Introduction to Differential
Equations

1.1 Deﬁnitions and Concepts

1.2 Solutions of Differential Equations

1.3 Initial and Boundary-Value Problems

1.4 Direction Fields

First-Order Ordinary
Differential
Equations

2.1 Theory of First-Order Equations:
A Brief Discussion

2.2 Separation of Variables

2.3 Homogeneous Equations

Application: Models of Pursuit

2.4 Exact Equations

2.5 Linear Equations

2.5.1 Integrating Factor Approach

2.5.2 Variation of Parameters and the Method of
Undetermined Coefﬁcients

Application: Antibiotic Production

2.6 Numerical Approximations of
Solutions to First-Order Equations

2.6.1 Built-In Methods

2.6.2 Other Numerical Methods

Applications of First-Order
Ordinary Differential
Equations

3.1 Orthogonal Trajectories

Application: Oblique Trajectories

3.2 Population Growth and Decay

3.2.1 The Malthus Model

3.2.2 The Logistic Equation

Application: Harvesting

Application: The Logistic Difference Equation

3.3 Newton’s Law of Cooling

3.4 Free-Falling Bodies

Higher-Order Differential
Equations

4.1 Preliminary Deﬁnitions and Notation

4.1.1 Introduction

4.1.2 The nth-Order Ordinary Linear Differential
Equation

4.1.3 Fundamental Set of Solutions

4.1.4 Existence of a Fundamental Set of Solutions

4.1.5 Reduction of Order

4.2 Solving Homogeneous Equations with
Constant Coefﬁcients

4.2.1 Second-Order Equations

4.2.2 Higher-Order Equations

Outline of the Method of Undetermined Coefﬁcients

4.4.1 Second-Order Equations

4.4.2 Higher-Order Equations

4.5.1 Second-Order Equations

4.5.2 Higher-Order Nonhomogeneous Equations

4.6 Cauchy–Euler Equations

4.6.1 Second-Order Cauchy–Euler Equations

4.6.2 Higher-Order Cauchy–Euler Equations

4.6.3 Variation of Parameters

4.7 Series Solutions

4.7.1 Power Series Solutions about Ordinary Points

4.7.2 Series Solutions about Regular Singular Points

4.7.3 Method of Frobenius

Application: Zeros of the Bessel Functions of the First Kind

Application: The Wave Equation on a Circular Plate

4.8 Nonlinear Equations

Applications of
Higher-Order Differential
Equations

5.1 Harmonic Motion

5.1.1 Simple Harmonic Motion

5.1.2 Damped Motion

5.1.3 Forced Motion

5.1.4 Soft Springs

5.1.5 Hard Springs

5.1.6 Aging Springs

Application: Hearing Beats and Resonance

5.2 The Pendulum Problem

5.3 Other Applications

5.3.1 L–R–C Circuits

5.3.2 Deﬂection of a Beam

5.3.3 Bod´e Plots

5.3.4 The Catenary

Systems of Ordinary
Differential
Equations

6.1 Review of Matrix Algebra and Calculus

6.1.1 Deﬁning Nested Lists, Matrices, and Vectors

6.1.2 Extracting Elements of Matrices

6.1.3 Basic Computations with Matrices

6.1.4 Eigenvalues and Eigenvectors

6.1.5 Matrix Calculus

6.2 Systems of Equations: Preliminary
Deﬁnitions and Theory

6.2.1 Preliminary Theory

6.2.2 Linear Systems

6.3 Homogeneous Linear Systems with
Constant Coefﬁcients

6.3.1 Distinct Real Eigenvalues

6.3.2 Complex Conjugate Eigenvalues

6.3.3 Alternate Method for Solving Initial-Value
Problems

6.3.4 Repeated Eigenvalues

6.4.1 Undetermined Coefﬁcients

6.4.2 Variation of Parameters

6.4.3 The Matrix Exponential

Application: Controlling the Spread of a Disease

6.5.2 Euler’s Method

6.5.3 Runge–Kutta Method

6.6.1 Real Distinct Eigenvalues

6.6.2 Repeated Eigenvalues

6.6.3 Complex Conjugate Eigenvalues

6.6.4 Nonlinear Systems

Applications of Systems of
Ordinary Differential
Equations

7.1.1 L–R–C Circuits with Loops

7.1.2 L–R–C Circuit with One Loop

7.1.3 L–R–C Circuit with Two Loops

7.1.4 Spring–Mass Systems

7.2.1 Diffusion through a Membrane

7.2.2 Diffusion through a Double-Walled Membrane

7.2.3 Population Problems

7.3 Applications that Lead to Nonlinear
Systems

7.3.2 Physical Systems: Variable Damping

8.1.1 Deﬁnition of the Laplace Transform

8.1.3 Properties of the Laplace Transform

8.2 The Inverse Laplace Transform

8.2.1 Deﬁnition of the Inverse Laplace Transform

8.4.2 Solving Initial-Value Problems

8.4.3 Periodic Functions

8.4.4 Impulse Functions: The Delta Function

8.5 The Convolution Theorem

8.5.1 The Convolution Theorem

8.5.2 Integral and Integrodifferential Equations

8.6 Applications of Laplace Transforms,
Part I

8.6.1 Spring–Mass Systems Revisited

8.6.2 L–R–C Circuits Revisited

8.6.3 Population Problems Revisited

Application: The Tautochrone

8.7 Laplace Transform Methods for
Systems

8.8 Applications of Laplace Transforms,
Part II

8.8.1 Coupled Spring–Mass Systems

8.8.2 The Double Pendulum

Application: Free Vibration of a Three-Story Building

Eigenvalue Problems and
Fourier Series

9.1.1 Boundary-Value Problems

9.1.2 Eigenvalue Problems

9.1.3 Sturm–Liouville Problems

9.2 Fourier Sine Series and Cosine Series

9.2.1 Fourier Sine Series

9.2.2 Fourier Cosine Series

9.3 Fourier Series

9.3.1 Fourier Series

9.3.2 Even, Odd, and Periodic Extensions

9.3.3 Differentiation and Integration of Fourier Series

9.3.4 Parseval’s Equality

9.4 Generalized Fourier Series

10.1.1 Introduction

10.1.2 Separation of Variables

10.2 The One-Dimensional Heat Equation

10.2.1 The Heat Equation with Homogeneous
Boundary Conditions

10.2.2 Nonhomogeneous Boundary Conditions

10.2.3 Insulated Boundary

10.3 The One-Dimensional Wave
Equation

10.3.1 The Wave Equation

10.3.2 D’Alembert’s Solution

10.4 Problems in Two Dimensions:
Laplace’s Equation

10.4.1 Laplace’s Equation

10.5 Two-Dimensional Problems in a
Circular Region

10.5.1 Laplace’s Equation in a Circular Region

10.5.2 The Wave Equation in a Circular Region

10.5.3 Other Partial Differential Equations

Appendix:
Getting Started

Introduction to Mathematica

A Note Regarding Different Versions of Mathematica

Getting Started with Mathematica

Five Basic Rules of Mathematica Syntax