Applied Mathematical Sciences

Rainer Kress · Michael E. Taylor · Brian Straughan · David Colton · Frank C. Hoppensteadt · Zeev Schuss

Latest release: December 6, 2023

Comics

257

Issues

About this ebook series

These Notes grew out of a course given by the author in 1952-53. Though the field of Partial Differential Equations has changed considerably since those days, particularly under the impact of methods taken from Functional Analysis, the author feels that the introductory material offered here still is basic for an understanding of the subject. It supplies the necessary intuitive foundation which motivates and anticipates abstract formulations of the questions and relates them to the description of natual phenomena. In the present edition, only minor corrections have been made in the text. An Index and up-to-date listing of books recommended for further study have been added. Fritz John New York November 19, 1970 v TABLE OF CONTENTS Introduetion 1 CHAPl'ER I - TEE SINGLE FIRST ORDER EQUATION 1. The linear and quasi-linear equations. 6 The general first order equation for a funetion 2. of two variables. • • • • • • • • • 15 The general first order equation for a funetion 3. of n independent variables. • • • • • 37 CHAPl'ER II - TEE CAUCIIT PROBLEM FOR HIGEER ORDER EQUATIONS 1. Analytie funetions of several real variables • Formulation of the Cauehy problem. The not ion 2. of eharaeteristies. • • • 54 3. The Cauehy problem for the general non-linear equation. 71 4. The Cauehy-Kowalewsky theorem. 76 CHAPl'ER 111 - SECOND ORDER EQUATIONS WITH CONSTANT COEFFICIENTS 1. Equations in two independent variables.

Applied Mathematical Sciences: Partial Differential Equations

Issue #1 · Nov 2013 ·

0.0

Applied Mathematical Sciences: Partial Differential Equations

Issue #2 · Dec 2012 ·

0.0

These Notes grew out of a course given by the author in 1952-53. Though the field of Partial Differential Equations has changed considerably since those days, particularly under the impact of methods taken from Functional Analysis, the author feels that the introductory material offered here still is basic for an understanding of the subject. It supplies the necessary intuitive foundation which motivates and anticipates abstract formulations of the questions and relates them to the description of natual phenomena. Added to this second corrected edition is a collection of problems and solutions, which illustrate and supplement the theories developed in the text. Fritz John New York September, 1974 vii TABLE OF CONTENTS Introd uction 1 CHAPrER I - THE SINGLE FIRST ORDER EQUATION 1. The linear and quasi-linear equations. 6 2. The general first order equation for a function of two variables. • • • • • • • • • 15 The general first order equation for a function 3. of n independent variables. • • • • • 37 CHAPrER II - THE CAUCHY PROBLEM FOR HIGHER ORDER EQUATIONS 1. Analytic functions of several real variables • 48 2. Formulation of the Cauchy problem. The notion of characteristics. • • • 54 3. The Cauchy problem for the general non-linear equation ••• 71 4. The Cauchy-Kowalewsky theorem. 76 CHAPTER III - SECOND ORDER EQUATIONS WITH CONSTANT COEFFICIENTS 1. Equations in two independent variables.

Applied Mathematical Sciences: Partial Differential Equations

Issue #3 · Dec 2012 ·

0.0

The book has been completely rewritten for this new edition. While most of the material found in the earlier editions has been retained, though in changed form, there are considerable additions, in which extensive use is made of Fourier transform techniques, Hilbert space, and finite difference methods. A condensed version of the present work was presented in a series of lectures as part of the Tata Institute of Fundamental Research -Indian Insti tute of Science Mathematics Programme in Bangalore in 1977. I am indebted to Professor K. G. Ramanathan for the opportunity to participate in this excit ing educational venture, and to Professor K. Balagangadharan for his ever ready help and advice and many stimulating discussions. Very special thanks are due to N. Sivaramakrishnan and R. Mythili, who ably and cheerfully prepared notes of my lectures which I was able to use as the nucleus of the present edition. A word about the choice of material. The constraints imposed by a partial differential equation on its solutions (like those imposed by the environment on a living organism) have an infinite variety of con sequences, local and global, identities and inequalities. Theories of such equations usually attempt to analyse the structure of individual solutions and of the whole manifold of solutions by testing the compatibility of the differential equation with various types of additional constraints.

Applied Mathematical Sciences: Techniques of Asymptotic Analysis

Issue #4 · Dec 2013 ·

0.0

These notes originate from a one semester course which forms part of the "Math Methods" cycle at Brown. In the hope that these notes might prove useful for reference purposes several additional sections have been included and also a table of contents and index. Although asymptotic analysis is now enjoying a period of great vitality, these notes do not reflect a research oriented course. The course is aimed toward people in applied mathematics, physics, engineering, etc., who have a need for asymptotic analysis in their work. The choice of subjects has been largely dictated by the likelihood of application. Also abstraction and generality have not been pursued. Technique and computation are given equal prominence with theory. Both rigorous and formal theory is presented --very often in tandem. In practice, the means for a rigorous analysis are not always available. For this reason a goal has been the cultivation of mature formal reasoning. Therefore, during the course of lectures formal presentations gradually eclipse rigorous presentations. When this occurs, rigorous proofs are given as exercises or in the case of lengthy proofs, reference is made to the Reading List at the end.

Applied Mathematical Sciences: Theory of Functional Differential Equations

Issue #3 · Dec 2012 ·

0.0

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.

Applied Mathematical Sciences: Functional Differential Equations

Issue #3 · Dec 2012 ·

0.0

It is hoped that these notes will serve as an introduction to the subject of functional differential equations. The topics are very selective and represent only one particular viewpoint. Complementary material dealing with extensions of closely related topics are given in the notes at the end. A short bibliography is appended as source material for further study. The author is very grateful to the Mathematics Department at UCLA for having extended the invitation to give a series of lectures on functional differ ential equations during the Applied Mathematics Year, 1968-1969. The extreme interest and sincere criticism of the members of the audience were a constant source of inspiration in the preparation of the lectures as well as the notes. Except for Sections 6, 32, 33, 34 and some other minor modifications, the notes represent the material covered in two quarters at UCLA. The author wishes to thank Katherine McDougall and Sandra Spinacci for their excellent preparation of the text. The author is also indebted to Eleanor Addison for her work on the drawings and to Dr. H. T. Banks for his careful proofreading of this material. Jack K. Hale Providence March 4, 1971 v TABLE OF CONTENTS 1. INTRODUCTION •••••.•..••.•••••••••.•••..•.••••••.••••••.••.••.•••.••• 1 2 • A GENERAL INITIAL VALUE PROBLEM 11 3 • EXISTENCE 13 4. CONTINUATION OF SOLUTIONS 16 CONTINUOUS DEPENDENCE AND UNIQUENESS 21 5.

Applied Mathematical Sciences: Combinatorial Methods

Issue #4 · Dec 2012 ·

0.0

It is not a large overstatement to claim that mathematics has traditionally arisen from attempts to understand quite concrete events in the physical world. The accelerated sophistication of the mathematical community has perhaps obscured this fact, especially during the present century, with the abstract becoming the hallmark of much of respectable mathematics. As a result of the inaccessibility of such work, practicing scientists have often been compelled to fashion their own mathematical tools, blissfully unaware of their prior existence in far too elegant and far too general form. But the mathematical sophistication of scientists has grown rapidly too, as has the scientific sophistication of many mathematicians, and the real worl- suitably defined - is once more serving its traditional role. One of the fields most enriched by this infusion has been that of combinatorics. This book has been written in a way as a tribute to those natural scientists whose breadth of vision has inparted a new vitality to a dormant giant. The present text arose out of a course in Combinatorial Methods given by the writer at the Courant Institute during 1967-68. Its structure has been determined by an attempt to reach an informed but heterogeneous group of students in mathematics, physics, and chemistry. Its lucidity has been enhanced immeasurably by the need to satisfy a very resolute critic, Professor Ora E. Percus, who is responsible for the original lecture notes as well as for their major modifications.

Applied Mathematical Sciences: Fluid Dynamics

Issue #5 · Dec 2012 ·

0.0

In the summer of 1941 Brown University undertook a Program of Advanced Instruction and Research in Mechanics. This in fact was the precursor to the present day Division of Applied Mathematics. Certainly an outstanding feature of this program must have been the lectures in Fluid Dynamics by Professor Friedrichs and the late Professor von Mises. Their notes were prepared in mimeograph form and given a wide distribution at that time. Since their appearance these lectures have had a strong influence on teaching and research in the subject. As the reader soon learns the notes have lost none of their vitality over the years. Indeed in certain instances only in the last few years has the -field caught up with the ideas developed in the course of these lectures. Many ideas of value are still to be found in these notes and the Editors are most happy to be able to include this volume in the series. The corrections which have accumulated over the years have been incorporated, and in addition an index has been added. With these exceptions all desire to revise has been resisted. Also in this connection we are very grateful to Dr. T. H. Chong for carefully overseeing the preparation of the present manuscript.

Applied Mathematical Sciences: A Course in Computational Probability and Statistics

Issue #6 · Dec 2012 ·

0.0

This book arose out of a number of different contexts, and numerous persons have contributed to its conception and development. It had its origin in a project initiated jointly with the IBM Cambridge Scien tific Center, particularly with Dr. Rhett Tsao, then of that Center. We are grateful to Mr. Norman Rasmussen, Manager of the IBM Scientific Center Complex, for his initial support. The work is being carried on at Brown University with generous support from the Office of Computing Activities of the National Science Foundation (grants GJ-174 and GJ-7l0); we are grateful to Dr. John Lehmann of this Office for his interest and encouragement. Professors Donald McClure and Richard Vitale of the Division of Applied Mathematics at Brown University contributed greatly to the project and taught courses in its spirit. We are indebted to them and to Dr. Tore Dalenius of the University of Stockholm for helpful criticisms of the manuscript. The final stimulus to the book's completion came from an invLtation to teach a course at the IBM European Systems Research Institute at Geneva. We are grateful to Dr. J.F. Blackburn, Director of the Institute, for his invitation, and to him and his wife Beverley for their hospitality. We are greatly indebted to Mrs. Katrina Avery for her splendid secretarial and editorial work on the manuscript.

Applied Mathematical Sciences: Lectures on Viscoelasticity Theory

Issue #7 · Dec 2012 ·

0.0

This book contains notes for a one-semester course on viscoelasticity given in the Division of Applied Mathematics at Brown University. The course serves as an introduction to viscoelasticity and as a workout in the use of various standard mathematical methods. The reader will soon find that he needs to do some work on the side to fill in details that are omitted from the text. These are notes, not a completely detailed explanation. Furthermore, much of the content of the course is in the problems assigned for solution by the student. The reader who does not at least try to solve a good many of the problems is likely to miss most of the point. Much that is known about viscoelasticity is not discussed in these notes, and references to original sources are usually not give, so it will be difficult or impossible to use this book as a reference for looking things up. Readers wanting something more like a treatise should see Ferry's Viscoelastic Properties of Polymers, Lodge's Elastic Liquids, the volumes edited by Eirich on Rheology, or any issue of the Transactions of the Society of Rheology. These works emphasize physical aspects of the subject. On the mathematical side, Gurtin and Sternberg's long paper On the Linear Theory of Viscoelasticity (ARMA II, 291 (I962» remains the best reference for proofs of theorems.

Applied Mathematical Sciences: Lectures on Viscoelasticity Theory

Issue #7 · Dec 2012 ·

0.0

This book contains notes for a one-semester course on viscoelasticity given in the Division of Applied Mathematics at Brown University. The course serves as an introduction to viscoelasticity and as a workout in the use of various standard mathematical methods. The reader will soon find that he needs to do some work on the side to fill in details that are omitted from the text. These are notes, not a completely de tailed explanation. Furthermore, much of the content of the course is in the prob lems assigned for solution by the student. The reader who does not at least try to solve a good many of the problems is likely to miss most of the point. Much that is known about viscoelasticity is not discussed in these notes, and references to original sources are usually not given, so it will be difficult or impossible to use this book as a reference for looking things up. Readers wanting something more like a treatise should see Ferry's Viscoelastic Properties of Polymers, Lodge's Elastic Liquids, the volumes edited by Eirich on Rheology, or any issue of the Transactions of the Society of Rheology. These works emphasize physical aspects of the subject. On the mathematical side, Gurtin and Sternberg's long paper On the Linear Theory of Viscoelasticity (ARMA~, 291(1962)) remains the best reference for proofs of theorems.

Applied Mathematical Sciences: Perturbation Methods in Non-Linear Systems

Issue #8 · Dec 2012 ·

0.0

This volume is intended to provide a comprehensive treatment of recent developments in methods of perturbation for nonlinear systems of ordinary differ ential equations. In this respect, it appears to be a unique work. The main goal is to describe perturbation techniques, discuss their ad vantages and limitations and give some examples. The approach is founded on analytical and numerical methods of nonlinear mechanics. Attention has been given to the extension of methods to high orders of approximation, required now by the increased accuracy of measurements in all fields of science and technology. The main theorems relevant to each perturbation technique are outlined, but they only provide a foundation and are not the objective of these notes. Each chapter concludes with a detailed survey of the pertinent literature, supplemental information and more examples to complement the text, when necessary, for better comprehension. The references are intended to provide a guide for background information and for the reader who wishes to analyze any particular point in more detail. The main sources referenced are in the fields of differential equations, nonlinear oscillations and celestial mechanics. Thanks are due to Katherine MacDougall and Sandra Spinacci for their patience and competence in typing these notes. Partial support from the Mathematics Program of the Office of Naval Research is gratefully acknowledged.

Applied Mathematical Sciences: Spectral Theory of Operators in Hilbert Space

Issue #9 · Dec 2012 ·

0.0

The present lectures intend to provide an introduction to the spectral analysis of self-adjoint operators within the framework of Hilbert space theory. The guiding notion in this approach is that of spectral representation. At the same time the notion of function of an operator is emphasized. The formal aspects of these concepts are explained in the first two chapters. Only then is the notion of Hilbert space introduced. The following three chapters concern bounded, completely continuous, and non-bounded operators. Next, simple differential operators are treated as operators in Hilbert space, and the final chapter deals with the perturbation of discrete and continuous spectra. The preparation of the original version of these lecture notes was greatly helped by the assistance of P. Rejto. Various valuable suggestions made by him and by R. Lewis have been incorporated. The present version of the notes contains extensive modifica tions, in particular in the chapters on bounded and unbounded operators. February, 1973 K.O.F. PREFACE TO THE SECOND PRINTING The second printing (1980) is a basically unchanged reprint in which a number of minor errors were corrected. The author wishes to thank Klaus Schmidt (Lausanne) and John Sylvester (New York) for their lists of errors. v TABLE OF CONTENTS I. Spectral Representation 1 1. Three typical problems 1 12 2. Linear space and functional representation.

Applied Mathematical Sciences: Numerical Quadrature and Solution of Ordinary Differential Equations

Issue #10 · Dec 2012 ·

0.0

This is a textbook for a one semester course on numerical analysis for senior undergraduate or beginning graduate students with no previous knowledge of the subject. The prerequisites are calculus, some knowledge of ordinary differential equations, and knowledge of computer programming using Fortran. Normally this should be half of a two semester course, the other semester covering numerical solution of linear systems, inversion of matrices and roots of polynomials. Neither semester should be a prerequisite for the other. This would prepare the student for advanced topics on numerical analysis such as partial differential equations. We are philosophically opposed to a one semester surveyor "numerical methods" course which covers all of the above mentioned topics, plus perhaps others, in one semester. We believe the student in such a course does not learn enough about anyone topic to develop an appreciation for it. For reference Chapter I contains statements of results from other branches of mathematics needed for the numerical analysis. The instructor may have to review some of these results. Chapter 2 contains basic results about interpolation. We spend only about one week of a semester on interpolation and divide the remainder of the semester between quadrature and differential equations. Most of the sections not marked with an * can be covered in one semester. The sections marked with an * are included as a guide for further study.

Applied Mathematical Sciences: Linear Multivariable Systems

Issue #11 · Dec 2012 ·

0.0

This text was developed over a three year period of time (1971- 1973) from a variety of notes and references used in the presentation of a senior/first year graduate level course in the Division of En gineering at Brown University titled Linear System Theory. The in tent of the course was not only to introduce students to the more modern, state-space approach to multivariable control system analysis and design, as opposed to the classical, frequency domain approach, but also to draw analogies between the two approaches whenever and wherever possible. It is therefore felt that the material presented will have broader appeal to practicing engineers than a text devoted exclusively to the state-space approach. It was assumed that students taking the course had also taken, as a prerequisite, an undergraduate course in classical control theory and also were familiar with certain standard linear algebraic notions as well as the theory of ordinary differential equations, although a substantial effort was expended to make the material as self-contained as possible. In particular, Chapter 2 is employed to familiarize the reader with a good deal of the mathematical material employed through out the remainder of the text. Chapters 3 through 5 were drawn, in part, from a number of contemporary state-space and matrix algebraic references, as well as some recent research of the author, especially those portions which deal with polynomial matrices and the differential operator approach.

Applied Mathematical Sciences: Similarity Methods for Differential Equations

Issue #13 · Dec 2012 ·

0.0

The aim of this book is to provide a systematic and practical account of methods of integration of ordinary and partial differential equations based on invariance under continuous (Lie) groups of trans formations. The goal of these methods is the expression of a solution in terms of quadrature in the case of ordinary differential equations of first order and a reduction in order for higher order equations. For partial differential equations at least a reduction in the number of independent variables is sought and in favorable cases a reduction to ordinary differential equations with special solutions or quadrature. In the last century, approximately one hundred years ago, Sophus Lie tried to construct a general integration theory, in the above sense, for ordinary differential equations. Following Abel's approach for algebraic equations he studied the invariance of ordinary differential equations under transformations. In particular, Lie introduced the study of continuous groups of transformations of ordinary differential equations, based on the infinitesimal properties of the group. In a sense the theory was completely successful. It was shown how for a first-order differential equation the knowledge of a group leads immediately to quadrature, and for a higher order equation (or system) to a reduction in order. In another sense this theory is somewhat disappointing in that for a first-order differ ential equation essentially no systematic way can be given for finding the groups or showing that they do not exist for a first-order differential equation.

Applied Mathematical Sciences: Stability Theory and the Existence of Periodic Solutions and Almost Periodic Solutions

Issue #14 · Dec 2012 ·

0.0

Since there are several excellent books on stability theory, the author selected some recent topics in stability theory which are related to existence theorems for periodic solutions and for almost periodic solutions. The author hopes that these notes will also serve as an introduction to stability theory. These notes contain stability theory by Liapunov's second method and somewhat extended discussion of stability properties in almost periodic systems, and the existence of a periodic solution in a periodic system is discussed in connection with the boundedness of solutions, and the existence of an almost periodic solution in an almost periodic system is considered in con nection with some stability property of a bounded solution. In the theory of almost periodic systems, one has to consider almost periodic functions depending on parameters, but most of text books on almost periodic functions do not contain this case. Therefore, as mathemati cal preliminaries, the first chapter is intended to provide a guide for some properties of almost periodic functions with parameters as well as for properties of asymptotically almost periodic functions. These notes originate from a seminar on stability theory given by the author at the Mathematics Department of Michigan State Univer sity during the academic year 1972-1973. The author is very grateful to Professor Pui-Kei Wong and members of the Department for their warm hospitality and many helpful conversations. The author wishes to thank Mrs.

Applied Mathematical Sciences: Differential Equations and Their Applications

Issue #15 · Nov 2013 ·

0.0

There are three major changes in the Third Edition of Differential Equations and Their Applications. First, we have completely rewritten the section on singular solutions of differential equations. A new section, 2.8.1, dealing with Euler equations has been added, and this section is used to motivate a greatly expanded treatment of singular equations in sections 2.8.2 and 2.8.3. Our second major change is the addition of a new section, 4.9, dealing with bifurcation theory, a subject of much current interest. We felt it desirable to give the reader a brief but nontrivial introduction to this important topic. Our third major change is in Section 2.6, where we have switched to the metric system of units. This change was requested by many of our readers. In addition to the above changes, we have updated the material on population models, and have revised the exercises in this section. Minor editorial changes have also been made throughout the text. New York City November. 1982 Martin Braun Preface to the First Edition This textbook is a unique blend of the theory of differential equations and their exciting application to "real world" problems. First, and foremost, it is a rigorous study of ordinary differential equations and can be fully understood by anyone who has completed one year of calculus. However, in addition to the traditional applications, it also contains many exciting "real life" problems. These applications are completely self contained.

Applied Mathematical Sciences: Differential Equations and Their Applications

Issue #15 · Mar 2013 ·

0.0

There are three major changes in the Third Edition of Differential Equations and Their Applications. First, we have completely rewritten the section on singular solutions of differential equations. A new section, 2.8.1, dealing with Euler equations has been added, and this section is used to motivate a greatly expanded treatment of singular equations in sections 2.8.2 and 2.8.3. Our second major change is the addition of a new section, 4.9, dealing with bifurcation theory, a subject of much current interest. We felt it desirable to give the reader a brief but nontrivial introduction to this important topic. Our third major change is in Section 2.6, where we have switched to the metric system of units. This change was requested by many of our readers. In addition to the above changes, we have updated the material on population models, and have revised the exercises in this section. Minor editorial changes have also been made throughout the text. New York City Martin Braun Nooember, 1982 Preface to the First Edition This textbook is a unique blend of the theory of differential equations and their exciting application to "real world" problems. First, and foremost, it is a rigorous study of ordinary differential equations and can be fully understood by anyone who has completed one year of calculus. However, in addition to the traditional applications, it also contains many exciting "real life" problems. These applications are completely self contained.

Applied Mathematical Sciences: Differential Equations and Their Applications

Issue #15 · Dec 2012 ·

0.0

This textbook is a unique blend of the theory of differential equations and their exciting application to "real world" problems. First, and foremost, it is a rigorous study of ordinary differential equations and can be fully un derstood by anyone who has completed one year of calculus. However, in addition to the traditional applications, it also contains many exciting "real life" problems. These applications are completely self contained. First, the problem to be solved is outlined clearly, and one or more differential equa tions are derived as a model for this problem. These equations are then solved, and the results are compared with real world data. The following applications are covered in this text. I. In Section 1.3 we prove that the beautiful painting "Disciples of Emmaus" which was bought by the Rembrandt Society of Belgium for $170,000 was a modem forgery. 2. In Section 1.5 we derive differential equations which govern the population growth of various species, and compare the results predicted by our models with the known values of the populations. 3. In Section 1.6 we derive differential equations which govern the rate at which farmers adopt new innovations. Surprisingly, these same differen tial equations govern the rate at which technological innovations are adopted in such diverse industries as coal, iron and steel, brewing, and railroads.