Differential Equations Math 2403 F1,F2 Fall 2009

   1st midterm exam Sep 16

   2nd midterm exam Oct 28

  Final exam Dec 10 (Thu) 11:30 - 2:20

Course schedule

Week 1. Aug 17-21  Introduction, direction fields, solutions. Euler's method.
Homework: 1.1:1,5,7. 1.2:1(a),2(c),5. 1.3:1(a),1(b),1(c),1(d). 1.4:1,3,5,7,11.

Week 2. Aug 24-28   First order equations. First order linear equations, integrating factors. Separable equations, homogeneous equations. Modeling: mixing tank.
2.1:1,5,7,9,11,13,19,21. 2.2:3,5,7,13,21,23,31,33,35. 2.3:1,3,5.

Week 3. Aug 31-Sep 4   Modeling (cont.): interest loan, escape velocity. Theorem of existence and uniqueness of solutions of differential equations. Autonomous equations. Population dynamics, logistic equation, qualitative analysis and solution.
2.3:7,9,13,16,18,23,24. 2.4:5,7,9,11,13,15,21,24,25. 2.5:1,3,5,7,9,11,13,15,16,20,26.

Week 4. Sep 8-11 (Sep 7 Institute holiday)   More population dynamics: critical threshold and logistic equation with threshold. Exact equations. Integrating factors for exact equations. Types of error in numerical methods. Local truncation error for Euler's method.
2.6:3,5,9,11,19,20,25,27. 2.7:1,7,15.

   1st midterm exam Sep 16

Week 5. Sep 14-18  Improved Euler's method. Runge-Kutta Method. Review. After first midterm exam: Systems of two first order linear differential equations. Motivation: two interconnected tanks. Homogeneous autonomous systems. Solutions: eigenvalue method.
2.8:1. 3.2:1,3,5,9,11,13,15,24. 3.3:1,3,5,7,9,11,14,16,17,19,25,26.

Week 6. Sep 21-25 (Sep 25 Progress report due)  Linear systems with real distinct eigenvalues, general solution and phase portrait. Fundamental set of solutions. Wronskian. Complex eigenvalues, love affair model.
3.4:1,3,5,8,9,13,15.

Week 7. Sep 28-Oct 2   Systems with repeated eigenvalues, generalized eigenvectors. Application to electrical circuits, review of linear systems.
Introduction to nonlinear systems. Numerical methods for systems.
Second order linear equations, some models, theory.
3.5:1,3,5,7,9,15,16. On electrical circuits: 3.2:21,22,23. 3.3:27,28. 3.4:21,22. 3.5:14.
3.6:1,3,5,7,9,11. 3.7:Read example 1. 4.1:1,2,3,4,5,9,11. 4.2:1,3,5,7,9,13,21,23.

Week 8. Oct 7-Oct 9 (Fall Recess Oct 3-6)  Abel's theorem for linear systems and linear equations. Linear homogeneous equations with constant coefficients: two real roots, repeated real roots.
4.3: 1,3,5,7,9,11,13,15 (do plots by hand), 19,21,25.

Week 9. Oct 12-16 (Drop day Oct 16)   For second order linear equations: Method of reduction of order to find a second solution knowing one; case of complex roots; Cauchy-Euler equations.
Applications: mechanical and electrical vibrations. Undamped free vibrations.
Damped free vibrations: underdamped, critically damped and overdamped vibrations. Method of undetermined coefficients.
4.3: 37,39,41,43. 4.4: 11,13,15,17,19,21,23,25 (do plots by hand), 27, 35,37. 4.5: 1,3,5,7,9,11,13,17,28,29. 4.6: 1,3,5,7,9,11,15,17,19,21.

Week 10. Oct 19-23  Method of undetermined coefficients where repetition exists. Forced vibrations: undamped periodic forcing, cases of superposition and resonance.
Variation of parameters for second order linear equations and for linear systems of dimension 2.
4.6: 23,25. 4.7: 5,7,9,11,17,21. 4.8: 2.5,7,9,15,16,17,19.

   2nd midterm exam Oct 28

Week 11. Oct 26-30  Review. After 2nd Midterm Exam: Higher dimensional systems of linear differential equations. Definitions, coupled mass-spring systems, theorem of existence and uniqueness, linear independence and linear dependence of vector functions, Wronskian. Examples, three mixing tanks problem.
6.1: 2,5,7,9. 6.2: 1,3,5,9. 6.3: 1,5,11.

Week 12. Nov 2-6   Complex eigenvalues. Fundamental matrix, exponential matrix. Non homogeneous linear systems. Defective matrices (repeated eigenvalues).
6.4: 1,3,5,7,15. 6.5: 1,3,6,7,13,15. 6.6: 2,3. 6.7: 1,3,5.

Week 13. Nov 9-13   Non-linear differential equations, autonomous systems. Definitions: equilibrium (fixed) point, stable point, asymptotically stable point. Almost linear systems, linearization around a fixed point. Theorem on how the type of stability of the linearization relates to the type of stability of the nonlinear system around a fixed point. Undampded pendulum, damped pendulum.
7.1: Parts (a), (b) and (c) of 1,3,5,13, 17. 7.2: 1,3, 5, 7, 11, 15, 21, 23, 24.

Week 14. Nov 16-20   Competing species: coexistence equilibrium and elimination of one species. Nullclines. Predator-prey model. Limit cycles. Laplace Transform: definition and some examples.
7.3: 1,3,5,10. 7.4: 1,3,5. 7.5: 1,3,5,9. 7.6: Read section. 5.1: 13, 18, 19.

Week 15. Nov 23-25 (Thanksgiving break Nov 26-27)  

Week 16. Nov Nov 30-Dec 4 (Last week of classes) 

  Final exam Dec 10 (Thu) 11:30 - 2:20