Preface |
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xiii | |
Introduction |
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xv | |
How to Use This Book |
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xvii | |
I.A Definitions and Concepts |
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1 | (11) |
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12 | (2) |
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14 | (5) |
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4 Chaos in Dynamical Systems |
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19 | (5) |
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5 Classification of Partial Differential Equations |
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24 | (5) |
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29 | (3) |
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32 | (2) |
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8 Differential Equations - Diagrams |
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34 | (3) |
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9 Differential Equations - Symbols |
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37 | (1) |
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10 Differential Resultants |
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38 | (2) |
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11 Existence and Uniqueness Theorems |
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40 | (3) |
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12 Fixed Point Existence Theorems |
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43 | (2) |
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13 Hamilton-Jacobi Theory |
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45 | (3) |
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14 Infinite Order Differential Equations |
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48 | (2) |
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15 Integrability of Systems |
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50 | (4) |
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54 | (1) |
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55 | (3) |
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18 PDEs & Natural Boundary Conditions |
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58 | (2) |
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19 Normal Forms: Near-Identity Transformations |
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60 | (4) |
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20 q-Differential Equations |
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64 | (2) |
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21 Quaternionic Differential Equations |
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66 | (1) |
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22 Self-Adjoint Eigenfunction Problems |
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67 | (5) |
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72 | (2) |
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24 Stochastic Differential Equations |
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74 | (2) |
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25 Sturm-Liouville Theory |
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76 | (4) |
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80 | (4) |
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84 | (2) |
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28 Well-Posed Differential Equations |
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86 | (2) |
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29 Wronskians & Fundamental Solutions |
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88 | (3) |
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91 | (4) |
I.B Transformations |
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95 | (2) |
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32 Canonical Transformations |
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97 | (2) |
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33 Darboux Transformation |
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99 | (2) |
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34 An Involutory Transformation |
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101 | (2) |
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35 Liouville Transformation - 1 |
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103 | (1) |
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36 Liouville Transformation - 2 |
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104 | (1) |
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37 Changing Linear ODEs to a First Order System |
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105 | (2) |
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38 Transformations of Second Order Linear ODEs - 1 |
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107 | (3) |
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39 Transformations of Second Order Linear ODEs - 2 |
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110 | (2) |
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40 Transforming an ODE to an Integral Equation |
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112 | (1) |
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41 Miscellaneous ODE Transformations |
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113 | (4) |
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42 Transforming PDEs Generically |
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117 | (3) |
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43 Transformations of PDEs |
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120 | (4) |
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44 Transforming a PDE to a First Order System |
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124 | (2) |
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126 | (1) |
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46 Modified Prufer Transformation |
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127 | (2) |
II Exact Analytical Methods |
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47 Introduction to Exact Analytical Methods |
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129 | (1) |
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130 | (19) |
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48.1 Ordinary Differential Equations |
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131 | (5) |
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48.2 Partial Differential Equations |
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136 | (5) |
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48.3 Systems of Differential Equations |
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141 | (2) |
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48.4 Hamiltonians Representing Differential Equations |
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143 | (2) |
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48.5 The Laplacian in Different Coordinate Systems |
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145 | (1) |
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48.6 Parametrized Differential Equations at Specific Values |
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146 | (3) |
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149 | (2) |
II.A Exact Methods for ODEs |
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50 Use of the Adjoint Equation |
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151 | (3) |
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154 | (1) |
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52 Autonomous Equations - Independent Variable Missing |
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155 | (2) |
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157 | (3) |
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160 | (1) |
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55 Constant Coefficient Linear ODEs |
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161 | (1) |
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56 Contact Transformation |
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162 | (3) |
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165 | (5) |
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58 Dependent Variable Missing |
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170 | (1) |
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59 Differentiation Method |
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171 | (1) |
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60 Differential Equations with Discontinuities |
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172 | (2) |
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61 Eigenfunction Expansions |
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174 | (5) |
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62 Equidimensional-in-x Equations |
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179 | (2) |
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63 Equidimensional-in-y Equations |
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181 | (2) |
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183 | (2) |
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65 Exact First Order Equations |
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185 | (2) |
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66 Exact Second Order Equations |
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187 | (2) |
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67 Exact Nth Order Equations |
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189 | (1) |
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190 | (1) |
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69 Factoring/Composing Operators |
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191 | (5) |
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196 | (2) |
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71 Fokker Planck Equation |
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198 | (4) |
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72 Fractional Differential Equations |
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202 | (2) |
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73 Free Boundary Problems |
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204 | (3) |
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207 | (2) |
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209 | (9) |
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76 ODEs with Homogeneous Functions |
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218 | (2) |
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77 Hypergeometric Equation |
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220 | (4) |
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224 | (3) |
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79 Integrable Combinations |
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227 | (1) |
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228 | (2) |
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81 Interchanging Dependent and Independent Variables |
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230 | (2) |
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82 Integral Representation: Laplace's Method |
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232 | (4) |
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83 Integral Transforms: Finite Intervals |
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236 | (3) |
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84 Integral Transforms: Infinite Intervals |
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239 | (6) |
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245 | (2) |
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247 | (4) |
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251 | (10) |
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261 | (2) |
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263 | (3) |
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90 Pfaffian Differential Equations |
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266 | (3) |
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91 Quasilinear Second Order ODEs |
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269 | (3) |
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272 | (3) |
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275 | (2) |
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94 Resolvent Method for Matrix ODEs |
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277 | (2) |
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95 Riccati Equation - Matrices |
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279 | (2) |
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96 Riccati Equation - Scalars |
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281 | (2) |
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97 Scale-Invariant Equations |
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283 | (2) |
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285 | (1) |
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286 | (4) |
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100 Equations Solvable for x |
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290 | (1) |
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101 Equations Solvable for y |
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291 | (2) |
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293 | (1) |
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103 Undetermined Coefficients |
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294 | (2) |
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104 Variation of Parameters |
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296 | (2) |
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298 | (5) |
II.B Exact Methods for PDEs |
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106 Backlund Transformations |
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303 | (2) |
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107 Cagniard-de Hoop Method |
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305 | (3) |
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108 Method of Characteristics |
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308 | (4) |
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109 Characteristic Strip Equations |
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312 | (2) |
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314 | (3) |
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317 | (1) |
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112 Diagonalizable Linear Systems of PDEs |
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318 | (2) |
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320 | (2) |
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114 Exact Partial Differential Equations |
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322 | (1) |
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115 Fokas Method/Unified Transform |
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323 | (8) |
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116 Hodograph Transformation |
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331 | (2) |
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333 | (3) |
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336 | (1) |
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119 Legendre Transformation |
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337 | (3) |
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340 | (5) |
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345 | (1) |
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346 | (2) |
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123 Resolvent Method for PDEs |
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348 | (3) |
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351 | (4) |
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125 Separation of Variables |
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355 | (4) |
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126 Separable Equations: Stackel Matrix |
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359 | (2) |
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361 | (3) |
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128 Exact Solutions to the Wave Equation |
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364 | (2) |
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129 Wiener-Hopf Technique |
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366 | (5) |
III Approximate Analytical Methods |
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130 Introduction to Approximate Analysis |
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371 | (1) |
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131 Adomian Decomposition Method |
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372 | (3) |
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375 | (2) |
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377 | (1) |
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134 Constrained Functions |
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378 | (2) |
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135 Differential Constraints |
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380 | (1) |
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381 | (2) |
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383 | (1) |
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384 | (3) |
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139 Graphical Analysis: The Phase Plane |
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387 | (5) |
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140 Graphical Analysis: Poincare Map |
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392 | (2) |
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141 Graphical Analysis: Tangent Field |
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394 | (2) |
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396 | (2) |
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398 | (3) |
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401 | (2) |
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403 | (2) |
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405 | (2) |
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147 Equivalent Linearization and Nonlinearization |
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407 | (3) |
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410 | (2) |
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412 | (4) |
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150 McGarvey Iteration Technique |
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416 | (2) |
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151 Moment Equations: Closure |
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418 | (2) |
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152 Moment Equations: Ito Calculus |
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420 | (2) |
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422 | (2) |
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424 | (2) |
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426 | (3) |
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429 | (1) |
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157 Perturbation Method: Averaging |
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430 | (2) |
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158 Perturbation Method: Boundary Layers |
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432 | (6) |
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159 Perturbation Method: Functional Iteration |
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438 | (4) |
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160 Perturbation Method: Multiple Scales |
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442 | (3) |
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161 Perturbation Method: Regular Perturbation |
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445 | (2) |
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162 Perturbation Method: Renormalization Group |
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447 | (5) |
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163 Perturbation Method: Strained Coordinates |
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452 | (2) |
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454 | (2) |
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456 | (1) |
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457 | (3) |
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167 Soliton-Type Solutions |
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460 | (2) |
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168 Stochastic Limit Theorems |
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462 | (2) |
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464 | (2) |
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170 Taylor Series Solutions |
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466 | (3) |
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171 Variational Method: Eigenvalue Approximation |
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469 | (5) |
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172 Variational Method: Rayleigh Ritz |
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474 | (1) |
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474 | (3) |
IV.A Numerical Methods: Concepts |
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174 Introduction to Numerical Methods |
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477 | (2) |
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175 Terms for Numerical Methods |
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479 | (2) |
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176 Finite Difference Formulas |
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481 | (5) |
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176.1 One Dimension: Rectilinear Grid |
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481 | (1) |
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176.2 Two Dimensions: Rectilinear Grid |
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482 | (1) |
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176.3 Two Dimensions: Irregular Grid |
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483 | (1) |
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176.1 Two Dimensions: Triangular Grid |
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483 | (1) |
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176.5 Numerical Schemes for the ODE: y' = f (x,y) |
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484 | (1) |
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176.6 Explicit Numerical Schemes for the PDE: aux + ut = 0 |
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484 | (1) |
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176.7 Implicit Numerical Schemes for the PDE: aux +ut = S(x,1) |
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485 | (1) |
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176.8 Numerical Schemes for the PDE: F(u)x + ut = 0 |
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485 | (1) |
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176.9 Numerical Schemes for the PDE: ux = utt |
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485 | (1) |
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177 Finite Difference Methodology |
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486 | (3) |
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489 | (3) |
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179 Richardson Extrapolation |
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492 | (2) |
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180 Stability: ODE Approximations |
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494 | (3) |
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181 Stability: Courant Criterion |
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497 | (2) |
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182 Stability: Von Neumann Test |
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499 | (2) |
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183 Testing Differential Equation Routines |
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501 | (2) |
IV.B Numerical Methods for ODEs |
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184 Analytic Continuation |
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503 | (2) |
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185 Boundary Value Problems: Box Method |
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505 | (2) |
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186 Boundary Value Problems: Shooting Method |
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507 | (3) |
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510 | (2) |
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512 | (1) |
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513 | (3) |
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190 Differential Algebraic Equations |
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516 | (4) |
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191 Eigenvalue/Eigenfunction Problems |
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520 | (2) |
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192 Euler's Forward Method |
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522 | (2) |
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193 Finite Element Method |
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524 | (7) |
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194 Hybrid Computer Methods |
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531 | (2) |
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533 | (3) |
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536 | (2) |
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197 Neural Networks & Optimization |
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538 | (1) |
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198 Nonstandard Finite Difference Schemes |
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539 | (1) |
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199 ODEs with Highly Oscillatory Terms |
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540 | (3) |
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200 Parallel Computer Methods |
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543 | (2) |
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201 Predictor-Corrector Methods |
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545 | (2) |
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202 Probabilistic Methods |
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547 | (2) |
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549 | (1) |
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550 | (5) |
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555 | (3) |
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206 Integrating Stochastic Equations |
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558 | (3) |
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207 Symplectic Integration |
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561 | (3) |
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208 System Linearization via Koopman |
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564 | (1) |
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565 | (2) |
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210 Weighted Residual Methods |
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567 | (4) |
IV.C Numerical Methods for PDEs |
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211 Boundary Element Method |
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571 | (3) |
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212 Differential Quadrature |
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574 | (2) |
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576 | (3) |
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214 Elliptic Equations: Finite Differences |
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579 | (4) |
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215 Elliptic Equations: Monte-Carlo Method |
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583 | (4) |
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216 Elliptic Equations: Relaxation |
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587 | (2) |
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217 Hyperbolic Equations: Method of Characteristics |
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589 | (2) |
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218 Hyperbolic Equations: Finite Differences |
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591 | (3) |
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594 | (2) |
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596 | (2) |
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221 Parabolic Equations: Explicit Method |
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598 | (3) |
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222 Parabolic Equations: Implicit Method |
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601 | (3) |
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223 Parabolic Equations: Monte-Carlo Method |
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604 | (5) |
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224 Pseudospectral Method |
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609 | (4) |
V Computer Languages and Systems |
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225 Computer Languages and Packages |
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613 | (2) |
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226 Julia Programming Language |
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615 | (2) |
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227 Maple Computer Algebra System |
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617 | (4) |
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228 Mathematica Computer Algebra System |
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621 | (3) |
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229 MATLAB Programming Language |
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624 | (4) |
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230 Octave Programming Language |
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628 | (3) |
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231 Python Programming Language |
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631 | (1) |
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232 R Programming Language |
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632 | (3) |
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233 Sage Computer Algebra System |
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635 | (4) |
Mathematical Nomenclature |
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639 | (60) |
Named Differential Equations |
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699 | (4) |
Index |
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703 | |