Introduction to dynamic systems: theory, models, and applications

David G. Luenberger9780471025948, 0-471-02594-1

This book is an outgrowth of a course developed at Stanford University over the past five years. It is suitable as a self-contained textbook for second-level undergraduates or for first-level graduate students in almost every field that employs quantitative methods. As prerequisites, it is assumed that the student may have had a first course in differential equations and a first course in linear algebra or matrix analysis. These two subjects, however, are reviewed in Chapters 2 and 3, insofar as they are required for later developments. The objective of the book, simply stated, is to help one develop the ability to analyze real dynamic phenomena and dynamic systems. This objective is pursued through the presentation of three important aspects of dynamic systems: (1) the theory, which explores properties of mathematical representations of dynamic systems, (2) example models, which demonstrate how concrete situations can be translated into appropriate mathematical representations, and (3) applications, which illustrate the kinds of questions that might be posed in a given situation, and how theory can help resolve these questions. Although the highest priority is, appropriately, given to the orderly presentation of the theory, significant samples of all three of these essential ingredients are contained in the book.