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 | |