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Ordinary Differential Equations

ISBN: 978-1-118-23002-2
544 pages
February 2012
Ordinary Differential Equations (1118230027) cover image
Features a balance between theory, proofs, and examples and provides applications across diverse fields of study

Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory.

Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps and provides all the necessary details. Topical coverage includes:

  • First-Order Differential Equations

  • Higher-Order Linear Equations

  • Applications of Higher-Order Linear Equations

  • Systems of Linear Differential Equations

  • Laplace Transform

  • Series Solutions

  • Systems of Nonlinear Differential Equations

In addition to plentiful exercises and examples throughout, each chapter concludes with a summary that outlines key concepts and techniques. The book's design allows readers to interact with the content, while hints, cautions, and emphasis are uniquely featured in the margins to further help and engage readers.

Written in an accessible style that includes all needed details and steps, Ordinary Differential Equations is an excellent book for courses on the topic at the upper-undergraduate level. The book also serves as a valuable resource for professionals in the fields of engineering, physics, and mathematics who utilize differential equations in their everyday work.

 

An Instructors Manual is available upon request. Email sfriedman@wiley.com for information. There is also a Solutions Manual available. The ISBN is 9781118398999.

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Preface viii

1. First-Order Differential Equations 1

1.1 Motivation and Overview 1

1.2 Linear First-Order Equations 11

1.3 Applications of Linear First-Order Equations 24

1.4 Nonlinear First-Order Equations That Are Separable 43

1.5 Existence and Uniqueness 50

1.6 Applications of Nonlinear First-Order Equations 59

1.7 Exact Equations and Equations That Can Be Made Exact 71

1.8 Solution by Substitution 81

1.9 Numerical Solution by Euler’s Method 87

2. Higher-Order Linear Equations 99

2.1 Linear Differential Equations of Second Order 99

2.2 Constant-Coefficient Equations 103

2.3 Complex Roots 113

2.4 Linear Independence; Existence, Uniqueness, General Solution 118

2.5 Reduction of Order 128

2.6 Cauchy-Euler Equations 134

2.7 The General Theory for Higher-Order Equations 142

2.8 Nonhomogeneous Equations 149

2.9 Particular Solution by Undetermined Coefficients 155

2.10 Particular Solution by Variation of Parameters 163

3. Applications of Higher-Order Equations 173

3.1 Introduction 173

3.2 Linear Harmonic Oscillator; Free Oscillation 174

3.3 Free Oscillation with Damping 186

3.4 Forced Oscillation 193

3.5 Steady-State Diffusion; A Boundary Value Problem 202

3.6 Introduction to the Eigenvalue Problem; Column Buckling 211

4. Systems of Linear Differential Equations 219

4.1 Introduction, and Solution by Elimination 219

4.2 Application to Coupled Oscillators 230

4.3 N-Space and Matrices 238

4.4 Linear Dependence and Independence of Vectors 247

4.5 Existence, Uniqueness, and General Solution 253

4.6 Matrix Eigenvalue Problem 261

4.7 Homogeneous Systems with Constant Coefficients 270

4.8 Dot Product and Additional Matrix Algebra 283

4.9 Explicit Solution of x’ = Ax and the Matrix Exponential Function 297

4.10 Nonhomogeneous Systems 307

5. Laplace Transform 317

5.1 Introduction 317

5.2 The Transform and Its Inverse 319

5.3 Applications to the Solution of Differential Equations 334

5.4 Discontinuous Forcing Functions; Heaviside Step Function 347

5.5 Convolution 358

5.6 Impulsive Forcing Functions; Dirac Delta Function 366

6. Series Solutions 379

6.1 Introduction 379

6.2 Power Series and Taylor Series 380

6.3 Power Series Solution About a Regular Point 387

6.4 Legendre and Bessel Equations 395

6.5 The Method of Frobenius 408

7. Systems of Nonlinear Differential Equations 423

7.1 Introduction 423

7.2 The Phase Plane 424

7.3 Linear Systems 435

7.4 Nonlinear Systems 447

7.5 Limit Cycles 463

7.6 Numerical Solution of Systems by Euler’s Method 468

Appendix A. Review of Partial Fraction Expansions 479

Appendix B. Review of Determinants 483

Appendix C. Review of Gauss Elimination 491

Appendix D. Review of Complex Numbers and the Complex Plane 497

Answers to Exercises 501 

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MICHAEL D. GREENBERG, PhD, is Professor Emeritus of Mechanical Engineering at the University of Delaware where he teaches courses on engineering mathematics and is a three-time recipient of the University of Delaware Excellence in Teaching Award. Greenberg's research has emphasized vortex methods in aerodynamics and hydrodynamics.
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An Instructor's Manual is available upon request through the Editorial Department. Contact Sari Friedman at sfriedman@wiley.com
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“It is clearly written, well illustrated and it could be useful for applied mathematicians, physicists, engineers and other related professionals and also for students who are interested in the applications of ordinary differential equations.”  (Zentralblatt MATH, 1 June 2013)

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