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Multi-variable calculus

1.1 Implicit functions

1.2 Functional dependence

1.3 Coordinate Transformations

1.3.1 Jacobians and Metric Tensors

1.3.2 Covariance and Contravariance

1.4.1 Derivatives of integral expressions

1.5 Lagrange multipliers

Problems

2.1 Separation of variables

2.2 Homogeneous equations

2.3 Exact equations

2.4 Integrating factors

2.5 Bernoulli equation

2.6 Riccati equation

2.7 Reduction of order

2.7.1 y absent

2.7.2 x absent

2.8 Uniqueness and singular solutions

2.9 Clairaut equation

Linear ordinary diﬀerential equations

3.1 Linearity and linear independence

3.2.1 Arbitrary order

3.2.2 First order

3.2.3 Second order

3.3.1 One solution to ﬁnd another

3.3.2 Euler equation

3.4 Particular solutions

3.4.1 Method of undetermined coeﬃcients

3.4.2 Variation of parameters

3.4.3 Operator D

3.4.4 Green’s functions

Series solution methods

4.1 Power series

4.1.1 First-order equation

4.1.2 Second-order equation

4.1.2.1 Ordinary point

4.1.2.2 Regular singular point

4.1.2.3 Irregular singular point

4.1.3 Higher order equations

4.2 Perturbation methods

4.2.1 Algebraic and transcendental equations

4.2.2 Regular perturbations

4.2.3 Strained coordinates

4.2.4 Multiple scales

4.2.5 Harmonic approximation

4.2.6 Boundary layers

4.2.7 WKB method

4.2.8 Solutions of the type eS(x)

4.2.9 Repeated substitution

Special functions

5.1 Sturm-Liouville equations

5.1.1 Linear oscillator

5.1.2 Legendre equation

5.1.3 Chebyshev equation

5.1.4 Hermite equation

5.1.5 Laguerre equation

5.1.6 Bessel equation

5.1.6.1 ﬁrst and second kind

5.1.6.2 third kind

5.1.6.3 modiﬁed Bessel functions

5.1.6.4 ber and bei functions

5.2 Representation of arbitrary functions

Vectors and tensors

6.1 Cartesian index notation

6.2 Cartesian tensors

6.2.1 Direction cosines

6.2.1.1 Scalars

6.2.1.2 Vectors

6.2.1.3 Tensors

6.2.2 Matrix representation

6.2.3 Transpose of a tensor, symmetric and anti-symmetric ten-

6.2.4 Dual vector of a tensor

6.2.5 Principal axes

6.3 Algebra of vectors

6.3.1 Deﬁnition and properties

6.3.2 Scalar product (dot product, inner product)

6.3.3 Cross product

6.3.4 Scalar triple product

6.3.5 Identities

6.4 Calculus of vectors

6.4.1 Vector function of single scalar variable

6.4.2 Diﬀerential geometry of curves

6.4.2.1 Curves on a plane

6.4.2.2 Curves in 3-dimensional space

6.5 Line and surface integrals

6.5.1 Line integrals

6.5.2 Surface integrals

6.6 Diﬀerential operators

6.6.1 Gradient of a scalar

6.6.2 Divergence

6.6.2.1 Vectors

6.6.2.2 Tensors

6.6.3 Curl of a vector

6.6.4 Laplacian

6.6.4.1 Scalar

6.6.4.2 Vector

6.6.5 Identities

6.7 Special theorems

6.7.1 Path independence

6.7.2 Green’s theorem

6.7.3 Gauss’s theorem

6.7.4 Green’s identities

6.7.5 Stokes’ theorem

6.7.6 Leibniz’s Theorem

6.8 Orthogonal curvilinear coordinates

Linear analysis

7.1 Sets

7.2 Diﬀerentiation and integration

7.2.1 Fr´echet derivative

7.2.2 Riemann integral

7.2.3 Lebesgue integral

7.3 Vector spaces

7.3.1 Normed spaces

7.3.2 Inner product spaces

7.3.2.1 Hilbert space

7.3.2.2 Non-commutation of the inner product

7.3.2.3 Minkowski space

7.3.2.4 Orthogonality

7.3.2.5 Gram-Schmidt procedure

7.3.2.6 Representation of a vector

7.3.2.7 Parseval’s equation, convergence, and completeness

7.3.3 Reciprocal bases

7.4 Operators

7.4.1 Linear operators

7.4.2 Adjoint operators

7.4.3 Inverse operators

7.4.4 Eigenvalues and eigenvectors

7.5 Equations

7.6 Method of weighted residuals

Linear algebra

8.1 Determinants and rank

8.2 Matrix algebra

8.2.1 Column, row, left and right null spaces

8.2.2 Matrix multiplication

8.2.3 Deﬁnitions and properties

8.2.3.1 Diagonal matrices

8.2.3.2 Inverse

8.2.3.3 Similar matrices

8.2.4 Equations

8.2.4.1 Overconstrained Systems

8.2.4.2 Underconstrained Systems

8.2.4.3 Over- and Underconstrained Systems

8.2.4.4 Square Systems

8.2.5 Eigenvalues and eigenvectors

8.2.6 Complex matrices

8.3 Orthogonal and unitary matrices

8.3.1 Orthogonal matrices

8.3.2 Unitary matrices

8.4 Matrix decompositions

8.4.1 L·D·U decomposition

8.4.2 Echelon form

8.4.3 Q·R decomposition

8.4.4 Diagonalization

8.6.2 Weighted least squares

8.7 Matrix exponential

8.8 Quadratic form

8.9 Moore-Penrose inverse

Dynamical systems

9.1 Paradigm problems

9.1.1 Autonomous example

9.1.2 Non-autonomous example

9.2 General theory

9.3 Iterated maps

9.4 High order scalar diﬀerential equations

9.5 Linear systems

9.5.1 Homogeneous equations with constant A

9.5.1.1 n eigenvectors

9.5.1.2 < n eigenvectors

9.5.1.3 Summary of method

9.5.1.4 Alternative method

9.5.1.5 Fundamental matrix

9.5.2 Inhomogeneous equations

9.5.2.1 Undetermined coeﬃcients

9.5.2.2 Variation of parameters

9.6 Nonlinear equations

9.6.1 Deﬁnitions

9.6.2 Linear stability

9.6.3 Lyapunov functions

9.6.4 Hamiltonian systems

9.7 Fractals

9.7.1 Cantor set

9.7.2 Koch curve

9.7.3 Weierstrass function

9.7.4 Mandelbrot and Julia sets

9.8 Bifurcations

9.8.1 Pitchfork bifurcation

9.8.2 Transcritical bifurcation

9.8.3 Saddle-node bifurcation

9.8.4 Hopf bifurcation

9.9 Lorenz equations

9.9.1 Linear stability

9.9.2 Center manifold projection

10.2 Routh-Hurwitz criterion

10.3 Inﬁnite series

10.4 Asymptotic expansions

10.4.1 Expansion of integrals

10.4.2 Integration and diﬀerentiation of series

10.5 Limits and continuity

10.6 Special functions

10.6.1 Gamma function

10.6.2 Beta function

10.6.3 Riemann zeta function

10.6.4 Error function

10.6.5 Fresnel integrals

10.6.6 Sine- and cosine-integral functions

10.6.7 Elliptic integrals

10.6.8 Gauss’s hypergeometric function

10.6.9 δ distribution and Heaviside function

10.7 Singular integrals

10.8 Chain rule

10.9 Complex numbers

10.9.1 Euler’s formula

10.9.2 Polar and Cartesian representations

10.9.3 Cauchy-Riemann equations

Bibliography

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