Preface (With Important Information for the Reader) |
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I The Basics |
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1 | (34) |
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1 The Starting Point: Basic Concepts and Terminology |
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3 | (18) |
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1.1 Differential Equations: Basic Definitions and Classifications |
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3 | (5) |
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1.2 Why Care About Differential Equations? Some Illustrative Examples |
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8 | (6) |
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14 | (3) |
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17 | (4) |
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2 Integration and Differential Equations |
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21 | (14) |
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2.1 Directly-Integrable Equations |
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21 | (2) |
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2.2 On Using Indefinite Integrals |
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23 | (1) |
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2.3 On Using Definite Integrals |
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24 | (4) |
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2.4 Integrals of Piecewise-Defined Functions |
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28 | (4) |
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32 | (3) |
II First-Order Equations |
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35 | (208) |
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3 Some Basics about First-Order Equations |
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37 | (28) |
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3.1 Algebraically Solving for the Derivative |
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37 | (2) |
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3.2 Constant (or Equilibrium) Solutions |
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39 | (3) |
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3.3 On the Existence and Uniqueness of Solutions |
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42 | (2) |
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3.4 Confirming the Existence of Solutions (Core Ideas) |
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44 | (3) |
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3.5 Details in the Proof of Theorem 3.1 |
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47 | (11) |
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3.6 On Proving Theorem 3.2 |
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58 | (1) |
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3.7 Appendix: A Little Multivariable Calculus |
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59 | (4) |
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63 | (2) |
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4 Separable First-Order Equations |
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65 | (28) |
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65 | (5) |
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70 | (5) |
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4.3 Explicit Versus Implicit Solutions |
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75 | (2) |
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4.4 Full Procedure for Solving Separable Equations |
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77 | (1) |
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4.5 Existence, Uniqueness, and False Solutions |
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78 | (3) |
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4.6 On the Nature of Solutions to Differential Equations |
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81 | (2) |
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4.7 Using and Graphing Implicit Solutions |
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83 | (5) |
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4.8 On Using Definite Integrals with Separable Equations |
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88 | (2) |
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90 | (3) |
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5 Linear First-Order Equations |
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93 | (12) |
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93 | (3) |
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5.2 Solving First-Order Linear Equations |
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96 | (4) |
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5.3 On Using Definite Integrals with Linear Equations |
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100 | (2) |
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5.4 Integrability, Existence and Uniqueness |
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102 | (1) |
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103 | (2) |
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6 Simplifying Through Substitution |
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105 | (12) |
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105 | (2) |
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107 | (3) |
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6.3 Homogeneous Equations |
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110 | (3) |
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113 | (1) |
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114 | (3) |
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7 The Exact Form and General Integrating Factors |
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117 | (26) |
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117 | (2) |
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7.2 The Exact Form, Defined |
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119 | (2) |
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7.3 Solving Equations in Exact Form |
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121 | (6) |
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7.4 Testing for Exactness - Part I |
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127 | (2) |
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7.5 "Exact Equations": A Summary |
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129 | (1) |
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7.6 Converting Equations to Exact Form |
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130 | (7) |
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7.7 Testing for Exactness - Part II |
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137 | (4) |
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141 | (2) |
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8 Review Exercises for Part of Part II |
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143 | (2) |
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9 Slope Fields: Graphing Solutions Without the Solutions |
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145 | (32) |
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9.1 Motivation and Basic Concepts |
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145 | (2) |
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147 | (5) |
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9.3 Observing Long-Term Behavior in Slope Fields |
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152 | (6) |
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9.4 Problem Points in Slope Fields, and Issues of Existence and Uniqueness |
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158 | (7) |
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165 | (7) |
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172 | (5) |
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10 Numerical Methods I: The Euler Method |
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177 | (20) |
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10.1 Deriving the Steps of the Method |
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177 | (3) |
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10.2 Computing via the Euler Method (Illustrated) |
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180 | (3) |
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10.3 Using the Results of the Method |
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183 | (2) |
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185 | (2) |
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10.5 Error Analysis for the Euler Method |
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187 | (6) |
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193 | (4) |
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11 The Art and Science of Modeling with First-Order Equations |
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197 | (24) |
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197 | (1) |
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198 | (3) |
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11.3 Exponential Growth and Decay |
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201 | (3) |
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11.4 The Rabbit Ranch, Again |
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204 | (3) |
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11.5 Notes on the Art and Science of Modeling |
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207 | (4) |
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211 | (3) |
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11.7 Simple Thermodynamics |
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214 | (1) |
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215 | (6) |
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12 Numerical Methods II: Beyond the Euler Method |
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221 | (22) |
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12.1 Forward and Backward Euler Methods |
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221 | (2) |
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12.2 The Improved Euler Method |
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223 | (7) |
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12.3 A Few Other Methods Worth Brief Discussion |
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230 | (2) |
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12.4 The Classic Runge-Kutta Method |
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232 | (8) |
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12.5 Some Additional Comments |
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240 | (1) |
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240 | (3) |
III Second- and Higher-Order Equations |
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243 | (206) |
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13 Higher-Order Equations: Extending First-Order Concepts |
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245 | (18) |
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13.1 Treating Some Second-Order Equations as First-Order |
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246 | (4) |
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13.2 The Other Class of Second-Order Equations "Easily Reduced" to First-Order |
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250 | (3) |
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13.3 Initial-Value Problems |
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253 | (3) |
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13.4 On the Existence and Uniqueness of Solutions |
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256 | (3) |
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259 | (4) |
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14 Higher-Order Linear Equations and the Reduction of Order Method |
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263 | (16) |
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14.1 Linear Differential Equations of All Orders |
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263 | (3) |
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14.2 Introduction to the Reduction of Order Method |
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266 | (1) |
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14.3 Reduction of Order for Homogeneous Linear Second-Order Equations |
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267 | (5) |
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14.4 Reduction of Order for Nonhomogeneous Linear Second-Order Equations |
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272 | (3) |
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14.5 Reduction of Order in General |
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275 | (2) |
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277 | (2) |
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15 General Solutions to Homogeneous Linear Differential Equations |
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279 | (20) |
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15.1 Second-Order Equations (Mainly) |
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279 | (11) |
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15.2 Homogeneous Linear Equations of Arbitrary Order |
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290 | (1) |
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15.3 Linear Independence and Wronskians |
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291 | (3) |
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294 | (5) |
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16 Verifying the Big Theorems and an Introduction to Differential Operators |
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299 | (18) |
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16.1 Verifying the Big Theorem on Second-Order, Homogeneous Equations |
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299 | (7) |
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16.2 Proving the More General Theorems on General Solutions and Wronskians |
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306 | (1) |
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16.3 Linear Differential Operators |
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307 | (7) |
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314 | (3) |
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17 Second-Order Homogeneous Linear Equations with Constant Coefficients |
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317 | (20) |
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17.1 Deriving the Basic Approach |
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317 | (3) |
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17.2 The Basic Approach, Summarized |
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320 | (2) |
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17.3 Case 1: Two Distinct Real Roots |
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322 | (1) |
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17.4 Case 2: Only One Root |
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323 | (4) |
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17.5 Case 3: Complex Roots |
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327 | (6) |
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333 | (1) |
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334 | (3) |
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337 | (16) |
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337 | (4) |
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18.2 The Mass/Spring Equation and Its Solutions |
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341 | (9) |
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350 | (3) |
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19 Arbitrary Homogeneous Linear Equations with Constant Coefficients |
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353 | (18) |
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353 | (3) |
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19.2 Solving the Differential Equation |
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356 | (4) |
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360 | (2) |
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19.4 On Verifying Theorem 19.2 |
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362 | (6) |
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19.5 On Verifying Theorem 19.3 |
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368 | (1) |
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369 | (2) |
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371 | (14) |
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20.1 Second-Order Euler Equations |
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371 | (3) |
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374 | (4) |
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20.3 Euler Equations of Any Order |
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378 | (3) |
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20.4 The Relation Between Euler and Constant Coefficient Equations |
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381 | (1) |
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382 | (3) |
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21 Nonhomogeneous Equations in General |
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385 | (10) |
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21.1 General Solutions to Nonhomogeneous Equations |
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385 | (4) |
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21.2 Superposition for Nonhomogeneous Equations |
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389 | (2) |
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391 | (1) |
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391 | (4) |
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22 Method of Undetermined Coefficients (aka: Method of Educated Guess) |
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395 | (20) |
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395 | (3) |
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22.2 Good First Guesses for Various Choices of g |
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398 | (4) |
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22.3 When the First Guess Fails |
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402 | (2) |
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22.4 Method of Guess in General |
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404 | (3) |
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407 | (1) |
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22.6 Using the Principle of Superposition |
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408 | (1) |
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22.7 On Verifying Theorem 22.1 |
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409 | (3) |
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412 | (3) |
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23 Springs: Part II (Forced Vibrations) |
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415 | (16) |
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23.1 The Mass/Spring System |
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415 | (2) |
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417 | (1) |
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23.3 Resonance and Sinusoidal Forces |
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418 | (6) |
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23.4 More on Undamped Motion under Nonresonant Sinusoidal Forces |
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424 | (2) |
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426 | (5) |
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24 Variation of Parameters (A Better Reduction of Order Method) |
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431 | (16) |
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24.1 Second-Order Variation of Parameters |
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431 | (8) |
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24.2 Variation of Parameters for Even Higher Order Equations |
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439 | (3) |
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24.3 The Variation of Parameters Formula |
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442 | (2) |
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444 | (3) |
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25 Review Exercises for Part III |
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447 | (2) |
IV The Laplace Transform |
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449 | (126) |
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26 The Laplace Transform (Intro) |
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451 | (30) |
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26.1 Basic Definition and Examples |
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451 | (6) |
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26.2 Linearity and Some More Basic Transforms |
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457 | (2) |
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26.3 Tables and a Few More Transforms |
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459 | (5) |
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26.4 The First Translation Identity (and More Transforms) |
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464 | (2) |
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26.5 What Is "Laplace Transformable"? (and Some Standard Terminology) |
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466 | (5) |
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26.6 Further Notes on Piecewise Continuity and Exponential Order |
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471 | (3) |
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26.7 Proving Theorem 26.5 |
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474 | (3) |
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477 | (4) |
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27 Differentiation and the Laplace Transform |
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481 | (18) |
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27.1 Transforms of Derivatives |
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481 | (5) |
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27.2 Derivatives of Transforms |
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486 | (2) |
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27.3 Transforms of Integrals and Integrals of Transforms |
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488 | (5) |
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27.4 Appendix: Differentiating the Transform |
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493 | (3) |
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496 | (3) |
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28 The Inverse Laplace Transform |
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499 | (12) |
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499 | (2) |
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28.2 Linearity and Using Partial Fractions |
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501 | (6) |
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28.3 Inverse Transforms of Shifted Functions |
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507 | (2) |
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509 | (2) |
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511 | (14) |
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29.1 Convolution: The Basics |
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511 | (4) |
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29.2 Convolution and Products of Transforms |
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515 | (4) |
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29.3 Convolution and Differential Equations (Duhamel's Principle) |
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519 | (4) |
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523 | (2) |
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30 Piecewise-Defined Functions and Periodic Functions |
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525 | (32) |
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30.1 Piecewise-Defined Functions |
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525 | (3) |
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30.2 The "Translation Along the T-Axis" Identity |
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528 | (5) |
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30.3 Rectangle Functions and Transforms of More Piecewise-Defined Functions |
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533 | (4) |
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30.4 Convolution with Piecewise-Defined Functions |
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537 | (3) |
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540 | (5) |
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30.6 An Expanded Table of Identities |
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545 | (1) |
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30.7 Duhamel's Principle and Resonance |
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546 | (7) |
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553 | (4) |
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557 | (18) |
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31.1 Visualizing Delta Functions |
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557 | (1) |
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31.2 Delta Functions in Modeling |
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558 | (4) |
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31.3 The Mathematics of Delta Functions |
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562 | (4) |
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31.4 Delta Functions and Duhamel's Principle |
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566 | (2) |
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31.5 Some "Issues" with Delta Functions |
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568 | (4) |
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572 | (3) |
V Power Series and Modified Power Series Solutions |
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575 | (188) |
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32 Series Solutions: Preliminaries |
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577 | (26) |
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577 | (5) |
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32.2 Power Series and Analytic Functions |
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582 | (9) |
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32.3 Elementary Complex Analysis |
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591 | (3) |
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32.4 Additional Basic Material That May Be Useful |
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594 | (5) |
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599 | (4) |
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33 Power Series Solutions I: Basic Computational Methods |
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603 | (44) |
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603 | (2) |
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33.2 The Algebraic Method with First-Order Equations |
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605 | (10) |
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33.3 Validity of the Algebraic Method for First-Order Equations |
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615 | (5) |
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33.4 The Algebraic Method with Second-Order Equations |
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620 | (8) |
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33.5 Validity of the Algebraic Method for Second-Order Equations |
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628 | (3) |
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33.6 The Taylor Series Method |
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631 | (5) |
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33.7 Appendix: Using Induction |
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636 | (5) |
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641 | (6) |
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34 Power Series Solutions II: Generalizations and Theory |
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647 | (34) |
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34.1 Equations with Analytic Coefficients |
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647 | (1) |
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34.2 Ordinary and Singular Points, the Radius of Analyticity, and the Reduced Form |
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648 | (4) |
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652 | (1) |
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34.4 Existence of Power Series Solutions |
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653 | (6) |
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34.5 Radius of Convergence for the Solution Series |
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659 | (3) |
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34.6 Singular Points and the Radius of Convergence |
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662 | (1) |
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34.7 Appendix: A Brief Overview of Complex Calculus |
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663 | (4) |
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34.8 Appendix: The "Closest Singular Point" |
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667 | (4) |
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34.9 Appendix: Singular Points and the Radius of Convergence for Solutions |
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671 | (7) |
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678 | (3) |
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35 Modified Power Series Solutions and the Basic Method of Frobenius |
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681 | (38) |
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35.1 Euler Equations and Their Solutions |
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681 | (4) |
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35.2 Regular and Irregular Singular Points (and the Frobenius Radius of Convergence) |
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685 | (5) |
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35.3 The (Basic) Method of Frobenius |
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690 | (12) |
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35.4 Basic Notes on Using the Frobenius Method |
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702 | (3) |
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35.5 About the Indicial and Recursion Formulas |
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705 | (7) |
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35.6 Dealing with Complex Exponents |
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712 | (1) |
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35.7 Appendix: On Tests for Regular Singular Points |
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713 | (2) |
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715 | (4) |
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36 The Big Theorem on the Frobenius Method, with Applications |
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719 | (24) |
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719 | (4) |
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36.2 Local Behavior of Solutions: Issues |
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723 | (1) |
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36.3 Local Behavior of Solutions: Limits at Regular Singular Points |
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724 | (3) |
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36.4 Local Behavior: Analyticity and Singularities in Solutions |
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727 | (3) |
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36.5 Case Study: The Legendre Equations |
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730 | (4) |
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36.6 Finding Second Solutions Using Theorem 36.2 |
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734 | (5) |
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739 | (4) |
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37 Validating the Method of Frobenius |
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743 | (20) |
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37.1 Basic Assumptions and Symbology |
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743 | (1) |
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37.2 The Indicial Equation and Basic Recursion Formula |
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744 | (4) |
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37.3 The Easily Obtained Series Solutions |
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748 | (3) |
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37.4 Second Solutions When 7-2 = rl |
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751 | (3) |
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37.5 Second Solutions When ri - r2 > = K |
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754 | (7) |
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37.6 Convergence of the Solution Series |
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761 | (2) |
VI Systems of Differential Equations (A Brief Introduction) |
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763 | (76) |
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38 Systems of Differential Equations: A Starting Point |
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765 | (24) |
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38.1 Basic Terminology and Notions |
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765 | (4) |
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38.2 A Few Illustrative Applications |
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769 | (4) |
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38.3 Converting Differential Equations to First-Order Systems |
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773 | (4) |
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38.4 Using Laplace Transforms to Solve Systems |
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777 | (2) |
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38.5 Existence, Uniqueness and General Solutions for Systems |
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779 | (4) |
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38.6 Single Nth-Order Differential Equations |
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783 | (3) |
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786 | (3) |
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39 Critical Points, Direction Fields and Trajectories |
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789 | (32) |
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39.1 The Systems of Interest and Some Basic Notation |
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789 | (2) |
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39.2 Constant/Equilibrium Solutions |
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791 | (2) |
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39.3 "Graphing" Standard Systems |
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793 | (2) |
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39.4 Sketching Trajectories for Autonomous Systems |
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795 | (5) |
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39.5 Critical Points, Stability and Long-Term Behavior |
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800 | (3) |
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803 | (6) |
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39.7 Existence and Uniqueness of Trajectories |
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809 | (2) |
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39.8 Proving Theorem 39.2 |
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811 | (4) |
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815 | (6) |
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40 Numerical Methods III: Systems and Higher-Order Equations |
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821 | (18) |
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40.1 Brief Review of the Basic Euler Method |
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821 | (1) |
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40.2 The Euler Method for First-Order Systems |
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822 | (7) |
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40.3 Extending Euler's Method to Second-Order Differential Equations |
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829 | (7) |
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836 | (3) |
Appendix: Author's Guide to Using This Text |
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839 | (10) |
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839 | (1) |
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A.2 Chapter-by-Chapter Guide |
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840 | (9) |
Answers to Selected Exercises |
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849 | (38) |
Index |
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887 | |