| Preface |
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ix | |
| Acknowledgments |
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xiii | |
| 1 Fourier Series |
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1 | (82) |
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1.1 Fourier Series of Periodic Functions |
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2 | (17) |
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1.2 Convergence of Fourier Series |
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19 | (18) |
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1.3 Integration and Differentiation of Fourier Series |
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37 | (24) |
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1.4 Fourier Sine and Cosine Series |
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61 | (13) |
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1.5 Projects Using Mathematica |
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74 | (9) |
| 2 Integral Transforms |
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83 | (62) |
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2.1 The Laplace Transform |
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84 | (32) |
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2.1.1 Definition and Properties of the Laplace Transform |
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84 | (12) |
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2.1.2 Step and Impulse Functions |
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96 | (6) |
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2.1.3 Initial-Value Problems and the Laplace Transform |
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102 | (7) |
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2.1.4 The Convolution Theorem |
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109 | (7) |
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116 | (23) |
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2.2.1 Definition of Fourier Transforms |
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116 | (11) |
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2.2.2 Properties of Fourier Transforms |
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127 | (12) |
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2.3 Projects Using Mathematica |
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139 | (6) |
| 3 Sturm-Liouville Problems |
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145 | (59) |
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3.1 Regular Sturm-Liouville Problems |
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145 | (14) |
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3.2 Eigenfunction Expansions |
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159 | (9) |
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3.3 Singular Sturm-Liouville Problems |
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168 | (31) |
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3.3.1 Definition of Singular Sturm-Liouville Problems |
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168 | (2) |
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3.3.2 Legendre's Differential Equation |
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170 | (12) |
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3.3.3 Bessel's Differential Equation |
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182 | (17) |
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3.4 Projects Using Mathematica |
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199 | (5) |
| 4 Partial Differential Equations |
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204 | (39) |
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4.1 Basic Concepts and Terminology |
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204 | (5) |
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4.2 Partial Differential Equations of the First Order |
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209 | (12) |
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4.3 Linear Partial Differential Equations of the Second Order |
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221 | (17) |
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4.3.1 Important Equations of Mathematical Physics |
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222 | (8) |
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4.3.2 Classification of Linear PDEs of the Second Order |
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230 | (8) |
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4.4 Boundary and Initial Conditions |
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238 | (2) |
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4.5 Projects Using Mathematica |
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240 | (3) |
| 5 The Wave Equation |
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243 | (83) |
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243 | (16) |
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5.2 Separation of Variables Method for the Wave Equation |
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259 | (17) |
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5.3 The Wave Equation on Rectangular Domains |
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276 | (12) |
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5.3.1 Homogeneous Wave Equation on a Rectangle |
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276 | (5) |
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5.3.2 Nonhomogeneous Wave Equation on a Rectangle |
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281 | (3) |
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5.3.3 The Wave Equation on a Rectangular Solid |
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284 | (4) |
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5.4 The Wave Equation on Circular Domains |
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288 | (17) |
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5.4.1 The Wave Equation in Polar Coordinates |
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288 | (9) |
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5.4.2 The Wave Equation in Spherical Coordinates |
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297 | (8) |
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5.5 Integral Transform Methods for the Wave Equation |
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305 | (16) |
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5.5.1 The Laplace Transform Method for the Wave Equation |
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305 | (5) |
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5.5.2 The Fourier Transform Method for the Wave Equation |
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310 | (11) |
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5.6 Projects Using Mathematica |
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321 | (5) |
| 6 The Heat Equation |
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326 | (57) |
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6.1 The Fundamental Solution of the Heat Equation |
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326 | (8) |
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6.2 Separation of Variables Method for the Heat Equation |
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334 | (15) |
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6.3 The Heat Equation in Higher Dimensions |
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349 | (17) |
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6.3.1 Green Function of the Higher Dimensional Heat Equation |
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349 | (2) |
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6.3.2 The Heat Equation on a Rectangle |
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351 | (4) |
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6.3.3 The Heat Equation in Polar Coordinates |
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355 | (4) |
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6.3.4 The Heat Equation in Cylindrical Coordinates |
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359 | (2) |
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6.3.5 The Heat Equation in Spherical Coordinates |
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361 | (5) |
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6.4 Integral Transform Methods for the Heat Equation |
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366 | (11) |
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6.4.1 The Laplace Transform Method for the Heat Equation |
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366 | (5) |
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6.4.2 The Fourier Transform Method for the Heat Equation |
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371 | (6) |
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6.5 Projects Using Mathematica |
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377 | (6) |
| 7 Laplace and Poisson Equations |
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383 | (68) |
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7.1 The Fundamental Solution of the Laplace Equation |
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383 | (14) |
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7.2 Laplace and Poisson Equations on Rectangular Domains |
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397 | (16) |
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7.3 Laplace and Poisson Equations on Circular Domains |
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413 | (19) |
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7.3.1 Laplace Equation in Polar Coordinates |
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413 | (7) |
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7.3.2 Poisson Equation in Polar Coordinates |
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420 | (2) |
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7.3.3 Laplace Equation in Cylindrical Coordinates |
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422 | (2) |
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7.3.4 Laplace Equation in Spherical Coordinates |
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424 | (8) |
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7.4 Integral Transform Methods for the Laplace Equation |
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432 | (13) |
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7.4.1 The Fourier Transform Method for the Laplace Equation |
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432 | (6) |
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7.4.2 The Hankel Transform Method |
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438 | (7) |
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7.5 Projects Using Mathematica |
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445 | (6) |
| 8 Finite Difference Numerical Methods |
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451 | (71) |
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8.1 Basics of Linear Algebra and Iterative Methods |
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451 | (21) |
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472 | (9) |
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8.3 Finite Difference Methods for Laplace & Poisson Equations |
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481 | (14) |
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8.4 Finite Difference Methods for the Heat Equation |
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495 | (11) |
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8.5 Finite Difference Methods for the Wave Equation |
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506 | (16) |
| Appendices |
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A Table of Laplace Transforms |
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522 | (2) |
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B Table of Fourier Transforms |
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524 | (2) |
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C Series and Uniform Convergence Facts |
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526 | (3) |
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D Basic Facts of Ordinary Differential Equations |
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529 | (13) |
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542 | (7) |
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F A Summary of Analytic Function Theory |
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549 | (7) |
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G Euler Gamma and Beta Functions |
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556 | (3) |
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559 | (15) |
| Bibliography |
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574 | (1) |
| Answers to the Exercises |
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575 | (55) |
| Index of Symbols |
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630 | (1) |
| Index |
|
631 | |