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PART A Ordinary Differential Equations (ODEs) |
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1 | (254) |
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Chapter 1 First-Order ODEs |
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2 | (44) |
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1.1 Basic Concepts. Modeling |
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2 | (7) |
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1.2 Geometric Meaning of y' = f(x, y). Direction Fields, Euler's Method |
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9 | (3) |
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1.3 Separable ODEs. Modeling |
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12 | (8) |
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1.4 Exact ODEs. Integrating Factors |
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20 | (7) |
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1.5 Linear ODEs. Bernoulli Equation. Population Dynamics |
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27 | (9) |
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1.6 Orthogonal Trajectories. Optional |
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36 | (2) |
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1.7 Existence and Uniqueness of Solutions for Initial Value Problems |
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38 | (5) |
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Chapter 1 Review Questions and Problems |
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43 | (1) |
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44 | (2) |
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Chapter 2 Second-Order Linear ODEs |
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46 | (59) |
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2.1 Homogeneous Linear ODEs of Second Order |
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46 | (7) |
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2.2 Homogeneous Linear ODEs with Constant Coefficients |
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53 | (7) |
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2.3 Differential Operators. Optional |
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60 | (2) |
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2.4 Modeling of Free Oscillations of a Mass-Spring System |
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62 | (9) |
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2.5 Euler-Cauchy Equations |
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71 | (3) |
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2.6 Existence and Uniqueness of Solutions. Wronskian |
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74 | (5) |
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79 | (6) |
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2.8 Modeling: Forced Oscillations. Resonance |
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85 | (8) |
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2.9 Modeling: Electric Circuits |
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93 | (6) |
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2.10 Solution by Variation of Parameters |
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99 | (3) |
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Chapter 2 Review Questions and Problems |
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102 | (1) |
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103 | (2) |
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Chapter 3 Higher Order Linear ODEs |
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105 | (19) |
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3.1 Homogeneous Linear ODEs |
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105 | (6) |
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3.2 Homogeneous Linear ODEs with Constant Coefficients |
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111 | (5) |
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3.3 Nonhomogeneous Linear ODEs |
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116 | (6) |
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Chapter 3 Review Questions and Problems |
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122 | (1) |
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123 | (1) |
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Chapter 4 Systems of ODEs. Phase Plane. Qualitative Methods |
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124 | (43) |
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4.0 For Reference: Basics of Matrices and Vectors |
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124 | (6) |
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4.1 Systems of ODEs as Models in Engineering Applications |
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130 | (7) |
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4.2 Basic Theory of Systems of ODEs. Wronskian |
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137 | (3) |
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4.3 Constant-Coefficient Systems. Phase Plane Method |
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140 | (8) |
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4.4 Criteria for Critical Points. Stability |
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148 | (4) |
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4.5 Qualitative Methods for Nonlinear Systems |
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152 | (8) |
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4.6 Nonhomogeneous Linear Systems of ODEs |
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160 | (4) |
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Chapter 4 Review Questions and Problems |
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164 | (1) |
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165 | (2) |
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Chapter 5 Series Solutions of ODEs. Special Functions |
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167 | (36) |
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167 | (8) |
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5.2 Legendre's Equation. Legendre Polynomials Pn(x) |
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175 | (5) |
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5.3 Extended Power Series Method: Frobenius Method |
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180 | (7) |
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5.4 Bessel's Equation. Bessel Functions Jv(x) |
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187 | (9) |
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5.5 Bessel Functions of the Yv(x). General Solution |
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196 | (4) |
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Chapter 5 Review Questions and Problems |
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200 | (1) |
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201 | (2) |
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Chapter 6 Laplace Transforms |
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203 | (52) |
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6.1 Laplace Transform. Linearity. First Shifting Theorem (f-Shifting) |
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204 | (7) |
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6.2 Transforms of Derivatives and Integrals. ODEs |
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211 | (6) |
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6.3 Unit Step Function (Heaviside Function). Second Shifting Theorem (f-Shifting) |
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217 | (8) |
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6.4 Short Impulses. Dirac's Delta Function. Partial Fractions |
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225 | (7) |
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6.5 Convolution. Integral Equations |
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232 | (6) |
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6.6 Differentiation and Integration of Transforms. ODEs with Variable Coefficients |
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238 | (4) |
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242 | (6) |
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6.8 Laplace Transform: General Formulas |
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248 | (1) |
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6.9 Table of Laplace Transforms |
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249 | (2) |
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Chapter 6 Review Questions and Problems |
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251 | (2) |
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253 | (2) |
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PART B Linear Algebra. Vector Calculus |
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255 | (218) |
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Chapter 7 Linear Algebra: Matrices, Vectors, Determinants. Linear Systems |
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256 | (66) |
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7.1 Matrices, Vectors: Addition and Scalar Multiplication |
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257 | (6) |
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7.2 Matrix Multiplication |
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263 | (9) |
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7.3 Linear Systems of Equations. Gauss Elimination |
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272 | (10) |
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7.4 Linear Independence. Rank of a Matrix. Vector Space |
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282 | (6) |
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7.5 Solutions of Linear Systems: Existence, Uniqueness |
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288 | (3) |
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7.6 For Reference: Second- and Third-Order Determinants |
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291 | (2) |
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7.7 Determinants. Cramer's Rule |
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293 | (8) |
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7.8 Inverse of a Matrix. Gauss-Jordan Elimination |
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301 | (8) |
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7.9 Vector Spaces, Inner Product Spaces. Linear Transformations. Optional |
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309 | (9) |
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Chapter 7 Review Questions and Problems |
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318 | (2) |
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320 | (2) |
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Chapter 8 Linear Algebra: Matrix Eigenvalue Problems |
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322 | (32) |
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8.1 The Matrix Eigenvalue Problem. Determining Eigenvalues and Eigenvectors |
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323 | (6) |
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8.2 Some Applications of Eigenvalue Problems |
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329 | (5) |
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8.3 Symmetric, Skew-Symmetric, and Orthogonal Matrices |
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334 | (5) |
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8.4 Eigenbases. Diagonalization. Quadratic Forms |
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339 | (7) |
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8.5 Complex Matrices and Forms. Optional |
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346 | (6) |
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Chapter 8 Review Questions and Problems |
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352 | (1) |
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353 | (1) |
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Chapter 9 Vector Differential Calculus. Grad, Div, Curl |
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354 | (59) |
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9.1 Vectors in 2-Space and 3-Space |
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354 | (7) |
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9.2 Inner Product (Dot Product) |
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361 | (7) |
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9.3 Vector Product (Cross Product) |
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368 | (7) |
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9.4 Vector and Scalar Functions and Their Fields. Vector Calculus: Derivatives |
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375 | (6) |
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9.5 Curves. Arc Length. Curvature. Torsion |
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381 | (11) |
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9.6 Calculus Review: Functions of Several Variables. Optional |
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392 | (3) |
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9.7 Gradient of a Scalar Field. Directional Derivative |
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395 | (8) |
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9.8 Divergence of a Vector Field |
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403 | (3) |
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9.9 Curl of a Vector Field |
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406 | (3) |
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Chapter 9 Review Questions and Problems |
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409 | (1) |
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410 | (3) |
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Chapter 10 Vector Integral Calculus. Integral Theorems |
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413 | (60) |
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413 | (6) |
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10.2 Path Independence of Line Integrals |
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419 | (7) |
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10.3 Calculus Review: Double Integrals. Optional |
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426 | (7) |
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10.4 Green's Theorem in the Plane |
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433 | (6) |
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10.5 Surfaces for Surface Integrals |
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439 | (4) |
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443 | (9) |
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10.7 Triple Integrals. Divergence Theorem of Gauss |
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452 | (6) |
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10.8 Further Applications of the Divergence Theorem |
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458 | (5) |
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463 | (6) |
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Chapter 10 Review Questions and Problems |
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469 | (1) |
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470 | (3) |
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PART C Fourier Analysis. Partial Differential Equations (PDEs) |
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473 | (134) |
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Chapter 11 Fourier Analysis |
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474 | (66) |
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474 | (9) |
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11.2 Arbitrary Period. Even and Odd Functions. Half-Range Expansions |
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483 | (9) |
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492 | (3) |
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11.4 Approximation by Trigonometric Polynomials |
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495 | (3) |
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11.5 Sturm-Liouville Problems. Orthogonal Functions |
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498 | (6) |
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11.6 Orthogonal Series. Generalized Fourier Series |
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504 | (6) |
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510 | (8) |
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11.8 Fourier Cosine and Sine Transforms |
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518 | (4) |
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11.9 Fourier Transform. Discrete and Fast Fourier Transforms |
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522 | (12) |
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11.10 Tables of Transforms |
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534 | (3) |
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Chapter 11 Review Questions and Problems |
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537 | (1) |
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538 | (2) |
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Chapter 12 Partial Differential Equations (PDEs) |
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540 | (67) |
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12.1 Basic Concepts of PDEs |
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540 | (3) |
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12.2 Modeling: Vibrating String, Wave Equation |
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543 | (2) |
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12.3 Solution by Separating Variables. Use of Fourier Series |
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545 | (8) |
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12.4 D'Alembert's Solution of the Wave Equation. Characteristics |
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553 | (4) |
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12.5 Modeling: Heat Flow from a Body in Space. Heat Equation |
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557 | (1) |
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12.6 Heat Equation: Solution by Fourier Series. Steady Two-Dimensional Heat Problems. Dirichlet Problem |
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558 | (10) |
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12.7 Heat Equation: Modeling Very Long Bars. Solution by Fourier Integrals and Transforms |
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568 | (7) |
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12.8 Modeling: Membrane, Two-Dimensional Wave Equation |
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575 | (2) |
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12.9 Rectangular Membrane. Double Fourier Series |
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577 | (8) |
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12.10 Laplacian in Polar Coordinates. Circular Membrane. Fourier-Bessel Series |
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585 | (8) |
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12.11 Laplace's Equation in Cylindrical and Spherical Coordinates. Potential |
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593 | (7) |
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12.12 Solution of PDEs by Laplace Transforms |
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600 | (3) |
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Chapter 12 Review Questions and Problems |
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603 | (1) |
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604 | (3) |
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607 | (180) |
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Chapter 13 Complex Numbers and Functions. Complex Differentiation |
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608 | (35) |
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13.1 Complex Numbers and Their Geometric Representation |
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608 | (5) |
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13.2 Polar Form of Complex Numbers. Powers and Roots |
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613 | (6) |
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13.3 Derivative. Analytic Function |
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619 | (6) |
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13.4 Cauchy-Riemann Equations. Laplace's Equation |
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625 | (5) |
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13.5 Exponential Function |
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630 | (3) |
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13.6 Trigonometric and Hyperbolic Functions. Euler's Formula |
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633 | (3) |
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13.7 Logarithm. General Power. Principal Value |
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636 | (5) |
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Chapter 13 Review Questions and Problems |
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641 | (1) |
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641 | (2) |
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Chapter 14 Complex Integration |
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643 | (28) |
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14.1 Line Integral in the Complex Plane |
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643 | (9) |
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14.2 Cauchy's Integral Theorem |
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652 | (8) |
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14.3 Cauchy's Integral Formula |
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660 | (4) |
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14.4 Derivatives of Analytic Functions |
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664 | (4) |
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Chapter 14 Review Questions and Problems |
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668 | (1) |
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669 | (2) |
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Chapter 15 Power Series, Taylor Series |
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671 | (37) |
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15.1 Sequences, Series, Convergence Tests |
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671 | (9) |
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680 | (5) |
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15.3 Functions Given by Power Series |
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685 | (5) |
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15.4 Taylor and Maclaurin Series |
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690 | (8) |
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15.5 Uniform Convergence. Optional |
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698 | (8) |
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Chapter 15 Review Questions and Problems |
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706 | (1) |
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706 | (2) |
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Chapter 16 Laurent Series. Residue Integration |
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708 | (28) |
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708 | (7) |
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16.2 Singularities and Zeros. Infinity |
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715 | (4) |
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16.3 Residue Integration Method |
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719 | (6) |
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16.4 Residue Integration of Real Integrals |
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725 | (8) |
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Chapter 16 Review Questions and Problems |
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733 | (1) |
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734 | (2) |
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Chapter 17 Conformal Mapping |
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736 | (22) |
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17.1 Geometry of Analytic Functions: Conformal Mapping |
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737 | (5) |
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17.2 Linear Fractional Transformations (Mobius Transformations) |
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742 | (4) |
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17.3 Special Linear Fractional Transformations |
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746 | (4) |
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17.4 Conformal Mapping by Other Functions |
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750 | (4) |
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17.5 Riemann Surfaces. Optional |
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754 | (2) |
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Chapter 17 Review Questions and Problems |
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756 | (1) |
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757 | (1) |
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Chapter 18 Complex Analysis and Potential Theory |
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758 | (29) |
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18.1 Electrostatic Fields |
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759 | (4) |
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18.2 Use of Conformal Mapping. Modeling |
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763 | (4) |
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767 | (4) |
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771 | (6) |
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18.5 Poisson's Integral Formula for Potentials |
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777 | (4) |
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18.6 General Properties of Harmonic Functions. Uniqueness Theorem for the Dirichlet Problem |
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781 | (4) |
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Chapter 18 Review Questions and Problems |
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785 | (1) |
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786 | (1) |
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787 | (162) |
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788 | (2) |
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Chapter 19 Numerics in General |
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790 | (54) |
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790 | (8) |
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19.2 Solution of Equations by Iteration |
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798 | (10) |
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808 | (12) |
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19.4 Spline Interpolation |
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820 | (7) |
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19.5 Numeric Integration and Differentiation |
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827 | (14) |
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Chapter 19 Review Questions and Problems |
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841 | (1) |
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842 | (2) |
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Chapter 20 Numeric Linear Algebra |
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844 | (56) |
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20.1 Linear Systems: Gauss Elimination |
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844 | (8) |
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20.2 Linear Systems: LU-Factorization, Matrix Inversion |
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852 | (6) |
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20.3 Linear Systems: Solution by Iteration |
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858 | (6) |
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20.4 Linear Systems: Ill-Conditioning, Norms |
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864 | (8) |
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20.5 Least Squares Method |
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872 | (4) |
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20.6 Matrix Eigenvalue Problems: Introduction |
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876 | (3) |
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20.7 Inclusion of Matrix Eigenvalues |
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879 | (6) |
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20.8 Power Method for Eigenvalues |
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885 | (3) |
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20.9 Tridiagonalization and QR-Factorization |
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888 | (8) |
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Chapter 20 Review Questions and Problems |
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896 | (2) |
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898 | (2) |
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Chapter 21 Numerics for ODEs and PDEs |
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900 | (49) |
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21.1 Methods for First-Order ODEs |
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901 | (10) |
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911 | (4) |
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21.3 Methods for Systems and Higher Order ODEs |
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915 | (7) |
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21.4 Methods for Elliptic PDEs |
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922 | (9) |
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21.5 Neumann and Mixed Problems. Irregular Boundary |
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931 | (5) |
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21.6 Methods for Parabolic PDEs |
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936 | (6) |
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21.7 Method for Hyperbolic PDEs |
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942 | (3) |
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Chapter 21 Review Questions and Problems |
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945 | (1) |
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946 | (3) |
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PART F Optimization, Graphs |
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949 | (60) |
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Chapter 22 Unconstrained Optimization. Linear Programming |
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950 | (20) |
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22.1 Basic Concepts. Unconstrained Optimization: Method of Steepest Descent |
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951 | (3) |
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954 | (4) |
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958 | (4) |
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22.4 Simplex Method: Difficulties |
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962 | (6) |
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Chapter 22 Review Questions and Problems |
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968 | (1) |
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969 | (1) |
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Chapter 23 Graphs. Combinatorial Optimization |
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970 | (39) |
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970 | (5) |
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23.2 Shortest Path Problems. Complexity |
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975 | (5) |
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23.3 Bellman's Principle. Dijkstra's Algorithm |
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980 | (4) |
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23.4 Shortest Spanning Trees: Greedy Algorithm |
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984 | (4) |
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23.5 Shortest Spanning Trees: Prim's Algorithm |
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988 | (3) |
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991 | (7) |
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23.7 Maximum Flow: Ford-Fulkerson Algorithm |
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998 | (3) |
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23.8 Bipartite Graphs. Assignment Problems |
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1001 | (5) |
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Chapter 23 Review Questions and Problems |
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1006 | (1) |
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1007 | (2) |
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PART G Probability, Statistics |
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1009 | (1) |
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1009 | (2) |
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Chapter 24 Data Analysis. Probability Theory |
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1011 | (1) |
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24.1 Data Representation. Average. Spread |
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1011 | (4) |
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24.2 Experiments, Outcomes, Events |
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1015 | (3) |
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1018 | (6) |
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24.4 Permutations and Combinations |
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1024 | (5) |
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24.5 Random Variables. Probability Distributions |
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1029 | (6) |
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24.6 Mean and Variance of a Distribution |
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1035 | (4) |
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24.7 Binomial, Poisson, and Hypergeometric Distributions |
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1039 | (6) |
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1045 | (6) |
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24.9 Distributions of Several Random Variables |
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1051 | (9) |
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Chapter 24 Review Questions and Problems |
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1060 | (1) |
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1060 | (3) |
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Chapter 25 Mathematical Statistics |
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1063 | (1) |
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25.1 Introduction. Random Sampling |
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1063 | (2) |
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25.2 Point Estimation of Parameters |
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1065 | (3) |
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25.3 Confidence Intervals |
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1068 | (9) |
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25.4 Testing Hypotheses. Decisions |
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1077 | (10) |
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1087 | (5) |
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1092 | (4) |
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25.7 Goodness of Fit. Χ2-Test |
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1096 | (4) |
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1100 | (3) |
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25.9 Regression. Fitting Straight Lines. Correlation |
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1103 | (8) |
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Chapter 25 Review Questions and Problems |
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1111 | (1) |
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1112 | |
Appendix 1 References |
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1 | (3) |
Appendix 2 Answers to Odd-Numbered Problems |
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4 | (59) |
Appendix 3 Auxiliary Material |
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63 | (14) |
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A3.1 Formulas for Special Functions |
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63 | (6) |
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69 | (3) |
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A3.3 Sequences and Series |
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72 | (2) |
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A3.4 Grad, Div, Curl, V2 in Curvilinear Coordinates |
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74 | (3) |
Appendix 4 Additional Proofs |
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77 | (20) |
Appendix 5 Tables |
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97 | |
Index |
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1 | (1) |
Photo credits |
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1 | |