Differential Equations Math 2403 F1,F2 Fall 2009
| Dr. Luz V. Vela-Arevalo | |
| Office: Skiles 242. Phone: (404)894-6540 Email: luzvela at math gatech edu Webpage: http://www.math. .gatech.edu/~luzvela | Office Hours: Tue, Thu 3-4pm. |
| Section F1: MW: 13:05-13:55. Instr. Center 217. | Section F2: MW: 13:05-13:55. Skiles 271. |
| Teaching Assistant: Angel Almada Monter Office: Skiles 146B. Office Hours: Mon, Wed 3-4pm Email: salmada3 at math gatech edu |
Teaching Assistant: Yao Li Office: Skiles 225C. Office Hours: Mon 4-5pm, Wed 3-4pm Email: yli at math gatech edu |
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