Advanced Engineering Mathematics, 11th Edition, is known for its comprehensive coverage, careful and correct mathematics, outstanding exercises, and self-contained subject matter parts for maximum flexibility. It opens with ordinary differential equations and ends with the topic of mathematical statistics. The analysis chapters address: Fourier analysis and partial differential equations, complex analysis, and numeric analysis. The book is written by a pioneer in the field of applied mathematics. This comprehensive volume is designed to equip students and professionals with the mathematical tools necessary to tackle complex engineering challenges and drive innovation.
This edition of the text maintains those aspects of the previous editions that have led to the book being so successful. In addition to introducing a new appendix on emerging topics in applied mathematics, each chapter now features a dedicated section on how mathematical modeling and engineering can address environmental and societal challenges, promoting sustainability and ethical practices. This edition includes a revision of the problem sets, making them even more effective, useful, and up-to-date by adding the problems on open-source mathematical software.
Table of Contents
TABLE OF CONTENTS
PART A Ordinary Differential Equations (ODEs)
CHAPTER 1 First-Order ODEs
1.1 Basic Concepts. Modeling
1.2 Geometric Meaning of y’ = ƒ(x, y). Direction Fields, Euler’s Method
1.3 Separable ODEs. Modeling
1.4 Exact ODEs. Integrating Factors
1.5 Linear ODEs. Bernoulli Equation. Population Dynamics
1.6 Orthogonal Trajectories. Optional
1.7 Existence and Uniqueness of Solutions for Initial Value Problems
Sustainability and Ethical Considerations
Chapter 1 Review Questions and Problems
Summary of Chapter 1
CHAPTER 2 Second-Order Linear ODEs
2.1 Homogeneous Linear ODEs of Second Order
2.2 Homogeneous Linear ODEs with Constant Coefficients
2.3 Differential Operators. Optional
2.4 Modeling of Free Oscillations of a Mass-Spring System
2.5 Euler-Cauchy Equations
2.6 Existence and Uniqueness of Solutions. Wronskian
2.7 Nonhomogeneous ODEs
2.8 Modeling: Forced Oscillations. Resonance
2.9 Modeling: Electric Circuits
2.10 Solution by Variation of Parameters
Sustainability and Ethical Considerations
Chapter 2 Review Questions and Problems
Summary of Chapter 2
CHAPTER 3 Higher Order Linear ODEs
3.1 Homogeneous Linear ODEs
3.2 Homogeneous Linear ODEs with Constant Coefficients
3.3 Nonhomogeneous Linear ODEs
Sustainability and Ethical Considerations
Chapter 3 Review Questions and Problems
Summary of Chapter 3
CHAPTER 4 Systems of ODEs. Phase Plane. Qualitative Methods
4.0 For Reference: Basics of Matrices and Vectors
4.1 Systems of ODEs as Models in Engineering Applications
4.2 Basic Theory of Systems of ODEs. Wronskian
4.3 Constant-Coefficient Systems. Phase Plane Method
4.4 Criteria for Critical Points. Stability
4.5 Qualitative Methods for Nonlinear Systems
4.6 Nonhomogeneous Linear Systems of ODEs
Sustainability and Ethical Considerations
Chapter 4 Review Questions and Problems
Summary of Chapter 4
CHAPTER 5 Series Solutions of ODEs. Special Functions
5.1 Power Series Method
5.2 Legendre’s Equation. Legendre Polynomials (x)
5.3 Extended Power Series Method: Frobenius Method
5.4 Bessel’s Equation. Bessel Functions (x)
5.5 Bessel Functions of the (x). General Solution
Sustainability and Ethical Considerations
Chapter 5 Review Questions and Problems
Summary of Chapter 5
CHAPTER 6 Laplace Transforms
6.1 Laplace Transform. Linearity. First Shifting Theorem (s-Shifting)
6.2 Transforms of Derivatives and Integrals. ODEs
6.3 Unit Step Function (Heaviside Function). Second Shifting Theorem (t-Shifting)
6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions
6.5 Convolution. Integral Equations
6.6 Differentiation and Integration of Transforms. ODEs with Variable Coefficients
6.7 Systems of ODEs
6.8 Laplace Transform: General Formulas
6.9 Table of Laplace Transforms
Sustainability and Ethical Considerations
Chapter 6 Review Questions and Problems
Summary of Chapter 6
PART B Linear Algebra. Vector Calculus
CHAPTER 7 Linear Algebra: Matrices, Vectors, Determinants. Linear Systems
7.1 Matrices, Vectors: Addition and Scalar Multiplication
7.2 Matrix Multiplication
7.3 Linear Systems of Equations. Gauss Elimination
7.4 Linear Independence. Rank of a Matrix. Vector Space
7.5 Solutions of Linear Systems: Existence, Uniqueness
7.6 For Reference: Second- and Third-Order Determinants
7.7 Determinants. Cramer’s Rule
7.8 Inverse of a Matrix. Gauss-Jordan Elimination
7.9 Vector Spaces, Inner Product Spaces. Linear Transformations. Optional
Sustainability and Ethical Considerations
Chapter 7 Review Questions and Problems
Summary of Chapter 7
CHAPTER 8 Linear Algebra: Matrix Eigenvalue Problems
8.1 The Matrix Eigenvalue Problem. Determining Eigenvalues and Eigenvectors
8.2 Some Applications of Eigenvalue Problems
8.3 Symmetric, Skew-Symmetric, and Orthogonal Matrices
8.4 Eigenbases. Diagonalization. Quadratic Forms
8.5 Complex Matrices and Forms. Optional
Sustainability and Ethical Considerations
Chapter 8 Review Questions and Problems
Summary of Chapter 8
CHAPTER 9 Vector Differential Calculus. Grad, Div, Curl
9.1 Vectors in 2-Space and 3-Space
9.2 Inner Product (Dot Product)
9.3 Vector Product (Cross Product)
9.4 Vector and Scalar Functions and Their Fields. Vector Calculus: Derivatives
9.5 Curves. Arc Length. Curvature. Torsion
9.6 Calculus Review: Functions of Several Variables. Optional
9.7 Gradient of a Scalar Field. Directional Derivative
9.8 Divergence of a Vector Field
9.9 Curl of a Vector Field
Sustainability and Ethical Considerations
Chapter 9 Review Questions and Problems
Summary of Chapter 9
CHAPTER 10 Vector Integral Calculus. Integral Theorems
10.1 Line Integrals
10.2 Path Independence of Line Integrals
10.3 Calculus Review: Double Integrals. Optional
10.4 Green’s Theorem in the Plane
10.5 Surfaces for Surface Integrals
10.6 Surface Integrals
10.7 Triple Integrals. Divergence Theorem of Gauss
10.8 Further Applications of the Divergence Theorem
10.9 Stokes’s Theorem
Sustainability and Ethical Considerations
Chapter 10 Review Questions and Problems
Summary of Chapter 10
PART C Fourier Analysis. Partial Differential Equations (PDEs)
CHAPTER 11 Fourier Analysis
11.1 Fourier Series
11.2 Arbitrary Period. Even and Odd Functions. Half-Range Expansions
11.3 Forced Oscillations
11.4 Approximation by Trigonometric Polynomials
11.5 Sturm-Liouville Problems. Orthogonal Functions
11.6 Orthogonal Series. Generalized Fourier Series
11.7 Fourier Integral
11.8 Fourier Cosine and Sine Transforms
11.9 Fourier Transform. Discrete and Fast Fourier Transforms
11.10 Tables of Transforms
Sustainability and Ethical Considerations
Chapter 11 Review Questions and Problems
Summary of Chapter 11
CHAPTER 12 Partial Differential Equations (PDEs)
12.1 Basic Concepts of PDEs
12.2 Modeling: Vibrating String, Wave Equation
12.3 Solution by Separating Variables. Use of Fourier Series
12.4 D’Alembert’s Solution of the Wave Equation. Characteristics
12.5 Modeling: Heat Flow from a Body in Space. Heat Equation
12.6 Heat Equation: Solution by Fourier Series. Steady Two-Dimensional Heat Problems. Dirichlet Problem
12.7 Heat Equation: Modeling Very Long Bars. Solution by Fourier Integrals and Transforms
12.8 Modeling: Membrane, Two-Dimensional Wave Equation
12.9 Rectangular Membrane. Double Fourier Series
12.10 Laplacian in Polar Coordinates. Circular Membrane. Fourier-Bessel Series
12.11 Laplace’s Equation in Cylindrical and Spherical Coordinates. Potential
12.12 Solution of PDEs by Laplace Transforms
Sustainability and Ethical Considerations
Chapter 12 Review Questions and Problems
Summary of Chapter 12
PART D Complex Analysis
CHAPTER 13 Complex Numbers and Functions. Complex Differentiation
13.1 Complex Numbers and Their Geometric Representation
13.2 Polar Form of Complex Numbers. Powers and Roots
13.3 Derivative. Analytic Function
13.4 Cauchy-Riemann Equations. Laplace’s Equation
13.5 Exponential Function
13.6 Trigonometric and Hyperbolic Functions. Euler’s Formula
13.7 Logarithm. General Power. Principal Value
Sustainability and Ethical Considerations
Chapter 13 Review Questions and Problems
Summary of Chapter 13
CHAPTER 14 Complex Integration
14.1 Line Integral in the Complex Plane
14.2 Cauchy’s Integral Theorem
14.3 Cauchy’s Integral Formula
14.4 Derivatives of Analytic Functions
Sustainability and Ethical Considerations
Chapter 14 Review Questions and Problems
Summary of Chapter 14
CHAPTER 15 Power Series, Taylor Series
15.1 Sequences, Series, Convergence Tests
15.2 Power Series
15.3 Functions Given by Power Series
15.4 Taylor and Maclaurin Series
15.5 Uniform Convergence. Optional
Sustainability and Ethical Considerations
Chapter 15 Review Questions and Problems
Summary of Chapter 15
CHAPTER 16 Laurent Series. Residue Integration
16.1 Laurent Series
16.2 Singularities and Zeros. Infinity
16.3 Residue Integration Method
16.4 Residue Integration of Real Integrals
Sustainability and Ethical Considerations
Chapter 16 Review Questions and Problems
Summary of Chapter 16
CHAPTER 17 Conformal Mapping
17.1 Geometry of Analytic Functions: Conformal Mapping
17.2 Linear Fractional Transformations (Möbius Transformations)
17.3 Special Linear Fractional Transformations
17.4 Conformal Mapping by Other Functions
17.5 Riemann Surfaces. Optional
Sustainability and Ethical Considerations
Chapter 17 Review Questions and Problems
Summary of Chapter 17
CHAPTER 18 Complex Analysis and Potential Theory
18.1 Electrostatic Fields
18.2 Use of Conformal Mapping. Modeling
18.3 Heat Problems
18.4 Fluid Flow
18.5 Poisson’s Integral Formula for Potentials
18.6 General Properties of Harmonic Functions. Uniqueness Theorem for the Dirichlet Problem
Sustainability and Ethical Considerations
Chapter 18 Review Questions and Problems
Summary of Chapter 18
PART E Numeric Analysis
Software
CHAPTER 19 Numerics in General
19.1 Introduction
19.2 Solution of Equations by Iteration
19.3 Interpolation
19.4 Spline Interpolation
19.5 Numeric Integration and Differentiation
Sustainability and Ethical Considerations
Chapter 19 Review Questions and Problems
Summary of Chapter 19
CHAPTER 20 Numeric Linear Algebra
20.1 Linear Systems: Gauss Elimination
20.2 Linear Systems: LU-Factorization, Matrix Inversion
20.3 Linear Systems: Solution by Iteration
20.4 Linear Systems: Ill-Conditioning, Norms
20.5 Least Squares Method
20.6 Matrix Eigenvalue Problems: Introduction
20.7 Inclusion of Matrix Eigenvalues
20.8 Power Method for Eigenvalues
20.9 Tridiagonalization and QR-Factorization
Sustainability and Ethical Considerations
Chapter 20 Review Questions and Problems
Summary of Chapter 20
CHAPTER 21 Numerics for ODEs and PDEs
21.1 Methods for First-Order ODEs
21.2 Multistep Methods
21.3 Methods for Systems and Higher Order ODEs
21.4 Methods for Elliptic PDEs
21.5 Neumann and Mixed Problems. Irregular Boundary
21.6 Methods for Parabolic PDEs
21.7 Method for Hyperbolic PDEs
Sustainability and Ethical Considerations
Chapter 21 Review Questions and Problems
Summary of Chapter 21
PART F Optimization, Graphs
CHAPTER 22 Unconstrained Optimization. Linear Programming
22.1 Basic Concepts. Unconstrained Optimization: Method of Steepest Descent
22.2 Linear Programming
22.3 Simplex Method
22.4 Simplex Method: Difficulties
Sustainability and Ethical Considerations
Chapter 22 Review Questions and Problems
Summary of Chapter 22
CHAPTER 23 Graphs. Combinatorial Optimization
23.1 Graphs and Digraphs
23.2 Shortest Path Problems. Complexity
23.3 Bellman’s Principle. Dijkstra’s Algorithm
23.4 Shortest Spanning Trees: Greedy Algorithm
23.5 Shortest Spanning Trees: Prim’s Algorithm
23.6 Flows in Networks
23.7 Maximum Flow: Ford-Fulkerson Algorithm
23.8 Bipartite Graphs. Assignment Problems
Sustainability and Ethical Considerations
Chapter 23 Review Questions and Problems
Summary of Chapter 23
PART G Probability, Statistics (available online)
Software
CHAPTER 24 Data Analysis. Probability Theory
24.1 Data Representation. Average. Spread
24.2 Experiments, Outcomes, Events
24.3 Probability
24.4 Permutations and Combinations
24.5 Random Variables. Probability Distributions
24.6 Mean and Variance of a Distribution
24.7 Binomial, Poisson, and Hypergeometric Distributions
24.8 Normal Distribution
24.9 Distributions of Several Random Variables
Sustainability and Ethical Considerations
Chapter 24 Review Questions and Problems
Summary of Chapter 24
CHAPTER 25 Mathematical Statistics
25.1 Introduction. Random Sampling
25.2 Point Estimation of Parameters
25.3 Confidence Intervals
25.4 Testing Hypotheses. Decisions
25.5 Quality Control
25.6 Acceptance Sampling
25.7 Goodness of Fit. χ2-Test
25.8 Nonparametric Tests
25.9 Regression. Fitting Straight Lines. Correlation
Sustainability and Ethical Considerations
Chapter 25 Review Questions and Problems
Summary of Chapter 25
PROJECTs
APPENDIX 1 References
APPENDIX 2 Answers to Odd-Numbered Problems (available online)
APPENDIX 3 Auxiliary Material
A3.1 Formulas for Special Functions
A3.2 Partial Derivatives
A3.3 Sequences and Series
A3.4 Grad, Div, Curl, in Curvilinear Coordinates
APPENDIX 4 Additional Proofs
APPENDIX 5 Tables
APPENDIX 6 Emerging Topics in Applied Mathematics
INDEX
PHOTO CREDITS
