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Bender C., Orszag S. — Advanced Mathematical Methods for Scientists and Engineers
Bender C., Orszag S. — Advanced Mathematical Methods for Scientists and Engineers



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Íàçâàíèå: Advanced Mathematical Methods for Scientists and Engineers

Àâòîðû: Bender C., Orszag S.

Àííîòàöèÿ:

This book gives a clear, practical and self-contained presentation of the methods of asymptotics and perturbation theory and explains how to use these methods to obtain approximate analytical solutions to differential and difference equations. These methods allow one to analyze physics and engineering problems that may not be solvable in closed form and for which brute-force numerical methods may not converge to useful solutions. The objective of this book is to teaching the insights and problem-solving skills that are most useful in solving mathematical problems arising in the course of modern research. Intended for graduate students and advanced undergraduates, the book assumes only a limited familiarity with differential equations and complex variables. The presentation begins with a review of differential and difference equations; develops local asymptotic methods for differential and difference equations; explains perturbation and summation theory; and concludes with a an exposition of global asymptotic methods, including boundary-layer theory, WKB theory, and multiple-scale analysis. Emphasizing applications, the discussion stresses care rather than rigor and relies on many well-chosen examples to teach the reader how an applied mathematician tackles problems. There are 190 computer-generated plots and tables comparing approximate and exact solutions; over 600 problems, of varying levels of difficulty; and an appendix summarizing the properties of special functions.


ßçûê: en

Ðóáðèêà: Ìàòåìàòèêà/Àíàëèç/Àñèìïòîòè÷åñêèå ìåòîäû, Òåîðèÿ âîçìóùåíèé/

Ñòàòóñ ïðåäìåòíîãî óêàçàòåëÿ: Ãîòîâ óêàçàòåëü ñ íîìåðàìè ñòðàíèö

ed2k: ed2k stats

Ãîä èçäàíèÿ: 1978

Êîëè÷åñòâî ñòðàíèö: 593

Äîáàâëåíà â êàòàëîã: 26.03.2005

Îïåðàöèè: Ïîëîæèòü íà ïîëêó | Ñêîïèðîâàòü ññûëêó äëÿ ôîðóìà | Ñêîïèðîâàòü ID
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Ïðåäìåòíûé óêàçàòåëü
Parametric amplifier      568p
Patching      335—336 497—504 500—505f 527
Period T of Duffing’s equation      548 567p
Period T of Rayleigh oscillator      477—479
Periodic behaviors for difference equations      238 246p
Periodic behaviors, asymptotic relations for      107—112 150—152 161—164
Periodic behaviors, Floquet theory      560—561 568p
Periodic behaviors, limit cycles      see “Limit cycles”
Periodic behaviors, oscillators      see “Oscillators”
Periodic behaviors, oscillatory integrals      see “Stationary phase method
Periodic behaviors, resonant and secular behavior      544—545
Periodic behaviors, slowly varying frequency      556 558—559
Perturbation problems, regular, initial-value problems      321—322 323f 327 329f
Perturbation problems, regular, roots of polynomials      319—320 328—330 330t 331f
Perturbation problems, regular, Schrodinger eigenvalue problem      330—335 354—355
Perturbation problems, singular, boundary-layer      see “Boundary-layer problems”
Perturbation problems, singular, boundary-layer problems solved by asymptotic matching      337—341
Perturbation problems, singular, evaluation of integrals using asymptotic matching      341—349 365—366p 515—519
Perturbation problems, singular, initial-value problems solved by asymptotic matching      336—337
Perturbation problems, singular, multiple-scale      see “Multiple-scale perturbation problems”
Perturbation problems, singular, roots of polynomials      325—326 361p
Perturbation problems, singular, Schrodinger eigenvalue problem      334—335 353 359—360
Perturbation problems, singular, WKB      see “WKB problems”
Perturbation series      319—367
Perturbation series for eigenvalues and eigenfunctions      333—335 363p
Perturbation series in boundary-layer problems      428—429 431—435 440—455 477—479
Perturbation series in multiple-scale problems      545—551 561—566
Perturbation series in WKB problems      486—487 493—494 496 534—539
Perturbation series, derivation from asymptotic matching      337 342—349
Perturbation series, introductory discussion      317—318
Perturbation series, summation of      318 368—415 547—549
Perturbation series, Taylor series vs.      66 321—323 323f
Perturbation series, zeroth-order (leading) term in      320—321 324
Perturbation theory for linear eigenvalue problems      330—335
Perturbation theory, asymptotic matching      335—349
Perturbation theory, boundary-layer theory      326 419—484
Perturbation theory, dissipative and dispersive phenomena in      484—486
Perturbation theory, general procedures of      319—323
Perturbation theory, local and global breakdown in      484—485
Perturbation theory, mathematical structure of perturbative eigenvalue problems      350—361
Perturbation theory, multiple-scale      327—328 329f 540—568
Perturbation theory, philosophy of      317—318 368
Perturbation theory, regular, definition of      324
Perturbation theory, singular, definition of      324
Perturbation theory, unperturbed problem      321 324 333
Perturbation theory, WKB theory      326—327 328f 484—543
Phase space      171—197
Phase space, asymptotic matching in      337
Phase space, definition of      172
Phase space, higher-dimensional      185—197
Phase space, phase line      174—175
Phase space, phase plane      175—185 468—479 546—547
Phase space, phase sphere      202—203p 203f
Phase space, volume in      190—191 204p
Physical optics approximation as leading asymptotic behavior of WKB series      494—533
Physical optics approximation for Green’s functions      497—504 500—505f
Physical optics approximation for higher-order equations      496—497
Physical optics approximation in complex plane      541p 542p
Physical optics approximation, accuracy of      494—497
Physical optics approximation, definition of      494—495
Physical optics approximation, derived using multiple-scale theory      556 558—559
Physical optics approximation, failure of      495—496
Physical optics approximation, failure of, at turning points      497 568p
Physical optics approximation, integrals of      490—491 500—504 513—519 540—541p
Physical optics approximation, normalization of      490 513—519
Physical optics approximation, validity of      494—497 506—508 521
Poincare plot      188 189f 190f
Polynomials, Bernoulli      305 315p
Polynomials, finding roots of      234—235 24lp 319—320 325—326 328—330 330t 331f 332f 352 354 361p 363p 366p
Polynomials, Hermite      55 99 133 244p
Polynomials, Laguerre      244p
Polynomials, Legendre      55p 229 231 232t 243p 309p
Potential      331 520—521 521f 526—527
Potential barriers, $\delta$-function      526—527
Potential barriers, scattering off peak of      531—533
Potential barriers, tunneling through      524—531
Predatory-prey systems      179—183 180—182f
probability density      543p
Psi function $\psi$      see “Digamma function”
Quantization condition, WKB      see “Eigenvalue condition”
Quantum anharmonic oscillator      334—335 337—338 353—354 353t 359—360 366—367p
Quantum harmonic oscillator      28 133 332—333 522—533 538
Quasiclassical approximation      see “WKB theory”
Radioactive decay      543p
Ramp function      17
Random behaviors , Poincare plot      188 189f 190f
Random behaviors in phase space      188—189 190f 192—195 195—197f
Random behaviors of difference equations      237—239 239t
Rapid variation on global scale      326—327 328f 493
Rapid variation on local scale (at boundary layers)      326 327f 493
Rapid variation, definition of      484—485
Rayleigh oscillator, boundary-layer analysis of      468—479 476—478f 483p
Rayleigh oscillator, multiple-scale analysis of      554—556 556f 557f
Rayleigh oscillator, period of      477—479
Rayleigh —Ritz variational procedure      352
Recessive      see “Subdominance”
Recursion (recurrence) relations      see “Difference equations”
Reduction of order for difference equations, homogeneous linear      43—45 56p
Reduction of order for difference equations, inhomogeneous linear      51—52 55p 56p
Reduction of order for difference equations, using generating functions      46
Reduction of order for differential equations, homogeneous linear      13 32p
Reduction of order for differential equations, inhomogeneous linear      19 32p 333
Reduction of order for differential equations, nonlinear      24—27 34p 35p 156
Reflection coefficient R      527 531 533
Regular perturbation theory      see “Perturbation theory”
Regular singular points, of difference equations, definition of      207
Regular singular points, of difference equations, Frobenius series about      212—214
Regular singular points, of difference equations, leading asymptotic behavior near      207—210
Regular singular points, of differential equations, definition of      62 64
Regular singular points, of differential equations, Frobenius series near      68—76 452
Regular singular points, of differential equations, local behavior near      68—76 452—453
Regular singular points, of differential equations, Taylor series near      63
Regular singular points, of differential equations, Taylor series near, failure of      68—69
Resonant behavior      544—545 (see also “Secular behavior”)
Resonant scattering      542—543p
Riccati differential equation, conversion to second-order linear      21 151 156 483p
Riccati differential equation, definition of      20
Riccati differential equation, reduction to Bernoulli equation      21
Riccati differential equation, soluble and insoluble      4 22 27
Riccati differential equation, spontaneous singular points of      149—152 150f 152f 153t 197—198p
Richardson extrapolation      375—376 377t 378t 379 411—412p
Riemann integrals, approximating sums by      303—305
Riemann zeta function      see “Zeta function”
Riemann — Lebesgue lemma      277—278 285 311p
Roots of polynomials, finding, Bernoulli’s method for      241p
Roots of polynomials, finding, Hermite polynomials      244p
Roots of polynomials, finding, Laguerre polynomials      244p
Roots of polynomials, finding, Legendre polynomials      231 232t
Roots of polynomials, finding, Newton’s method for      234—235
Roots of polynomials, finding, perturbation theory for      319—320 325—326 328—330 330t 331f 332f 361p 363p
Roots of polynomials, finding, Sylvester’s eliminant for      352 354 366p
Saddle points, in autonomous systems, one-dimensional      174—175 174f
Saddle points, in autonomous systems, two-dimensional      177 179—182 180—182f
Saddle points, in method of steepest descents, approximation to integrals with      290—300
Saddle points, in method of steepest descents, definition of      288
Saddle points, in method of steepest descents, movable      295
Saddle points, in method of steepest descents, second-, third-, and fourth-order      289—290 290—292f
Scale-invariant equations      25—26 156
Scattering off peak of potential barrier      531—533 542p
Scattering problems      524—533 542—543p
Schrodinger equation, eigenvalue problem, analytic structure of eigenvalues as functions of perturbation parameter      351—361
Schrodinger equation, eigenvalue problem, eigenvalues for      27—29 330—335
Schrodinger equation, eigenvalue problem, perturbative solution of      330—335
Schrodinger equation, eigenvalue problem, WKB solution of      519—523 523t 524—52 542p 543p
Schrodinger equation, leading asymptotic behavior of nth-order      88 102—103 103f 496—497
Schrodinger equation, reduction of general second-order linear differential equation to      32p
Schrodinger equation, time-dependent      524—525 543p
Schrodinger equation, turning points of      497 521 521f
Schrodinger equation, WKB approximation for second-order      486—488 489 494—496 504—539
Sector of validity for asymptotic relations      113—118 114f 115f 130—136
Secular behavior, definition of      545
Secular behavior, elimination of      550 553 555 558—559 564 566 566—567p
Secular behavior, summation of leading secularities      547—549
Semiclassical approximation      see “WKB theory”
separable differential equations      3 23 24 30p
Shanks transformation, definition of      370
Shanks transformation, Euler — Maclaurin sum formula vs.      379
Shanks transformation, examples of      370—375 370t 371f 373t 374f
Shanks transformation, failure of      375 381
Shanks transformation, generalized (higher-order)      389—392 412p
Shanks transformation, iterated      370—374
Shanks transformation, roundoff error      372 410—411p
Simpson’s rule      411—412p
Singular perturbation theory      see “Perturbation theory”
Singular points of difference equations, definition and classification of      206—207
Singular points of difference equations, local analysis near      207—210 212—218 223—233
Singular points of differential equations, at $\infty$      64
Singular points of differential equations, classification of      62—66
Singular points of differential equations, fixed      146 158
Singular points of differential equations, irregular      63—65 76—103
Singular points of differential equations, local behavior near      68—103
Singular points of differential equations, regular      62—63 68—76 452—453
Singular points of differential equations, removing      66
Singular points of differential equations, spontaneous (movable)      7 146—153 158 197—198p 554f
Slow variation      484—485
Snowplow problem      33p
Sommerfeld contour      293 293f 298
Spiral points      176—179 181—184 181f 182f 184f 192—194f 556f 557f
Spontaneous (movable) singular points for first Painleve transcendent      158
Spontaneous (movable) singular points for Riccati equations      149—152 150f 152f 153t 197—198p
Spontaneous (movable) singular points in complex plane      149
Spontaneous (movable) singular points, definition and discussion of      7 146—153
Spontaneous (movable) singular points, infinite number of      150—153
Spontaneous (movable) singular points, which are not poles      164—166
Stability of critical points, higher-dimensional      186 189 191
Stability of critical points, one—and two-dimensional      174—177
Stability of first Painleve transcendent      161 163—164
Stability, Floquet theory      560—561
Stabilityof solutions to Mathieu equation      561—566 568p
Stationary phase, method of      276—280 286 311—312p 347
Stationary points of order p      278—280
Stationary points, infinite-order      285—287
Steepest descents, method of      280—302
Steepest descents, method of, expanding Fourier integrals using      281—287 291 293—294
Steepest descents, method of, for complex parameter      300—302 313—315f7
Steepest descents, method of, for integrals with saddle points      290—300
Steepest descents, method of, steepest-descent and constant-phase paths in      282—287
Steepest descents, method of, use of, where Laplace’s method fails      296—300
Steepest-ascent paths      see “Steepest-descent paths”
Steepest-descent paths, definition and formal discussion of      282—283 282f 287—289
Steepest-descent paths, introduction to use of      282—287
Steepest-descent paths, rotation of in complex plane      301—302 301f 302f method
Step function      16 18
Stieltjes function (Stieltjes integral), asymptotic expansion of      260
Stieltjes function (Stieltjes integral), continued-fraction representation of      396 406—407
Stieltjes function (Stieltjes integral), definition and properties of      120—122 406
Stieltjes function (Stieltjes integral), moment integrals      121—122 405
Stieltjes function (Stieltjes integral), sum of Stieltjes series      120—122
Stieltjes function (Stieltjes integral), weight (density) function      121—122 405—406
Stieltjes series as asymptotic series      78 120—123 143p 260
Stieltjes series, Borel sum of      406
Stieltjes series, Carleman condition      410 415p 416p
Stieltjes series, derivation of      77—78 260
Stieltjes series, differential equation for      77—78
Stieltjes series, error estimates for optimally truncated      123 124f
Stieltjes series, moment problem      410 414—415p
Stieltjes series, Pade approximants for      387—388 390t 404—410 415—416p
Stirling series, Bernoulli numbers and      242p
Stirling series, derivation of using difference equations      222—223 225—227
Stirling series, derivation of using Laplace’s method      275—276 310p
Stirling series, derivation of using method of steepest descents      294—296
Stirling series, description of      218—220 575
Stirling series, error estimates for      242p
Stirling series, optimal asymptotic approximation for      221t 222 223f 224t 242p
Stirling series, Pade approximants for      388—389 391
Stirling series, Richardson extrapolation of      376 377t
Stirling series, Taylor series vs.      220 221t 222
Stirling series, use of, to find minimum of $\Gamma(x)$      222
Stokes lines, definition of      116 (see also “Stokes phenomenon”)
Stokes phenomenon for Airy functions      116—118
Stokes phenomenon for parabolic cylinder functions      117
Stokes phenomenon in WKB theory      541p
Stokes phenomenon, definition of      115—116
Stokes phenomenon, functional relations used to determine      130—133 143p
Stokes phenomenon, steepest-descents method used to determine      300—302 313—315p
Sturm — Liouville problem      29 35p 351 490—491 491f 492f 492t 540p
Subdominance in boundary-layer problems      429
Subdominance in Laplace’s method      262—263 273—274
Subdominance in WKB problems      531 (see also “Stokes phenomenon”)
Subdominance, explanation of      115—118
Substitutions for solving difference equations      53
Substitutions for solving differential equations      23—24 151 156—157
Summation methods      368—415
Summation methods for convergent series      368—379 389—392'
Summation methods for divergent series      379—410
Summation methods, asymptotic summation of series      376 379 380t
Summation methods, Borel      381—382
Summation methods, Euler      381
Summation methods, generalized (two-point) Pade      393—394
Summation methods, generalized Shanks transformation      389—392
Summation methods, multiple-scale methods as      549
Summation methods, optimal asymptotic approximation      94—100 112 112f 122—124 124f 221—224 376 379 388 392
Summation methods, Pade      383—410
Summation methods, philosophy of      120 368 379—381
Summation methods, Richardson extrapolation      375—376 377t 378t
Summation methods, Shanks transformation      369—375
Summation methods, summation of leading secularities      547—549 (see also “Sums asymptotic
Summing factor      39
Sums, asymptotic evaluation of      302—306
Sums, asymptotic evaluation of approximation by Riemann integrals      303—304
Sums, asymptotic evaluation of Euler — Maclaurin sum formula for      305—306 306t 315 379 411p
Sums, asymptotic evaluation of Laplace’s method applied to      304—305
Sums, asymptotic evaluation of truncation of      303
Sylvester’s eliminant      352 354 366p
Systems of first-order differential equations, autonomous      see “Autonomous systems”
Systems of first-order differential equations, equivalence of, to general nth-order differential equation      5
Systems of first-order differential equations, removing a singularity by conversion to      66
Tauberian theorems      127—128 145p
Taylor series at ordinary points      62 65—70 104
Taylor series for $1/\Gamma(z)$      220 221t 222t 254f 255 385 387t
Taylor series for Airy functions      67—68 569
Taylor series for Bessel functions      143p
Taylor series for difference equations      210—212
Taylor series for digamma function      575
Taylor series for nonlinear differential equations      147—149
Taylor series for parabolic cylinder functions      574
Taylor series, asymptotic series vs.      90—91 92f 118—119 220 221t 222 254f 255
Taylor series, convergence of      90—91 92f
Taylor series, derivation of      252—253
Taylor series, leading asymptotic behaviors of      90—92 140p 304—305
Taylor series, near irregular singular points      65
Taylor series, near regular singular points      63 68—69
Taylor series, Pade approximants vs.      384—387 385—388t 400
Taylor series, perturbation series vs.      66 321—323 323f
Taylor series, Shanks transformation of      369—372 370t 371f
Taylor series, slowly converging      368—372
Taylor series, transients in      369—371
Thomas — Fermi equation      25—26 167—170 168—169t 170f 199—200p
Time scales, long and short      549 556 558—559
Time scales, multiple      551 564 567p
Toda lattice      187 188f 190 203p
Trajectories in phase space, almost periodic orbits      186—187 188f 189f
Trajectories in phase space, cycles      173f 175
Trajectories in phase space, definition of      172—173
Trajectories in phase space, global analysis of, in higher dimensions      185—197
Trajectories in phase space, global analysis of, in one dimension      174—175 176f
Trajectories in phase space, global analysis of, in two dimensions      175 178—183 468—470
Trajectories in phase space, global analysis of, using boundary-layer theory      468—479 476—478f 483p
Trajectories in phase space, limit cycles      183 184f 468—479 476—478f 483p 544—556 556f 557f
Trajectories in phase space, local analysis of, near critical points in higher dimensions      185—197
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