18.03: Differential Equations. Spring, 2013 I. First-order differential equations 0 T 5 Feb 1 W 6 Feb 2 3 4 5 F 8 Feb M 11 Feb W 13 Feb F 15 Feb 6 7 8 M 18 Feb T 19 Feb W 20 Feb F 22 Feb 9 10 M 25 Feb W 27 Feb Recitation: Growth and decay models; separable equations: EP 1.1, 1.4, Notes D. Direction fields, existence and uniqueness of solutions: EP 1.2, 1.3; Notes G. Autonomous equations; the phase line, stability: EP 1.7, 7.1. Numerical methods; fences and funnels: EP 6.1, 6.2. Linear equations; variation of parameters: EP 1.5. Linear equations as models. Solution by substitution: EP 1.5, 1.6. PS1 due: covers Lectures 0–4 Presidents’ Day. Monday classes meet on Tuesday Complex numbers, roots of unity: Notes C.1–3. Complex exponentials; sinusoidal functions: Notes C.4, IR.6. Input-response models; gain, phase lag: Notes IR (skip IR4 for now) PS2 due: 5–7 Linearity and time invariance. Hour Exam 1 II. Second-order linear equations 11 12 13 14 15 16 17 18 19 F 1 Mar Characteristic polynomials; the spring-mass-dashpot model EP 2.1 (skip Theorems 3, 4), 2.3 up to “Polyn. Operators”. M 4 Mar Complex roots; damping conditions: EP 2.3, 2.4. W 6 Mar Driven systems: transients and superposition: EP 2.1 (Thms 2–4); Notes O.1; EP 2.6 (157–159 only). F 8 Mar Operators; exponential response formula (ERF): Notes O.2, O.4. PS3 due: 8–13 M 11 Mar Undetermined coefficients: EP 2.5 (144–153), Notes S W 13 Mar Input-response models: EP 2.6, 2.7 F 15 Mar Applications in engineering PS4 due: 13–16 M 18 Mar Stability and Resonance. W 20 Mar Hour Exam 2 III. Fourier series, Laplace transform, Dirac delta function 20 F 22 Mar Fourier series, coefficient formula, square wave: EP 8.1 25–29 Mar Spring Vacation 21 M 1 Apr Convergence; sine and cosine series: EP 8.2, 8.3 22 W 3 Apr Solving ODEs with Fourier series: EP 8.4 23 F 5 Apr Rate of convergence, orthogonality, listening to Fourier series PS 5 due: 17–22 24 M 8 Apr Laplace transform: EP 4.1; Notes H 25 W 10 Apr Solving ODEs with the Laplace transform: EP 4.2, 4.3 26 F 12 Apr Convolution: EP 4.4; Notes CG PS 6 due: 23–25 15–16 Apr Patriots Day holiday 27 W 17 Apr Step functions and delta functions: EP 4.5; Notes IR.4 28 F 19 Apr More about delta functions (including Fourier series): EP 4.6; Notes CG 29 F 22 Apr Poles, stability, and resonance PS 7 due: 26–28 30 W 24 Apr Hour Exam 3 IV. First order systems 31 32 33 34 F 26 Apr M 29 Apr W 1 May F 3 May 35 36 37 M 6 May W 8 May F 10 May 38 39 M 13 May W 15 May Linear systems and matrices: EP 5.1–5.3, Notes LS.1. Eigenvalues, eigenvectors: EP 5.4, Notes LS.2. Complex eigenvalues, repeated eigenvalues: EP 5.4, 5.6; Notes LS.3. Exponential matrix: EP 5.7; Notes LS.5, LS.6 PS8 due: 29–33 Inhomogeneous equations, variation of parameters: EP 5.8 Decoupling: Notes LS.4 Nonlinear systems: EP 7.2, 7.3; Notes GS PS9 due: 34–36 Examples of nonlinear systems: EP 7.4, 7.5; Notes GS Final Remarks. Final Exam: Comprehensive 3-hour exam during final exam week; time and place TBA. References: EP: C. Henry Edwards and David E. Penney, Elementary Differential Equations with Boundary Value Problems, Prentice-Hall, Sixth Edition. (Fifth edition will suffice.) Notes: 18.03 Notes and Exercises available on line and from Graphic Arts (copies from previous years will suffice).