KREYSZIG 2248 LA =e] aa HA setPart A. Ordinary Differential Equations Chapter 1 First-Order Differential Equations. ... 1.1 Basic Concepts and Ideas, 2 1.2 Geometrical Meaning of y’ = f(x, y). Direction Fields, 3 13. Separable Differential Equations, 6 1.4 Modeling: Separable Equations, 7 1.5 Exact Differential Equations. Integrating Factors, 9 1.6 Linear Differential Equations. Bernoulli Equation, 12 1.7 Modeling: Electric Circuits, 14 1.8 Orthogonal Trajectories of Curves. Optional, 15 1.9 Existence and Uniqueness of Solutions. Picard Iteration, 16 Chapter Review, ¥7 Chapter 2 Linear Differential Equations of Second and Higher Order ..........00ceecceeceeeeee 2.1 Homogeneous Linear Equations of Second Order, 22 2.2 Second-Order Homogeneous Equations with Constant Coefficients, 23 2.3 Case of Complex Roots. Complex Exponential Function, 24 24 Differential Operators. Optional, 25 2.5 Modeling: Free Oscillations (Mass-Spring System), 25 2.6 Euler-Cauchy Equation, 26 2.7 Existence and Uniqueness Theory. Wronskian, 27 2.8 Nonhomogeneous Equations, 28 29 — Solution by Undetermined Coefficients, 29 2.10 Solution by Variation of Parameters, 32 2.11 Modeling: Forced Oscillations. Resonance, 33 2.12 Modeling of Electric Circuits, 34 2.13 Higher Order Linear Differential Equations, 36 2.14 Higher Order Homogeneous Equations with Constant Coefficients, 37 2.15 Higher Order Nonhomogeneous Equations, 38 Chapter Review, 42 Chapter 3 Systems of Differential Equations, Phase Plane, Qualitative Methods............eeceeeeceeeeeeeee 4S 3.1 Introductory Examples, 46 3.3 Homogeneous Systems with Constant Coefficients. Phase Plane, Critical Points, 47 3.4 Criteria for Critical Points. Stability, 50 3.5 Qualitative Methods for Nonlinear Systems, $1 3.6 Nonhomogeneous Linear Systems, 52 Chapter Review, 54 Chapter 4 Series Solutions of Differential Equations. Special Functions 4.1 Power Series Method, 60 4.2 Theory of the Power Series Method, 60 See teen so)Part B. 4.3 Legendre's Equation, Legendre Polynomials P,(x), 63 4.4 Frobenius Method, 64 4.5 Bessel’s Equation, Bessel Functions J,(x), 68 4.6 Bessel Functions of the Second Kind ¥,(x), 70 4,7 Sturm-Liouville Problems. Orthogonal Functions, 72 4.8 Orthogonal Eigenfunction Expansions, 73 Chapter Review, 75 Chapter 5 Laplace Transforms. .. ee 5.1 Laplace Transform. Inverse Transform. Linearity. Shifting, 80 5.2 Transforms of Derivatives and Integrals. Differential Equations, 81 5.3. Unit Step Function. Second Shifting Theorem. Dirac’s Delta Function, 84 5.4 _ Differentiation and Integration of Transforms, 85 5.5 Convolution. Integral Equations, 85 5.6 Partial Fractions. Differential Equations, 86 5.7 Systems of Differential Equations, 88 Chapter Review, 93 Linear Algebra, Vector Calculus Chapter 6 Linear Algebra: Matrices, Vectors, Determinants. Linear Systems of Equations . 5 97 6.1 Basic Concepts. Matrix Addition, Scalar Multiplication, 98 6.2 Matrix Multiplication, 100 6.3 Linear Systems of Equations. Gauss Elimination, 102 64 Rank of a Matrix. Linear Independence. Vector Space, 105 66 Determinants. Cramer’s Rule, 108 6.7 Inverse of a Matrix. Gauss—Jordan Elimination, 110 68 Vector Spaces, Inner Product Spaces, Linear Transformations. Optional, 113 Chapter Review, 116 Chapter 7 Linear Algebra: Matrix Eigenvalue Problems .......... 120 TA Eigenvalues, Eigenvectors, 121 7.2. Some Applications of Eigenvalue Problems, 123 7.3 Symmetric, Skew-Symmetric, and Orthogonal Matrices, 125 7.4 Complex Matrices: Hermitian, Skew-Hermitian, Unitary, 126 15 Similarity of Matrices. Basis of Eigenvectors. Diagonalization, 128 Chapter Review, 131 Chapter 8 Vector Differential Calculus. Grad, Div, Curl........... 135 8.1 Vector Algebra in 2-Space and 3-Space, 136 8.2 Inner Product (Dot Product), 137 8&3 Vector Product (Cross Product), 138 8.4 Vector and Scalar Functions and Fields. Derivatives, 141 8.5 Curves. Tangents. Arc Length, 144 8.6 Curves in Mechanics. Velocity and Acceleration, 150 8.7 Curvature and Torsion of a Curve. Optional, 152 8.8 Review from Calculus in Several Variables. Optional, 153 8.9 Gradient of a Scalar Field. Directional Derivative, 154 8.10 Divergence of a Vector Field, 155 8.11 Curl of a Vector Field, 157 Chapter Review, 158Part C. Part D. Chapter 9 Vector Integral Calculus. Integral Theorems ......... ++ 161 9.1 Line Integrals, 162 9.2 Line Integrals Independent of Path, 163 9.3. From Calculus: Double Integrals. Optional, 165 9.4 Green’s Theorem in the Plane, 167 9.5 Surfaces for Surface Integrals, 168 9.6 Surface Integrals, 170 9.7 Triple Integrals. Divergence Theorem of Gauss, 173 9.8 Further Applications of the Divergence Theorem, 174 9.9 Stokes's Theorem, 176 Chapter Review, 178 Fourier Analysis and Partial Differential Equations Chapter 10 Fourier Series, Integrals, and Transforms .. 10.1 Periodic Functions. Trigonometric Series, 184 10.2. Fourier Series, 185 10.3. Functions of Any Period p ~ 2L, 186 10.4 Even and Odd Functions. Half-Range Expansions, 188 10.5 Complex Fourier Series, Optional, 189 10.6 Forced Oscillations, 189 10.7 Approximation by Trigonometric Polynomials, 190 10.8 Fourier Integrals, 191 10.9 Fourier Cosine and Sine Transforms, 193 10.10 Fourier Transform, 194 Chapter Review, 195 Chapter 11 Partial Differential Equations. ......... fe 11.1 Basic Concepts, 198 11.3 Separation of Variables. Use of Fourier Series, 199 11.4 D'Alembert’s Solution of the Wave Equation, 200 11.5 Heat Equation: Solution by Fourier Series, 201 11.6 Heat Equation: Solution by Fourier Integrals and Transforms, 202 11.8 Rectangular Membrane. Use of Double Fourier Series, 203 11.9 Laplacian in Polar Coordinates, 204 11.10 Circular Membrane, Use of FourierBessel Series, 205 11.11 Laplace's Equation in Cylindrical and Spherical Coordinates. Potential, 206 11.12 Solution by Laplace Transforms, 208 Chapter Review, 209 Complex Analysis Chapter 12 Complex Numbers and Functions. Conformal Mapping. 12.1 Complex Numbers. Complex Plane, 214 12.2 Polar Form of Complex Numbers. Powers and Roots, 215 12.3. Derivative. Analytic Function, 216 12.4 Cauchy-Riemann Equations. Laplace’s Equation, 217 12.5 Geometry of Analytic Functions: Conformal Mapping, 218 12.6 Exponential Function, 220 12.7 Trigonometric Functions, Hyperbolic Functions, 222 12.8 Logarithm. General Power, 224Part E. 12.9 Linear Fractional Transformations. Optional, 225 12.10 Riemann Surfaces. Optional, 226 Chapter Review, 226 Chapter 13 Complex Integration .......0.6..0.0ceceseeeeeeee 231 13.1 Line Integral in the Complex Plane, 232 13.2 Cauchy's Integral ‘Theorem, 233 13.3. Cauchy's Integral Formula, 234 13.4 Derivatives of Analytic Functions, 234 Chapter Review, 235 Chapter 14 Power Series, Taylor Series ..........00000eceeeeee 237 14.1 Sequences, Series, Convergence Tests, 238 14.2 Power Series, 238 14.3 Functions Given by Power Series, 239 144 Taylor Series and Maclaurin Series, 239 14.5 Uniform Convergence. Optional, 241 Chapter Review, 241 Chapter 15 Laurent Series, Residue Integration 15.1 Laurent Series, 244 15.2. Singularities and Zeros. Infinity, 244 15.3. Residue Integration Method, 245 15.4 Evaluation of Real Integrals, 246 Chapter Review, 247 Chapter 16 Complex Analysis Applied to Potential Theory........ . 249 16.1 Electrostatic Fields, 250 16.2 Use of Conformal Mapping, 250 16.3. Heat Problems, 251 16.4 Fluid Flow, 251 16.5 Poisson's Integral Formula, 253 16.6 General Properties of Harmonic Functions, 253 Chapter Review, 254 Numerical Methods Chapter 17 Numerical Methods in General......... 17.1 Introduction: Floating Point. Round-off, Error Propagation, et 17.2 Solution of Equations by Iteration, 259 17.3. Interpolation, 261 17.4 Splines, 263 17.5 Numerical Integration and Differentiation, 265 Chapter Review, 266 Chapter Summary, 884 Chapter 18 Numerical Methods in Linear Algebra... . 18.1 Linear Systems: Gauss Elimination, 270 18.2 Linear Systems: LU-Factorization, Matrix Inversion, 270 18.3 Linear Systems: Solution by Iteration, 271 18.4 Linear Systems: Ill-Conditioning, Norms, 273 18.5 Method of Least Squares, 274 18.7 Inclusion of Matrix Eigenvalues, 276 18.8 Eigenvalues by Iteration (Power Method), 277 18.9 Tridiagonalization and QR-Factorization, 279Part F. Part G. Chapter Review, 281 Chapter 19 Numerical Methods for Differential Equations......... 283 19.1 Methods for First-Order Differential Equations, 284 19.2 Multistep Methods, 286 19.3 Methods for Systems and Higher Order Equations, 288 19.4 Methods for Elliptic Partial Differential Equations, 289 19.5 Neumann and Mixed Problems. Inegular Boundary, 291 19.6 Methods for Parabolic Equations, 292 19.7 Methods for Hyperbolic Equations, 293 Chapter Review, 294 Optimization, Graphs Chapter 20 Unconstrained Optimization, Linear Programming ... . . 299 20.1 Basic Concepts. Unconstrained Optimization, 300 20.2 Linear Programming, 301 20.3 Simplex Method, 302 20.4 Simplex Method: Degeneracy, Difficulties in Starting, 304 Chapter Review, 306 Chapter 21 Graphs and Combinatorial Optimization ..... eesti 309 21.1 Graphs and Digraphs, 310 21.2. Shortest Path Problems. Complexity, 311 21.3 Bellman's Optimality Principle. Dijkstra’s Algorithm, 312 21.4 Shortest Spanning Trees. Kruskal's Greedy Algorithm, 313 21.5 Prim’s Algorithm for Shortest Spanning Trees, 314 21.6 Networks. Flow Augmenting Paths, 316 21.7, Ford-Fulkerson Algorithm for Maximum Flow, 316 21.8 Assignment Problems. Bipartite Matching, 317 Chapter Review, 318 Probability and Statistics Chapter 22 Data Analysis. Probability Theory ...... Peasant 32 22.1 Data: Representation, Average, Spread, 322 22.2 Experiments, Outcomes, Events, 324 22.3 Probability, 325 22.4 Permutations and Combinations, 325 22.5 Random Variables, Probability Distributions, 326 22.6 Mean and Variance of a Distribution, 327 22.7 Binomial, Poisson, and Hypergeometric Distributions, 328 22.8 Normal Distribution, 329 22.9 Distributions of Several Random Variables, 330 Chapter Review, 330 Chapter 23 Mathematical Statistics...........0000s0eeeeee eee 333 23.2 Estimation of Parameters, 334 23.3 Confidence Intervals, 334 234 Testing of Hypotheses, Decisions, 335 23.5 Quality Control, 336 23.6 Acceptance Sampling, 336 23.7 Goodness of Fit. x*-Test, 337 23.8 Nonparametric Tests, 33823.9 Regression Analysis. Fitting Straight Lines, 339 Chapter Review, 339CHAPTER 1 First-Order Differential Equations In this chapter we begin our program of studying ordinary differential equations and their applications. This includes the derivation of differential equations from physical or other problems (modeling), the solution of these equations by methods of practical importance, and the interpretation of the results and their graphs in terms of a given problem, We also discuss the questions of existence and uniqueness of solutions. We start with the simplest equations. These are called differential equations of the first order because they involve only the first derivative of the unknown function. Our usual notation for the unknown function will be y(x) or y(2). Numerical methods for these equations follow in Secs. totally independent of other sections in Chap: afier this chapter. 19.1 and 19.2, which are 17-19, and can be taken up immediately Prerequisite for this chapter: integral calculus. Sections that may be omitted in a shorter course: 1.7-1.9. References: Appendix 1, Part A. Answers to Problems: Appendix 2.10. uw, 12, 1.1. Basic Concepts and Ideas ¥=fx-tas vs fdr +e Y= meek 4 222 y ty =a? —2 y = ~asinz + bcos2 wf" = ~acosz ~ bsinz,y" *(ocosz + bsinz) + e-#(—asine + bcos) =e“ {(b~a)cosz~ (a +8)sinz} ¥" = ~e-*{(b—a) cos z~(a+8)sinz} +e-*{(a— 8)sinz ~ (a+b) cosz} "+ 2y +2y=0 SUF E04 sal 2? +9? = 12 ze vlteel 25+ 2yy/ = 08 dey + StF ohh JEW ENG A 29h ve OF BAF AZ, Bet hy =051 0 aed, Pay a1e 2 yy = 09) 4 Prylace Vert yy =08 SUF Eta Sol 42! + ay = 08 ded. F = Oy = 18 24494 = cof asta c= 1 3. y= 2ee~* 0 = 0.4 M4 15. BF OLE Leh 2yy/ 4x =1.2, GEOMETRICAL MEANING OF »/ = {(e,y)DIRECTION FIELDS 2 17, SRF EWA ta 2+ By! =0, c= 2+ 18, £7] 826} y(a) = Oel@ c= a? 2 Hpeict. | 19, & = kyjk = -14-10-M seco] 22 y = ce¥to} # vi cel, B= cele shel WRbIE te — ad a, FSA wl dead = cMarheey In? _ ln? = =? = 2 pottsec = 1600 do-n=-32 i Ms 20. ches) be yet she B= hye Uae lowes m2 ind He P| = a ue Bek = ~Sedey & O.19250)x. BSE y(t) = e-E gram 3} daye|32 £713] y(0) = Le}e}) SRE PES FE y(1) = e919 x 0.8248 Qe We Fe y(965) = enolst095 3.2548 - 1077 2. Wale 2, UF Be Ve ve de ZOU See y= ese Be Ut. NIE B6e A TUE BE ge 17 LzpI7t 3.6x0.01 Def Ud HE gw 11000 FATE AALS BIE SIA Ach. 22. y =o y=Sy d= Aas ot? +y(0) TIES SAle 28. 100= Ig Bed 1 44(&), 200 = oS Bel tai) 24. y= vel MIZE yf = kyeyo ee} y(z) cel $ Uae = Ud (F AFAy = yoo Zc = yw, t= 180009 fy = Bone 2 = yoe'80008 o = lag. 2 = wo aed k= — 582, 8000) = yo Hp ge? = BE 2%. 1WOUES ABLE BOM yo = Saez 13 = 5.30% 2 ej p= BUS/58) _ 993 ol Aa Asks 180 Fs) VRS Aabstey(180) 5.3¢0 08380 — 11547) YEE dm oleh BE ab ot eh. 2alz2 Malthuss! 7134 $7} BEE FAG AHA Ph WAZ UFR SA FS Bale We 2 Yad WH) 26. UE york Gall alte rz Brice ESI WY 21 Mel Gal = yo yor = wll +r) EA FH $81 Mel Wa = wo tr) + yo + rr = oll +r)? eal al 21 Me] Ya soll +r)FT yo + Aer = yo(l +7) daily compounding of sth 2 # Me] UA ‘u(S) = 1000[1 + (0.08/365)]° w 1491.8 continuous compounding 4] 9}@ 9 4 42] yal (8) = 10006°-°8 Sy 1491.8 249} 34217} heh 2 ASEM BAAD Yea SHE 1.2. Geometrical Meaning of / = f(z,y)-Direction Fields 2.Vireseccccccesenee| [if eecereesecessernaseinitill i HAL a a ary nn ery aan ee a visite raveasnsndy 10, uy 2 1, FIRST-ORDER DIFPERERTIAL EQUATIONS seeeient seein eee eet A AYYAV NVA AARC Wet TRS Sera MARRS ee13, 4 16. a. 1.2. GEOMETRICAL MEANING OF ! = f{2,)DIRECTION FrBLDS ® Fae HAVES vbae HERO = Tol BASAE 5(0) = 191d. AE 5() = VEFT Latte tay? direction field? Teva, &7/2A4 BAe] BE 7} 3.136) 7A AEA Y + seh. (3.13=V98) aig 1g 3a As Vel 109) Seay + SHEE Biel F058 Fel HE 31LE VIA dade Ut sc. Feat 2Ue v=H3.13 SAA, ‘Huila 2e direction field. 18, 19, 20% VITITTLTATTATTT TAD | YELLE LLL O OolBz gala} SrA oleh. (ches direction fieldel = Be atch) solution curve FE 4¥4/7tS] 44lHz S ap Fad $292 UF ae. Asesssanny ELLQwnwnnny EEasasssnnny Vales exacts FH) ole BHD BE as) Aaa ae tel he Te 49 AAS Agee Gf FAG APT UE. direction field 223RERS oY AAU RY AA Belh = Zola Beh aE og Mate AS tea Bled. computer °]-§-8 direction field Fhe s}1Ql wi, ¢]2} packages matlabo.g 221% example & edly = sy 44)1. FIRST-ORDER DIFFERERTIAL EQUATIONS Ceylemeahgrid(-3:0.8:3); vite yi zat. /agrt(ttyt.” 2); yonyt./sgrt (ey. 2); quiver (x,y,22,y2,0.5,".") aaeeras SSSssyyet 1.3. Separable Differential Equations 1. pagelS example22] AAG BBape Alaa By Be EAS WASS Eols aU As seh 252 2 BE, ydy = ~25ede fuev Teer v= Bette (aa) S poo Warctan( F ig) Ate y= 10tan(~ * eae ag (2 =u reels) yomutsu wetusmtsu(! sualgea y =u'rt+u) 10, nL. 2 13, “a 1S, / Leu wetusttn, favs [SZ In |z| +e, Ee inle|+e, y= 2(In|z| +c) 1 Youthvetusuyt dz? [ote [%, 2 anpsite = 227(inf2| +c) (y te = vB y +4 =0/) Outi aes aig jaretan(5) Eto, v= 2tan(2z +c) y = 2tan(2z +c) — Sh- Jes foove= fo cosy= Ete [vav=- fats, 2 a +y a4 (wale 2a) w/e ~[%= fF, -iyi=mn +e [E= fF ai = m+ aa +e [4 frcsnes ae 5S -2r4enF 4216 ¥, 18, 14, MODELING:SEPARABLE EQUATIONS et Y= Bet De s2 dy 1 tt = fade, darctan(ay) =2 +6 re fed matte) + = ftan@e te), y= bran(2n y= jtanQe te), y= Ftan(22) dy _f_de sin?y ~ J cosh? Seoty’= tanh et & —coty = tanh 2 Pre = foe ae, tor 21 2, = ut 32%cos* a wee ut 325 cos? uw, w! 1x? cos? uw [osteten es me nae tan(2) = 29-1 CINPEIEIIL. utasece sin(Z) -1 23, 24, 26. ‘ yond desuntee! {%. Z lulu? +4] =Inja| +e ext, (Bt 44=207 wide tty 28 ABs We cS oleate! vt tomy algebe v +2 1-2 dec. (b) ay =e} ae o] a (c) y= are] QUE “Rey =a & Ved. (a) (st el eae (9) 7187} = yf 41 O81 77 yf =a et ad ose asad. . (©) 919) family of curves € th42] differential equation ©¢ Reshed BES}. (EU 2 tA ea) aa 1.4. Modeling:Separable Equations ehbe v! = ky, u(1) = 2y(0) Ba, ys cel! cet = 2B Hey k= In2 y= celntt sin? 3u Fe arate} So 2 = om VUE alte AGES Fe AGES ash Ba, SSE v= 10-400, o1Biale 9 = 10+ Ste] Sieh. SORES kms BEF ol HES, 2000 = 10-50 -+ 250%) AUe-z o1¥e} 3000 = Soo f VE 000 1A SE 1 = 10420050 = 70 (metar/ee) HSS Sete, Gale Aleke, 2000 = 10t+ Ee SEH 4548 BALE oF FEL 104 15x BE page 1914} y(t) = yoekt, k= 45.4 = 78.1 (meter/sec) eeasm eu ie (21GE¢ 0) olgaiel s= 18, wee ecled Ade £m) BU AGE 9 = 9.8m/sec®S mahalo} Veta, = alp ale_p a=t—9, v= 5 ot = 18 —Soene, eB AAehe 2 676 (m) 0.000321 ~3000%0.000121 5» 0.716 sg 10000) nase, 71.6% AAHE they’ = ky, y= ceM 4 Bah7/7t 10012. =z