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Ordinary Differential Equations

First- and higher-order ODEs, systems, dynamical-systems classification, and the Laplace transform -- built on the calculus and linear algebra that came before, in service of the numerical analysis and PDE courses ahead.

Free to read now, no account needed: Readiness: what ODEs lean on. Create a free account to open the other chapters, take the quizzes and keep your progress.

1 The language of differential equations πŸ”’

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  • What a differential equation is ~12 min
  • The order of a differential equation ~8 min
  • Linear versus nonlinear equations ~10 min
  • Explicit versus implicit solutions ~10 min
  • Autonomous versus nonautonomous equations ~8 min
  • Verifying a solution ~8 min
  • General and particular solutions, families of solutions ~10 min
  • Initial-value problems ~8 min
  • Existence and uniqueness ~12 min
  • Boundary-value problems, a first look ~10 min

2 Solving first-order equations πŸ”’

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  • Separable equations ~12 min
  • First-order linear equations and integrating factors ~10 min
  • Applications of the integrating-factor method ~10 min
  • Differential form and the exactness condition ~12 min
  • Solving exact equations ~12 min
  • Integrating factors for non-exact equations ~12 min
  • The Bernoulli equation ~12 min
  • Homogeneous first-order equations ~12 min
  • Other useful substitutions ~10 min
  • Choosing a solution method ~10 min

3 Qualitative theory of first-order equations πŸ”’

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  • Slope fields ~10 min
  • Isoclines ~9 min
  • Phase lines and equilibria ~10 min
  • Stability: stable, unstable, semistable ~9 min
  • The logistic equation, revisited ~9 min
  • Logistic growth with harvesting ~11 min
  • A parameter that moves an equilibrium ~8 min
  • Bifurcation of a 1-D autonomous family ~10 min
  • Long-term behavior without solving ~9 min
  • Reading qualitative behavior from a model ~9 min

4 Numerical methods πŸ”’

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  • Why a closed-form solution isn't always available ~8 min
  • Euler's method ~9 min
  • Local versus global error ~9 min
  • Heun's method (improved Euler) ~10 min
  • Runge–Kutta methods, RK2 ~9 min
  • RK4 ~10 min
  • Step size and accuracy trade-offs ~9 min
  • Reading order of accuracy off an error plot ~9 min
  • Stiffness, informally ~9 min

5 Modeling with first-order equations πŸ”’

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  • Exponential growth and decay ~9 min
  • Newton's law of cooling ~9 min
  • Mixing problems and two-tank systems ~12 min
  • Pharmacokinetics: a drug-elimination model ~10 min
  • RC circuits ~10 min
  • Chemical reaction rates ~10 min
  • Terminal velocity with air resistance ~9 min
  • Compartment models ~9 min
  • Building a differential equation from a description ~10 min
  • Choosing a model for a scenario ~9 min

6 Second-order linear equations: the theory πŸ”’

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  • Second-order linear equations, standard form ~9 min
  • The linear differential operator L ~9 min
  • Homogeneous versus nonhomogeneous ~8 min
  • Linear independence of two functions ~9 min
  • The Wronskian ~10 min
  • Abel's formula ~9 min
  • The superposition principle ~9 min
  • Fundamental sets of solutions ~9 min
  • The general solution of a linear homogeneous equation ~9 min
  • Reduction of order ~11 min

7 Constant-coefficient equations πŸ”’

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  • The characteristic equation ~9 min
  • Distinct real roots ~9 min
  • Repeated real roots ~9 min
  • Complex roots and Euler's formula ~10 min
  • Oscillatory solutions, amplitude-phase form ~9 min
  • Exponential growth and decay from real roots ~8 min
  • The Cauchy-Euler equation ~10 min
  • Cauchy-Euler with repeated and complex roots ~10 min
  • Behavior as x goes to infinity ~9 min
  • Connecting roots to the shape of a solution ~9 min

8 Mechanical and electrical vibrations πŸ”’

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  • Mass-spring systems and Hooke's law ~8 min
  • Setting up the equation of motion ~8 min
  • Undamped free vibration, natural frequency ~8 min
  • Damped free vibration ~8 min
  • Overdamping ~8 min
  • Critical damping ~8 min
  • Underdamping and the damping ratio ~9 min
  • Energy in a vibrating system ~8 min
  • RLC circuits ~8 min
  • The mechanical-electrical analogy ~8 min

9 Nonhomogeneous equations and forcing πŸ”’

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  • Complementary versus particular solutions ~8 min
  • The method of undetermined coefficients ~8 min
  • Trial functions for each forcing type ~8 min
  • The resonance modification rule ~8 min
  • Undetermined coefficients with superposed forcing ~8 min
  • Variation of parameters, motivated ~8 min
  • Deriving the variation-of-parameters formula ~9 min
  • Comparing the two methods ~8 min
  • Sinusoidal forcing, steady-state versus transient ~8 min
  • Amplitude response and resonance ~8 min
  • Phase shift ~8 min
  • Beats ~8 min

10 Higher-order linear equations πŸ”’

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  • nth-order linear equations ~8 min
  • The characteristic polynomial and its roots ~9 min
  • Repeated and complex roots at higher order ~9 min
  • Superposition and the general solution ~8 min
  • Undetermined coefficients at higher order ~9 min
  • Variation of parameters at higher order ~9 min
  • Converting an nth-order equation to a first-order system ~8 min
  • Why systems are the more general object ~7 min

11 The Laplace transform πŸ”’

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  • Definition and motivation ~9 min
  • Existence of the transform ~8 min
  • Linearity ~7 min
  • Basic transform pairs ~8 min
  • The inverse Laplace transform ~8 min
  • Transforms of derivatives ~9 min
  • s-shifting (exponential shifting) ~8 min
  • t-shifting and the unit step function ~9 min
  • Piecewise-defined forcing ~9 min
  • The Dirac delta and impulse forcing ~9 min
  • Convolution and the convolution theorem ~10 min
  • Solving an IVP by Laplace transform, start to finish ~10 min

12 Systems of first-order equations πŸ”’

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  • Writing a system in matrix form ~8 min
  • From a higher-order equation to a system ~8 min
  • Vector-valued solutions ~8 min
  • The eigenvalue method: distinct real eigenvalues ~10 min
  • Complex eigenvalues ~10 min
  • Repeated eigenvalues and generalized eigenvectors ~10 min
  • Fundamental matrices ~8 min
  • The matrix exponential ~9 min
  • Solving a system via the matrix exponential ~8 min
  • Diagonalization and decoupled systems ~9 min
  • Nonhomogeneous linear systems ~9 min

13 The phase plane and classification πŸ”’

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  • Trajectories vs. solution curves ~8 min
  • Equilibrium points of a system ~8 min
  • Nullclines ~8 min
  • Direction fields for systems ~8 min
  • Nodes ~9 min
  • Saddles ~8 min
  • Centers ~8 min
  • Spirals ~9 min
  • Degenerate and repeated-eigenvalue cases ~9 min
  • The trace-determinant plane ~10 min
  • Reading stability from trace and determinant alone ~8 min

14 Nonlinear systems and dynamical models πŸ”’

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  • Nonlinear autonomous systems ~9 min
  • The Jacobian and local linearization ~10 min
  • When linearization fails: Hartman-Grobman ~11 min
  • Predator-prey models ~11 min
  • Competing species models ~11 min
  • The SIR epidemic model ~11 min
  • Conserved quantities ~10 min
  • Limit cycles ~9 min
  • The Van der Pol oscillator ~10 min
  • Bifurcations in a system ~10 min
  • Choosing a dynamical model for a scenario ~10 min

15 Boundary-value problems, Sturm–Liouville, and Fourier series πŸ”’

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  • IVPs vs. BVPs, revisited ~10 min
  • Two-point boundary conditions ~9 min
  • Existence and uniqueness for BVPs, informally ~10 min
  • The shooting method ~14 min
  • Eigenvalue problems from boundary conditions ~12 min
  • Sturm-Liouville form ~12 min
  • Orthogonality of eigenfunctions ~13 min
  • Expanding a function in a Sturm-Liouville eigenbasis ~14 min
  • Separation of variables: a first look toward PDEs ~13 min
  • Superposition and the general series solution ~11 min
  • Computing the sine-series coefficients for a separated heat equation solution ~15 min

16 Series solutions and special functions πŸ”’

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  • Power series review ~10 min
  • Ordinary points and the power-series method ~12 min
  • Recurrence relations ~12 min
  • Radius of convergence of a series solution ~10 min
  • Regular singular points ~12 min
  • The indicial equation ~12 min
  • The Frobenius method ~15 min
  • Repeated and differing roots of the indicial equation ~15 min
  • Bessel's equation ~14 min
  • Legendre's and Hermite's equations ~14 min