|
1 Linear Ordinary Differential Equations |
|
|
1 | (1) |
|
1.1 First Order Linear Equations |
|
|
2 | (1) |
|
1.2 The nth Order Linear Equation |
|
|
3 | (2) |
|
|
5 | (1) |
|
1.2.2 Non-homogeneous Equations |
|
|
6 | (3) |
|
|
9 | (1) |
|
|
10 | (5) |
|
|
15 | (3) |
|
1.3 Homogeneous Linear Equations with Constant Coefficients |
|
|
18 | (7) |
|
1.3.1 What to do About Multiple Roots |
|
|
20 | (2) |
|
|
22 | (2) |
|
|
24 | (1) |
|
1.4 Non-homogeneous Equations with Constant Coefficients |
|
|
25 | (12) |
|
1.4.1 How to Calculate a Particular Solution |
|
|
27 | (5) |
|
|
32 | (2) |
|
|
34 | (3) |
|
1.5 Boundary Value Problems |
|
|
37 | (16) |
|
1.5.1 Boundary Conditions |
|
|
41 | (1) |
|
|
42 | (5) |
|
|
47 | (6) |
|
2 Separation of Variables |
|
|
53 | (38) |
|
|
53 | (12) |
|
2.1.1 The Autonomous Case |
|
|
54 | (6) |
|
2.1.2 The Non-autonomous Case |
|
|
60 | (2) |
|
|
62 | (3) |
|
2.2 One-Parameter Groups of Symmetries |
|
|
65 | (6) |
|
|
70 | (1) |
|
|
71 | (12) |
|
2.3.1 Motion in a Regular Level Set |
|
|
73 | (3) |
|
|
76 | (3) |
|
|
79 | (4) |
|
2.4 Motion in a Central Force Field |
|
|
83 | (8) |
|
3 Series Solutions of Linear Equations |
|
|
91 | (30) |
|
3.1 Solutions at an Ordinary Point |
|
|
91 | (10) |
|
3.1.1 Preliminaries on Power Series |
|
|
91 | (2) |
|
3.1.2 Solution in Power Series at an Ordinary Point |
|
|
93 | (6) |
|
|
99 | (1) |
|
|
99 | (2) |
|
3.2 Solutions at a Regular Singular Point |
|
|
101 | (20) |
|
3.2.1 The Method of Frobenius |
|
|
102 | (7) |
|
3.2.2 The Second Solution When y1 - K2 Is an Integer |
|
|
109 | (3) |
|
3.2.3 The Point at Infinity |
|
|
112 | (3) |
|
|
115 | (1) |
|
|
116 | (5) |
|
|
121 | (26) |
|
4.1 Existence and Uniqueness of Solutions |
|
|
121 | (26) |
|
4.1.1 Picard's Theorem and Successive Approximations |
|
|
123 | (9) |
|
4.1.2 The nth Order Linear Equation Revisited |
|
|
132 | (2) |
|
4.1.3 The First Order Vector Equation |
|
|
134 | (3) |
|
|
137 | (2) |
|
|
139 | (8) |
|
5 The Exponential of a Matrix |
|
|
147 | (36) |
|
5.1 Defining the Exponential |
|
|
147 | (3) |
|
|
149 | (1) |
|
5.2 Calculation of Matrix Exponentials |
|
|
150 | (21) |
|
|
150 | (4) |
|
|
154 | (2) |
|
5.2.3 Interpolation Polynomials |
|
|
156 | (1) |
|
5.2.4 Newton's Divided Differences |
|
|
157 | (4) |
|
5.2.5 Analytic Functions of a Matrix |
|
|
161 | (3) |
|
|
164 | (5) |
|
|
169 | (2) |
|
5.3 Linear Systems with Variable Coefficients |
|
|
171 | (12) |
|
|
175 | (2) |
|
|
177 | (6) |
|
6 Continuation of Solutions |
|
|
183 | (48) |
|
|
183 | (7) |
|
|
188 | (2) |
|
6.2 Dependence on Initial Conditions |
|
|
190 | (21) |
|
6.2.1 Differentiability of φx0x |
|
|
195 | (5) |
|
6.2.2 Higher Derivatives of φx0x |
|
|
200 | (5) |
|
6.2.3 Equations with Parameters |
|
|
205 | (2) |
|
|
207 | (4) |
|
6.3 Essential Stability Theory |
|
|
211 | (20) |
|
6.3.1 Stability of Equilibrium Points |
|
|
212 | (3) |
|
|
215 | (4) |
|
6.3.3 Construction of a Lyapunov Function for the Equation dx/dt = Ax |
|
|
219 | (7) |
|
|
226 | (3) |
|
|
229 | (2) |
|
|
231 | (48) |
|
7.1 Symmetry and Self-adjointness |
|
|
233 | (8) |
|
|
238 | (2) |
|
|
240 | (1) |
|
7.2 Eigenvalues and Eigenfunctions |
|
|
241 | (38) |
|
7.2.1 Eigenfunction Expansions |
|
|
250 | (3) |
|
7.2.2 Mean Square Convergence of Eigenfunction Expansions |
|
|
253 | (6) |
|
7.2.3 Eigenvalue Problems with Weights |
|
|
259 | (1) |
|
|
260 | (6) |
|
|
266 | (13) |
Afterword |
|
279 | (2) |
Index |
|
281 | |