BOOK
Advanced Modern Engineering Mathematics
Glyn James | David Burley | Dick Clements | Phil Dyke | Nigel Steele | Author
(2018)
Additional Information
Book Details
Abstract
Building on the foundations laid in the companion text Modern Engineering Mathematics, this book gives an extensive treatment of some of the advanced areas of mathematics that have applications in various fields of engineering, particularly as tools for computer-based system modelling, analysis and design.
The philosophy of learning by doing helps students develop the ability to use mathematics with understanding to solve engineering problems. A wealth of engineering examples and the integration of MATLAB, MAPLE and R further support students.
Table of Contents
Section Title | Page | Action | Price |
---|---|---|---|
Front Cover | Front Cover | ||
Half Title Page | i | ||
Title Page | iii | ||
Copyright Page | iv | ||
Contents | v | ||
Preface | xix | ||
About the Authors | xxi | ||
Publisher’s Acknowledgements | xxiii | ||
Chapter 1 Matrix Analysis | 1 | ||
1.1 Introduction | 2 | ||
1.2 Review of matrix algebra | 2 | ||
1.2.1 Definitions | 3 | ||
1.2.2 Basic operations on matrices | 3 | ||
1.2.3 Determinants | 5 | ||
1.2.4 Adjoint and inverse matrices | 5 | ||
1.2.5 Linear equations | 7 | ||
1.2.6 Rank of a matrix | 8 | ||
1.3 Vector spaces | 9 | ||
1.3.1 Linear independence | 10 | ||
1.3.2 Transformations between bases | 11 | ||
1.3.3 Exercises (1–4) | 13 | ||
1.4 The eigenvalue problem | 13 | ||
1.4.1 The characteristic equation | 14 | ||
1.4.2 Eigenvalues and eigenvectors | 16 | ||
1.4.3 Exercises (5–6) | 22 | ||
1.4.4 Repeated eigenvalues | 22 | ||
1.4.5 Exercises (7–9) | 26 | ||
1.4.6 Some useful properties of eigenvalues | 26 | ||
1.4.7 Symmetric matrices | 28 | ||
1.4.8 Exercises (10–13) | 29 | ||
1.5 Numerical methods | 29 | ||
1.5.1 The power method | 29 | ||
1.5.2 Exercises (14–18) | 35 | ||
1.6 Reduction to canonical form | 36 | ||
1.6.1 Reduction to diagonal form | 36 | ||
1.6.2 The Jordan canonical form | 39 | ||
1.6.3 Exercises (19–26) | 43 | ||
1.6.4 Quadratic forms | 44 | ||
1.6.5 Exercises (27–33) | 50 | ||
1.7 Functions of a matrix | 51 | ||
1.7.1 Exercises (34– 41) | 62 | ||
1.8 Singular value decomposition | 63 | ||
1.8.1 Singular values | 65 | ||
1.8.2 Singular value decomposition (SVD) | 69 | ||
1.8.3 Pseudo inverse | 72 | ||
1.8.4 Exercises (42–49) | 78 | ||
1.9 State-space representation | 79 | ||
1.9.1 State-space representation | 79 | ||
1.9.2 Multi-input–multi-output (MIMO) systems | 84 | ||
1.9.3 Exercises | 85 | ||
1.10 Solution of the state equation | 86 | ||
1.10.1 Direct form of the solution | 86 | ||
1.10.2 The transition matrix | 88 | ||
1.10.3 Evaluating the transition matrix | 89 | ||
1.10.4 Exercises (55–60) | 91 | ||
1.10.5 Spectral representation of response | 92 | ||
1.10.6 Canonical representation | 95 | ||
1.10.7 Exercises (61–67) | 100 | ||
1.11 Engineering application: Lyapunov stability analysis | 101 | ||
1.11.1 Exercises (68–72) | 103 | ||
1.12 Engineering application: capacitor microphone | 104 | ||
1.13 Review exercises (1–19) | 108 | ||
Chapter 2 Numerical Solution of Ordinary Differential Equations | 113 | ||
2.1 Introduction | 114 | ||
2.2 Engineering application: motion in a viscous fluid | 114 | ||
2.3 Numerical solution of first-order ordinary differential | 115 | ||
2.3.1 A simple solution method: Euler’s method | 116 | ||
2.3.2 Analysing Euler’s method | 120 | ||
2.3.3 Using numerical methods to solve engineering problems | 123 | ||
2.3.4 Exercises (1–7) | 125 | ||
2.3.5 More accurate solution methods: multistep methods | 126 | ||
2.3.6 Local and global truncation errors | 132 | ||
2.3.7 More accurate solution methods: predictor–corrector | 134 | ||
2.3.8 More accurate solution methods: Runge–Kutta methods | 139 | ||
2.3.9 Exercises (8–17) | 143 | ||
2.3.10 Stiff equations | 145 | ||
2.3.11 Computer software libraries | 147 | ||
2.4 Numerical methods for systems of ordinary differential | 149 | ||
2.4.1 Numerical solution of coupled first-order equations | 149 | ||
2.4.2 State-space representation of higher-order systems | 154 | ||
2.4.3 Exercises (18–23) | 158 | ||
2.4.4 Boundary-value problems | 159 | ||
2.4.5 The method of shooting | 160 | ||
2.5 Engineering application: oscillations of a pendulum | 162 | ||
2.6 Engineering application: heating of an electrical fuse | 167 | ||
2.7 Review exercises (1–12) | 172 | ||
Chapter 3 Vector Calculus | 175 | ||
3.1 Introduction | 176 | ||
3.1.1 Basic concepts | 177 | ||
3.1.2 Exercises (1–10) | 184 | ||
3.1.3 Transformations | 185 | ||
3.1.4 Exercises (11–17) | 188 | ||
3.1.5 The total differential | 188 | ||
3.1.6 Exercises (18–20) | 192 | ||
3.2 Derivatives of a scalar point function | 192 | ||
3.2.1 The gradient of a scalar point function | 192 | ||
3.2.2 Exercises (21–30) | 195 | ||
3.3 Derivatives of a vector point function | 196 | ||
3.3.1 Divergence of a vector field | 196 | ||
3.3.2 Exercises (31–37) | 198 | ||
3.3.3 Curl of a vector field | 199 | ||
3.3.4 Exercises (38–45) | 202 | ||
3.3.5 Further properties of the vector operator ∇ | 202 | ||
3.3.6 Exercises (46–55) | 206 | ||
3.4 Topics in integration | 206 | ||
3.4.1 Line integrals | 207 | ||
3.4.2 Exercises (56–64) | 210 | ||
3.4.3 Double integrals | 211 | ||
3.4.4 Exercises (65–76) | 216 | ||
3.4.5 Green’s theorem in a plane | 217 | ||
3.4.6 Exercises (77–82) | 221 | ||
3.4.7 Surface integrals | 222 | ||
3.4.8 Exercises (83–91) | 229 | ||
3.4.9 Volume integrals | 229 | ||
3.4.10 Exercises (92–102) | 232 | ||
3.4.11 Gauss’s divergence theorem | 233 | ||
3.4.12 Stokes’ theorem | 236 | ||
3.4.13 Exercises (103–112) | 239 | ||
3.5 Engineering application: streamlines in fluid dynamics | 240 | ||
3.6 Engineering application: heat transfer | 242 | ||
3.7 Review exercises (1–21) | 246 | ||
Chapter 4 Functions of a Complex Variable | 249 | ||
4.1 Introduction | 250 | ||
4.2 Complex functions and mappings | 251 | ||
4.2.1 Linear mappings | 253 | ||
4.2.2 Exercises (1–8) | 260 | ||
4.2.3 Inversion | 260 | ||
4.2.4 Bilinear mappings | 265 | ||
4.2.5 Exercises (9–19) | 271 | ||
4.2.6 The mapping w = z2 | 272 | ||
4.2.7 Exercises (20–23) | 274 | ||
4.3 Complex differentiation | 274 | ||
4.3.1 Cauchy–Riemann equations | 275 | ||
4.3.2 Conjugate and harmonic functions | 280 | ||
4.3.3 Exercises (24–32) | 282 | ||
4.3.4 Mappings revisited | 282 | ||
4.3.5 Exercises (33–37) | 286 | ||
4.4 Complex series | 287 | ||
4.4.1 Power series | 287 | ||
4.4.2 Exercises (38–39) | 291 | ||
4.4.3 Taylor series | 291 | ||
4.4.4 Exercises (40–43) | 294 | ||
4.4.5 Laurent series | 295 | ||
4.4.6 Exercises (44– 46) | 300 | ||
4.5 Singularities and zeros | 300 | ||
4.5.1 Exercises (47–49) | 303 | ||
4.6 Engineering application: analysing AC circuits | 304 | ||
4.7 Engineering application: use of harmonic functions | 305 | ||
4.7.1 A heat transfer problem | 305 | ||
4.7.2 Current in a field-effect transistor | 307 | ||
4.7.3 Exercises (50–56) | 310 | ||
4.8 Review exercises (1–19) | 311 | ||
Chapter 5 Laplace Transforms | 315 | ||
5.1 Introduction | 316 | ||
5.1.1 Definition and notation | 316 | ||
5.1.2 Other results from MEM | 318 | ||
5.2 Step and impulse functions | 320 | ||
5.2.1 The Heaviside step function | 320 | ||
5.2.2 Laplace transform of unit step function | 323 | ||
5.2.3 The second shift theorem | 325 | ||
5.2.4 Inversion using the second shift theorem | 328 | ||
5.2.5 Differential equations | 331 | ||
5.2.6 Periodic functions | 335 | ||
5.2.7 Exercises (1–12) | 339 | ||
5.2.8 The impulse function | 341 | ||
5.2.9 The sifting property | 342 | ||
5.2.10 Laplace transforms of impulse functions | 343 | ||
5.2.11 Relationship between Heaviside step and impulse functions | 346 | ||
5.2.12 Exercises (13–18) | 351 | ||
5.2.13 Bending of beams | 352 | ||
5.2.14 Exercises (19–21) | 356 | ||
5.3 Transfer functions | 356 | ||
5.3.1 Definitions | 356 | ||
5.3.2 Stability | 359 | ||
5.3.3 Impulse response | 364 | ||
5.3.4 Initial- and final-value theorems | 365 | ||
5.3.5 Exercises (22–33) | 370 | ||
5.3.6 Convolution | 371 | ||
5.3.7 System response to an arbitrary input | 374 | ||
5.3.8 Exercises (34–38) | 378 | ||
5.4 Solution of state-space equations | 378 | ||
5.4.1 SISO systems | 378 | ||
5.4.2 Exercises (39–47) | 382 | ||
5.4.3 MIMO systems | 383 | ||
5.4.4 Exercises (48–50) | 390 | ||
5.5 Engineering application: frequency response | 390 | ||
5.6 Engineering application: pole placement | 398 | ||
5.6.1 Poles and eigenvalues | 398 | ||
5.6.2 The pole placement or eigenvalue location technique | 398 | ||
5.6.3 Exercises (51–56) | 400 | ||
5.7 Review exercises (1–18) | 401 | ||
Chapter 6 The z Transform | 407 | ||
6.1 Introduction | 408 | ||
6.2 The z transform | 409 | ||
6.2.1 Definition and notation | 409 | ||
6.2.2 Sampling: a first introduction | 413 | ||
6.2.3 Exercises (1–2) | 414 | ||
6.3 Properties of the z transform | 414 | ||
6.3.1 The linearity property | 415 | ||
6.3.2 The first shift property (delaying) | 416 | ||
6.3.3 The second shift property (advancing) | 417 | ||
6.3.4 Some further properties | 418 | ||
6.3.5 Table of z transforms | 419 | ||
6.3.6 Exercises (3–10) | 420 | ||
6.4 The inverse z transform | 420 | ||
6.4.1 Inverse techniques | 421 | ||
6.4.2 Exercises (11–13) | 427 | ||
6.5 Discrete-time systems and difference equations | 428 | ||
6.5.1 Difference equations | 428 | ||
6.5.2 The solution of difference equations | 430 | ||
6.5.3 Exercises (14–20) | 434 | ||
6.6 Discrete linear systems: characterization | 435 | ||
6.6.1 z transfer functions | 435 | ||
6.6.2 The impulse response | 441 | ||
6.6.3 Stability | 444 | ||
6.6.4 Convolution | 450 | ||
6.6.5 Exercises (21–29) | 454 | ||
6.7 The relationship between Laplace and z transforms | 455 | ||
6.8 Solution of discrete-time state-space equations | 456 | ||
6.8.1 State-space model | 456 | ||
6.8.2 Solution of the discrete-time state equation | 459 | ||
6.8.3 Exercises (30–33) | 463 | ||
6.9 Discretization of continuous-time state-space models | 464 | ||
6.9.1 Euler’s method | 464 | ||
6.9.2 Step-invariant method | 466 | ||
6.9.3 Exercises (34–37) | 469 | ||
6.10 Engineering application: design of discrete-time systems | 470 | ||
6.10.1 Analogue filters | 471 | ||
6.10.2 Designing a digital replacement filter | 472 | ||
6.10.3 Possible developments | 473 | ||
6.11 Engineering application: the delta operator and the $ transform | 473 | ||
6.11.1 Introduction | 473 | ||
6.11.2 The q or shift operator and the δ operator | 474 | ||
6.11.3 Constructing a discrete-time system model | 475 | ||
6.11.4 Implementing the design | 477 | ||
6.11.5 The $ transform | 479 | ||
6.11.6 Exercises (38–41) | 480 | ||
6.12 Review exercises (1–18) | 480 | ||
Chapter 7 Fourier Series | 485 | ||
7.1 Introduction | 486 | ||
7.1.1 Periodic functions | 486 | ||
7.1.2 Fourier’s theorem | 487 | ||
7.1.3 Functions of period 2π | 488 | ||
7.1.4 Functions defined over a finite interval | 492 | ||
7.1.5 Exercises (1–10) | 498 | ||
7.2 Fourier series of jumps at discontinuities | 499 | ||
7.2.1 Exercises (11–12) | 502 | ||
7.3 Engineering application: frequency response and oscillating systems | 502 | ||
7.3.1 Response to periodic input | 502 | ||
7.3.2 Exercises (13–16) | 507 | ||
7.4 Complex form of Fourier series | 508 | ||
7.4.1 Complex representation | 508 | ||
7.4.2 The multiplication theorem and Parseval’s theorem | 512 | ||
7.4.3 Discrete frequency spectra | 515 | ||
7.4.4 Power spectrum | 521 | ||
7.4.5 Exercises (17–22) | 523 | ||
7.5 Orthogonal functions | 524 | ||
7.5.1 Definitions | 524 | ||
7.5.2 Generalized Fourier series | 526 | ||
7.5.3 Convergence of generalized Fourier series | 527 | ||
7.5.4 Exercises (23–29) | 529 | ||
7.6 Engineering application: describing functions | 532 | ||
7.7 Review exercises (1–20) | 533 | ||
Chapter 8 The Fourier Transform | 537 | ||
8.1 Introduction | 538 | ||
8.2 The Fourier transform | 539 | ||
8.2.1 The Fourier integral | 539 | ||
8.2.2 The Fourier transform pair | 544 | ||
8.2.3 The continuous Fourier spectra | 548 | ||
8.2.4 Exercises (1–10) | 551 | ||
8.3 Properties of the Fourier transform | 552 | ||
8.3.1 The linearity property | 552 | ||
8.3.2 Time-differentiation property | 552 | ||
8.3.3 Time-shift property | 553 | ||
8.3.4 Frequency-shift property | 554 | ||
8.3.5 The symmetry property | 555 | ||
8.3.6 Exercises (11–16) | 557 | ||
8.4 The frequency response | 558 | ||
8.4.1 Relationship between Fourier and Laplace transforms | 558 | ||
8.4.2 The frequency response | 560 | ||
8.4.3 Exercises (17–21) | 563 | ||
8.5 Transforms of the step and impulse functions | 563 | ||
8.5.1 Energy and power | 563 | ||
8.5.2 Convolution | 572 | ||
8.5.3 Exercises (22–27) | 574 | ||
8.6 The Fourier transform in discrete time | 575 | ||
8.6.1 Introduction | 575 | ||
8.6.2 A Fourier transform for sequences | 575 | ||
8.6.3 The discrete Fourier transform | 579 | ||
8.6.4 Estimation of the continuous Fourier transform | 583 | ||
8.6.5 The fast Fourier transform | 592 | ||
8.6.6 Exercises (28–31) | 599 | ||
8.7 Engineering application: the design of analogue filters | 599 | ||
8.8 Engineering application: direct design of digital filters and windows | 602 | ||
8.8.1 Digital filters | 602 | ||
8.8.2 Windows | 607 | ||
8.8.3 Exercises (32–33) | 611 | ||
8.9 Review exercises (1–25) | 611 | ||
Chapter 9 Partial Differential Equations | 615 | ||
9.1 Introduction | 616 | ||
9.2 General discussion | 617 | ||
9.2.1 Wave equation | 617 | ||
9.2.2 Heat-conduction or diffusion equation | 620 | ||
9.2.3 Laplace equation | 623 | ||
9.2.4 Other and related equations | 625 | ||
9.2.5 Arbitrary functions and first-order equations | 627 | ||
9.2.6 Exercises (1–14) | 632 | ||
9.3 Solution of the wave equation | 634 | ||
9.3.1 D’Alembert solution and characteristics | 634 | ||
9.3.2 Separation of variables | 643 | ||
9.3.3 Laplace transform solution | 648 | ||
9.3.4 Exercises (15–27) | 651 | ||
9.3.5 Numerical solution | 653 | ||
9.3.6 Exercises (28–31) | 659 | ||
9.4 Solution of the heat-conduction/diffusion equation | 660 | ||
9.4.1 Separation of variables | 660 | ||
9.4.2 Laplace transform method | 664 | ||
9.4.3 Exercises (32–40) | 669 | ||
9.4.4 Numerical solution | 671 | ||
9.4.5 Exercises (41–43) | 677 | ||
9.5 Solution of the Laplace equation | 677 | ||
9.5.1 Separation of variables | 677 | ||
9.5.2 Exercises (44–54) | 685 | ||
9.5.3 Numerical solution | 686 | ||
9.5.4 Exercises (55–59) | 693 | ||
9.6 Finite elements | 694 | ||
9.6.1 Exercises (60–62) | 706 | ||
9.7 Integral solutions | 707 | ||
9.7.1 Separation of variables | 707 | ||
9.7.2 Use of singular solutions | 709 | ||
9.7.3 Sources and sinks for the heat-conduction equation | 712 | ||
9.7.4 Exercises (63–67) | 715 | ||
9.8 General considerations | 716 | ||
9.8.1 Formal classification | 716 | ||
9.8.2 Boundary conditions | 718 | ||
9.8.3 Exercises | 723 | ||
9.9 Engineering application: wave propagation under a moving load | 723 | ||
9.10 Engineering application: blood-flow model | 726 | ||
9.11 Review exercises (1–21) | 730 | ||
Chapter 10 Optimization | 735 | ||
10.1 Introduction | 736 | ||
10.2 Linear programming | 739 | ||
10.2.1 Introduction | 739 | ||
10.2.2 Simplex algorithm: an example | 741 | ||
10.2.3 Simplex algorithm: general theory | 745 | ||
10.2.4 Exercises (1–11) | 752 | ||
10.2.5 Two-phase method | 753 | ||
10.2.6 Equality constraints and variables that are | 761 | ||
10.2.7 Exercises (12–20) | 762 | ||
10.3 Lagrange multipliers | 764 | ||
10.3.1 Equality constraints | 764 | ||
10.3.2 Inequality constraints | 768 | ||
10.3.3 Exercises (21–28) | 768 | ||
10.4 Hill climbing | 769 | ||
10.4.1 Single-variable search | 769 | ||
10.4.2 Exercises (29–34) | 775 | ||
10.4.3 Simple multivariable searches: steepest ascent and Newton’s method | 775 | ||
10.4.4 Exercises (35–39) | 781 | ||
10.4.5 Advanced multivariable searches | 782 | ||
10.4.6 Least squares | 786 | ||
10.4.7 Exercises (40–43) | 789 | ||
10.5 Engineering application: chemical processing plant | 790 | ||
10.6 Engineering application: heating fin | 792 | ||
10.7 Review exercises (1–26) | 795 | ||
Chapter 11 Applied Probability and Statistics | 799 | ||
11.1 Introduction | 800 | ||
11.2 Review of basic probability theory | 801 | ||
11.2.1 The rules of probability | 801 | ||
11.2.2 Random variables | 802 | ||
11.2.3 The Bernoulli, binomial and Poisson distributions | 804 | ||
11.2.4 The normal distribution | 805 | ||
11.2.5 Sample measures | 808 | ||
11.3 Estimating parameters | 810 | ||
11.3.1 Interval estimates and hypothesis tests | 810 | ||
11.3.2 Distribution of the sample average | 810 | ||
11.3.3 Confidence interval for the mean | 812 | ||
11.3.4 Testing simple hypotheses | 815 | ||
11.3.5 Other confidence intervals and tests concerning means | 817 | ||
11.3.6 Interval and test for proportion | 821 | ||
11.3.7 Exercises (1–13) | 824 | ||
11.4 Joint distributions and correlation | 825 | ||
11.4.1 Joint and marginal distributions | 825 | ||
11.4.2 Independence | 828 | ||
11.4.3 Covariance and correlation | 829 | ||
11.4.4 Sample correlation | 833 | ||
11.4.5 Interval and test for correlation | 835 | ||
11.4.6 Rank correlation | 838 | ||
11.4.7 Exercises (14–24) | 840 | ||
11.5 Regression | 841 | ||
11.5.1 The method of least squares | 842 | ||
11.5.2 Residuals | 852 | ||
11.5.3 Regression and correlation | 856 | ||
11.5.4 Nonlinear regression | 856 | ||
11.5.5 Exercises (25–33) | 861 | ||
11.6 Goodness-of-fit tests | 863 | ||
11.6.1 Chi-square distribution and test | 863 | ||
11.6.2 Contingency tables | 867 | ||
11.6.3 Exercises (34–42) | 873 | ||
11.7 Engineering application: analysis of engine performance data | 874 | ||
11.7.1 Introduction | 874 | ||
11.7.2 Difference in mean running times and temperatures | 877 | ||
11.7.3 Dependence of running time on temperature | 880 | ||
11.7.4 Test for normality | 888 | ||
11.7.5 Conclusions | 890 | ||
11.8 Engineering application: statistical quality control | 891 | ||
11.8.1 Introduction | 891 | ||
11.8.2 Shewhart attribute control charts | 891 | ||
11.8.3 Shewhart variable control charts | 894 | ||
11.8.4 Cusum control charts | 898 | ||
11.8.5 Moving-average control charts | 901 | ||
11.8.6 Range charts | 905 | ||
11.8.7 Exercises (43–54) | 907 | ||
11.9 Poisson processes and the theory of queues | 908 | ||
11.9.1 Typical queueing problems | 909 | ||
11.9.2 Poisson processes | 909 | ||
11.9.3 Single service channel queue | 916 | ||
11.9.4 Queues with multiple service channels | 921 | ||
11.9.5 Queueing system simulation | 923 | ||
11.9.6 Exercises (55–62) | 929 | ||
11.10 Bayes’ theorem and its applications | 930 | ||
11.10.1 Derivation and simple examples | 930 | ||
11.10.2 Applications in probabilistic inference | 933 | ||
11.10.3 Bayesian statistical inference | 935 | ||
11.10.4 Exercises (63–74) | 944 | ||
11.11 Review exercises (1–10) | 945 | ||
Answers to Exercises | 949 | ||
Index | 975 | ||
Back Cover | Back Cover |