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MIT 18.03 Differential Equations - Spring 2006

MIT 18.03 Differential Equations - Spring 2006

Differential Equations are the language in which the laws of nature are expressed. Understanding properties of solutions of differential equations is fundamental to much of contemporary science and engineering. Ordinary differential equations (ODE's) deal with functions of one variable, which can often be thought of as time. Topics include: Solution of first-order ODE's by analytical, graphical and numerical methods; Linear ODE's, especially second order with constant coefficients; Undetermined coefficients and variation of parameters; Sinusoidal and exponential signals: oscillations, damping, resonance; Complex numbers and exponentials; Fourier series, periodic solutions; Delta functions, convolution, and Laplace transform methods; Matrix and first order linear systems: eigenvalues and eigenvectors; and Non-linear autonomous systems: critical point analysis and phase plane diagrams.

Course Homepage 18.03 Differential Equations Spring 2006

Course features at MIT OpenCourseWare page:

*Syllabus *Calendar *Readings *Lecture Notes *Recitations *Assignment *Exams *Tools *Download Course Materials

Complete MIT OCW video collection at MIT OpenCourseWare - VideoLectures.NET

Unit I: First Order Differential Equations

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Complex Numbers and Euler's Formula

Lydia Bourouiba

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15:03

Sinusoidal Functions

David Shirokoff

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07:18

Separable Equations

Lydia Bourouiba

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08:56

Solutions of First Order Linear Equations

Lydia Bourouiba

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11:08

Direction Fields

David Shirokoff

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13:47

Sinusoidal Inputs

Lydia Bourouiba

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11:44

Autonomous Equations and Phase Lines

David Shirokoff

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10:16

Euler's Method

David Shirokoff

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10:41

Linear Equations

David Shirokoff

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13:18

First Order Constant Coefficient Linear ODE's

David Shirokoff

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Unit II: Second Order Constant Coefficient Linear Equations

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Gain and Phase Lag

David Shirokoff

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Frequency Response

David Shirokoff

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10:42

Undetermined Coefficients

David Shirokoff

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09:15

Homogeneous Constant Coefficient Equations: Real Roots

David Shirokoff

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Forced Oscillations

David Shirokoff

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Pure Resonance

Lydia Bourouiba

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11:28

Homogeneous Constant Coefficient Equations: Any Roots

Lydia Bourouiba

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Unit III: Fourier Series and Laplace Transform

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Pole Diagrams

Lydia Bourouiba

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14:41

Computing Fourier Series

David Shirokoff

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09:23

Step and Delta Functions: Integration and Generalized Derivatives

Lydia Bourouiba

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11:14

Linear ODE's with Periodic Input

David Shirokoff

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09:57

Convolution and Green's Formula

David Shirokoff

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13:01

Unit Step and Impulse Response

Lydia Bourouiba

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12:29

Partial Fractions and Laplace Inverse

David Shirokoff

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Laplace Transform: Basics

Lydia Bourouiba

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Manipulating Fourier Series

David Shirokoff

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IV: First-order Systems

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Linear Systems of Equations

Lydia Bourouiba

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Linearization

Lydia Bourouiba

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Phase Portraits

Lydia Bourouiba

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09:29

Damped Harmonic Oscillators

Lydia Bourouiba

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08:00

Linear Systems: Matrix Methods

Lydia Bourouiba

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11:48

Linear Systems: Complex Roots

Lydia Bourouiba

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18:55

Trace-Determinant Diagram

Lydia Bourouiba

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11:54

Matrix Exponentials

Lydia Bourouiba

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Laplace: Solving ODE's

David Shirokoff

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48:55

Lecture 1: The Geometrical View of y'=f(x,y): Direction Fields, Integral Curves

Arthur Mattuck

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Lecture 2: Euler's Numerical Method for y'=f(x,y) and its Generalizations

Arthur Mattuck

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Lecture 3: Solving First-order Linear ODE's; Steady-state and Transient Solution...

Arthur Mattuck

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Lecture 4: First-order Substitution Methods: Bernouilli and Homogeneous ODE's

Arthur Mattuck

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Lecture 5: First-order Autonomous ODE's: Qualitative Methods, Applications

Arthur Mattuck

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Lecture 6: Complex Numbers and Complex Exponentials

Arthur Mattuck

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Lecture 7: First-order Linear with Constant Coefficients: Behavior of Solutions,...

Arthur Mattuck

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Lecture 8: Continuation; Applications to Temperature, Mixing, RC-circuit, Decay...

Arthur Mattuck

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Lecture 9: Solving Second-order Linear ODE's with Constant Coefficients: The Thr...

Arthur Mattuck

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Lecture 10: Continuation: Complex Characteristic Roots; Undamped and Damped Osci...

Arthur Mattuck

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Lecture 11: Theory of General Second-order Linear Homogeneous ODE's: Superpositi...

Arthur Mattuck

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Lecture 12: Continuation: General Theory for Inhomogeneous ODE's. Stability Crit...

Arthur Mattuck

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Lecture 13: Finding Particular Sto Inhomogeneous ODE's: Operator and Solution Fo...

Arthur Mattuck

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Lecture 14: Interpretation of the Exceptional Case: Resonance

Arthur Mattuck

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Lecture 15: Introduction to Fourier Series; Basic Formulas for Period 2(pi)

Arthur Mattuck

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Lecture 16: Continuation: More General Periods; Even and Odd Functions; Periodic...

Arthur Mattuck

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Lecture 17: Finding Particular Solutions via Fourier Series; Resonant Terms; Hea...

Arthur Mattuck

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Lecture 19: Introduction to the Laplace Transform; Basic Formulas

Arthur Mattuck

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Lecture 20: Derivative Formulas; Using the Laplace Transform to Solve Linear ODE...

Arthur Mattuck

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Lecture 21: Convolution Formula: Proof, Connection with Laplace Transform, Appli...

Arthur Mattuck

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Lecture 22: Using Laplace Transform to Solve ODE's with Discontinuous Inputs

Arthur Mattuck

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Lecture 23: Use with Impulse Inputs; Dirac Delta Function, Weight and Transfer F...

Arthur Mattuck

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Lecture 24: Introduction to First-order Systems of ODE's; Solution by Eliminatio...

Arthur Mattuck

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Lecture 25: Homogeneous Linear Systems with Constant Coefficients: Solution via ...

Arthur Mattuck

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Lecture 26: Continuation: Repeated Real Eigenvalues, Complex Eigenvalues

Arthur Mattuck

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Lecture 27: Sketching Solutions of 2x2 Homogeneous Linear System with Constant C...

Arthur Mattuck

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Lecture 28: Matrix Methods for Inhomogeneous Systems: Theory, Fundamental Matrix...

Arthur Mattuck

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Lecture 29: Matrix Exponentials; Application to Solving Systems

Arthur Mattuck

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Lecture 30: Decoupling Linear Systems with Constant Coefficients

Arthur Mattuck

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Lecture 31: Non-linear Autonomous Systems: Finding the Critical Points and Sketc...

Arthur Mattuck

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Lecture 32: Limit Cycles: Existence and Non-existence Criteria

Arthur Mattuck

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Lecture 33: Relation Between Non-linear Systems and First-order ODE's; Structura...

Arthur Mattuck

calendar icon Jan 19, 2009 7663 views

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