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| elementary differential equations ebook: Elementary Differential Equations and Boundary Value Problems William E. Boyce, Richard C. DiPrima, Douglas B. Meade, 2017-08-21 Elementary Differential Equations and Boundary Value Problems 11e, like its predecessors, is written from the viewpoint of the applied mathematician, whose interest in differential equations may sometimes be quite theoretical, sometimes intensely practical, and often somewhere in between. The authors have sought to combine a sound and accurate (but not abstract) exposition of the elementary theory of differential equations with considerable material on methods of solution, analysis, and approximation that have proved useful in a wide variety of applications. While the general structure of the book remains unchanged, some notable changes have been made to improve the clarity and readability of basic material about differential equations and their applications. In addition to expanded explanations, the 11th edition includes new problems, updated figures and examples to help motivate students. The program is primarily intended for undergraduate students of mathematics, science, or engineering, who typically take a course on differential equations during their first or second year of study. The main prerequisite for engaging with the program is a working knowledge of calculus, gained from a normal two or three semester course sequence or its equivalent. Some familiarity with matrices will also be helpful in the chapters on systems of differential equations. |
| elementary differential equations ebook: Elementary Differential Equations William E. Boyce, Richard C. DiPrima, Douglas B. Meade, 2017-08-14 With Wiley's Enhanced E-Text, you get all the benefits of a downloadable, reflowable eBook with added resources to make your study time more effective, including: Embedded & searchable equations, figures & tables Math XML Index with linked pages numbers for easy reference Redrawn full color figures to allow for easier identification Elementary Differential Equations, 11th Edition is written from the viewpoint of the applied mathematician, whose interest in differential equations may sometimes be quite theoretical, sometimes intensely practical, and often somewhere in between. The authors have sought to combine a sound and accurate (but not abstract) exposition of the elementary theory of differential equations with considerable material on methods of solution, analysis, and approximation that have proved useful in a wide variety of applications. While the general structure of the book remains unchanged, some notable changes have been made to improve the clarity and readability of basic material about differential equations and their applications. In addition to expanded explanations, the 11th edition includes new problems, updated figures and examples to help motivate students. The program is primarily intended for undergraduate students of mathematics, science, or engineering, who typically take a course on differential equations during their first or second year of study. The main prerequisite for engaging with the program is a working knowledge of calculus, gained from a normal two ] or three ] semester course sequence or its equivalent. Some familiarity with matrices will also be helpful in the chapters on systems of differential equations. |
| elementary differential equations ebook: A Second Course in Elementary Differential Equations Paul Waltman, 2014-05-10 A Second Course in Elementary Differential Equations deals with norms, metric spaces, completeness, inner products, and an asymptotic behavior in a natural setting for solving problems in differential equations. The book reviews linear algebra, constant coefficient case, repeated eigenvalues, and the employment of the Putzer algorithm for nondiagonalizable coefficient matrix. The text describes, in geometrical and in an intuitive approach, Liapunov stability, qualitative behavior, the phase plane concepts, polar coordinate techniques, limit cycles, the Poincaré-Bendixson theorem. The book explores, in an analytical procedure, the existence and uniqueness theorems, metric spaces, operators, contraction mapping theorem, and initial value problems. The contraction mapping theorem concerns operators that map a given metric space into itself, in which, where an element of the metric space M, an operator merely associates with it a unique element of M. The text also tackles inner products, orthogonality, bifurcation, as well as linear boundary value problems, (particularly the Sturm-Liouville problem). The book is intended for mathematics or physics students engaged in ordinary differential equations, and for biologists, engineers, economists, or chemists who need to master the prerequisites for a graduate course in mathematics. |
| elementary differential equations ebook: Ordinary Differential Equations Morris Tenenbaum, Harry Pollard, 1985-10-01 Skillfully organized introductory text examines origin of differential equations, then defines basic terms and outlines the general solution of a differential equation. Subsequent sections deal with integrating factors; dilution and accretion problems; linearization of first order systems; Laplace Transforms; Newton's Interpolation Formulas, more. |
| elementary differential equations ebook: Notes on Diffy Qs Jiri Lebl, 2019-11-13 Version 6.0. An introductory course on differential equations aimed at engineers. The book covers first order ODEs, higher order linear ODEs, systems of ODEs, Fourier series and PDEs, eigenvalue problems, the Laplace transform, and power series methods. It has a detailed appendix on linear algebra. The book was developed and used to teach Math 286/285 at the University of Illinois at Urbana-Champaign, and in the decade since, it has been used in many classrooms, ranging from small community colleges to large public research universities. See https: //www.jirka.org/diffyqs/ for more information, updates, errata, and a list of classroom adoptions. |
| elementary differential equations ebook: From Elementary Probability to Stochastic Differential Equations with MAPLE® Sasha Cyganowski, Peter Kloeden, Jerzy Ombach, 2012-12-06 This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies. |
| elementary differential equations ebook: Ordinary and Partial Differential Equations Victor Henner, Tatyana Belozerova, Mikhail Khenner, 2013-01-29 Covers ODEs and PDEs—in One Textbook Until now, a comprehensive textbook covering both ordinary differential equations (ODEs) and partial differential equations (PDEs) didn’t exist. Fulfilling this need, Ordinary and Partial Differential Equations provides a complete and accessible course on ODEs and PDEs using many examples and exercises as well as intuitive, easy-to-use software. Teaches the Key Topics in Differential Equations The text includes all the topics that form the core of a modern undergraduate or beginning graduate course in differential equations. It also discusses other optional but important topics such as integral equations, Fourier series, and special functions. Numerous carefully chosen examples offer practical guidance on the concepts and techniques. Guides Students through the Problem-Solving Process Requiring no user programming, the accompanying computer software allows students to fully investigate problems, thus enabling a deeper study into the role of boundary and initial conditions, the dependence of the solution on the parameters, the accuracy of the solution, the speed of a series convergence, and related questions. The ODE module compares students’ analytical solutions to the results of computations while the PDE module demonstrates the sequence of all necessary analytical solution steps. |
| elementary differential equations ebook: An Introduction to Ordinary Differential Equations Earl A. Coddington, 1968 |
| elementary differential equations ebook: A Short Course in Ordinary Differential Equations Qingkai Kong, 2014-10-21 This text is a rigorous treatment of the basic qualitative theory of ordinary differential equations, at the beginning graduate level. Designed as a flexible one-semester course but offering enough material for two semesters, A Short Course covers core topics such as initial value problems, linear differential equations, Lyapunov stability, dynamical systems and the Poincaré—Bendixson theorem, and bifurcation theory, and second-order topics including oscillation theory, boundary value problems, and Sturm—Liouville problems. The presentation is clear and easy-to-understand, with figures and copious examples illustrating the meaning of and motivation behind definitions, hypotheses, and general theorems. A thoughtfully conceived selection of exercises together with answers and hints reinforce the reader's understanding of the material. Prerequisites are limited to advanced calculus and the elementary theory of differential equations and linear algebra, making the text suitable for senior undergraduates as well. |
| elementary differential equations ebook: Ordinary Differential Equations Vladimir I. Arnold, 1992-05-08 Few books on Ordinary Differential Equations (ODEs) have the elegant geometric insight of this one, which puts emphasis on the qualitative and geometric properties of ODEs and their solutions, rather than on routine presentation of algorithms. From the reviews: Professor Arnold has expanded his classic book to include new material on exponential growth, predator-prey, the pendulum, impulse response, symmetry groups and group actions, perturbation and bifurcation. --SIAM REVIEW |
| elementary differential equations ebook: Introduction to Differential Equations with Dynamical Systems Stephen L. Campbell, Richard Haberman, 2008-04-21 Many textbooks on differential equations are written to be interesting to the teacher rather than the student. Introduction to Differential Equations with Dynamical Systems is directed toward students. This concise and up-to-date textbook addresses the challenges that undergraduate mathematics, engineering, and science students experience during a first course on differential equations. And, while covering all the standard parts of the subject, the book emphasizes linear constant coefficient equations and applications, including the topics essential to engineering students. Stephen Campbell and Richard Haberman--using carefully worded derivations, elementary explanations, and examples, exercises, and figures rather than theorems and proofs--have written a book that makes learning and teaching differential equations easier and more relevant. The book also presents elementary dynamical systems in a unique and flexible way that is suitable for all courses, regardless of length. |
| elementary differential equations ebook: Differential Equations Christian Constanda, 2017-03-14 This textbook is designed with the needs of today’s student in mind. It is the ideal textbook for a first course in elementary differential equations for future engineers and scientists, including mathematicians. This book is accessible to anyone who has a basic knowledge of precalculus algebra and differential and integral calculus. Its carefully crafted text adopts a concise, simple, no-frills approach to differential equations, which helps students acquire a solid experience in many classical solution techniques. With a lighter accent on the physical interpretation of the results, a more manageable page count than comparable texts, a highly readable style, and over 1000 exercises designed to be solved without a calculating device, this book emphasizes the understanding and practice of essential topics in a succinct yet fully rigorous fashion. Apart from several other enhancements, the second edition contains one new chapter on numerical methods of solution. The book formally splits the pure and applied parts of the contents by placing the discussion of selected mathematical models in separate chapters. At the end of most of the 246 worked examples, the author provides the commands in Mathematica® for verifying the results. The book can be used independently by the average student to learn the fundamentals of the subject, while those interested in pursuing more advanced material can regard it as an easily taken first step on the way to the next level. Additionally, practitioners who encounter differential equations in their professional work will find this text to be a convenient source of reference. |
| elementary differential equations ebook: Elementary Differential Equations William Ted Martin, 1961 |
| elementary differential equations ebook: Differential Equations, Dynamical Systems, and an Introduction to Chaos Morris W. Hirsch, Stephen Smale, Robert L. Devaney, 2003-12-06 Differential Equations, Dynamical Systems, and an Introduction to Chaos, Second Edition, provides a rigorous yet accessible introduction to differential equations and dynamical systems. The original text by three of the world's leading mathematicians has become the standard textbook for graduate courses in this area. Thirty years in the making, this Second Edition brings students to the brink of contemporary research, starting from a background that includes only calculus and elementary linear algebra. The book explores the dynamical aspects of ordinary differential equations and the relations between dynamical systems and certain fields outside pure mathematics. It presents the simplification of many theorem hypotheses and includes bifurcation theory throughout. It contains many new figures and illustrations; a simplified treatment of linear algebra; detailed discussions of the chaotic behavior in the Lorenz attractor, the Shil'nikov systems, and the double scroll attractor; and increased coverage of discrete dynamical systems. This book will be particularly useful to advanced students and practitioners in higher mathematics. - Developed by award-winning researchers and authors - Provides a rigorous yet accessible introduction to differential equations and dynamical systems - Includes bifurcation theory throughout - Contains numerous explorations for students to embark upon NEW IN THIS EDITION - New contemporary material and updated applications - Revisions throughout the text, including simplification of many theorem hypotheses - Many new figures and illustrations - Simplified treatment of linear algebra - Detailed discussion of the chaotic behavior in the Lorenz attractor, the Shil'nikov systems, and the double scroll attractor - Increased coverage of discrete dynamical systems |
| elementary differential equations ebook: Elementary Differential Equations with Applications William R. Derrick, 1978 |
| elementary differential equations ebook: Ordinary Differential Equations with Applications to Mechanics Mircea Soare, Petre P. Teodorescu, Ileana Toma, 2007-06-04 This interdisciplinary work creates a bridge between the mathematical and the technical disciplines by providing a strong mathematical tool. The present book is a new, English edition of the volume published in 1999. It contains many improvements, as well as new topics, using enlarged and updated references. Only ordinary differential equations and their solutions in an analytical frame were considered, leaving aside their numerical approach. |
| elementary differential equations ebook: Partial Differential Equations T. Hillen, I.E. Leonard, H. van Roessel, 2019-05-15 Provides more than 150 fully solved problems for linear partial differential equations and boundary value problems. Partial Differential Equations: Theory and Completely Solved Problems offers a modern introduction into the theory and applications of linear partial differential equations (PDEs). It is the material for a typical third year university course in PDEs. The material of this textbook has been extensively class tested over a period of 20 years in about 60 separate classes. The book is divided into two parts. Part I contains the Theory part and covers topics such as a classification of second order PDEs, physical and biological derivations of the heat, wave and Laplace equations, separation of variables, Fourier series, D’Alembert’s principle, Sturm-Liouville theory, special functions, Fourier transforms and the method of characteristics. Part II contains more than 150 fully solved problems, which are ranked according to their difficulty. The last two chapters include sample Midterm and Final exams for this course with full solutions. |
| elementary differential equations ebook: Finite Difference Methods for Ordinary and Partial Differential Equations Randall J. LeVeque, 2007-01-01 This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples. |
| elementary differential equations ebook: Elementary Differential Geometry Barrett O'Neill, 2014-05-12 Elementary Differential Geometry focuses on the elementary account of the geometry of curves and surfaces. The book first offers information on calculus on Euclidean space and frame fields. Topics include structural equations, connection forms, frame fields, covariant derivatives, Frenet formulas, curves, mappings, tangent vectors, and differential forms. The publication then examines Euclidean geometry and calculus on a surface. Discussions focus on topological properties of surfaces, differential forms on a surface, integration of forms, differentiable functions and tangent vectors, congruence of curves, derivative map of an isometry, and Euclidean geometry. The manuscript takes a look at shape operators, geometry of surfaces in E, and Riemannian geometry. Concerns include geometric surfaces, covariant derivative, curvature and conjugate points, Gauss-Bonnet theorem, fundamental equations, global theorems, isometries and local isometries, orthogonal coordinates, and integration and orientation. The text is a valuable reference for students interested in elementary differential geometry. |
| elementary differential equations ebook: Elementary Stability and Bifurcation Theory Gerard Iooss, Daniel D. Joseph, 2012-12-06 In its most general form bifurcation theory is a theory of asymptotic solutions of nonlinear equations. By asymptotic solutions we mean, for example, steady solutions, time-periodic solutions, and quasi-periodic solutions. The purpose of this book is to teach the theory of bifurcation of asymptotic solutions of evolution problems governed by nonlinear differential equations. We have written this book for the broadest audience of potentially interested learners: engineers, biologists, chemists, physicists, mathematicians, economists, and others whose work involves understanding asymptotic solutions of nonlinear differential equations. To accomplish our aims, we have thought it necessary to make the analysis: (1) general enough to apply to the huge variety of applications which arise in science and technology; and (2) simple enough so that it can be understood by persons whose mathe matical training does not extend beyond the classical methods of analysis which were popular in the nineteenth century. Of course, it is not possible to achieve generality and simplicity in a perfect union but, in fact, the general theory is simpler than the detailed theory required for particular applications. The general theory abstracts from the detailed problems only the essential features and provides the student with the skeleton on which detailed structures of the applications must rest. lt is generally believed that the mathematical theory of bifurcation requires some functional analysis and some ofthe methods of topology and dynamics. |
| elementary differential equations ebook: A First Course in Differential Equations J. David Logan, 2006 This book is intended as an alternative to the standard differential equations text, which typically includes a large collection of methods and applications, packaged with state-of-the-art color graphics, student solution manuals, the latest fonts, marginal notes, and web-based supplements. These texts adds up to several hundred pages of text and can be very expensive for students to buy. Many students do not have the time or desire to read voluminous texts and explore internet supplements. Here, however, the author writes concisely, to the point, and in plain language. Many examples and exercises are included. In addition, this text also encourages students to use a computer algebra system to solve problems numerically, and as such, templates of MATLAB programs that solve differential equations are given in an appendix, as well as basic Maple and Mathematica commands. |
| elementary differential equations ebook: Theory of Functional Differential Equations Jack K. Hale, 2012-12-06 Since the publication of my lecture notes, Functional Differential Equations in the Applied Mathematical Sciences series, many new developments have occurred. As a consequence, it was decided not to make a few corrections and additions for a second edition of those notes, but to present a more compre hensive theory. The present work attempts to consolidate those elements of the theory which have stabilized and also to include recent directions of research. The following chapters were not discussed in my original notes. Chapter 1 is an elementary presentation of linear differential difference equations with constant coefficients of retarded and neutral type. Chapter 4 develops the recent theory of dissipative systems. Chapter 9 is a new chapter on perturbed systems. Chapter 11 is a new presentation incorporating recent results on the existence of periodic solutions of autonomous equations. Chapter 12 is devoted entirely to neutral equations. Chapter 13 gives an introduction to the global and generic theory. There is also an appendix on the location of the zeros of characteristic polynomials. The remainder of the material has been completely revised and updated with the most significant changes occurring in Chapter 3 on the properties of solutions, Chapter 5 on stability, and Chapter lOon behavior near a periodic orbit. |
| elementary differential equations ebook: Differential Equations: Theory and Applications David Betounes, 2013-06-29 This book was written as a comprehensive introduction to the theory of ordinary differential equations with a focus on mechanics and dynamical systems as time-honored and important applications of this theory. His torically, these were the applications that spurred the development of the mathematical theory and in hindsight they are still the best applications for illustrating the concepts, ideas, and impact of the theory. While the book is intended for traditional graduate students in mathe matics, the material is organized so that the book can also be used in a wider setting within today's modern university and society (see Ways to Use the Book below). In particular, it is hoped that interdisciplinary programs with courses that combine students in mathematics, physics, engineering, and other sciences can benefit from using this text. Working professionals in any of these fields should be able to profit too by study of this text. An important, but optional component of the book (based on the in structor's or reader's preferences) is its computer material. The book is one of the few graduate differential equations texts that use the computer to enhance the concepts and theory normally taught to first- and second-year graduate students in mathematics. I have made every attempt to blend to gether the traditional theoretical material on differential equations and the new, exciting techniques afforded by computer algebra systems (CAS), like Maple, Mathematica, or Matlab. |
| elementary differential equations ebook: Elementary Topics in Differential Geometry J. A. Thorpe, 2012-12-06 In the past decade there has been a significant change in the freshman/ sophomore mathematics curriculum as taught at many, if not most, of our colleges. This has been brought about by the introduction of linear algebra into the curriculum at the sophomore level. The advantages of using linear algebra both in the teaching of differential equations and in the teaching of multivariate calculus are by now widely recognized. Several textbooks adopting this point of view are now available and have been widely adopted. Students completing the sophomore year now have a fair preliminary under standing of spaces of many dimensions. It should be apparent that courses on the junior level should draw upon and reinforce the concepts and skills learned during the previous year. Unfortunately, in differential geometry at least, this is usually not the case. Textbooks directed to students at this level generally restrict attention to 2-dimensional surfaces in 3-space rather than to surfaces of arbitrary dimension. Although most of the recent books do use linear algebra, it is only the algebra of ~3. The student's preliminary understanding of higher dimensions is not cultivated. |
| elementary differential equations ebook: Elementary Differential Equations Charles Roberts, 2018-12-13 Elementary Differential Equations, Second Edition is written with the knowledge that there has been a dramatic change in the past century in how solutions to differential equations are calculated. However, the way the topic has been taught in introductory courses has barely changed to reflect these advances, which leaves students at a disadvantage. This second edition has been created to address these changes and help instructors facilitate new teaching methods and the latest tools, which includes computers. The text is designed to help instructors who want to use computers in their classrooms. It accomplishes this by emphasizing and integrating computers in teaching elementary or ordinary differential equations. Many examples and exercises included in the text require the use of computer software to solve problems. It should be noted that since instructors use their own preferred software, this book has been written to be independent of any specific software package. Features: Focuses on numerical methods and computing to generate solutions Features extensive coverage of nonlinear differential equations and nonlinear systems Includes software programs to solve problems in the text which are located on the author's website Contains a wider variety of non-mathematical models than any competing textbook This second edition is a valuable, up-to-date tool for instructors teaching courses about differential equations. It serves as an excellent introductory textbook for undergraduate students majoring in applied mathematics, computer science, various engineering disciplines and other sciences. They also will find that the textbook will aide them greatly in their professional careers because of its instructions on how to use computers to solve equations. |
| elementary differential equations ebook: Ordinary Differential Equations Charles Roberts, 2011-06-13 In the traditional curriculum, students rarely study nonlinear differential equations and nonlinear systems due to the difficulty or impossibility of computing explicit solutions manually. Although the theory associated with nonlinear systems is advanced, generating a numerical solution with a computer and interpreting that solution are fairly elementary. Bringing the computer into the classroom, Ordinary Differential Equations: Applications, Models, and Computing emphasizes the use of computer software in teaching differential equations. Providing an even balance between theory, computer solution, and application, the text discusses the theorems and applications of the first-order initial value problem, including learning theory models, population growth models, epidemic models, and chemical reactions. It then examines the theory for n-th order linear differential equations and the Laplace transform and its properties, before addressing several linear differential equations with constant coefficients that arise in physical and electrical systems. The author also presents systems of first-order differential equations as well as linear systems with constant coefficients that arise in physical systems, such as coupled spring-mass systems, pendulum systems, the path of an electron, and mixture problems. The final chapter introduces techniques for determining the behavior of solutions to systems of first-order differential equations without first finding the solutions. Designed to be independent of any particular software package, the book includes a CD-ROM with the software used to generate the solutions and graphs for the examples. The appendices contain complete instructions for running the software. A solutions manual is available for qualifying instructors. |
| elementary differential equations ebook: Differential Equations For Dummies Steven Holzner, 2008-06-03 The fun and easy way to understand and solve complex equations Many of the fundamental laws of physics, chemistry, biology, and economics can be formulated as differential equations. This plain-English guide explores the many applications of this mathematical tool and shows how differential equations can help us understand the world around us. Differential Equations For Dummies is the perfect companion for a college differential equations course and is an ideal supplemental resource for other calculus classes as well as science and engineering courses. It offers step-by-step techniques, practical tips, numerous exercises, and clear, concise examples to help readers improve their differential equation-solving skills and boost their test scores. |
| elementary differential equations ebook: Elementary Differential Equations with Boundary Value Problems Werner E. Kohler, Lee W. Johnson, 2014-01-14 This is the eBook of the printed book and may not include any media, website access codes, or print supplements that may come packaged with the bound book. Elementary Differential Equations with Boundary Value Problems integrates the underlying theory, the solution procedures, and the numerical/computational aspects of differential equations in a seamless way. For example, whenever a new type of problem is introduced (such as first-order equations, higher-order equations, systems of differential equations, etc.) the text begins with the basic existence-uniqueness theory. This provides the student the necessary framework to understand and solve differential equations. Theory is presented as simply as possible with an emphasis on how to use it. The Table of Contents is comprehensive and allows flexibility for instructors. |
| elementary differential equations ebook: An Elementary Course in Partial Differential Equations T. Amaranath, 2003 The long awaited second edition of this very successful textbook for graduate students covers the study of first and second order of Partial Differential Equations. New to this edition: Improved presentation Exercises and worked examples at the end of each chapter with solutions Also useful for students of Engineering and Physics |
| elementary differential equations ebook: Modern Elementary Differential Equations Richard Bellman, Kenneth L. Cooke, 1995-01-01 Designed to introduce students to the theory and applications of differential equations and to help them formulate scientific problems in terms of such equations, this undergraduate-level text emphasizes applications to problems in biology, economics, engineering, and physics. This edition also includes material on discontinuous solutions, Riccati and Euler equations, and linear difference equations. |
| elementary differential equations ebook: Differential Equations, Mechanics, and Computation Richard S. Palais, Robert Andrew Palais, 2009-11-13 This book provides a conceptual introduction to the theory of ordinary differential equations, concentrating on the initial value problem for equations of evolution and with applications to the calculus of variations and classical mechanics, along with a discussion of chaos theory and ecological models. It has a unified and visual introduction to the theory of numerical methods and a novel approach to the analysis of errors and stability of various numerical solution algorithms based on carefully chosen model problems. While the book would be suitable as a textbook for an undergraduate or elementary graduate course in ordinary differential equations, the authors have designed the text also to be useful for motivated students wishing to learn the material on their own or desiring to supplement an ODE textbook being used in a course they are taking with a text offering a more conceptual approach to the subject. |
| elementary differential equations ebook: An Introduction to Stochastic Differential Equations Lawrence C. Evans, 2012-12-11 These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. --Srinivasa Varadhan, New York University This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only a basic background in mathematical analysis and probability. --George Papanicolaou, Stanford University This book covers the most important elementary facts regarding stochastic differential equations; it also describes some of the applications to partial differential equations, optimal stopping, and options pricing. The book's style is intuitive rather than formal, and emphasis is made on clarity. This book will be very helpful to starting graduate students and strong undergraduates as well as to others who want to gain knowledge of stochastic differential equations. I recommend this book enthusiastically. --Alexander Lipton, Mathematical Finance Executive, Bank of America Merrill Lynch This short book provides a quick, but very readable introduction to stochastic differential equations, that is, to differential equations subject to additive ``white noise'' and related random disturbances. The exposition is concise and strongly focused upon the interplay between probabilistic intuition and mathematical rigor. Topics include a quick survey of measure theoretic probability theory, followed by an introduction to Brownian motion and the Ito stochastic calculus, and finally the theory of stochastic differential equations. The text also includes applications to partial differential equations, optimal stopping problems and options pricing. This book can be used as a text for senior undergraduates or beginning graduate students in mathematics, applied mathematics, physics, financial mathematics, etc., who want to learn the basics of stochastic differential equations. The reader is assumed to be fairly familiar with measure theoretic mathematical analysis, but is not assumed to have any particular knowledge of probability theory (which is rapidly developed in Chapter 2 of the book). |
| elementary differential equations ebook: Partial Differential Equations in Action Sandro Salsa, 2015-04-24 The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear boundary and initial-boundary value problems. |
| elementary differential equations ebook: Ordinary and Delay Differential Equations Rodney David Driver, 1977-02-17 |
| elementary differential equations ebook: Differential Equations Paul Blanchard, Robert L. Devaney, Glen R. Hall, 2012-07-25 Incorporating an innovative modeling approach, this book for a one-semester differential equations course emphasizes conceptual understanding to help users relate information taught in the classroom to real-world experiences. Certain models reappear throughout the book as running themes to synthesize different concepts from multiple angles, and a dynamical systems focus emphasizes predicting the long-term behavior of these recurring models. Users will discover how to identify and harness the mathematics they will use in their careers, and apply it effectively outside the classroom. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version. |
| elementary differential equations ebook: Elements of Partial Differential Equations Ian N. Sneddon, 1988 |
| elementary differential equations ebook: An Elementary Treatise on Differential Equations and Their Applications Henry Thomas Herbert Piaggio, 2022-10-27 This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant. |
| elementary differential equations ebook: Elementary Differential Equations T.W. Chaundy, 1980 |
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