (week 9-1)
21.1 The Trapezoidal Rule
21.2 Simpson’s Rules
21.3 Integration with Unequal Segments
21.4 Open Integration Formulas
21.5 Multiple Integrals
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Chapter 22: Integration of

Equations (week 9-2)
22.1 Newton-Cotes Algorithms for Equations
22.2 Romberg Integration
22.3 Gauss Quadrature
22.4 Improper Integrals
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Chapter 23: Numerical

Differentiation (week 10-1)
23.1 High-Accuracy Differentiation Formulas
23.2 Richardson Extrapolation
23.3 Derivatives of Unequally Spaced Data
23.4 Derivatives and Integrals for Data with Errors
23.5 Numerical Integration/Differentiation with Libraries and Packages
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 Chapter 24: Engg. Applications: Numerical Integration and
Differentiation (week 10-1)
24.1 -Integration to Determine the Total Quantity of Heat (Chemical/Bio
Engineering)
24.2 -Effective Force on the Mast of a Racing Sailboat (Civil/Environmental
Engineering)
24.3 -Root-Mean-Square Current by Numerical Integration (Electrical Engineering)
24.4 -Numerical Integration to Compute Work (Mechanical/Aerospace
Engineering)
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Summary

Part Seven: Ordinary Differential Equations (week 10-1)

Chapter 25: Runge-Kutta
Methods (week 10-2, 11-
1)
25.1 Euler’s Method
25.2 Improvements of Euler’s Method
25.3 Runge-Kutta Methods
25.4 Systems of Equations
25.5 Adaptive Runge-Kutta Methods
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Chapter 26: Stiffness and Multistep

Methods (week 11-1)
26.1 Stiffness
26.2 Multistep Methods
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Chapter 27: Boundary-Value and Eigenvalue

Problems (week 11-2)
27.1 General Methods for Boundary-Value Problems
27.2 Eigenvalue Problems
27.3 ODEs and Eigenvalues with Libraries and Packages
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Chapter 28: Engineering Applications: Ordinary Differential

Equations (week 12-1)
28.1 -Using ODEs to Analyze the Transient Response of a Reactor (Chemical/Bio
Engineering)
28.2 Predator-Prey Models and Chaos (Civil/Environmental Engineering)
28.3 Simulating Transient Current for an Electric Circuit (Electrical Engineering)
28.4 The Swinging Pendulum (Mechanical/Aerospace Engineering)
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Summary

Part Eight: Partial Differential Equations (a demo) (week 12-1)

Chapter 29: Finite Difference: Elliptic
Equations (week 12-2)
29.1 The Laplace Equation
 29.2 Solution Techniques
29.3 Boundary Conditions
29.4 The Control-Volume Approach
29.5 Software to Solve Elliptic Equations
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Chapter 30: Finite Difference: Parabolic

Equations (week 13-1)
30.1 The Heat Conduction Equation
30.2 Explicit Methods
30.3 A Simple Implicit Method
30.4 The Crank-Nicolson Method
30.5 Parabolic Equations in Two Spatial Dimensions
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Chapter 31: Finite-Element

Method (week 13-2)
31.1 The General Approach
31.2 Finite-Element Application in One Dimension
31.3 Two-Dimensional Problems
31.4 Solving PDEs with Libraries and Packages
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Chapter 32: Engineering Applications: Partial Differential Equations

32.1 -One-Dimensional Mass Balance of a Reactor (Chemical/BioEngineering)
32.2 Deflections of a Plate (Civil/Environmental Engineering)
32.3 Two-Dimensional Electrostatic Field Problems (Electrical Engineering)
32.4 -Finite-Element Solution of a Series of Springs (Mechanical/Aerospace
Engineering)
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Final review (week 14)

Homework solutions - chaps 17, chaps 18-25, chaps 26-32

Final Exam