CONTENTS

Preface vii

Chapter 1

Introduction 1
1.1 1.2 1.3 1.4 Some Basic Mathematical Models; Direction Fields 1 Solutions of Some Differential Equations 9 Classication of Differential Equations 17 Historical Remarks 23

Chapter 2

First Order Differential Equations 29

2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 Linear Equations with Variable Coefcients 29 Separable Equations 40 Modeling with First Order Equations 47 Differences Between Linear and Nonlinear Equations 64 Autonomous Equations and Population Dynamics 74 Exact Equations and Integrating Factors 89 Numerical Approximations: Eulers Method 96 The Existence and Uniqueness Theorem 105 First Order Difference Equations 115

Chapter 3

Second Order Linear Equations 129

3.1 3.2 3.3 3.4 3.5 3.6 3.7 3.8 3.9 Homogeneous Equations with Constant Coefcients 129 Fundamental Solutions of Linear Homogeneous Equations 137 Linear Independence and the Wronskian 147 Complex Roots of the Characteristic Equation 153 Repeated Roots; Reduction of Order 160 Nonhomogeneous Equations; Method of Undetermined Coefcients 169 Variation of Parameters 179 Mechanical and Electrical Vibrations 186 Forced Vibrations 200

Chapter 4

Higher Order Linear Equations 209

4.1 4.2 General Theory of nth Order Linear Equations 209 Homogeneous Equations with Constant Coefents 214

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4.3 4.4 The Method of Undetermined Coefcients 222 The Method of Variation of Parameters 226

Chapter 5

Series Solutions of Second Order Linear Equations 231

5.1 5.2 5.3 5.4 5.5 5.6 5.7 5.8 Review of Power Series 231 Series Solutions near an Ordinary Point, Part I 238 Series Solutions near an Ordinary Point, Part II 249 Regular Singular Points 255 Euler Equations 260 Series Solutions near a Regular Singular Point, Part I 267 Series Solutions near a Regular Singular Point, Part II 272 Bessels Equation 280

Chapter 6

The Laplace Transform 293

6.1 6.2 6.3 6.4 6.5 6.6 Denition of the Laplace Transform 293 Solution of Initial Value Problems 299 Step Functions 310 Differential Equations with Discontinuous Forcing Functions 317 Impulse Functions 324 The Convolution Integral 330

Chapter 7

Systems of First Order Linear Equations 339

7.1 7.2 7.3 7.4 7.5 7.6 7.7 7.8 7.9 Introduction 339 Review of Matrices 348 Systems of Linear Algebraic Equations; Linear Independence, Eigenvalues, Eigenvectors 357 Basic Theory of Systems of First Order Linear Equations 368 Homogeneous Linear Systems with Constant Coefcients 373 Complex Eigenvalues 384 Fundamental Matrices 393 Repeated Eigenvalues 401 Nonhomogeneous Linear Systems 411

Chapter 8

Numerical Methods 419

8.1 8.2 The Euler or Tangent Line Method 419 Improvements on the Euler Method 430

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8.3 8.4 8.5 8.6 The RungeKutta Method 435 Multistep Methods 439 More on Errors; Stability 445 Systems of First Order Equations 455

Contents

Chapter 9

Nonlinear Differential Equations and Stability 459

9.1 9.2 9.3 9.4 9.5 9.6 9.7 9.8 The Phase Plane; Linear Systems 459 Autonomous Systems and Stability 471 Almost Linear Systems 479 Competing Species 491 PredatorPrey Equations 503 Liapunovs Second Method 511 Periodic Solutions and Limit Cycles 521 Chaos and Strange Attractors; the Lorenz Equations 532

Chapter 10

Partial Differential Equations and Fourier Series 541

10.1 10.2 10.3 10.4 10.5 10.6 10.7 10.8 Two-Point Boundary Valve Problems 541 Fourier Series 547 The Fourier Convergence Theorem 558 Even and Odd Functions 564 Separation of Variables; Heat Conduction in a Rod 573 Other Heat Conduction Problems 581 The Wave Equation; Vibrations of an Elastic String 591 Laplaces Equation 604 Appendix A. Derivation of the Heat Conduction Equation 614 Appendix B. Derivation of the Wave Equation 617

Chapter 11

Boundary Value Problems and SturmLiouville Theory 621

11.1 11.2 11.3 11.4 11.5 The Occurrence of Two Point Boundary Value Problems 621 SturmLiouville Boundary Value Problems 629 Nonhomogeneous Boundary Value Problems 641 Singular SturmLiouville Problems 656 Further Remarks on the Method of Separation of Variables: A Bessel Series Expansion 663 11.6 Series of Orthogonal Functions: Mean Convergence 669 Answers to Problems 679 Index 737