Advanced Engineering

Mathematics with MATLAB

SECOND EDITION

Thomas L. Harman
University of Houston/Clear Lake

James B. Dabney
Intermetrics

Norman J. Richert
Mathematical Reviews

Brooks/Cole
Thomson Learning™
Australia • Canada • Mexico • Singapore • Spain • United Kingdom • United States
 Contents

1 Introduction l
1.1 Introduction to MATLAB 3

1.2 MATLAB Commands for Display and Plotting 15

1.3 Creating MATLAB Programs 22

1.4 MATLAB Programming Language 25

1.5 Problem Solving and Programming (Optional) 31
1.6 Reinforcement Exercises and Exploration Problems 38
1.7 Annotated Bibliography 43
1.8 Answers 43

2 Numbers and Vectors 45

2.1 Properties of Real Numbers 46

2.2 MATLAB Computer Numbers (Optional) 49

2.3 Complex Numbers 54

S-4 Vectors in Two Dimensions and Three Dimensions 60

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 2.5 Vectors in Higher Dimensions 70

2.6 MATLAB Vectors 71

2.7 Properties of Vectors n

2.8 Complex Vectors 77

2.9 Vector Spaces 78

2.10 Vector Spaces of Functions 88

2.11 Reinforcement Exercises and Exploration Problems 93

2.12 Annotated Bibliography 98

2.13 Answers 99

3 Matrices 101

3.1 Basic Properties of Matrices 102

3.2 MATLAB Matrix Operations 107

3.3 Square and Symmetric Matrices 109

3.4 Determinants and Matrix Inverses 114

3.5 Orthogonal and Triangular Matrices 119

3.6 Systems of Linear Equations 124

3.7 MATLAB Matrix Functions 131

3.8 Linear Transformations 139

3.9 Reinforcement Exercises and Exploration Problems 147

3.10 Annotated Bibliography 154

3.11 Answers 154

4 Eigenvalues and Eigenvectors 157

4-1 General Discussion of Eigenvalues 158

4-2 Eigenvalues and Eigenvectors 162

Contents
 4-3 Matrix Eigenvalue Theorems 170

4-4 Complex Vectors and Matrices 172

4-5 MATLAB Commands for Eigenvectors 174

4-6 Matrix Calculus 180

4-7 Similar and Diagonalizable Matrices 187

4-8 Special Matrices and Their Eigenvalues (Optional) 190

4-9 Applications to Differential Equations 194

4-10 Reinforcement Exercises and Exploration Problems 197

4-11 Annotated Bibliography 201

4-12 Answers 201

5 Linear Differential Equations 203

5.1 Classification of Differential Equations 205

5.2 Linear Differential Equations 208

5.3 Higher-Order Differential Equations 216

5-4 Second-Order Differential Equations 220

5.5 Particular Solutions of Differential Equations 226

5.6 Systems of Differential Equations 233

5.7 MATLAB Solutions of Systems of Differential Equations 238

5.8 Homogeneous Systems with Repeated Eigenvalues 243

5.9 Nonhomogeneous Systems of Differential Equations 246

5.10 Transforming Differential Equations 250

5.11 Reinforcement Exercises and Exploration Problems 264

5.12 Annotated Bibliography 271

5.13 Answers 271

Contents
 6 Advanced Differential Equations 275
6.1 Functions and Differential Equations 276

6.2 Sequences and Series 282

6.3 Taylor Series 292

6.4 Numerical Methods for Differential Equations 297

6.5 Stiff Differential Equations 309

6.6 Vector Equations 311

6.7 Boundary-Value Problems . 317

6.8 Equations with Variable Coefficients 322

6.9 Bessel and Legendre Equations 329

6.10 Reinforcement Exercises and Exploration Problems 340

6.11 Annotated Bibliography 346

6.12 Answers . 347

7 Approximation of Functions 349

7.1 Polynomial Interpolation 351

7.2 Interpolation by Spline Functions 354

7.3 Least-Squares Curve Fitting 356

7.4 Orthogonal Functions 361

7.5 Reinforcement Exercises and Exploration Problems 366

7.6 Annotated Bibliography 368

7.7 Answers 369

8 Fourier Analysis 371

8.1 Fourier Series 372

8.2 Properties of Fourier Series 391

vi • Contents
 8.3 Fourier Transforms 396

8.4 Reinforcement Exercises and Exploration Problems 408

8.5 Annotated Bibliography ' 413

8.6 Answers 413

9 Laplace Transforms 417

9.1 Definition and Properties of the Laplace Transform 4IS

9.2 Computation of Inverse Laplace Transforms 4%3

9.3 MATLAB and Laplace Transforms 431

9.4 Applications to Differential Equations 434

9.5 Application of Laplace Transforms to Linear Systems 444

9.6 Relationship of Fourier and Laplace Transforms 452

9.7 Summary of Laplace Transform Properties 453

9.8 Reinforcement Exercises and Exploration Problems 455

9.9 Annotated Bibliography 459

9.10 Answers 460

10 Discrete Systems 463

10.1 Introduction to the Sequences and Discrete Functions 4@4

10.2 Linear Difference Equations 466

10.3 Approximation to Differential Equations 473

10.4 Smoothing and Digital Filters 4^4

10.5 Introduction to Z-transforms 480

10.6 MATLAB Commands for Discrete Systems 487

10.7 Z-transform Solution of Difference Equations 488

10.8 Applications of Z-transforms to Linear Discrete Systems 490

Contents
 10.9 Z-transforms and Frequency Response 495

10.10 Summary of Z-transform Properties 497

10.11 Reinforcement Exercises and Exploration Problems 499

10.12 Annotated Bibliography 502

10.13 Answers 503

11 T h e Discrete Fourier Transform

and the F F T 507
11.1 Frequency Analysis of Signals 508

11.2 Discrete and Fast Fourier Transforms 512

11.3 MATLAB Fourier Commands . 519

11.4 Practical Signal Analysis 523

11.5 Practical Signal Sampling and DFT Errors 528

11.6 Analysis of DFT for Computation (Optional) 531

11.7 Reinforcement Exercises and Exploration Problems 537

11.8 Annotated Bibliography 542

11.9 Answers 542

12 Advanced Calculus 545

12.1 Functions of Several Variables 546

12.2 Derivatives of a Multivariate Function 553

12.3 Differentials and Linear Approximation 560

12.4 Two-Dimensional Taylor Series 565

12.5 MATLAB Two-Dimensional Interpolation 569

12.6 MATLAB Differentiation 572

12.7 Extrema of Real- Valued Functions 578

viii • Contents
 12.8 Constrained Extrema and Lagrange Multipliers 586

12.9 Vector Functions and Curvilinear Coordinates 588

12.10 Reinforcement Exercises and Exploration Problems 595

12.11 Annotated Bibliography 599

12.12 Answers 599

13 Vector Differential Operators 603

13.1 Vector and Scalar Fields 605

13.2 MATLAB Commands for Vector Differential Calculus 609

13.3 Directional Derivatives and the Gradient 611

13.4 The Divergence 618

13.5 The Curl 619

13.6 The Laplacian and Laplace's Equation 621

13.7 Vector Field Theory . ' 622

13.8 Physical Application and Interpretation 625

13.9 Curvilinear Coordinates 631

13.10 Reinforcement Exercises and Exploration Problems 634

13.11 Annotated Bibliography 638

13.12 Answers 638

14 Vector Integral Calculus 641

14.1 Integration 642

14-2 Applications of Single Integrals 646

14-3 Double and Triple Integrals 650

14-4 Change of Variables in Double Integrals 656

14-5 Change of Variables in Triple Integrals 662

Contents
 14-6 Applications of Multiple Integrals 663

14.7 MATLAB Commands for Integration 667

14-8 Line Integrals 670

14-9 Surface Integrals 677

14-10 Theorems of Vector Integral Calculus 680

14-11 Applications of Vector Field Theory 689

14-12 Reinforcement Exercises and Exploration Problems, 702

14-13 Annotated Bibliography 709

14.14 Answers 710

15 Partial Differential Equations 715

15.1 Introduction to Partial Differential Equations 716

15.2 Laplace's Equation 720

15.3 The Heat Equation 732

15.4 The Wave Equation . 733

15.5 Reinforcement Exercises and Exploration Problems 739

15.6 Annotated Bibliography 743

15.7 Answers 743

Index 745

Index of MATLAB Commands 749

Contents