Advanced Mathematical Methods for Scientists and Engineers I
Asymptotic Methods and Perturbation Theory
Omschrijving
-Sherlock Holmes, The Valley of Fear Sir Arthur Conan Doyle The main purpose of our book is to present and explain mathematical methods for obtaining approximate analytical solutions to differential and difference equations that cannot be solved exactly. Preface
xiii
PART I FUNDAMENTALS
Ordinary Differential Equations
3(33)
Ordinary Differential Equations
3(2)
Initial-Value and Boundary-Value Problems
5(2)
Theory of Homogeneous Linear Equations
7(4)
Solutions of Homogeneous Linear Equations
11(3)
Inhomogeneous Linear Equations
14(6)
First-Order Nonlinear Differential Equations
20(4)
Higher-Order Nonlinear Differential Equations
24(3)
Eigenvalue Problems
27(2)
Differential Equations in the Complex Plane
29(7)
Problems for Chapter 1
30(6)
Difference Equations
36(25)
The Calculus of Differences
36(1)
Elementary Difference Equations
37(3)
Homogeneous Linear Difference Equations
40(9)
Inhomogeneous Linear Difference Equations
49(4)
Nonlinear Difference Equations
53(8)
Problems for Chapter 2
53(8)
PART II LOCAL ANALYSIS
Approximate Solution of Linear Differential Equations
61(85)
Classification of Singular Points of Homogeneous Linear Equations
62(4)
Local Behavior Near Ordinary Points of Homogeneous Linear Equations
66(2)
Local Series Expansions About Regular Singular Points of Homogeneous Linear Equations
68(8)
Local Behavior at Irregular Singular Points of Homogeneous Linear Equations
76(12)
Irregular Singular Point at Infinity
88(15)
Local Analysis of Inhomogeneous Linear Equations
103(4)
Asymptotic Relations
107(11)
Asymptotic Series
118(28)
Problems for Chapter 3
136(10)
Approximate Solution of Nonlinear Differential Equations
146(59)
Spontaneous Singularities
146(2)
Approximate Solutions of First-Order Nonlinear Differential Equations
148(4)
Approximate Solutions to Higher-Order Nonlinear Differential Equations
152(19)
Nonlinear Autonomous Systems
171(14)
Higher-Order Nonlinear Autonomous Systems
185(20)
Problems for Chapter 4
196(9)
Approximate Solution of Difference Equations
205(42)
Introductory Comments
205(1)
Ordinary and Regular Singular Points of Linear Difference Equations
206(8)
Local Behavior Near an Irregular Singular Point at Infinity: Determination of Controlling Factors
214(4)
Asymptotic Behavior of n! as n ? ? : The Stirling Series
218(9)
Local Behavior Near an Irregular Singular Point at Infinity: Full Asymptotic Series
227(6)
Local Behavior of Nonlinear Difference Equations
233(14)
Problems for Chapter 5
240(7)
Asymptotic Expansion of Integrals
247(72)
Introduction
247(2)
Elementary Examples
249(3)
Integration by Parts
252(9)
Laplace's Method and Watson's Lemma
261(15)
Method of Stationary Phase
276(4)
Method of Steepest Descents
280(22)
Asymptotic Evaluation of Sums
302(17)
Problems for Chapter 6
306(13)
PART III PERTURBATION METHODS
Perturbation Series
319(49)
Perturbation Theory
319(5)
Regular and Singular Perturbation Theory
324(6)
Perturbation Methods for Linear Eigenvalue Problems
330(5)
Asymptotic Matching
335(15)
Mathematical Structure of Perturbative Eigenvalue Problems
350(18)
Problems for Chapter 7
361(7)
Summation of Series
368(49)
Improvement of Convergence
368(11)
Summation of Divergent Series
379(4)
Pade Summation
383(12)
Continued Fractions and Pade Approximants
395(5)
Convergence of Pade Approximants
400(5)
Pade Sequences for Stieltjes Functions
405(12)
Problems for Chapter 8
410(7)
PART IV GLOBAL ANALYSIS
Boundary Layer Theory
417(67)
Introduction to Boundary-Layer Theory
419(7)
Mathematical Structure of Boundary Layers: Inner, Outer, and Intermediate Limits
426(5)
Higher-Order Boundary Layer Theory
431(4)
Distinguished Limits and Boundary Layers of Thickness ? &epsis;
435(11)
Miscellaneous Examples of Linear Boundary-Layer Problems
446(9)
Internal Boundary Layers
455(8)
Nonlinear Boundary-Layer Problems
463(21)
Problems for Chapter 9
479(5)
WKB Theory
484(60)
The Exponential Approximation for Dissipative and Dispersive Phenomena
484(9)
Conditions for Validity of the WKB Approximation
493(4)
Patched Asymptotic Approximations: WKB Solution of Inhomogeneous Linear Equations
497(7)
Matched Asymptotic Approximations: Solution of the One-Turning-Point Problem
504(15)
Two-Turning-Point Problems: Eigenvalue Condition
519(5)
Tunneling
524(10)
Brief Discussion of Higher-Order WKB Approximations
534(10)
Problems for Chapter 10
539(5)
Multiple-Scale Analysis
544(25)
Resonance and Secular Behavior
544(5)
Multiple-Scale Analysis
549(2)
Examples of Multiple-Scale Analysis
551(9)
The Mathieu Equation and Stability
560(9)
Problems for Chapter 11
566(3)
Appendix---Useful Formulas
569(8)
References
577(4)
Index
581
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