Advanced Engineering Mathematics
- 1st Edition - June 13, 2001
- Imprint: Academic Press
- Author: Alan Jeffrey
- Language: English
- Paperback ISBN:9 7 8 - 0 - 1 2 - 3 8 2 5 9 5 - 7
- Hardback ISBN:9 7 8 - 0 - 1 2 - 3 8 2 5 9 2 - 6
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 5 2 2 9 6 - 8
Advanced Engineering Mathematics provides comprehensive and contemporary coverage of key mathematical ideas, techniques, and their widespread applications, for students majori… Read more
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Advanced Engineering Mathematics provides comprehensive and contemporary coverage of key mathematical ideas, techniques, and their widespread applications, for students majoring in engineering, computer science, mathematics and physics. Using a wide range of examples throughout the book, Jeffrey illustrates how to construct simple mathematical models, how to apply mathematical reasoning to select a particular solution from a range of possible alternatives, and how to determine which solution has physical significance. Jeffrey includes material that is not found in works of a similar nature, such as the use of the matrix exponential when solving systems of ordinary differential equations. The text provides many detailed, worked examples following the introduction of each new idea, and large problem sets provide both routine practice, and, in many cases, greater challenge and insight for students. Most chapters end with a set of computer projects that require the use of any CAS (such as Maple or Mathematica) that reinforce ideas and provide insight into more advanced problems.
- Comprehensive coverage of frequently used integrals, functions and fundamental mathematical results
- Contents selected and organized to suit the needs of students, scientists, and engineers
- Contains tables of Laplace and Fourier transform pairs
- New section on numerical approximation
- New section on the z-transform
- Easy reference system
Engineers, engineering academics, and mathematicians
Preface xv
CHAPTER 1 Review of Prerequisites 4
1.1 Real Numbers, Mathematical Induction, and Mathematical Conventions 4
1.2 Complex Numbers 10
1.3 The Complex Plane 15
1.4 Modulus and Argument Representation of Complex Numbers 18
1.5 Roots of Complex Numbers 22
1.6 Partial Fractions 27
1.7 Fundamentals of Determinants 31
1.8 Continuity in One or More Variables 35
1.9 Differentiability of Functions of One or More Variables 38
1.10 Tangent Line and Tangent Plane Approximations to Functions 40
1.11 Integrals 41
1.12 Taylor and Maclaurin Theorems 43
1.13 Cylindrical and Spherical Polar Coordinates and Change of Variables in Partial Differentiation 46
1.14 Inverse Functions and the Inverse Function Theorem 49
CHAPTER 2 Vectors and Vector Spaces 55
2.1 Vectors, Geometry, and Algebra 56
2.2 The Dot Product (Scalar Product) 70
2.3 The Cross Product 77
2.4 Linear Dependence and Independence of Vectors and Triple Products 82
2.5 n-Vectors and the Vector Space R 88
2.6 Linear Independence, Basis, and Dimension 95
2.7 Gram-Schmidt Orthogonalization Process 101
CHAPTER 3 Matrices and Systems of Linear Equations 105
3.1 Matrices 106
3.2 Some Problems That Give Rise to Matrices 120
3.3 Determinants 133
3.4 Elementary Row Operations, Elementary Matrices, and Their Connection with Matrix Multiplication 143
3.5 The Echelon and Row-Reduced Echelon Forms of a Matrix 147
3.6 Row and Column Spaces and Rank 152
3.7 The Solution of Homogeneous Systems of Linear Equations 155
3.8 The Solution of Nonhomogeneous Systems of Linear Equations 158
3.9 The Inverse Matrix 163
3.10 Derivative of a Matrix 171
CHAPTER 4 Eigenvalues, Eigenvectors, and Diagonalization 177
4.1 Characteristic Polynomial, Eigenvalues, and Eigenvectors 178
4.2 Diagonalization of Matrices 196
4.3 Special Matrices with Complex Elements 205
4.4 Quadratic Forms 210
4.5 The Matrix Exponential 215
CHAPTER 5 First Order Differential Equations 227
5.1 Background to Ordinary Differential Equations 228
5.2 Some Problems Leading to Ordinary Differential Equations 233
5.3 Direction Fields 240
5.4 Separable Equations 242
.5 Homogeneous Equations 247
5.6 Exact Equations 250
5.7 Linear First Order Equations 253
5.8 The Bernoulli Equation 259
5.9 The Riccati Equation 262
5.10 Existence and Uniqueness of Solutions 264
CHAPTER 6 Second and Higher Order Linear Differential Equations and Systems 269
6.1 Homogeneous Linear Constant Coefficient Second Order Equations 270
6.2 Oscillatory Solutions 280
6.3 Homogeneous Linear Higher Order Constant Coefficient Equations 291
6.4 Undetermined Coefficients: Particular Integrals 302
.5 Cauchy-Euler Equation 309
6.6 Variation of Parameters and the Green's Function 311
6.7 Finding a Second Linearly Independent Solution from a Known Solution: The Reduction of Order Method 321
6.8 Reduction to the Standard Form u+f (x)u =0 324
6.9 Systems of Ordinary Differential Equations: An Introduction 326
6.10 A Matrix Approach to Linear Systems of Differential Equations 333
6.11 Nonhomogeneous Systems 338
6.12 Autonomous Systems of Equations 351
CHAPTER 7 The Laplace Transform 379
7.1 Laplace Transform: Fundamental Ideas 379
7.2 Operational Properties of the Laplace Transform 390
7.3 Systems of Equations and Applications of the Laplace Transform 415
7.4 The Transfer Function, Control Systems, and Time Lags 437
CHAPTER 8 Series Solutions of Differential Equations, Special Functions, and Sturm-Liouville Equations 443
8.1 A First Approach to Power Series Solutions of Differential Equations 443
8.2 A General Approach to Power Series Solutions of Homogeneous Equations 447
8.3 Singular Points of Linear Differential Equations 461
8.4 The Frobenius Method 463
8.5 The Gamma Function Revisited 480
8.6 Bessel Function of the First Kind Jn(x) 485
8.7 Bessel Functions of the Second Kind Yv (x) 495
8.8 Modified Bessel Functions Iv(x) and Kv(x) 501
8.9 A Critical Bending Problem: Is There a Tallest Flagpole? 504
8.10 Sturm-Liouville Problems, Eigenfunctions, and Orthogonality 509
8.11 Eigenfunction Expansions and Completeness 526
CHAPTER 9 Fourier Series 545
9.1 Introduction to Fourier Series 545
9.2 Convergence of Fourier Series and Their Integration and Differentiation 559
9.3 Fourier Sine and Cosine Series on 0 568
9.4 Other Forms of Fourier Series 572
9.5 Frequency and Amplitude Spectra of a Function 577
9.6 Double Fourier Series 581
CHAPTER 10 Fourier Integrals and the Fourier Transform 589
10.1 The Fourier Integral 589
10.2 The Fourier Transform 595
10.3 Fourier Cosine and Sine Transforms 611
CHAPTER 11 Vector Differential Calculus 625
11.1 Scalar and Vector Fields, Limits, Continuity, and Differentiability 626
11.2 Integration of Scalar and Vector Functions of a Single Real Variable 636
11.3 Directional Derivatives and the Gradient Operator 644
11.4 Conservative Fields and Potential Functions 650
11.5 Divergence and Curl of a Vector 659
11.6 Orthogonal Curvilinear Coordinates 665
CHAPTER 12 Vector Integral Calculus 677
12.1 Background to Vector Integral Theorems 678
12.2 Integral Theorems 680
12.3 Transport Theorems 697
12.4 Fluid Mechanics Applications of Transport Theorems 704
CHAPTER 13 Analytic Functions 711
13.1 Complex Functions and Mappings 711
13.2 Limits, Derivatives, and Analytic Functions 717
13.3 Harmonic Functions and Laplace's Equation 730
13.4 Elementary Functions, Inverse Functions, and Branches 735
CHAPTER 14 Complex Integration 745
14.1 Complex Integrals 745
14.2 Contours, the Cauchy-Goursat Theorem, and Contour Integrals 755
14.3 The Cauchy Integral Formulas 769
14.4 Some Properties of Analytic Functions 775
CHAPTER 15 Laurent Series, Residues, and Contour Integration 791
15.1 Complex Power Series and Taylor Series 791
15.2 Uniform Convergence 811
15.3 Laurent Series and the Classification of Singularities 816Laurent Series and the Classification of Singularities 816
15.4 Residues and the Residue Theorem 830
15.5 Evaluation of Real Integrals by Means of Residues 839
CHAPTER 16 The Laplace Inversion Integral 863
16.1 The Inversion Integral for the Laplace Transform 863
CHAPTER 17 Conformal Mapping and Applications to Boundary Value Problems 877
17.1 Conformal Mapping 877
17.2 Conformal Mapping and Boundary Value Problems 904
CHAPTER 18 Partial Differential Equations 927
18.1 What Is a Partial Differential Equation? 927
18.2 The Method of Characteristics 934
18.3 Wave Propagation and First Order PDEs 942
18.4 Generalizing Solutions: Conservation Laws and Shocks 951
18.5 The Three Fundamental Types of Linear Second Order PDE 956
18.6 Classification and Reduction to Standard Form of a Second Order Constant Coefficient Partial Differential Equation for u(x, y) 964
18.7 Boundary Conditions and Initial Conditions 975
18.8 Waves and the One-Dimensional Wave Equation 978
18.9 The DÕAlembert Solution of the Wave Equation and Applications 981
18.10 Separation of Variables 988
18.11 Some General Results for the Heat and Laplace Equation 1025
18.12 An Introduction to Laplace and Fourier Transform Methods for PDEs 1030
CHAPTER 19 Numerical Mathematics 1045
19.1 Decimal Places and Significant Figures 1046
19.2 Roots of Nonlinear Functions 1047
19.3 Interpolation and Extrapolation 1058
19.4 Numerical Integration 1065
19.5 Numerical Solution of Linear Systems of Equations 1077
19.6 Eigenvalues and Eigenvectors 1090
19.7 Numerical Solution of Differential Equations 1095
Answers 1109
References 1143
Index 1147
CHAPTER 1 Review of Prerequisites 4
1.1 Real Numbers, Mathematical Induction, and Mathematical Conventions 4
1.2 Complex Numbers 10
1.3 The Complex Plane 15
1.4 Modulus and Argument Representation of Complex Numbers 18
1.5 Roots of Complex Numbers 22
1.6 Partial Fractions 27
1.7 Fundamentals of Determinants 31
1.8 Continuity in One or More Variables 35
1.9 Differentiability of Functions of One or More Variables 38
1.10 Tangent Line and Tangent Plane Approximations to Functions 40
1.11 Integrals 41
1.12 Taylor and Maclaurin Theorems 43
1.13 Cylindrical and Spherical Polar Coordinates and Change of Variables in Partial Differentiation 46
1.14 Inverse Functions and the Inverse Function Theorem 49
CHAPTER 2 Vectors and Vector Spaces 55
2.1 Vectors, Geometry, and Algebra 56
2.2 The Dot Product (Scalar Product) 70
2.3 The Cross Product 77
2.4 Linear Dependence and Independence of Vectors and Triple Products 82
2.5 n-Vectors and the Vector Space R 88
2.6 Linear Independence, Basis, and Dimension 95
2.7 Gram-Schmidt Orthogonalization Process 101
CHAPTER 3 Matrices and Systems of Linear Equations 105
3.1 Matrices 106
3.2 Some Problems That Give Rise to Matrices 120
3.3 Determinants 133
3.4 Elementary Row Operations, Elementary Matrices, and Their Connection with Matrix Multiplication 143
3.5 The Echelon and Row-Reduced Echelon Forms of a Matrix 147
3.6 Row and Column Spaces and Rank 152
3.7 The Solution of Homogeneous Systems of Linear Equations 155
3.8 The Solution of Nonhomogeneous Systems of Linear Equations 158
3.9 The Inverse Matrix 163
3.10 Derivative of a Matrix 171
CHAPTER 4 Eigenvalues, Eigenvectors, and Diagonalization 177
4.1 Characteristic Polynomial, Eigenvalues, and Eigenvectors 178
4.2 Diagonalization of Matrices 196
4.3 Special Matrices with Complex Elements 205
4.4 Quadratic Forms 210
4.5 The Matrix Exponential 215
CHAPTER 5 First Order Differential Equations 227
5.1 Background to Ordinary Differential Equations 228
5.2 Some Problems Leading to Ordinary Differential Equations 233
5.3 Direction Fields 240
5.4 Separable Equations 242
.5 Homogeneous Equations 247
5.6 Exact Equations 250
5.7 Linear First Order Equations 253
5.8 The Bernoulli Equation 259
5.9 The Riccati Equation 262
5.10 Existence and Uniqueness of Solutions 264
CHAPTER 6 Second and Higher Order Linear Differential Equations and Systems 269
6.1 Homogeneous Linear Constant Coefficient Second Order Equations 270
6.2 Oscillatory Solutions 280
6.3 Homogeneous Linear Higher Order Constant Coefficient Equations 291
6.4 Undetermined Coefficients: Particular Integrals 302
.5 Cauchy-Euler Equation 309
6.6 Variation of Parameters and the Green's Function 311
6.7 Finding a Second Linearly Independent Solution from a Known Solution: The Reduction of Order Method 321
6.8 Reduction to the Standard Form u+f (x)u =0 324
6.9 Systems of Ordinary Differential Equations: An Introduction 326
6.10 A Matrix Approach to Linear Systems of Differential Equations 333
6.11 Nonhomogeneous Systems 338
6.12 Autonomous Systems of Equations 351
CHAPTER 7 The Laplace Transform 379
7.1 Laplace Transform: Fundamental Ideas 379
7.2 Operational Properties of the Laplace Transform 390
7.3 Systems of Equations and Applications of the Laplace Transform 415
7.4 The Transfer Function, Control Systems, and Time Lags 437
CHAPTER 8 Series Solutions of Differential Equations, Special Functions, and Sturm-Liouville Equations 443
8.1 A First Approach to Power Series Solutions of Differential Equations 443
8.2 A General Approach to Power Series Solutions of Homogeneous Equations 447
8.3 Singular Points of Linear Differential Equations 461
8.4 The Frobenius Method 463
8.5 The Gamma Function Revisited 480
8.6 Bessel Function of the First Kind Jn(x) 485
8.7 Bessel Functions of the Second Kind Yv (x) 495
8.8 Modified Bessel Functions Iv(x) and Kv(x) 501
8.9 A Critical Bending Problem: Is There a Tallest Flagpole? 504
8.10 Sturm-Liouville Problems, Eigenfunctions, and Orthogonality 509
8.11 Eigenfunction Expansions and Completeness 526
CHAPTER 9 Fourier Series 545
9.1 Introduction to Fourier Series 545
9.2 Convergence of Fourier Series and Their Integration and Differentiation 559
9.3 Fourier Sine and Cosine Series on 0 568
9.4 Other Forms of Fourier Series 572
9.5 Frequency and Amplitude Spectra of a Function 577
9.6 Double Fourier Series 581
CHAPTER 10 Fourier Integrals and the Fourier Transform 589
10.1 The Fourier Integral 589
10.2 The Fourier Transform 595
10.3 Fourier Cosine and Sine Transforms 611
CHAPTER 11 Vector Differential Calculus 625
11.1 Scalar and Vector Fields, Limits, Continuity, and Differentiability 626
11.2 Integration of Scalar and Vector Functions of a Single Real Variable 636
11.3 Directional Derivatives and the Gradient Operator 644
11.4 Conservative Fields and Potential Functions 650
11.5 Divergence and Curl of a Vector 659
11.6 Orthogonal Curvilinear Coordinates 665
CHAPTER 12 Vector Integral Calculus 677
12.1 Background to Vector Integral Theorems 678
12.2 Integral Theorems 680
12.3 Transport Theorems 697
12.4 Fluid Mechanics Applications of Transport Theorems 704
CHAPTER 13 Analytic Functions 711
13.1 Complex Functions and Mappings 711
13.2 Limits, Derivatives, and Analytic Functions 717
13.3 Harmonic Functions and Laplace's Equation 730
13.4 Elementary Functions, Inverse Functions, and Branches 735
CHAPTER 14 Complex Integration 745
14.1 Complex Integrals 745
14.2 Contours, the Cauchy-Goursat Theorem, and Contour Integrals 755
14.3 The Cauchy Integral Formulas 769
14.4 Some Properties of Analytic Functions 775
CHAPTER 15 Laurent Series, Residues, and Contour Integration 791
15.1 Complex Power Series and Taylor Series 791
15.2 Uniform Convergence 811
15.3 Laurent Series and the Classification of Singularities 816Laurent Series and the Classification of Singularities 816
15.4 Residues and the Residue Theorem 830
15.5 Evaluation of Real Integrals by Means of Residues 839
CHAPTER 16 The Laplace Inversion Integral 863
16.1 The Inversion Integral for the Laplace Transform 863
CHAPTER 17 Conformal Mapping and Applications to Boundary Value Problems 877
17.1 Conformal Mapping 877
17.2 Conformal Mapping and Boundary Value Problems 904
CHAPTER 18 Partial Differential Equations 927
18.1 What Is a Partial Differential Equation? 927
18.2 The Method of Characteristics 934
18.3 Wave Propagation and First Order PDEs 942
18.4 Generalizing Solutions: Conservation Laws and Shocks 951
18.5 The Three Fundamental Types of Linear Second Order PDE 956
18.6 Classification and Reduction to Standard Form of a Second Order Constant Coefficient Partial Differential Equation for u(x, y) 964
18.7 Boundary Conditions and Initial Conditions 975
18.8 Waves and the One-Dimensional Wave Equation 978
18.9 The DÕAlembert Solution of the Wave Equation and Applications 981
18.10 Separation of Variables 988
18.11 Some General Results for the Heat and Laplace Equation 1025
18.12 An Introduction to Laplace and Fourier Transform Methods for PDEs 1030
CHAPTER 19 Numerical Mathematics 1045
19.1 Decimal Places and Significant Figures 1046
19.2 Roots of Nonlinear Functions 1047
19.3 Interpolation and Extrapolation 1058
19.4 Numerical Integration 1065
19.5 Numerical Solution of Linear Systems of Equations 1077
19.6 Eigenvalues and Eigenvectors 1090
19.7 Numerical Solution of Differential Equations 1095
Answers 1109
References 1143
Index 1147
- Edition: 1
- Published: June 13, 2001
- Imprint: Academic Press
- Language: English
AJ
Alan Jeffrey
Affiliations and expertise
University at Newcastle Upon Tyne, UK