ADVANCED ea aie MATHEMATICS Dean G. DuffyADVANCED ENGINEERING MATHEMATICS Dean G. DuffyLibrary of Congress Cataloging-in-Publication Data Duffy Dean G. Advanced engineering mathematics / Dean G. Duffy. p. cm. Includes bibliographical references and index. ISBN 0-8493-7854-0 (alk. paper) 1, Mathematics. 1. Title. QA37.2.D78 1997 510—de21 for Library of Congress 97-33991 CIP This book contains information obtained from authentic and highly regarded sources. Reprinted material is quoted with permission, and sources are indicated, A wide variety of references are listed, Reasonable efforts have been made to publish reliable data and information, but the author and the publisher cannot assume responsibility for the validity of all materials or for the consequences of their use. 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Direct all inquiries to CRC Press LLC, 2000 Corporate Blvd., N.W., Boca Raton, Florida 33431. ‘Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identification and explanation, without intent to infringe. © 1998 by CRC Press LLC No claim to original U.S. Government works International Standard Book Number 0-8493-7854-0 Library of Congress Card Number 97-33991 Printed in the United States of America 1 234567890 Printed on acid-free paperIntroduction This book grew out of a two-semester course given to sophomore and junior engineering majors at the U.S. Naval Academy. These stu- dents had just completed three semesters of traditional calculus and a fourth semester of ordinary differential equations. Consequently, it was assumed that they understood single and multivariable calculus, the calculus of single-variable, vector-valued functions, and how to solve a constant coefficient, ordinary differential equation. The first five chapters were taught to system and electrical engi- neers because they needed transform methods to solve ordinary differ- ential and difference equations. The last six chapters served mechanical, aeronautical, and other engineering majors. These students focused on the general topics of boundary-value problems, linear algebra, and vec- tor calculus. The book has been designed so that the instructor may inject his own personality into the course. For example, the instructor who enjoys the more theoretical aspects may dwell on them during his lecture with the confidence that the mechanics of how to solve the problems are completely treated in the text. Those who enjoy working problems may choose from a wealth of problems and topics. References are given to original sources and classic expositions so that the theoretically inclined may deepen their understanding of a given subject. Overall this book consists of two parts. The first half involves ad- vanced topics in single variable calculus, either with real or complex variables, while the second portion involves advanced topics in multi-variable calculus. Unlike most engineering mathematics books, we begin with complex variables because they provide powerful techniques in un- derstanding and computing Fourier, Laplace, and z-transforms. Chapter 1 starts by reviewing complex numbers; in particular, we find all of the roots of a complex number, z!/", where n is an integer and z is a complex number. This naturally leads to complex algebra and complex functions. Finally, we define the derivative of a complex function. The remaining portion of Chapter 1 is devoted to contour inte- gration on the complex plane. First, we compute contour integrals by straightforward line integration. Focusing on closed contours, we in- troduce the Cauchy-Goursat theorem, Cauchy’s integral theorem, and Cauchy’s residue theorem to greatly facilitate the evaluation of these integrals. This analysis includes the classification of singularities. Al- though Chapter 1 is not necessary for most of this book, some sections or portions of some sections (2.5, 2.6, 3.1-3.6, 4.5, 4.10, 5.1, 5.3-5.5, 6.1, 6.5, 7.5-7.6, 8.4, 8.7, 9.4, 9.6, 11.6) require this material and must therefore be excluded when encountered. If the students have had ele- mentary complex arithmetic (Section 1.1), the affected sections drop to 3.4, 3.6, 4.10, 5.3, 5.5, 7.5, 8.4, and 9.6. Chapter 2 lays the foundation for transform methods and the so- lution of partial differential equations. We begin by deriving the classic Fourier series and working out some interesting problems. Next we in- vestigate the properties of Fourier series, including Gibbs phenomena, and whether we can differentiate or integrate a Fourier series. Then we reexpress the classic Fourier series in alternative forms. Finally we use Fourier series to solve ordinary differential equations with periodic forc- ing. As a postscript we apply Fourier series to situations where there is a finite number of data values. In Chapter 3 we introduce the Fourier transform. We compute some Fourier transforms and find their inverse by partial fractions and contour integration. Furthermore, we explore various properties of this transform, including convolution. Finally, we find the particular solution of an ordinary differential equation using Fourier transforms. Chapter 4 presents Laplace transforms. This chapter includes find- ing a Laplace transform from its definition and using various theorems. We find the inverse by partial fractions, convolution, and contour in- tegration. With these tools, the student can then solve an ordinary differential equation with initial conditions and a piece-wise continu- ous forcing. We also include systems of ordinary differential equations. Finally, we examine the importance of the transfer function, impulse response, and step response. With the rise of digital technology and its associated difference equations, a version of the Laplace transform, the z-transform, was de-veloped. In Chapter 5 we find a z-transform from its definition or by using various theorems. We also illustrate how to compute the inverse by long division, partial fractions, and contour integration. Finally, we use z-transforms to solve difference equations, especially with respect to the stability of the system. Chapter 6 is a transitional chapter. We expand the concept of Fourier series so that it includes solutions to the Sturm-Liouville prob- lem and show how any piece-wise continuous function can be reexpressed in terms of an expansion of these solutions. In particular, we focus on expansions that involve Bessel functions and Legendre polynomials. Chapter 7, 8, and 9 deal with solutions to the wave, heat, and Laplace’s equations, respectively. They serve as prototypes of much wider classes of partial differential equations. Of course, considerable attention is given to the technique of separation of variables. However, additional methods such as Laplace and Fourier transforms and integral representations are also included. Finally, we include a section on the numerical solution of each of these equations. Chapter 10 is devoted to vector calculus. In this book we focus on the use of the del operator. This includes such topics as line integrals, surface integrals, the divergence theorem, and Stokes’ theorem. Finally, in Chapter 11 we present some topics from linear algebra. From this vast field of mathematics we study the solution of systems of linear equations because this subject is of greatest interest to engineers. Consequently, we shall cover such topics as matrices, determinants, and Cramer’s rule. For the solution of systems of ordinary differential equa- tions we discuss the classic eigenvalue problem. This book contains a wealth of examples. Furthermore, in addition to the standard rote problems, I have sought to include many problems from the scientific and engineering literature. I have formulated many of the more complicated problems or computations as multistep projects. These problems may be given outside of class to deepen the students’ understanding of a particular topic. The answers to the odd problems are given in the back of the book while the worked solutions to all of the problems are available from the publisher. It is hoped that by including problems from the open literature some of the academic staleness that often pervades college texts will be removed.