| |
| |
Ordinary Differential Equations | |
| |
| |
First-Order Differential Equations | |
| |
| |
Preliminary Concepts | |
| |
| |
Separable Equations | |
| |
| |
Linear Differential Equations | |
| |
| |
Exact Differential Equations | |
| |
| |
Integrating Factors | |
| |
| |
Homogeneous, Bernoulli, and Riccati Equations | |
| |
| |
Applications to Mechanics, Electrical Circuits, and Orthogonal Trajectories | |
| |
| |
Existence and Uniqueness for Solutions of Initial Value Problems | |
| |
| |
Second-Order Differential Equations | |
| |
| |
Preliminary Concepts | |
| |
| |
Theory of Solutions y" + p(x)y' + q(x)y = f(x) | |
| |
| |
Reduction of Order | |
| |
| |
The Constant Coefficient Homogeneous Linear Equation | |
| |
| |
Euler's Equation | |
| |
| |
The Nonhomogeneous Equation y" + p(x)y' + q(x)y = f(x) | |
| |
| |
Application of Second-Order Differential Equations to a Mechanical System | |
| |
| |
The Laplace Transform | |
| |
| |
Definition and Basic Properties | |
| |
| |
Solution of Initial Value Problems Using the Laplace Transform | |
| |
| |
Shifting Theorems and the Heaviside Function | |
| |
| |
Convolution | |
| |
| |
Unit Impulses and the Dirac Delta Function | |
| |
| |
Laplace Transform Solution of Systems | |
| |
| |
Differential Equations with Polynomial Coefficients | |
| |
| |
Series Solutions | |
| |
| |
Power Series Solutions of Initial Value Problems | |
| |
| |
Power Series Solutions Using Recurrence Relations | |
| |
| |
Singular Points and the Method of Frobenius | |
| |
| |
Second Solutions and Logarithm Factors | |
| |
| |
Appendix on Power Series | |
| |
| |
Vectors and Linear Algebra | |
| |
| |
Vectors and Vector Spaces | |
| |
| |
The Algebra and Geometry of Vectors | |
| |
| |
The Dot Product | |
| |
| |
The Cross Product | |
| |
| |
The Vector Space R[superscript n] | |
| |
| |
Linear Independence, Spanning Sets, and Dimension in R[superscript n] | |
| |
| |
Abstract Vector Spaces | |
| |
| |
Matrices and Systems of Linear Equations | |
| |
| |
Matrices | |
| |
| |
Elementary Row Operations and Elementary Matrices | |
| |
| |
The Row Echelon Form of a Matrix | |
| |
| |
The Row and Column Spaces of a Matrix and Rank of a Matrix | |
| |
| |
Solution of Homogeneous Systems of Linear Equations | |
| |
| |
The Solution Space of AX = O | |
| |
| |
Nonhomogeneous Systems of Linear Equations | |
| |
| |
Summary for Linear Systems | |
| |
| |
Matrix Inverses | |
| |
| |
Determinants | |
| |
| |
Permutations | |
| |
| |
Definition of the Determinant | |
| |
| |
Properties of Determinants | |
| |
| |
Evaluation of Determinants by Elementary Row and Column Operations | |
| |
| |
Cofactor Expansions | |
| |
| |
Determinants of Triangular Matrices | |
| |
| |
A Determinant Formula for a Matrix Inverse | |
| |
| |
Cramer's Rule | |
| |
| |
The Matrix Tree Theorem | |
| |
| |
Eigenvalues, Diagonalization, and Special Matrices | |
| |
| |
Eigenvalues and Eigenvectors | |
| |
| |
Diagonalization of Matrices | |
| |
| |
Orthogonal and Symmetric Matrices | |
| |
| |
Quadratic Forms | |
| |
| |
Unitary, Hermitian, and Skew-Hermitian Matrices | |
| |
| |
Systems of Differential Equations and Qualitative Methods | |
| |
| |
Systems of Linear Differential Equations | |
| |
| |
Theory of Systems of Linear First-Order Differential Equations | |
| |
| |
Solution of X' = AX When A Is Constant | |
| |
| |
Solution of X' = AX + G | |
| |
| |
Qualitative Methods and Systems of Nonlinear Differential Equations | |
| |
| |
Nonlinear Systems and Existence of Solutions | |
| |
| |
The Phase Plane, Phase Portraits, and Direction Fields | |
| |
| |
Phase Portraits of Linear Systems | |
| |
| |
Critical Points and Stability | |
| |
| |
Almost Linear Systems | |
| |
| |
Predator/Prey Population Models | |
| |
| |
Competing Species Models | |
| |
| |
Lyapunov's Stability Criteria | |
| |
| |
Limit Cycles and Periodic Solutions | |
| |
| |
Vector Analysis | |
| |
| |
Vector Differential Calculus | |
| |
| |
Vector Functions of One Variable | |
| |
| |
Velocity, Acceleration, Curvature, and Torsion | |
| |
| |
Vector Fields and Streamlines | |
| |
| |
The Gradient Field and Directional Derivatives | |
| |
| |
Divergence and Curl | |
| |
| |
Vector Integral Calculus | |
| |
| |
Line Integrals | |
| |
| |
Green's Theorem | |
| |
| |
Independence of Path and Potential Theory in the Plane | |
| |
| |
Surfaces in 3-Space and Surface Integrals | |
| |
| |
Applications of Surface Integrals | |
| |
| |
Preparation for the Integral Theorems of Gauss and Stokes | |
| |
| |
The Divergence Theorem of Gauss | |
| |
| |
The Integral Theorem of Stokes | |
| |
| |
Fourier Analysis, Orthogonal Expansions, and Wavelets | |
| |
| |
Fourier Series | |
| |
| |
Why Fourier Series? | |
| |
| |
The Fourier Series of a Function | |
| |
| |
Convergence of Fourier Series | |
| |
| |
Fourier Cosine and Sine Series | |
| |
| |
Integration and Differentiation of Fourier Series | |
| |
| |
The Phase Angle Form of a Fourier Series | |
| |
| |
Complex Fourier Series and the Frequency Spectrum | |
| |
| |
The Fourier Integral and Fourier Transforms | |
| |
| |
The Fourier Integral | |
| |
| |
Fourier Cosine and Sine Integrals | |
| |
| |
The Complex Fourier Integral and the Fourier Transform | |
| |
| |
Additional Properties and Applications of the Fourier Transform | |
| |
| |
The Fourier Cosine and Sine Transforms | |
| |
| |
The Finite Fourier Cosine and Sine Transforms | |
| |
| |
The Discrete Fourier Transform | |
| |
| |
Sampled Fourier Series | |
| |
| |
The Fast Fourier Transform | |
| |
| |
Special Functions, Orthogonal Expansions, and Wavelets | |
| |
| |
Legendre Polynomials | |
| |
| |
Bessel Functions | |
| |
| |
Sturm-Liouville Theory and Eigenfunction Expansions | |
| |
| |
Orthogonal Polynomials | |
| |
| |
Wavelets | |
| |
| |
Partial Differential Equations | |
| |
| |
The Wave Equation | |
| |
| |
The Wave Equation and Initial and Boundary Conditions | |
| |
| |
Fourier Series Solutions of the Wave Equation | |
| |
| |
Wave Motion Along Infinite and Semi-infinite Strings | |
| |
| |
Characteristics and d'Alembert's Solution | |
| |
| |
Normal Modes of Vibration of a Circular Elastic Membrane | |
| |
| |
Vibrations of a Circular Elastic Membrane, Revisited | |
| |
| |
Vibrations of a Rectangular Membrane | |
| |
| |
The Heat Equation | |
| |
| |
The Heat Equation and Initial and Boundary Conditions | |
| |
| |
Fourier Series Solutions of the Heat Equation | |
| |
| |
Heat Conduction in Infinite Media | |
| |
| |
Heat Conduction in an Infinite Cylinder | |
| |
| |
Heat Conduction in a Rectangular Plate | |
| |
| |
The Potential Equation | |
| |
| |
Harmonic Functions and the Dirichlet Problem | |
| |
| |
Dirichlet Problem for a Rectangle | |
| |
| |
Dirichlet Problem for a Disk | |
| |
| |
Poisson's Integral Formula for the Disk | |
| |
| |
Dirichlet Problems in Unbounded Regions | |
| |
| |
A Dirichlet Problem for a Cube | |
| |
| |
The Steady-State Heat Equation for a Solid Sphere | |
| |
| |
The Neumann Problem | |
| |
| |
Canonical Forms, Existence and Uniqueness of Solutions, and Well-Posed Problems | |
| |
| |
Canonical Forms | |
| |
| |
Existence and Uniqueness of Solutions | |
| |
| |
Well-Posed Problems | |
| |
| |
Complex Analysis | |
| |
| |
Geometry and Arithmetic of Complex Numbers | |
| |
| |
Complex Numbers | |
| |
| |
Loci and Sets of Points in the Complex Plane | |
| |
| |
Complex Functions | |
| |
| |
Limits, Continuity, and Derivatives | |
| |
| |
Power Series | |
| |
| |
The Exponential and Trigonometric Functions | |
| |
| |
The Complex Logarithm | |
| |
| |
Powers | |
| |
| |
Complex Integration | |
| |
| |
Curves in the Plane | |
| |
| |
The Integral of a Complex Function | |
| |
| |
Cauchy's Theorem | |
| |
| |
Consequences of Cauchy's Theorem | |
| |
| |
Series Representations of Functions | |
| |
| |
Power Series Representations | |
| |
| |
The Laurent Expansion | |
| |
| |
Singularities and the Residue Theorem | |
| |
| |
Singularities | |
| |
| |
The Residue Theorem | |
| |
| |
Some Applications of the Residue Theorem | |
| |
| |
Conformal Mappings | |
| |
| |
Functions as Mappings | |
| |
| |
Conformal Mappings | |
| |
| |
Construction of Conformal Mappings Between Domains | |
| |
| |
Harmonic Functions and the Dirichlet Problem | |
| |
| |
Complex Function Models of Plane Fluid Flow | |
| |
| |
Historical Notes | |
| |
| |
Development of Areas of Mathematics | |
| |
| |
Ordinary Differential Equations | |
| |
| |
Matrices and Determinants | |
| |
| |
Vector Analysis | |
| |
| |
Fourier Analysis | |
| |
| |
Partial Differential Equations | |
| |
| |
Complex Function Theory | |
| |
| |
Biographical Sketches | |
| |
| |
Galileo Galilei (1564-1642) | |
| |
| |
Isaac Newton (1642-1727) | |
| |
| |
Gottfried Wilhelm Leibniz (1646-1716) | |
| |
| |
The Bernoulli Family | |
| |
| |
Leonhard Euler (1707-1783) | |
| |
| |
Carl Friedrich Gauss (1777-1855) | |
| |
| |
Joseph-Louis Lagrange (1736-1813) | |
| |
| |
Pierre-Simon de Laplace (1749-1827) | |
| |
| |
Augustin-Louis Cauchy (1789-1857) | |
| |
| |
Joseph Fourier (1768-1830) | |
| |
| |
Henri Poincare (1854-1912) | |
| |
| |
Answers and Solutions to Selected Odd-Numbered Problems | |
| |
| |
Index | |