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Ordinary Differential Equations

# Ordinary Differential Equations

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notes taken from course 18.03 of MIT as thought by Arthur Mattuck. I did not attend this course but I've seen it by means of OCW of MIT.
notes taken from course 18.03 of MIT as thought by Arthur Mattuck. I did not attend this course but I've seen it by means of OCW of MIT.

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04/13/2013

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Antonio Mason
Ordinary diﬀerential equations
Notes from 18.03 class of Arthur Mattuck at MIT

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Contents
1 Introduction and warnings 52 First order ODEs 7
2.1 Lecture 1: geometrical view of
=
(
x,y
) . . . . . . . . . . . . . . . . . . . . . . . . . 72.2 Lecture 2: numerical methods for ﬁrst-order ODEs. . . . . . . . . . . . . . . . . . . . . 112.3 Lecture 3: Solving First-Order Linear ODEs. . . . . . . . . . . . . . . . . . . . . . . . 142.4 Lecture 4: Fist order substitution method. . . . . . . . . . . . . . . . . . . . . . . . . . 162.5 Lecture 5: ﬁrst order autonomous ODEs. . . . . . . . . . . . . . . . . . . . . . . . . . 192.6 Lecture 6: complex numbers and complex exponentials . . . . . . . . . . . . . . . . . . 232.7 Lecture 7: First order linear ODEs with constant coeﬃcients. . . . . . . . . . . . . . . 262.8 Lecture 8: continuation and applications. . . . . . . . . . . . . . . . . . . . . . . . . . 28
3 Second order ODEs 33
3.1 Lecture 9: solving second-order linear ODEs with constant coeﬃcients . . . . . . . . . 333.2 Lecture 10: complex characteristic roots . . . . . . . . . . . . . . . . . . . . . . . . . . 373.3 Lecture 11: theory of general second-order linear homogeneous ODEs . . . . . . . . . 383.4 Lecture 12: general theory for inhomogeneous ODEs . . . . . . . . . . . . . . . . . . . 413.5 Lecture 13: ﬁnding particular solutions to inhomogeneous ODEs . . . . . . . . . . . . 433.6 Lecture 14: interpretation of the exceptional case: Resonance . . . . . . . . . . . . . . 45
4 Fourier series 49
4.1 Lecture 15: introduction to Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . 494.2 Lecture 16: more general methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 524.3 Lecture 17: ﬁnding particular solution via Fourier series . . . . . . . . . . . . . . . . . 543