Preface |
|
v | |
1 Essentials of Linear Algebra |
|
1 | (104) |
|
|
1 | (5) |
|
1.2 Systems of Linear Equations |
|
|
6 | (14) |
|
|
20 | (13) |
|
1.3.1 Markov Chains: An Application of Matrix-Vector Multiplication |
|
|
26 | (7) |
|
1.4 The Span of a Set of Vectors |
|
|
33 | (8) |
|
1.5 Systems of Linear Equations Revisited |
|
|
41 | (12) |
|
|
53 | (11) |
|
|
64 | (8) |
|
1.8 The Inverse of a Matrix |
|
|
72 | (10) |
|
1.9 The Determinant of a Matrix |
|
|
82 | (7) |
|
1.10 The Eigenvalue Problem |
|
|
89 | (16) |
|
1.10.1 Markov Chains, Eigenvectors, and Google |
|
|
99 | (6) |
2 First-Order Differential Equations |
|
105 | (50) |
|
|
105 | (3) |
|
2.2 Definitions, Notation, and Terminology |
|
|
108 | (6) |
|
2.3 Linear First-Order Differential Equations |
|
|
114 | (7) |
|
2.4 Applications of Linear First-Order Differential Equations |
|
|
121 | (8) |
|
|
122 | (2) |
|
2.4.2 Exponential Growth and Decay |
|
|
124 | (1) |
|
2.4.3 Newton's Law of Cooling |
|
|
125 | (4) |
|
2.5 Nonlinear First-Order Differential Equations |
|
|
129 | (10) |
|
2.5.1 Separable Equations |
|
|
130 | (3) |
|
|
133 | (6) |
|
2.6 Applications of Nonlinear First-Order Differential Equations |
|
|
139 | (9) |
|
2.6.1 The Logistic Equation |
|
|
139 | (4) |
|
|
143 | (5) |
|
|
148 | (7) |
|
2.7.1 Converting Certain Second-Order DEs to First-Order DEs |
|
|
148 | (1) |
|
|
149 | (2) |
|
|
151 | (1) |
|
2.7.4 Bernoulli's Equation |
|
|
152 | (3) |
3 Linear Systems of Differential Equations |
|
155 | (88) |
|
|
155 | (5) |
|
3.2 The Eigenvalue Problem Revisited |
|
|
160 | (12) |
|
3.3 Homogeneous Linear First-Order Systems |
|
|
172 | (11) |
|
3.4 Systems with All Real Linearly Independent Eigenvectors |
|
|
183 | (7) |
|
3.5 When a Matrix Lacks Two Real Linearly Independent Eigenvectors |
|
|
190 | (11) |
|
3.6 Nonhomogeneous Systems: Undetermined Coefficients |
|
|
201 | (10) |
|
3.7 Nonhomogeneous Systems: Variation of Parameters |
|
|
211 | (7) |
|
3.8 Applications of Linear Systems |
|
|
218 | (18) |
|
|
218 | (3) |
|
3.8.2 Spring-Mass Systems |
|
|
221 | (3) |
|
|
224 | (12) |
|
|
236 | (7) |
|
3.9.1 Diagonalizable Matrices and Coupled Systems |
|
|
236 | (3) |
|
|
239 | (4) |
4 Higher-Order Differential Equations |
|
243 | (66) |
|
|
243 | (1) |
|
4.2 Homogeneous Equations: Distinct Real Roots |
|
|
244 | (9) |
|
4.3 Homogeneous Equations: Repeated and Complex Roots |
|
|
253 | (8) |
|
|
253 | (2) |
|
|
255 | (6) |
|
4.4 Nonhomogeneous Equations |
|
|
261 | (16) |
|
4.4.1 Undetermined Coefficients |
|
|
262 | (8) |
|
4.4.2 Variation of Parameters |
|
|
270 | (7) |
|
4.5 Forced Motion: Beats and Resonance |
|
|
277 | (11) |
|
4.6 Higher-Order Linear Differential Equations |
|
|
288 | (10) |
|
|
298 | (11) |
|
|
298 | (3) |
|
4.7.2 Forced Oscillations with Damping |
|
|
301 | (2) |
|
4.7.3 The Cauchy-Euler Equation |
|
|
303 | (2) |
|
4.7.4 Companion Systems and Companion Matrices |
|
|
305 | (4) |
5 Laplace Transforms |
|
309 | (64) |
|
|
309 | (3) |
|
5.2 Laplace Transforms: Getting Started |
|
|
312 | (7) |
|
5.3 General Properties of the Laplace Transform |
|
|
319 | (11) |
|
5.4 Piecewise Continuous Functions |
|
|
330 | (13) |
|
5.4.1 The Heaviside Function |
|
|
330 | (7) |
|
5.4.2 The Dirac Delta Function |
|
|
337 | (6) |
|
5.5 Solving IVPs with the Laplace Transform |
|
|
343 | (15) |
|
5.6 More on the Inverse Laplace Transform |
|
|
358 | (5) |
|
|
363 | (10) |
|
5.7.1 Laplace Transforms of Infinite Series |
|
|
363 | (2) |
|
5.7.2 Laplace Transforms of Periodic Forcing Functions |
|
|
365 | (5) |
|
5.7.3 Laplace Transforms of Systems |
|
|
370 | (3) |
6 Numerical Methods for Differential Equations |
|
373 | (36) |
|
|
373 | (2) |
|
6.2 Euler's Method and Beyond |
|
|
375 | (8) |
|
|
377 | (3) |
|
6.2.2 Modified Euler's Method |
|
|
380 | (3) |
|
|
383 | (11) |
|
|
384 | (4) |
|
6.3.2 Runge-Kutta Methods |
|
|
388 | (6) |
|
6.4 Methods for Systems and Higher-Order Equations |
|
|
394 | (11) |
|
6.4.1 Euler's Method for Systems |
|
|
394 | (3) |
|
6.4.2 Heun's Method for Systems |
|
|
397 | (2) |
|
6.4.3 Runge-Kutta Method for Systems |
|
|
399 | (1) |
|
6.4.4 Methods for Higher-Order IVPs |
|
|
400 | (5) |
|
|
405 | (4) |
|
6.5.1 Predator-Prey Equations |
|
|
405 | (1) |
|
6.5.2 Competitive Species |
|
|
406 | (1) |
|
6.5.3 The Damped Pendulum |
|
|
406 | (3) |
7 Series Solutions for Differential Equations |
|
409 | (48) |
|
|
409 | (2) |
|
7.2 A Review of Taylor and Power Series |
|
|
411 | (9) |
|
7.3 Power Series Solutions of Linear Equations |
|
|
420 | (11) |
|
|
431 | (7) |
|
7.5 Three Important Examples |
|
|
438 | (9) |
|
7.5.1 The Hermite Equation |
|
|
438 | (2) |
|
7.5.2 The Laguerre Equation |
|
|
440 | (3) |
|
7.5.3 The Bessel Equation |
|
|
443 | (4) |
|
7.6 The Method of Frobenius |
|
|
447 | (6) |
|
|
453 | (4) |
|
7.7.1 Taylor Series for First-Order Differential Equations |
|
|
453 | (1) |
|
|
454 | (3) |
A Review of Integration Techniques |
|
457 | (10) |
|
|
457 | (1) |
|
|
458 | (2) |
|
|
460 | (4) |
|
A.4 Tables and Computer Algebra Systems |
|
|
464 | (3) |
B Complex Numbers |
|
467 | (6) |
C Roots of Polynomials |
|
473 | (6) |
D Linear Transformations |
|
479 | (12) |
|
D.1 Matrix Transformations |
|
|
480 | (3) |
|
D.2 Linear Differential Equations |
|
|
483 | (1) |
|
D.3 Invertible Transformations |
|
|
484 | (7) |
E Solutions to Selected Exercises |
|
491 | (18) |
Index |
|
509 | |