By: Jiří Lebl
(website #1 http://www.jirka.org/ (personal), website #2 http://www.math.okstate.edu/~lebl/ (work: OSU), email: )
A one semester first course on differential equations, aimed at engineering students. Prerequisite for the course is the basic calculus sequence. This free online book (e-book in webspeak) should be usable as a stand-alone textbook or as a companion to a course using another book such as Edwards and Penney, Differential Equations and Boundary Value Problems: Computing and Modeling or Boyce and DiPrima, Elementary Differential Equations and Boundary Value Problems (section correspondence to these two is given). I developed and used these notes to teach Math 286/285 at the University of Illinois at Urbana-Champaign (one is a 4-day-a-week, the other a 3-day-a-week semester-long course). I also taught Math 20D at University of California, San Diego with these notes (a 3-day-a-week quarter-long course). There is enough material to run a 2-quarter course, and even perhaps a two semester course depending on lecturer speed.
The aim is to provide a low cost, redistributable, not overly long, high quality textbook that students will keep rather than selling back after the semester is over. Even if the students throw it out, they can always look it up on the net again. You are free to have a local bookstore or copy store make and sell copies for your students. See below about the license.
Another reason is to allow modification and customization for a specific purpose if necessary. If you do modify these notes, make sure to mark them prominently as such to avoid confusion. This aspect is also important for longevity of the book. The book can be updated and modified even if I happen to drop off the face of the earth. You do not have to depend on any publisher being interested as with traditional textbooks. Furthermore, errata are fixed promptly, meaning simply that if you teach the same class next term, all errata that are spotted are already fixed. No need to wait several years for a new edition.
While the textbook may be used by itself, it can also be used in conjunction with the IODE software. IODE is a free software package for experimenting with basic ODEs developed at University of Illinois specifically for teaching this course. IODE works both with Matlab (proprietary) and Octave (free). The IODE website has several extra projects for the students to work through as homework. The graphs in the book were created using the Genius software.
MAA recently published a review of the book (they looked at the December 2012 edition).
1. First order ODEs
2. Higher order linear ODEs
3. Systems of ODEs
4. Fourier series and PDEs
5. Eigenvalue problems
6. The Laplace transform
7. Power series methods
8. Nonlinear systems (new, Oct/20/2014)
There are currently 581 exercises throughout the book (October 20th 2014 edition), 183 of which have a solution in the back (those numbered 101 and above). A few exercises are within the section text, but most are in their own subsection at the end of every section. Each section has at least a few exercises, so there should be enough for homework assignments. The IODE projects offer alternatives to homework and also include independent extra exercises.
Please let me know at if you find any typos or have corrections, extra exercises or material, or any other comments. I will always keep all older versions available for download, at least when there are nontrivial updates. When the updates are reasonably minor, I will try to preserve pagination and numbering of sections/examples/theorems/equations/exercises as much as possible.
Do let me know () if you use the book for teaching a course! The book was used, or is being used (other than my courses at UIUC and UCSD), at over a dozen universities including Dartmouth College, University of Tennessee, University of Toledo, University of British Columbia, University of California at Irvine, University of Kentucky, University of Hawaii, and many others. The Saylor Foundation is using it as one of the books for their online Math 221 course.
See a list of classroom adoptions for more details.
Download the book as PDF
(October 20th, 2014, 351 pages, approximately 3 MB download)
The October 20th 2014 edition adds chapter 8 on Nonlinear systems. If you don't want to download the whole book, take a look at the final draft of the chapter (same as the version included in the main file above).
Look at the errata in the current revision (if any).
Look at the change log to see what changed in the latest version (there you can also download old versions if you wish).
I get a bit of money when you buy these (depending on where exactly they are bought, most if it is bought at the createspace store). Probably enough to buy me a coffee, so by buying a copy you will support this project. You will also save your toner cartridge. The difference between these two versions is essentially just the cover art. I have seen printed versions from both and they are both good quality.
Browse the HTML version of the notes (for easier reading of the notes on the web). The PDF version is still the canonical version however. Some things may look strange or may be hard to read in the web version simply because of imperfections in the conversion.
Section 1.6: Several interactive demos on autonomous equations in one variable.
Section 1.7: An interactive demo of Euler's method.
Section 2.4: Several animations of mechanical vibrations.
Section 2.6: Interactive demo of forced oscillations and resonance.
Section 3.5: Interactive demos of two-dimensional autonomous systems.
Section 3.6: A second order system (two carts with springs between them) interactive demo.
I put together all the figures as PDFs as one big zipfile. This should make it easier to create computer slides using the figures if you want without messing with the source tarball below. If a figure appears in multiple places, its filename only refers to the first such place.
Prof. Charles Bergeron has created a modified version of the book based heavily on Notes on Diffy Qs. The title is Differential Equations: Including Linear Algebra Topics And Computer-Aided Problem-Solving. The book removes some topics (e.g. PDEs), but adds an entire linear algebra chapter. Also the book covers the use of the computer algebra system Maxima in the context of the material.
LaTeX source as a tarball. The main file is diffyqs.tex. I compile the pdf with pdflatex. You also want to run makeindex to generate the index (I generally run pdflatex diffyqs three times, then makeindex diffyqs, and then finally pdflatex diffyqs again). The setup file with all the preamble you may want to edit is diffyqssetup.sty.
During the writing of these notes, the author was in part supported by NSF grant DMS-0900885 and DMS-1362337.
This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 United States License. You can use, print, copy, and share these notes as much as you want. You can base your own notes on these and reuse parts if you keep the license the same. If you plan to use these notes commercially (sell them for more than just production cost), then you need to contact me and we will work something out. If you are printing a course pack for your students, then it is fine if the copy service or bookstore is charging a fee for printing and selling the printed copy. I consider that production cost.