| Setting the Scene | p. 1 |
| What Is a Differential Equation? | p. 1 |
| Concepts | p. 2 |
| The Solution and Its Properties | p. 4 |
| An Ordinary Differential Equation | p. 4 |
| A Numerical Method | p. 6 |
| Cauchy Problems | p. 10 |
| First-Order Homogeneous Equations | p. 11 |
| First-Order Nonhomogeneous Equations | p. 14 |
| The Wave Equation | p. 15 |
| The Heat Equation | p. 18 |
| Exercises | p. 20 |
| Projects | p. 28 |
| Two-Point Boundary Value Problems | p. 39 |
| Poisson's Equation in One Dimension | p. 40 |
| Green's Function | p. 42 |
| Smoothness of the Solution | p. 43 |
| A Maximum Principle | p. 44 |
| A Finite Difference Approximation | p. 45 |
| Taylor Series | p. 46 |
| A System of Algebraic Equations | p. 47 |
| Gaussian Elimination for Tridiagonal Linear Systems | p. 50 |
| Diagonal Dominant Matrices | p. 53 |
| Positive Definite Matrices | p. 55 |
| Continuous and Discrete Solutions | p. 57 |
| Difference and Differential Equations | p. 57 |
| Symmetry | p. 58 |
| Uniqueness | p. 61 |
| A Maximum Principle for the Discrete Problem | p. 61 |
| Convergence of the Discrete Solutions | p. 63 |
| Eigenvalue Problems | p. 65 |
| The Continuous Eigenvalue Problem | p. 65 |
| The Discrete Eigenvalue Problem | p. 68 |
| Exercises | p. 72 |
| Projects | p. 82 |
| The Heat Equation | p. 87 |
| A Brief Overview | p. 88 |
| Separation of Variables | p. 90 |
| The Principle of Superposition | p. 92 |
| Fourier Coefficients | p. 95 |
| Other Boundary Conditions | p. 97 |
| The Neumann Problem | p. 98 |
| The Eigenvalue Problem | p. 99 |
| Particular Solutions | p. 100 |
| A Formal Solution | p. 101 |
| Energy Arguments | p. 102 |
| Differentiation of Integrals | p. 106 |
| Exercises | p. 108 |
| Projects | p. 113 |
| Finite Difference Schemes for the Heat Equation | p. 117 |
| An Explicit Scheme | p. 119 |
| Fourier Analysis of the Numerical Solution | p. 122 |
| Particular Solutions | p. 123 |
| Comparison of the Analytical and Discrete Solution | p. 127 |
| Stability Considerations | p. 129 |
| The Accuracy of the Approximation | p. 130 |
| Summary of the Comparison | p. 131 |
| Von Neumann's Stability Analysis | p. 132 |
| Particular Solutions: Continuous and Discrete | p. 133 |
| Examples | p. 134 |
| A Nonlinear Problem | p. 137 |
| An Implicit Scheme | p. 140 |
| Stability Analysis | p. 143 |
| Numerical Stability by Energy Arguments | p. 145 |
| Exercises | p. 148 |
| The Wave Equation | p. 159 |
| Separation of Variables | p. 160 |
| Uniqueness and Energy Arguments | p. 163 |
| A Finite Difference Approximation | p. 165 |
| Stability Analysis | p. 168 |
| Exercises | p. 170 |
| Maximum Principles | p. 175 |
| A Two-Point Boundary Value Problem | p. 175 |
| The Linear Heat Equation | p. 178 |
| The Continuous Case | p. 180 |
| Uniqueness and Stability | p. 183 |
| The Explicit Finite Difference Scheme | p. 184 |
| The Implicit Finite Difference Scheme | p. 186 |
| The Nonlinear Heat Equation | p. 188 |
| The Continuous Case | p. 189 |
| An Explicit Finite Difference Scheme | p. 190 |
| Harmonic Functions | p. 191 |
| Maximum Principles for Harmonic Functions | p. 193 |
| Discrete Harmonic Functions | p. 195 |
| Exercises | p. 201 |
| Poisson's Equation in Two Space Dimensions | p. 209 |
| Rectangular Domains | p. 209 |
| Polar Coordinates | p. 212 |
| The Disc | p. 213 |
| A Wedge | p. 216 |
| A Corner Singularity | p. 217 |
| Applications of the Divergence Theorem | p. 218 |
| The Mean Value Property for Harmonic Functions | p. 222 |
| A Finite Difference Approximation | p. 225 |
| The Five-Point Stencil | p. 225 |
| An Error Estimate | p. 228 |
| Gaussian Elimination for General Systems | p. 230 |
| Upper Triangular Systems | p. 230 |
| General Systems | p. 231 |
| Banded Systems | p. 234 |
| Positive Definite Systems | p. 236 |
| Exercises | p. 237 |
| Orthogonality and General Fourier Series | p. 245 |
| The Full Fourier Series | p. 246 |
| Even and Odd Functions | p. 249 |
| Differentiation of Fourier Series | p. 252 |
| The Complex Form | p. 255 |
| Changing the Scale | p. 256 |
| Boundary Value Problems and Orthogonal Functions | p. 257 |
| Other Boundary Conditions | p. 257 |
| Sturm-Liouville Problems | p. 261 |
| The Mean Square Distance | p. 264 |
| General Fourier Series | p. 267 |
| A Poincare Inequality | p. 273 |
| Exercises | p. 276 |
| Convergence of Fourier Series | p. 285 |
| Different Notions of Convergence | p. 285 |
| Pointwise Convergence | p. 290 |
| Uniform Convergence | p. 296 |
| Mean Square Convergence | p. 300 |
| Smoothness and Decay of Fourier Coefficients | p. 302 |
| Exercises | p. 307 |
| The Heat Equation Revisited | p. 313 |
| Compatibility Conditions | p. 314 |
| Fourier's Method: A Mathematical Justification | p. 319 |
| The Smoothing Property | p. 319 |
| The Differential Equation | p. 321 |
| The Initial Condition | p. 323 |
| Smooth and Compatible Initial Functions | p. 325 |
| Convergence of Finite Difference Solutions | p. 327 |
| Exercises | p. 331 |
| Reaction-Diffusion Equations | p. 337 |
| The Logistic Model of Population Growth | p. 337 |
| A Numerical Method for the Logistic Model | p. 339 |
| Fisher's Equation | p. 340 |
| A Finite Difference Scheme for Fisher's Equation | p. 342 |
| An Invariant Region | p. 343 |
| The Asymptotic Solution | p. 346 |
| Energy Arguments | p. 349 |
| An Invariant Region | p. 350 |
| Convergence Towards Equilibrium | p. 351 |
| Decay of Derivatives | p. 352 |
| Blowup of Solutions | p. 354 |
| Exercises | p. 357 |
| Projects | p. 360 |
| Applications of the Fourier Transform | p. 365 |
| The Fourier Transform | p. 366 |
| Properties of the Fourier Transform | p. 368 |
| The Inversion Formula | p. 372 |
| The Convolution | p. 375 |
| Partial Differential Equations | p. 377 |
| The Heat Equation | p. 377 |
| Laplace's Equation in a Half-Plane | p. 380 |
| Exercises | p. 382 |
| References | p. 385 |
| Index | p. 389 |
| Table of Contents provided by Ingram. All Rights Reserved. |