Math 2080 (online), Summer Session II, 2015

Math 2080 (online), Summer Session II, 2015

Class: Introduction to Ordinary Differential Equations.

Instructor: Dr. Macauley



All lectures are posted on YouTube. To avoid blurriness, these are best viewed by changing the settings to 720p (High Definition) rather than the default of 240p. This can be easily done by clicking the "wheel" on the lower right corner; right next to the "cc" button.

Section 1: Introduction to Ordinary Differential Equations. Modeling physical situations that exhibit exponential growth and exponential decay. Plotting slope fields using the isocline method. Sketching slope fields of autonomous differential equations. Approximating solutions using Euler's method.

Lecture notes. 9 pages, last updated 1/21/11. Brannan/Boyce: Sections 1.1--1.3, 2.3, 8.1, supplemental material.

Lecture 1.1: What is a differential equation? [YouTube (26:03) | Worksheet]
Lecture 1.2: Plotting solutions to differential equations [YouTube (29:36) | Worksheet]
Lecture 1.3: Approximating solutions to differential equations [YouTube (27:38) | Worksheet]

Section 2: First Order Differential Equations. Solving 1st order ODEs using separation of variables, the integrating factor method, and variation of parameters. Structure of solutions to 1st order linear ODEs, and connections to parametrized lines. Models of motion with air resistance. Mixing problems. The logistic equation as a population model.

Lecture notes. 21 pages, last updated 2/17/11. Brannan/Boyce: Sections 2.1--2.6.

Lecture 2.1: Separation of variables [YouTube (23:52) | Worksheet]
Lecture 2.2: Initial value problems [YouTube (38:37) | Worksheet]
Lecture 2.3: Falling objects with air resistance [YouTube (27:23) | Worksheet]
Lecture 2.4: Solving 1st order inhomogeneous ODEs [YouTube (47:44) | Worksheet]
Lecture 2.5: Linear differential equations [YouTube (44:46) | Worksheet]
Lecture 2.6: Basic mixing problems [YouTube (20:35) | Worksheet]
Lecture 2.7: Advanced mixing problems [YouTube (48:22) | Worksheet]
Lecture 2.8: The logistic equation [YouTube (37:53) | Worksheet]

Section 3: Second Order Differential Equations. Models that use 2nd order ODEs. Solving homogeneous linear 2nd order ODEs. Solving inhomogeneous ODEs using the method of undertermined coefficients. Simple harmonic motion. Harmonic motion with damping and with forcing terms. The variation of parameters method for 2nd order ODEs. Solving 2nd order non-constant coefficient ODEs. Cauchy-Euler equations. The power series method, and the theorem of Frobenius.

Lecture notes. 29 pages, last updated 2/17/11. Brannan/Boyce: Sections 4.1--4.7, 9.1--9.6.

Lecture 3.1: Second order linear ODEs [YouTube (17:43) | Worksheet]
Lecture 3.2: Equations with constant coefficients [YouTube (1:00:43) | Worksheet]
Lecture 3.3: The method of undetermined coefficients [YouTube (54:39) | Worksheet]
Lecture 3.4: Simple harmonic motion [YouTube (40:24) | Worksheet]
Lecture 3.5: Damped and driven harmonic motion [YouTube (58:25) | Worksheet]
Lecture 3.6: Variation of parameters [YouTube (41:41) | Worksheet]
Lecture 3.7: Cauchy-Euler equations [YouTube (35:07) | Worksheet]
Lecture 3.8: Power series solutions [YouTube (31:45) | Worksheet]
Lecture 3.9: The method of Frobenius [YouTube (44:52) | Worksheet]

Section 4: Systems of Differential Equations. Intro to linear algebra: Adding and multiplying matrices. Writing systems of linear equations with matrices, inverses and determinants of 2x2 matrices, eigenvalues and eigenvectors of 2x2 matrices. Using linear algebra to solve systems of two 1st order linear ODEs x'=Ax; 3 cases (i) real distinct eigenvalues, (ii) repeated eigenvalues, (iii) complex eigenvalues. The SIR model in epidemiology.

Lecture notes. 26 pages, last updated 10/20/10. Brannan/Boyce: Sections 3.1--3.6, A.1.

Lecture 4.1: Basic matrix algebra [YouTube (57:55) | Worksheet]
Lecture 4.2: Eigenvalues and eigenvectors [YouTube (38:28) | Worksheet]
Lecture 4.3: Mixing with two tanks [YouTube (29:55) | Worksheet]
Lecture 4.4: Solving a 2x2 system of ODEs [YouTube (39:27) | Worksheet]
Lecture 4.5: Phase portraits with real eigenvalues [YouTube (27:30) | Worksheet]
Lecture 4.6: Phase portraits with complex eigenvalues [YouTube (47:10) | Worksheet]
Lecture 4.7: Phase portraits with repeated eigenvalues [YouTube (37:24) | Worksheet]
Lecture 4.8: Stability of phase portraits [YouTube (51:07) | Worksheet]
Lecture 4.9: Variation of parameters for systems [YouTube (35:44) | Worksheet]

Section 5: Laplace Transforms. Definition and properties of the Laplace transform. Using Laplace transforms to solve ODEs. Using the Heavyside function to express, and take the Laplace transform of, piecewise continuous functions. Solving ODEs with discontinuous forcing terms. Taking the Laplace transform of periodic functions. Impulse functions and delta functions. Convolution.

Lecture notes. 21 pages, last updated 6/24/13. Brannan/Boyce: Sections 5.1--5.8.

Lecture 5.1: What is a Laplace transform? [YouTube (28:10) | Worksheet]
Lecture 5.2: Properties & applications of Laplace transforms [YouTube (57:52) | Worksheet]
Lecture 5.3: Discontinuous forcing terms [YouTube (49:59) | Worksheet]
Lecture 5.4: Periodic forcing terms [YouTube (40:41) | Worksheet]
Lecture 5.5: Impulse functions [YouTube (24:36) | Worksheet]
Lecture 5.6: Convolution [YouTube (30:58) | Worksheet]

Section 6: Fourier Series & Boundary Value Problems. Introduction to Fourier series -- derivation and computation. Even and odd functions, and Fourier cosine and sine series. Complex version of Fourier series. Parseval's identity. Applications to summing series and to solving ODEs. Boundary values problems.

Lecture notes. 13 pages, last updated 12/9/11. Brannan/Boyce: Sections 10.1--10.3.

Lecture 6.1: Introduction to Fourier series [YouTube (28:52) | Worksheet]
Lecture 6.2: Computing Fourier series [YouTube (27:31) | Worksheet]
Lecture 6.3: Fourier sine and cosine series [YouTube (47:49) | Worksheet]
Lecture 6.4: Complex Fourier series [YouTube (38:58) | Worksheet]
Lecture 6.5: Applications of Fourier series [YouTube (24:45) | Worksheet]
Lecture 6.6: Boundary value problems [YouTube (39:55) | Worksheet]

Section 7: Partial Differential Equations The (1-dimensional) heat, transport, and wave equations. Analysis of different boundary conditions. Introduction to PDEs in higher dimensions. Harmonic functions, Laplace's equation, and steady-state solutions to the heat equation. Solving Laplace's equation, the heat equation, and the wave equation in two dimensions.

Lecture notes. 23 pages, last updated 7/29/10. Brannan/Boyce: Sections 11.1--11.4, 11.6, 11.A, 11.B

Lecture 7.1: The heat equation [YouTube (27:41) | Worksheet]
Lecture 7.2: Different boundary conditions [YouTube (36:23) | Worksheet]
Lecture 7.3: The transport equation [YouTube (24:17) | Worksheet]
Lecture 7.4: The wave equation [YouTube (21:57) | Worksheet]
Lecture 7.5: Harmonic functions [YouTube (24:35) | Worksheet]
Lecture 7.6: Laplace's equation [YouTube (36:27) | Worksheet]
Lecture 7.7: The 2D heat equation [YouTube (44:49) | Worksheet]
Lecture 7.8: The 2D wave equation [YouTube (26:32) | Worksheet]