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Numerical Analysis for Applied Science
Pure and Applied Mathematics:
A Wiley Series of Texts, Monographs, and Tracts
A complete list of the titles in this series appears at the end of this book.
Numerical Analysis for Applied Science
Second Edition
Eli L. Isaacson†
University of Wyoming
Laramie, USA
This edition first published 2019
© 2019 John Wiley & Sons, Inc.
Edition History
John Wiley & Sons, Inc. (1e, 1998).
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or
transmitted, in any form or by any means, electronic, mechanical, photocopying, recording or otherwise,
except as permitted by law. Advice on how to obtain permission to reuse material from this title is
available at http://www.wiley.com/go/permissions.
The right of Myron B. Allen III and Eli L. Isaacson to be identified as the authors of this work has been
asserted in accordance with law.
Registered Office
John Wiley & Sons, Inc., 111 River Street, Hoboken, NJ 07030, USA
Editorial Office
111 River Street, Hoboken, NJ 07030, USA
For details of our global editorial offices, customer services, and more information about Wiley products
visit us at www.wiley.com.
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Limit of Liability/Disclaimer of Warranty
While the publisher and authors have used their best efforts in preparing this work, they make no
representations or warranties with respect to the accuracy or completeness of the contents of this work and
specifically disclaim all warranties, including without limitation any implied warranties of merchantability
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damages, including but not limited to special, incidental, consequential, or other damages.
Library of Congress Cataloging‐in‐Publication Data
Names: Allen, Myron B., 1954- author. | Isaacson, Eli L., author.
Title: Numerical analysis for applied science / Myron B. Allen III
(University of Wyoming, Laramie, USA), Eli L. Isaacson (University of
Wyoming, Laramie, USA).
Description: Second edition. | Hoboken, NJ : Wiley, [2019] | Series: Pure and
applied mathematics | Includes index. |
Identifiers: LCCN 2018046975 (print) | LCCN 2018055540 (ebook) | ISBN
9781119245667 (Adobe PDF) | ISBN 9781119245650 (ePub) | ISBN 9781119245469
(hardcover)
Subjects: LCSH: Numerical analysis.
Classification: LCC QA297 (ebook) | LCC QA297 .A53 2019 (print) | DDC
518–dc23
LC record available at https://lccn.loc.gov/2018046975
Cover design: Wiley
Cover image: Courtesy of Myron B. Allen III
Set in 10/12pt WarnockPro by SPi Global, Chennai, India
Printed in the United States of America
10 9 8 7 6 5 4 3 2 1
PREFACE
1. The book should cover a significant range of numerical methods now used in
applications, especially in scientific computation involving differential equa-
tions.
v
vi PREFACE
2. The book should be appropriate for mathematics students interested in the the-
ory behind the methods.
3. The book should also appeal to students who care less for rigorous theory than
for the heuristics and practical aspects of the methods.
The first principle is a matter of taste. Our omissions may appall some readers;
they include polynomial root finders, linear and nonlinear programming, digital fil-
tering, and most topics in statistics. On the other hand, we have included topics that
receive short shrift in many other texts at this level. Examples include:
The second and third principles conflict. Our strategy for addressing this con-
flict is threefold. First, most sections of the book have a “pyramid” structure. We
begin with the motivation and construction of the methods, then discuss practical
considerations associated with their implementation, then present rigorous mathe-
matical details. Thus, students in a “methods” course can concentrate on motivation,
construction, and practical considerations, perhaps grazing from the mathematical
details according to the instructor’s tastes. Students in an “analysis” course should
delve into the mathematical details as well as the practical considerations.
Second, we have included Chapter 1, “Some Useful Tools,” which reviews essen-
tial notions from undergraduate analysis and linear algebra. Mathematics students
PREFACE vii
should regard this chapter as a review; engineering and applied science students may
profit by reading it thoroughly.
Third, at the end of each chapter are both theoretical and computational exercises.
Engineers and applied scientists will probably concentrate on the computational ex-
ercises. Mathematicians should work a variety of both theoretical and computational
problems. Numerical analysis without computation is a sterile enterprise.
The book’s format allows instructors to use it in either of two modes. For a “meth-
ods” course, one can cover a significant set of topics in a single semester by cover-
ing the motivation, construction, and practical considerations. At the University of
Wyoming, we teach such a course for graduate engineers and geophysicists. For an
“analysis” course, one can construct a two- or three-semester sequence that involves
proofs, computer exercises, and projects requiring written papers. At Wyoming, we
offer a two-semester course along these lines for students in applied mathematics.
Most instructors will want to skip topics. The following remarks may help avoid
infelicitous gaps:
• We typically start our courses with Chapter 2. Sections 2.2 and 2.3 (on polyno-
mial interpolation) and 2.7 (on least squares) seem essential.
• Even if one has an aversion to direct methods for linear systems, it is worth-
while to discuss Sections 3.1 and 3.3. Also, the introduction to matrix norms
and condition numbers in Sections 1.4 and 3.6 is central to much of numerical
analysis.
• While Sections 4.1–4.4 contain the traditional core material on nonlinear equa-
tions, our experience suggests that engineering students profit from some cov-
erage of the multidimensional methods discussed in Sections 4.6 and 4.7.
• Even in a proof-oriented course, one might reasonably leave some of the theory
in Sections 5.3 and 5.4 for independent reading. Section 5.6, The Conjugate-
Gradient Method, is independent of earlier sections in that chapter.
• One should cover Section 7.1 and at least some of Section 7.2, Newton–Cotes
Formulas, in preparation for Chapter 8. Engineers use Gauss quadrature so
often, and the basic theory is so elegant, that we seldom skip Section 7.4.
• We rarely cover Chapter 8 (on odes) completely. Still, in preparation for Chap-
ter 9, one should cover at least the most basic material – through Euler meth-
ods – from Sections 8.1 and 8.2.
viii PREFACE
• While many first courses in numerics omit the treatment of pdes, at least some
coverage of Chapter 9 seems crucial for virtually all of the students who take
our courses.
• More details on the power and qr methods for computing eigenvalues in Chap-
ter 6.
Also, I moved a section on eigenvalues and matrix norms to Chapter 1 and a section
on the condition number to Section 3.2, to make it easier to skip most of Chapter 3
in favor of iterative methods for linear systems. However, I recommend not skipping
Sections 3.1 or 3.2. Finally, I removed a short section on Broyden’s method, which
appeared in Chapter 4 of the first edition. I hope these changes make the book more
useful to the next generation of numerical analysts and modelers.
I owe many thanks to Professor David Isaacson and to staff members at John
Wiley & Sons for helping to settle some of the details associated with the contract
for this edition. Ezhilan Vikraman and Kathleen Pagliaro were especially helpful
with these matters.
I wish I were writing “we” instead of “I.” My coauthor, Professor Eli Isaacson,
passed away in May, 2017. Eli was a gifted mathematician, a superb colleague, and
an insightful teacher. I learned a great deal about Mathematics from him, and he
and I shared many delightful conversations about how people learn Mathematics and
how we should teach the subject. It was a privilege to know him.
Preface v
2 Approximation of Functions 37
2.1 Introduction 37
2.2 Polynomial Interpolation 38
2.2.1 Motivation and Construction 38
2.2.2 Practical Considerations 42
2.2.3 Mathematical Details 43
2.2.4 Further Remarks 46
2.3 Piecewise Polynomial Interpolation 48
2.3.1 Motivation and Construction 48
2.3.2 Practical Considerations 50
2.3.3 Mathematical Details 54
2.3.4 Further Remarks 55
2.4 Hermite Interpolation 55
2.4.1 Motivation and Construction 55
2.4.2 Practical Considerations 59
2.4.3 Mathematical Details 60
2.5 Interpolation in Two Dimensions 63
2.5.1 Constructing Tensor-product Interpolants 64
2.5.2 Error Estimates for Tensor-product Methods 68
2.5.3 Interpolation on Triangles: Background 70
2.5.4 Construction of Planar Interpolants on Triangles 72
2.5.5 Error Estimates for Interpolation on Triangles 74
2.6 Splines 78
2.6.1 Motivation and Construction 78
2.6.2 Practical Considerations 84
2.6.3 Mathematical Details 85
2.6.4 Further Remarks 94
2.7 Least-squares Methods 95
2.7.1 Motivation and Construction 96
2.7.2 Practical Considerations 100
2.7.3 Mathematical Details 101
2.7.4 Further Remarks 103
2.8 Trigonometric Interpolation 104
2.8.1 Motivation and Construction 105
CONTENTS xiii
References 559
Index 563
12 SOME USEFUL TOOLS
1. A is nonsingular.
2. det A 6= 0.
3. If Ax = 0, then x = 0.
4. The columns of A are linearly independent.
5. There is a unique matrix A−1 ∈ Rn×n such that AA−1 = A−1 A = I.
For proof of the theorem, see Ref. [48, Chapter 2]. We often rephrase condition 3 by
saying that the null space
n o
N(A) := x ∈ Rn Ax = 0
is {0}. Problem 1.3 asks for proof that N(A) is a subspace of Rn . The matrix A−1
in part 4 is the inverse of A, and its existence means that A is invertible.
Suppose that A ∈ Rm×n , and denote its (i, j)th entry by ai,j . The transpose of
A, denoted A> , is the matrix in Rn×m whose entry in the (i, j)th position is aj,i . A
matrix A is symmetric when A> = A. This equation guarantees that A is square and
that ai,j = aj,i . The transpose of a column vector v ∈ Rm is a row vector,
v> = (v1 , v2 , . . . , vm ),
which we also say is in Rm . Problem 1.2 asks for proof that (AB)> = B> A> .
1.3.3 Norms
The third condition is the triangle inequality, which we use throughout this book.
From the version in condition 3 there follows an alternative version.
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XXI.
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