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 CONTENTS vii

CHAPTER 7
Optimization 198
7.1 Introduction and Background 199
7.2 One-Dimensional Optimization 202
7.3 Multidimensional Optimization 211
7.4 Case Study: Equilibrium and Minimum Potential Energy 213
Problems 215

Part Three Linear Systems 223

3.1 Overview 223
3.2 Part Organization 225

CHAPTER 8
Linear Algebraic Equations and Matrices 227
8.1 Matrix Algebra Overview 229
8.2 Solving Linear Algebraic Equations with MATLAB 238
8.3 Case Study: Currents and Voltages in Circuits 240
Problems 244

CHAPTER 9
Gauss Elimination 248
9.1 Solving Small Numbers of Equations 249
9.2 Naive Gauss Elimination 254
9.3 Pivoting 261
9.4 Tridiagonal Systems 264
9.5 Case Study: Model of a Heated Rod 266
Problems 270

CHAPTER 10
LU Factorization 274
10.1 Overview of LU Factorization 275
10.2 Gauss Elimination as LU Factorization 276
10.3 Cholesky Factorization 283
10.4 MATLAB Left Division 286
Problems 287
viii CONTENTS

CHAPTER 11
Matrix Inverse and Condition 288
11.1 The Matrix Inverse 288
11.2 Error Analysis and System Condition 292
11.3 Case Study: Indoor Air Pollution 297
Problems 300

CHAPTER 12
Iterative Methods 305
12.1 Linear Systems: Gauss-Seidel 305
12.2 Nonlinear Systems 312
12.3 Case Study: Chemical Reactions 320
Problems 323

CHAPTER 13
Eigenvalues 326
13.1 Mathematical Background 328
13.2 Physical Background 331
13.3 The Power Method 333
13.4 MATLAB Function: eig 336
13.5 Case Study: Eigenvalues and Earthquakes 337
Problems 340

Part Four Curve Fitting 343

4.1 Overview 343
4.2 Part Organization 345

CHAPTER 14
Linear Regression 346
14.1 Statistics Review 348
14.2 Random Numbers and Simulation 353
14.3 Linear Least-Squares Regression 358
14.4 Linearization of Nonlinear Relationships 366
14.5 Computer Applications 370
14.6 Case Study: Enzyme Kinetics 373
Problems 378
 CONTENTS ix

CHAPTER 15
General Linear Least-Squares and Nonlinear Regression 385
15.1 Polynomial Regression 385
15.2 Multiple Linear Regression 389
15.3 General Linear Least Squares 391
15.4 QR Factorization and the Backslash Operator 394
15.5 Nonlinear Regression 395
15.6 Case Study: Fitting Experimental Data 397
Problems 399

CHAPTER 16
Fourier Analysis 404
16.1 Curve Fitting with Sinusoidal Functions 405
16.2 Continuous Fourier Series 411
16.3 Frequency and Time Domains 414
16.4 Fourier Integral and Transform 415
16.5 Discrete Fourier Transform (DFT) 418
16.6 The Power Spectrum 423
16.7 Case Study: Sunspots 425
Problems 426

CHAPTER 17
Polynomial Interpolation 429
17.1 Introduction to Interpolation 430
17.2 Newton Interpolating Polynomial 433
17.3 Lagrange Interpolating Polynomial 441
17.4 Inverse Interpolation 444
17.5 Extrapolation and Oscillations 445
Problems 449

CHAPTER 18
Splines and Piecewise Interpolation 453
18.1 Introduction to Splines 453
18.2 Linear Splines 455
18.3 Quadratic Splines 459
18.4 Cubic Splines 462
18.5 Piecewise Interpolation in MATLAB 468
18.6 Multidimensional Interpolation 473
18.7 Case Study: Heat Transfer 476
Problems 480
x CONTENTS

Part Five Integration and Differentiation 485

5.1 Overview 485
5.2 Part Organization 486

CHAPTER 19
Numerical Integration Formulas 488
19.1 Introduction and Background 489
19.2 Newton-Cotes Formulas 492
19.3 The Trapezoidal Rule 494
19.4 Simpson’s Rules 501
19.5 Higher-Order Newton-Cotes Formulas 507
19.6 Integration with Unequal Segments 508
19.7 Open Methods 512
19.8 Multiple Integrals 512
19.9 Case Study: Computing Work with Numerical Integration 515
Problems 518

CHAPTER 20
Numerical Integration of Functions 524
20.1 Introduction 524
20.2 Romberg Integration 525
20.3 Gauss Quadrature 530
20.4 Adaptive Quadrature 537
20.5 Case Study: Root-Mean-Square Current 540
Problems 544

CHAPTER 21
Numerical Differentiation 548
21.1 Introduction and Background 549
21.2 High-Accuracy Differentiation Formulas 552
21.3 Richardson Extrapolation 555
21.4 Derivatives of Unequally Spaced Data 557
21.5 Derivatives and Integrals for Data with Errors 558
21.6 Partial Derivatives 559
21.7 Numerical Differentiation with MATLAB 560
21.8 Case Study: Visualizing Fields 565
Problems 567
 CONTENTS xi

Part six Ordinary Differential Equations 573

6.1 Overview 573
6.2 Part Organization 577

CHAPTER 22
Initial-Value Problems 579
22.1 Overview 581
22.2 Euler’s Method 581
22.3 Improvements of Euler’s Method 587
22.4 Runge-Kutta Methods 593
22.5 Systems of Equations 598
22.6 Case Study: Predator-Prey Models and Chaos 604
Problems 609

CHAPTER 23
Adaptive Methods and Stiff Systems 615
23.1 Adaptive Runge-Kutta Methods 615
23.2 Multistep Methods 624
23.3 Stiffness 628
23.4 MATLAB Application: Bungee Jumper with Cord 634
23.5 Case Study: Pliny’s Intermittent Fountain 635
Problems 640

CHAPTER 24
Boundary-Value Problems 646
24.1 Introduction and Background 647
24.2 The Shooting Method 651
24.3 Finite-Difference Methods 658
24.4 MATLAB Function: bvp4c 665
Problems 668

APPENDIX A: MATLAB BUILT-IN FUNCTIONS 674

APPENDIX B: MATLAB M-FILE FUNCTIONS 676
APPENDIX C: INTRODUCTION TO SIMULINK 677
BIBLIOGRAPHY 685
INDEX 687
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 PREFACE

This book is designed to support a one-semester course in numerical methods. It has been
written for students who want to learn and apply numerical methods in order to solve prob-
lems in engineering and science. As such, the methods are motivated by problems rather
than by mathematics. That said, sufficient theory is provided so that students come away
with insight into the techniques and their shortcomings.
MATLAB® provides a great environment for such a course. Although other en-
vironments (e.g., Excel/VBA, Mathcad) or languages (e.g., Fortran 90, C++) could
have been chosen, MATLAB presently offers a nice combination of handy program-
ming features with powerful built-in numerical capabilities. On the one hand, its
M-file programming environment allows students to implement moderately compli-
cated algorithms in a structured and ­coherent fashion. On the other hand, its built-in,
numerical capabilities empower students to solve more difficult problems without try-
ing to “reinvent the wheel.”
The basic content, organization, and pedagogy of the third edition are essentially pre-
served in the fourth edition. In particular, the conversational writing style is intentionally
maintained in order to make the book easier to read. This book tries to speak directly to the
reader and is designed in part to be a tool for self-teaching.
That said, this edition differs from the past edition in three major ways: (1) new
material, (2) new and revised homework problems, and (3) an appendix introducing
Simulink.
1. New Content. I have included new and enhanced sections on a number of topics. The
primary additions include material on some MATLAB functions not included in previ-
ous editions (e.g., fsolve, integrate, bvp4c), some new applications of Monte Carlo
for problems such as integration and optimization, and MATLAB’s new way to pass
parameters to function functions.
2. New Homework Problems. Most of the end-of-chapter problems have been modified,
and a variety of new problems have been added. In particular, an effort has been made
to include several new problems for each chapter that are more challenging and dif-
ficult than the problems in the previous edition.
3. I have developed a short primer on Simulink which I have my students read prior to
covering that topic. Although I recognize that some professors may not choose to
cover Simulink, I included it as a teaching aid for those that do.
xiv
PREFACE xv

Aside from the new material and problems, the fourth edition is very similar to the
third. In particular, I have endeavored to maintain most of the features contributing to its
pedagogical effectiveness including extensive use of worked examples and engineering and
scien­tific applications. As with the previous edition, I have made a concerted effort to make
this book as “student-friendly” as possible. Thus, I’ve tried to keep my explanations straight-
forward and practical.
Although my primary intent is to empower students by providing them with a sound
introduction to numerical problem solving, I have the ancillary objective of making this
­introduction exciting and pleasurable. I believe that motivated students who enjoy engi-
neering and science, problem solving, mathematics—and yes—programming, will ulti-
mately make better professionals. If my book fosters enthusiasm and appreciation for these
subjects, I will consider the effort a success.

Acknowledgments. Several members of the McGraw-Hill team have contributed to

this project. Special thanks are due to Jolynn Kilburg, Thomas Scaife, Ph.D., Chelsea
Haupt, Ph.D., and Jeni McAtee for their encouragement, support, and direction.
During the course of this project, the folks at The MathWorks, Inc., have truly dem-
onstrated their overall excellence as well as their strong commitment to engineering and
­science education. In particular, Naomi Fernandes of The MathWorks, Inc., Book Program
has been especially helpful and Jared Wasserman of the MathWorks Technical Support
Department was of great help with technical questions.
The generosity of the Berger family has provided me with the opportunity to work on
creative projects such as this book dealing with computing and engineering. In addition,
my colleagues in the School of Engineering at Tufts, notably Masoud Sanayei, Babak
Moaveni, Luis Dorfmann, Rob White, Linda Abriola, and Laurie Baise, have been very
supportive and helpful.
Significant suggestions were also given by a number of colleagues. In particular, Dave
Clough (University of Colorado–Boulder), and Mike Gustafson (Duke University) pro-
vided valuable ideas and suggestions. In addition, a number of reviewers provided use-
ful feedback and advice including Karen Dow Ambtman (University of Alberta), Jalal
Behzadi (Shahid Chamran University), Eric Cochran (Iowa State University), Frederic
Gibou (University of California at Santa Barbara), Jane Grande-Allen (Rice University),
Raphael Haftka (University of Florida), Scott Hendricks (Virginia Tech University), Ming
Huang (University of San Diego), Oleg Igoshin (Rice University), David Jack (Baylor Uni-
versity), Se Won Lee (Sungkyunkwan University), Clare McCabe (Vanderbilt University),
Eckart Meiburg (University of California at Santa Barbara), Luis Ricardez (University of
Waterloo), James Rottman (University of California, San Diego), Bingjing Su (University
of Cincinnati), Chin-An Tan (Wayne State University), Joseph Tipton (The University
of Evansville), Marion W. Vance (Arizona State University), Jonathan Vande Geest
(University of Arizona), Leah J. Walker (Arkansas State University), Qiang Hu (University
of Alabama, Huntsville), Yukinobu Tanimoto (Tufts University), Henning T. Søgaard
(Aarhus University), and Jimmy Feng (University of British Columbia).
It should be stressed that although I received useful advice from the aforementioned
individuals, I am responsible for any inaccuracies or mistakes you may find in this book.
Please contact me via e-mail if you should detect any errors.
xvi PREFACE

Finally, I want to thank my family, and in particular my wife, Cynthia, for the love,
­patience, and support they have provided through the time I’ve spent on this project.

Steven C. Chapra
Tufts University

Medford, Massachusetts
steven.chapra@tufts.edu

PEDAGOGICAL TOOLS

Theory Presented as It Informs Key Concepts.   The text is intended for Numerical
Methods users, not developers. Therefore, theory is not included for “theory’s sake,” for ex-
ample no proofs. Theory is included as it informs key concepts such as the Taylor ­series, con-
vergence, condition, etc. Hence, the student is shown how the theory connects with practical
­issues in problem solving.

Introductory MATLAB Material.   The text in­cludes two introductory chapters on how to
use ­MATLAB. Chapter 2 shows students how to ­per­form computations and create graphs
in ­MATLAB’s standard command mode. Chapter 3 provides a primer on developing
­numerical programs via M ­ ATLAB M-file functions. Thus, the text provides students with
the means to develop their own nu­merical algorithms as well as to tap into MATLAB’s
powerful built-in routines.

Algorithms Presented Using MATLAB M-files.   Instead of using pseudocode, this book
­presents algorithms as well-structured MATLAB M-files. Aside from being useful com-
puter ­programs, these provide students with models for their own M-files that they will
­develop as homework exercises.

Worked Examples and Case Studies.   Extensive worked examples are laid out in detail
so that students can clearly follow the steps in each numerical computation. The case stud-
ies consist of engineering and science applications which are more complex and richer than
the worked examples. They are placed at the ends of selected chapters with the intention
of (1) illustrating the nuances of the methods and (2) showing more realistically how the
­methods along with MATLAB are applied for problem solving.

Problem Sets.   The text includes a wide variety of problems. Many are drawn from en-
gineering and scientific disciplines. Others are used to illustrate numerical techniques and
theoretical concepts. Problems include those that can be solved with a pocket calculator as
well as others that ­require computer solution with MATLAB.

Useful Appendices and Indexes.   Appendix A contains MATLAB commands, ­Appendix

B contains M-file functions, and new Appendix C contains a brief Simulink primer.

Instructor Resources.   Solutions Manual, Lecture PowerPoints, Text images in Power-

Point, M-files and additional MATLAB resources are available through Connect®.
Part One
Modeling, Computers,
and Error Analysis

1.1 MOTIVATION

What are numerical methods and why should you study them?
Numerical methods are techniques by which mathematical problems are formulated
so that they can be solved with arithmetic and logical operations. Because digital comput-
ers excel at performing such operations, numerical methods are sometimes referred to as
computer mathematics.
In the pre–computer era, the time and drudgery of implementing such calculations
­seriously limited their practical use. However, with the advent of fast, inexpensive digital
computers, the role of numerical methods in engineering and scientific problem solving
has exploded. Because they figure so prominently in much of our work, I believe that
numerical methods should be a part of every engineer’s and scientist’s basic education.
Just as we all must have solid foundations in the other areas of mathematics and science,
we should also have a fundamental understanding of numerical methods. In particular, we
should have a solid appreciation of both
their ­capabilities and their limitations.
Beyond contributing to your overall
education, there are several additional
reasons why you should study numerical
methods:
1. N umerical methods greatly expand the
types of problems you can address.
They are capable of handling large sys-
tems of equations, nonlinearities, and
complicated geometries that are not
uncommon in engineering and science
and that are often impossible to solve
analytically with standard calculus. As
such, they greatly enhance your prob-
lem-solving skills.
2. Numerical methods allow you to use
“canned” software with insight. During
1
2 PART 1 Modeling, Computers, and Error Analysis

your career, you will invariably have occasion to use commercially available prepack-
aged computer programs that involve numerical methods. The intelligent use of these
programs is greatly enhanced by an understanding of the basic theory underlying the
methods. In the absence of such understanding, you will be left to treat such packages
as “black boxes” with little critical insight into their inner workings or the validity of
the results they produce.
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 efficient vehicle for learning to use computers. Because nu-
merical methods are expressly designed for computer implementation, they are ideal for
illustrating the computer’s powers and limitations. 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 acknowl-
edge 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 math-
ematics. 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.
With these reasons as motivation, we can now set out to understand how numerical
methods and digital computers work in tandem to generate reliable solutions to mathemati-
cal problems. The remainder of this book is devoted to this task.

1.2 PART ORGANIZATION

This book is divided into six parts. The latter five parts focus on the major areas of nu-
merical methods. Although it might be tempting to jump right into this material, Part One
consists of four chapters dealing with essential background material.
Chapter 1 provides a concrete example of how a numerical method can be employed
to solve a real problem. To do this, we develop a mathematical model of a free-falling
bungee jumper. The model, which is based on Newton’s second law, results in an ordinary
differential equation. After first using calculus to develop a closed-form solution, we then
show how a comparable solution can be generated with a simple numerical method. We
end the chapter with an overview of the major areas of numerical methods that we cover in
Parts Two through Six.
Chapters 2 and 3 provide an introduction to the MATLAB® software environment.
Chapter 2 deals with the standard way of operating MATLAB by entering commands one
at a time in the so-called calculator, or command, mode. This interactive mode provides
a straightforward means to orient you to the environment and illustrates how it is used for
common operations such as performing calculations and creating plots.
1.2 PART ORGANIZATION 3

Chapter 3 shows how MATLAB’s programming mode provides a vehicle for assem-
bling individual commands into algorithms. Thus, our intent is to illustrate how MATLAB
serves as a convenient programming environment to develop your own software.
Chapter 4 deals with the important topic of error analysis, which must be understood
for the effective use of numerical methods. The first part of the chapter focuses on the
roundoff errors that result because digital computers cannot represent some quantities
­exactly. The latter part addresses truncation errors that arise from using an approximation
in place of an exact mathematical procedure.
 1
Mathematical Modeling,
Numerical Methods,
and Problem Solving

CHAPTER OBJECTIVES
The primary objective of this chapter is to provide you with a concrete idea of what
numerical methods are and how they relate to engineering and scientific problem
solving. Specific objectives and topics covered are
• Learning how mathematical models can be formulated on the basis of scientific
principles to simulate the behavior of a simple physical system.
• Understanding how numerical methods afford a means to generate solutions in a
manner that can be implemented on a digital computer.
• Understanding the different types of conservation laws that lie beneath the models
used in the various engineering disciplines and appreciating the difference
between steady-state and dynamic solutions of these models.
• Learning about the different types of numerical methods we will cover in this
book.

YOU’VE GOT A PROBLEM

S
uppose that a bungee-jumping company hires you. You’re given the task of
predicting the velocity of a jumper (Fig. 1.1) as a function of time during the
free-fall part of the jump. This information will be used as part of a larger
analysis to determine the length and required strength of the bungee cord for jumpers
of different mass.
You know from your studies of physics that the acceleration should be equal to the ratio
of the force to the mass (Newton’s second law). Based on this insight and your knowledge

4
 1.1 A Simple Mathematical Model 5

Upward force of physics and fluid mechanics, you develop the following mathematical model for the rate
due to air of change of velocity with respect to time,
resistance
c
​​  dυ ​​ = g − ___
___ ​​  md ​​υ2
dt

where υ = downward vertical velocity (m/s), t = time (s), g = the acceleration due to
gravity (≅ 9.81 m/s2), cd = a lumped drag coefficient (kg/m), and m = the jumper’s
mass (kg). The drag coefficient is called “lumped” because its magnitude depends on fac-
tors such as the jumper’s area and the fluid density (see Sec. 1.4).
Because this is a differential equation, you know that calculus might be used to obtain
an analytical or exact solution for υ as a function of t. However, in the following pages, we
will illustrate an alternative solution approach. This will involve developing a computer-
oriented numerical or approximate solution.
Aside from showing you how the computer can be used to solve this particular prob-
Downward lem, our more general objective will be to illustrate (a) what numerical methods are and
force due (b) how they figure in engineering and scientific problem solving. In so doing, we will also
to gravity show how mathematical models figure prominently in the way engineers and scientists use
numerical methods in their work.
FIGURE 1.1
Forces acting
on a free-falling
bungee jumper.

1.1 A SIMPLE MATHEMATICAL MODEL

A mathematical model can be broadly defined as a formulation or equation that expresses
the essential features of a physical system or process in mathematical terms. In a very gen-
eral sense, it can be represented as a functional relationship of the form

Dependent
variable
= f ​​    (
independent
variables
, parameters,
forcing
functions )
   ​​ (1.1)

where the dependent variable is a characteristic that typically reflects the behavior or state
of the system; the independent variables are usually dimensions, such as time and space,
along which the system’s behavior is being determined; the parameters are reflective of
the system’s properties or composition; and the forcing functions are external influences
acting upon it.
The actual mathematical expression of Eq. (1.1) can range from a simple algebraic
­relationship to large complicated sets of differential equations. For example, on the basis
of his observations, Newton formulated his second law of motion, which states that the
time rate of change of momentum of a body is equal to the resultant force acting on it. The
mathematical expression, or model, of the second law is the well-known equation
F = ma (1.2)

where F is the net force acting on the body (N, or kg m/s2), m is the mass of the object (kg),
and a is its acceleration (m/s2).
6 Mathematical Modeling, Numerical Methods, and Problem Solving

The second law can be recast in the format of Eq. (1.1) by merely dividing both sides
by m to give

a = __ F  ​​
​​  m (1.3)

where a is the dependent variable reflecting the system’s behavior, F is the forcing func-
tion, and m is a parameter. Note that for this simple case there is no independent variable
because we are not yet predicting how acceleration varies in time or space.
Equation (1.3) has a number of characteristics that are typical of mathematical models
of the physical world.
• It describes a natural process or system in mathematical terms.
• It represents an idealization and simplification of reality. That is, the model ignores
negligible details of the natural process and focuses on its essential manifestations.
Thus, the second law does not include the effects of relativity that are of minimal
importance when applied to objects and forces that interact on or about the earth’s
surface at velocities and on scales visible to humans.
• Finally, it yields reproducible results and, consequently, can be used for predictive
purposes. For example, if the force on an object and its mass are known, Eq. (1.3) can
be used to compute acceleration.
Because of its simple algebraic form, the solution of Eq. (1.2) was obtained easily.
However, other mathematical models of physical phenomena may be much more complex,
and either cannot be solved exactly or require more sophisticated mathematical techniques
than simple algebra for their solution. To illustrate a more complex model of this kind,
Newton’s second law can be used to determine the terminal velocity of a free-falling body
near the earth’s surface. Our falling body will be a bungee jumper (Fig. 1.1). For this case,
a model can be derived by expressing the acceleration as the time rate of change of the
­velocity (dυ/dt) and substituting it into Eq. (1.3) to yield

​​  dυ ​​ = __
___ ​​  F  ​​ (1.4)
dt m
where υ is velocity (in meters per second). Thus, the rate of change of the velocity is equal
to the net force acting on the body normalized to its mass. If the net force is positive, the
object will accelerate. If it is negative, the object will decelerate. If the net force is zero, the
object’s velocity will remain at a constant level.
Next, we will express the net force in terms of measurable variables and parameters.
For a body falling within the vicinity of the earth, the net force is composed of two
opposing forces: the downward pull of gravity FD and the upward force of air resistance FU
(Fig. 1.1):
F = FD + FU (1.5)

If force in the downward direction is assigned a positive sign, the second law can be
used to formulate the force due to gravity as
FD = mg (1.6)
2
where g is the acceleration due to gravity (9.81 m/s ).
 1.1 A Simple Mathematical Model 7

Air resistance can be formulated in a variety of ways. Knowledge from the science
of fluid mechanics suggests that a good first approximation would be to assume that it is
proportional to the square of the velocity,

FU = −cd υ2 (1.7)

where cd is a proportionality constant called the lumped drag coefficient (kg/m). Thus, the
greater the fall velocity, the greater the upward force due to air resistance. The parameter
cd accounts for properties of the falling object, such as shape or surface roughness, that af-
fect air resistance. For the present case, cd might be a function of the type of clothing or the
orientation used by the jumper during free fall.
The net force is the difference between the downward and upward force. Therefore,
Eqs. (1.4) through (1.7) can be combined to yield

c
​​  dυ ​​ = g − ___
___ ​​  md ​​  υ2 (1.8)
dt

Equation (1.8) is a model that relates the acceleration of a falling object to the forces
acting on it. It is a differential equation because it is written in terms of the differential rate
of change (dυ/dt) of the variable that we are interested in predicting. However, in contrast
to the solution of Newton’s second law in Eq. (1.3), the exact solution of Eq. (1.8) for the
velocity of the jumper cannot be obtained using simple algebraic manipulation. Rather,
more advanced techniques such as those of calculus must be applied to obtain an exact or
analytical solution. For example, if the jumper is initially at rest (υ = 0 at t = 0), calculus
can be used to solve Eq. (1.8) for

( )
___ ___
gm gc
υ(t) = ​​ ___
​  c  ​ ​​ tanh​​  ​√___
√ ​  md ​ ​t   ​​ (1.9)
d

where tanh is the hyperbolic tangent that can be either computed directly1 or via the more
elementary exponential function as in

x −x
​​  ex − e−x ​​
tanh x = _______ (1.10)
e +e

Note that Eq. (1.9) is cast in the general form of Eq. (1.1) where υ(t) is the dependent
variable, t is the independent variable, cd and m are parameters, and g is the forcing function.

EXAMPLE 1.1 Analytical Solution to the Bungee Jumper Problem

Problem Statement.   A bungee jumper with a mass of 68.1 kg leaps from a stationary
hot air balloon. Use Eq. (1.9) to compute velocity for the first 12 s of free fall. Also deter-
mine the terminal velocity that will be attained for an infinitely long cord (or alternatively,
the jumpmaster is having a particularly bad day!). Use a drag coefficient of 0.25 kg/m.

1
MATLAB allows direct calculation of the hyperbolic tangent via the built-in function tanh(x).
8 Mathematical Modeling, Numerical Methods, and Problem Solving

Solution. Inserting the parameters into Eq. (1.9) yields

_________

(√ )
_________
9.81(68.1) 9.81(0.25)
√
υ(t) = ​​ _________
​ 
0.25
 ​ ​​ tanh​​  ​ _________
​ 
68.1
 ​ ​  t ​​ = 51.6938 tanh(0.18977t)

which can be used to compute

t, s υ, m/s

0 0
2 18.7292
4 33.1118
6 42.0762
8 46.9575
10 49.4214
12 50.6175
∞ 51.6938

According to the model, the jumper accelerates rapidly (Fig. 1.2). A velocity of
49.4214 m/s (about 110 mi/hr) is attained after 10 s. Note also that after a sufficiently

FIGURE 1.2
The analytical solution for the bungee jumper problem as computed in Example 1.1. Velocity
­increases with time and asymptotically approaches a terminal velocity.

60

Terminal velocity

40
υ, m/s

20

0
0 4 8 12
t, s
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 The Times [London] Lit Sup p406 Je
24 ’20 170w

JAY, WILLIAM. War and peace. *$1 Oxford

341.6

20–3783

As one of its publications the Carnegie endowment for

international peace has issued a reprint of “War and peace,”
published in 1842, with an introduction by James Brown Scott.
William Jay, the author, was the son of John Jay, who helped frame
the first peace treaty with Great Britain. Of his plan for maintaining
peace, Mr Scott says, “Starting from the premise that we are free
agents, that war is an evil, William Jay maintains that the extinction
of other evils shows that war itself may be eliminated by the gradual
growth of a public opinion against it and by the creation of agencies
which nations can create and use just as individuals have created and
used them.” The plan he outlines involves the creation of an
international tribunal with power to arbitrate.

“The book still has its importance, and the plan proposed has in
fact made its way into many treaties.”

+ The Times [London] Lit Sup p243 Ap

15 ’20 120w
 JEAN-AUBRY, G. French music of today; tr. by
Edwin Evans. (Lib. of music and musicians) *$2
Dutton 780.9

(Eng ed 19–17080)

“The first two sections deal with French music and German music
and The French foundations of present-day keyboard music. Among
the composers touched on in two sections called Studies and
physiognomies and Sketches for portraits are Massenet, Debussy,
Roussel, Chabrier, D’Indy, Chausson, Duparc, Dukas, Ravel, and de
Sévérac. A section on Music and poetry contains essays on
Baudelaire and music and Verlaine and the musicians; the
concluding section is on French music in England; and to this little
volume M. Gabriel Fauré adds a preface.” (The Times [London] Lit
Sup) “Only the first chapter of the book is new, the others ranging
over various periods, and in some cases dating as far back as 1906
and 1907, when the modern French achievement was virtually an
unknown quantity in England.” (Ath)

“Makes up in enthusiasm what it lacks in clarity.”

+ − Ath p114 Mr ’19 60w

“M. Jean-Aubry is one of those enthusiastic apologists who almost

disarm criticism by their sheer ingenuousness. Were it a volume of
recent production, and a serious attempt at criticism, one would
indeed be compelled to call his judgments in question on almost
every page. A pamphlet which was opportune in 1909 may be rather
tiresome ten years later.” R. O. M.
 − + Ath p757 Ag 15 ’19 550w

“The critical judgments of some of the older chapters and the

propagandist tendency make the book somewhat untimely.”

+ − Booklist 16:231 Ap ’20

Brooklyn 12:13 O ’19 30w

“M. Jean-Aubry has given us the point of view of the modern

French composer toward his art. The value of this contribution alone
more than offsets any charge of propagandism that the book may
bring forth, a charge that is partially refuted by the very fact that
much of its contents was written long before the war.” Henrietta
Straus

+ Nation 110:527 Ap 17 ’20 650w

Reviewed by C: H: Meltzer

Review 2:630 Je 16 ’20 1150w

“This is eminently a book for the layman, for M. Jean-Aubry avoids

technicalities.”

+ Spec 122:264 Mr 1 ’19 1250w

“Mr Jean-Aubry is necessarily but not unfairly prejudiced in favor

of his native music. Delightful and refreshing are the studies and
sketches—for preserving whose charm, by the way, the reader is
indebted to the translator, Edwin Evans—of contemporary modern
French composers, which occupy the greater portion of the book.”

+ Springf’d Republican p8 Ag 24 ’20

480w
The Times [London] Lit Sup p35 Ja 16
’19 80w

“The merit of this book is that it is not afraid of pressing into the
service of music everything that can be a symbol; its weakness is that
positive statements about the music swim rather sparsely in a
whirlpool of words.”

+ − The Times [London] Lit Sup p43 Ja 23

’19 1450w

JEFFERY, GEORGE H. EVERETT. Brief

description of the Holy sepulchre. il *$3.50 Putnam
726

20–9215

The complete title of this work, a reprint from the Journal of the
Royal Institute of British Architects for 1910, is “a brief description of
the Holy sepulchre, Jerusalem, and other Christian churches in the
Holy city, with some account of the mediæval copies of the Holy
sepulchre surviving in Europe.” Part 1 is devoted to the history, part
2 to the description of the monument, part 3 to the lesser shrines,
and part 4 to the reproductions in various parts of Europe. There are
numerous illustrations and diagrams and the work closes with
chronological tables and index.

“Mr Jeffery writes two particularly interesting chapters on the

reproductions of the Holy sepulchre as a pilgrim shrine. The
illustrations might have been improved, especially in the way of
enlargement.”

+ − Ath p1386 D 19 ’19 100w

“We must be content to say that the book is of great interest and
value, and that it should be read by intelligent tourists before they go
to Jerusalem and after they return.”

+ Spec 123:778 D 6 ’19 160w

“It is careful and learned and very fully and well illustrated.”

+ The Times [London] Lit Sup p676 N 20

’19 20w
The Times [London] Lit Sup p706 D 4
’19 1150w

JEFFERY, JEFFERY E. Side issues. *$1.90 (3c)

Seltzer

20–14708
 A volume of short stories dealing with side issues of the war. With
the exception of two which are reprinted from the Cornhill Magazine,
they appear here for the first time. The titles are: Angèle, goddess of
kindliness; A quiet evening; Services rendered; A lost soul; Noblesse
oblige; The altar of drums; My lady of Hoxton; Equality of sacrifice;
The heirloom; In token of gratitude; Generalities; The revellers;
Dam’ good fellers; A tap at the door; Confessional—by way of
epilogue.

“The best sketch from a literary point of view, is ‘Angèle, goddess

of kindliness.’”

+ Ath p527 Ap 16 ’20 130w

“Beneath all the wounds of circumstance a deep sobriety of spirit

curbs the author’s temptation to sacrifice truth to effectiveness and
persuades him to set down only the permanent and permanently
human.”

+ Nation 111:596 N 24 ’20 420w

“The book is quietly and earnestly written, and has an authentic

ring of sincerity. It is, I fancy, a genuine human document, and like
all such genuine documents, well worth attention.” W. P. Eaton

+ N Y Call p11 D 19 ’20 210w

“In these sketchily constructed stories, by an officer of the old

army, the ugliness of war and the injustices that accompany
demobilization are set out with considerable effect and an evident
attempt at fairness, though with a tendency towards rhetoric.”
 + − The Times [London] Lit Sup p242 Ap
15 ’20 160w

JENKIN, A. M. N. End of a dream. *$1.75 (3c)

Lane

20–7429

Shell shock and its terrible possibilities are the theme of this story.
Before he went to war Arnold Cheyne had been deeply in love with
Nadina, a beautiful dancing girl. When the latter, not yet ready to
abandon her career, refused him, he entered into a loveless marriage
with Sheila Maclaren. Under the influence of shell shock he no longer
recognizes Sheila and thinks of Nadina as his wife. The doctor of the
hospital, having been told Arnold’s history and his want of love for
his real wife, advises Nadina to humor him in his hallucination. With
a nervous patient’s cunning Arnold escapes from the hospital and
flees with Nadina into Cornwall. There the end is a double murder,
the first of the man who has followed the couple, intent on making
trouble, and the second, under the influence of a dream taking him
back into the horrors of trench warfare, of Nadina herself.

“The symptoms of the hero are well described; but Mr Jenkin lacks
literary skill and seems to find it very difficult to cope with his plot.”

+ − Ath p1386 D 19 ’19 130w

“For a book with a live theme, the effect of shell shock and the
social and legal problems arising from that effect. ‘The end of a
dream’ is amazingly dull.” R. D. W.
 − Boston Transcript p8 Je 19 ’20 400w

“In this vividly written story of the possible effects of shell shock
the author has unfolded a dramatic story of intense interest and
downright awful power.”

+ N Y Times 25:308 Je 13 ’20 700w

“The last scene is terrible in its realism. The book should certainly
be kept out of the hands of sufferers from the milder forms of this
affection.”

− Spec 124:53 Ja 10 ’20 40w

“Disappointing in effect. The author saddles a plot of undoubted

interest and merit with principals of a featureless type.”

− + Springf’d Republican p11a S 26 ’20

320w

[2]
JENKINS, J. T. Sea fisheries. il *$10 Dutton
639.2

“A copiously-illustrated volume, the author of which is

professionally associated with the Lancashire and Western sea
fisheries joint committee. Dr Jenkins describes from personal
knowledge the mystery of the fishers’ craft. An account is given of the
methods of fishing adopted in the North sea, and the narrative deals
with the rise of the herring fisheries, as well as with the development
of steam trawling. Public fisheries for shellfish are described: and an
important chapter deals with individual fish, such as the sole, plaice,
haddock, and herring. Foreign and colonial fisheries are considered
in the last chapter.”—Ath

+ Ath p782 Je 11 ’20 100w

“This is rather a Gradgrindian book for a compatriot of Charles

Dickens to have written. It is full of useful statistics and little else.
His photographs carry more of the romance of the sea than his text.”

+ − N Y Evening Post p27 O 23 ’20 280w

“We strongly commend Dr Jenkins’s scientific and instructive

book to the consideration of all who wish to understand the urgent
problem of utilizing the harvest of the sea to the best advantage,
though its more controversial parts are no doubt open to discussion.”

+ Spec 124:796 Je 12 ’20 870w

The Times [London] Lit Sup p249 Ap
22 ’20 1700w

JENNINGS, ARTHUR SEYMOUR. Paints and

varnishes. il $1 Pitman 667

20–18167
 The book comes under the Pitman’s common commodities and
industries series and deals with the properties and uses of paints and
varnishes from a purely commercial and professional point of view.
Their quality, the quantity required to cover given surfaces and the
determination of probable durability are dealt with at some length.
The process of manufacture is only described when it becomes
necessary to differentiate between grades or qualities of the same
material. Contents: The characteristics of a good paint; The principal
pigments used in paint making; The thinners used in paint; Paint-
mixing—the application of paints, etc.: Whitewashes and distempers;
Service tests of paints and varnishes; Machinery used in paint-
making; Varnishes and enamels; Tables, etc.; Index and illustrations.

JENSEN, ALBRECHT. Massage and exercises

combined. il $4 The author, box 73 G. P.O., N.Y.
613.7

20–19054

“A new system of the characteristic essentials of gymnastic and

Indian Yogis concentration exercises combined with scientific
massage movements.” (Sub-title) The author lays stress upon the
therapeutic effectiveness of the combination of massage and
exercises. The system is intended chiefly for home use and requires
no gymnastic equipment and no expenditure. The contents in part
are: Resultant bad effects from the use of heavy apparatus, weights
and too strenuous exercises; Special benefit to women from the use
of these exercises; The construction and characteristics of the
combined massage exercises; General and detailed description of the
combined massage exercises with their analyses and effects; Proper
breathing: How the number of exercises for one performance can
best be decreased; How the exercises may be utilized in some
diseased and disordered conditions of the body. There are eighty-six
illustrations.

+ N Y Evening Post p26 O 23 ’20 70w

+ N Y Times p26 Ja 16 ’21 270w
R of Rs 62:448 O ’20 60w
Survey 45:103 O 16 ’20 160w

JEPSON, EDGAR. Loudwater mystery. *$2 (3c)

Knopf

20–22232

When Lord Loudwater is stabbed to death and investigations are

begun, it is discovered that there is a quite disconcerting wealth of
possible suspects. Lord Loudwater was of such a nature that his
actions might supply the motive for murder to any one of his family
or household or even remoter connections. For instance, on the day
of his murder, he had threatened to divorce his wife, he had
quarreled violently with Colonel Grey, who had been seen paying
attentions to Lady Loudwater, he had discharged his butler in a fit of
anger, and he had halved the allowance of a mysterious woman who
had sued him for breach of promise. So the doings of these various
people at the time of the murder are thoroughly combed over. When
these clues lead to nothing but a blank wall, with the story almost at
an end, the suspense is finally ended by the discovery of one forged
check which gives the actual murderer away.
 “We close the book with a genuine regret that a gift so real as Mr
Jepson’s cannot be more economically used.”

+ − Ath p1210 N 14 ’19 140w

“The action never lags, and the ending is rather out of the
ordinary.”

+ Booklist 17:158 Ja ’21

Boston Transcript p6 O 16 ’20 520w

“Mr Jepson has not been entirely successful in keeping up the

tension of the mystery. There are lapses of several months each in
the narrative, which break the emotional flow. But the large number
of readers who seek to qualify as amateur Holmeses, Craig
Kennedies, and Dupins, by vicarious solutions of murder mysteries,
will find plenty of opportunities here.”

+ − N Y Times p25 S 5 ’20 420w

“If some of the devices are familiar, most of the characters have—
what is rare in novels of the kind—an unmistakable touch of life, and
much of the dialogue has—what is still more uncommon—a sprightly
turn.”

+ Sat R 128:590 D 20 ’19 200w

Spec 123:819 D 13 ’19 60w

“A detective story of exceptional merit.”

 + The Times [London] Lit Sup p677 N 20
’19 170w

JEPSON, EDGAR. Pollyooly dances. *$1.25 (2c)

Duffield

20–3191

Mr Jepson’s young heroine has grown up and in this novel appears

as a successful dancer. She is on her way to New York when the story
opens and her guardian, the Honourable John Ruffin, is traveling by
the same boat on business of his own. He has successfully evaded
military service and is an object of scorn to all patriotic Britons on
board. But of course, as the reader well knows, he is in government
service and his business has to do with German spies. Indeed,
throughout, the story is more concerned with German spy plots than
with Pollyooly’s dancing.

“It has always been our opinion that Mr Edgar Jepson’s best
period was that of ‘No. 19’ and ‘The mystery of the myrtles,’ and we
regret that he should have bartered his heritage of fantasy touched
with horror for machine-made private detectives and angel children
who blossom into popular ballerinas.”

− + Ath p475 O 8 ’20 130w

Booklist 16:282 My ’20

“A more than ordinarily entertaining detective story.”

 + Ind 103:322 S 11 ’20 60w
The Times [London] Lit Sup p602 S 16
’20 70w

JESSE, FRYNIWYD TENNYSON. Happy

bride. *$2 Doran 821

20–20439

The first poem of this collection is based on an old Cornish

custom: “In Cornwall, when an unmarried girl dies, she is borne
through the streets followed by her girl friends dressed in white and
singing a hymn of which the refrain is ‘O happy bride.’” Cornish
legend also furnishes the motive for St Ludgvan’s well, The forbidden
vision, The droll-teller, and Jennifer, Jennifer. Other titles are:
Towers of healing; A little dirge for any soul; Youth renascent; Where
beauty stays her foot; Lover’s cry.

“Of contemporaries, Miss Tennyson Jesse is closely related to Mr

Bridges. She approaches him in the purity of her verse, the felicity of
her phrase, in her rhythm and her descriptive quality. At no point,
perhaps, does she attempt or achieve sublimity, but for evenness of
accomplishment few living poets surpass her work.”

+ The Times [London] Lit Sup p299 My

13 ’20 680w
 JESSUP, ALEXANDER, ed. Best American
humorous short stories. (Modern lib. of the world’s
best books.) *85c Boni & Liveright

20–12376

“To the Modern library has been added ‘Best American humorous
short stories,’ a selection from the writings of Poe, Curtis, Hale, O.
W. Holmes, Mark Twain, Bunner, Stockton, Bret Harte, O. Henry
and others, including several whose names are still familiar in the
magazines. The editor is Alexander Jessup.”—Springf’d Republican

“The compiler steers a safe, somewhat academic course, and there

are inevitably some inclusions of historical rather than hilarious
interest.”

+ − Dial 69:103 Jl ’20 50w

“The book is both valuable and interesting. The tired business man
will revel in it.” H. S. Gorman

+ N Y Times p8 Ag 1 ’20 220w

“The editor shows that mingled understanding of past and present

which alone gives value to critical pronouncements or editorial work
involving critical selection.”

+ Springf’d Republican p10 My 20 ’20

120w
 JOAD, CYRIL EDWIN MITCHINSON. Essays
in common sense philosophy. *$2 Harcourt 192

(Eng ed 20–6885)

“In ‘Essays in common sense philosophy’ C. E. M. Joad of Balliol

college, Oxford, gives us a rethinking of contemporary metaphysics,
in which his titular claim rests on the views that we do actually
perceive things as they are, that apparent differences and
discontinuities in experience are real and that the Hegelian theory of
the state is essentially wrong, inasmuch as the state is only a
subordinate institution within the larger whole of human society.
The first point is made out on the basis of Meinong’s
Gegendstandstheorie, which, even if it be accepted, is not obviously
the reasoning of common sense. Similarly, the defense of pluralism,
based on Russell’s treatment of relations, comes indeed to the plain
man’s conclusion, but by a tortuous path. Two other important
essays in this book are those on truth, and on universals.”—Springf’d
Republican

“As with all books of this kind, the author’s treatment can be
considered adequate only by those who agree with him. To others it
will appear that the points neglected by the author are more
important than those noticed by him.”

+ − Ath p539 Je 27 ’19 80w

“Mr Joad’s book is readable, interesting, and quite remarkably

intelligible. There is an avoidance of technical jargon, and an
admirable lucidity. It is a book which can be read with much profit by
all who are interested in philosophy without being professional
philosophers.” B. R.
 + Ath p652 Jl 25 ’19 1800w
Booklist 17:7 O ’20
+ Boston Transcript p6 Jl 31 ’20 170w
Brooklyn 12:28 N ’19 50w
New Repub 24:150 O 6 ’20 430w

“His book, though unsatisfactory to any student of philosophy who

possesses a philological conscience and a critical historic sense, does
in some sort canvass a number of the problems that we can escape
only by refusing to speculate at all. It will serve as well as another to
satisfy the commonplace metaphysical instinct. And the student who
takes it up for this purpose will receive from it a fair measure of
initiation into the study of philosophy, and of orientation and
stimulus of his own reflections.”— Paul Shorey

− + Review 3:232 S 15 ’20 1100w

“This book should be widely read. It deserves close and careful

study as an indication of the best lines of the metaphysical thought of
today.”

+ − Springf’d Republican p10 Jl 1 ’20 300w

“His book is a real stimulus to thought.”

+ − The Times [London] Lit Sup p492 S 18

’19 1000w
 [2]
JOHNSEN, JULIA E., comp. Selected articles
on national defense. v 3 (Debaters’ handbook ser.)
$1.80 Wilson, H. W. 355.7

This volume, consisting of brief, bibliography and reprints, covers

the subjects. The army, The navy, Military training, Military service,
Disarmament and peace. Volume 1, by Corinne Bacon, was published
in 1916; volume 2, by Agnes Van Valkenburgh, in 1917.

JOHNSON, ARTHUR. Under the rose. *$1.75

(2½c) Harper

20–15533

The titles of these stories are: The princess of Tork; Riders in the
dark; The one hundred eightieth meridian; Mr Eberdeen’s house;
The two lovers; The visit of the master; The little family; His new
mortal coil; How the ship came in. The stories are reprinted from
Harper’s and other magazines. The visit of the master appeared in
the 1918 volume of Mr O’Brien’s “Best short stories.”

“‘Under the rose’ contains some charming tales. The happy

whimsicality of expression in a number brings to mind similar happy
whimsicalities of Henry James.” C. K. H.

+ Boston Transcript p6 O 2 ’20 400w

“This is a bewildering collection of stories, effective and yet at the

same time not wholly satisfying. The themes treated are many, the
transition from story to story sometimes marking a leap of mood
difficult to achieve. Almost every story is successful by itself; and
this, after all, is a great deal to demand of fiction.”

+ − N Y Times p27 Ja 2 ’21 420w

JOHNSON, CLIFTON. What to see in America.

(American highways and byways ser.) il *$3
Macmillan 917.3

19–19488

“The book is concerned with the human interest of our country in

nature, history, industry, literature, legend, and biography. It is
intended for travelers who visit the places of interest in person, and
also for those other travelers whom chance or necessity keeps at
home, but who travel far and wide on the wings of fancy.... Under
each state is included such things as the first settlement, the capital,
the largest city, the highest point, and facts of general interest
concerning its past and present that add to the traveler’s zest in
visiting it.” (Introductory note) Each state in the Union has a chapter
and there are 500 illustrations including several maps.

“Rather too brief for the intensive sightseer. No index, but full
contents by states with mention of attractions.”

+ − Booklist 16:200 Mr ’20

“Mr Johnson has an observant eye, and he knows what he wants to

say, but he is frequently unable to express himself in straightforward
English.”

+ − Boston Transcript p7 Ja 7 ’20 400w

“Somewhere between a guide book and travel essays. Useful for

reference.”

+ Cleveland p43 Ap ’20 40w

“The pictures are better than the history, and the history is better
than the opinions, but there are few opinions and only enough
history to add the right tincture of romance.”

+ Nation 111:163 Ag 7 ’20 190w

“His 500 illustrations are well chosen, well engraved and well
printed; and they are frequently alluring. Probably there are few of
those who read Mr Johnson’s book who will not feel a desire to let
their own eyes gaze upon the wonderful spots which are here
photographed.” Brander Matthews

+ N Y Times 25:53 F 1 ’20 1000w

“The numerous pictures are well selected. The traveled reader is

sure to find new things as well as old in the volume, and the ‘stay-at-
home’ will find here new zest for fireside travels.”

+ Outlook 124:203 F 4 ’20 80w