Introduction to Differential Equations
Curriculum guideline
Lecture: 4 hours/week
and
Tutorial: 1 hour/week
Lectures, problems sessions, assignments.
Note to instructor: assignments may incorporate use of appropriate software (MAPLE, MatLab ...)
- First-Order Differential Equations: linear, separable, autonomous and exact equations, existence and uniqueness of solutions, numerical methods and applications
- Higher Order Differential Equations: homogeneous linear equations with constant coefficients, nonhomogenous equations and undetermined coefficients, variation of parameters, and applications
- Equations with Variable Coefficients: Cauchy-Euler equations, power series solutions about ordinary and singular points
- Laplace Transforms: existence and uniqueness, linearity, inverse transforms, theorems for transforms of derivatives, integrals, shifting, step functions, delta functions, convolution, transfer and impulse response functions, and applications
- Systems of Linear Differential Equations: systems of homogeneous and nonhomogeneous first-order equations, reduction of higher-order linear equations to normal form, matrix methods for solving systems of linear first-order differential equations, autonomous systems, trajectories and phase portrait analysis
- Non-linear Systems: solution trajectories of autonomous systems, stability of critical points, linearization and applications
Upon successful completion of the course, students will be able to:
- identify an ordinary differential equation and classify it by order and linearity.
- determine whether or not a unique solution to a first-order initial-value problem exists.
- describe the differences between solutions of linear and non-linear first-order differential equations.
- recognize and solve linear, separable and exact first-order differential equations.
- use substitutions to solve various first-order differential equations (optional).
- recognize and solve autonomous first-order differential equations, analyze trajectories, and determine the stability of critical points.
- use the Euler method to approximate solutions to first-order differential equations.
- model and solve application problems using linear and non-linear first-order differential equations, including topics such as: growth and decay, series circuits, Newton’s law of cooling, mixtures, logistic growth, chemical reactions, particle dynamics.
- determine whether or not a unique solution to a linear nth-order initial-value problem exists.
- use the Wronskian to determine whether or not a set of solutions to a differential equation are linearly dependent or independent.
- use reduction of order to find a second solution from a known solution (optional).
- solve homogeneous linear equations with constant coefficients.
- express linear differential equations in terms of differential operators (optional).
- solve nonhomogeneous linear differential equations using the method of undetermined coefficients.
- solve nonhomogeneous linear differential equations using variation of parameters.
- solve nonhomogeneous linear differential equations using Green’s functions (optional).
- model, solve and analyze problems involving mechanical or electrical vibrations using second-order linear differential equations
- determine ordinary and singular points of linear differential equations.
- recognise and solve Cauchy-Euler equations.
- use power series techniques to solve linear differential equations in the neighbourhood of ordinary points.
- use the method of Frobenius to solve linear differential equations about regular singular points (optional).
- state the definition of the Laplace transform of a function and the sufficient conditions for its existence.
- determine the Laplace transforms for basic functions, derivatives, integrals and periodic functions and their inverse transforms.
- use the convolution theorem and translation theorems to find Laplace transforms and their inverses.
- use the Laplace transform to determine the system transfer function of a linear differential equation.
- use the Laplace transform and the Dirac delta function to determine the impulse response of a linear differential equation.
- use Laplace transforms to solve initial value problems, integral equations and integro-differential equations.
- solve systems of differential equations using differential operators or Laplace transforms (optional).
- express higher-order linear differential equations as a first-order system in normal form.
- determine eigenvalues and eigenvectors of a real-valued matrix.
- solve systems of homogeneous first-order linear differential equations using matrix methods.
- solve systems of nonhomogeneous linear first-order differential equations.
- find trajectories associated with, determine critical points of, and perform phase plane analyses for simple autonomous linear and non-linear systems of differential equations.
- model and solve application problems using systems of first-order linear differential equations, including topics such as: electrical circuits, mixtures, chemical reactions, particle dynamics, competition models.
- model and solve application problems using systems of first-order non-linear differential equations, including topics such as the pendulum or predator-prey models.
Assessment will be in accordance with the Douglas College Evaluation Policy. The instructor will present a written course outline with specific evaluation criteria at the beginning of the semester. Evaluation will be based on the following:
Tutorials: 0-10%
Tests: 20-60%
Assignments: 0-20%
Problem Sessions: 0-10%
Attendance: 0- 5%
Final exam: 30-40%
Total: 100%
Textbooks and materials are to be purchased by students. A list of required and textbooks and materials is provided for students at the beginning of the semester. Example texts may include:
Notes on DiffyQ's: Differential Equations for Engineers, Jiri Lebl, current edition.
A First Course in Differential Equations with Modeling Applications, Zill, Dennis G., Brooks-Cole, current edition.
Elementary Differential Equations and Boundary Value Problems, Boyce and DiPrima, Wiley, current edition.
A First Course in Differential Equations for Scientists and Engineers. R.L. Herman, current edition.