A first semester graduate course intended primarily for students in mechanical and aerospace engineering, biomedical engineering, and other engineering programs. Power series and the method of Frobenius for solving differential equations; nonlinear differential equations and phase plane methods; vector spaces of functions, Hilbert spaces, and orthonormal bases; Fourier series and Sturm-Liouville theory; Fourier and Laplace transforms; separation of variables and other elementary solution methods for the linear differential equations of physics: the heat, wave, and Laplace equations.
Michael D. Greenberg, Advanced Engineering Mathematics (second edition), Prentice-Hall, 1998
Undergraduate Calculus