| Preface | i | |||
| 1 | Integrals with Parameters | 1 | ||
| 1.1 | Differentiation under the Integra | 2 | ||
| 1.2 | Swapping the Order of Integration in Double Integrals | 3 | ||
| 1.3 | Integrals with variable Limits | 4 | ||
| 1.4 | Improper Integrals with Parameters | 5 | ||
| 1.5 | The Laplace Transform | 7 | ||
| 1.5.1 | The Laplace Transform of the Derivative | 9 | ||
| 2 | Multiple Integrals | 11 | ||
| 2.1 | Integral for a restricted Function Class | 11 | ||
| 2.1.1 | A Characterization of the Integral | 14 | ||
| 2.1.2 | Transformation Formula of the Multiple Integral under Linear Mappings | 15 | ||
| 2.2 | Extension of the Class of Integrable Functions | 17 | ||
| 2.2.1 | Reversal of the Order of Integration | 19 | ||
| 2.2.2 | Application: Cavalieri's Principle | 20 | ||
| 2.3 | Formulation of the General Transformation Formula for Area Integrals | 21 | ||
| 3 | Integral Theorems in the Plane | 25 | ||
| 3.1 | Integrability Criterion | 26 | ||
| 3.2 | The Cauchy-Riemann Differential Equations and the Cauchy Integral Theorem | 29 | ||
| 3.2.1 | Cauchy's Integral Theorem | 31 | ||
| 4 | Surfaces in Space and Surface Integrals | 35 | ||
| 4.1 | Surface Representations | 35 | ||
| 4.1.1 | Regularity Condition | 37 | ||
| 4.1.2 | Geometric Significance | 37 | ||
| 4.2 | Area Measurement of Curved Surfaces | 39 | ||
| 4.2.1 | Invariance of the Area Content with respect to Orthogonal Transformations \(A\) of \(\mathbb{R}^3\) | 41 | ||
| 4.2.2 | Invariance of the Area Measure under Parameter Transformations | 41 | ||
| 4.3 | Gauß' Theorem | 42 | ||
| 4.4 | Differential Geometric Interpretation of Gauß' Theorem | 45 | ||
| 4.5 | Stokes' Integral Theorem | 47 | ||
| 5 | Quadratic Matrices and Determinants | 49 | ||
| 5.1 | Characteristic Properties of the Determinant | 51 | ||
| 5.1.1 | Calculation Rules | 53 | ||
| 5.2 | Product Theorem for Determinants | 54 | ||
| 5.2.1 | Behavior of the Determinant under Elementary Row Transformations | 55 | ||
| 5.2.2 | Rules for Row Transformations | 56 | ||
| 5.2.3 | The Adjugate of a Matrix \(A \in M_{n}(K)\) | 56 | ||
| 5.2.4 | The Inverse Matrix | 57 | ||
| 6 | Vector Spaces, Linear Self-mappings, Eigenvalues | 61 | ||
| 6.1 | Vector Space Axioms | 61 | ||
| 6.1.1 | Linear Combinations | 62 | ||
| 6.1.2 | Steinitz Exchange Lemma | 63 | ||
| 6.2 | Subspaces and Dimension Formula | 64 | ||
| 6.3 | Eigenvalues and Eigenvectors | 66 | ||
| 6.4 | Euclidean and Unitary Scalar Products | 70 | ||
| 6.4.1 | Orthonormalization Theorem | 71 | ||
| 6.4.2 | The Principal Axis Transformation | 73 | ||
| 7 | Linear Differential Equation with Constant Coefficients | 79 | ||
| 7.1 | Differential Equation of Growth and Decay | 79 | ||
| 7.1.1 | Matching Inhomogeneous Differential Equation | 80 | ||
| 7.2 | Differential Equation of Damped Oscillation | 80 | ||
| 7.2.1 | Matching Inhomogeneous Linear Differential Equation | 84 | ||
| 7.2.2 | Rewriting the 2nd Order Differential Equation into a System of 1st Order Differential Equations | 85 | ||
| 7.3 | Systems of 1st Order Linear Differential Equations with Constant Coefficients | 87 | ||
| 7.3.1 | Picard-Iteration Ansatz | 87 | ||
| 7.4 | Matrix Norms | 88 | ||
| 7.4.1 | Exponential Function on \(M_{n}(\mathbb{K})\) | 90 | ||
| 7.5 | General 1st Order Linear Differential Equation in \(\mathbb{K}^n\) | 92 | ||
| 7.6 | The Jordan Normal Form for Matrices in \(M_{n}(\mathbb{C})\) | 94 | ||
| 7.7 | Higher-order Scalar-valued Linear Differential Equations | 96 | ||
| 7.8 | Stability Questions | 98 | ||
| 7.8.1 | Stability Criterion for Real Polynomials | 100 | ||
| 7.9 | Applications of the Laplace Transform | 101 | ||
| 8 | Existence and Uniqueness Theorem for Explicit Ordinary Differential Equations | 107 | ||
| 8.1 | The Lipschitz Condition | 108 | ||
| 8.1.1 | Definition of the Lipschitz Condition | 109 | ||
| 8.1.2 | Dependence of Solutions on Initial Values | 110 | ||
| 8.2 | Picard-Lindelöf Existence Theorem | 111 | ||
| 8.2.1 | The Runge-Kutta Method | 114 | ||
| 8.2.2 | Simpson's Rule | 114 | ||
| 8.2.3 | The Power Series Ansatz | 115 | ||
| 8.3 | Ordinary Differential Equations of \(n\)-th Order | 116 | ||
| 8.3.1 | Systems of 1-st Order Linear Differential Equations with Non-constant Coefficients | 117 | ||
| 8.3.2 | The Case of Minimum Dimension \(n = 1\) | 119 | ||