You are on page 1of 8

CREATE AN ACCOUNT

SIGN IN

ABOUT SPIE

CONTACT US

HELP

SHOPPING CART

SEARCH
HOME CONFERENCES + EXHIBITIONS PUBLICATIONS EDUCATION MEMBERSHIP INDUSTRY RESOURCES CAREER CENTER NEWS + VIDEOS

Conference Proceedings Journals SPIE Digital Library Books Collections Open Access Contact SPIE Publications Subscribe to receive free New Titles Updates
SPIE PRESS BOOK

Mathematical Techniques for Engineers and Scientists


Author(s): Larry C. Andrews; Ronald L. Phillips Published: 22 April 2003; 820 pages; Hardcover ISBN: 9780819445063 Volume: PM118 Member: $87.00 Non-member: $102.00 Add to cart

As technology continues to move ahead, modern engineers and scientists are frequently faced with difficult mathematical problems that require an ever greater understanding of advanced concepts. Designed as a self-study text for practicing engineers and scientists, as well as a useful reference, the book takes the reader from ordinary differential equations to more sophisticated mathematics--Fourier analysis, vector and tensor analysis, complex variables, partial differential equations, and random processes. The emphasis is on the use of mathematical tools and techniques. The general exposition and choice of topics appeals to a wide audience of applied practitioners. Sample Pages (PDF) Errata (PDF) Bundle this book with Field Guide to Special Functions for Engineers and get 15% off Now available as an eBook from:

Preface Symbols and Notation 1 DIFFERENTIAL EQUATIONS 1.1 INTRODUCTION 1.2 CLASSIFICATIONS 1.2.1 Solutions 1.3 FIRST-ORDER EQUATIONS 1.3.1 Separation of Variables 1.3.2 Linear Equations 1.3.3 Initial Condition 1.3.4 Applications 1.4 SECOND-ORDER LINEAR EQUATIONS 1.4.1 Homogeneous Equations: Fundamental Solution Sets 1.4.2 Constant Coefficient Equations 1.4.3 Nonhomogeneous Equations Part I 1.4.4 Nonhomogeneous Equations Part II 1.4.5 Cauchy-Euler Equations 1.5 POWER SERIES METHOD 1.5.1 Review of Power Series 1.6 SOLUTIONS NEAR AN ORDINARY POINT 1.6.1 Ordinary and Singular Points 1.6.2 General Method for Ordinary Points 1.7 LEGENDRE EQUATION

1.7 LEGENDRE EQUATION 1.7.1 Legendre Polynomials: 1.7.2 Legendre Functions of the Second Kind: 1.8 SOLUTIONS NEAR A SINGULAR POINT 1.8.1 Method of Frobenius 1.9 BESSEL'S EQUATION 1.9.1 The Gamma Function: 1.9.2 Bessel Functions of the First Kind: 1.9.3 Bessel Functions of the Second Kind: 1.9.4 Differential Equations Related to Bessel's Equation SUGGESTED READING EXERCISES 2 SPECIAL FUNCTIONS 2.1 INTRODUCTION 2.2 ENGINEERING FUNCTIONS 2.2.1 Step and Signum (Sign) Functions 2.2.2 Rectangle and Triangle Functions 2.2.3 Sinc and Gaussian Functions 2.2.4 Delta and Comb Functions 2.3 FUNCTIONS DEFINED BY INTEGRALS 2.3.1 Gamma Functions 2.3.2 Beta Funcion 2.3.3 Digamma and Polygamma Functions 2.3.4 Error Functions and Fresnel Integrals 2.4 ORTHOGONAL POLYNOMIALS 2.4.1 Legendre Polynomials 2.4.2 Hermite Polynomials 2.4.3 Laguerre Polynomials 2.4.4 Chebyshev Polynomials 2.5 FAMILY OF BESSEL FUNCTIONS 2.5.1 Standard Bessel Functions 2.5.2 Modified Bessel Functions 2.5.3 Other Bessel Functions 2.6 FAMILY OF HYPERGEOMETRIC-LIKE FUNCTIONS 2.6.1 Pochhammer Symbol 2.6.2 Hypergeometric Function of Gauss 2.6.3 Confluent Hypergeometric Functions: 2.6.4 Generalized Hypergeometric Functions: 2.6.5 Applications Involving Hypergeometric Functions 2.7 SUMMARY OF NOTATIONS FOR SPECIAL FUNCTIONS SUGGESTED READING EXERCISES 3 MATRIX METHODS AND LINEAR VECTOR SPACES 3.1 INTRODUCTION 3.2 BASIC MATRIX CONCEPTS AND OPERATIONS 3.2.1 Algebraic Properties 3.2.2 Determinants 3.3.3 Special Matrices 3.3 LINEAR SYSTEMS OF EQUATIONS 3.3.1 Matrix Eigenvalue Problems 3.3.2 Real Symmetric and Skew-Symmetric Matrices 3.4 LINEAR SYSTEMS OF DIFFERENTIAL EQUATIONS 3.4.1 Homogeneous Systems 3.4.2 Homogeneous Systems with Constant Coefficients 3.4.3 Stability of Linear Systems 3.4.4 Nonhomogeneous Systems 3.5 LINEAR VECTOR SPACES 3.5.1 Linear Independence and Basis Vectors 3.5.2 Inner Product Spaces 3.5.3 Orthonormal Basis and the Expansion Theorem 3.5.4 Hilbert Spaces SUGGESTED READING EXERCISES 4 VECTOR ANALYSIS 4.1 INTRODUCTION 4.2 CARTESIAN COORDINATES 4.2.1 Base Vectors 4.2.2 Products of Vectors 4.2.3 Vector Identities 4.2.4 Applications 4.3 TENSOR NOTATION 4.3.1 Einstein Summation Convention 4.3.2 Kronecker Delta and Permutation Symbol: 4.3.3 Products of Vectors and Identities 4.4 VECTOR FUNCTIONS OF ONE VARIABLE 4.4.1 Space Curves 4.4.2 Frenet-Serret Formulas 4.4.3 Velocity and Acceleration 4.4.4 Planar Motion in Polar Coordinates 4.5 SCALAR AND VECTOR FIELDS 4.5.1 Gradient: 4.5.2 Divergence:

4.5.2 Divergence: 4.5.3 Physical Interpretation of Divergence 4.5.4 Curl: 4.5.5 Vector Differential Operators: Tensor Notation 4.6 LINE AND SURFACE INTEGRALS 4.6.1 Line Integrals 4.6.2 Conservative Fields 4.6.3 Surface Integrals 4.7 INTEGRAL RELATIONS BETWEEN LINE, SURFACE AND VOLUME INTEGRALS 4.7.1 Green's Theorem in the Plane 4.7.2 Theory of Harmonic Functions 4.7.3 Divergence Theorem and Stokes' Theorem 4.8 ELECTROMAGNETIC THEORY 4.8.1 Maxwell's Equations 4.8.2 Poisson's Equation 4.8.3 Electromagnetic Wave Equation SUGGESTED READING EXERCISES 5 TENSOR ANALYSIS 5.1 INTRODUCTION 5.2 TENSOR NOTATION 5.2.1 Special Symbols 5.3 RECTILINEAR COORDINATES 5.3.1 Definition of Tensor 5.3.2 Tensor Operations 5.3.3 Symmetric and Skew-Symmetric Tensors 5.4 BASE VECTORS 5.4.1 Covariant Base Vectors 5.4.2 Contravariant Base Vectors: Reciprocal Basis 5.4.3 Metric Tensor 5.5 VECTOR ALGEBRA 5.5.1 Permutation Symbols in Rectilinear Coordinates 5.5.2 Dot Product 5.5.3 Cross Product and Mixed Triple Product 5.6 RELATIONS BETWEEN TENSOR COMPONENTS 5.6.1 Raising and Lowering Indices 5.6.2 Physical Components 5.7 REDUCTION OF TENSORS TO PRINCIPAL AXES 5.7.1 Two-Dimensional Case 5.7.2 Three-Dimensional Case 5.8 TENSOR CALCULUS: RECTILINEAR COORDINATES 5.8.1 Gradient, Divergence, and Curl 5.9 CURVILINEAR COORDINATES 5.9.1 Differentials as Tensors 5.9.2 Tensor Fields and Base Vectors 5.9.3 Metric Tensors 5.10 TENSOR CALCULUS: CURVILINEAR COORDINATES 5.10.1 Christoffel Symbols 5.10.2 Covariant Derivative 5.10.3 Absolute Derivative 5.11 RIEMANN-CHRISTOFFEL CURVATURE TENSOR 5.12 APPLICATIONS 5.12.1 Gradient, Divergence, and Curl 5.12.2 Dynamics of a Particle: Newton's Second Law 5.12.3 Dielectric Tensor of an Anisotropic Medium SUGGESTED READING EXERCISES 6 COMPLEX VARIABLES 6.1 INTRODUCTION 6.2 BASIC CONCEPTS 6.2.1 Geometric Interpretation: The Complex Plane 6.2.2 Polar Coordinate Representation 6.2.3 Euler Formulas 6.2.4 Powers and Roots of Complex Numbers 6.3 COMPLEX FUNCTIONS 6.3.1 Loci and Terminology 6.3.2 Functions as Mappings 6.3.3 Limits and Continuity 6.4 THE COMPLEX DERIVATIVE 6.4.1 Cauchy-Riemann Equations 6.4.2 Analytic Functions 6.4.3 Harmonic Functions 6.5 ELEMENTARY FUNCTIONS PART I 6.5.1 Complex Exponential Function 6.5.2 Trigonometric Functions 6.5.3 Hyperbolic Functions 6.6 ELEMENTARY FUNCTIONS PART II 6.6.1 Complex Logarithm 6.6.2 Complex Powers 6.6.3 Inverse Trigonometric and Hyperbolic Functions 6.7 MAPPINGS BY ELEMENTARY FUNCTIONS 6.7.1 Orthogonal Families

6.7.1 Orthogonal Families 6.7.2 Simple Polynomials 6.7.3 Reciprocal Mapping 6.7.4 Bilinear Transformations 6.7.5 Conformal Mapping EXERCISES 7 COMPLEX INTEGRATION, LAURENT SERIES, AND RESIDUES 7.1 INTRODUCTION 7.2 LINE INTEGRALS IN THE COMPLEX PLANE 7.2.1 Bounded Integrals 7.3 CAUCHY'S THEORY OF INTEGRATION 7.3.1 Deformation of Contours 7.3.2 Integrals Independent of Path 7.3.3 Cauchy's Integral Formula 7.3.4 Cauchy's Generalized Formula 7.3.5 Bounds on Analytic Functions 7.4 INFINITE SERIES 7.4.1 Sequences and Series of Constants 7.4.2 Power Series 7.4.3 Laurent Series 7.4.4 Zeros and Singularities 7.5 RESIDUE THEORY 7.5.1 Residues 7.6 EVALUATION OF REAL INTEGRALS PART I 7.6.1 Rational Functions of Cos and/or Sin 7.6.2 Improper Integrals of Rational Functions 7.6.3 Fourier Transform Integrals 7.7 EVALUATION OF REAL INTEGRALS PART II 7.8 HARMONIC FUNCTIONS REVISITED 7.8.1 Harmonic Functions in the Half-Plane 7.8.2 Harmonic Functions in Circular Domains 7.8.3 Invariance of Laplace's Equation 7.9 HEAT CONDUCTION 7.9.1 Steady-State Temperatures in the Plane 7.9.2 Conformal Mapping 7.10 TWO-DIMENSIONAL FLUID FLOW 7.10.1 Complex Potential 7.10.2 Source, Sink, and Doublet Flows 7.11 FLOW AROUND OBSTACLES 7.11.1 Circulation and Lift 7.11.2 Flow Around a Cylinder SUGGESTED READING EXERCISES 8 FOURIER SERIES, EIGENVALUE PROBLEMS, AND GREEN'S FUNCTION 8.1 INTRODUCTION 8.2 FOURIER TRIGONOMETRIC SERIES 8.2.1 Periodic Functions as Power Signals 8.2.2 Convergence of the Series 8.2.3 Even and Odd Functions: Cosine and Sine Series 8.2.4 Nonperiodic Functions: Extensions to Other Intervals 8.3 POWER SIGNALS: EXPONENTIAL FOURIER SERIES 8.3.1 Parseval's Theorem and the Power Spectrum 8.4 EIGENVALUE PROBLEMS AND ORTHOGONAL FUNCTIONS 8.4.1 Regular Sturm-Liouville Systems 8.4.2 Generalized Fourier Series 8.4.3 Periodic Sturm-Liouville Systems 8.4.4 Singular Sturm-Liouville Systems 8.5 GREEN'S FUNCTION 8.5.1 One-Sided Green's Function 8.5.2 Boundary Value Problems 8.5.3 Bilinear Formula SUGGESTED READING EXERCISES 9 FOURIER AND RELATED TRANSFORMS 9.1 INTRODUCTION 9.2 FOURIER INTEGRAL REPRESENTATION 9.2.1 Cosine and Sine Integral Representations 9.3 FOURIER TRANSFORMS IN MATHEMATICS 9.3.1 Fourier Cosine and Sine Transforms 9.4 FOURIER TRANSFORMS IN ENGINEERING 9.4.1 Energy Spectral Density Function 9.4.2 Table of Fourier Transforms 9.4.3 Generalized Fourier Transforms 9.5 PROPERTIES OF THE FOURIER TRANSFORM 9.5.1 Time and Frequency Shifting 9.5.2 Differentiation and Integration 9.5.3 Convolution Theorem 9.6 LINEAR SHIFT-INVARIANT SYSTEMS 9.7 HILBERT TRANSFORMS 9.7.1 Analytic Signal Representation 9.7.2 Kramers-Kronig Relations 9.7.3 Table of Transforms and Properties 9.8 TWO-DIMENSIONAL FOURIER TRANSFORMS

9.8 TWO-DIMENSIONAL FOURIER TRANSFORMS 9.8.1 Linear Systems in Optics 9.8.2 Coherent Imaging Systems 9.9 FRACTIONAL FOURIER TRANSFORM 9.9.1 Application in Optics 9.10 WAVELETS 9.10.1 Haar Wavelets 9.10.2 Wavelet Transform SUGGESTED READING EXERCISES 10 LAPLACE, HANKEL, AND MELLIN TRANSFORMS 10.1 INTRODUCTION 10.2 LAPLACE TRANSFORM 10.2.1 Table of Transforms and Operational Properties 10.2.2 Inverse Transforms I 10.2.3 Inverse Transforms II 10.3 INITIAL VALUE PROBLEMS 10.3.1 Simple Electric Circuits 10.3.2 Impulse Response Function 10.3.3 Stability of Linear systems 10.4 HANKEL TRANSFORM 10.4.1 Operational Properties and Table of Transforms 10.5 MELLIN TRANSFORM 10.5.1 Operational Properties and Table of Transforms 10.5.2 Complex Variable Methods 10.6 APPLICATIONS INVOLVING THE MELLIN TRANSFORM 10.6.1 Products of Random Variables 10.6.2 Electromagnetic Wave Propagation 10.7 DISCRETE FOURIER TRANSFORM 10.7.1 Discrete Transform Pair 10.8 Z-TRANSFORM 10.8.1 Operational Properties 10.8.2 Difference Equations 10.9 WALSH TRANSFORM 10.9.1 Walsh Functions 10.9.2 Walsh Series and the Discrete Walsh Transform SUGGESTED READING EXERCISES 11 CALCULUS OF VARIATIONS 11.1 INTRODUCTION 11.2 FUNCTIONALS AND EXTREMALS 11.2.1 Euler-Lagrange Equation 11.2.2 Special Cases of the Euler-Lagrange Equation 11.3 SOME CLASSICAL VARIATIONAL PROBLEMS 11.3.1 Shortest Arc Connecting Two Points 11.3.2 Surface of Revolution with Minimum Area 11.3.3 Brachistochrone Problem 11.4 VARIATIONAL NOTATION 11.4.1 Natural Boundary Conditions 11.5 OTHER TYPES OF FUNCTIONALS 11.5.1 Functionals with Several Dependent Variables 11.5.2 Functionals with Higher-Order Derivatives 11.5.3 Functionals with Several Independent Variables 11.6 ISOPERIMETRIC PROBLEMS 11.6.1 Constraints and Lagrange Multipliers 11.6.2 Sturm-Liouville Problem 11.7 RAYLEIGH-RITZ APPROXIMATION METHOD 11.7.1 Eigenvalue Problems 11.8 HAMILTON'S PRINCIPLE 11.8.1 Generalized Coordinates and Lagrange's Equations 11.8.2 Linear Theory of Small Oscillations 11.9 STATIC EQUILIBRIUM OF DEFORMABLE BODIES 11.9.1 Deflections of an Elastic String 11.9.2 Deflections of an Elastic Beam 11.10 TWO-DIMENSIONAL VARIATIONAL PROBLEMS 11.10.1 Forced Vibrations of an Elastic String 11.10.2 Equilibrium of a Stretched Membrane SUGGESTED READING EXERCISES 12 PARTIAL DIFFERENTIAL EQUATIONS 12.1 INTRODUCTION 12.2 CLASSIFICATION OF SECOND-ORDER PDES 12.3 THE HEAT EQUATION 12.3.1 Homogeneous Boundary Conditions 12.3.2 Nonhomogeneous Boundary Conditions 12.3.3 Derivation of the Heat Equation 12.4 THE WAVE EQUATION 12.4. d'Alembert's Solution 12.5 THE EQUATION OF LAPLACE 12.5.1 Rectangular Domain 12.5.2 Circular Domain 12.5.3 Maximum-Minimum Principle

12.5.3 Maximum-Minimum Principle 12.6 GENERALIZED FOURIER SERIES 12.6.1 Convective Heat Transfer at One Endpoint 12.6.2 Nonhomogeneous Heat Equation 12.6.3 Nonhomogeneous Wave Equation 12.7 APPLICATIONS INVOLVING BESSEL FUNCTIONS 12.7.1 Vibrating Membrane 12.7.2 Scattering of Plane Waves By a Circular Cylinder 12.8 TRANSFORM METHODS 12.8.1 Heat Conduction on an Infinite Domain: Fourier Transform 12.8.2 Heat Conduction on a Semi-Infinite Domain: Laplace Transform 12.8.3 Nonhomogeneous Wave Equation 12.8.4 Poisson Integral Formula for the Half-Plane 12.8.5 Axisymmetric Dirichlet Problem for a Half-Space: Hankel Transform SUGGESTED READING EXERCISES 13 PROBABILITY AND RANDOM VARIABLES 13.1 INTRODUCTION 13.2 RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS 13.2.1 Cumulative Distribution Function 13.2.2 Probability Density Function 13.2.3 Discrete Random Variables 13.3 EXAMPLES OF DENSITY FUNCTIONS 13.3.1 Gaussian (or Normal) Distribution 13.3.2 Uniform Distribution 13.3.3 Rayleigh Distribution 13.3.4 Gamma Distribution 13.4 EXPECTED VALUES 13.4.1 Higher-Order Moments 13.4.2 Characteristic Functions 13.5 CONDITIONAL PROBABILITY 13.5.1 Conditional CDF and PDF 13.5.2 Expected Values 13.6 FUNCTIONS OF ONE RANDOM VARIABLE 13.6.1 Continuous Random Variables 13.6.2 Expected Values 13.6.3 Characteristic Function Method 13.7 TWORANDOM VARIABLES 13.7.1 Joint Distribution and Density Functions 13.7.2 Marginal Density Functions 13.7.3 Conditional Distributions and Densities 13.7.4 Independent Random Variables 13.7.5 Expected Values 13.7.6 Moments and Correlation 13.7.7 Bivariate Gaussian Distribution 13.8 FUNCTIONS OF TWO OR MORE RANDOM VARIABLES 13.8.1 Sums of Two Random Variables 13.8.2 Rician Distribution 13.8.3 Products of Random Variables 13.8.4 Quotients of Random Variables 13.8.5 Two Functions of Two Random Variables 13.8.6 Sums of Several Random Variables 13.9 LIMIT DISTRIBUTIONS 13.9.1 Gaussian Density Function 13.9.2 Gamma Density Function SUGGESTED READING EXERCISES 14 RANDOM PROCESSES 14.1 INTRODUCTION 14.2 PROBABILISTIC DESCRIPTION OF RANDOM PROCESS 14.2.1 First- and Second-Order Statistics 14.2.2 Stationary Random Processes 14.3 AUTOCORRELATION AND AUTOCOVARIANCE FUNCTIONS 14.3.1 Time Averages and Ergodicity 14.3.2 Basic Properties 14.3.3 Structure Functions 14.4 CROSS-CORRELATION AND CROSS-COVARIANCE 14.4.1 Basic Properties 14.4.2 Cross-Correlation Techniques in Radar 14.5 POWER SPECTRAL DENSITY FUNCTIONS 14.5.1 Riemann-Stieltjes Integral 14.6 TRANSFORMATIONS OF RANDOM PROCESSES 14.6.1 Memoryless Nonlinear Transformations 14.6.2 Linear Systems 14.6.3 Correlation and Spectral Density Functions for the Output of a Linear System 14.7 STATIONARY GAUSSIAN PROCESSES 14.7.1 Multivariate Gaussian Distributions 14.7.2 Detection Devices 14.7.3 Zero-Crossing Problem SUGGESTED READING EXERCISES 15 APPLICATIONS

15 APPLICATIONS 15.1 INTRODUCTION 15.2 MECHANICAL VIBRATIONS AND ELECTRIC CIRCUITS 15.2.1 Forced Oscillations I 15.2.2 Damped Motions 15.2.3 Forced Oscillations II 15.2.4 Simple Electric Circuits 15.3 BUCKLING OF A LONG COLUMN 15.4 COMMUNICATION SYSTEMS 15.4.1 Frequency Modulated Signals 15.4.2 Nonlinear Devices 15.4.3 Coherent Detection Optical Receiver 15.4.4 Threshold Detection 15.5 APPLICATIONS IN GEOMETRICAL OPTICS 15.5.1 Eikonal Equation 15.5.2 Frenel-Serret Formulas Revisited 15.5.3 The Heated Window 15.6 WAVE PROPAGATION IN FREE SPACE 15.6.1 Hankel Transform Method 15.6.2 Huygens-Fresnel Integral: Lowest-order Gaussian Mode 15.6.3 Hermite-Gaussian Modes 15.7 ABCD RAY MATRICES FOR PARAXIAL SYSTEMS 15.7.1 Generalized Huygens-Fresnel Integral 15.7.2 Gaussian Lens 15.7.3 Fourier-Transform Plane 15.8 ZERNIKE POLYNOMIALS 15.8.1 Application in Optics 15.8.2 Atmospheric Effects on Imaging Systems 15.8.3 Aperture Filter Functions EXERCISES REFERENCES Preface Modern engineers and scientists are frequently faced with difficult mathematical problems to solve. As technology continues to move ahead, some of these problems will require a greater understanding of advanced mathematical concepts than ever before. Unfortunately, the mathematical training in many engineering and science undergraduate university programs ends with an introductory course in differential equations. Even in those engineering and science curriculums that require some mathematics beyond differential equations, the required advanced mathematics courses often do not make a clear This mathematics book is designed as a self-study text for practicing engineers and scientists, and as a useful reference source to complement more comprehensive publications. In particular, the text might serve as a supplemental text for certain undergraduate or graduate mathematics courses designed primarily for engineers and/or scientists. It takes the reader from ordinary differential equations to more sophisticated mathematics Fourier analysis, vector and tensor analysis, complex variables, partial differential equations, and random processes. The assumed formal training of the reader is at the undergraduate or beginning graduate level with possible extended experience on the job. We present the exposition in a way that is intended to bridge the gap between the formal education of the practitioner and his/her experience. The emphasis in this text is on the use of mathematical tools and techniques. In that regard it should be useful to those who have little or no experience in the subjects, but should also provide a useful review for readers with some background in the various topics. The text is composed of fifteen chapters, each of which is presented independently of other chapters as much as possible. Thus, the particular ordering of the chapters is not necessarily crucial to the user with few exceptions. We begin Chapter 1 with a review of ordinary differential equations, concentrating on second-order linear equations. Equations of this type arise in simple mechanical oscillating systems and in the analysis of electric circuits. Special functions such as the gamma function, orthogonal polynomials, Bessel functions, and hypergeometric functions are introduced in Chapter 2. Our presentation also includes useful engineering functions like the step function, rectangle function, and delta (impulse) function. An introduction to matrix methods and linear vector spaces is presented in Chapter 3, the ideas of which are used repeatedly throughout the text. Chapters 4 and 5 are devoted to vector and tensor analysis, respectively. Vectors are used in the study of electromagnetic theory and to describe the motion of an object moving through space. Tensors are useful in studies of elasticity, general continuum mechanics, and in describing various properties of anisotropic materials like crystals. In Chapters 6 and 7 we present a fairly detailed discussion of analytic functions of a complex variable. The Cauchy-Riemann equations are developed in Chapter 6 along with the mapping properties associated with analytic functions. The Laurent series representation of complex functions and the residue calculus presented in Chapter 7 are powerful tools that can be used in a variety of applications, such as the evaluation of nonelementary integrals associated with various integral transforms. Fourier series and eigenvalue problems are discussed in Chapter 8, followed by an introduction to the Fourier transform in Chapter 9. Generally speaking, the Fourier series representation is useful in describing spectral properties of power signals, whereas the Fourier transform is used in the same fashion for energy signals. However, through the development of formal properties associated with the impulse function, the Fourier transform can also be used for power signals. Other integral transforms are discussed in Chapter 10 the Laplace transform associated with initial value problems, the Hankel transform for circularly symmetric functions, and the Mellin transform for more specialized applications. A brief discussion of discrete transforms ends this chapter. We present some of the classical problems associated with the calculus of variations in Chapter 11, including the famous brachistochrone problem which is similar to Fermat's principle for light. In Chapter 12 we give an introductory treatment of partial differential equations, concentrating primarily on the separation of variables method and transform methods applied to the heat equation, wave equation, and Laplace's equation. Basic probability theory is introduced in Chapter 13 followed by a similar treatment of random processes in Chapter 14. The theory of random processes is essential to the treatment of random noise as found, for example, in the study of statistical communication systems. Chapter 15 is a collection of applications that involve a number of the mathematical techniques introduced in the first fourteen chapters. Some additional applications are also presented throughout the text in the various chapters.

In addition to the classical mathematical topics mentioned above, we also include a cursory introduction to some more specialized areas of mathematics that are of growing interest to engineers and scientists. These other topics include fractional Fourier transform (Chapter 9), wavelets (Chapter 9), and the Walsh transform (Chapter 10). Except for Chapter 15, each chapter is a condensed version of a subject ordinarily expanded to cover an entire textbook. Consequently, the material found here is necessarily less comprehensive, and also generally less formal (i.e., it is presented in somewhat of a tutorial style). We discuss the main ideas that we feel are essential to each chapter topic and try to relate the mathematical techniques to a variety of applications, many of which are commonly associated with electrical and optical engineering e.g., communications, imaging, radar, antennas, and optics, among others. Nonetheless, we believe the general exposition and choice of topics should appeal to a wide audience of applied practitioners. At the end of each chapter is a 'Suggested Reading" section which contains a brief list of textbooks that generally provide a deeper treatment of the mathematical concepts. A more comprehensive set of references is also provided at the end of the text to which the reader is directed throughout the text by numbers, e.g., (see [10]). To further aid the reader, a short exercise set (generally 20-40 problems in each set) is also included at the end of each chapter. Most of the exercise sets have answers provided directly after the given problem. In addition, we have included a Symbols and Notation page for easy reference to some of the acronyms and special symbols as well as a list of Special Function notation (at the end of Chapter 2).

Copyright 2013 SPIE

About SPIE | Author Information | Privacy Policy | Sitemap | SPIEDigitalLibrary.org

You might also like