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.
- Chapter overview
- Antiderivatives and integration techniques, revisited ~12 min
- Partial fractions, revisited ~10 min
- Partial derivatives of a function of two variables ~10 min
- Complex numbers and Euler's formula ~12 min
- Matrices, determinants, and systems of linear equations ~12 min
- Eigenvalues and eigenvectors of a 2x2 matrix ~12 min
- Improper integrals ~10 min
- Power series and radius of convergence ~10 min
1 The language of differential equations π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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
- RungeβKutta 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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, SturmβLiouville, and Fourier series π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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