$$ \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\F}{\boldsymbol{F}} \newcommand{\J}{\boldsymbol{J}} \newcommand{\x}{\boldsymbol{x}} \renewcommand{\c}{\boldsymbol{c}} $$

Contents
- Preface
- Why learn programming?
- Target audience and background knowledge
- Numerical methods
- The computer language: Matlab
- How this book is different
- Supplementary materials
- Acknowledgments
- The first few steps
- What is a program? And what is programming?
- A Matlab program with variables
- The program
- Dissection of the program
- Why not just use a pocket calculator?
- Why you must use a text editor to write programs
- Write and run your first program
- Write and run a program in Matlab
- Write a program in a text editor and run it in Octave
- A Matlab program with a library function
- A Matlab program with vectorization and plotting
- More basic concepts
- Using Matlab interactively
- Arithmetics, parentheses and rounding errors
- Variables
- Formatting text and numbers
- Arrays
- Plotting
- Error messages and warnings
- Input data
- Symbolic computations
- Concluding remarks
- Exercises
- Exercise 1.1: Error messages
- Exercise 1.2: Volume of a cube
- Exercise 1.3: Area and circumference of a circle
- Exercise 1.4: Volumes of three cubes
- Exercise 1.5: Average of integers
- Exercise 1.6: Interactive computing of volume and area
- Exercise 1.7: Update variable at command prompt
- Exercise 1.8: Formatted print to screen
- Exercise 1.9: Matlab documentation and random numbers
- Basic constructions
- If tests
- Functions
- For loops
- While loops
- Reading from and writing to files
- Exercises
- Exercise 2.1: Introducing errors
- Exercise 2.2: Compare integers a and b
- Exercise 2.3: Functions for circumference and area of a circle
- Exercise 2.4: Function for area of a rectangle
- Exercise 2.5: Area of a polygon
- Exercise 2.6: Average of integers
- Exercise 2.7: While loop with errors
- Exercise 2.8: Area of rectangle versus circle
- Exercise 2.9: Find crossing points of two graphs
- Exercise 2.10: Sort array with numbers
- Exercise 2.11: Compute \( \pi \)
- Exercise 2.12: Compute combinations of sets
- Exercise 2.13: Frequency of random numbers
- Remarks
- Exercise 2.14: Game 21
- Exercise 2.15: Linear interpolation
- Exercise 2.16: Test straight line requirement
- Exercise 2.17: Fit straight line to data
- Remarks
- Exercise 2.18: Fit sines to straight line
- Remarks
- Exercise 2.19: Count occurrences of a string in a string
- Computing integrals
- Basic ideas of numerical integration
- Computational example
- The composite trapezoidal rule
- The general formula
- Implementation
- Specific or general implementation?
- Implementation with functions
- Solving our specific problem in a session
- Solving our specific problem in a program
- Alternative flat special-purpose implementation
- The composite midpoint method
- The idea
- The general formula
- Implementation
- Comparing the trapezoidal and the midpoint methods
- Testing
- Problems with brief testing procedures
- Proper test procedures
- Hand-computed results
- Solving a problem without numerical errors
- Demonstrating correct convergence rates
- Finite precision of floating-point numbers
- Constructing unit tests and writing test functions
- Hand-computed numerical results
- Solving a problem without numerical errors
- Demonstrating correct convergence rates
- Vectorization
- Vectorizing the midpoint rule
- Vectorizing the trapezoidal rule
- Measuring computational speed
- Double and triple integrals
- The midpoint rule for a double integral
- Derivation via one-dimensional integrals
- Direct derivation
- Programming a double sum
- Reusing code for one-dimensional integrals
- Verification via test functions
- The midpoint rule for a triple integral
- Theory
- Implementation
- Monte Carlo integration for complex-shaped domains
- The Monte Carlo integration algorithm
- Implementation
- Verification
- Test function for function with random numbers
- Integral over a circle
- Exercises
- Exercise 3.1: Hand calculations for the trapezoidal method
- Exercise 3.2: Hand calculations for the midpoint method
- Exercise 3.3: Compute a simple integral
- Exercise 3.4: Hand-calculations with sine integrals
- Exercise 3.5: Make test functions for the midpoint method
- Exercise 3.6: Explore rounding errors with large numbers
- Exercise 3.7: Write test functions for \( \int_0^4\sqrt{x}dx \)
- Remarks
- Exercise 3.8: Rectangle methods
- Exercise 3.9: Adaptive integration
- Remarks
- Exercise 3.10: Integrating x raised to x
- Exercise 3.11: Integrate products of sine functions
- Exercise 3.12: Revisit fit of sines to a function
- Exercise 3.13: Derive the trapezoidal rule for a double integral
- Exercise 3.14: Compute the area of a triangle by Monte Carlo integration
- Solving ordinary differential equations
- Population growth
- Derivation of the model
- Numerical solution
- Programming the Forward Euler scheme; the special case
- Understanding the Forward Euler method
- Programming the Forward Euler scheme; the general case
- Making the population growth model more realistic
- Verification: exact linear solution of the discrete equations
- Spreading of diseases
- Spreading of a flu
- A Forward Euler method for the differential equation system
- Programming the numerical method; the special case
- Outbreak or not
- Abstract problem and notation
- Programming the numerical method; the general case
- Time-restricted immunity
- Incorporating vaccination
- Discontinuous coefficients: a vaccination campaign
- Oscillating one-dimensional systems
- Derivation of a simple model
- Numerical solution
- Programming the numerical method; the special case
- A magic fix of the numerical method
- The 2nd-order Runge-Kutta method (or Heun's method)
- Software for solving ODEs
- The 4th-order Runge-Kutta method
- The algorithm
- Application
- Implementation
- Derivation
- More effects: damping, nonlinearity, and external forces
- The Euler-Cromer scheme
- The 4-th order Runge-Kutta method
- Illustration of linear damping
- Illustration of linear damping with sinusoidal excitation
- Spring-mass system with sliding friction
- A finite difference method; undamped, linear case
- A finite difference method; linear damping
- Exercises
- Exercise 4.1: Geometric construction of the Forward Euler method
- Exercise 4.2: Make test functions for the Forward Euler method
- Exercise 4.3: Implement and evaluate Heun's method
- Exercise 4.4: Find an appropriate time step; logistic model
- Exercise 4.5: Find an appropriate time step; SIR model
- Exercise 4.6: Model an adaptive vaccination campaign
- Exercise 4.7: Make a SIRV model with time-limited effect of vaccination
- Exercise 4.8: Refactor a flat program
- Exercise 4.9: Simulate oscillations by a general ODE solver
- Exercise 4.10: Compute the energy in oscillations
- Exercise 4.11: Use a Backward Euler scheme for population growth
- Exercise 4.12: Use a Crank-Nicolson scheme for population growth
- Exercise 4.13: Understand finite differences via Taylor series
- Exercise 4.14: Use a Backward Euler scheme for oscillations
- Remarks
- Exercise 4.15: Use Heun's method for the SIR model
- Exercise 4.16: Use Odespy to solve a simple ODE
- Exercise 4.17: Set up a Backward Euler scheme for oscillations
- Exercise 4.18: Set up a Forward Euler scheme for nonlinear and damped oscillations
- Exercise 4.19: Discretize an initial condition
- Solving partial differential equations
- Finite difference methods
- Reduction of a PDE to a system of ODEs
- Construction of a test problem with known discrete solution
- Implementation: Forward Euler method
- Application: heat conduction in a rod
- Vectorization
- Using Odespy to solve the system of ODEs
- Implicit methods
- Exercises
- Exercise 5.1: Simulate a diffusion equation by hand
- Exercise 5.2: Compute temperature variations in the ground
- Exercise 5.3: Compare implicit methods
- Exercise 5.4: Explore adaptive and implicit methods
- Exercise 5.5: Investigate the \( \theta \) rule
- Remarks
- Exercise 5.6: Compute the diffusion of a Gaussian peak
- Remarks
- Exercise 5.7: Vectorize a function for computing the area of a polygon
- Exercise 5.8: Explore symmetry
- Remarks
- Exercise 5.9: Compute solutions as \( t\rightarrow\infty \)
- Remarks
- Exercise 5.10: Solve a two-point boundary value problem
- Solving nonlinear algebraic equations
- Brute force methods
- Brute force root finding
- Numerical algorithm
- Implementation
- Brute force optimization
- Numerical algorithm
- Implementation
- Model problem for algebraic equations
- Newton's method
- Deriving and implementing Newton's method
- Making a more efficient and robust implementation
- The secant method
- The bisection method
- Rate of convergence
- Solving multiple nonlinear algebraic equations
- Abstract notation
- Taylor expansions for multi-variable functions
- Newton's method
- Implementation
- Exercises
- Exercise 6.1: Understand why Newton's method can fail
- Exercise 6.2: See if the secant method fails
- Exercise 6.3: Understand why the bisection method cannot fail
- Exercise 6.4: Combine the bisection method with Newton's method
- Exercise 6.5: Write a test function for Newton's method
- Exercise 6.6: Solve nonlinear equation for a vibrating beam
- References

Programming for Computations - A Gentle Introduction to Numerical Simulations with MATLAB/Octave

Svein Linge [1, 2] Hans Petter Langtangen [2, 3]

[1] Department of Process, Energy and Environmental Technology, University College of Southeast Norway [2] Center for Biomedical Computing, Simula Research Laboratory [3] Department of Informatics, University of Oslo

This book presents computer programming as a key method for solving mathematical problems. There are two versions of the book, one for MATLAB and one for Python. The book was inspired by the Springer book TCSE6: A Primer on Scientific Programming with Python (by Langtangen), but the style is more accessible and concise, in keeping with the needs of engineering students. The book outlines the shortest possible path from no previous experience with programming to a set of skills that allows the students to write simple programs for solving common mathematical problems with numerical methods in engineering and science courses. The emphasis is on generic algorithms, clean design of programs, use of functions, and automatic tests for verification.

Mar 15, 2016