CONTENTS

Chapter 1
THE THEORY OF COMPLEX VARIABLES

    1 Introduction

    2 Functions of a Complex Variable

    3 The Derivative and the Cauchy-Riemann Differential Equations

    4 Line Integrals of Complex Functions

    5 Cauchy’s Integral Theorem

    6 Cauchy’s Integral Formula

    7 Taylor’s Series

    8 Laurent’s Series

    9 Residues: Cauchy’s Residue Theorem

10 Singular Points of an Analytic Function

11 The Point at Infinity

12 Evaluation of Residues

13 Liouville’s Theorem

14 Evaluation of Definite Integrals

15 Jordan’s Lemma

16 Bromwich Contour Integrals

17 Integrals Involving Multiple-valued Functions (Branch Points)

18 Further Examples of Contour Integrals Around Branch Points

19 The Use of z and images in the Theory of Complex Variables

Problems

References

Chapter 2
LINEAR DIFFERENTIAL EQUATIONS

    1 Introduction

    2 The Reduced Equation; the Complementary Function

    3 Properties of the Operator Ln(D)

    4 The Method of Partial Fractions

    5 Linear Dependence: Wronskian

    6 The Method of Undetermined Coefficients

    7 The Use of Complex Numbers to Find the Particular Integral

    8 Linear Second-order Differential Equations with variable Coefficients

    9 The Method of Frobenius

10 Variation of Parameters

11 The Sturm-Liouville Differential Equation

Problems

References

Chapter 3
LINEAR ALGEBRAIC EQUATIONS, DETERMINANTS, AND MATRICES

    1 Introduction

    2 Simple Determinants

    3 Fundamental Definitions

    4 Laplace Expansion

    5 Fundamental Properties of Determinants

    6 The Evaluation of Numerical Determinants

    7 Definition of a Matrix

    8 Special Matrices

    9 Equality of Matrices; Addition and Subtraction

10 Multiplication of Matrices

11 Matrix Division, the Inverse Matrix

12 The Reversal Law in Transposed and Reciprocated Products

13 Properties of Diagonal and Unit Matrices

14 Matrices Partitioned into Submatrices

15 Matrices of Special Types

16 The Solution of Linear Algebraic Equations

17 The Special Case of n Equations and n Unknowns

18 Systems of Homogeneous Linear Equations

19 The Characteristic Matrix and the Characteristic Equation of a Matrix

20 Eigenvalues and the Reduction of a Matrix to Diagonal Form

21 The Trace of a Matrix

22 The Cayley-Hamilton Theorem

23 The Inversion of Large Matrices

24 Sylvester’s Theorem

25 Power Series of Matrices; Functions of Matrices

26 Alternate Method of Evaluating Functions of Matrices

27 Differentiation and Integration of Matrices

28 Association of Matrices with Linear Differential Equations

29 Method of Peano-Baker

30 Adjoint Method

31 Existence and Uniqueness of Solutions of Matrix Differential Equations

32 Linear Equations with Periodic Coefficients

33 Matrix Solution of the Hill-Meissner Equation

34 The Use of Matrices to Determine the Roots of Algebraic Equations

Problems

References

Chapter 4
LAPLACE TRANSFORMS

    1 Introduction

    2 The Fourier-Mellin Theorem

    3 The Fundamental Rules

    4 Calculation of Direct Transforms

    5 Calculation of Inverse Transforms

    6 The Modified Integral

    7 Impulsive Functions

    8 Heaviside’s Rules

    9 The Transforms of Periodic Functions

10 The Simple Direct Laplace-transform, or Operational, Method of Solving Linear Differential Equations with Constant Coefficients

11 Systems of Linear Differential Equations with Constant Coefficients

Problems

References

Chapter 5
OSCILLATIONS OF LINEAR LUMPED ELECTRICAL CIRCUITS

    1 Introduction

    2 Electrical-circuit Principles

    3 Energy Considerations

    4 Analysis of General Series Circuit

    5 Discharge and Charge of a Capacitor

    6 Circuit with Mutual Inductance

    7 Circuits Coupled by a Capacitor

    8 The Effect of Finite Potential Pulses

    9 Analysis of the General Network

10 The Steady-state Solution

11 Four-terminal Networks in the Alternating-current Steady State

12 The Transmission Line as a Four-terminal Network

Problems

References

Chapter 6
OSCILLATIONS OF LINEAR MECHANICAL SYSTEMS

    1 Introduction

    2 Oscillating Systems with One Degree of Freedom

    3 Two Degrees of Freedom

    4 Lagrange’s Equations

    5 Proof of Lagrange’s Equations

    6 Small Oscillations of Conservative Systems

    7 Solution of the Frequency Equation and Calculation of the Normal Modes by the Use of Matrices

    8 Numerical Example: the Triple Pendulum

    9 Nonconservative Systems: Vibrations with Viscous Damping

10 A Matrix Iterative Method for the Analysis of Nonconservative Systems

11 Forced Oscillations of a Nonconservative System

Problems

References

Chapter 7
THE CALCULUS OF FINITE DIFFERENCES AND LINEAR DIFFERENCE EQUATIONS WITH CONSTANT COEFFICIENTS

    1 Introduction

    2 The Fundamental Operators of the Calculus of Finite Differences

    3 The Algebra of Operators

    4 Fundamental Equations Satisfied by the Operators

    5 Difference Tables

    6 The Gregory-Newton Interpolation Formula

    7 The Derivative of a Tabulated Function

    8 The Integral of a Tabulated Function

    9 A Summation Formula

10 Difference Equation with Constant Coefficients

11 Oscillations of a Chain of Particles Connected by Strings

12 An Electrical Line with Discontinuous Leaks

13 Filter Circuits

14 Four-terminal-network Connection with Matrix Algebra

15 Natural Frequencies of the Longitudinal Motions of Trains

Problems

References

Chapter 8
TRANSFER FUNCTIONS AND IMPULSE RESPONSES

    1 Introduction

    2 Transfer Functions of Linear Systems

    3 Solutions to Problems Using Transfer Functions

    4 Combining Transfer Functions of Several Systems

    5 Matrix Method for Evaluating Over-all Transfer Functions When Loading Occurs

    6 Method

    7 Impulse Responses and Transfer Functions

    8 Feedback Control in Linear Systems

    9 Stability of Linear Systems

Problems

References

Chapter 9
LAPLACE’S EQUATION

    1 Introduction

    2 Laplace’s Equation in Cartesian, Cylindrical, and Spherical Coordinate Systems

    3 Two-dimensional Steady Flow of Heat

    4 Circular Harmonics

    5 Conducting Cylinder in a Uniform Field

    6 General Cylindrical Harmonics

    7 Spherical Harmonics

    8 The Potential of a Ring

    9 The Potential about a Spherical Surface

10 General Properties of Harmonic Functions

Problems

References

Chapter 10
THE SOLUTION OF TWO-DIMENSIONAL POTENTIAL PROBLEMS BY THE METHOD OF CONJUGATE FUNCTIONS

    1 Introduction

    2 Conjugate Functions

    3 Conformal Representation

    4 Basic Principles of Electrostatics

    5 The Transformation z = k cosh w

    6 General Powers of z

    7 The Transformation images

    8 Determination of the Required Transformation When the Boundary Is Expressed in Parametric Form

    9 Schwartz’s Transformation

10Polygon with One Angle

11 Successive Transformations

12 The Parallel-plate Capacitor; Flow Out of a Channel

13 The Effect of a Wall on a Uniform Field

14 Application to Hydrodynamics

15 Application to Steady Heat Flow

Problems

References

Chapter 11
THE EQUATION OF HEAT CONDUCTION OR DIFFUSION

    1 Introduction

    2 Variable Linear Flow

    3 Electrical Analogy of Linear Heat Flow

    4 Linear Flow in Semi-infinite Solid, Temperature on Face Given as Sinusoidal Function of Time

    5 Two-dimensional Heat Conduction

    6 Temperatures in an Infinite Bar

    7 Temperatures Inside a Circular Plate

    8 Skin Effect on a Plane Surface

    9 Current Density in a Wire

10 General Theorems

Problems

Reference

Chapter 12
THE WAVE EQUATION

    1 Introduction

    2 The Transverse Vibrations of a Stretched String

    3 D’Alembert’s Solution; Waves on Strings

    4 Harmonic Waves

    5 Fourier-series Solution

    6 Orthogonal Functions

    7 The Oscillations of a Hanging Chain

    8 The Vibrations of a Rectangular Membrane

    9 The Vibrations of a Circular Membrane

10 The Telegraphist’s, or Transmission-line, Equations

11 Tidal Waves in a Canal

12 Sound Waves in a Gas

13 The Magnetic Vector Potential

14 The Inhomogeneous Wave Equation

15 The Theory of Waveguides

Problems

References

Chapter 13
OPERATIONAL METHODS IN APPLIED MATHEMATICS

    1 Introduction

    2 Integral Transforms

    3 Application of the Operational Calculus to the Solution of Partial Differential Equations

    4 Evaluation of Integrals

    5 Applications of the Laplace Transform to the Solution of Linear Integral Equations

    6 Solution of Ordinary Differential Equations with Variable Coefficients

    7 The Summation of Fourier Series by the Laplace Transform

    8 The Deflection of a Loaded Cord

    9 Stretched Cord with Elastic Support

10 The Deflection of Beams by Transverse Forces

11 Deflection of Beams on an Elastic Foundation

12 Buckling of a Uniform Column under Axial Load

13 The Vibration of Beams

14 Examples of Fourier Transforms

15 Mellin and Hankel Transforms

16 Repeated Use of Transforms

17 Green’s Functions

Problems

References

Chapter 14
APPROXIMATE METHODS IN APPLIED MATHEMATICS

    1 Introduction

    2 The Method of Least Squares

    3 Matrix Formulation of the Method of Least Squares

    4 Numerical Integration of First-order Differential Equations

    5 Numerical Integration of Higher-order Differentia Equations

    6 Monte Carlo Method

    7 Approximate Solutions of Differential Equations

    8 Rayleigh’s Method of Calculating Natural Frequencies

    9 The Collocation Method

10 The Method of Rayleigh-Ritz

11 Galerkin’s Method

Problems

References

Chapter 15
THE ANALYSIS OF NONLINEAR SYSTEMS

    1 Introduction

    2 Oscillator Damped by Solid Friction

    3 The Free Oscillations of a Pendulum

    4 Restoring Force a General Function of the Displacement

    5 An Operational Analysis of Nonlinear Dynamical Systems

    6 Forced Vibrations of Nonlinear Systems

    7 Forced Oscillations with Damping

    8 Solution of Nonlinear Differential Equations by Integral Equations

    9 The Method of Kryloff and Bogoliuboff

10 Applications of the Method of Kryloff and Bogoliuboff

11 Topological Methods: Autonomous Systems

12 Nonlinear Conservative Systems

13 Relaxation Oscillations

14 Phase Trajectories of the van der Pol Equations

15 The Period of Relaxation Oscillations

16 Relaxation Oscillations of a Motor-Generator Combination

The Reversion Method for Solving Nonlinear Differential Equations

17 Introduction

18 General Description of the Method

19 Examples Illustrating the Method

20 Conclusion

Forced Oscillations of Nonlinear Circuits

21 Introduction

22 Forced Oscillations of a Nonlinear Inductor

23 Oscillations of a Saturable Reactor

24 Forced Oscillations of a Nonlinear Capacitor

25 Steady-state Oscillations of a Series-connected Magnetic Amplifier

26 Conclusions

Matrix Solution of Equations of the Mathieu-Hill Type

27 Introduction

28 The Use of Matrix Algebra in Solving Hill’s Equation

29 The Solution of the Hill-Meissner Equation

30 Solution of Hill’s Equation if F (t) Is a Sum of Step Functions

31 A Class of Hill’s Equations with Exponential Variation

32 Hill’s Equation with a Sawtooth Variation

33 Conclusion

The Analysis of Time-varying Electrical Circuits

34 Introduction

35 The Classical Theory of Differential Equations

36 Matrix Methods in the Analysis of Time-variable Circuits

37 Approximate Solution of Time-variable Circuit Problems by the Use of the BWK Approximation

38 The Use of Laplace Transforms and Integral Equations in the Solution of Time-variable Circuit Problems

39 Conclusion

Analysis of Linear Time-varying Circuits by the Brillouin-Wentzel-Kramers Method

40 Introduction

41 BWK Approximation

42 Capacitance Modulation

43 Forced Oscillations of a Circuit with Variable Elastance

44 Series Circuit with Periodically Varying Resistance

45 Series Circuit with Periodically Varying Inductance

46 Conclusion

Problems

References

Chapter 16
STATISTICS AND PROBABILITY

    1 Introduction

    2 Statistical Distributions

    3 Second Moments and Standard Deviation

    4 Definitions of Probability

    5 Fundamental Laws of Probability

    6 Discrete Probability Distributions

    7 Elements of the Theory of Combinations and Permutations

    8 Stirling’s Approximation for the Factorial

    9 Continuous Distributions

10 Expectation, Moments, and Standard Deviation

11 The Binomial Distribution

12 The Poisson Distribution

13 The Normal or Gaussian Distribution

14 Distribution of a Sum of Normal Variates

15 Applications to Experimental Measurements

16 The Standard Deviation of the Mean

Problems

References

Appendix A
TABLE OF LAPLACE TRANSFORMS

Appendix B
SPECIAL FUNCTIONS OF APPLIED MATHEMATICS

    1 Introduction

    2 Bessel’s Differential Equation

    3 Series Solution of Bessel’s Differential Equation

    4 The Bessel Function of Order n of the Second Kind

    5 Values of Jn(x) and Yn(x) for Large and Small Values of x

    6 Recurrence Formulas for Jn(x)

    7 Expressions for Jn(x) When n Is Half an Odd Integer

    8 The Bessel Functions of Order n of the Third Kind, or Hankel Functions of Order n

    9 Differential Equations Whose Solutions Are Expressible in Terms of Bessel Functions

10 Modified Bessel Functions

11 The ber and bei Functions

12 Expansion in Series of Bessel Functions

13 The Bessel Coefficients

14 Legendre’s Differential Equation

15 Rodrigues’ Formula for the Legendre Polynomials

16 Legendre’s Function of the Second Kind

17 The Generating Function for Pn(x)

18 The Legendre Coefficients

19 The Orthogonality of Pn(x)

20 Expansion of an Arbitrary Function in a Series of Legendre Polynomials

21 Associated Legendre Polynomials

22 The Gamma Function

23 The Factorial; Gauss’s Pi Function

24 The Value of Γ(½); Graph of the Gamma Function

25 The Beta Function

26 The Connection of the Beta Function and the Gamma Function

27 An Important Relation Involving Gamma Functions

28 The Error Function or Probability Integral

Problems

References

Appendix C
INFINITE SERIES, FOURIER SERIES, AND FOURIER INTEGRALS

    1 Infinite Series

    2 Definitions

    3 The Geometric Series

    4 Convergent and Divergent Series

    5 General Theorems

    6 The Comparison Test

    7 Cauchy’s Integral Test

    8 Cauchy’s Ratio Test

    9 Alternating Series

10 Absolute Convergence

11 Power Series

12 Theorems Regarding Power Series

13 Series of Functions and Uniform Convergence

14 Integration and Differentiation of Series

15 Taylor’s Series

16 Symbolic Form of Taylor’s Series

17 Evaluation of Integrals by Means of Power Series

18 Approximate Formulas Derived from Maclaurin’s Series

19 Use of Series for the Computation of Functions

20 Evaluation of a Function Taking on an Indeterminate Form

21 Fourier Series and Integrals

22 Representation of More Complicated Periodic Phenomena; Fourier Series

23 Examples of Fourier Expansions of Functions

24 Some Remarks about Convergence of Fourier Series

25 Effective Values and the Average of a Product

26 Modulated Vibrations and Beats

27 The Propagation of Periodic Disturbances in the Form of Waves

28 The Fourier Integral

Problems

References

Appendix D
THE SOLUTION OF TRANSCENDENTAL AND POLYNOMIAL EQUATIONS

    1 Introduction

    2 Graphical Solution of Transcendental Equations

    3 The Newton-Raphson Method

    4 Solution of Cubic Equations

    5 Graffe’s Root-squaring Method

Problems

References

Appendix E
VECTOR AND TENSOR ANALYSIS

    1 Introduction

    2 The Concept of a Vector

    3 Addition and Subtraction of Vectors; Multiplication of a Vector by a Scalar

    4 The Scalar Product of Two Vectors

    5 The Vector Product of Two Vectors

    6 Multiple Products

    7 Differentiation of a Vector with Respect to Time

    8 The Gradient

    9 The Divergence and Gauss’s Theorem

10 The Curl of a Vector Field and Stokes’s Theorem

11 Successive Applications of the Operator Δ

12 Orthogonal Curvilinear Coordinates

13 Application to Hydrodynamics

14 The Equation of Heat Flow in Solids

15 The Gravitational Potential

16 Maxwell’s Equations

17 The Wave Equation

18 The Skin-effect, or Diffusion, Equation

19 Tensors (Qualitative Introduction)

20 Coordinate Transformations

21 Scalars, Contravariant Vectors, and Covariant Vectors

22 Addition, Multiplication, and Contraction of Tensors

23 Associated Tensors

24 Differentiation of an Invariant

25 Differentiation of Tensors: The Christoffel Symbols

26 Intrinsic and Covariant Derivatives of Tensors of Higher Order

27 Application of Tensor Analysis to the Dynamics of a Particle

Problems

References

Appendix F
PARTIAL DIFFERENTIATION AND THE CALCULUS OF VARIATIONS

    1 Introduction

    2 Partial Derivatives

    3 The Symbolic Form of Taylor’s Expansion

    4 Differentiation of Composite Functions

    5 Change of Variables

    6 The First Differential

    7 Differentiation of Implicit Functions

    8 Maxima and Minima

    9 Differentiation of a Definite Integral

10 Integration under the Integral Sign

11 Evaluation of Certain Definite Integrals

12 The Elements of the Calculus of Variations

13 Summary of Fundamental Formulas of the Calculus of Variations

14 Hamilton’s Principle; Lagrange’s Equations

15 Variational Problems with Accessory Conditions: Isoperimetric Problems

Problems

References

Appendix G
ANSWERS TO SELECTED PROBLEMS

INDEX