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Differential Equations

Differential Equations

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Published by: lary77 on Aug 17, 2009
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Notes on Differential Equationsby Bob Terrell
Notes on Dierential Equations Preface
These are introductory notes on ordinary and partial differential equations. Assumedbackground is calculus and a little physics. Linear algebra is not assumed, and is introducedhere in four of the lectures. Those four lectures have been used in the Engineering Mathe-matics course at Cornell University for several years. The notes as a whole have not beenused as a text, to my knowledge, but have been freely available for many years from my webpage. The notes as written are quite close to lectures I have delivered while attempting toexplain various textbooks to my students.The notes contain about one third of the material of the typical differential equationsbook, and are therefore concerned with only the most important ideas. The style of the notesis approximately that of the author’s lectures, in that most ideas are taught by example, andthat I view the ideas as being at least as important as the calculations. For fuller coverage,see any of the excellent books:1. Agnew, Ralph Palmer,
Differential Equations
, McGraw–Hill, 19602. Hubbard, John H., and West, Beverly H.,
Differential Equations, a Dynamical SystemsApproach, Parts 1 and 2,
Springer, 1995 and 19963. Churchill, Ruel V.,
Fourier Series and Boundary Value Problems,
McGraw Hill, 1941Some of the exercises have the format
What’s rong with this? 
?!? Most of theseare errors taken from test papers of students in this class, so it could be quite beneficial tostudy them.Bob TerrellJanuary 1997updated September 20052
Notes on Dierential Equations ContentsLecture Topic Page
1 Introduction 4A survey, some examples involving money and otherthings, and nice pictures called slope fields. Reading adifferential equation.2 Separable equations 9The logistic equation and other separable examples.3 Existence and uniqueness and available software 13We learn that some equations have unique solutions,some have too many, and some have none. Also anintroduction to some of the available software.4 Linear rst order 16Applications and a solution method for first order lin-ear equations.5 Eulers numerical method 20A numerical method for solving differential equationseither by hand or on the computer, several ways to runit, and how your calculator works.6 Second order linear equations and their uses 252nd order equations and some applications. The char-acteristic equation. Conservation laws.7 Complex numbers and the characteristic equation 29A review of complex numbers and a motivation for thedefinition of 
. More second order equations.8 Forced second order equations 33Forced equations, and how to solve them using theundetermined coefficients method. Natural frequency.9 Systems of ODEs, part 1 37Why would anybody want to study more than oneequation at a time? Find out. Phase plane.10 Systems of ODEs, part 2 40Systems of differential equations, Newton, nonlinearsprings, predator–prey, linear systems. Preview of al-gebra to come.11 Linear algebra, part 1 43systems of linear algebraic equations, matrices12 Linear algebra, part 2 46Row operations13 Linear algebra, part 3 49Matrix inverse, solutions to linear sytems by Matlab,the eigenvalue concept14 Linear algebra, part 4 53Eigenvectors and eigenvalues15 Linear Dierential Equation Systems 573

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