Math 243A, Fall 2003
Ordinary Differential Equations and Dynamical
Systems
Tuesday & Thursday, 11:00-12:15pm, South Hall 4607
Instructor: Carlos J. García-Cervera.
South Hall, 6707.
Office Phone: (805) 893 3681
Office Fax: (805) 893 2385
Office Hours: Tuesday and Thursday 2:00-3:30pm
Textbooks: I am planning to extract the material for the course
from the following textbooks:
- Differential Equations and Dynamical Systems, by Lawrence
Perko.
- Ordinary Differential Equations, by Fritz John.
- Differential Equations, Dynamical Systems, and Linear
Algebra, by Morris W. Hirsch and Stephen Smale.
- Nonlinear Oscillations, Dynamical Systems, and Bifurcations
of Vector Fields, by John Guckenheimer and Philip Holmes.
- Mathematical Methods of Classical Mechanics, by V.I. Arnold.
- Classical Mechanics, by Herbert Goldstein.
- Introduction to Dynamical Systems, by D.K. Arrowsmith and
C.M. Place.
- Ordinary Differential Equations, by Philip Hartman.
For a review of Advanced Calculus, you may want to check out the following:
- Vector calculus, by Jerrold E. Marsden and Anthony
J. Tromba.
Course description: This is the first part of a graduate course
in Ordinary
Differential Equations (ODEs) and Dynamical Systems. In this course we
do not assume previous knowledge in ODEs. We will begin by studying
some techniques for finding exact solutions to some ODEs, such as
separation of variables and integrating factors. We will develop the
general existence and uniqueness theory for ODEs (Peano's Theorem and
Picard's Theorem, global solutions and extensions, dependence on
initial data and parameters), and then study
linear systems of equations. For
this we will need some results from Linear Algebra, which will be used
to construct the Exponential Matrix. We finish studying the stability
of systems of equations with respect to small perturbations.
Prerequisites: Mathematics 118A-B-C.
Assignments and grading: Homework will be assigned every two
weeks. It will be handed out on
Thursdays, and will be collected at the beginning of the class on the
Thursday of the second following week. Late homeworks will not be
accepted. The homework will generally consist
of both theoretical and practical questions.
In addition to the homework, there will be a final exam. Your final
grade for the course will be decided according to the following formula:
Final Grade = 60% Homework + 40% Final
Syllabus: During this course we will try to follow the following
schedule. However, much like everything said earlier, this is subject
to change.
- Weeks 1 & 2: Preliminaries: Elementary methods.
-
- Generalities and basic terminology.
- Separation of variables.
- Integrating factors.
- Change of variables: Bernouilli's equation and Euler's
equation.
- Geometric interpretation: flow of an ODE.
- Weeks 3 & 4: Local existence theorems.
-
- Peano's theorem.
- Picard's theorem.
- Week 5: Global solutions.
-
- Maximal interval of existence.
- Weeks 6 & 7: Linear Ordinary Differential Equations.
-
- Generalities: Fundamental solution matrix.
- Linear equations with constant coefficients: Exponential
matrix.
- Non-homogeneous linear equations.
- Weeks 8 & 9: Dependence on initial data and parameters.
-
- Continuity with respect to initial data and parameters.
- Differentiability with respect to initial data and parameters.
- Weeks 10 & 11: Perturbation theory and structural stability.
-
- Linear case and small perturbations.
- Direct method of Liapunov.
Carlos
J. Garcia-Cervera