|
1 Introduction to Differential Equations |
|
|
1 | (11) |
|
1.1 Definitions and Terminology |
|
|
1 | (3) |
|
1.2 Initial-Value Problems |
|
|
4 | (2) |
|
1.3 Differential Equations as Mathematical Models |
|
|
6 | (2) |
|
|
|
8 | (4) |
|
2 First-Order Differential Equations |
|
|
12 | (34) |
|
2.1 Solution Curves Without a Solution |
|
|
12 | (3) |
|
|
|
15 | (6) |
|
|
|
21 | (3) |
|
|
|
24 | (1) |
|
2.5 Solutions by Substitutions |
|
|
25 | (3) |
|
|
|
28 | (1) |
|
|
|
29 | (4) |
|
|
|
33 | (4) |
|
2.9 Modeling with Systems of First-Order DEs |
|
|
37 | (3) |
|
|
|
40 | (6) |
|
3 Higher-Order Differential Equations |
|
|
46 | (50) |
|
3.1 Theory of Linear Equations |
|
|
46 | (1) |
|
|
|
47 | (2) |
|
3.3 Linear Equations with Constant Coefficients |
|
|
49 | (2) |
|
3.4 Undetermined Coefficients |
|
|
51 | (3) |
|
3.5 Variation of Parameters |
|
|
54 | (7) |
|
3.6 Cauchy-Euler Equation |
|
|
61 | (5) |
|
|
|
66 | (2) |
|
3.8 Linear Models: Initial-Value Problems |
|
|
68 | (4) |
|
3.9 Linear Models: Boundary-Value Problems |
|
|
72 | (5) |
|
|
|
77 | (7) |
|
|
|
84 | (1) |
|
3.12 Solving Systems of Linear DEs |
|
|
85 | (3) |
|
|
|
88 | (8) |
|
|
|
96 | (27) |
|
4.1 Definition of the Laplace Transform |
|
|
96 | (2) |
|
4.2 Inverse Transforms and Transforms of Derivatives |
|
|
98 | (3) |
|
|
|
101 | (6) |
|
4.4 Additional Operational Properties |
|
|
107 | (6) |
|
|
|
113 | (2) |
|
4.6 Systems of Linear Differential Equations |
|
|
115 | (4) |
|
|
|
119 | (4) |
|
5 Series Solutions of Linear Equations |
|
|
123 | (25) |
|
5.1 Solutions about Ordinary Points |
|
|
123 | (6) |
|
5.2 Solutions about Singular Points |
|
|
129 | (6) |
|
|
|
135 | (6) |
|
|
|
141 | (7) |
|
6 Numerical Solutions of Ordinary Differential Equations |
|
|
148 | (7) |
|
6.1 Euler Methods and Error Analysis |
|
|
148 | (2) |
|
|
|
150 | (1) |
|
|
|
151 | (1) |
|
6.4 Higher-Order Equations and Systems |
|
|
151 | (1) |
|
6.5 Second-Order Boundary-Value Problems |
|
|
152 | (2) |
|
|
|
154 | (1) |
|
|
|
155 | (14) |
|
|
|
155 | (1) |
|
|
|
156 | (2) |
|
|
|
158 | (1) |
|
|
|
159 | (2) |
|
7.5 Lines and Planes in 3-Space |
|
|
161 | (2) |
|
|
|
163 | (1) |
|
7.7 Gram-Schmidt Orthogonalization Process |
|
|
164 | (3) |
|
|
|
167 | (2) |
|
|
|
169 | (33) |
|
|
|
169 | (2) |
|
8.2 Systems of Linear Equations |
|
|
171 | (3) |
|
|
|
174 | (1) |
|
|
|
174 | (1) |
|
8.5 Properties of Determinants |
|
|
175 | (1) |
|
|
|
176 | (2) |
|
|
|
178 | (1) |
|
|
|
179 | (2) |
|
|
|
181 | (3) |
|
|
|
184 | (2) |
|
8.11 Approximation of Eigenvalues |
|
|
186 | (2) |
|
|
|
188 | (2) |
|
|
|
190 | (5) |
|
|
|
195 | (1) |
|
8.15 Error-Correcting Code |
|
|
196 | (1) |
|
8.16 Method of Least Squares |
|
|
197 | (1) |
|
8.17 Discrete Compartmental Models |
|
|
198 | (1) |
|
|
|
199 | (3) |
|
|
|
202 | (50) |
|
|
|
202 | (2) |
|
|
|
204 | (3) |
|
|
|
207 | (2) |
|
|
|
209 | (1) |
|
9.5 Directional Derivative |
|
|
210 | (2) |
|
9.6 Tangent Planes and Normal Lines |
|
|
212 | (2) |
|
|
|
214 | (2) |
|
|
|
216 | (3) |
|
|
|
219 | (2) |
|
|
|
221 | (5) |
|
9.11 Double Integrals in Polar Coordinates |
|
|
226 | (3) |
|
|
|
229 | (3) |
|
|
|
232 | (4) |
|
|
|
236 | (2) |
|
|
|
238 | (4) |
|
|
|
242 | (2) |
|
9.17 Change of Variables in Multiple Integrals |
|
|
244 | (3) |
|
|
|
247 | (5) |
|
10 Systems of Linear Differential Equations |
|
|
252 | (20) |
|
10.1 Theory of Linear Systems |
|
|
252 | (1) |
|
10.2 Homogeneous Linear Systems |
|
|
253 | (6) |
|
10.3 Solution by Diagonalization |
|
|
259 | (1) |
|
10.4 Nonhomogeneous Linear Systems |
|
|
260 | (6) |
|
|
|
266 | (4) |
|
|
|
270 | (2) |
|
11 Systems of Nonlinear Differential Equations |
|
|
272 | (13) |
|
|
|
272 | (2) |
|
11.2 Stability of Linear Systems |
|
|
274 | (1) |
|
11.3 Linearization and Local Stability |
|
|
275 | (4) |
|
11.4 Autonomous Systems as Mathematical Models |
|
|
279 | (2) |
|
11.5 Periodic Solutions, Limit Cycles, and Global Stability |
|
|
281 | (1) |
|
|
|
282 | (3) |
|
|
|
285 | (17) |
|
12.1 Orthogonal Functions |
|
|
285 | (2) |
|
|
|
287 | (2) |
|
12.3 Fourier Cosine and Sine Series |
|
|
289 | (5) |
|
12.4 Complex Fourier Series |
|
|
294 | (2) |
|
12.5 Sturm-Liouville Problem |
|
|
296 | (1) |
|
12.6 Bessel and Legendre Series |
|
|
297 | (3) |
|
|
|
300 | (2) |
|
13 Boundary-Value Problems in Rectangular Coordinates |
|
|
302 | (31) |
|
13.1 Separable Partial Differential Equations |
|
|
302 | (4) |
|
13.2 Classical PDEs and Boundary-Value Problems |
|
|
306 | (1) |
|
|
|
306 | (2) |
|
|
|
308 | (5) |
|
|
|
313 | (3) |
|
13.6 Nonhomogeneous Boundary-Value Problems |
|
|
316 | (7) |
|
13.7 Orthogonal Series Expansions |
|
|
323 | (3) |
|
13.8 Higher-Dimensional Problems |
|
|
326 | (2) |
|
|
|
328 | (5) |
|
14 Boundary-Value Problems in Other Coordinate Systems |
|
|
333 | (17) |
|
|
|
333 | (3) |
|
14.2 Cylindrical Coordinates |
|
|
336 | (6) |
|
14.3 Spherical Coordinates |
|
|
342 | (3) |
|
|
|
345 | (5) |
|
|
|
350 | (26) |
|
|
|
350 | (1) |
|
|
|
351 | (7) |
|
|
|
358 | (2) |
|
|
|
360 | (5) |
|
15.5 Finite Fourier Transforms |
|
|
365 | (4) |
|
15.6 Fast Fourier Transform |
|
|
369 | (1) |
|
|
|
370 | (6) |
|
16 Numerical Solutions of Partial Differential Equations |
|
|
376 | (8) |
|
|
|
376 | (1) |
|
|
|
376 | (5) |
|
|
|
381 | (2) |
|
|
|
383 | (1) |
|
17 Functions of a Complex Variable |
|
|
384 | (10) |
|
|
|
384 | (1) |
|
|
|
385 | (1) |
|
17.3 Sets in the Complex Plane |
|
|
386 | (1) |
|
17.4 Functions of a Complex Variable |
|
|
387 | (1) |
|
17.5 Cauchy-Riemann Equations |
|
|
388 | (1) |
|
17.6 Exponential and Logarithmic Functions |
|
|
389 | (1) |
|
17.7 Trigonometric and Hyperbolic Functions |
|
|
390 | (2) |
|
17.8 Inverse Trigonometric and Hyperbolic Functions |
|
|
392 | (1) |
|
|
|
392 | (2) |
|
18 Integration in the Complex Plane |
|
|
394 | (8) |
|
|
|
394 | (2) |
|
18.2 Cauchy-Goursat Theorem |
|
|
396 | (2) |
|
18.3 Independence of Path |
|
|
398 | (1) |
|
18.4 Cauchy's Integral Formulas |
|
|
399 | (2) |
|
|
|
401 | (1) |
|
|
|
402 | (11) |
|
19.1 Sequences and Series |
|
|
402 | (1) |
|
|
|
403 | (2) |
|
|
|
405 | (1) |
|
|
|
406 | (1) |
|
|
|
407 | (1) |
|
19.6 Evaluation of Real Integrals |
|
|
408 | (3) |
|
|
|
411 | (2) |
|
|
|
413 | |
|
20.1 Complex Functions as Mappings |
|
|
413 | (1) |
|
|
|
414 | (2) |
|
20.3 Linear Fractional Transformations |
|
|
416 | (1) |
|
20.4 Schwarz-Christoffel Transformations |
|
|
417 | (1) |
|
20.5 Poisson Integral Formulas |
|
|
418 | (1) |
|
|
|
419 | (3) |
|
|
|
422 | |