Preface |
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xi | |
Acknowledgments |
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xiii | |
1 Estimation and Dimensional Analysis |
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1 | (35) |
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1.1 Making Estimates on the Back of the Envelope |
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1 | (8) |
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9 | (3) |
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12 | (8) |
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1.4 Dimensionless Ratios and the Pi Theorem |
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20 | (9) |
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1.4.1 Application of the Buckingham Pi Theorem |
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21 | (8) |
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1.5 Dimensional Analysis: Some Remarks |
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29 | (1) |
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30 | (1) |
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31 | (5) |
2 Derivatives and Integrals |
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36 | (93) |
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2.1 Derivatives, Limits, and Continuity |
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36 | (10) |
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2.2 Rules for Differentiation |
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46 | (4) |
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47 | (1) |
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48 | (1) |
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2.2.3 Higher-Order Derivatives |
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49 | (1) |
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50 | (3) |
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2.4 Some Theorems About Derivatives |
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53 | (3) |
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56 | (5) |
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61 | (2) |
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63 | (4) |
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63 | (2) |
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65 | (2) |
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67 | (6) |
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2.9 Using Partial Derivatives |
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73 | (5) |
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2.9.1 Propagating Uncertainty |
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73 | (3) |
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2.9.2 Fitting a Straight Line |
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76 | (2) |
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78 | (7) |
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2.10.1 Properties of Integrals |
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82 | (3) |
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2.11 Techniques of Integration |
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85 | (7) |
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85 | (2) |
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2.11.2 Substitution of Variables |
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87 | (2) |
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2.11.3 Integration by Parts |
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89 | (1) |
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90 | (1) |
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91 | (1) |
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2.12 Proper and Improper Integrals |
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92 | (3) |
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95 | (1) |
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2.14 Integrals, Areas, and Volumes |
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96 | (3) |
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2.15 Integrating Multivariate Functions |
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99 | (13) |
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99 | (7) |
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2.15.2 Multiple Integrals |
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106 | (3) |
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109 | (3) |
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2.16 Numerical Evaluation of Integrals |
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112 | (8) |
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112 | (4) |
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116 | (2) |
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118 | (2) |
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120 | (1) |
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121 | (8) |
3 Series and Summations |
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129 | (27) |
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129 | (1) |
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3.2 Arithmetic and Geometric Series |
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130 | (4) |
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3.3 Binomial Theorem and Binomial Series |
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134 | (6) |
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140 | (2) |
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142 | (8) |
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146 | (1) |
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147 | (2) |
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149 | (1) |
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150 | (1) |
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150 | (3) |
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153 | (1) |
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153 | (3) |
4 Scalars, Vectors, and Matrices |
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156 | (80) |
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156 | (1) |
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157 | (15) |
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4.2.1 Linear Independence and Basis Vectors |
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163 | (2) |
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4.2.2 Transformations of Vectors |
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165 | (4) |
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4.2.3 Describing Lines and Curves Using Vectors |
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169 | (3) |
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4.3 Multiplying Vectors Together |
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172 | (15) |
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172 | (6) |
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178 | (7) |
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185 | (2) |
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187 | (15) |
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189 | (2) |
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4.4.2 Linear Transformations and Matrix Multiplication |
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191 | (6) |
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197 | (1) |
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198 | (4) |
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4.5 Solving Linear Equations with Matrices |
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202 | (15) |
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209 | (8) |
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4.6 Kronecker Delta and Levi-Civita Symbol |
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217 | (3) |
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4.7 Eigenvalues and Eigenvectors |
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220 | (11) |
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4.8 Vectors, Matrices, and Data |
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231 | (1) |
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232 | (1) |
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233 | (3) |
5 Probability |
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236 | (53) |
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5.1 What Is Probabililty? |
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236 | (6) |
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5.2 Random Variables, Expectation, and Variance |
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242 | (4) |
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5.3 Discrete Random Variables |
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246 | (10) |
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5.3.1 Discrete Uniform Distribution |
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246 | (3) |
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5.3.2 Binomial Distribution |
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249 | (4) |
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5.3.3 Poisson Distribution |
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253 | (3) |
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5.4 Continuous Random Variables |
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256 | (12) |
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5.4.1 Normal or Gaussian Distribution |
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260 | (8) |
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5.5 Law of Large Numbers and Central Limit Theorem |
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268 | (4) |
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5.6 Manipulating Random Variables |
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272 | (6) |
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5.6.1 Adding Continuous Random Variables |
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272 | (4) |
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5.6.2 Transforming Random Variables |
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276 | (2) |
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278 | (5) |
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5.7.1 Monte Carlo Error Propagation |
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278 | (2) |
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5.7.2 Monte Carlo Integration |
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280 | (3) |
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283 | (1) |
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284 | (5) |
6 Ordinary Differential Equations |
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289 | (117) |
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6.1 Terminology and Classification |
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294 | (1) |
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6.2 First Order Differential Equations |
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295 | (19) |
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6.2.1 First Order Linear Differential Equations |
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295 | (6) |
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301 | (2) |
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6.2.3 First Order Nonlinear Equations |
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303 | (9) |
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6.2.4 A Question of Uniqueness |
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312 | (2) |
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6.3 Solving Differential Equations in Practice |
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314 | (6) |
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6.4 Second Order Differential Equations |
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320 | (17) |
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6.4.1 Second Order Linear Differential Equations |
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321 | (9) |
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6.4.2 Oscillations and Waves |
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330 | (7) |
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6.5 Series Solutions and Singular Solutions |
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337 | (6) |
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6.6 Higher Order Equations |
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343 | (1) |
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6.7 Differential Equations in Practice |
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344 | (3) |
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346 | (1) |
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6.8 Systems of Linear Differential Equations |
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347 | (8) |
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6.8.1 Real, Distinct Eigenvalues |
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350 | (2) |
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6.8.2 Complex Conjugate Eigenvalues |
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352 | (1) |
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353 | (2) |
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6.9 Systems of Autonomous Nonlinear Equations |
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355 | (3) |
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358 | (19) |
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6.10.1 Euler Method and Its Relations |
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359 | (9) |
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6.10.2 Higher Order Methods: Runge-Kutta |
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368 | (5) |
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6.10.3 Boundary Value Problems |
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373 | (3) |
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6.10.4 Computer Algebra Systems |
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376 | (1) |
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6.11 Dynamical Systems and Chaos |
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377 | (9) |
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381 | (5) |
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6.12 Boundary Value Problems, Sturm-Liouville Problems, and Green's Functions |
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386 | (11) |
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394 | (3) |
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397 | (1) |
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398 | (8) |
7 Vectors and Calculus |
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406 | (42) |
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7.1 Differentiating a Vector |
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406 | (6) |
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412 | (3) |
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415 | (5) |
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419 | (1) |
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7.4 Curvilinear Coordinate Systems |
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420 | (6) |
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7.5 Integrals and Vectors |
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426 | (18) |
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436 | (6) |
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442 | (2) |
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444 | (1) |
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445 | (3) |
8 Special Functions |
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448 | (21) |
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448 | (2) |
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450 | (4) |
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8.3 Gamma and Error Functions |
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454 | (3) |
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8.4 Orthogonal Functions and Orthogonal Polynomials |
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457 | (2) |
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459 | (5) |
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8.5.1 Associated Legendre Functions and Spherical Harmonics |
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462 | (2) |
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464 | (2) |
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466 | (1) |
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467 | (2) |
9 Fourier Series and Integral Transforms |
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469 | (30) |
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469 | (13) |
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9.1.1 Complex Fourier Series |
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477 | (1) |
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9.1.2 Even and Odd Functions |
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477 | (1) |
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9.1.3 Dirichlet Conditions |
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478 | (2) |
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480 | (2) |
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9.1.5 Differentiating and Integrating Fourier Series |
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482 | (1) |
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482 | (10) |
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9.2.1 Sine and Cosine Transforms |
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486 | (1) |
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9.2.2 Properties of the Fourier Transform |
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487 | (3) |
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9.2.3 Applications of the Fourier Transform |
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490 | (2) |
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492 | (4) |
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496 | (1) |
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496 | (3) |
10 Partial Differential Equations |
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499 | (46) |
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499 | (2) |
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10.2 First Order Linear Partial Differential Equations |
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501 | (6) |
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10.3 Classification of Second Order Linear Partial Differential Equations |
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507 | (5) |
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10.3.1 Hyperbolic Equations |
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509 | (1) |
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10.3.2 Parabolic Equations |
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510 | (1) |
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10.3.3 Elliptic Equations |
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510 | (1) |
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10.3.4 Boundary Value Problems |
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511 | (1) |
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10.4 Parabolic Equations: Diffusion and Heat |
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512 | (11) |
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10.4.1 Solving the Diffusion Equation |
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515 | (8) |
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10.5 Hyperbolic Equations: Wave Equation |
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523 | (2) |
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10.6 Elliptic Equations: Laplace's Equation |
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525 | (1) |
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10.7 More Laplace Transforms |
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526 | (3) |
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529 | (10) |
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10.8.1 Advection Equation |
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531 | (8) |
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539 | (2) |
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541 | (4) |
11 Tensors |
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545 | (13) |
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11.1 Covariant and Contravariant Vectors |
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545 | (7) |
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552 | (1) |
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11.3 Manipulating Tensors |
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553 | (1) |
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11.4 Derivatives of Tensors |
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554 | (2) |
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556 | (1) |
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556 | (2) |
Appendix A Units and Dimensions |
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558 | (5) |
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A.1 International System of Units |
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559 | (2) |
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A.2 Converting between Units |
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561 | (2) |
Appendix B Tables of Useful Formulae |
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563 | (5) |
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B.1 Properties of Basic Functions |
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563 | (1) |
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B.1.1 Trigonometric Functions |
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563 | (1) |
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B.1.2 Logarithms and Exponentials |
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564 | (1) |
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B.1.3 Hyperbolic Functions |
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564 | (1) |
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B.2 Some Important Series |
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564 | (1) |
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B.3 Some Common Derivatives |
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565 | (1) |
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B.4 Some Common Integrals |
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566 | (1) |
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B.5 Fourier and Laplace Transforms |
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566 | (1) |
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567 | (1) |
Appendix C Complex Numbers |
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568 | (5) |
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C.1 Making Things Complex |
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568 | (1) |
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569 | (1) |
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569 | (1) |
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570 | (1) |
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571 | (2) |
References |
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573 | (6) |
Index |
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579 | |