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Advanced Modern Engineering Mathematics

Advanced Modern Engineering Mathematics

Glyn James | David Burley | Dick Clements | Phil Dyke | Nigel Steele | Author

(2018)

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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
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