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A self-contained text for an introductory course, this volume places strong emphasis on physical applications. Key elements of differential equations and linear algebra are introduced early and are consistently referenced, all theorems are proved using elementary methods, and numerous worked-out examples appear throughout. The highly readable text approaches calculus from the student's viewpoint and points out potential stumbling blocks before they develop. A collection of more than 1,600 problems ranges from exercise material to exploration of new points of theory — many of the answers are found at the end of the book; some of them worked out fully so that the entire process can be followed. This well-organized, unified text is copiously illustrated, amply cross-referenced, and fully indexed.

Celebrated mathematician Shlomo Sternberg, a pioneer in the field of dynamical systems, created this modern one-semester introduction to the subject for his classes at Harvard University. Its wide-ranging treatment covers one-dimensional dynamics, differential equations, random walks, iterated function systems, symbolic dynamics, and Markov chains. Supplementary materials offer a variety of online components, including PowerPoint lecture slides for professors and MATLAB exercises.'Even though there are many dynamical systems books on the market, this book is bound to become a classic. The theory is explained with attractive stories illustrating the theory of dynamical systems, such as the Newton method, the Feigenbaum renormalization picture, fractal geometry, the Perron-Frobenius mechanism, and Google PageRank.'— Oliver Knill, PhD, Preceptor of Mathematics, Harvard University.

The hundreds of applications of Hill's equation in engineering and physics range from mechanics and astronomy to electric circuits, electric conductivity of metals, and the theory of the cyclotron. New applications are continually being discovered and theoretical advances made since Liapounoff established the equation's fundamental importance for stability problems in 1907. Brief but thorough, this volume offers engineers and mathematicians a complete orientation to the subject.'Hill's equation'connotes the class of homogeneous, linear, second order differential equations with real, periodic coefficients. This two part treatment encompasses the most pertinent, necessary information; only the theory's elementary facts are proved in full, with minimal use of sophisticated mathematics. Part I explains the basic theory: Floquet's theorem, characteristic values and intervals of stability, analytic properties of the discriminant, infinite determinants, asymptotic behavior of the characteristic values, theorems of Liapounoff and Borg, and related topics. Part II examines numerous details: elementary formulas, oscillatory solutions, intervals of stability and instability, discriminant, coexistence, and examples. Particular attention is given to stability problems and to the question of coexistence of periodic solutions.Although intended for professional mathematicians and engineers, the volume is written so clearly and vigorously that it can be recommended for graduate students and advanced undergraduates.

Second volume of a highly regarded two-volume set, fully usable on its own, examines physical systems that can usefully be modeled by equations of the first order. Examples are drawn from a wide range of scientific and engineering disciplines. The book begins with a consideration of pairs of quasilinear hyperbolic equations of the first order and goes on to explore multicomponent chromatography, complications of counter-current moving-bed adsorbers, the adiabatic adsorption column, and chemical reaction in countercurrent reactors. Exercises appear at the end of most sections. Accessible to anyone with a thorough grounding in undergraduate mathematics — ideally including volume 1 of this set. 1989 edition. 198 black-and-white illustrations. Author and subject indices.

This accessible introduction to global analysis begins with a basic discussion of finite-dimensional differential manifolds. A Professor of Mathematics at the University of Minnesota, author Donald W. Kahn has geared his treatment toward advanced undergraduates and graduate students. Starting with those aspects that flow from the usual advanced calculus, he proceeds to proofs of versions of the Whitney embedding theorem, the theorem of Sard on the measure of the set of critical values, and the transversality lemma of Thom.With the foundations set, the text turns to examinations of the tangent bundle to a manifold and the general theory of vector bundles. A study of differential operators on manifolds follows, including the algebra of differential forms, Stokes'theorem, the Poincaré lemma, and the basic definition of deRham cohomology. Additional topics include infinite-dimensional manifolds, Morse theory, Lie groups, dynamical systems, and the roles of singularities and catastrophes. Each chapter concludes with a selection of problems and projects.

Elementary and self-contained, this heterogeneous collection of results on partial differential equations employs certain elementary identities for plane and spherical integrals of an arbitrary function, showing how a variety of results on fairly general differential equations follow from those identities. The first chapter deals with the decomposition of arbitrary functions into functions of the type of plane waves. Succeeding chapters introduce the first application of the Radon transformation and examine the solution of the initial value problem for homogeneous hyperbolic equations with constant coefficients and the problem of determining a function from its integrals over spheres of radius 1. 1955 edition.

Based on his extensive experience as an educator, F. G. Tricomi wrote this practical and concise teaching text to offer a clear idea of the problems and methods of the theory of differential equations. The treatment is geared toward advanced undergraduates and graduate students and addresses only questions that can be resolved with rigor and simplicity.Starting with a consideration of the existence and uniqueness theorem, the text advances to the behavior of the characteristics of a first-order equation, boundary problems for second-order linear equations, asymptotic methods, and differential equations in the complex field. The author discusses only ordinary differential equations, excluding coverage of the methods of integration and stressing the importance of reading the properties of the integrals directly from the equations. An extensive bibliography and helpful indexes conclude the text.

This book is the first general introduction to stability of ordinary and functional differential equations by means of fixed point techniques. It contains an extensive collection of new and classical examples worked in detail and presented in an elementary manner. Most of this text relies on three principles: a complete metric space, the contraction mapping principle, and an elementary variation of parameters formula. The material is highly accessible to upper-level undergraduate students in the mathematical sciences, as well as working biologists, chemists, economists, engineers, mathematicians, physicists, and other scientists using differential equations. It also introduces many research problems that promise to remain of ongoing interest.

This self-contained text is directed to graduate students with some previous exposure to classical partial differential equations. Readers can attain a quick familiarity with various abstract points of view in partial differential equations, allowing them to read the literature and begin thesis work. The author's detailed presentation requires no prior knowledge of many mathematical subjects and illustrates the methods'applicability to the solution of interesting differential problems.The treatment emphasizes existence-uniqueness theory as a topic in functional analysis and examines abstract evolution equations and ordinary differential equations with operator coefficients. A concluding chapter on global analysis develops some basic geometrical ideas essential to index theory, overdetermined systems, and related areas. In addition to exercises for self-study, the text features a thorough bibliography. Appendixes cover topology and fixed-point theory in addition to Banach algebras, analytic functional calculus, fractional powers of operators, and interpolation theory.

The phase-integral method in mathematics, also known as the Wentzel-Kramers-Brillouin (WKB) method, is the focus of this introductory treatment. Author John Heading successfully steers a course between simplistic and rigorous approaches to provide a concise overview for advanced undergraduates and graduate students in mathematics and physics. Since the number of applications is vast, the text considers only a brief selection of topics and emphasizes the method itself rather than detailed applications. The process, once derived, is shown to be one of essential simplicity that involves merely the application of certain well-defined rules. Starting with a historical survey of the problem and its solutions, subjects include the Stokes phenomenon, one and two transition points, and applications to physical problems. An appendix and bibliography conclude the text.

This book was written to help mathematics students and those in the physical sciences learn modern mathematical techniques for setting up and analyzing problems. The mathematics used is rigorous, but not overwhelming, while the authors carefully model physical situations, emphasizing feedback among a beginning model, physical experiments, mathematical predictions, and the subsequent refinement and reevaluation of the physical model itself. Chapter 1 begins with a discussion of various physical problems and equations that play a central role in applications. The following chapters take up the theory of partial differential equations, including detailed discussions of uniqueness, existence, and continuous dependence questions, as well as techniques for constructing conclusions. Specifically, Chapters 2 through 6 deal with problems in one spatial dimension. Chapter 7 is a detailed introduction to the theory of integral equations; then Chapters 8 through 12 treat problems in more spatial variables. Each chapter begins with a discussion of problems that can be treated by elementary means, such as separation of variables or integral transforms, and which lead to explicit, analytical representations of solutions. The minimal mathematical prerequisites for a good grasp of the material in this book are a course in advanced calculus, or an advanced course in science or engineering, and a basic exposure to matrix methods. Students of mathematics, physics, engineering, and other disciplines will find here an excellent guide to mathematical problem-solving techniques with a broad range of applications. For this edition the authors have provided a new section of Solutions and Hints to selected Problems. Suggestions for further reading complete the text.

Intended for a college senior or first-year graduate-level course in partial differential equations, this text offers students in mathematics, engineering, and the applied sciences a solid foundation for advanced studies in mathematics. Classical topics presented in a modern context include coverage of integral equations and basic scattering theory. This complete and accessible treatment includes a variety of examples of inverse problems arising from improperly posed applications. Exercises at the ends of chapters, many with answers, offer a clear progression in developing an understanding of this essential area of mathematics. 1988 edition.

The field of partial differential equations is an extremely important component of modern mathematics. It has great intrinsic beauty and virtually unlimited applications. This book, written for graduate-level students, grew out of a series of lectures the late Professor Petrovsky gave at Moscow State University. The first chapter uses physical problems to introduce the subjects and explains its division into hyperbolic, elliptic, and parabolic partial differential equations. Each of these three classes of equations is dealt with in one of the remaining three chapters of the book in a manner that is at once rigorous, transparent, and highly readable.Petrovsky was a leading figure in Russian mathematics responsible for many advances in the field of partial differential equations. In these masterly lectures, his commentary and discussion of various aspects of the problems under consideration will prove valuable in deepening students'understanding and appreciation of these problems.

Excellent introductory text focuses on complex numbers, determinants, orthonormal bases, symmetric and hermitian matrices, first order non-linear equations, linear differential equations, Laplace transforms, Bessel functions, more. Includes 48 black-and-white illustrations. Exercises with solutions. Index.

The theory of ordinary differential equations in real and complex domains is here clearly explained and analyzed. Not only classical theory, but also the main developments of modern times are covered. Exhaustive sections on the existence and nature of solutions, continuous transformation groups, the algebraic theory of linear differential systems, and the solution of differential equations by contour integration are as valuable to the pure mathematician as the fine treatment of the equations of Legendre, Bessel, and Mathieu, the conditions for the oscillatory character of solutions of a differential equation, and the relation between a linear differential system and an integral equation are to the engineer and the physicist.Partial contents: real domain (elementary methods of integration, the existence and nature of solutions, continuous transformation-groups, linear differential equations-the general theory, with constant coefficients, solutions, algebraic theory, Sturmian theory, and later developments); complex domain (existence theorems, equations of first order, non-linear equations of higher order, solutions, systems, classifications of linear equations, oscillation theorems).'Highly recommended.'— Electronics Industries.'Deserves the highest praise.'— Bulletin, American Mathematical Society.

This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of basic theory and selected topics with a book of applications.The first part explores Markov processes and Brownian motion; the stochastic integral and stochastic differential equations; elliptic and parabolic partial differential equations and their relations to stochastic differential equations; the Cameron-Martin-Girsanov theorem; and asymptotic estimates for solutions. The section concludes with a look at recurrent and transient solutions.Volume 2 begins with an overview of auxiliary results in partial differential equations, followed by chapters on nonattainability, stability and spiraling of solutions; the Dirichlet problem for degenerate elliptic equations; small random perturbations of dynamical systems; and fundamental solutions of degenerate parabolic equations. Final chapters examine stopping time problems and stochastic games and stochastic differential games. Problems appear at the end of each chapter, and a familiarity with elementary probability is the sole prerequisite.

Easy-to-use text examines principal method of solving partial differential equations, 1st-order systems, computation methods, and much more. Over 600 exercises, with answers for many. Ideal for a 1-semester or full-year course.

This three-part treatment of partial differential equations focuses on elliptic and evolution equations. Largely self-contained, it concludes with a series of independent topics directly related to the methods and results of the preceding sections that helps introduce readers to advanced topics for further study. Geared toward graduate and postgraduate students of mathematics, this volume also constitutes a valuable reference for mathematicians and mathematical theorists.Starting with the theory of elliptic equations and the solution of the Dirichlet problem, the text develops the theory of weak derivatives, proves various inequalities and imbedding problems, and derives smoothness theorems. Part Two concerns evolution equations in Banach space and develops the theory of semigroups. It solves the initial-boundary value problem for parabolic equations and covers backward uniqueness, asymptotic behavior, and lower bounds at infinity. The final section includes independent topics directly related to the methods and results of the previous material, including the analyticity of solutions of elliptic and parabolic equations, asymptotic behavior of solutions of elliptic equations near infinity, and problems in the theory of control in Banach space.

Geared toward students of applied rather than pure mathematics, this volume introduces elements of partial differential equations. Its focus is primarily upon finding solutions to particular equations rather than general theory.Topics include ordinary differential equations in more than two variables, partial differential equations of the first and second orders, Laplace's equation, the wave equation, and the diffusion equation. A helpful Appendix offers information on systems of surfaces, and solutions to the odd-numbered problems appear at the end of the book. Readers pursuing independent study will particularly appreciate the worked examples that appear throughout the text.

This book's discussion of a broad class of differential equations will appeal to professionals as well as graduate students. Beginning with the structure of the solution space and the stability and periodic properties of linear ordinary and Volterra differential equations, the text proceeds to an extensive collection of applied problems. The background for and application to differential equations of the fixed-point theorems of Banach, Brouwer, Browder, Horn, Schauder, and Tychonov are examined, in addition to those of the asymptotic fixed-point theorems. The text concludes with a unified presentation of the basic stability and periodicity theory for nonlinear ordinary and functional differential equations.

This first volume of a highly regarded two-volume text is fully usable on its own. After going over some of the preliminaries, the authors discuss mathematical models that yield first-order partial differential equations; motivations, classifications, and some methods of solution; linear and semilinear equations; chromatographic equations with finite rate expressions; homogeneous and nonhomogeneous quasilinear equations; formation and propagation of shocks; conservation equations, weak solutions, and shock layers; nonlinear equations; and variational problems. Exercises appear at the end of most sections. This volume is geared to advanced undergraduates or first-year grad students with a sound understanding of calculus and elementary ordinary differential equations. 1986 edition. 189 black-and-white illustrations. Author and subject indices.

This popular text was created for a one-year undergraduate course or beginning graduate course in partial differential equations, including the elementary theory of complex variables. It employs a framework in which the general properties of partial differential equations, such as characteristics, domains of independence, and maximum principles, can be clearly seen. The only prerequisite is a good course in calculus.Incorporating many of the techniques of applied mathematics, the book also contains most of the concepts of rigorous analysis usually found in a course in advanced calculus. These techniques and concepts are presented in a setting where their need is clear and their application immediate. Chapters I through IV cover the one-dimensional wave equation, linear second-order partial differential equations in two variables, some properties of elliptic and parabolic equations and separation of variables, and Fourier series. Chapters V through VIII address nonhomogeneous problems, problems in higher dimensions and multiple Fourier series, Sturm-Liouville theory, and general Fourier expansions and analytic functions of a complex variable. The last four chapters are devoted to the evaluation of integrals by complex variable methods, solutions based on the Fourier and Laplace transforms, and numerical approximation methods. Numerous exercises are included throughout the text, with solutions at the back.

This book has been widely acclaimed for its clear, cogent presentation of the theory of partial differential equations, and the incisive application of its principal topics to commonly encountered problems in the physical sciences and engineering. It was developed and tested at Purdue University over a period of five years in classes for advanced undergraduate and beginning graduate students in mathematics, engineering and the physical sciences.The book begins with a short review of calculus and ordinary differential equations, then moves on to explore integral curves and surfaces of vector fields, quasi-linear and linear equations of first order, series solutions and the Cauchy Kovalevsky theorem. It then delves into linear partial differential equations, examines the Laplace, wave and heat equations, and concludes with a brief treatment of hyperbolic systems of equations.Among the most important features of the text are the challenging problems at the end of each section which require a wide variety of responses from students, from providing details of the derivation of an item presented to solving specific problems associated with partial differential equations. Requiring only a modest mathematical background, the text will be indispensable to those who need to use partial differential equations in solving physical problems. It will provide as well the mathematical fundamentals for those who intend to pursue the study of more advanced topics, including modern theory.

This classic text on integral equations by the late Professor F. G. Tricomi, of the Mathematics Faculty of the University of Turin, Italy, presents an authoritative, well-written treatment of the subject at the graduate or advanced undergraduate level. To render the book accessible to as wide an audience as possible, the author has kept the mathematical knowledge required on the part of the reader to a minimum; a solid foundation in differential and integral calculus, together with some knowledge of the theory of functions is sufficient. The book is divided into four chapters, with two useful appendices, an excellent bibliography, and an index. A section of exercises enables the student to check his progress. Contents include Volterra Equations, Fredholm Equations, Symmetric Kernels and Orthogonal Systems of Functions, Types of Singular or Nonlinear Integral Equations, and more. Professor Tricomi has presented the principal results of the theory with sufficient generality and mathematical rigor to facilitate theoretical applications. On the other hand, the treatment is not so abstract as to be inaccessible to physicists and engineers who need integral equations as a basic mathematical tool. In fact, most of the material in this book falls into an analytical framework whose content and methods are already traditional.

Most physical phenomena, whether in the domain of fluid dynamics, electricity, magnetism, mechanics, optics, or heat flow, can be described in general by partial differential equations. Indeed, such equations are crucial to mathematical physics. Although simplifications can be made that reduce these equations to ordinary differential equations, nevertheless the complete description of physical systems resides in the general area of partial differential equations.This highly useful text shows the reader how to formulate a partial differential equation from the physical problem (constructing the mathematical model) and how to solve the equation (along with initial and boundary conditions). Written for advanced undergraduate and graduate students, as well as professionals working in the applied sciences, this clearly written book offers realistic, practical coverage of diffusion-type problems, hyperbolic-type problems, elliptic-type problems, and numerical and approximate methods. Each chapter contains a selection of relevant problems (answers are provided) and suggestions for further reading.