Preface

The evolution of the present text is based on experience teaching introductory differential equations and linear algebra with an emphasis on conceptual ideas and the use of applications and projects to involve students in active problem-solving experiences. Technical computing environments like Maple, Mathematica, Matlab, and Python are widely available and are now used extensively by practicing engineers and scientists. This change in professional practice motivates a shift from the traditional concentration on manual symbolic methods to coverage also of qualitative and computer-based methods that employ numerical computation and graphical visualization to develop greater conceptual understanding. A bonus of this more comprehensive approach is accessibility to a wider range of more realistic applications of differential equations.

Both the conceptual and the computational aspects of such a course depend heavily on the perspective and techniques of linear algebra. Consequently, the study of differential equations and linear algebra in tandem reinforces the learning of both subjects. In this book we therefore have combined core topics in elementary differential equations with those concepts and methods of elementary linear algebra that are needed for a contemporary introduction to differential equations.

Principal Features of This Revision

This 4th edition is the most comprehensive and wide-ranging revision in the history of this text.

We have enhanced the exposition, as well as added graphics, in numerous sections throughout the book. We have also inserted new applications, including biological. Moreover we have exploited throughout the new interactive computer technology that is now available to students on devices ranging from desktop and laptop computers to smartphones and graphing calculators. While the text continues to use standard computer algebra systems such as Mathematica, Maple, and Matlab, we have now added the Wolfram | Alpha website. In addition, this is the first edition of this book to feature Python, a computer platform that is freely available on the internet and which is gaining in popularity as an all-purpose scientific computing environment.

However, with a single exception of a new section inserted in Chapter 7 (noted below), the class-tested table of contents of the book remains unchanged. Therefore, instructors notes and syllabi will not require revision to continue teaching with this new edition.

A conspicuous feature of this edition is the insertion of about 80 new computer-generated figures, many of them illustrating interactive computer applications with slider bars or touchpad controls that can be used to change initial values or parameters in a differential equation, and immediately see in real time the resulting changes in the structure of its solutions.

Some illustrations of the revisions and updating in this edition:

New Exposition

In a number of sections, we have added new text and graphics to enhance student understanding of the subject matter. For instance, see the new introductory treatments of separable equations in Section 1.4 (page 30), of linear equations in Section 1.5 (page 46), and of isolated critical points in Sections 9.1 (page 503) and 9.2 (page 514). Also we have updated the examples and accompanying graphics in Sections 2.42.6, 7.3, and 7.7 to illustrate modern calculator technology.

New Interactive Technology and Graphics

New figures throughout the text illustrate the capability that modern computing technology platforms offer to vary initial conditions and other parameters interactively. These figures are accompanied by detailed instructions that allow students to recreate the figures and make full use of the interactive features. For example, Section 7.4 includes the figure shown, a Mathematica-drawn phase plane diagram for a linear system of the form x'=Ax; after putting the accompanying code into Mathematica, the user can immediately see the effect of changing the initial condition by clicking and dragging the “locator point” initially set at (4,2).

New Mathematica graphic in Section 7.4

Similarly, the application module for Section 5.1 now offers Matlab and TI-Nspirelinebreak graphics with interactive slider bars that vary the coefficients of a linear differential equation. The Section 11.2 application module features a new Matlab graphic in which the user can vary the order of a series solution of an initial value problem, again immediately displaying the resulting graphical change in the corresponding approximate solution.

New Content

The single entirely new section for this edition is Section 7.4, which is devoted to the construction of a “gallery” of phase plane portraits illustrating all the possible geometric behaviors of solutions of the 2-dimensional linear system x'=Ax. In motivation and preparation for the detailed study of eigenvalue-eigenvector methods in subsequent sections of Chapter 7 (which then follow in the same order as in the previous edition), Section 7.4 shows how the particular arrangements of eigenvalues and eigenvectors of the coefficient matrix A correspond to identifiable patterns—“fingerprints,” so to speak–-in the phase plane portrait of the system. The resulting gallery is shown in the two pages of phase plane portraits in Figure 7.4.16 (pages 417418) at the end of the section. The new 7.4 application module (on dynamic phase plane portraits, 421) shows how students can use interactive computer systems to bring to life this gallery by allowing initial conditions, eigenvalues, and even eigenvectors to vary in real time. This dynamic approach is then illustrated with several new graphics inserted in the remainder of Chapter 7.

Finally, for a new biological application, see the application module for Section 9.4, which now includes a substantial investigation (551) of the nonlinear FitzHugh–Nagumo equations of neuroscience, which were introduced to model the behavior of neurons in the nervous system.

New Topical Headings

Many of the examples and problems are now organized under headings that make the topic easy to see at a glance. This not only adds to the readability of the book, but it also makes it easier to choose in-class examples and homework problems. For instance, most of the text examples in Section 1.4 are now labelled by topic, and the same is true of the wealth of problems following this section.

New Expanded Applications Website

The effectiveness of the application modules located throughout the text is greatly enhanced by the supplementary material found at the new Expanded Applications website. Nearly all of the application modules in the text are marked with and a unique “tiny URL”—a web address that leads directly to an Expanded Applications page containing a wealth of electronic resources supporting that module. Typical Expanded Applications materials include an enhanced and expanded PDF version of the text with further discussion or additional applications, together with computer files in a variety of platforms, including Mathematica, Maple, Matlab, and in some cases Python and/or TI calculator. These files provide all code appearing in the text as well as equivalent versions in other platforms, allowing students to immediately use the material in the Application Module on the computing platform of their choice. In addition to the URLs dispersed throughout the text, the Expanded Applications can be accessed by going to the Expanded Applications home page through this URL: bit.ly/2yoUCOY. Note that when you enter URLs for the Extended Applications, take care to distinguish the following characters:

l=lower case LI=upper case Io=upper case O1=one0=zero

Features of This Text

Computing Features

The following features highlight the flavor of computing technology that distinguishes much of our exposition.

  • Almost 600 computer-generated figures show students vivid pictures of direction fields, solution curves, and phase plane portraits that bring symbolic solutions of differential equations to life.

  • About three dozen application modules follow key sections throughout the text. Most of these applications outline technology investigations that can be carried out using a variety of popular technical computing systems and which seek to actively engage students in the application of new technology. These modules are accompanied by the new Expanded Applications website previously detailed, which provides explicit code for nearly all of the applications in a number of popular technology platforms.

  • The early introduction of numerical solution techniques in Chapter 2 (on mathematical models and numerical methods) allows for a fresh numerical emphasis throughout the text. Here and in Chapter 7, where numerical techniques for systems are treated, a concrete and tangible flavor is achieved by the inclusion of numerical algorithms presented in parallel fashion for systems ranging from graphing calculators to Matlab and Python.

Modeling Features

Mathematical modeling is a goal and constant motivation for the study of differential equations. For a small sample of the range of applications in this text, consider the following questions:

  • What explains the commonly observed time lag between indoor and outdoor daily temperature oscillations? (Section 1.5)

  • What makes the difference between doomsday and extinction in alligator populations? (Section 2.1)

  • How do a unicycle and a car react differently to road bumps? (Sections 5.6 and 7.5)

  • Why might an earthquake demolish one building and leave standing the one next door? (Section 7.5)

  • How can you predict the time of next perihelion passage of a newly observed comet? (Section 7.7)

  • What determines whether two species will live harmoniously together orlinebreak whether competition will result in the extinction of one of them and the survival of the other? (Section 9.3)

Organization and Content

This text reshapes the usual sequence of topics to accommodate new technology and new perspectives. For instance:

  • After a precis of first-order equations in Chapter 1 (though with the coverage of certain traditional symbolic methods streamlined a bit), Chapter 2 offers an early introduction to mathematical modeling, stability and qualitative properties of differential equations, and numerical methods—a combination of topics that frequently are dispersed later in an introductory course.

  • Chapters 3 (Linear Systems and Matrices), 4 (Vector Spaces), and 6 (Eigenvalues and Eigenvectors) provide concrete and self-contained coverage of the elementary linear algebra concepts and techniques that are needed for the solution of linear differential equations and systems. Chapter 4 includes sections 4.5 (row and column spaces) and 4.6 (orthogonal vectors in Rn). Chapter 6 concludes with applications of diagonalizable matrices and a proof of the Cayley–Hamilton theorem for such matrices.

  • Chapter 5 exploits the linear algebra of Chapters 3 and 4 to present efficiently the theory and solution of single linear differential equations. Chapter 7 is based on the eigenvalue approach to linear systems, and includes (in Section 7.6) the Jordan normal form for matrices and its application to the general Cayley–Hamilton theorem. This chapter includes an unusual number of applications (ranging from railway cars to earthquakes) of the various cases of the eigenvalue method, and concludes in Section 7.7 with numerical methods for systems.

  • Chapter 8 is devoted to matrix exponentials with applications to linear systems of differential equations. The spectral decomposition method of Section 8.3 offers students an especially concrete approach to the computation of matrix exponentials.

  • Chapter 9 exploits linear methods for the investigation of nonlinear systems and phenomena, and ranges from phase plane analysis to applications involving ecological and mechanical systems.

  • Chapters 10 treats Laplace transform methods for the solution of constant-coefficient linear differential equations with a goal of handling the piecewise continuous and periodic forcing functions that are common in physical applications. Chapter 11 treats power series methods with a goal of discussing Bessel's equation with sufficient detail for the most common elementary applications.

This edition of the text also contains over 1800 end-of-section exercises, including a wealth of application problems. The Answers to Selected Problems section (page 677) includes answers to most odd-numbered problems plus a good many even-numbered ones, as well as about 175 computer-generated graphics to enhance its value as a learning aid.

Supplements

Instructor's Solutions Manual (0-13-449825-9) is available for instructors to download at Pearson's Instructor Resource Center (pearsonhighered.com/irc). This manual provides worked-out solutions for most of the problems in the book.

Student's Solutions Manual (0-13-449814-3) contains solutions for most of the odd-numbered problems.

Both manuals have been reworked extensively for this edition with improved explanations and more details inserted in the solutions of many problems.

Acknowledgments

In preparing this revision we profited greatly from the advice and assistance of the following very capable and perceptive reviewers:

  • Anthony Aidoo, Eastern Connecticut State University

  • Miklos Bona, University of Florida

  • Elizabeth Bradley, University of Louisville

  • Mark Bridger, Northeastern University

  • Raymond A. Claspadle, University of Memphis

  • Gregory Davis, University of Wisconsin, Green Bay

  • Sigal Gottlieb, University of Massachusetts, Dartmouth

  • Zoran Grujic, University of Virginia

  • Grant Gustafson, University of Utah

  • Semion Gutman, University of Oklahoma

  • Richard Jardine, Keene State College

  • Yang Kuang, Arizona State University

  • Dening Li, West Virginia University

  • Carl Lutzer, Rochester Institute of Technology

  • Francisco Sayas-Gonzalez, University of Delaware

  • Morteza Shafii-Mousavi, Indiana University, South Bend

  • Brent Solie, Knox College

  • Ifran Ul-Haq, University of Wisconsin, Platteville

  • Luther White, University of Oklahoma

  • Hong-Ming Yin, Washington State University

We are grateful to our editor, Jeff Weidenaar, for advice and numerous suggestions that enhanced and shaped this revision; to Jennifer Snyder for her counsel and coordination of the editorial process; to Tamela Ambush and Julie Kidd for their supervision of the production process; and to Joe Vetere for his assistance with technical aspects of production of the supplementary manuals. It is a pleasure to (once again) credit Dennis Kletzing and his extraordinary TeXpertise for the attractive presentation of the text and graphics in this book (and its predecessors over the past decade).

Henry Edwards

David Calvis

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