Ordinary Differential Equations (Ode's) / Part A: |
First-Order ODE's / Chapter 1: |
Second Order Linear ODE's / Chapter 2: |
Higher Order Linear ODE's / Chapter 3: |
Systems of ODE's Phase Plane, Qualitative Methods / Chapter 4: |
Series Solutions of ODE's Special Functions / Chapter 5: |
Laplace Transforms / Chapter 6: |
Linear Algebra, Vector Calculus / Part B: |
Linear Algebra: Matrices, Vectors, Determinants: Linear Systems / Chapter 7: |
Linear Algebra: Matrix Eigenvalue Problems / Chapter 8: |
Vector Differential Calculus: Grad, Div, Curl / Chapter 9: |
Vector Integral Calculus: Integral Theorems / Chapter 10: |
Fourier Analysis, Partial Differential Equations / Part C: |
Fourier Series, Integrals, and Transforms / Chapter 11: |
Partial Differential Equations (PDE 's) / Chapter 12: |
Complex Numbers and Functions / Chapter 13: |
Complex Integration / Chapter 14: |
Power Series, Taylor Series / Chapter 15: |
Laurent Series: Residue Integration / Chapter 16: |
Conformal Mapping / Chapter 17: |
Complex Analysis and Potential Theory / Chapter 18: |
Numerical Analysis Software / Part E: |
Numerics in General / Chapter 19: |
Numerical Linear Algebra / Chapter 20: |
Numerics for ODE 's and PDE 's / Chapter 21: |
Optimization, Graphs / Part F: |
Unconstrained Optimization: Linear Programming / Chapter 22: |
Graphs, Combinatorial Optimization / Chapter 23: |
Probability / Part G: |
Statistics |
Data Analysis / Chapter 24: |
Probability Theory |
Mathematical Statistics / Chapter 25: |
References / Appendix 1: |
Answers to Odd-Numbered Problems / Appendix 2: |
Auxiliary Material / Appendix 3: |
Additional Proofs / Appendix 4: |
Tables / Appendix 5: |
Index |
Ordinary Differential Equations (ODEs) |
First-Order ODEs |
Basic Concepts. Modeling / 1.1: |
Geometric Meaning of y' = f(x, y). Direction Fields / 1.2: |
Separable ODEs. Modeling / 1.3: |
Exact ODEs. Integrating Factors / 1.4: |
Linear ODEs. Bernoulli Equation. Population Dynamics / 1.5: |
Orthogonal Trajectories. Optional / 1.6: |
Existence and Uniqueness of Solutions / 1.7: |
Chapter 1 Review Questions and Problems |
Summary of Chapter 1 |
Second-Order Linear ODEs |
Homogeneous Linear ODEs of Second Order / 2.1: |
Homogeneous Linear ODEs with Constant Coefficients / 2.2: |
Differential Operators. Optional / 2.3: |
Modeling: Free Oscillations. (Mass-Spring System) / 2.4: |
Euler-Cauchy Equations / 2.5: |
Existence and Uniqueness of Solutions. Wronskian / 2.6: |
Nonhomogeneous ODEs / 2.7: |
Modeling: Forced Oscillations. Resonance / 2.8: |
Modeling: Electric Circuits / 2.9: |
Solution by Variation of Parameters / 2.10: |
Chapter 2 Review Questions and Problems |
Summary of Chapter 2 |
Higher Order Linear ODEs |
Homogeneous Linear ODEs / 3.1: |
Nonhomogeneous Linear ODEs / 3.2: |
Chapter 3 Review Questions and Problems |
Summary of Chapter 3 |
Systems of ODEs. Phase Plane. Qualitative Methods |
Basics of Matrices and Vectors / 4.0: |
Systems of ODEs as Models / 4.1: |
Basic Theory of Systems of ODEs / 4.2: |
Constant-Coefficient Systems. Phase Plane Method / 4.3: |
Criteria for Critical Points. Stability / 4.4: |
Qualitative Methods for Nonlinear Systems / 4.5: |
Nonhomogeneous Linear Systems of ODEs / 4.6: |
Chapter 4 Review Questions and Problems |
Summary of Chapter 4 |
Series Solutions of ODEs. Special Functions |
Power Series Method / 5.1: |
Theory of the Power Series Method / 5.2: |
Legendre's Equation. Legendre Polynomials P[subscript n](x) / 5.3: |
Frobenius Method / 5.4: |
Bessel's Equation. Bessel Functions J[subscript v](x) / 5.5: |
Bessel Functions of the Second Kind Y[subscript v](x) / 5.6: |
Sturm-Liouville Problems. Orthogonal Functions / 5.7: |
Orthogonal Eigenfunction Expansions / 5.8: |
Chapter 5 Review Questions and Problems |
Summary of Chapter 5 |
Laplace Transform. Inverse Transform. Linearity. s-Shifting / 6.1: |
Transforms of Derivatives and Integrals. ODEs / 6.2: |
Unit Step Function. t-Shifting / 6.3: |
Short Impulses. Dirac's Delta Function. Partial Fractions / 6.4: |
Convolution. Integral Equations / 6.5: |
Differentiation and Integration of Transforms / 6.6: |
Systems of ODEs / 6.7: |
Laplace Transform: General Formulas / 6.8: |
Table of Laplace Transforms / 6.9: |
Chapter 6 Review Questions and Problems |
Summary of Chapter 6 |
Linear Algebra. Vector Calculus |
Linear Algebra: Matrices, Vectors, Determinants, Linear Systems |
Matrices, Vectors: Addition and Scalar Multiplication / 7.1: |
Matrix Multiplication / 7.2: |
Linear Systems of Equations. Gauss Elimination / 7.3: |
Linear Independence. Rank of a Matrix. Vector Space / 7.4: |
Solutions of Linear Systems: Existence, Uniqueness / 7.5: |
For Reference: Second- and Third-Order Determinants / 7.6: |
Determinants. Cramer's Rule / 7.7: |
Inverse of a Matrix. Gauss-Jordan Elimination / 7.8: |
Vector Spaces, Inner Product Spaces. Linear Transformations. Optional / 7.9: |
Chapter 7 Review Questions and Problems |
Summary of Chapter 7 |
Eigenvalues, Eigenvectors / 8.1: |
Some Applications of Eigenvalue Problems / 8.2: |
Symmetric, Skew-Symmetric, and Orthogonal Matrices / 8.3: |
Eigenbases. Diagonalization. Quadratic Forms / 8.4: |
Complex Matrices and Forms. Optional / 8.5: |
Chapter 8 Review Questions and Problems |
Summary of Chapter 8 |
Vector Differential Calculus. Grad, Div, Curl |
Vectors in 2-Space and 3-Space / 9.1: |
Inner Product (Dot Product) / 9.2: |
Vector Product (Cross Product) / 9.3: |
Vector and Scalar Functions and Fields. Derivatives / 9.4: |
Curves. Arc Length. Curvature. Torsion / 9.5: |
Calculus Review: Functions of Several Variables. Optional / 9.6: |
Gradient of a Scalar Field. Directional Derivative / 9.7: |
Divergence of a Vector Field / 9.8: |
Curl of a Vector Field / 9.9: |
Chapter 9 Review Questions and Problems |
Summary of Chapter 9 |
Vector Integral Calculus. Integral Theorems |
Line Integrals / 10.1: |
Path Independence of Line Integrals / 10.2: |
Calculus Review: Double Integrals. Optional / 10.3: |
Green's Theorem in the Plane / 10.4: |
Surfaces for Surface Integrals / 10.5: |
Surface Integrals / 10.6: |
Triple Integrals. Divergence Theorem of Gauss / 10.7: |
Further Applications of the Divergence Theorem / 10.8: |
Stokes's Theorem / 10.9: |
Chapter 10 Review Questions and Problems |
Summary of Chapter 10 |
Fourier Analysis. Partial Differential Equations (PDEs) |
Fourier Series / 11.1: |
Functions of Any Period p = 2L / 11.2: |
Even and Odd Functions. Half-Range Expansions / 11.3: |
Complex Fourier Series. Optional / 11.4: |
Forced Oscillations / 11.5: |
Approximation by Trigonometric Polynomials / 11.6: |
Fourier Integral / 11.7: |
Fourier Cosine and Sine Transforms / 11.8: |
Fourier Transform. Discrete and Fast Fourier Transforms / 11.9: |
Tables of Transforms / 11.10: |
Chapter 11 Review Questions and Problems |
Summary of Chapter 11 |
Partial Differential Equations (PDEs) |
Basic Concepts / 12.1: |
Modeling: Vibrating String, Wave Equation / 12.2: |
Solution by Separating Variables. Use of Fourier Series / 12.3: |
D'Alembert's Solution of the Wave Equation. Characteristics / 12.4: |
Heat Equation: Solution by Fourier Series / 12.5: |
Heat Equation: Solution by Fourier Integrals and Transforms / 12.6: |
Modeling: Membrane, Two-Dimensional Wave Equation / 12.7: |
Rectangular Membrane. Double Fourier Series / 12.8: |
Laplacian in Polar Coordinates. Circular Membrane. Fourier-Bessel Series / 12.9: |
Laplace's Equation in Cylindrical and Spherical Coordinates. Potential / 12.10: |
Solution of PDEs by Laplace Transforms / 12.11: |
Chapter 12 Review Questions and Problems |
Summary of Chapter 12 |
Complex Analysis / Part D: |
Complex Numbers. Complex Plane / 13.1: |
Polar Form of Complex Numbers. Powers and Roots / 13.2: |
Derivative. Analytic Function / 13.3: |
Cauchy-Riemann Equations. Laplace's Equation / 13.4: |
Exponential Function / 13.5: |
Trigonometric and Hyperbolic Functions / 13.6: |
Logarithm. General Power / 13.7: |
Chapter 13 Review Questions and Problems |
Summary of Chapter 13 |
Line Integral in the Complex Plane / 14.1: |
Cauchy's Integral Theorem / 14.2: |
Cauchy's Integral Formula / 14.3: |
Derivatives of Analytic Functions / 14.4: |
Chapter 14 Review Questions and Problems |
Summary of Chapter 14 |
Sequences, Series, Convergence Tests / 15.1: |
Power Series / 15.2: |
Functions Given by Power Series / 15.3: |
Taylor and Maclaurin Series / 15.4: |
Uniform Convergence. Optional / 15.5: |
Chapter 15 Review Questions and Problems |
Summary of Chapter 15 |
Laurent Series. Residue Integration |
Laurent Series / 16.1: |
Singularities and Zeros. Infinity / 16.2: |
Residue Integration Method / 16.3: |
Residue Integration of Real Integrals / 16.4: |
Chapter 16 Review Questions and Problems |
Summary of Chapter 16 |
Geometry of Analytic Functions: Conformal Mapping / 17.1: |
Linear Fractional Transformations / 17.2: |
Special Linear Fractional Transformations / 17.3: |
Conformal Mapping by Other Functions / 17.4: |
Riemann Surfaces. Optional / 17.5: |
Chapter 17 Review Questions and Problems |
Summary of Chapter 17 |
Electrostatic Fields / 18.1: |
Use of Conformal Mapping. Modeling / 18.2: |
Heat Problems / 18.3: |
Fluid Flow / 18.4: |
Poisson's Integral Formula for Potentials / 18.5: |
General Properties of Harmonic Functions / 18.6: |
Chapter 18 Review Questions and Problems |
Summary of Chapter 18 |
Numeric Analysis |
Software |
Introduction / 19.1: |
Solution of Equations by Iteration / 19.2: |
Interpolation / 19.3: |
Spline Interpolation / 19.4: |
Numeric Integration and Differentiation / 19.5: |
Chapter 19 Review Questions and Problems |
Summary of Chapter 19 |
Numeric Linear Algebra |
Linear Systems: Gauss Elimination / 20.1: |
Linear Systems: LU-Factorization, Matrix Inversion / 20.2: |
Linear Systems: Solution by Iteration / 20.3: |
Linear Systems: Ill-Conditioning, Norms / 20.4: |
Least Squares Method / 20.5: |
Matrix Eigenvalue Problems: Introduction / 20.6: |
Inclusion of Matrix Eigenvalues / 20.7: |
Power Method for Eigenvalues / 20.8: |
Tridiagonalization and QR-Factorization / 20.9: |
Chapter 20 Review Questions and Problems |
Summary of Chapter 20 |
Numerics for ODEs and PDEs |
Methods for First-Order ODEs / 21.1: |
Multistep Methods / 21.2: |
Methods for Systems and Higher Order ODEs / 21.3: |
Methods for Elliptic PDEs / 21.4: |
Neumann and Mixed Problems. Irregular Boundary / 21.5: |
Methods for Parabolic PDEs / 21.6: |
Method for Hyperbolic PDEs / 21.7: |
Chapter 21 Review Questions and Problems |
Summary of Chapter 21 |
Unconstrained Optimization. Linear Programming |
Basic Concepts. Unconstrained Optimization / 22.1: |
Linear Programming / 22.2: |
Simplex Method / 22.3: |
Simplex Method: Difficulties / 22.4: |
Chapter 22 Review Questions and Problems |
Summary of Chapter 22 |
Graphs. Combinatorial Optimization |
Graphs and Digraphs / 23.1: |
Shortest Path Problems. Complexity / 23.2: |
Bellman's Principle. Dijkstra's Algorithm / 23.3: |
Shortest Spanning Trees: Greedy Algorithm / 23.4: |
Shortest Spanning Trees: Prim's Algorithm / 23.5: |
Flows in Networks / 23.6: |
Maximum Flow: Ford-Fulkerson Algorithm / 23.7: |
Bipartite Graphs. Assignment Problems / 23.8: |
Chapter 23 Review Questions and Problems |
Summary of Chapter 23 |
Probability, Statistics |
Data Analysis. Probability Theory |
Data Representation. Average. Spread / 24.1: |
Experiments, Outcomes, Events / 24.2: |
Permutations and Combinations / 24.3: |
Random Variables. Probability Distributions / 24.5: |
Mean and Variance of a Distribution / 24.6: |
Binomial, Poisson, and Hypergeometric Distributions / 24.7: |
Normal Distribution / 24.8: |
Distributions of Several Random Variables / 24.9: |
Chapter 24 Review Questions and Problems |
Summary of Chapter 24 |
Introduction. Random Sampling / 25.1: |
Point Estimation of Parameters / 25.2: |
Confidence Intervals / 25.3: |
Testing Hypotheses. Decisions / 25.4: |
Quality Control / 25.5: |
Acceptance Sampling / 25.6: |
Goodness of Fit. x[superscript 2]-Test / 25.7: |
Nonparametric Tests / 25.8: |
Regression. Fitting Straight Lines. Correlation / 25.9: |
Chapter 25 Review Questions and Problems |
Summary of Chapter 25 |
Formulas for Special Functions / A3.1: |
Partial Derivatives / A3.2: |
Sequences and Series / A3.3: |
Grad, Div, Curl, [down triangle, open] [superscript 2] in Curvilinear Coordinates / A3.4: |
Photo Credits |