Table of Contents
Unit One: Ordinary Differential Equations - Part One
Introduction - Unit One |
Chapter 1: First-Order Differential Equations
Introduction - Chapter 1 |
|
Section 1.1 |
Introduction |
Section 1.2 |
Terminology |
Section 1.3 |
The Direction Field |
Section 1.4 |
Picard Iteration |
Section 1.5 |
Existence and Uniqueness for the Initial Value Problem |
Review Exercises - Chapter 1 |
Chapter 2: Models Containing ODEs
Introduction - Chapter 2 |
|
Section 2.1 |
Exponential Growth and Decay |
Section 2.2 |
Logistic Models |
Section 2.3 |
Mixing Tank Problems - Constant and Variable Volumes |
Section 2.4 |
Newton's Law of Cooling |
Review Exercises - Chapter 2 |
Chapter 3: Methods for Solving First-Order ODEs
Introduction - Chapter 3 |
|
Section 3.1 |
Separation of Variables |
Section 3.2 |
Equations with Homogeneous Coefficients |
Section 3.3 |
Exact Equations |
Section 3.4 |
Integrating Factors and the First-Order Linear Equation |
Section 3.5 |
Variation of Parameters and the First-Order Linear Equation |
Section 3.6 |
The Bernoulli Equation |
Review Exercises - Chapter 3 |
Chapter 4: Numeric Methods for Solving First-Order ODEs
Introduction - Chapter 4 |
|
Section 4.1 |
Fixed-Step Methods - Order and Error |
Section 4.2 |
The Euler Method |
Section 4.3 |
Taylor Series Methods |
Section 4.4 |
Runge-Kutta Methods |
Section 4.5 |
Adams-Bashforth Multistep Methods |
Section 4.6 |
Adams-Moulton Predictor-Corrector Methods |
Section 4.7 |
Milne's Method |
Section 4.8 |
rkf45, the Runge-Kutta-Fehlberg Method |
Review Exercises - Chapter 4 |
Chapter 5: Second-Order Differential Equations
Introduction - Chapter 5 |
|
Section 5.1 |
Springs 'n' Things |
Section 5.2 |
The Initial Value Problem |
Section 5.3 |
Overview of the Solution Process |
Section 5.4 |
Linear Dependence and Independence |
Section 5.5 |
Free Undamped Motion |
Section 5.6 |
Free Damped Motion |
Section 5.7 |
Reduction of Order and Higher-Order Equations |
Section 5.8 |
The Bobbing Cylinder |
Section 5.9 |
Forced Motion and Variation of Parameters |
Section 5.10 |
Forced Motion and Undetermined Coefficients |
Section 5.11 |
Resonance |
Section 5.12 |
The Euler Equation |
Section 5.13 |
The Green's Function Technique for IVPs |
Review Exercises - Chapter 5 |
Chapter 6: The Laplace Transform
Introduction - Chapter 6 |
|
Section 6.1 |
Definition and Examples |
Section 6.2 |
Transform of Derivatives |
Section 6.3 |
First Shifting Law |
Section 6.4 |
Operational Laws |
Section 6.5 |
Heaviside Functions and the Second Shifting Law |
Section 6.6 |
Pulses and the Third Shifting Law |
Section 6.7 |
Transforms of Periodic Functions |
Section 6.8 |
Convolution and the Convolution Theorem |
Section 6.9 |
Convolution Products by the Convolution Theorem |
Section 6.10 |
The Dirac Delta Function |
Section 6.11 |
Transfer Function, Fundamental Solution, and the Green's Function |
Review Exercises - Chapter 6 |
Unit Two: Infinite Series
Introduction - Unit Two |
Chapter 7: Sequences and Series of Numbers
Introduction - Chapter 7 |
|
Section 7.1 |
Sequences |
Section 7.2 |
Infinite Series |
Section 7.3 |
Series with Positive Terms |
Section 7.4 |
Series with Both Negative and Positive Terms |
Review Exercises - Chapter 7 |
Chapter 8: Sequences and Series of Functions
Introduction - Chapter 8 |
|
Section 8.1 |
Sequences of Functions |
Section 8.2 |
Pointwise Convergence |
Section 8.3 |
Uniform Convergence |
Section 8.4 |
Convergence in the Mean |
Section 8.5 |
Series of Functions |
Review Exercises - Chapter 8 |
Introduction - Chapter 9 |
|
Section 9.1 |
Taylor Polynomials |
Section 9.2 |
Taylor Series |
Section 9.3 |
Termwise Operations on Taylor Series |
Review Exercises - Chapter 9 |
Introduction - Chapter 10 |
|
Section 10.1 |
General Formalism |
Section 10.2 |
Termwise Integration and Differentiation |
Section 10.3 |
Odd and Even Functions and Their Fourier Series |
Section 10.4 |
Sine Series and Cosine Series |
Section 10.5 |
Periodically Driven Damped Oscillator |
Section 10.6 |
Optimizing Property of Fourier Series |
Section 10.7 |
Fourier-Legendre Series |
Review Exercises - Chapter 10 |
Introduction - Chapter 11 |
|
Section 11.1 |
Computing with Divergent Series |
Section 11.2 |
Definitions |
Section 11.3 |
Operations with Asymptotic Series |
Review Exercises - Chapter 11 |
Unit Three: Ordinary Differential Equations - Part Two
Introduction - Unit Three |
Chapter 12: Systems of First-Order ODEs
Introduction - Chapter 12 |
|
Section 12.1 |
Mixing Tanks - Closed Systems |
Section 12.2 |
Mixing Tanks - Open Systems |
Section 12.3 |
Vector Structure of Solutions |
Section 12.4 |
Determinants and Cramer's Rule |
Section 12.5 |
Solving Linear Algebraic Equations |
Section 12.6 |
Homogeneous Equations and the Null Space |
Section 12.7 |
Inverses |
Section 12.8 |
Vectors and the Laplace Transform |
Section 12.9 |
The Matrix Exponential |
Section 12.10 |
Eigenvalues and Eigenvectors |
Section 12.11 |
Solutions by Eigenvalues and Eigenvectors |
Section 12.12 |
Finding Eigenvalues and Eigenvectors |
Section 12.13 |
System versus Second-Order ODE |
Section 12.14 |
Complex Eigenvalues |
Section 12.15 |
The Deficient Case |
Section 12.16 |
Diagonalization and Uncoupling |
Section 12.17 |
A Coupled Linear Oscillator |
Section 12.18 |
Nonhomogeneous Systems and Variation of Parameters |
Section 12.19 |
Phase Portraits |
Section 12.20 |
Stability |
Section 12.21 |
Nonlinear Systems |
Section 12.22 |
Linearization |
Section 12.23 |
The Nonlinear Pendulum |
Review Exercises - Chapter 12 |
Chapter 13: Numerical Techniques: First-Order Systems and Second-Order ODEs
Introduction - Chapter 13 |
|
Section 13.1 |
Runge-Kutta-Nystrom |
Section 13.2 |
rk4 for First-Order Systems |
Review Exercises - Chapter 13 |
Introduction - Chapter 14 |
|
Section 14.1 |
Power Series |
Section 14.2 |
Asymptotic Solutions |
Section 14.3 |
Perturbation Solution of an Algebraic Equation |
Section 14.4 |
Poincare Perturbation Solution for Differential Equations |
Section 14.5 |
The Nonlinear Spring and Lindstedt's Method |
Section 14.6 |
The Method of Krylov and Bogoliubov |
Review Exercises - Chapter 14 |
Chapter 15: Boundary Value Problems
Introduction - Chapter 15 |
|
Section 15.1 |
Analytic Solutions |
Section 15.2 |
Numeric Solutions |
Section 15.3 |
Least-Squares, Rayleigh-Ritz, Galerkin, and Collocation Techniques |
Section 15.4 |
Finite Elements |
Review Exercises - Chapter 15 |
Chapter 16: The Eigenvalue Problem
Introduction - Chapter 16 |
|
Section 16.1 |
Regular Sturm-Liouville Problems |
Section 16.2 |
Bessel's Equation |
Section 16.3 |
Legendre's Equation |
Section 16.4 |
Solution by Finite Differences |
Review Exercises - Chapter 16 |
Unit Four: Vector Calculus
Introduction - Unit Four |
Introduction - Chapter 17 |
|
Section 17.1 |
Curves and Their Tangent Vectors |
Section 17.2 |
Arc Length |
Section 17.3 |
Curvature |
Section 17.4 |
Principal Normal and Binormal Vectors |
Section 17.5 |
Resolution of R'' into Tanential and Normal Components |
Section 17.6 |
Applications to Dynamics |
Review Exercises - Chapter 17 |
Chapter 18: The Gradient Vector
Introduction - Chapter 18 |
|
Section 18.1 |
Visualizing Vector Fields and Their Flows |
Section 18.2 |
The Directional Derivative and Gradient Vector |
Section 18.3 |
Properties of the Gradient Vector |
Section 18.4 |
Lagrange Multipliers |
Section 18.5 |
Conservative Forces and the Scalar Potential |
Review Exercises - Chapter 18 |
Chapter 19: Line Integrals in the Plane
Introduction - Chapter 19 |
|
Section 19.1 |
Work and Circulation |
Section 19.2 |
Flux through a Plane Curve |
Review Exercises - Chapter 19 |
Chapter 20: Additional Vector Differential Operators
Introduction - Chapter 20 |
|
Section 20.1 |
Divergence and Its Meaning |
Section 20.2 |
Curl and Its Meaning |
Section 20.3 |
Products - One f and Two Operands |
Section 20.4 |
Products - Two f's and One Operand |
Review Exercises - Chapter 20 |
Introduction - Chapter 21 |
|
Section 21.1 |
Surface Area |
Section 21.2 |
Surface Integrals and Surface Flux |
Section 21.3 |
The Divergence Theorem and the Theorems of Green and Stokes |
Section 21.4 |
Green's Theorem |
Section 21.5 |
Conservative, Solenoidal, and Irrotational Fields |
Section 21.6 |
Integral Equivalents of div, grad, and curl |
Review Exercises - Chapter 21 |
Chapter 22: NonCartesian Coordinates
Introduction - Chapter 22 |
|
Section 22.1 |
Mappings and Changes of Coordinates |
Section 22.2 |
Vector Operators in Polar Coordinates |
Section 22.3 |
Vector Operators in Cylindrical and Spherical Coordinates |
Review Exercises - Chapter 22 |
Chapter 23: Miscellaneous Results
Introduction - Chapter 23 |
|
Section 23.1 |
Gauss' Theorem |
Section 23.2 |
Surface Area for Parametrically Given Surfaces |
Section 23.3 |
The Equation of Continuity |
Section 23.4 |
Green's Identities |
Review Exercises - Chapter 23 |
Unit Five: Boundary Value Problems for PDEs
Introduction - Unit Five |
Introduction - Chapter 24 |
|
Section 24.1 |
The Plucked String |
Section 24.2 |
The Struck String |
Section 24.3 |
D'Alembert's Solution |
Section 24.4 |
Derivation of the Wave Equation |
Section 24.5 |
Longitudinal Vibrations in an Elastic Rod |
Section 24.6 |
Finite-Difference Solution of the One-Dimensional Wave Equation |
Review Exercises - Chapter 24 |
Introduction - Chapter 25 |
|
Section 25.1 |
One-Dimensional Heat Diffusion |
Section 25.2 |
Derivation of the One-Dimensional Heat Equation |
Section 25.3 |
Heat Flow in a Rod with Insulated Ends |
Section 25.4 |
Finite-Difference Solution of the One-Dimensional Heat Equation |
Review Exercises - Chapter 25 |
Chapter 26: Laplace's Equation in a Rectangle
Introduction - Chapter 26 |
|
Section 26.1 |
Nonzero Temperature on the Bottom Edge |
Section 26.2 |
Nonzero Temperature on the Top Edge |
Section 26.3 |
Nonzero Temperature on the Left Edge |
Section 26.4 |
Finite-Difference Solution of Laplace's Equation |
Review Exercises - Chapter 26 |
Chapter 27: Nonhomogeneous Boundary Value Problems
Introduction - Chapter 27 |
|
Section 27.1 |
One-Dimensional Heat Equation with Different Endpoint Temperatures |
Section 27.2 |
One-Dimensional Heat Equation with Time-Varying Endpoint Temperatures |
Review Exercises - Chapter 27 |
Chapter 28: Time-Dependent Problems in Two Spatial Dimensions
Introduction - Chapter 28 |
|
Section 28.1 |
Oscillations of a Rectangular Membrane |
Section 28.2 |
Time-Varying Temperatures in a Rectangular Plate |
Review Exercises - Chapter 28 |
Chapter 29: Separation of Variables in NonCartesian Coordinates
Introduction - Chapter 29 |
|
Section 29.1 |
Laplace's Equation in a Disk |
Section 29.2 |
Laplace's Equation in a Cylinder |
Section 29.3 |
The Circular Drumhead |
Section 29.4 |
Laplace's Equation in a Sphere |
Section 29.5 |
The Spherical Dielectric |
Review Exercises - Chapter 29 |
Chapter 30: Transform Techniques
Introduction - Chapter 30 |
|
Section 30.1 |
Solution by Laplace Transform |
Section 30.2 |
The Fourier Integral Theorem |
Section 30.3 |
The Fourier Transform |
Section 30.4 |
Wave Equation on the Infinite String - Solution by Fourier Transform |
Section 30.5 |
Heat Equation on the Infinite Rod - Solution by Fourier Transform |
Section 30.6 |
Laplace's Equation on the Infinite Strip - Solution by Fourier Transform |
Section 30.7 |
The Fourier Sine Transform |
Section 30.8 |
The Fourier Cosine Transform |
Review Exercises - Chapter 30 |
Unit Six: Matrix Algebra
Introduction - Unit Six |
Introduction - Chapter 31 |
|
Section 31.1 |
The Algebra and Geometry of Vectors |
Section 31.2 |
Inner and Dot Products |
Section 31.3 |
The Cross-Product |
Review Exercises - Chapter 31 |
Chapter 32: Change of Coordinates
Introduction - Chapter 32 |
|
Section 32.1 |
Change of Basis |
Section 32.2 |
Rotations and Orthogonal Matrices |
Section 32.3 |
Change of Coordinates |
Section 32.4 |
Reciprocal Bases and Gradient Vectors |
Section 32.5 |
Gradient Vectors and the Covariant Transformation Law |
Review Exercises - Chapter 32 |
Chapter 33: Matrix Computations
Introduction - Chapter 33 |
|
Section 33.1 |
Summary |
Section 33.2 |
Projections |
Section 33.3 |
The Gram-Schmidt Orthogonalization Process |
Section 33.4 |
Quadratic Forms |
Section 33.5 |
Vector and Matrix Norms |
Section 33.6 |
Least Squares |
Review Exercises - Chapter 33 |
Chapter 34: Matrix Factorization
Introduction - Chapter 34 |
|
Section 34.1 |
LU Decomposition |
Section 34.2 |
PJP-1 and Jordan Canonical Form |
Section 34.3 |
QR Decomposition |
Section 34.4 |
QR Algorithm for Finding Eigenvalues |
Section 34.5 |
SVD, The Singular Value Decomposition |
Section 34.6 |
Minimum-Length Least-Squares Solution, and the Pseudoinverse |
Review Exercises - Chapter 34 |
Unit Seven: Complex Variables
Introduction - Unit Seven |
Introduction - Chapter 35 |
|
Section 35.1 |
Complex Numbers |
Section 35.2 |
The Function w = f(z) = z2 |
Section 35.3 |
The Function w = f(z) = z3 |
Section 35.4 |
The Exponential Function |
Section 35.5 |
The Complex Logarithm |
Section 35.6 |
Complex Exponents |
Section 35.7 |
Trigonometric and Hyperbolic Functions |
Section 35.8 |
Inverses of Trigonometric and Hyperbolic Functions |
Section 35.9 |
Differentiation and the Cauchy-Riemann Equations |
Section 35.10 |
Analytic and Harmonic Functions |
Section 35.11 |
Integration |
Section 35.12 |
Series in Powers of z |
Section 35.13 |
The Calculus of Residues |
Review Exercises - Chapter 35 |
Introduction - Chapter 36 |
|
Section 36.1 |
Evaluation of Integrals |
Section 36.2 |
The Laplace Transform |
Section 36.3 |
Fourier Series and the Fourier Transform |
Section 36.4 |
The Root Locus |
Section 36.5 |
The Nyquist Stability Criterion |
Section 36.6 |
Conformal Mapping |
Section 36.7 |
The Joukowski Map |
Section 36.8 |
Solving the Dirichlet Problem by Conformal Mapping |
Section 36.9 |
Planar Fluid Flow |
Section 36.10 |
Conformal Mapping of Elementary Flows |
Review Exercises - Chapter 36 |
Unit Eight: Numerical Methods
Introduction - Unit Eight |
Chapter 37: Equations in One Variable - Preliminaries
Introduction - Chapter 37 |
|
Section 37.1 |
Accuracy and Errors |
Section 37.2 |
Rate of Convergence |
Review Exercises - Chapter 37 |
Chapter 38: Equations in One Variable - Methods
Introduction - Chapter 38 |
|
Section 38.1 |
Fixed-Point Iteration |
Section 38.2 |
The Bisection Method |
Section 38.3 |
Newton-Raphson Iteration |
Section 38.4 |
The Secant Method |
Section 38.5 |
Muller's Method |
Review Exercises - Chapter 38 |
Chapter 39: Systems of Equations
Introduction - Chapter 39 |
|
Section 39.1 |
Gaussian Arithmetic |
Section 39.2 |
Condition Numbers |
Section 39.3 |
Iterative Improvement |
Section 39.4 |
The Method of Jacobi |
Section 39.5 |
Gauss-Seidel Iteration |
Section 39.6 |
Relaxation and SOR |
Section 39.7 |
Iterative Methods for Nonlinear Systems |
Section 39.8 |
Newton's Iteration for Nonlinear Systems |
Review Exercises - Chapter 39 |
Introduction - Chapter 40 |
|
Section 40.1 |
Lagrange Interpolation |
Section 40.2 |
Divided Differences |
Section 40.3 |
Chebyshev Interpolation |
Section 40.4 |
Spline Interpolation |
Section 40.5 |
Bezier Curves |
Review Exercises - Chapter 40 |
Chapter 41: Approximation of Continuous Functions
Introduction - Chapter 41 |
|
Section 41.1 |
Least-Squares Approximation |
Section 41.2 |
Pade Approximations |
Section 41.3 |
Chebyshev Approximation |
Section 41.4 |
Chebyshev-Pade and Minimax Approximations |
Review Exercises - Chapter 41 |
Chapter 42: Numeric Differentiation
Introduction - Chapter 42 |
|
Section 42.1 |
Basic Formulas |
Section 42.2 |
Richardson Extrapolation |
Review Exercises - Chapter 42 |
Chapter 43: Numeric Integration
Introduction - Chapter 43 |
|
Section 43.1 |
Methods from Elementary Calculus |
Section 43.2 |
Recursive Trapezoid Rule and Romberg Integration |
Section 43.3 |
Gauss-Legendre Quadrature |
Section 43.4 |
Adaptive Quadrature |
Section 43.5 |
Iterated Integrals |
Review Exercises - Chapter 43 |
Chapter 44: Approximation of Discrete Data
Introduction - Chapter 44 |
|
Section 44.1 |
Least-Squares Regression Line |
Section 44.2 |
The General Linear Model |
Section 44.3 |
The Role of Orthogonality |
Section 44.4 |
Nonlinear Least Squares |
Review Exercises - Chapter 44 |
Chapter 45: Numerical Calculation of Eigenvalues
Introduction - Chapter 45 |
|
Section 45.1 |
Power Methods |
Section 45.2 |
Householder Reflections |
Section 45.3 |
QR Decomposition via Householder Reflections |
Section 45.4 |
Upper Hessenberg Form, Givens Rotations, and the Shifted QR-Algorithm |
Section 45.5 |
The Generalized Eigenvalue Problem |
Review Exercises - Chapter 45 |
Unit Nine: Calculus of Variations
Introduction - Unit Nine |
Introduction - Chapter 46 |
|
Section 46.1 |
Motivational Examples |
Section 46.2 |
Direct Methods |
Section 46.3 |
The Euler-Lagrange Equation |
Section 46.4 |
First Integrals |
Section 46.5 |
Derivation of the Euler-lagrange Equation |
Section 46.6 |
Transversality Conditions |
Section 46.7 |
Derivation of the Transversality Conditions |
Section 46.8 |
Three Generalizations |
Review Exercises - Chapter 46 |
Chapter 47: Constrained Optimization
Introduction - Chapter 47 |
|
Section 47.1 |
Application of Lagrange Multipliers |
Section 47.2 |
Queen Dido's Problem |
Section 47.3 |
Isoperimetric Problems |
Section 47.4 |
The Hanging Chain |
Section 47.5 |
A Variable-Endpoint Problem |
Section 47.6 |
Differential Constraints |
Review Exercises - Chapter 47 |
Chapter 48: Variational Mechanics
Introduction - Chapter 48 |
|
Section 48.1 |
Hamilton's Principle |
Section 48.2 |
The Simple Pendulum |
Section 48.3 |
A Compound Pendulum |
Section 48.4 |
The Spherical Pendulum |
Section 48.5 |
Pendulum with Oscillating Support |
Section 48.6 |
Legendre and Extended Legendre Transformations |
Section 48.7 |
Hamilton's Canonical Equations |
Review Exercises - Chapter 48 |