文件名称：Advanced Engineering Mathematics
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Review of Prerequisites 3 CHAPTER 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 vii PART TWO VECTORS AND MATRICES 53 2 Vectors and Vector Spaces 55 CHAPTER 2.1 Vectors, Geometry, and Algebra 56 2.2 The Dot Product (Scalar Product) 70 2.3 The Cross Product (Vector Product) 77 2.4 Linear Dependence and Independence of Vectors and Triple Products 82 n 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 viii PART THREE ORDINARY DIFFERENTIAL EQUATIONS 225 5 First Order Differential Equations 227 CHAPTER 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 5.5 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 6.5 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 ix 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 SeriesSolutionsofDifferentialEquations,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 J (x) 485 n 8.7 Bessel Functions of the Second Kind Y (x) 495 ν 8.8 Modified Bessel Functions I (x) and K (x) 501 ν ν 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 PART FOUR FOURIER SERIES, INTEGRALS, AND THE FOURIER TRANSFORM 543 9 Fourier Series 545 CHAPTER 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 ≤x ≤L 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 x 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 PART FIVE VECTOR CALCULUS 623 11 Vector Differential Calculus 625 CHAPTER 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 PART SIX COMPLEX ANALYSIS 709 13 Analytic Functions 711 CHAPTER 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 xi 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 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 PART SEVEN PARTIAL DIFFERENTIAL EQUATIONS 925 18 Partial Differential Equations 927 CHAPTER 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 xii 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 D’Alembert 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 PART EIGHT NUMERICAL MATHEMATICS 1043 19 Numerical Mathematics 1045 CHAPTER 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