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E-raamat: Differential Equations, Mechanics, and Computation

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This title is suitable for undergraduate and graduate students interested in ordinary differential equations and numerical methods. This book provides a conceptual introduction to the theory of ordinary differential equations, concentrating on the initial value problem for equations of evolution and with applications to the calculus of variations and classical mechanics, along with a discussion of chaos theory and ecological models. It has a careful introduction to the theory of numerical methods with an unusual treatment of the analysis of errors and stability of various numerical solution algorithms. While the book would be suitable as a textbook for an undergraduate or elementary graduate course in ordinary differential equations, the authors have designed the text also to be useful for motivated students wishing to learn the material on their own or desiring to supplement an ODE textbook being used in a course they are taking with a text offering a more conceptual approach to the subject.
IAS/Park City Mathematics Institute ix
Preface xi
Acknowledgments xiii
Introduction 1(4)
Differential Equations and Their Solutions
5(32)
First-Order ODE: Existence and Uniqueness
5(11)
Euler's Method
16(3)
Stationary Points and Closed Orbits
19(3)
Continuity with Respect to Initial Conditions
22(3)
Chaos Or a Butterfly Spoils Laplace's Dream
25(6)
Analytic ODE and Their Solutions
31(2)
Invariance Properties of Flows
33(4)
Linear Differential Equations
37(26)
First-Order Linear ODE
37(11)
Nonautonomous First-Order Linear ODE
48(2)
Coupled and Uncoupled Harmonic Operators
50(2)
Inhomogeneous Linear Differential Equations
52(1)
Asymptotic Stability of Nonlinear ODE
53(2)
Forced Harmonic Oscillators
55(1)
Exponential Growth and Ecological Models
56(7)
Second-Order ODE and the Calculus of Variations
63(28)
Tangent Vectors and the Tangent Bundle
63(3)
Second-Order Differential Equations
66(2)
The Calculus of Variations
68(2)
The Euler-Lagrange Equations
70(3)
Conservation Laws for Euler-Lagrange Equations
73(2)
Two Classic Examples
75(3)
Derivation of the Euler-Lagrange Equations
78(2)
More General Variations
80(1)
The Theorem of E. Noether
81(1)
Lagrangians Defining the Same Functionals
82(3)
Riemannian Metrics and Geodesics
85(1)
A Preview of Classical Mechanics
86(5)
Newtonian Mechanics
91(42)
Introduction
91(1)
Newton's Laws of Motion
92(4)
Newtonian Kinematics
96(3)
Classical Mechanics as a Physical Theory
99(7)
Potential Functions and Conservation of Energy
106(5)
One-Dimensional Systems
111(7)
The Third Law and Conservation Principles
118(4)
Synthesis and Analysis of Newtonian Systems
122(2)
Linear Systems and Harmonic Oscillators
124(2)
Small Oscillations about Equilibrium
126(7)
Numerical Methods
133(92)
Introduction
133(11)
Fundamental Examples and Their Behavior
144(25)
Summary of Method Behavior on Model Problems
169(8)
Paired Methods: Error, Step-Size, Order Control
177(3)
Behavior of Example Methods on a Model 2x2 System
180(7)
Stiff Systems and the Method of Lines
187(26)
Convergence Analysis: Euler's Method
213(12)
Appendix A. Linear Algebra and Analysis
225(8)
Metric and Normed Spaces
225(2)
Inner-Product Spaces
227(6)
Appendix B. The Magic of Iteration
233(10)
The Banach Contraction Principle
233(5)
Newton's Method
238(2)
The Inverse Function Theorem
240(1)
The Existence and Uniqueness Theorem for ODE
241(2)
Appendix C. Vector Fields as Differential Operators
243(4)
Appendix D. Coordinate Systems and Canonical Forms
247(8)
Local Coordinates
247(3)
Some Canonical Forms
250(5)
Appendix E. Parametrized Curves and Arclength
255(2)
Appendix F. Smoothness with Respect to Initial Conditions
257(2)
Appendix G. Canonical Form for Linear Operators
259(4)
G.
1. The Spectral Theorem
259(4)
Appendix H. Runge-Kutta Methods
263(18)
Appendix I. Multistep Methods
281(22)
Appendix J. Iterative Interpolation and Its Error
303(4)
Bibliography 307(4)
Index 311