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Differential Equations [MA2020]: An outline/Syllabus

Geometrical meaning of a first order differential equation


Separable differential equations :
Sections : K 1.2 – K1.3

Exact differential equations, Integrating factors :


Section: K 1.5

Linear differential equation and Bernoulli differential equation:


Section: K 1.6

Linear differential equations of second and higher order


Homogeneous linear equations of second order : K 2.1
Second order homogeneous equations with constant coefficients : K 2.2 , K 2.3
Euler-Cauchy equation : K 2.6
Existence and uniqueness theory, Wronskian, Nonhomogeneous equations:
Summary of the results of sections K 2.7, K 2.8
Method of variation of parameters: K 2.10
Linear differential equations of higher order: section K 2.13
Give some examples of general solutions [No need of any theory]

Power series method: K 4.1


[ Give also Statement of Theorem 1 of section K 4.2]
Legendre's equation :
Legendre Polynomials : K 4.3
Rodrigue's formula: Problem 6 in Problem set of K4.3
Generating function: Problem 10 ( a) of Problem set K4.3
Recursion formula : Problem 10(d) of Problem set K 4.3
Orthogonality and Legendre series: Section S 6.33

Frobenius method : AJ 8.4


Bessel's equation: K 4.5
Definition Bessel' s function of second kind [ Equation (7), p.230 of K4.6]
General solution of Bessel' s equation [ State Theorem 1 of P. 231 of K 4.6]
Orthogonality of Bessel's functions and Bessel expansion theorem : P. 244-246
of S 6.35
Generating function: P. 261 [Appendix C in Chapter 6 of Simmons]
Equations reducible to Bessel's equation: Problems 2-10 of Problem set K4.6

Sturm-Liouville Problems : AJ 8.10, K4.7 [ Statement of orthogonality of


regular Sturm-Liouville probelm ]

First order partial differential equations [Lagrange's Method only]

Classification of second order partial differential equations : AJ 18.6-18.7

Wave equation- D'Alembert's solution, Semi-infinite string problem, Method


of separation of variables for finite interval : K 11.3- K11.4
Heat equation- Homogeneous Boundary conditions, Non-homogeneous boundary
boundary conditions : K11.5

Laplace equation in Cartesian and polar coordinates : K 11.5, K 11.9

Vibrations of a circular membrane : K 11.10

References:

[K] Erwin Kreyszig, Advanced Engineering Mathematics, John Wiley & Sons, Inc. 2001
[8th edition]

[AJ] Alan Jeffrey, Advanced Engineering Mathematics, Harcourt/Academic Press, 2002

[S] George F Simmons, Differential Equations, Tata McGraw-Hill publishing company, 1974