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1 Vector Fields and Ordinary Differential Equations |
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3 | (22) |
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3 | (1) |
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1.2 Curves and Surfaces in Rn |
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4 | (5) |
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1.2.1 Cartesian Products, Affine Spaces |
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4 | (2) |
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6 | (2) |
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8 | (1) |
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1.3 The Divergence Theorem |
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9 | (3) |
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1.3.1 The Divergence of a Vector Field |
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9 | (1) |
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1.3.2 The Flux of a Vector Field over an Orientable Surface |
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10 | (1) |
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1.3.3 Statement of the Theorem |
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11 | (1) |
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11 | (1) |
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1.4 Ordinary Differential Equations |
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12 | (13) |
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1.4.1 Vector Fields as Differential Equations |
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12 | (1) |
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1.4.2 Geometry Versus Analysis |
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13 | (1) |
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14 | (2) |
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1.4.4 Autonomous and Non-autonomous Systems |
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16 | (1) |
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1.4.5 Higher-Order Equations |
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17 | (1) |
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1.4.6 First Integrals and Conserved Quantities |
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18 | (3) |
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1.4.7 Existence and Uniqueness |
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21 | (1) |
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22 | (2) |
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24 | (1) |
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2 Partial Differential Equations in Engineering |
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25 | (26) |
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25 | (1) |
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2.2 What is a Partial Differential Equation? |
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26 | (1) |
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27 | (9) |
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2.3.1 The Generic Balance Equation |
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28 | (3) |
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2.3.2 The Case of Only One Spatial Dimension |
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31 | (3) |
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2.3.3 The Need for Constitutive Laws |
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34 | (2) |
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2.4 Examples of PDEs in Engineering |
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36 | (15) |
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36 | (1) |
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37 | (1) |
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2.4.3 Longitudinal Waves in an Elastic Bar |
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38 | (1) |
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39 | (1) |
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2.4.5 Time-Independent Phenomena |
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40 | (1) |
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2.4.6 Continuum Mechanics |
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41 | (6) |
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47 | (4) |
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Part II The First-Order Equation |
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3 The Single First-Order Quasi-linear PDE |
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51 | (24) |
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51 | (2) |
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3.2 Quasi-linear Equation in Two Independent Variables |
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53 | (3) |
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3.3 Building Solutions from Characteristics |
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56 | (5) |
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3.3.1 A Fundamental Lemma |
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56 | (1) |
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3.3.2 Corollaries of the Fundamental Lemma |
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57 | (1) |
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58 | (2) |
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3.3.4 What Else Can Go Wrong? |
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60 | (1) |
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3.4 Particular Cases and Examples |
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61 | (10) |
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3.4.1 Homogeneous Linear Equation |
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61 | (1) |
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3.4.2 Non-homogeneous Linear Equation |
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62 | (2) |
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3.4.3 Quasi-linear Equation |
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64 | (7) |
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71 | (4) |
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74 | (1) |
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75 | (14) |
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75 | (1) |
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4.2 Generalized Solutions |
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76 | (2) |
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78 | (4) |
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4.4 Discontinuous Initial Conditions |
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82 | (7) |
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82 | (3) |
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85 | (3) |
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88 | (1) |
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5 The Genuinely Nonlinear First-Order Equation |
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89 | (26) |
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89 | (1) |
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90 | (2) |
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5.3 The Characteristic Directions |
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92 | (4) |
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96 | (2) |
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98 | (1) |
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99 | (2) |
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5.7 More Than Two Independent Variables |
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101 | (4) |
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5.7.1 Quasi-linear Equations |
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101 | (3) |
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5.7.2 Non-linear Equations |
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104 | (1) |
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5.8 Application to Hamiltonian Systems |
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105 | (10) |
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5.8.1 Hamiltonian Systems |
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105 | (1) |
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5.8.2 Reduced Form of a First-Order PDE |
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106 | (1) |
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5.8.3 The Hamilton-Jacobi Equation |
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107 | (1) |
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108 | (4) |
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112 | (3) |
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Part III Classification of Equations and Systems |
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6 The Second-Order Quasi-linear Equation |
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115 | (16) |
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115 | (2) |
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6.2 The First-Order PDE Revisited |
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117 | (1) |
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6.3 The Second-Order Case |
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118 | (3) |
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6.4 Propagation of Weak Singularities |
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121 | (6) |
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6.4.1 Hadamard's Lemma and Its Consequences |
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121 | (2) |
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123 | (2) |
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125 | (2) |
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127 | (4) |
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130 | (1) |
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131 | (26) |
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7.1 Systems of First-Order Equations |
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131 | (9) |
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7.1.1 Characteristic Directions |
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131 | (2) |
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133 | (1) |
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7.1.3 Strong Singularities in Linear Systems |
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134 | (1) |
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7.1.4 An Application to the Theory of Beams |
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135 | (2) |
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7.1.5 Systems with Several Independent Variables |
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137 | (3) |
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7.2 Systems of Second-Order Equations |
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140 | (17) |
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7.2.1 Characteristic Manifolds |
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140 | (2) |
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7.2.2 Variation of the Wave Amplitude |
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142 | (2) |
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7.2.3 The Timoshenko Beam Revisited |
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144 | (3) |
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147 | (3) |
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150 | (3) |
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153 | (4) |
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Part IV Paradigmatic Equations |
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8 The One-Dimensional Wave Equation |
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157 | (26) |
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157 | (1) |
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8.2 Hyperbolicity and Characteristics |
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158 | (1) |
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8.3 The d'Alembert Solution |
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159 | (1) |
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160 | (3) |
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8.5 The Semi-infinite String |
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163 | (5) |
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8.5.1 D'Alembert Solution |
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163 | (2) |
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8.5.2 Interpretation in Terms of Characteristics |
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165 | (2) |
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8.5.3 Extension of Initial Data |
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167 | (1) |
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168 | (6) |
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168 | (3) |
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8.6.2 Uniqueness and Stability |
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171 | (2) |
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173 | (1) |
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8.7 Moving Boundaries and Growth |
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174 | (1) |
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8.8 Controlling the Slinky? |
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175 | (2) |
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8.9 Source Terms and Duhamel's Principle |
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177 | (6) |
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182 | (1) |
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9 Standing Waves and Separation of Variables |
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183 | (26) |
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183 | (1) |
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9.2 A Short Review of the Discrete Case |
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184 | (5) |
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9.3 Shape-Preserving Motions of the Vibrating String |
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189 | (3) |
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9.4 Solving Initial-Boundary Value Problems by Separation of Variables |
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192 | (6) |
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9.5 Shape-Preserving Motions of More General Continuous Systems |
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198 | (11) |
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9.5.1 String with Variable Properties |
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198 | (3) |
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201 | (2) |
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9.5.3 The Vibrating Membrane |
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203 | (5) |
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208 | (1) |
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10 The Diffusion Equation |
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209 | (30) |
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10.1 Physical Considerations |
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209 | (5) |
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10.1.1 Diffusion of a Pollutant |
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209 | (3) |
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10.1.2 Conduction of Heat |
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212 | (2) |
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10.2 General Remarks on the Diffusion Equation |
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214 | (1) |
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10.3 Separating Variables |
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215 | (1) |
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10.4 The Maximum-Minimum Theorem and Its Consequences |
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216 | (3) |
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219 | (2) |
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10.6 Non-homogeneous Problems |
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221 | (2) |
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223 | (2) |
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10.8 The Fourier Series and the Fourier Integral |
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225 | (3) |
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10.9 Solution of the Cauchy Problem |
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228 | (2) |
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10.10 Generalized Functions |
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230 | (4) |
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10.11 Inhomogeneous Problems and Duhamel's Principle |
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234 | (5) |
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238 | (1) |
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239 | (14) |
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239 | (1) |
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11.2 Green's Theorem and the Dirichlet and Neumann Problems |
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240 | (3) |
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11.3 The Maximum-Minimum Principle |
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243 | (1) |
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11.4 The Fundamental Solutions |
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244 | (2) |
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246 | (2) |
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11.6 The Mean-Value Theorem |
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248 | (1) |
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11.7 Green's Function for the Circle and the Sphere |
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249 | (4) |
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252 | (1) |
Index |
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253 | |