Math 340 – Differential Equations (I) Review for Exam 1 Exam 1 will consist in 5 problems, similar to homework problems. Review the theory for each section, and the homework problems. 1.1 Differential equations and mathematical models 13, 32 - nth order DE; initial condition; IVP; - Particular solution; general solutions; - Writing a mathematical model for a given system. 1.2 Integrals as general and particular solutions: 1, 11 - General and particular solutions; integral forms for solutions; - Applications: position function, velocity, acceleration; 1.3 Direction fields: 11, 21 - Slope fields, solution curves; - Solutions are tangent to direction fields; constructing solution curves graphically; - Theorem of existence and uniqueness of solutions. 1.4 Separable equations: 19 - Definition and solving; implicit & explicit solutions; singular solutions; 1.5 Linear 1st order DE: 3, 30 - Normal form, integrating factor & solving; existence & uniqueness theorem. - Mixture problems. 1.6 Substitutions methods: 1,3,9, 21,31,43 - Substitution y=F(x,v), change of variable v=G(x,y) - Homogeneous DE, v=y/x => separable eq. - Bernoulli, v=y1-n => linear eq. - Exact equations: - Standard form, differential form; definition (condition); - Method of solving exact DE. - Reduction of 2nd ODE F(x,y,y’,y’’)=0 - Missing x: substitution p=y’; - Missing y: subst. p=y’ => y’’=p dp/dx 1.7 Population models (Modeling -> DE & solving): 1,3,6,11 - General population equation, birth/death rates; - Natural growth; - Logistic growth (separable); - Finding the analytic solution; - Equilibrium solutions & carrying capacity; 1.8 Acceleration-velocity models (Modeling -> DE & solving): 1,3 - Constant gravity (integrate); - Resistance proportional to v or v2 (separable); Math 340 – Differential Equations (I) Review for Exam 2 Exam 2 will consist in 5 problems. Review the theory for each section and the homework problems. 2.1+2.2 General solution of linear equations: 2.1/27; 2.2/7, 21 - Homogeneous and non-homogeneous linear DE; linear operator; - Principle of superposition; existence and uniqueness of solutions of IVP; - Linear dependence of functions, Wronskian; - General solution: yc=c1y1+…+cn yn, Y=yc+yp. 2.3 Homogeneous equations with constant coefficients: 21, 39; - Polynomial operators, characteristic equation, distinct & repeated roots; - Complex-valued functions, Euler’s formula, Re & Im parts; complex roots and solutions; 2.4+2.6 Mechanical vibrations: 2.4/3, 15; 2.6/15 - Terminology: mass-spring system, amplitude, circular frequency, phase angle, etc. - Forced oscillations and resonance: natural frequency; transient solution, steady state solution; 2.5 Undetermined coefficients and variation of parameters: 21, 47 - Method of undetermined coefficients: f(x)=sum of P(x)erx (r complex); - No duplication strategy for yp; - Duplication: definition & strategy for picking a particular solution; - Variation of parameters: the idea (yc=cy => yp=uy) and using the formula. 2.7 Electrical circuits: 1, 7 - Terminology: resistor, inductor, capacitor, voltage drop; LQ’’+RQ’+(1/C)Q=E(t) - Mechanical-electrical analogy; transient and steady periodic current; electric resonance. 2.8 Endpoint problems and eigenvalues: 1, 6 - Boundary value problem, eigenvalue problem; eigenvalues, eigenfunctions. 3.1 Power series 1, 11 - Power series: definition, interval and radius of convergence (Theorem); ratio test; examples: exp, sin, cos; - Power series representations of functions, Taylor series; identity principle - Operations with p.s.: +,-,x,/; differentiation and integration (Theorem: R does not decrease); - Power Series Method: deriving the recurrence relation, computing ROC; - Recognizing power series representations of known functions; 3.2 Series solutions near ordinary points y’’+P(x)y’+Q(x)y=0 : 1, 17 - Ordinary/singular points; Theorem: 2 independent solutions & ROC=distance to singular points 3.3 Regular singular points: 1, 9, 17 - Types of singular points: regular or not regular - Method of Frobenius - Equidimensional equation, indicial equation and exponents (its roots) - Frobenius series solutions: r1-r2 not in Z => 2 indep. sol. y=xr(c0+c1x+…) - Finding Frobenius series. Math 340 – Differential Equations (I) Review for Exam 3 Exam 3 will consist in 5 problems. Review the theory for each section, and the homework problems. 4.1 Laplace Transform and Inverse Transform: 2, 11, 25 - Laplace transform:L(f)(s)= e st f (t )dt , properties: linear & 1:1 (f,g cont.) => invertible on its image 0 - Inverse Laplace Transform: definition, properties: linear & 1:1 (by definition this time). - Classes of functions: piece-wise continuous, piece-wise smooth, exponential order. - “Existence of LT” Theorem (f pws & exp.); “Uniqueness of LT” Theorem (existence of Inverse LT) 4.2 Transformation of IVP: 1, 11,19,22 - Transform of Derivatives Theorem L[f’]=sL[f]-f(0); transforms of higher derivatives: L(f(n))=… - Solving IVP using Laplace Transform (4.2/1) - Transforms of Integrals: L = M1/s L - Finding New LP from Old (find a DE satisfied by L(f) …) (4.2/11, 19) 4.3 Translation and Partial Fractions: 1, 5, 11 - Partial fractions decomposition - Translation on the s-Axis Theorem: L M(eat) =T-a L 4.4 Derivatives, Integrals and Product of Transforms: 1, 15, 23, 29 t - Convolution: (f*g)(t)= f ( x) g (t x)dx ; properties (linear, commut.); Convolution Theorem (L * = L) 0 - Differentiation of transforms Theorem (d/ds L=L M-t); - Integration of transforms Theorem ( L= L M1/t) 4.5 Periodic and piecewise continuous forcing functions - Unit step functions and their Laplace transforms, translation on t-axis; - Laplace transform of a periodic function 5.1: Linear systems of DE - Reducing to 1st order systems: 5.1/1; homogeneous & non-homogeneous linear systems; - Existence and uniqueness of solutions of x’=P(t)x+f(t) 5.2 The method of elimination: - Linear differential operators, operator determinant; - Elimination method: System -> Equation 5.2/1 5.3 Linear systems and matrices - Matrices and operations: +, x, d/dt; - Linear systems: 5.3/21 - Homogeneous: principle of superposition, linear independence, Wronskian; - General solution of homogeneous systems: x(t)=X(t) c (lin. combin. of n-indep. sol.) - Solution of nonhomogeneous systems: x(t)=xc(t)+xp(t) (complementary function); 5.3/31 5.4 The eigenvalue method for homogeneous systems X’=AX : 5.4/1 - Eigenvalues, eigenvector, characteristic equation; the eigenvalue method. 5.7 Matrix exponentials and linear homogeneous systems 5.7/1,15 - Exponential matrices eA; If AB=BA => eA+B=eA eB; - Matrix exponential solutions: x(t)=eAtx0; computing eAt: 5.8 Nonhomogeneous linear systems 5.8/1, 21 - Undetermined coefficients (xp(t)=lin.combination of f, f’,…); eliminating duplication w. xc(t) - Fundamental matrix, fundamental matrix solutions x(t)=(t)c, x(t)= (t) -1(a)b - Variation of parameters: xp(t)= (t)u(t), u(t)= -1(t)f(t)dt; IVP: x=eAt(x0+e-tAf(t)dt) Math 340 – Differential Equations (I) Review for Final Exam The Final Exam will be comprehensive, consisting in 7 to 10 problems. You are allowed one page (front and back) with formulas, but no solutions to specific problems. Please review the theory first (see Review Guides for Tests 1,2,3 & final), starting with: 1) “Title concepts” (example: 1.3 Direction fields etc.): - Definition, criterion (if any) and properties: - Review them (formal def., a graphical representation and a good example) - Check (closed book/notes) that you’ve got it! 2) Review (even better: rework closed book/notes) associated homework problems: - Computational problems - Easy proofs of simple corollaries/properties (if any). 3) For an A in the final: - Review proofs for the theorems listed (if any) - Rework (without book/notes or HWk) all the other homework problems. Make sure you know how to input matrices and finding eigenvalues eigVl(mat) and eigenvectors eigVc(mat). In addition to the previous review sheets: Ch. 6 - Euler method for DE and systems: 6.1/1 - Improved Euler method for DE and systems: 6.2/1 - Terminology: Current Point, Predicted Point, Improved Euler Point; - Formulas: predictor, corrector. - Runge-Katta method (idea): - Simpson’s formula for numerical integration - Euler’s method for estimating slopes - Errors: - Absolute and relative error: definition and computing it; - Numerical methods of order k; - Understanding the content of the theorems: - Euler’s method is of order 1; - Improved Euler’s method is of order 2. - RK-method is of order 4 - Numerical method for systems - Vector valued analogs: Euler’s method and RK-method - Variable step size methods