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Differential Equations An Introduction to Modern Methods and Applications

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    Differential Equations An Introduction to Modern Methods and Applications







    Introduction

    Mathematical Models, Solutions, and Direction Fields

    Linear Equations: Method of Integrating Factors

    Numerical Approximations: Euler’s Method

    Classification of Differential Equations



    First Order Differential Equations


    Separable Equations

    Modeling with First Order Equations

    Differences Between Linear and Nonlinear Equations

    Autonomous Equations and Population Dynamics

    Exact Equations and Integrating Factors

    Accuracy of Numerical Methods

    Improved Euler and Runge–Kutta Methods



    Projects

    P.1 Harvesting a Renewable Resource

    P.2 Designing a Drip Dispenser for a Hydrology Experiment

    P.3 A Mathematical Model of a Groundwater Contaminant Source

    P.4 Monte Carlo Option Pricing: Pricing Financial Options by

    Flipping a Coin



    Systems of Two First Order Equations

    Systems of Two Linear Algebraic Equations

    Systems of Two First Order Linear Differential Equations

    Homogeneous Linear Systems with Constant Coefficients

    Complex Eigenvalues

    Repeated Eigenvalues

    A Brief Introduction to Nonlinear Systems

    Numerical Methods for Systems of First Order Equations


    Projects

    P.1 Eigenvalue-Placement Design of a Satellite Attitude

    Control System

    P.2 Estimating Rate Constants for an Open Two-Compartment

    Model

    P.3 The Ray Theory of Wave Propagation

    P.4 A Blood-Brain Pharmacokinetic Model



    Second Order Linear Equations

    Definitions and Examples

    Theory of Second Order Linear Homogeneous Equations

    Linear Homogeneous Equations with Constant Coefficients

    Mechanical and Electrical Vibrations

    Nonhomogeneous Equations; Method of Undetermined Coefficients

    Forced Vibrations, Frequency Response, and Resonance

    Variation of Parameters



    Projects

    P.1 A Vibration Insulation Problem

    P.2 Linearization of a Nonlinear Mechanical System

    P.3 A Spring-Mass Event Problem

    P.4 Uniformly Distributing Points on a Sphere

    P.5 Euler–Lagrange Equations



    The Laplace Transform

    Definition of the Laplace Transform

    Properties of the Laplace Transform

    The Inverse Laplace Transform

    Solving Differential Equations with Laplace Transforms

    Discontinuous Functions and Periodic Functions

    Differential Equations with Discontinuous Forcing Functions

    Impulse Functions

    Convolution Integrals and Their Applications

    Linear Systems and Feedback Control

    Projects

    P.1 An Electric Circuit Problem

    P.2 Effects of Pole Locations on Step Responses of Second

    Order Systems

    P.3 The Watt Governor, Feedback Control, and Stability




    Systems of First Order Linear Equations


    Definitions and Examples

    Basic Theory of First Order Linear Systems

    Homogeneous Linear Systems with Constant Coefficients

    Nondefective Matrices with Complex Eigenvalues

    Fundamental Matrices and the Exponential of a Matrix

    Nonhomogeneous Linear Systems

    Defective Matrices

    Projects

    P.1 A Compartment Model of Heat Flow in a Rod

    P.2 Earthquakes and Tall Buildings

    P.3 Controlling a Spring-Mass System to Equilibrium




    Nonlinear Differential Equations and Stability


    Autonomous Systems and Stability

    Almost Linear Systems

    Competing Species

    Predator–Prey Equations

    Periodic Solutions and Limit Cycles

    Chaos and Strange Attractors: The Lorenz Equations



    Projects

    P.1 Modeling of Epidemics

    P.2 Harvesting in a Competitive Environment

    P.3 The Ro¨ ssler System



    Matrices and Linear Algebra


    A.1 Matrices

    A.2 Systems of Linear Algebraic Equations,

    Linear Independence,and Rank

    A.3 Determinants and Inverses

    A.4 The Eigenvalue Problem



    B Complex Variables


    ANSWERS TO SELECTED PROBLEMS

    REFERENCES

    PHOTO CREDITS

    INDEX



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