Preface |
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ix | |
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1 Introduction to differential equations |
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1.1 Definitions and concepts |
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1 | (3) |
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1.2 Solutions of differential equations |
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4 | (8) |
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1.3 Initial-and boundary-value problems |
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12 | (6) |
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18 | (11) |
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1.4.1 Creating interactive applications |
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27 | (2) |
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2 First-order ordinary differential equations |
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2.1 Theory of first-order equations: a brief discussion |
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29 | (4) |
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2.2 Separation of variables |
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33 | (9) |
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2.3 Homogeneous equations |
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42 | (4) |
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46 | (4) |
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50 | (10) |
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2.5.1 Integrating factor approach |
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51 | (5) |
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2.5.2 Variation of parameters and the method of undetermined coefficients |
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56 | (4) |
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2.6 Numerical approximations of solutions to first-order equations |
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60 | (23) |
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60 | (3) |
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2.6.2 Other numerical methods |
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63 | (14) |
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Application: Modeling the spread of a disease |
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77 | (6) |
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3 Applications of first-order equations |
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3.1 Orthogonal trajectories |
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83 | (7) |
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3.2 Population growth and decay |
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90 | (14) |
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90 | (5) |
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3.2.2 The logistic equation |
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95 | (9) |
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3.3 Newton's law of cooling |
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104 | (4) |
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108 | (7) |
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4 Higher-order linear differential equations |
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4.1 Preliminary definitions and notation |
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115 | (16) |
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115 | (4) |
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4.1.2 The nth-order ordinary linear differential equation |
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119 | (5) |
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4.1.3 Fundamental set of solutions |
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124 | (3) |
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4.1.4 Existence of a fundamental set of solutions |
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127 | (1) |
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128 | (3) |
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4.2 Solving homogeneous equations with constant coefficients |
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131 | (10) |
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4.2.1 Second-order equations |
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131 | (4) |
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4.2.2 Higher-order equations |
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135 | (6) |
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4.3 Introduction to solving nonhomogeneous equations |
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141 | (4) |
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4.4 Nonhomogeneous equations with constant coefficients: the method of undetermined coefficients |
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145 | (19) |
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4.4.1 Second-order equations |
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147 | (11) |
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4.4.2 Higher-order equations |
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158 | (6) |
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4.5 Nonhomogeneous equations with constant coefficients: variation of parameters |
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164 | (6) |
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4.5.1 Second-order equations |
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164 | (3) |
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4.5.2 Higher-order nonhomogeneous equations |
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167 | (3) |
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4.6 Cauchy-Euler equations |
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170 | (9) |
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4.6.1 Second-order Cauchy-Euler equations |
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170 | (3) |
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4.6.2 Higher-order Cauchy-Euler equations |
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173 | (4) |
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4.6.3 Variation of parameters |
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177 | (2) |
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179 | (26) |
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4.7.1 Power series solutions about ordinary points |
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179 | (10) |
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4.7.2 Series solutions about regular singular points |
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189 | (1) |
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4.7.3 Method of Frobenius |
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190 | (10) |
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Application: Zeros of the Bessel functions of the first kind |
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200 | (5) |
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205 | (16) |
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5 Applications of higher-order differential equations |
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221 | (35) |
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5.1.1 Simple harmonic motion |
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221 | (7) |
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228 | (10) |
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238 | (12) |
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250 | (3) |
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253 | (1) |
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254 | (1) |
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Application: Hearing beats and resonance |
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255 | (1) |
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256 | (9) |
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265 | (18) |
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265 | (3) |
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5.3.2 Deflection of a beam |
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268 | (2) |
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270 | (3) |
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273 | (10) |
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6 Systems of ordinary differential equations |
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6.1 Review of matrix algebra and calculus |
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283 | (14) |
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6.1.1 Defining nested lists, matrices, and vectors |
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283 | (4) |
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6.1.2 Extracting elements of matrices |
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287 | (1) |
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6.1.3 Basic computations with matrices |
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288 | (2) |
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6.1.4 Systems of linear equations |
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290 | (2) |
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6.1.5 Eigenvalues and eigenvectors |
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292 | (4) |
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296 | (1) |
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6.2 Systems of equations: preliminary definitions and theory |
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297 | (18) |
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301 | (7) |
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308 | (7) |
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6.3 Homogeneous linear systems with constant coefficients |
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315 | (18) |
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6.3.1 Distinct real eigenvalues |
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315 | (5) |
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6.3.2 Complex conjugate eigenvalues |
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320 | (5) |
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6.3.3 Solving initial-value problems |
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325 | (2) |
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6.3.4 Repeated eigenvalues |
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327 | (6) |
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6.4 Nonhomogeneous first-order systems: undetermined coefficients, variation of parameters, and the matrix exponential |
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333 | (15) |
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6.4.1 Undetermined coefficients |
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334 | (3) |
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6.4.2 Variation of parameters |
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337 | (5) |
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6.4.3 The matrix exponential |
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342 | (6) |
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348 | (14) |
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349 | (7) |
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356 | (4) |
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360 | (2) |
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6.6 Nonlinear systems, linearization, and classification of equilibrium points |
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362 | (23) |
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6.6.1 Real distinct eigenvalues |
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363 | (5) |
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6.6.2 Repeated eigenvalues |
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368 | (3) |
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6.6.3 Complex conjugate eigenvalues |
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371 | (3) |
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374 | (11) |
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7 Applications of systems of ordinary differential equations |
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7.1 Mechanical and electrical problems with first-order linear systems |
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385 | (6) |
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7.1.1 L-R-C circuits with loops |
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385 | (1) |
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7.1.2 L-R-C circuit with one loop |
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385 | (2) |
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7.1.3 L-R-C circuit with two loops |
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387 | (3) |
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7.1.4 Spring-mass systems |
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390 | (1) |
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7.2 Diffusion and population problems with first-order linear systems |
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391 | (8) |
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7.2.1 Diffusion through a membrane |
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391 | (2) |
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7.2.2 Diffusion through a double-walled membrane |
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393 | (3) |
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7.2.3 Population problems |
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396 | (3) |
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7.3 Applications that lead to nonlinear systems |
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399 | (24) |
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7.3.1 Biological systems: predator-prey interactions, the Lotka-Volterra system, and food chains in the chemostat |
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400 | (14) |
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7.3.2 Physical systems: variable damping |
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414 | (4) |
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7.3.3 Differential geometry: curvature |
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418 | (5) |
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8 Laplace transform methods |
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8.1 The Laplace transform |
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423 | (9) |
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8.1.1 Definition of the Laplace transform |
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423 | (3) |
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8.1.2 Exponential order, jump discontinuities, and piecewise continuous functions |
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426 | (2) |
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8.1.3 Properties of the Laplace transform |
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428 | (4) |
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8.2 The inverse Laplace transform |
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432 | (7) |
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8.2.1 Definition of the inverse Laplace transform |
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432 | (6) |
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8.2.2 Laplace transform of an integral |
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438 | (1) |
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8.3 Solving initial-value problems with the Laplace transform |
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439 | (5) |
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8.4 Laplace transforms of step and periodic functions |
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444 | (18) |
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8.4.1 Piecewise defined functions: the unit step function |
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444 | (3) |
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8.4.2 Solving initial-value problems with piecewise continuous forcing functions |
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447 | (2) |
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449 | (8) |
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8.4.4 Impulse functions: the delta function |
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457 | (5) |
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8.5 The convolution theorem |
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462 | (4) |
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8.5.1 The convolution theorem |
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462 | (2) |
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8.5.2 Integral and integrodifferential equations |
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464 | (2) |
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8.6 Applications of Laplace transforms, Part I |
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466 | (12) |
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8.6.1 Spring-mass systems revisited |
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466 | (3) |
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8.6.2 L-R-C circuits revisited |
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469 | (5) |
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8.6.3 Population problems revisited |
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474 | (2) |
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Application: The tautochrone |
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476 | (2) |
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8.7 Laplace transform methods for systems |
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478 | (10) |
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8.8 Applications of Laplace transforms, Part II |
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488 | (15) |
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8.8.1 Coupled spring-mass systems |
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488 | (5) |
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8.8.2 The double pendulum |
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493 | (3) |
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Application: Free vibration of a three-story building |
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496 | (7) |
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9 Eigenvalue problems and Fourier series |
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9.1 Boundary-value problems, eigenvalue problems, and Sturm-Liouville problems |
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503 | (7) |
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9.1.1 Boundary-value problems |
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503 | (2) |
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9.1.2 Eigenvalue problems |
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505 | (3) |
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9.1.3 Sturm-Liouville problems |
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508 | (2) |
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9.2 Fourier sine series and cosine series |
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510 | (8) |
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9.2.1 Fourier sine series |
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510 | (5) |
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9.2.2 Fourier cosine series |
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515 | (3) |
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518 | (17) |
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518 | (7) |
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9.3.2 Even, odd, and periodic extensions |
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525 | (5) |
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9.3.3 Differentiation and integration of Fourier series |
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530 | (4) |
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9.3.4 Parseval's equality |
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534 | (1) |
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9.4 Generalized Fourier series |
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535 | (10) |
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10 Partial differential equations |
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10.1 Introduction to partial differential equations and separation of variables |
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545 | (3) |
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545 | (1) |
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10.1.2 Separation of variables |
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546 | (2) |
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10.2 The one-dimensional heat equation |
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548 | (9) |
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10.2.1 The heat equation with homogeneous boundary conditions |
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548 | (3) |
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10.2.2 Nonhomogeneous boundary conditions |
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551 | (3) |
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10.2.3 Insulated boundary |
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554 | (3) |
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10.3 The one-dimensional wave equation |
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557 | (8) |
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557 | (5) |
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10.3.2 D'Alembert's solution |
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562 | (3) |
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10.4 Problems in two dimensions: Laplace's equation |
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565 | (5) |
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10.4.1 Laplace's equation |
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565 | (5) |
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10.5 Two-dimensional problems in a circular region |
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570 | (15) |
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10.5.1 Laplace's equation in a circular region |
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570 | (3) |
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10.5.2 The wave equation in a circular region |
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573 | (12) |
Bibliography |
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585 | (2) |
Index |
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587 | |