Courant Institute New York University FAS CAS GSAS

math-ua.0260 / V63.0262:Ordinary Differential Equations

Term: Fall 2011
Meeting times: TR 11:00 A.M.-12:15 P.M. Location TBD
Instructor: Prof. Leslie Greengard
Office: TBA
Office hours: TBA
Phone: 212-998-3306
Email: greengard@cims.nyu.edu

Textbook

  1. E. A. Coddington, "An Introduction to Ordinary Differential Equations", Dover 1989.
  2. S. H. Strogatz, "Nonlinear Dynamics And Chaos: With Applications To Physics, Biology, Chemistry, And Engineering", Westview Press, 2001.

Topics

Introduction to QDE's
Basic models, classification, direction fields

First Order ODE's
Linear equations, integrating factors
Separable equations
Modeling with 1st order equations
Exact equations and integrating factors
The existence and uniqueness theorem for linear/nonlinear equations
Autonomous equations and population dynamics
First order difference equations

Second Order Linear ODE's
Homogenous equations with constant coefficients
Fundamental solutions
Linear independence and Wronskian
Complex roots, repeated roots
Nonhomogenous equations
Variation of parameters
Mechanical and electrical vibrations
Forced vibrations

Series Solutions of ODE's
Review of power series
General method

Numerical Methods
Euler's method
Improvements on Euler's method, Runge-Kutta method
Error analysis

Nonlinear Differential Equations and Stability
Autonomous systems and stability
Phase plane
Linearization of nonlinear systems
Competing species and predator-prey equations
Liapunov's functions

Laplace Transform
Definition solution of initial value problems
Calculation of basic Laplace transforms