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vi Contents
2 Linear Systems 69
2.1 Naive Gaussian Elimination 69
A Larger Numerical Example 71
Algorithm 72
Pseudocode 75
Testing the Pseudocode 77
Residual and Error Vectors 79
Summary 2.1 79
Exercises 2.1 80
Computer Exercises 2.1 81
2.2 Gaussian Elimination with Scaled Partial Pivoting 82
Naive Gaussian Elimination Can Fail 82
Partial Pivoting and Full (Complete) Pivoting 84
Gaussian Elimination with Scaled Partial Pivoting 85
A Larger Numerical Example 87
Pseudocode 89
Long Operation Count 92
Numerical Stability 93
Scaling 94
Variants of Gaussian Eliminations 94
Condition Number 97
Backslash Operator in MATLAB 97
Summary 2.2 97
Exercises 2.2 98
Computer Exercises 2.2 100
2.3 Tridiagonal and Banded Systems 103
Tridiagonal Systems 103
Strictly Diagonal Dominance 106
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Contents vii
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viii Contents
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Contents ix
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x Contents
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Contents xi
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xii Contents
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Contents xiii
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xiv Contents
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Contents xv
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xvi Contents
Pseudocode 539
Advection Equation 541
Lax Method 541
Upwind Method 541
Lax-Wendroff Method 542
Summary 12.2 542
Exercises 12.2 543
Computer Exercises 12.2 543
12.3 Elliptic Problems 544
Helmholtz Equation 544
Finite-Difference Method 544
Gauss-Seidel Iterative Method 548
Numerical Example and Pseudocode 549
Finite-Element Methods 551
More on Finite Elements 555
Summary 12.3 557
Exercises 12.3 558
Computer Exercises 12.3 559
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Contents xvii
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xviii Contents
Bibliography 657
Index 665
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Preface
Our basic objective is to acquaint students of science and engineering with the potentiali-
ties of using computers for solving numerical problems that may arise in their professions.
A secondary objective is to give students an opportunity to hone their skills in computer
programming and problem solving. A final objective is to help students arrive at an under-
standing of the important subject of errors that inevitably arise in scientific computing as
well as learning methods for detecting, predicting, and controlling them.
Much of science today involves complex computations built upon mathematical soft-
ware systems. The users may have little knowledge of the underlying numerical algorithms
used in these problem-solving environments. By studying numerical methods, one can be-
come a more informed user and be better prepared to evaluate and judge the accuracy of the
results. Students should study mathematical algorithms to learn not only how they work, but
also how they can fail! Critical thinking and constant skepticism are traits we want students
to acquire. An extensive numerical calculation, even when carried out by state-of-the-art
software, may need to be subjected to independent verification, if possible.
We have tried to achieve an elementary style of presentation since we want this book
to be accessible to students who may not be advanced in their formal study of mathematics
and computer sciences. Toward this end, we have provided numerous examples and figures
for illustrative purposes and fragments of pseudocode, which are informal descriptions of
computer algorithms.
Believing that most students at this level need a survey of the subject of numerical
mathematics and computing, we have presented a wide diversity of topics, including some
rather advanced ones that play an important role in scientific computing. We recommend
that the reader have at least a one-year study of calculus, plus some basic knowledge of
matrices, vectors, and ordinary differential equations.
xix
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xx Preface
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Preface xxi
preparing such a project, the students have to learn about the topic, locate the significant
references (books, research papers, and websites), do the computing, and write a report that
explains all this in a coherent way. Students can avail themselves of mathematical software
systems such as MATLAB, Maple, or Mathematica, as well as doing their own computer
programming in whatever programming language they prefer.
Acknowledgments
We have profited from advice and suggestions kindly offered by a large number of col-
leagues, students, and users of the previous editions.
We are grateful to have had the opportunity and privilege of teaching classes in scientific
computing, numerical analysis, and various other topics in the Department of Mathematics
and the Department of Computer Sciences of The University of Texas at Austin. Without
their support and the use of their computing facilities, writing this book would not have
been possible. In particular, we thank Maorong Zou and Margaret Combs for help with
computer issues.
Recently, the second author taught classes in the Department of Petroleum Engineering
and Geosystems Engineering of The University of Texas at Austin and in the Applied
Mathematics and Computer Sciences Division of the King Abdullah Univeristy of Science
and Technology in Saudi Arabia and wishes to thank them both.
Valuable comments and suggestions were made by our colleagues and friends. In par-
ticular, we miss our friend David Young who was always very generous with suggestions
for improving the accuracy and clarity of the exposition in previous editions. Some parts
of those editions were typed with great care and attention to detail by Sheri Brice, Katy
Burrell, Kata Carbone, Margaret Combs, and Belinda Trevino. Aaron Naiman was partic-
ularly helpful in sharing material he prepared for his courses.
We wish to acknowledge the reviewers who have provided detailed critiques for this
new edition: Eugino Aulisa, Texas Tech University; Erin Bach, University of Wiscon-
sin, Madison; Marcin Bownik, University of Oregon; Olga Brezhneva, Miami Univer-
sity; George Grossman, Central Michigan University; Luke Olson, University of Illinois at
Urbana-Champaign; Ronald Taylor, Wright State University.
Reviewers from previous editions were Krishan Agrawal, Eric Back, Neil Berger,
Thomas Boger, Marcin Bownik, Olga Brezhneva, Jose E. Castillo, Charles Collins, Charles
Cullen, Elias Y. Deeba, F. Emad, Gentil A. Estévez, Terry Feagin, Jose Flores, Leslie
Foster, Bob Funderlic, Mahadevan Ganesh, William Gearhart, Juan Gil, John Gregory,
George Grossman, Bruce P. Hillam, Patrick Lang, Ren Chi Li, Wu Li, Xiaofan Li, Vania
Mascioni, Bernard Maxum, Edward Neuman, Roy Nicolaides, Luke Olson, Amar Raheja,
J. N. Reddy, Daniel Reynolds, Asok Sen, Ching-Kuang Shene, William Slough, Ralph
Smart, Thiab Taha, Ronald Taylor, Jin Wang, Stephen Wirkus, Marcus Wright, Quiang Ye,
Tjalling Ypma, and Shangyou Zhan.
Many individuals took the time to write us with suggestions and criticisms. We are
grateful to the following individuals and others who have send us e-mails concerning the
textbook or solution manuals: A. Aawwal, Nabeel S.Abo-Ghander, Krishan Agrawal, Roger
Alexander, Husain Ali Al-Mohssen, Kistone Anand, Keven Anderson, Vladimir Andrije-
vik, Jon Ashland, Hassan Basir, Steve Batterson, Neil Berger, Adarsh Beohar, Bernard
Bialecki, Jason Brazile, Keith M. Briggs, Carl de Boor, Jose E. Castillo, Fatih Celiker,
Debao Chen, Ellen Chen, Hwen Chin, Edmond Chow, Lloyd Clark, John Cook, Brad
Copper, Roger Crawfis, Charles Cullen, Antonella Cupillari, Jonathan Dautrich, James
Arthur Davis, Tim Davis, Elias Y. Deeba, Suhrit Dey, Alan Donoho, Jason Durheim, Wayne
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xxii Preface
Dymacek, John Eisenmenger, Fawzi P. Emad, Paul Enigenbury, Terry Feagin, Leslie Foster,
Peter Fraser, Richard Gardner, Mohamad El Gharamti, John Gregory, Katherine Hua Guo,
Scott Hagerup, Kent Harris, Scott Henry, Bruce P. Hillam, Tom Hogan, Jackie Hohnson,
Christopher M. Hoss, Jason S. Howel, Kwang-il In, Victoria Interrante, Sadegh Jokar, Erni
Jusuf, Jason Karns, Jacob Y. Kazakia, Grant Keady, Achim Kehrein, Jacek Kierzenka,
Daniel Kopelove, S. A. (Seppo) Korpela, Andrew Knyazev, Gary Krenz, Jihoon Kwak,
Kim Kyungjin, Minghorng Lai, Patrick Lang, Kevin Lee, Wu Li, Grace Liu, Wenguo Liu,
Stacy Long, Mark C. Malburg, Igor Malkiman, P. W. Manual, Hamidreza Mashalyekh,
Peter McNamara, Juan Meza, F. Milianazzo, Milan Miklavcic, Sue Minkoff, George Minty,
Baharen Momken, Justin Montgomery, Ramon E. Moore, Harunrashid Muhammad, Aaron
Naiman, Asha Nallana, Edward Neuman, Durene Ngo, Roy Nicolaides, Jeff Nunemacher,
Valia Guerra Ones, David Parker, Tony Praseuth, Rolfe G. Petschek, Terri Prakash, Mi-
haela Quirk, Helia Niroomand Rad, Jeremy Rahe, Frank Roberts, Frank Rogers, Simen
Rokaas, Hossein Roodi, Robert S. Raposo, Chris C. Seib, Granville Sewell, Keh-Ming
Shyue, Daniel Somerville, Nathan Smith, Mandayam Srinivas, Alexander Stromberger,
Xingping Sun, Thiab Taha, Hidajaty Thajeb, Joseph Traub, Phuoc Truong, Vincent Tsao,
Bi Roubolo Vona, David Wallace, Charles Walters, Kegnag Wang, Layne T. Watson, Andre
Weideman, Perry Wong, Richard Fa Wai, Yuan Xu, and Rick Zaccone.
It is our pleasure to thank those who helped with the task of preparing the new edition.
The staff of Cengage Learning and associated individuals have been most understanding
and patient in bringing this book to fruition. In particular, we thank Shaylin Walsh, Alison
Eigel Zade, Charu Khanna, and Christine Sabooni for their efforts on behalf of this project.
Some of those who were involved with previous editions were Seema Atwal, Craig Barth,
Carol Benedict, Stacy Green, Jeremy Hayhurst, Janet Hill, Cheryll Linthicum, Gary Ostedt,
Merrill Peterson, Bob Pirtle, Sara Planck, Elizabeth Rammel, Ragu Raghavan, Elizabeth
Rodio, Anne Seitz, and Marlene Thom.
We offer our heartfelt gratitude to Victoria Cheney, Joyce Pfluger, and Martha Wells.
We would appreciate any comments, questions, suggestions, or corrections that readers
may wish to communicate to us using the e-mail address below.
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Dedication
In memory of
our friend and colleague
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Cimbex she finds a similar arrangement, but there are ten chambers,
and no aorta.
The dorsal vessel is connected with the roof of the body by some
short muscles, and is usually much surrounded by fat-body into
which tracheae penetrate; by these various means it is kept in
position, though only loosely attached; beneath it there is a delicate,
incomplete or fenestrate, membrane, delimiting a sort of space
called the pericardial chamber or sinus; connected with this
membrane are some very delicate muscles, the alary muscles,
extending inwards from the body wall (b, Fig. 72): the curtain formed
by these muscles and the fenestrate membrane is called the
pericardial diaphragm or septum. The alary muscles are not directly
connected with the heart.
Fig. 72.—Dorsal vessel (c), and alary muscles (b), of Gryllotalpa (after
Graber); a, aorta. N.B.—The ventral aspect is here dorsal, and
nearly the whole of the body is removed to show these parts.
It has been thought by some that delicate vessels exist beyond the
aorta through which the fluid is distributed in definite channels, but
this does not appear to be really the case, although the fluid may
frequently be seen to move in definite lines at some distance from
the heart.
Fat-Body.
The matter extracted from the food taken into the stomach of the
Insect, after undergoing some elaboration—on which point very little
is known—finds its way into the body-cavity of the creature, and as it
is not confined in any special vessels the fat-body has as unlimited a
supply of the nutritive fluid as the other organs: if nutriment be
present in much greater quantity than is required for the purposes of
immediate activity, metamorphosis or reproduction, it is no doubt
taken up by the fat-body which thus maintains, as it were, an
independent feeble life, subject to the demands of the higher parts of
the organisation. It undoubtedly is very important in metamorphosis,
indeed it is possible that one of the advantages of the larval state
may be found in the fact that it facilitates, by means of the fat-body,
the storage in the organisation of large quantities of material in a
comparatively short period of time.
Organs of Sex.
There are in different Insects more than one kind of diverticula and
accessory glands in connexion with the oviducts or uterus; a
receptaculum seminis, also called spermatheca, is common. In the
Lepidoptera there is added a remarkable structure, the bursa
copulatrix, which is a pouch connected by a tubular isthmus with the
common portion of the oviduct, but having at the same time a
separate external orifice, so that there are two sexual orifices, the
opening of the bursa copulatrix being the lower or more anterior. The
organ called by Dufour in his various contributions glande sébifique,
is now considered to be, in some cases at any rate, a spermatheca.
The special functions of the accessory glands are still very obscure.
Although the internal sexual organs are only fully developed in the
imago or terminal stage of the individual life, yet in reality their
rudiments appear very early, and may be detected from the embryo
state onwards through the other preparatory stages.
Parthenogenesis.
Glands.
CHAPTER V
DEVELOPMENT
EMBRYOLOGY–EGGS–MICROPYLES–FORMATION OF EMBRYO–VENTRAL
PLATE–ECTODERM AND ENDODERM–SEGMENTATION–LATER STAGES–
DIRECT OBSERVATION OF EMBRYO–METAMORPHOSIS–COMPLETE AND
INCOMPLETE–INSTAR–HYPERMETAMORPHOSIS–METAMORPHOSIS OF
INTERNAL ORGANS–INTEGUMENT–METAMORPHOSIS OF BLOWFLY–
HISTOLYSIS–IMAGINAL DISCS–PHYSIOLOGY OF METAMORPHOSIS–
ECDYSIS.
The processes for the maintenance of the life of the individual are in
Insects of less proportional importance in comparison with those for
the maintenance of the species than they are in Vertebrates. The
generations of Insects are numerous, and the individuals produced
in each generation are still more profuse. The individuals have as a
rule only a short life; several successive generations may indeed
make their appearances and disappear in the course of a single
year.
Although eggs are laid by the great majority of Insects, a few species
nevertheless increase their numbers by the production of living
young, in a shape more or less closely similar to that of the parent.
This is well known to take place in the Aphididae or green-fly Insects,
whose rapid increase in numbers is such a plague to the farmer and
gardener. These and some other cases are, however, exceptional,
and only emphasise the fact that Insects are pre-eminently
oviparous. Leydig, indeed, has found in the same Aphis, and even in
the same ovary, an egg-tube producing eggs while a neighbouring
tube is producing viviparous individuals.[69] In the Diptera pupipara
the young are produced one at a time, and are born in the pupal
stage of their development, the earlier larval state being undergone
in the body of the parent: thus a single large egg is laid, which is
really a pupa.
The eggs are usually of rather large size in comparison with the
parent, and are produced in numbers varying according to the
species from a few—15 or even less in some fossorial Hymenoptera
—to many thousands in the social Insects: somewhere between 50
and 100 may perhaps be taken as an average number for one
female to produce. The whole number is frequently deposited with
rapidity, and the parent then dies at once. Some of the migratory
locusts are known to deposit batches of eggs after considerable
intervals of time and change of locality. The social Insects present
extraordinary anomalies as to the production of the eggs and the
prolongation of the life of the female parent, who is in such cases
called a queen.
Formation of Embryo.
The mature, but unfertilised, egg is filled with matter that should
ultimately become the future individual, and in the process of
attaining this end is the seat of a most remarkable series of changes,
which in some Insects are passed through with extreme rapidity. The
egg-contents consist of a comparatively structureless matrix of a
protoplasmic nature and of yolk, both of which are distributed
throughout the egg in an approximately even manner. The yolk,
however, is by no means of a simple nature, but consists, even in a
single egg, of two or three kinds of spherular or granular
constituents; and these vary much in their appearance and
arrangement in the early stages of the development of an egg, the
yolk of the same egg being either of a homogeneously granular
nature, or consisting of granules and larger masses, as well as of
particles of fatty matter; these latter when seen through the
microscope looking sometimes like shining, nearly colourless,
globules.
Fig. 79.—Showing the two extruded polar bodies P1, P2 now nearly
fused and reincluded, and the formation of the spindle by junction
of the male and female pronuclei. (After Henking.)