Differential and Difference Equations

This book, intended for researchers andgraduate students in physics, applied mathematics and engineering, presents adetailed comparison of the important methods of solution for lineardifferential and difference equations - variation of constants, reduction oforder, Laplace transforms and generating functions - bringing out thesimilarities as well as the significant differences in the respective analyses. Equations of arbitrary order are studied, followed by a detailed analysis forequations of first and second order. Equations with polynomial coefficients areconsidered and explicit solutions for equations with linear coefficients aregiven, showing significant differences in the functional form of solutions ofdifferential equations from those of difference equations. An alternativemethod of solution involving transformation of both the dependent andindependent variables is given for both differential and difference equations. A comprehensive, detailed treatment of Green’s functions and the associatedinitial and boundary conditions is presented for differential and differenceequations of both arbitrary and second order. A dictionary of differenceequations with polynomial coefficients provides a unique compilation of secondorder difference equations obeyed by the special functions of mathematicalphysics. Appendices augmenting the text include, in particular, a proof ofCramer’s rule, a detailed consideration of the role of the superpositionprincipal in the Green’s function, and a derivation of the inverse of Laplacetransforms and generating functions of particular use in the solution of secondorder linear differential and difference equations with linear coefficients.