Mathematics Books Differential Equations Books

An Introduction to Stochastic Differential Equations

An Introduction to Stochastic Differential Equations

An Introduction to Stochastic Differential Equations

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Similar Books
Elementary Differential Equations

Elementary Differential Equations

This note covers the following topics: First Order Equations, Numerical Methods, Applications of First Order Equations, Linear Second Order Equations, Applcations of Linear Second Order Equations, Series Solutions of Linear Second Order Equations, Laplace Transforms, Linear Higher Order Equations.

s663 Pages
Ordinary Differential Equations by Gabriel Nagy

Ordinary Differential Equations by Gabriel Nagy

This note describes the main ideas to solve certain differential equations, such us first order scalar equations, second order linear equations, and systems of linear equations. It uses power series methods to solve variable coefficients second order linear equations. Also introduces Laplace transform methods to find solutions to constant coefficients equations with generalized source functions.

s431 Pages
Introduction to Differential Equations by Andrew D. Lewis

Introduction to Differential Equations by Andrew D. Lewis

This note explains the following topics: What are differential equations, Polynomials, Linear algebra, Scalar ordinary differential equations, Systems of ordinary differential equations, Stability theory for ordinary differential equations, Transform methods for differential equations, Second-order boundary value problems.

s641 Pages
Ordinary Differential Equation Notes by S. Ghorai

Ordinary Differential Equation Notes by S. Ghorai

This note covers the following topics: Geometrical Interpretation of ODE, Solution of First Order ODE, Linear Equations, Orthogonal Trajectories, Existence and Uniqueness Theorems, Picard's Iteration, Numerical Methods, Second Order Linear ODE, Homogeneous Linear ODE with Constant Coefficients, Non-homogeneous Linear ODE, Method of Undetermined Coefficients, Non-homogeneous Linear ODE, Method of Variation of Parameters, Euler-Cauchy Equations, Power Series Solutions: Ordinary Points, Legendre Equation, Legendre Polynomials, Frobenius Series Solution, Regular Singular Point, Bessle Equation, Bessel Function, Strum Comparison Theorem, Orthogonality of Bessel Function, Laplace Transform, Inverse Laplace Transform, Existence and Properties of Laplace Transform, Unit step function, Laplace Transform of Derivatives and Integration, Derivative and Integration of Laplace Transform, Laplace Transform of Periodic Functions, Convolution, Applications.

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Introduction   to Partial Differential Equations Lecture Notes

Introduction to Partial Differential Equations Lecture Notes

This lecture note introduces three main types of partial differential equations: diffusion, elliptic, and hyperbolic. It includes mathematical tools, real-world examples and applications.

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Introduction to Ordinary and Partial Differential Equations

Introduction to Ordinary and Partial Differential Equations

This note covers the following topics: Classification of Differential Equations, First Order Differential Equations, Second Order Linear Equations, Higher Order Linear Equations, The Laplace Transform, Systems of Two Linear Differential Equations, Fourier Series, Partial Differential Equations.

s234 Pages
Introduction to Differential Equations

Introduction to Differential Equations

This book covers the following topics: Introduction to odes, First-order odes, Second-order odes, constant coefficients, The Laplace transform, Series solutions, Systems of equations, Nonlinear differential equations, Partial differential equations.

s128 Pages
Differential equations by Harry Bateman

Differential equations by Harry Bateman

Harry Bateman was a famous English mathematician. In writing this book he had endeavoured to supply some elementary material suitable for the needs of students who are studying the subject for the first time, and also some more advanced work which may be useful to men who are interested more in physical mathematics than in the developments of differential geometry and the theory of functions. The chapters on partial differential equations have consequently been devoted almost entirely to the discussion of linear equations.

s320 Pages
Ordinary Differential Equations and Dynamical Systems

Ordinary Differential Equations and Dynamical Systems

The aim of this book is to give a self contained introduction to the field of ordinary differential equations with emphasis on the dynamical systems point of view while still keeping an eye on classical tools as pointed out before. Covered topics are: Newton’s equations, Classification of differential equations, First order autonomous equations, Qualitative analysis of first order equations, Initial value problems, Linear equations, Differential equations in the complex domain, Boundary value problems, Dynamical systems, Planar dynamical systems, Higher dimensional dynamical systems, Local behavior near fixed points, Chaos, Discrete dynamical systems, Discrete dynamical systems in one dimension, Periodic solutions, Chaos in higher dimensional systems.

s364 Pages
Partial Differential Equations pdf

Partial Differential Equations pdf

This note covers the following topics: Model Problems, finite Difference Methods, Matrix Representation, Numerical Stability, The L-Shaped Membrane.

s21 Pages
Second Order Linear Differential Equations

Second Order Linear Differential Equations

This note contains problems and their solutions related to Second-Order Linear Differential Equations.

s10 Pages
An Introduction to Stochastic Differential Equations

An Introduction to Stochastic Differential Equations

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A PDE Primer (Showalter R.E)

A PDE Primer (Showalter R.E)

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Partial Differential Equations of Mathematical Physics

Partial Differential Equations of Mathematical Physics

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Analytic differential equations

Analytic differential equations

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Exterior Differential Systems and Euler Lagrange Partial Differential   Equations

Exterior Differential Systems and Euler Lagrange Partial Differential Equations

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