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Notes on Diffy Qs

Differential Equations for Engineers

by Jiří Lebl

Typeset in LATEX.

Copyright ©2008–2014 Jiří Lebl


This work is licensed under the Creative Commons Attribution-Noncommercial-Share Alike 3.0 United States License. To view a copy of this license, visit http://creativecommons.org/licenses/by-_nc-_sa/3.0/us/ or send a letter to Creative Commons, 171 Second Street, Suite 300, San Francisco, California, 94105, USA.

You can use, print, duplicate, share this book as much as you want. You can base your own notes on it and reuse parts if you keep the license the same. If you plan to use it commercially (sell it for more than just duplicating 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 duplication service is charging a fee for printing and selling the printed copy. I consider that duplicating cost.

During the writing of these notes, the author was in part supported by NSF grant DMS-0900885.

See http://www.jirka.org/diffyqs/ for more information (including contact information).

 0.1 Notes about these notes
 0.2 Introduction to differential equations
1 First order ODEs
 1.1 Integrals as solutions
 1.2 Slope fields
 1.3 Separable equations
 1.4 Linear equations and the integrating factor
 1.5 Substitution
 1.6 Autonomous equations
 1.7 Numerical methods: Euler’s method
2 Higher order linear ODEs
 2.1 Second order linear ODEs
 2.2 Constant coefficient second order linear ODEs
 2.3 Higher order linear ODEs
 2.4 Mechanical vibrations
 2.5 Nonhomogeneous equations
 2.6 Forced oscillations and resonance
3 Systems of ODEs
 3.1 Introduction to systems of ODEs
 3.2 Matrices and linear systems
 3.3 Linear systems of ODEs
 3.4 Eigenvalue method
 3.5 Two dimensional systems and their vector fields
 3.6 Second order systems and applications
 3.7 Multiple eigenvalues
 3.8 Matrix exponentials
 3.9 Nonhomogeneous systems
4 Fourier series and PDEs
 4.1 Boundary value problems
 4.2 The trigonometric series
 4.3 More on the Fourier series
 4.4 Sine and cosine series
 4.5 Applications of Fourier series
 4.6 PDEs, separation of variables, and the heat equation
 4.7 One dimensional wave equation
 4.8 D’Alembert solution of the wave equation
 4.9 Steady state temperature and the Laplacian
 4.10 Dirichlet problem in the circle and the Poisson kernel
5 Eigenvalue problems
 5.1 Sturm-Liouville problems
 5.2 Application of eigenfunction series
 5.3 Steady periodic solutions
6 The Laplace transform
 6.1 The Laplace transform
 6.2 Transforms of derivatives and ODEs
 6.3 Convolution
 6.4 Dirac delta and impulse response
7 Power series methods
 7.1 Power series
 7.2 Series solutions of linear second order ODEs
 7.3 Singular points and the method of Frobenius
8 Nonlinear systems
 8.1 Linearization, critical points, and equilibria
 8.2 Stability and classification of isolated critical points
 8.3 Applications of nonlinear systems
 8.4 Limit cycles
 8.5 Chaos
Further Reading
Solutions to Selected Exercises