Course PM
MAN460 - Ordinära differentialekvationer
Ordinary differential equations
course diary

Here I shall try to keep an updated account of what has been done so far in the course.
date what we did comments
28/3
  • introduction to the course
  • first order scalar equations, some special cases (example of non-uniqueness and explosinon of solutions)
  • equations with separable variables
page 1-7 of my notes (see main page)
29/3
  • more on separable equations: uniqueness
  • homogeneous equations
  • linear equations (scalar, first order)
page 8-13 of my notes
31/3
  • The Bernoulli and Riccati equations
  • The general initial value problem
  • Lipschitz conditions, uniqueness
4/4
  • The existence theorem
  • Extension of solutions
for 31/3 and 4/4: page 14-24 in the notes
5/4
  • The lab: how to use ode45
  • How to make systems out of higher order equations
  • Numeical methods, Euler (with convegence theorem, not yet the proof), Heun, Runge Kutta
7/4
  • cancelled
25/4
  • A very short recollection of what we did before Easter break
  • Maximal solutions: the theorem and the proof
  • Differential inequalities and the Gronwall lemma
26/4
  • Exercises
  • Introduction to linear systems: the existence proof.
The proof of Lipschitz continuity was not very clear ... an explanation can be found in this note
28/4
  • Linear algebra
  • Linear systems: three equivalent statements about solutions to systems of ode's
2/5
  • Results around the (very important) statement that the set of solutions to a system of ode's form an n-dimensional subspace of C1.
  • The fundamental solution, and the variation of constants formula
3/5
  • Stability and continuous dependence on data and small perturbations of a linear system
  • Systems with constant coefficients. The matrix exponential and some properties of functions of matrices
Corresponds to pages up to 56 in the notes
9/5
  • The Cayley-Hamilton theorem and the evaluation of analytical functions of a matrix
  • Fundamental solutions for linear equations of higher order.
10/5
  • Notions of stability of solutions to differential equations
  • A stability theorem for solutions to equations of the form
    y' = A y + g(t,y)
12/5
  • Proof of an instability theorem for equations of the type
    y' = A y + g(t,y)
16/5
  • Lyapunov functions
17/5
  • Lyapunov-functions, an example
  • Two point boundary value problems
  • Fundamental solutions
19/5
  • computer lab


Bernt Wennberg <wennberg@math.chalmers.se>