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Next: MA3121 Complex Analysis
Up: Level 3
Previous: MA3011 Applied Numerical Mathematics
MA3061(=MC380) Ordinary Differential Equations
Credits: 20 |
Convenor: Dr. M. Tretyakov |
Semester: 1 |
Prerequisites: |
essential: MA1002(=MC127), MA1151(=MC146), MA2101(=MC248), MA2102(=MC241), MA2151(=MC240) |
desirable: MC243 |
Assessment: |
Coursework: 10% |
Three hour exam: 90% |
Lectures: |
36 |
Problem Classes: |
10 |
Tutorials: |
none |
Private Study: |
104 |
Labs: |
none |
Seminars: |
none |
Project: |
none |
Other: |
none |
Surgeries: |
none |
Total: |
150 |
Explanation of Pre-requisites
Students should already be familiar with the standard elementary
methods for solving simple ODEs (MA1002). They will require a
basic knowledge of real analysis (MA1151 and MA2101). For those parts of the
course which deal with linear equations, students should be familiar with
the idea of linear independence of elements of a vector space (MA2102)
and with complex numbers.
Finally it may be helpful for some parts of the course that students
be familiar with norms of matrices (MA2121).
Course Description
The theory of ordinary differential equations (often given the
designer label `dynamical systems' in recent years) is vast, and
so the choice of topics for this course is very much determined
by the lecturer's own interests.
The course will start with two basic topics which are required
for almost everything else (existence and uniqueness theorems,
and linear systems of equations). The remaining two topics
(phase portraits and stability analysis of differential
equations) will build on the knowledge acquired in the first two sections.
Aims
This course will consider, at an introductory level, four classical
topics from the extensive theory of ODEs. By the end of the course
the student should know enough to be able to engage in further
independent study at postgraduate level in each of the areas
covered.
Objectives
By the end of this module a diligent student should be able to
- analyze initial value problems in order to determine whether
or not they have unique solutions, and over what interval the
existence of such solutions may be guaranteed;
- know the basic properties of fundamental matrices for linear
systems of differential equations, and be able to construct such
matrices explicitly in simple cases, using them to find solutions
of inhomogeneous systems;
- use phase portraits to analyze problems
which cannot be solved in closed form;
- analyse stability of non-linear systems.
Transferable Skills
Most of the skills acquired on this module are transferable
to other branches of pure and applied mathematics where differential
equations arise; the course is a `desirable' prerequisite for our
Level 4 course on Partial Differential Equations.
Syllabus
- Existence and Uniqueness Theorems for solutions of initial value problems,
including Picard's Theorem and variants thereof.
Dependence of solutions on initial data.
- Linear Systems of ordinary differential equations.
Techniques for solving inhomogeneous equations.
- Phase portraits of autonomous differential equations: analysis of critical
points, and criteria for existence of periodic solutions and limit cycles.
- Stability by linearization and by the direct method (Lyapunov functions).
Reading list
Recommended:
E.A. Coddington and N. Levinson,
Theory of Ordinary Differential Equations,
McGraw-Hill.
D. W. Jordan and P. Smith,
Nonlinear Ordinary Differential Equations,
Oxford University Press.
F. Verhulst,
Nonlinear Differential Equations and Dynamical Systems,
Springer.
V.I. Arnold,
Ordinary Differential Equations,
Springer.
D.K. Arrowsmith and C.M. Place,
Dynamical Systems,
Chapman&Hall.
P. Hartmann,
Ordinary Differential Equations,
Wiley.
W.E. Boyce and R.C. Di Prima,
Elementary Differential Equations
and Boundary Value Problems,
Wiley.
Details of Assessment
The final assessment of this module will consist of 10% coursework
and 90% from a three hour examination during the Summer exam
period. The 10% coursework contribution will be determined by students'
solutions to coursework problems. The examination paper will contain
8 questions with full marks on the paper obtainable from 5 complete answers.
Next: MA3121 Complex Analysis
Up: Level 3
Previous: MA3011 Applied Numerical Mathematics
Author: G. T. Laycock, tel: +44 (0)116 252 3902
Last updated: 2002-10-25
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