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MAT115

Differential and Difference Equations

L T P C
3 0 2 4

Version No.
: 1.00
Course
: MAT101/MAT114 Multivariable Calculus and Differential Equations
Prerequisites
Objectives :
This course is designed to give a comprehensive coverage at an introductory level to the subject
of ordinary differential equations and difference equations. Matrix methods and eigenvalue
problems are integrated in to the course. Sufficient emphasis is laid on mathematical modeling
and analysis of simple engineering problems.
Expected Outcome:
At the end of this course, the students are expected to know how to model simple physical
problems in the form of a differential and difference equations, analyze and interpret the
solutions. Further the students are expected to acquire necessary background in matrix methods
and Eigen value problems so as to appreciate their importance to engineering systems.
Unit 1
Matrix methods to Linear Differential Equations
9L+4P hours
The eigen value problem- eigen values and eigen vectors - properties of eigen values and eigen
vectors-Cayley-Hamilton theorem and its applications- symmetric matrices -similarity of matrices
- diagonalisation of a real symmetric matrix-quadratic form.Solution of equations of type X11 +
AX=0 - reduction of nth order equation to a system of first order equations by diagonalization.
Unit 2
Power Series Solutions
9L+4P hours
The Strum-Liouville Problem-orthogonality of eigen functions- Bessels and Legendres
equations- power series solutions method of Frobenius.
Unit 3
Fourier Series
9L+4P hours
Fourier series -Eulers formulae- Dirichlets conditions - change of interval- half range series
RMS value Parsevals identity computation of harmonics.
Unit 4
Difference Equations and Z-transforms
9L+ 4P hours
Difference equation-first and second order difference equations with constant coefficientsFibonacci sequence-solution of difference equations-complementary functions - particular
integrals by the method of undetermined coefficients. Z-transform-relation between Z-transform
and Laplace transforms - Z-transforms of standard functions-inverse Z-transforms : by partial
fraction method, by convolution method- solution of simple difference equations using Ztransforms.
Unit 5
Applications of Differential Equations
9L+4P hours
First order equations: Newtons law of cooling radioactive decay, L-R and C-R circuitsEquation of motion for a particle in gravitational field Terminal velocity. Second order
equations: Free un-damped and damped vibrations, Forced oscillations-Resonance
phenomenon, series LCR circuit - Model of a vibrating systems with two masses Solutions by
matrix methods.
Text Books:
1. Erwin Kreyszig, Advanced Engineering Mathematics, 10th Edition, Wiley India Pvt. Ltd. (2013).
Reference Books
1. B. S.Grewal, Higher Engineering Mathematics, 42nd Edition. Khanna Publications,(2013).
2. Michale D. Greenberg, Advanced Engineering Mathematics, 2nd Edition, Pearson Education, First
Indian reprint (2002).
3. Peter V. O Neil, Advanced Engineering Mathematics, 5th Edition, Thomson, Book/Cole. (2007).

Proceedings of the 34th Academic Council [23.12.14]

82

MAT115 Differential and Difference Equations


(Lab experiments)
Exp.
No.
1.

2.

Title

Aim

A brief review of MATLAB,


To find the eigen values and eigen vectors for a
Eigen values and Eigen vectors, given matrix using MATLAB
properties
Cayley-Hamilton theorem and
Diagonalization of Matrix

To find the diagonalized matrix for a given matrix


using MATLAB

3.

System of second order


Differential Equations of the
form X+AX=0

To write MATLAB code for system of second


order differential equations of the form X +AX=0
using diagonalization.

4.

Series solution for ODE

To find the power series solution and visualize it


for the second order initial value problem with
ordinary point using MATLAB.

5.

Fourier series

To write the MATLAB code for finding Fourier


coefficients.

6.

Harmonic Analysis

To write MATLAB codes to find the few


harmonics of Fourier series and visualize the series
when f(x) is given as data points.

7.

Solving second order


Difference Equations

To write the MATLAB code to find the solution


for the second order linear difference equation with
constant co-efficient.

8.

Solving of first and second


order difference equations
using z-transform

To solve and visualize Difference equation using Z


Transform in MATLAB.

9.

Applications of Second order


Differential Equations

To know how the second order differential


equations can be applied to solve problems
concerning the vibrations of springs using
MATLAB.

10.

Applications of Second order


Differential Equations.

To know how the second order differential


equations can be applied to solve problems
concerning the analysis of electric circuits using
MATLAB.

Proceedings of the 34th Academic Council [23.12.14]

83