18.03: Differential Equations (Spring 2009)

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Lec.

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UNIT I: FIRST-ORDER DIFFERENTIAL EQUATIONS
#0 Feb 3 (T) (recitation) natural growth models, separable equations EP 1.1, 1.4; Notes D
#1 Feb 4 (W) direction fields, existence and uniqueness of solutions (notes) EP 1.2, 1.3; Notes G.1-2
#2 Feb 6 (F) numerical methods (notes) EP 6.1, 6.2
#3 Feb 9 (M) linear first-order ODEs, integrating factors, models (notes) EP 1.5
#4 Feb 11 (W) linear first-order ODEs continued: models and change of variables (notes) EP 1.6
#5 Feb 13 (F) complex numbers, complex exponentials (notes) Notes C.1-3
#6 Feb 17 (T) more about complex exponentials, roots of unity (notes) Notes C.4, IR.6
#7 Feb 18 (W) linear system response to exponential and sinusoidal input
(notes)
Notes IR.1-3, 5
#8 Feb 20 (F) autonomous equations, the phase line, stability (notes) EP 1.7, 7.1
#9 Feb 23 (M) review, linear vs nonlinear (notes)
#10 Feb 25 (W) HOUR EXAM I

UNIT II: SECOND-ORDER LINEAR EQUATIONS
#11 Feb 27 (F) second-order ODEs of the form y''+ay'+by=0 (notes) EP 2.1 (skip Theorems 2, 3), 2.3 (p.129-132)
#12 Mar 2 (M) damping, complex roots (notes) EP 2.3, 2.4
#13 Mar 4 (W) main theorems about linear second-order ODEs (notes) EP 2.1 (Theorems 1, 2, 4)
#14 Mar 6 (F) particular solutions to inhomogeneous equations: exponential response formula (notes) Notes S, O.1, 2, 4; EP 2.6
#15 Mar 9 (M) undetermined coefficients (notes) EP 2.5 (pp. 148-157)
#16 Mar 11 (W) frequency response (notes) EP 2.7
#17 Mar 13 (F) frequency response continued, applications
(notes - Warning: A square root is missing in the last expression of A(omega) at the bottom of page 1.)
#18 Mar 16 (M) review
#19 Mar 18 (W) HOUR EXAM II

UNIT III: FOURIER SERIES, DIRAC DELTA FUNCTION,
AND LAPLACE TRANSFORM
#20 Mar 20 (F) introduction to Fourier series (notes) EP 8.1
#21 Mar 30 (M) operations on Fourier series (notes) EP 8.2, 8.3
#22 Apr 1 (W) Fourier series solutions to ODEs (notes) EP 8.3, 8.4
#23 Apr 3 (F) convergence of Fourier series (notes) Notes H
#24 Apr 6 (M) step and delta functions, step and impulse responses (notes) Notes IR.4; EP 4.6 (p.316-7, 320)
#25 Apr 8 (W) convolution and fundamental solutions (notes) Notes IR.1, CG.3, 4
#26 Apr 10 (F) Laplace transform I: basic properties (notes) EP 4.1; Notes H
#27 Apr 13 (M) Laplace transform II: solving ODEs (notes) EP 4.2, 4.3
#28 Apr 15 (W) Laplace transform III: convolution, weight functions (notes) EP 4.4
#29 Apr 17 (F) Laplace transform IV: pole diagram (notes)
#30 Apr 22 (W) review (notes)
#31 Apr 24 (F) HOUR EXAM III

UNIT IV: FIRST-ORDER SYSTEMS
#32 Apr 27 (M) linear systems, matrix notation (notes) EP 5.1-5.3; Notes LS.1
#33 Apr 29 (W) eigenvalues and eigenvectors (notes) EP 5.4; Notes LS.2
#34 May 1 (F) complex eigenvalues, repeated eigenvalues (notes) Notes LS.3-4; EP 5.4, 5.6 (up to p.398)
#35 May 4 (M) fundamental matrices, the exponential matrix (notes) Notes LS.6; EP 5.7
#36 May 6 (W) inhomogeneous systems, variation of parameters (notes) Notes LS.5-6; EP 5.8
#37 May 8 (F) nonlinear systems (notes) EP 7.2, 7.3
#38 May 11 (M) examples of nonlinear systems
(notes - updated May 12 with a picture included)
EP 7.4, 7.5
#39 May 13 (W) nonlinear systems: limit cycles, strange attractors (notes)

May 20 (W)

THREE-HOUR COMPREHENSIVE FINAL EXAM
(9:00-12:00, Johnson upstairs)